* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
* Re-implement ROC-AUC.
* Binary
* MultiClass
* LTR
* Add documents.
This PR resolves a few issues:
- Define a value when the dataset is invalid, which can happen if there's an
empty dataset, or when the dataset contains only positive or negative values.
- Define ROC-AUC for multi-class classification.
- Define weighted average value for distributed setting.
- A correct implementation for learning to rank task. Previous
implementation is just binary classification with averaging across groups,
which doesn't measure ordered learning to rank.
* - create a gpu metrics (internal) registry
- the objective is to separate the cpu and gpu implementations such that they evolve
indepedently. to that end, this approach will:
- preserve the same metrics configuration (from the end user perspective)
- internally delegate the responsibility to the gpu metrics builder when there is a
valid device present
- decouple the gpu metrics builder from the cpu ones to prevent misuse
- move away from including the cuda file from within the cc file and segregate the code
via ifdef's
* Move get transpose into cc.
* Clean up headers in host device vector, remove thrust dependency.
* Move span and host device vector into public.
* Install c++ headers.
* Short notes for c and c++.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Port elementwise metrics to GPU.
* All elementwise metrics are converted to static polymorphic.
* Create a reducer for metrics reduction.
* Remove const of Metric::Eval to accommodate CubMemory.
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.
- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring
* Added const version of HostDeviceVector API calls.
- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions
* Updated src/linear/updater_gpu_coordinate.cu.
* Added read-only state for HostDeviceVector sync.
- this means no copies are performed if both host and devices access
the HostDeviceVector read-only
* Fixed linter and test errors.
- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
e.g. in calls to cudaSetDevice()
* Fixed explicit template instantiation errors for HostDeviceVector.
- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>
* Fixed HostDeviceVector tests that require multiple GPUs.
- added a mock set device handler; when set, it is called instead of cudaSetDevice()
* rank_metric: add AUC-PR
Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)
* rank_metric: fix lint warnings
* Implement tests for AUC-PR and fix implementation
* add aucpr to documentation for other languages
* Add interaction effects and cox loss
* Minimize whitespace changes
* Cox loss now no longer needs a pre-sorted dataset.
* Address code review comments
* Remove mem check, rename to pred_interactions, include bias
* Make lint happy
* More lint fixes
* Fix cox loss indexing
* Fix main effects and tests
* Fix lint
* Use half interaction values on the off-diagonals
* Fix lint again
* Add UpdatePredictionCache() option to updaters
Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.
* Respond to code review
* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale
* Improve multi-threaded performance
* Use columnwise accessor to accelerate ApplySplit() step,
with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()
* Add missing #if macro
* Respond to code review
* Use wrapper to enable parallel sort on Linux
* Fix C++ compatibility issues
* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword
* Fix lint issues
* Respond to code review
* Fix bug in ApplySplitSparseData()
* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values
* Fix training continuation bug
Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.
* Add regression test for fast_hist
* Respond to code review
* Add back old version of ApplySplitSparseData
The GetWeight is a wrapper which sets the correct weight
if the weights vector is not provided. Hence accessing the default
weights vector is not recommended.
* Fix various typos
* Add override to functions that are overridden
gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.
* Use bst_float consistently
Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.
In some cases, when due to additions and so on the value can
take a larger value, double is used.
This ensures that type conversions are minimal and reduces loss of
precision.
* correct CalcDCG in rank_metric.cc
DCG use log base-2, however `std::log` returns log base-e.
* correct CalcDCG in rank_obj.cc
DCG use log base-2, however `std::log` returns log base-e.
* use std::log2 instead of std::log
make it more elegant
* use std::log2 instead of std::log
make it more elegant
