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Author SHA1 Message Date
Rong Ou 42d100de18 Make sure metrics work with federated learning (#9037) 2023-04-19 15:39:11 +08:00
Rong Ou ba9d24ff7b Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
Rong Ou 15e073ca9d Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Rong Ou d385cc64e2 Fix aft_loss_distribution documentation (#8995) 2023-03-29 19:13:23 -07:00
Rong Ou ff26cd3212 More tests for column split and vertical federated learning (#8985) 
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
 2023-03-28 16:40:26 +08:00
Rong Ou b240f055d3 Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Rong Ou 79efcd37f5 Pick up dmlc-core fix for CSV parser (#8897) 2023-03-11 04:51:43 +08:00
Rong OuHyunsu Philip ChoJiaming Yuan
 		2dc22e7aad Take advantage of C++17 features (#8858) 
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2023-03-04 00:24:13 +08:00
Rong Ou a5852365fd Update dmlc-core to get C++17 deprecation warning (#8855) 2023-03-01 12:30:59 -08:00
Rong Ou 7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Rong Ou d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Rong Ou 74572b5d45 Add convenience method for allgather (#8804) 2023-02-15 11:37:11 +08:00
Rong OuandHyunsu Philip Cho ed91e775ec Fix quantile tests running on multi-gpus (#8775) 
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2023-02-12 17:00:26 -08:00
Rong Ou cbf98cb9c6 Add Allgather to collective communicator (#8765) 
* Add Allgather to collective communicator
 2023-02-09 11:31:22 +08:00
Rong Ou 66191e9926 Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Rong Ou 8af98e30fc Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
Rong Ou 78396f8a6e Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
Rong Ou 3ceeb8c61c Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Rong Ou 77b069c25d Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +08:00
Rong Ou 15a88ceef0 Fix deprecated CUB calls in CUDA 12.0 (#8578) 2022-12-12 17:02:30 +08:00
Rong Ou 42e6fbb0db Fix sklearn test that calls a removed field (#8579) 2022-12-09 13:06:44 -08:00
Rong Ou 0caf2be684 Update NVFlare demo to work with the latest release (#8576) 2022-12-09 02:48:20 +08:00
Rong Ou 78d65a1928 Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Rong Ou a8255ea678 Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Rong Ou 30b1a26fc0 Remove unused page size constant (#8457) 2022-11-17 11:41:39 +08:00
Rong Ou 4449e30184 Always link federated proto statically (#8442) 2022-11-09 07:47:38 +08:00
Rong Ou 8e76f5f595 Use DataSplitMode to configure data loading (#8434) 
* Use `DataSplitMode` to configure data loading
 2022-11-08 16:21:50 +08:00
Rong OuandHyunsu Philip Cho 99fa8dad2d Add back xgboost.rabit for backwards compatibility (#8408) 
* Add back xgboost.rabit for backwards compatibility

* fix my errors

* Fix lint

* Use FutureWarning

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-11-01 21:47:41 -07:00
Rong Ou 521086d56b Make federated client more robust (#8351) 2022-10-18 13:52:44 +08:00
Rong OuandHyunsu Philip Cho 8f3dee58be Speed up tests with federated learning enabled (#8350) 
* Speed up tests with federated learning enabled

* Re-enable timeouts

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-17 15:17:04 -07:00
Rong Ou 80e10e02ab Avoid blank lines with federated training (#8342) 2022-10-14 14:55:01 +08:00
Rong Ou b3208aac4e Fix NVFLARE demo (#8340) 2022-10-14 12:18:34 +08:00
Rong Ouandjiamingy 39afdac3be Better error message when world size and rank are set as strings (#8316) 
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-12 15:53:25 +08:00
Rong OuandHyunsu Philip Cho 8d4038da57 Don't split input data in federated mode (#8279) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 18:19:28 -08:00
Rong OuandHyunsu Philip Cho 668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257) 
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 14:39:01 -08:00
Rong Ou 7d43e74e71 JNI wrapper for the collective communicator (#8242) 2022-09-21 04:20:25 +08:00
Rong OuandHyunsu Cho a2686543a9 Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Rong Ou b78bc734d9 Fix dask.py lint error (#8216) 2022-09-02 16:30:01 +08:00
Rong Ou d6e2013c5f Set max message size in insecure gRPC (#8203) 2022-08-26 16:33:51 +08:00
Rong Ou ad3bc0edee Allow insecure gRPC connections for federated learning (#8181) 
* Allow insecure gRPC connections for federated learning

* format
 2022-08-19 12:16:14 +08:00
Rong Ou 7a6b711eb8 Remove unused updater basemaker (#8091) 2022-07-19 15:41:27 +08:00
Rong Ou 6eb23353d7 Update nvflare demo for release 2.1.2 (#8038) 2022-06-29 17:58:06 +08:00
Rong Ou 45dc1f818a Make federated plugin work with cmake 3.16.3 (#8029) 2022-06-27 17:26:41 +08:00
Rong Ou 0725fd6081 fix federated learning plugin (#8027) 2022-06-24 08:41:07 +08:00
Rong Ou e5ec546da5 [Breaking] Remove rabit support for custom reductions and grow_local_histmaker updater (#7992) 2022-06-21 15:08:23 +08:00
Rong Ou 31e6902e43 Support GPU training in the NVFlare demo (#7965) 2022-06-02 21:52:36 +08:00
Rong Ou d3429f2ff6 Increase gRPC max receive message size for federated learning (#7958) 2022-06-01 13:21:54 +08:00
Rong Ou 80339c3427 Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Rong Ou 77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Rong Ouandjiamingy af907e2d0d Demo of federated learning using NVFlare (#7879) 
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-05-14 22:45:41 +08:00
Rong Ou 14ef38b834 Initial support for federated learning (#7831) 
Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.
 2022-05-05 21:49:22 +08:00
Rong Ou 06320729d4 fix device sketch with weights in external memory mode (#5870) 2020-07-08 08:44:07 +08:00
Rong Ou e21a608552 add pointers to the gpu external memory paper (#5684) 2020-05-19 19:46:16 -07:00
Rong Ou a1085396e2 add reference to gpu external memory (#5490) 2020-04-07 11:15:58 +12:00
Rong Ou d6b31df449 update docs for gpu external memory (#5332) 
* update docs for gpu external memory

* add hist limitation
 2020-02-22 14:57:40 +08:00
Rong Ou e4b74c4d22 Gradient based sampling for GPU Hist (#5093) 
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
 2020-02-04 10:31:27 +08:00
Rong Ou 0afcc55d98 Support multiple batches in gpu_hist (#5014) 
* Initial external memory training support for GPU Hist tree method.
 2019-11-16 14:50:20 +08:00
Rong Ou 5b1715d97c Write ELLPACK pages to disk (#4879) 
* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable
 2019-10-22 23:44:32 -04:00
Rong Ou 562bb0ae31 remove device shards (#4867) 2019-09-25 13:15:46 +08:00
Rong Ou 006eb80578 ignore vscode and clion files (#4866) 
* ignore vscode and clion files

* ignore all .idea directories
 2019-09-17 21:27:40 -04:00
Rong Ou 125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -04:00
Rong Ou 733ed24dd9 further cleanup of single process multi-GPU code (#4810) 
* use subspan in gpu predictor instead of copying
* Revise `HostDeviceVector`
 2019-08-30 05:27:23 -04:00
Rong Ou 38ab79f889 Make HostDeviceVector single gpu only (#4773) 
* Make HostDeviceVector single gpu only
 2019-08-26 09:51:13 +12:00
Rong Ou c5b229632d [BREAKING] prevent multi-gpu usage (#4749) 
* prevent multi-gpu usage

* fix distributed test

* combine gpu predictor tests

* set upper bound on n_gpus
 2019-08-13 09:11:35 +12:00
Rong Ou 19f9fd5de9 remove the qids_ field in MetaInfo (#4744) 2019-08-08 10:01:59 +08:00
Rong Ou 602484e19f Remove some unused functions as reported by cppcheck (#4743) 2019-08-07 02:42:33 -04:00
Rong Ou 851b5b3808 Remove gpu_exact tree method (#4742) 2019-08-07 11:43:20 +12:00
Rong Ou 6edddd7966 Refactor DMatrix to return batches of different page types (#4686) 
* Use explicit template parameter for specifying page type.
 2019-08-03 15:10:34 -04:00
Rong Ou cb9a80ca90 Update dmlc-core (#4726) 2019-08-02 03:54:14 -04:00
Rong Ou 9b9e298ff2 remove RowSet which is no longer being used (#4697) 2019-07-25 17:25:58 -07:00
Rong Ou 30204b50fe fix spark tests on machines with many cores (#4634) 2019-07-07 16:02:56 -07:00
Rong Ou 63ec95623d fix gpu predictor when dmatrix is mismatched with model (#4613) 2019-06-28 11:03:02 +12:00
Rong Ou 77fc28427d fix benchmark_tree.py (#4593) 2019-06-21 11:51:48 +12:00
Rong Ou 6125521caf fix compiler warning (#4588) 2019-06-21 04:06:26 +08:00
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
Rong Ou ba1d848767 Remove doc about not supporting cuda 10.1 (#4578) 2019-06-19 10:44:59 +12:00
Rong Ou a9ec2dd295 only copy the model once when predicting multiple batches (#4457) 2019-05-15 11:04:22 +12:00
Rong Ou df2cdaca50 add cuda 10.1 support (#4468) 2019-05-14 18:30:58 +00:00
Rong Ou be0f346ec9 mgpu predictor using explicit offsets (#4438) 
* mgpu prediction using explicit sharding
 2019-05-11 09:35:06 +12:00
Rong Ou feb6ae3e18 Initial support for external memory in gpu_predictor (#4284) 2019-05-03 13:01:27 +12:00
Rong Ou eaab364a63 More explict sharding methods for device memory (#4396) 
* Rename the Reshard method to Shard

* Add a new Reshard method for sharding a vector that's already sharded
 2019-05-01 11:47:22 +12:00
Rong Ou 2c61f02add fix broken python test (#4395) 2019-04-23 16:01:23 -07:00
Rong Ou f4521bf6aa refactor tests to get rid of duplication (#4358) 
* refactor tests to get rid of duplication

* address review comments
 2019-04-12 00:21:48 -07:00
Rong Ou 81c1cd40ca add a test for cpu predictor using external memory (#4308) 
* add a test for cpu predictor using external memory

* allow different page size for testing
 2019-04-10 13:25:10 +12:00
Rong Ou 7ea5b772fb do not filter shared library files (#4303) 2019-03-28 19:40:54 +08:00
Rong Ou 8c8021dfa7 use all cores to build on linux (#4304) 2019-03-27 19:51:08 -07:00
Rong Ou 5aa42b5f11 jenkins build for cuda 10.0 (#4281) 
* jenkins build for cuda 10.0

* yum install nccl2 for cuda 10.0
 2019-03-22 22:35:18 -07:00
Rong Ou 9837b09b20 support cuda 10.1 (#4223) 
* support cuda 10.1

* add cuda 10.1 to jenkins build matrix
 2019-03-08 12:22:12 +13:00
Rong Ou 0944360416 minor fix: log InitDataOnce() only when it is actually called (#4206) 2019-03-08 10:53:09 +13:00
Rong Ou 8e0a08fbcf Update python benchmarking script (#4164) 
* a few tweaks to speed up data generation

* del variable to save memory

* switch to random numpy arrays
 2019-02-21 15:16:09 +13:00
Rong Ou d506a8bc63 [jvm-packages] add verbosity param (#4138) 2019-02-13 20:57:17 -08:00
Rong Ou 3be1b9ae30 reformat benchmark_tree.py to get rid of lint errors (#4126) 2019-02-13 18:54:56 +13:00
Rong Ou 9b917cda4f [jvm-packages] fix simple logic error :) (#4128) 
@CodingCat
 2019-02-11 21:47:30 -08:00
Rong Ou 2a9b085bc8 [jvm-packages] minor fix of params (#4114) 2019-02-08 00:21:59 -08:00