Normal prediction with DMatrix is now thread safe with locks. Added inplace prediction is lock free thread safe.
When data is on device (cupy, cudf), the returned data is also on device.
* Implementation for numpy, csr, cudf and cupy.
* Implementation for dask.
* Remove sync in simple dmatrix.
* [WIP] Add lower and upper bounds on the label for survival analysis
* Update test MetaInfo.SaveLoadBinary to account for extra two fields
* Don't clear qids_ for version 2 of MetaInfo
* Add SetInfo() and GetInfo() method for lower and upper bounds
* changes to aft
* Add parameter class for AFT; use enum's to represent distribution and event type
* Add AFT metric
* changes to neg grad to grad
* changes to binomial loss
* changes to overflow
* changes to eps
* changes to code refactoring
* changes to code refactoring
* changes to code refactoring
* Re-factor survival analysis
* Remove aft namespace
* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter
* Move function bodies out of AFTLoss, to reduce clutter
* Use smart pointer to store AFTDistribution and AFTLoss
* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity
The enum class was not a distribution itself but a distribution type
* Add AFTDistribution::Create() method for convenience
* changes to extreme distribution
* changes to extreme distribution
* changes to extreme
* changes to extreme distribution
* changes to left censored
* deleted cout
* changes to x,mu and sd and code refactoring
* changes to print
* changes to hessian formula in censored and uncensored
* changes to variable names and pow
* changes to Logistic Pdf
* changes to parameter
* Expose lower and upper bound labels to R package
* Use example weights; normalize log likelihood metric
* changes to CHECK
* changes to logistic hessian to standard formula
* changes to logistic formula
* Comply with coding style guideline
* Revert back Rabit submodule
* Revert dmlc-core submodule
* Comply with coding style guideline (clang-tidy)
* Fix an error in AFTLoss::Gradient()
* Add missing files to amalgamation
* Address @RAMitchell's comment: minimize future change in MetaInfo interface
* Fix lint
* Fix compilation error on 32-bit target, when size_t == bst_uint
* Allocate sufficient memory to hold extra label info
* Use OpenMP to speed up
* Fix compilation on Windows
* Address reviewer's feedback
* Add unit tests for probability distributions
* Make Metric subclass of Configurable
* Address reviewer's feedback: Configure() AFT metric
* Add a dummy test for AFT metric configuration
* Complete AFT configuration test; remove debugging print
* Rename AFT parameters
* Clarify test comment
* Add a dummy test for AFT loss for uncensored case
* Fix a bug in AFT loss for uncensored labels
* Complete unit test for AFT loss metric
* Simplify unit tests for AFT metric
* Add unit test to verify aggregate output from AFT metric
* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests
* Use aft_loss_param when serializing AFTObj
This is to be consistent with AFT metric
* Add unit tests for AFT Objective
* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops
* Add comments
* Remove AFT prefix from probability distribution; put probability distribution in separate source file
* Add comments
* Define kPI and kEulerMascheroni in probability_distribution.h
* Add probability_distribution.cc to amalgamation
* Remove unnecessary diff
* Address reviewer's feedback: define variables where they're used
* Eliminate all INFs and NANs from AFT loss and gradient
* Add demo
* Add tutorial
* Fix lint
* Use 'survival:aft' to be consistent with 'survival:cox'
* Move sample data to demo/data
* Add visual demo with 1D toy data
* Add Python tests
Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
* Move thread local entry into Learner.
This is an attempt to workaround CUDA context issue in static variable, where
the CUDA context can be released before device vector.
* Add PredictionEntry to thread local entry.
This eliminates one copy of prediction vector.
* Don't define CUDA C API in a namespace.
* Turn xgboost::DataType into C++11 enum class
* New binary serialization format for DMatrix::MetaInfo
* Fix clang-tidy
* Fix c++ test
* Implement new format proposal
* Move helper functions to anonymous namespace; remove unneeded field
* Fix lint
* Add shape.
* Keep only roundtrip test.
* Fix test.
* various fixes
* Update data.cc
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* Simplify DropTrees calling logic
* Add `training` parameter for prediction method.
* [Breaking]: Add `training` to C API.
* Change for R and Python custom objective.
* Correct comment.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* Extract interaction constraints from split evaluator.
The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.
* Enable inc for approx tree method.
As now the implementation is spited up from evaluator class, it's also enabled for approx method.
* Removing obsoleted code in colmaker.
They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.
* Unifying the types used for row and column.
As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
* Use CMake config file for representing version.
* Generate c and Python version file with CMake.
The generated file is written into source tree. But unless XGBoost upgrades
its version, there will be no actual modification. This retains compatibility
with Makefiles for R.
* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
* Initial support for cudf integration.
* Add two C APIs for consuming data and metainfo.
* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.
* Add FromDeviceColumnar for consuming device data.
* Add new MetaInfo::SetInfo for consuming label, weight etc.
* Refactor configuration [Part II].
* General changes:
** Remove `Init` methods to avoid ambiguity.
** Remove `Configure(std::map<>)` to avoid redundant copying and prepare for
parameter validation. (`std::vector` is returned from `InitAllowUnknown`).
** Add name to tree updaters for easier debugging.
* Learner changes:
** Make `LearnerImpl` the only source of configuration.
All configurations are stored and carried out by `LearnerImpl::Configure()`.
** Remove booster in C API.
Originally kept for "compatibility reason", but did not state why. So here
we just remove it.
** Add a `metric_names_` field in `LearnerImpl`.
** Remove `LazyInit`. Configuration will always be lazy.
** Run `Configure` before every iteration.
* Predictor changes:
** Allocate both cpu and gpu predictor.
** Remove cpu_predictor from gpu_predictor.
`GBTree` is now used to dispatch the predictor.
** Remove some GPU Predictor tests.
* IO
No IO changes. The binary model format stability is tested by comparing
hashing value of save models between two commits
* Implement tree model dump with a code generator.
* Split up generators.
* Implement graphviz generator.
* Use pattern matching.
* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* adding support for matrix slicing with query ID for cross-validation
* hail mary test of unrar installation for windows tests
* trying to modify tests to run in Github CI
* Remove dependency on wget and unrar
* Save error log from R test
* Relax assertion in test_training
* Use int instead of bool in C function interface
* Revise R interface
* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility
* Refactor CMake scripts.
* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.
* Revert machine.conf.
* Move CLI test to gpu.
* Small cleanup.
* Support using XGBoost as submodule.
* Fix windows
* Fix cpp tests on Windows
* Remove duplicated find_package.
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.
* Reformat.
* Fix#3342 and h2oai/h2o4gpu#625: Save predictor parameters in model file
This allows pickled models to retain predictor attributes, such as
'predictor' (whether to use CPU or GPU) and 'n_gpu' (number of GPUs
to use). Related: h2oai/h2o4gpu#625Closes#3342.
TODO. Write a test.
* Fix lint
* Do not load GPU predictor into CPU-only XGBoost
* Add a test for pickling GPU predictors
* Make sample data big enough to pass multi GPU test
* Update test_gpu_predictor.cu
* 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()
* Add basic Span class based on ISO++20.
* Use Span<Entry const> instead of Inst in SparsePage.
* Add DeviceSpan in HostDeviceVector, use it in regression obj.
* Fix#3545: XGDMatrixCreateFromCSCEx silently discards empty trailing rows
Description: The bug is triggered when
1. The data matrix has empty rows at the bottom. More precisely, the rows
`n-k+1`, `n-k+2`, ..., `n` of the matrix have missing values in all
dimensions (`n` number of instances, `k` number of trailing rows)
2. The data matrix is given as Compressed Sparse Column (CSC) format.
Diagnosis: When the CSC matrix is converted to Compressed Sparse Row (CSR)
format (this is common format used for DMatrix), the trailing empty rows
are silently ignored. More specifically, the row pointer (`offset`) of the
newly created CSR matrix does not take account of these rows.
Fix: Modify the row pointer.
* Add regression test
* Fail GPU CI after test failure
* Fix GPU linear tests
* Reduced number of GPU tests to speed up CI
* Remove static allocations of device memory
* Resolve illegal memory access for updater_fast_hist.cc
* Fix broken r tests dependency
* Update python install documentation for GPU
* add qid for https://github.com/dmlc/xgboost/issues/2748
* change names
* change spaces
* change qid to bst_uint type
* change qid type to size_t
* change qid first to SIZE_MAX
* change qid type from size_t to uint64_t
* update dmlc-core
* fix qids name error
* fix group_ptr_ error
* Style fix
* Add qid handling logic to SparsePage
* New MetaInfo format + backward compatibility fix
Old MetaInfo format (1.0) doesn't contain qid field. We still want to be able
to read from MetaInfo files saved in old format. Also, define a new format
(2.0) that contains the qid field. This way, we can distinguish files that
contain qid and those that do not.
* Update MetaInfo test
* Simply group assignment logic
* Explicitly set qid=nullptr in NativeDataIter
NativeDataIter's callback does not support qid field. Users of NativeDataIter
will need to call setGroup() function separately to set group information.
* Save qids_ in SaveBinary()
* Upgrade dmlc-core submodule
* Add a test for reading qid
* Add contributor
* Check the size of qids_
* Document qid format
* Use sparse page as singular CSR matrix representation
* Simplify dmatrix methods
* Reduce statefullness of batch iterators
* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.
- replacement was performed in the learner, boosters, predictors,
updaters, and objective functions
- only interfaces used in training were replaced;
interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
such as using HostDeviceVector in prediction cache
* HostDeviceVector-based interfaces for custom objective function example plugin.
In line 461, the "size_t offset = 0;" should be declared before any calculation, otherwise will cause compilation error.
```
I:\Libraries\xgboost\src\c_api\c_api.cc(416): error C2146: Missing ";" before "offset" [I:\Libraries\xgboost\build\objxgboost.vcxproj]
```
