19 Commits

Author SHA1 Message Date
amdsc21
6fa248b75f try elementwise_metric.cu 2023-03-08 22:42:48 +01:00
amdsc21
4c4e5af29c port elementwise_metric.cu 2023-03-08 21:39:56 +01:00
Jiaming Yuan
2e618af743
Fix cpplint. (#4157)
* Add comment after #endif.
* Add missing headers.
2019-02-18 00:16:29 +08:00
Jiaming Yuan
48dddfd635
Porting elementwise metrics to GPU. (#3952)
* 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.
2018-12-01 18:46:45 +13:00
Jiaming Yuan
19ee0a3579
Refactor fast-hist, add tests for some updaters. (#3836)
Add unittest for prune.

Add unittest for refresh.

Refactor fast_hist.

* Remove fast_hist_param.
* Rename to quantile_hist.

Add unittests for QuantileHist.

* Refactor QuantileHist into .h and .cc file.
* Remove sync.h.
* Remove MGPU_mock test.

Rename fast hist method to quantile hist.
2018-11-07 21:15:07 +13:00
Andy Adinets
72cd1517d6 Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)
* 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()
2018-08-30 14:28:47 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Tianqi Chen
d581a3d0e7 [UPDATE] Update rabit and threadlocal (#2114)
* [UPDATE] Update rabit and threadlocal

* minor fix to make build system happy

* upgrade requirement to g++4.8

* upgrade dmlc-core

* update travis
2017-03-16 18:48:37 -07:00
Theodore Vasiloudis
9fb46e2c5e [trivial] Fix typo in Poisson metric name. (#2026) 2017-02-09 09:32:06 -08:00
AbdealiJK
6f16f0ef58 Use bst_float consistently throughout (#1824)
* 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.
2016-11-30 10:02:10 -08:00
Tony DiFranco
2ad0948444 Tweedie Regression Post-Rebase (#1737)
* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* rebased with upstream master and added R example

* changed parameter name to tweedie_variance_power

* linting error fix

* refactored tweedie-nloglik metric to be more like the other parameterized metrics

* added upper and lower bound check to tweedie metric

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* added upper and lower bound check to tweedie metric

* added back readme line that was accidentally deleted

* rebased with upstream master and added R example

* rebased again on top of upstream master

* linting error fix

* added upper and lower bound check to tweedie metric

* rebased with master

* lint fix

* removed whitespace at end of line 186 - elementwise_metric.cc
2016-11-05 17:02:32 -07:00
Shengwen Yang
7089301b62 Metrics for gamma regression (#1369)
* Add deviance metric for gamma regression

* Simplify the computation of nloglik for gamma regression

* Add a description for gamma-deviance

* Minor fix
2016-07-18 09:10:44 -05:00
Shengwen Yang
77d17f6264 Add support for Gamma regression (#1258)
* Add support for Gamma regression

* Use base_score to replace the lp_bias

* Remove the lp_bias config block

* Add a demo for running gamma regression in Python

* Typo fix

* Revise the description for objective

* Add a script to generate the autoclaims dataset
2016-07-06 10:22:46 -07:00
Vadim Khotilovich
1160d0bf25 ability to specify threshold for the error metric 2016-04-25 01:29:04 -05:00
Zheng RuiFeng
2c7c27e297 create mae 2016-02-24 11:15:31 +08:00
tqchen
fd173e260f [FIX] change evaluation to more precision 2016-01-16 10:25:12 -08:00
tqchen
d75e3ed05d [LIBXGBOOST] pass demo running. 2016-01-16 10:24:01 -08:00
tqchen
c8ccb61b9e [TREE] Enable updater registry 2016-01-16 10:24:01 -08:00
tqchen
b4d0bb5a6d [METRIC] all metric move finished 2016-01-16 10:24:01 -08:00