Commit Graph

171 Commits

Author SHA1 Message Date
Hyunsu Cho
e02fff53f2 Change version_config.h too 2020-02-21 07:50:41 +00:00
Jiaming Yuan
213f4fa45a Fix loading old logit model, helper for converting old pickle. (#5281)
* Fix loading old logit model.
* Add a helper script for converting old pickle file.
* Add version as a model parameter.
* Remove the size check in R test to relax the size constraint.
* Add missing R doc for passing linting. Run devtools.
* Cleanup old model IO logic.
* Test compatibility on CI.
* Make the argument as required.
2020-02-13 15:28:13 +08:00
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
Jiaming Yuan
3eb1279bbf Config for linear updaters. (#5222) 2020-01-25 11:26:46 +08:00
Philip Hyunsu Cho
44469a0ca9 Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
Kodi Arfer
f100b8d878 [Breaking] Don't drop trees during DART prediction by default (#5115)
* Simplify DropTrees calling logic

* Add `training` parameter for prediction method.

* [Breaking]: Add `training` to C API.

* Change for R and Python custom objective.

* Correct comment.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-13 21:48:30 +08:00
Jiaming Yuan
7b65698187 Enforce correct data shape. (#5191)
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
2020-01-13 15:48:17 +08:00
Rory Mitchell
87ebfc1315 Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Jiaming Yuan
ee287808fb Lazy initialization of device vector. (#5173)
* Lazy initialization of device vector.

* Fix #5162.

* Disable copy constructor of HostDeviceVector.  Prevents implicit copying.

* Fix CPU build.

* Bring back move assignment operator.
2020-01-07 11:23:05 +08:00
Jiaming Yuan
77cfbff5a7 Fix span constructor. (#5166)
* Make sure copy constructor is used.
2020-01-07 11:19:38 +08:00
Jiaming Yuan
ebc86a3afa Disable parameter validation for Scikit-Learn interface. (#5167)
* Disable parameter validation for now.

Scikit-Learn passes all parameters down to XGBoost, whether they are used or
not.

* Add option `validate_parameters`.
2020-01-07 11:17:31 +08:00
Jiaming Yuan
139ccc9902 Fix num_roots to be 1. (#5165) 2019-12-30 02:18:45 +08:00
Jiaming Yuan
27b3646d29 Tests and documents for new JSON routines. (#5120) 2019-12-18 08:44:27 +08:00
Jiaming Yuan
3136185bc5 JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
208ab3b1ff Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Rory Mitchell
c7cc657a4d Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Jiaming Yuan
e089e16e3d Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Jiaming Yuan
608ebbe444 Fix GPU ID and prediction cache from pickle (#5086)
* Hack for saving GPU ID.

* Declare prediction cache on GBTree.

* Add a simple test.

* Add `auto` option for GPU Predictor.
2019-12-07 16:02:06 +08:00
Jiaming Yuan
7ef5b78003 Implement JSON IO for updaters (#5094)
* Implement JSON IO for updaters.

* Remove parameters in split evaluator.
2019-12-07 00:24:00 +08:00
Jiaming Yuan
64af1ecf86 [Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Jiaming Yuan
f3d8536702 Don't use 0 for "fresh leaf". (#5084)
* Allow using right child as marker for Exact tree_method.
2019-12-05 11:50:51 +08:00
Jiaming Yuan
f0ca53d9ec Convenient methods for JSON integer. (#5089)
* Fix parsing empty object.
2019-12-05 11:01:12 +08:00
Rory Mitchell
e3c34c79be External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Kodi Arfer
f2277e7106 Use DART tree weights when computing SHAPs (#5050)
This PR fixes tree weights in dart being ignored when computing contributions.

* Fix ellpack page source link.
* Add tree weights to compute contribution.
2019-12-03 19:55:53 +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
Jiaming Yuan
97abcc7ee2 Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
Jiaming Yuan
ac457c56a2 Use `UpdateAllowUnknown' for non-model related parameter. (#4961)
* Use `UpdateAllowUnknown' for non-model related parameter.

Model parameter can not pack an additional boolean value due to binary IO
format.  This commit deals only with non-model related parameter configuration.

* Add tidy command line arg for use-dmlc-gtest.
2019-10-23 05:50:12 -04:00
Jiaming Yuan
f24be2efb4 Use configure_file() to configure version only (#4974)
* Avoid writing build_config.h

* Remove build_config.h all together.

* Lint.
2019-10-22 23:47:00 -07:00
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
Jiaming Yuan
5620322a48 [Breaking] Add global versioning. (#4936)
* Use CMake config file for representing version.

* Generate c and Python version file with CMake.

The generated file is written into source tree.  But unless XGBoost upgrades
its version, there will be no actual modification.  This retains compatibility
with Makefiles for R.

* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
2019-10-22 23:27:26 -04:00
Jiaming Yuan
ae536756ae Add Model and Configurable interface. (#4945)
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
2019-10-18 01:56:02 -04:00
Jiaming Yuan
b61d534472 Span: use size_t' for index_type, add front' and `back'. (#4935)
* Use `size_t' for index_type.  Add `front' and `back'.

* Remove a batch of `static_cast'.
2019-10-14 09:13:33 -04:00
Jiaming Yuan
4bbf062ed3 [Breaking] Update sklearn interface. (#4929)
* Remove nthread, seed, silent. Add tree_method, gpu_id, num_parallel_tree. Fix #4909.
* Check data shape. Fix #4896.
* Check element of eval_set is tuple. Fix #4875
*  Add doc for random_state with hogwild. Fixes #4919
2019-10-12 02:50:09 -04:00
Jiaming Yuan
095de3bf5f Export c++ headers in CMake installation. (#4897)
* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-10-06 23:53:09 -04:00
Jiaming Yuan
4ab1df5fe6 Check deprecated n_gpus. (#4908) 2019-10-02 02:05:14 -04:00
Jiaming Yuan
d30e63a0a5 Support feature names/types for cudf. (#4902)
* Implement most of the pandas procedure for cudf except for type conversion.
* Requires an array of interfaces in metainfo.
2019-09-29 15:07:51 -04:00
Jiaming Yuan
d669ea1eaa Deprecate set group (#4864)
* Convert jvm package and R package.

* Restore for compatibility.
2019-09-17 21:26:54 -04:00
Rong Ou
125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -04:00
Jiaming Yuan
6a5e805886 Add n_jobs as an alias of nthread. (#4842) 2019-09-09 19:57:12 -04:00
Jiaming Yuan
52d44e07fe monitor for distributed envorinment. (#4829)
* Collect statistics from other ranks in monitor.

* Workaround old GCC bug.
2019-09-05 13:18:09 +08:00
Jiaming Yuan
c0fbeff0ab Restrict access to cfg_ in gbm. (#4801)
* Restrict access to `cfg_` in gbm.

* Verify having correct updaters.

* Remove `grow_global_histmaker`

This updater is the same as `grow_histmaker`.  The former is not in our
document so we just remove it.
2019-09-02 00:43:19 -04:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00
Jiaming Yuan
9700776597 Cudf support. (#4745)
* Initial support for cudf integration.

* Add two C APIs for consuming data and metainfo.

* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.

* Add FromDeviceColumnar for consuming device data.

* Add new MetaInfo::SetInfo for consuming label, weight etc.
2019-08-19 16:51:40 +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
sriramch
198f3a6c4a Enable natural copies of the batch iterators without the need of the clone method (#4748)
- the synthesized copy constructor should do the appropriate job
2019-08-09 11:47:35 -04:00
Rong Ou
19f9fd5de9 remove the qids_ field in MetaInfo (#4744) 2019-08-08 10:01:59 +08:00
Jiaming Yuan
2a4df8e29f Add Json integer, remove specialization. (#4739) 2019-08-06 03:10:49 -04:00
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
Jiaming Yuan
d2e1e4d5b4 A simple Json implementation for future use. (#4708)
* A simple Json implementation for future use.
2019-07-29 21:17:27 -04:00
Rong Ou
9b9e298ff2 remove RowSet which is no longer being used (#4697) 2019-07-25 17:25:58 -07:00