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1292 Commits
Author SHA1 Message Date
Jiaming Yuan f7ce0ec0df Upgrade gcc toolchain to 9.x. (#8878) 
* Use new tool chain.

* Use gcc-9.

* Use cmake from system.

* DOn't link leak.
 2023-03-07 08:25:23 -08:00
Jiaming Yuan 7eba285a1e Support sklearn cross validation for ranker. (#8859) 
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
 2023-03-07 00:22:08 +08:00
Jiaming Yuan 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Jiaming Yuan 4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rory MitchellandJiaming Yuan 69a50248b7 Fix scope of feature set pointers (#8850) 
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2023-03-02 12:37:14 +08:00
mzzhang95 6cef9a08e9 [pyspark] Update eval_metric validation to support list of strings (#8826) 2023-03-02 08:24:12 +08:00
Rong Ou 7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Philip Hyunsu Cho 6d8afb2218 [CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853) 
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
 2023-03-01 09:22:24 -08:00
Jiaming Yuan d54ef56f6f Fix cache with gc (#8851) 
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
 2023-03-01 00:39:06 +08:00
Rong Ou d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan c0afdb6786 Fix CPU bin compression with categorical data. (#8809) 
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
 2023-02-16 04:20:34 +08:00
Jiaming Yuan cce4af4acf Initial support for quantile loss. (#8750) 
- Add support for Python.
- Add objective.
 2023-02-16 02:30:18 +08:00
Jiaming Yuan 282b1729da Specify the number of threads for parallel sort. (#8735) 
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
 2023-02-16 00:20:19 +08:00
Jiaming Yuan 81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan 31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming YuanandPhilip Hyunsu Cho d11a0044cf Generalize prediction cache. (#8783) 
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-02-13 12:36:43 +08:00
Rong OuandHyunsu Philip Cho ed91e775ec Fix quantile tests running on multi-gpus (#8775) 
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2023-02-12 17:00:26 -08:00
Jiaming Yuan 225b3158f6 Support custom metric in sklearn ranker. (#8786) 2023-02-12 13:14:07 +08:00
Jiaming Yuan 17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan 8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Jiaming Yuan 199c421d60 Send default configuration from metric to objective. (#8760) 2023-02-09 20:18:07 +08:00
Jiaming Yuan 5f76edd296 Extract make metric name from ranking metric. (#8768) 
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
 2023-02-09 18:30:21 +08:00
Jiaming Yuan 4ead65a28c Increase timeout limit for linear. (#8767) 2023-02-09 18:20:12 +08:00
Rong Ou cbf98cb9c6 Add Allgather to collective communicator (#8765) 
* Add Allgather to collective communicator
 2023-02-09 11:31:22 +08:00
Jiaming Yuan 48cefa012e Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan 7b3d473593 [doc] Add demo for inference using individual tree. (#8752) 2023-02-07 04:40:18 +08:00
Jiaming Yuan 28bb01aa22 Extract optional weight. (#8747) 
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
 2023-02-07 03:11:53 +08:00
Jiaming Yuan 0f37a01dd9 Require black formatter for the python package. (#8748) 2023-02-07 01:53:33 +08:00
Jiaming Yuan a2e433a089 Fix empty DMatrix with categorical features. (#8739) 2023-02-07 00:40:11 +08:00
Rory Mitchell 7214a45e83 Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Rong Ou 66191e9926 Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan c1786849e3 Use array interface for CSC matrix. (#8672) 
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
 2023-02-05 01:59:46 +08:00
BenEfrati 213b5602d9 Add sample_weight to eval_metric (#8706) 2023-02-05 00:06:38 +08:00
Philip Hyunsu Cho dd79ab846f [CI] Fix failing arm build (#8751) 
* Always install Conda env into /opt/python; use Mamba

* Change ownership of Conda env to buildkite-agent user

* Use unique name

* Fix
 2023-02-03 22:32:48 -08:00
Jiaming Yuan 0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
James Lamb 0d8248ddcd [R] discourage use of regex for fixed string comparisons (#8736) 2023-01-30 18:47:21 +08:00
Jiaming Yuan 1325ba9251 Support primitive types of pyarrow-backed pandas dataframe. (#8653) 
Categorical data (dictionary) is not supported at the moment.
 2023-01-30 17:53:29 +08:00
Jiaming Yuan 3760cede0f Consistent use of context to specify number of threads. (#8733) 
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
 2023-01-30 15:25:31 +08:00
Rong Ou 8af98e30fc Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
James Lamb 96e6b6beba [ci] remove unused imports in tests (#8707) 2023-01-25 14:10:29 +08:00
Jiaming Yuan 9fb12b20a4 Cleanup the callback module. (#8702) 
- Cleanup pylint markers.
- run formatter.
- Update examples of using callback.
 2023-01-22 00:13:49 +08:00
Jiaming Yuan 34eee56256 Fix compiler warnings. (#8703) 
Fix warnings about signed/unsigned comparisons.
 2023-01-21 15:16:23 +08:00
Jiaming Yuan e49e0998c0 Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan 4416452f94 Return single thread from context when called inside omp region. (#8693) 2023-01-18 09:23:37 +08:00
Jiaming Yuan 31b9cbab3d Make sure input numpy array is aligned. (#8690) 
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
 2023-01-18 08:12:13 +08:00
Rong Ou 78396f8a6e Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
Jiaming Yuan 247946a875 Cache transformed in QuantileDMatrix for efficiency. (#8666) 2023-01-17 06:02:40 +08:00