This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.
The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.
fix#7476
Co-authored-by: jiamingy <jm.yuan@outlook.com>
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
* 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.
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
A new parameter `custom_metric` is added to `train` and `cv` to distinguish the behaviour from the old `feval`. And `feval` is deprecated. The new `custom_metric` receives transformed prediction when the built-in objective is used. This enables XGBoost to use cost functions from other libraries like scikit-learn directly without going through the definition of the link function.
`eval_metric` and `early_stopping_rounds` in sklearn interface are moved from `fit` to `__init__` and is now saved as part of the scikit-learn model. The old ones in `fit` function are now deprecated. The new `eval_metric` in `__init__` has the same new behaviour as `custom_metric`.
Added more detailed documents for the behaviour of custom objective and metric.
* Support more input types for categorical data.
* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
