404 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
5a2dcd1c33
[R] Provide better guidance for persisting XGBoost model (#5964)
* [R] Provide better guidance for persisting XGBoost model

* Update saving_model.rst

* Add a paragraph about xgb.serialize()
2020-07-31 20:00:26 -07:00
James Bourbeau
3b88bc948f
Update XGBoost + Dask overview documentation (#5961)
* Add imports to code snippet

* Better writing.
2020-07-31 09:58:50 +08:00
Jiaming Yuan
fa3715f584
[Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Jiaming Yuan
18349a7ccf
[Breaking] Fix custom metric for multi output. (#5954)
* Set output margin to true for custom metric.  This fixes only R and Python.
2020-07-29 19:25:27 +08:00
Bobby Wang
8943eb4314
[BLOCKING] [jvm-packages] add gpu_hist and enable gpu scheduling (#5171)
* [jvm-packages] add gpu_hist tree method

* change updater hist to grow_quantile_histmaker

* add gpu scheduling

* pass correct parameters to xgboost library

* remove debug info

* add use.cuda for pom

* add CI for gpu_hist for jvm

* add gpu unit tests

* use gpu node to build jvm

* use nvidia-docker

* Add CLI interface to create_jni.py using argparse

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-07-26 21:53:24 -07:00
Philip Hyunsu Cho
8d7702766a
[Doc] Document new objectives and metrics available on GPUs (#5909) 2020-07-21 02:10:59 -07:00
Philip Hyunsu Cho
22a31b1faa
[Doc] Document that CUDA 10.0 is required [skip ci] (#5872) 2020-07-07 18:55:19 -07:00
Philip Hyunsu Cho
dcff96ed27
[Doc] Fix rendering of Markdown docs, e.g. R doc (#5821) 2020-06-21 23:49:22 -07:00
Jiaming Yuan
8104f10328
Update document for model dump. (#5818)
* Clarify the relationship between dump and save.
* Mention the schema.
2020-06-22 14:33:54 +08:00
James Lamb
d39da42e69
[R] Remove dependency on gendef for Visual Studio builds (fixes #5608) (#5764)
* [R-package] Remove dependency on gendef for Visual Studio builds (fixes #5608)

* clarify docs

* removed debugging print statement

* Make R CMake install more robust

* Fix doc format; add ToC

* Update build.rst

* Fix AppVeyor

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-15 00:20:44 +00:00
Jiaming Yuan
529b5c2cfd
[DOC] Mention dask blog post in doc. [skip ci] (#5789) 2020-06-14 13:00:19 +08:00
James Lamb
c35be9dc40
[R] replace uses of T and F with TRUE and FALSE (#5778)
* [R-package] replace uses of T and F with TRUE and FALSE

* enable linting

* Remove skip

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-11 06:08:02 -04:00
Elliot Hershberg
cb7f7e542c
Added conda environment file for building docs (#5773) 2020-06-11 16:51:24 +08:00
James Lamb
c96e1ef283
[python-package] remove unused imports (#5776) 2020-06-11 16:50:27 +08:00
Jiaming Yuan
cfc23c6a6b
Remove max.depth in R gblinear example. (#5753) 2020-06-04 02:59:22 +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
Peter Jung
267c1ed784
Add swift package reference (#5728)
Co-authored-by: Peter Jung <peter.jung@heureka.cz>
2020-06-01 15:29:23 +12:00
Philip Hyunsu Cho
ca0d605b34
[Doc] Fix typos in AFT tutorial (#5716) 2020-05-28 14:04:34 -07:00
Dmitry Mottl
78b4e95f25
Changed build.rst (binary wheels are supported for macOS also) (#5711) 2020-05-27 07:18:45 -07:00
Rong Ou
e21a608552
add pointers to the gpu external memory paper (#5684) 2020-05-19 19:46:16 -07:00
Jiaming Yuan
7903286961
Remove silent from R demos. (#5675)
* Remove silent from R demos.

* Vignettes.
2020-05-19 18:20:46 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647)
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Yuan Tang
dfcdfabf1f
Move dask tutorial closer other distributed tutorials (#5613) 2020-04-28 02:24:00 +08:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574)
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
2020-04-26 10:56:33 +08:00
Jiaming Yuan
f27b6f9ba6
Update document. (#5572) 2020-04-22 02:37:37 +08:00
Jiaming Yuan
c355ab65ed
Enable parameter validation for R. (#5569)
* Enable parameter validation for R.

* Add test.
2020-04-21 11:19:09 -07:00
Jiaming Yuan
9c1103e06c
[Breaking] Set output margin to True for custom objective. (#5564)
* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
2020-04-20 20:44:12 +08:00
Jiaming Yuan
bb29ce2818
Add missing aft parameters. [skip ci] (#5553) 2020-04-16 12:08:55 -07:00
Philip Hyunsu Cho
1b1969f20d
[jvm-packages] [CI] Create a Maven repository to host SNAPSHOT JARs (#5533) 2020-04-14 19:33:32 -07:00
Jiaming Yuan
a3db79df22
Remove makefiles. (#5513) 2020-04-11 13:25:53 +08:00
Jiaming Yuan
4a0c8ef237
Update doc for parameter validation. (#5508)
* Update doc for parameter validation.

* Fix github rebase.
2020-04-11 00:43:46 +08:00
Jiaming Yuan
bd653fad4c
Remove distcol updater. (#5507)
Closes #5498.
2020-04-10 12:52:56 +08:00
Rong Ou
a1085396e2
add reference to gpu external memory (#5490) 2020-04-07 11:15:58 +12:00
Yuan Tang
9097e8f0d9
Edits on tutorial for XGBoost job on Kubernetes (#5487) 2020-04-05 07:36:33 -04:00
Philip Hyunsu Cho
30e94ddd04
Add R code to AFT tutorial [skip ci] (#5486) 2020-04-04 13:06:12 -07:00
Rory Mitchell
15800107ad
Small updates to GPU documentation (#5483) 2020-04-04 13:02:27 -07:00
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
d0b86c75d9
Remove silent parameter. (#5476) 2020-04-03 08:03:26 +08:00
Rory Mitchell
15f40e51e9
Add support for dlpack, expose python docs for DeviceQuantileDMatrix (#5465) 2020-04-01 23:34:32 +13:00
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
Jiaming Yuan
cd7d6f7d59
[dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan
761a5dbdfc
[dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
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
Philip Hyunsu Cho
9775da02d9
Add release note for 1.0.0 in NEWS.md (#5329)
* Add release note for 1.0.0

* Fix a small bug in the Python script that compiles the list of contributors

* Clarify governance of CI infrastructure; now PMC is formally in charge

* Address reviewer comment

* Fix typo
2020-03-03 21:35:43 -08:00
Samrat Pandiri
2d76d40dfd
Update dask.rst to correct a spelling mistake (#5371)
Change `signle-node` to `single-node`
2020-02-27 20:46:41 +08:00
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
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
Jiaming Yuan
e433a379e4
Fix changing locale. (#5314)
* Fix changing locale.

* Don't use locale guard.

As number parsing is implemented in house, we don't need locale.

* Update doc.
2020-02-17 11:31:13 +08:00
Jiaming Yuan
ed2465cce4
Add configuration to R interface. (#5217)
* Save and load internal parameter configuration as JSON.
2020-02-16 03:01:58 +08:00