3808 Commits

Author SHA1 Message Date
Matvey Turkov
61f764946f fixed year to 2019 in conf.py, helpers.h and LICENSE (#4661) 2019-07-15 12:29:12 -04:00
Mingjie Tang
beb7b295a8 Add tutorial for distributed training and batch prediction with Kubernetes (#4621)
* provide the readme

* update for format

* reformat

* reformat -2

* update again

* update format

* update w.r.t yinlou's comments

* Add kubernetes tutorial to Table of Contents

* Style edit
2019-07-14 23:27:27 -07:00
Nan Zhu
3e339d9557
contribute to community doc (#4646)
* add community doc

* update

* update
2019-07-14 21:29:57 -07:00
sriramch
7a388cbf8b Modify caching allocator/vector and fix issues relating to inability to train large datasets (#4615) 2019-07-09 18:33:27 +12:00
Xu Xiao
cd1526d3b1 fix auc error in distributed mode caused by unbalanced dataset (#4645) 2019-07-08 16:01:52 +08:00
Rong Ou
30204b50fe fix spark tests on machines with many cores (#4634) 2019-07-07 16:02:56 -07:00
Philip Hyunsu Cho
d333918f5e [jvm-packages] Expose setMissing method in XGBoostClassificationModel / XGBoostRegressionModel (#4643) 2019-07-07 16:02:44 -07:00
Philip Hyunsu Cho
1aaf4a679d
Fix early stopping in the Python package (#4638)
* Fix #4630, #4421: Preserve correct ordering between metrics, and always use last metric for early stopping

* Clarify semantics of early stopping in presence of multiple valid sets and metrics

* Add a test

* Fix lint
2019-07-07 01:01:03 -07:00
Marcos
562d9ae963 Eliminate FutureWarning: Series.base is deprecated (#4337)
* Remove all references to data.base

Should eliminate the deprecation warning in issue #4300

* Fix lint
2019-07-04 21:06:23 -07:00
Jiaming Yuan
d9a47794a5 Fix CPU hist init for sparse dataset. (#4625)
* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Sanity check.

* Fix comments.

* Fix comment.
2019-07-04 16:27:03 -07:00
Philip Hyunsu Cho
b7a1f22d24
Empty evaluation list in early stopping should produce meaningful error message (#4633)
* Empty evaluation list should not break early stopping

* Fix lint

* Update callback.py
2019-07-04 13:27:18 -07:00
Philip Hyunsu Cho
4df246191f
Add warning when save_model() is called from scikit-learn interface (#4632) 2019-07-03 23:37:53 -07:00
Philip Hyunsu Cho
96bf91725b
Support ndcg- and map- (#4635) 2019-07-03 22:51:48 -07:00
Philip Hyunsu Cho
4e9fad74eb
[R] Use built-in label when xgb.DMatrix is given to xgb.cv() (#4631)
* Use built-in label when xgb.DMatrix is given to xgb.cv()

* Add a test

* Fix test

* Bump version number
2019-07-03 01:32:40 -07:00
Oleksandr Pryimak
986fee6022 pytest tests/python fails if no pandas installed (#4620)
* _maybe_pandas_xxx should return their arguments unchanged if no pandas installed

* Tests should not assume pandas is installed

* Mark tests which require pandas as such
2019-07-01 02:54:08 +08:00
Jiaming Yuan
45876bf41b
Fix external memory for get column batches. (#4622)
* Fix external memory for get column batches.

This fixes two bugs:

* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.

* Check all pages.
2019-06-30 09:56:49 +08:00
Philip Hyunsu Cho
a30176907f
Support Dask 2.0 (#4617) 2019-06-27 20:42:35 -07:00
Oleksandr Pryimak
923e6c86ba Add to documentation how to run tests locally (#4610)
* Add to documentation how to build native unit tests

* Add instructions to run Python tests and to use Docker container [skip ci]

* Fix link to pytest chapter

* Add link to Google Test [skip ci]

* Set PYTHONPATH [skip ci]

* Revise test_python.sh for running tests locally

* Update test_python.sh

* Place Docker recommendation notice in a prominent place [skip ci]
2019-06-27 19:02:04 -07:00
Rong Ou
63ec95623d fix gpu predictor when dmatrix is mismatched with model (#4613) 2019-06-28 11:03:02 +12:00
Egor Smirnov
4d6590be3c Optimize ‘hist’ for multi-core CPU (#4529)
* Initial performance optimizations for xgboost

* remove includes

* revert float->double

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* Check existence of _mm_prefetch and __builtin_prefetch

* Fix lint

* optimizations for CPU

* appling comments in review

* add some comments, code refactoring

* fixing issues in CI

* adding runtime checks

* remove 1 extra check

* remove extra checks in BuildHist

* remove checks

* add debug info

* added debug info

* revert changes

* added comments

* Apply suggestions from code review

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* apply review comments

* Remove unused function CreateNewNodes()

* Add descriptive comment on node_idx variable in QuantileHistMaker::Builder::BuildHistsBatch()
2019-06-27 11:33:49 -07:00
Nan Zhu
abffbe014e
[jvm-packages] delete all constraints from spark layer about obj and eval metrics and handle error in jvm layer (#4560)
* temp

* prediction part

* remove supported*

* add for test

* fix param name

* add rabit

* update rabit

* return value of rabit init

* eliminate compilation warnings

* update rabit

* shutdown

* update rabit again

* check sparkcontext shutdown

* fix logic

* sleep

* fix tests

* test with relaxed threshold

* create new thread each time

* stop for job quitting

* udpate rabit

* update rabit

* update rabit

* update git modules
2019-06-27 08:47:37 -07:00
Philip Hyunsu Cho
dd01f7c4f5
Use Sphinx 2.1+ to compile documentation [skip ci] (#4609) 2019-06-26 16:26:22 -07:00
Philip Hyunsu Cho
cd3a3f99da
Fix doc for customized objective/metric [skip ci] (#4608) 2019-06-26 13:40:34 -07:00
Jiaming Yuan
5b2f805e74
Doc and demo for customized metric and obj. (#4598)
Co-Authored-By: Theodore Vasiloudis <theodoros.vasiloudis@gmail.com>
2019-06-26 16:13:12 +08:00
Jiaming Yuan
8bdf15120a
Implement tree model dump with code generator. (#4602)
* 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>
2019-06-26 15:20:44 +08:00
Nan Zhu
fe2de6f415
[jvm-packages]fix silly bug in feature scoring (#4604) 2019-06-25 20:49:01 -07:00
Philip Hyunsu Cho
1f98f18cb8
Add instruction to run formatting checks locally [skip ci] (#4591) 2019-06-24 00:09:09 -07:00
Jiaming Yuan
2cff735126
Update doc for feature constraints and n_gpus. (#4596)
* Update doc for feature constraints. 

* Fix some warnings.

* Clean up doc for `n_gpus`.
2019-06-23 14:37:22 +08:00
Andy Adinets
9fa29ad753 Set reg_lambda=1e-5 for scikit-learn-like random forest classes. (#4558) 2019-06-22 08:02:13 +12:00
Philip Hyunsu Cho
30e1cb4e9e Fix docstring for XGBModel.predict() [skip ci] (#4592) 2019-06-21 12:44:42 +08:00
Rong Ou
77fc28427d fix benchmark_tree.py (#4593) 2019-06-21 11:51:48 +12:00
Jiaming Yuan
9494950ee7 Address some sphinx warnings and errors, add doc for building doc. (#4589) 2019-06-20 15:07:36 -07:00
Rong Ou
6125521caf fix compiler warning (#4588) 2019-06-21 04:06:26 +08:00
Jiaming Yuan
fdf27a5b82
Fix race condition in interaction constraint. (#4587)
* Split up the kernel to sync write.

* QueryNode is no-longer used in Query, but kept for testing.
2019-06-21 02:47:48 +08:00
Rory Mitchell
221e163185
Refactor out row partitioning logic from gpu_hist, introduce caching device vectors (#4554) 2019-06-20 18:24:09 +12:00
Philip Hyunsu Cho
0c50f8417a
[CI] Specify account ID when logging into ECR Docker registry (#4584)
* [CI] Specify account ID when logging into ECR Docker registry

* Do not display awscli login command
2019-06-19 15:08:42 -07:00
Jiaming Yuan
ae05948e32
Feature interaction for GPU Hist. (#4534)
* GPU hist Interaction Constraints.
* Duplicate related parameters.
* Add tests for CPU interaction constraint.
* Add better error reporting.
* Thorough tests.
2019-06-19 18:11:02 +08:00
Philip Hyunsu Cho
570374effe
[CI] Remove CUDA 8.0 from CI pipeline (#4580) 2019-06-18 23:38:03 -07:00
Rong Ou
e94f85f0e4 Deprecate single node multi-gpu mode (#4579)
* deprecate multi-gpu training

* add single node

* add warning
2019-06-19 15:51:38 +12:00
sriramch
6757654337 Optimizations for quantisation on device (#4572)
* - do not create device vectors for the entire sparse page while computing histograms...
   - while creating the compressed histogram indices, the row vector is created for the entire
     sparse page batch. this is needless as we only process chunks at a time based on a slice
     of the total gpu memory
   - this pr will allocate only as much as required to store the ppropriate row indices and the entries

* - do not dereference row_ptrs once the device_vector has been created to elide host copies of those counts
   - instead, grab the entry counts directly from the sparsepage
2019-06-19 10:50:25 +12:00
Rong Ou
ba1d848767 Remove doc about not supporting cuda 10.1 (#4578) 2019-06-19 10:44:59 +12:00
Daniel Stahl
7ae11c9284 [jvm-packages] updated kryo dependency to 2.22 (#4575) 2019-06-18 09:26:54 -07:00
sriramch
90f683b25b Set the appropriate device before freeing device memory... (#4566)
* - set the appropriate device before freeing device memory...
   - pr #4532 added a global memory tracker/logger to keep track of number of (de)allocations
     and peak memory usage on a per device basis.
   - this pr adds the appropriate check to make sure that the (de)allocation counts and memory usages
     makes sense for the device. since verbosity is typically increased on debug/non-retail builds.  
* - pre-create cub allocators and reuse them
   - create them once and not resize them dynamically. we need to ensure that these allocators
     are created and destroyed exactly once so that the appropriate device id's are set
2019-06-18 14:58:05 +12:00
sriramch
a22368d210 Choose the appropriate tree method *only* when the tree method is auto (#4571)
* Remove redundant checks.
2019-06-17 18:16:45 +08:00
Jiaming Yuan
66f9951d70
Mark SparsePageDmatrix destructor default. (#4568) 2019-06-15 11:21:50 +08:00
Jiaming Yuan
c5719cc457
Offload some configurations into GBM. (#4553)
This is part 1 of refactoring configuration.

* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
2019-06-14 09:18:51 +08:00
sriramch
a2042b685a - training with external memory - part 2 of 2 (#4526)
* - training with external memory - part 2 of 2
   - when external memory support is enabled, building of histogram indices are
     done incrementally for every sparse page
   - the entire set of input data is divided across multiple gpu's and the relative
     row positions within each device is tracked when building the compressed histogram buffer
   - this was tested using a mortgage dataset containing ~ 670m rows before 4xt4's could be
     saturated
2019-06-12 09:52:56 +12:00
Jiaming Yuan
4591039eba
Remove remaining reg:linear. (#4544) 2019-06-11 16:04:09 +08:00
Jiaming Yuan
4e9965cb9d
Fix Python demo and doc. (#4545)
* Remove old doc.
* Fix checking __stdin__.
2019-06-11 08:58:41 +08:00
Jiaming Yuan
2f1319f273
Add rmsle metric and reg:squaredlogerror objective (#4541) 2019-06-11 05:48:27 +08:00