* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Save feature info in booster in JSON model.
* [breaking] Remove automatic feature name generation in `DMatrix`.
This PR is to enable reliable feature validation in Python package.
* Add a new API function for predicting on `DMatrix`. This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.
The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.
This constructs an explicit `_ProxyDMatrix` type in Python.
* Remove unused doc.
* Add strict output.
* Initial support for distributed LTR using dask.
* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
to avoid duplicated code.
* Define `DaskXGBRanker`.
The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
* Implement early stopping with training continuation.
* Add new C API for obtaining boosted rounds.
* Fix off by 1 in `save_best`.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.
* Implement the save_best option in early stopping.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Change DefaultEvalMetric of classification from error to logloss
* Change default binary metric in plugin/example/custom_obj.cc
* Set old error metric in python tests
* Set old error metric in R tests
* Fix missed eval metrics and typos in R tests
* Fix setting eval_metric twice in R tests
* Add warning for empty eval_metric for classification
* Fix Dask tests
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* fixed some endian issues
* Use dmlc::ByteSwap() to simplify code
* Fix lint check
* [CI] Add test for s390x
* Download latest CMake on s390x
* Fix a bug in my code
* Save magic number in dmatrix with byteswap on big-endian machine
* Save version in binary with byteswap on big-endian machine
* Load scalar with byteswap in MetaInfo
* Add a debugging message
* Handle arrays correctly when byteswapping
* EOF can also be 255
* Handle magic number in MetaInfo carefully
* Skip Tree.Load test for big-endian, since the test manually builds little-endian binary model
* Handle missing packages in Python tests
* Don't use boto3 in model compatibility tests
* Add s390 Docker file for local testing
* Add model compatibility tests
* Add R compatibility test
* Revert "Add R compatibility test"
This reverts commit c2d2bdcb7dbae133cbb927fcd20f7e83ee2b18a8.
Co-authored-by: Qi Zhang <q.zhang@ibm.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Group aware GPU weighted sketching.
* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
* fix type error
* Validate number of features.
* resolve comments
* add feature size for LabelPoint and DataBatch
* pass the feature size to native
* move feature size validating tests into a separate suite
* resolve comments
Co-authored-by: fis <jm.yuan@outlook.com>
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.
* 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.
* Use pre-rounding based method to obtain reproducible floating point
summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
* Move prediction cache into Learner.
* Clean-ups
- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
prediction into training process but doesn't provide any actual overall speed
gain.
- The cache is now unique to Learner, which means the ownership is no longer
shared by any other components.
* Changes
- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
