310 Commits

Author SHA1 Message Date
Jiaming Yuan
3c3f026ec1
Move metric configuration into booster. (#6504) 2020-12-16 05:35:04 +08:00
Jiaming Yuan
47b86180f6
Don't validate feature when number of rows is 0. (#6472) 2020-12-07 18:08:51 +08:00
Nikhil Choudhary
ae1662028a
Fixed few grammatical mistakes in doc (#6393) 2020-11-15 13:48:08 +08:00
Jiaming Yuan
fcfeb4959c
Deprecate positional arguments. (#6365)
Deprecate positional arguments in following functions:

- `__init__` for all classes in sklearn module.
- `fit` method for all classes in sklearn module.
- dask interface.
- `set_info` for `DMatrix` class.

Refactor the evaluation matrices handling.
2020-11-13 11:10:30 +08:00
Jiaming Yuan
2cc9662005
Support slicing tree model (#6302)
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-11-02 23:27:39 -08:00
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
Jiaming Yuan
bed7ae4083
Loop over thrust::reduce. (#6229)
* Check input chunk size of dqdm.
* Add doc for current limitation.
2020-10-14 10:40:56 +13:00
Jiaming Yuan
2443275891
Cleanup Python code. (#6223)
* Remove pathlike as XGBoost 1.2 requires Python 3.6.
* Move conditional import of dask/distributed into dask module.
2020-10-12 15:44:41 +08:00
Jiaming Yuan
7622b8cdb8
Enable categorical data support on Python DMatrix. (#6166)
* Only pandas is recognized.
2020-09-29 11:22:56 +08:00
Jiaming Yuan
33d80ffad0
[dask] Support more meta data on functional interface. (#6132)
* Add base_margin, label_(lower|upper)_bound.
* Test survival training with dask.
2020-09-21 16:56:37 +08:00
Jiaming Yuan
a144daf034
Limit tree depth for GPU hist. (#6045) 2020-08-22 19:34:52 +08:00
ShvetsKS
24f2e6c97e
Optimize DMatrix build time. (#5877)
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
2020-08-20 01:37:03 +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
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
Jiaming Yuan
029a8b533f
Simplify the data backends. (#5893) 2020-07-16 15:17:31 +08:00
Jiaming Yuan
d0a29c3135
Remove print. (#5867) 2020-07-08 04:12:14 +08:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783)
* Remove Device DMatrix.
2020-07-07 21:44:48 +08:00
Jiaming Yuan
93c44a9a64
Move feature names and types of DMatrix from Python to C++. (#5858)
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-07-07 09:40:13 +08:00
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
Ram Rachum
02884b08aa
Fix exception causes all over the codebase (#5787) 2020-06-15 21:06:07 +08:00
Jiaming Yuan
35e2205256
[dask] Return GPU Series when input is from cuDF. (#5710)
* Refactor predict function.
2020-05-28 17:51:20 +08:00
Jiaming Yuan
f145241593
Let XGBoostError inherit ValueError. (#5696) 2020-05-26 08:34:56 +08:00
Jiaming Yuan
5af8161a1a
Implement Python data handler. (#5689)
* Define data handlers for DMatrix.
* Throw ValueError in scikit learn interface.
2020-05-22 11:53:55 +08:00
Philip Hyunsu Cho
4fd95272c8
Instruct Mac users to install libomp (#5606) 2020-04-25 15:50:30 -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
cfee9fae91
Don't use uint for threads. (#5542) 2020-04-17 09:45:42 +08:00
Jiaming Yuan
8b04736b81
[dask] dask cudf inplace prediction. (#5512)
* Add inplace prediction for dask-cudf.

* Remove Dockerfile.release, since it's not used anywhere

* Use Conda exclusively in CUDF and GPU containers

* Improve cupy memory copying.

* Add skip marks to tests.

* Add mgpu-cudf category on the CI to run all distributed tests.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-15 18:15:51 +08:00
Jiaming Yuan
c90119eb67
Update Python doc. [skip ci] (#5517)
* Update doc for copying booster. [skip ci]

The issue is resolved in  #5312 .

* Add version for new APIs. [skip ci]
2020-04-14 16:25:20 +08:00
Jiaming Yuan
c218d8ffbf
Enable parameter validation for skl. (#5477) 2020-04-03 10:23:58 +08:00
Rory Mitchell
15f40e51e9
Add support for dlpack, expose python docs for DeviceQuantileDMatrix (#5465) 2020-04-01 23:34:32 +13:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389)
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
2020-03-30 15:35:28 +08:00
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00
Jiaming Yuan
abca9908ba
Support pandas SparseArray. (#5431) 2020-03-20 21:40:22 +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
Jiaming Yuan
a461a9a90a
Define lazy isinstance for Python compat. (#5364)
* Avoid importing datatable.
* Fix #5363.
2020-02-26 14:23:33 +08:00
Jiaming Yuan
0fd455e162
Restore loading model from buffer. (#5360) 2020-02-26 11:30:13 +08:00
OrdoAbChao
b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Jiaming Yuan
1891cc766d
Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell
5d4c24a1fc
Fix cupy without cudf import (#5219) 2020-01-22 18:02:39 +13:00
Rory Mitchell
9c56480c61
Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
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
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
K.O
018df6004e Fix feature_name crated from int64index dataframe. (#5081) 2019-12-30 12:26:22 +08:00
Jiaming Yuan
6848d0426f
Clean up Python 2 compatibility code. (#5161) 2019-12-27 18:34:53 +08:00
Jiaming Yuan
0202e04a8e
Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +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
mitama
374648c21a Add better error message for invalid feature names (#5024) 2019-11-10 01:58:14 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +08:00
Philip Hyunsu Cho
741fbf47c4
[CI] Update lint configuration to support latest pylint convention (#4971)
* Update lint configuration

* Use gcc 8 consistently in build instruction
2019-10-21 16:40:57 -07:00