229 Commits

Author SHA1 Message Date
Rory Mitchell
734a911a26
Loop over copy_if (#6201)
* Loop over copy_if

* Catch OOM.

Co-authored-by: fis <jm.yuan@outlook.com>
2020-10-14 10:23:16 +13:00
Jiaming Yuan
2241563f23
Handle duplicated values in sketching. (#6178)
* Accumulate weights in duplicated values.
* Fix device id in iterative dmatrix.
2020-10-10 19:32:44 +08:00
Jiaming Yuan
444131a2e6
Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan
14afdb4d92
Support categorical data in ellpack. (#6140) 2020-09-24 19:28:57 +08:00
Jiaming Yuan
210c131ce7
Support categorical data in GPU sketching. (#6137) 2020-09-21 13:53:06 +08:00
Jiaming Yuan
a069a21e03
Implement intrusive ptr (#6129)
* Use intrusive ptr for JSON.
2020-09-20 20:07:16 +08:00
Jiaming Yuan
e319b63f9e
Merge extract cuts into QuantileContainer. (#6125)
* Use pruning for initial summary construction.
2020-09-18 16:36:39 +08:00
Jiaming Yuan
29b7fea572
Optimize cpu sketch allreduce for sparse data. (#6009)
* Bypass RABIT serialization reducer and use custom allgather based merging.
2020-08-19 10:03:45 +08:00
Qi Zhang
989ddd036f
Swap byte-order in binary serializer to support big-endian arch (#5813)
* 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>
2020-08-18 14:47:17 -07:00
Jiaming Yuan
4d99c58a5f
Feature weights (#5962) 2020-08-18 19:55:41 +08:00
Jiaming Yuan
674c409e9d
Remove rabit dependency on public headers. (#6005) 2020-08-13 08:26:20 +08:00
Philip Hyunsu Cho
9adb812a0a
RMM integration plugin (#5873)
* [CI] Add RMM as an optional dependency

* Replace caching allocator with pool allocator from RMM

* Revert "Replace caching allocator with pool allocator from RMM"

This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.

* Use rmm::mr::get_default_resource()

* Try setting default resource (doesn't work yet)

* Allocate pool_mr in the heap

* Prevent leaking pool_mr handle

* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest

* Turn off death tests for RMM

* Address reviewer's feedback

* Prevent leaking of cuda_mr

* Fix Jenkinsfile syntax

* Remove unnecessary function in Jenkinsfile

* [CI] Install NCCL into RMM container

* Run Python tests

* Try building with RMM, CUDA 10.0

* Do not use RMM for CUDA 10.0 target

* Actually test for test_rmm flag

* Fix TestPythonGPU

* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU

* Use 10.0 container to build RMM-enabled XGBoost

* Revert "Use 10.0 container to build RMM-enabled XGBoost"

This reverts commit 789021fa31112e25b683aef39fff375403060141.

* Fix Jenkinsfile

* [CI] Assign larger /dev/shm to NCCL

* Use 10.2 artifact to run multi-GPU Python tests

* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target

* Rename Conda env rmm_test -> gpu_test

* Use env var to opt into CNMeM pool for C++ tests

* Use identical CUDA version for RMM builds and tests

* Use Pytest fixtures to enable RMM pool in Python tests

* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM

* Use per-device MR; use command arg in gtest

* Set CMake prefix path to use Conda env

* Use 0.15 nightly version of RMM

* Remove unnecessary header

* Fix a unit test when cudf is missing

* Add RMM demos

* Remove print()

* Use HostDeviceVector in GPU predictor

* Simplify pytest setup; use LocalCUDACluster fixture

* Address reviewers' commments

Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
2020-08-12 01:26:02 -07:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
Philip Hyunsu Cho
71b0528a2f
GPU implementation of AFT survival objective and metric (#5714)
* Add interval accuracy

* De-virtualize AFT functions

* Lint

* Refactor AFT metric using GPU-CPU reducer

* Fix R build

* Fix build on Windows

* Fix copyright header

* Clang-tidy

* Fix crashing demo

* Fix typos in comment; explain GPU ID

* Remove unnecessary #include

* Add C++ test for interval accuracy

* Fix a bug in accuracy metric: use log pred

* Refactor AFT objective using GPU-CPU Transform

* Lint

* Fix lint

* Use Ninja to speed up build

* Use time, not /usr/bin/time

* Add cpu_build worker class, with concurrency = 1

* Use concurrency = 1 only for CUDA build

* concurrency = 1 for clang-tidy

* Address reviewer's feedback

* Update link to AFT paper
2020-07-17 01:18:13 -07:00
Jiaming Yuan
e471056ec4
Fix sketch size calculation. (#5898) 2020-07-17 08:33:16 +08:00
Jiaming Yuan
dd445af56e
Cleanup on device sketch. (#5874)
* Remove old functions.

* Merge weighted and un-weighted into a common interface.
2020-07-14 10:15:54 +08:00
Rong Ou
06320729d4
fix device sketch with weights in external memory mode (#5870) 2020-07-08 08:44:07 +08:00
Jiaming Yuan
048d969be4
Implement GK sketching on GPU. (#5846)
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
2020-07-07 12:16:21 +08:00
Jiaming Yuan
4b0852ee41
Use dmlc stream when URI protocol is not local file. (#5857) 2020-07-07 03:07:12 +08:00
Philip Hyunsu Cho
a67bc64819
Add an option to run brute-force test for JSON round-trip (#5804)
* Add an option to run brute-force test for JSON round-trip

* Apply reviewer's feedback

* Remove unneeded objects

* Parallel run.

* Max.

* Use signed 64-bit loop var, to support MSVC

* Add exhaustive test to CI

* Run JSON test in Win build worker

* Revert "Run JSON test in Win build worker"

This reverts commit c97b2c7dda37b3585b445d36961605b79552ca89.

* Revert "Add exhaustive test to CI"

This reverts commit c149c2ce9971a07a7289f9b9bc247818afd5a667.

Co-authored-by: fis <jm.yuan@outlook.com>
2020-06-17 23:46:02 -07:00
Jiaming Yuan
38ee514787
Implement fast number serialization routines. (#5772)
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
2020-06-17 12:39:23 +08:00
Jiaming Yuan
1fa84b61c1
Implement Empty method for host device vector. (#5781)
* Fix accessing nullptr.
2020-06-13 19:02:26 +08:00
Jiaming Yuan
3028fa6b42
Implement weighted sketching for adapter. (#5760)
* Bounded memory tests.
* Fixed memory estimation.
2020-06-12 06:20:39 +08:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624)
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
2020-06-03 11:24:53 +08:00
Jiaming Yuan
e533908922
Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551)
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
2020-04-20 17:18:52 +08:00
Jiaming Yuan
ccd30e4491
Fix non-openmp build. (#5566)
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
2020-04-20 12:16:38 +08:00
Rory Mitchell
d6d1035950
gpu_hist performance fixes (#5558)
* Remove unnecessary cuda API calls

* Fix histogram memory growth
2020-04-19 12:21:13 +12:00
Rory Mitchell
e268fb0093
Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00
Rory Mitchell
ca4e05660e
Purge device_helpers.cuh (#5534)
* Simplifications with caching_device_vector

* Purge device helpers
2020-04-15 21:51:56 +12:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469)
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-05 04:42:29 +08:00
Philip Hyunsu Cho
5fc5ec539d
Implement robust regularization in 'survival:aft' objective (#5473)
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
2020-04-04 12:21:24 -07:00
Jiaming Yuan
86beb68ce8
Implement host span. (#5459) 2020-04-03 10:37:51 +08:00
Jiaming Yuan
29c6ad943a
Prevent copying SimpleDMatrix. (#5453)
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
2020-04-02 07:01:49 +08:00
Jiaming Yuan
babcb996e7
Reduce span check overhead. (#5464) 2020-04-01 22:07:24 +08:00
ShvetsKS
27a8e36fc3
Reducing memory consumption for 'hist' method on CPU (#5334) 2020-03-28 14:45:52 +13:00
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00
Jiaming Yuan
4942da64ae
Refactor tests with data generator. (#5439) 2020-03-27 06:44:44 +08:00
Avinash Barnwal
dcf439932a
Add Accelerated Failure Time loss for survival analysis task (#4763)
* [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>
2020-03-25 13:52:51 -07:00
Rory Mitchell
b745b7acce
Fix memory usage of device sketching (#5407) 2020-03-14 13:43:24 +13:00
Rory Mitchell
a38e7bd19c
Sketching from adapters (#5365)
* Sketching from adapters

* Add weights test
2020-03-07 21:07:58 +13:00
Jiaming Yuan
8d06878bf9
Deterministic GPU histogram. (#5361)
* 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`.
2020-03-04 15:13:28 +08:00
Egor Smirnov
1b97eaf7a7
Optimized ApplySplit, BuildHist and UpdatePredictCache functions on CPU (#5244)
* Split up sparse and dense build hist kernels.
* Add `PartitionBuilder`.
2020-02-29 16:11:42 +08:00
Philip Hyunsu Cho
7ac7e8778f
Port patches from 1.0.0 branch (#5336)
* Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

* Fix a unit test that mistook MINOR ver for PATCH ver

* Enforce only major version in JSON model schema

* Bump version to 1.1.0-SNAPSHOT
2020-02-21 13:13:21 -08:00
Rory Mitchell
b2b2c4e231
Remove SimpleCSRSource (#5315) 2020-02-18 16:49:17 +13:00
Jiaming Yuan
0110754a76
Remove update prediction cache from predictors. (#5312)
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
2020-02-17 11:35:47 +08:00
Rory Mitchell
24ad9dec0b
Testing hist_util (#5251)
* Rank tests

* Remove categorical split specialisation

* Extend tests to multiple features, switch to WQSketch

* Add tests for SparseCuts

* Add external memory quantile tests, fix some existing tests
2020-02-14 14:36:43 +13:00
Jiaming Yuan
fe8d72b50b
Cleanup warnings. (#5247)
From clang-tidy-9 and gcc-7: Invalid case style, narrowing definition, wrong
initialization order, unused variables.
2020-01-31 14:52:15 +08:00
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00