Commit Graph

273 Commits

Author SHA1 Message Date
Jiaming Yuan
7a068af1a3 Workaround CUDA warning. (#8696) 2023-01-19 09:16:08 +08:00
Jiaming Yuan
31b9cbab3d Make sure input numpy array is aligned. (#8690)
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
2023-01-18 08:12:13 +08:00
Jiaming Yuan
07cf3d3e53 Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Jiaming Yuan
badeff1d74 Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Rong Ou
3ceeb8c61c Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Jiaming Yuan
c6a8754c62 Define CUDA Context. (#8604)
We will transition to non-default and non-blocking CUDA stream.
2022-12-20 15:15:07 +08:00
Rong Ou
15a88ceef0 Fix deprecated CUB calls in CUDA 12.0 (#8578) 2022-12-12 17:02:30 +08:00
Jiaming Yuan
3e26107a9c Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan
e3bf5565ab Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Rong Ou
78d65a1928 Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Jiaming Yuan
157e98edf7 Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00
Jiaming Yuan
addaa63732 Support null value in CUDA array interface. (#8486)
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
2022-11-28 17:48:25 -08:00
Jiaming Yuan
3fc1046fd3 Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Jiaming Yuan
e07245f110 Take datatable as row major input. (#8472)
* Take datatable as row major input.

Try to avoid a transform with dense table.
2022-11-24 09:20:13 +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
Jiaming Yuan
3ef1703553 Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rong Ou
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
Jiaming Yuan
97c3a80a34 Add C document to sphinx, fix arrow. (#8300)
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
2022-10-05 09:52:15 +08:00
Jiaming Yuan
55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
4056974e37 Fix sparse threshold warning. (#8268) 2022-09-26 22:22:11 +08:00
Jiaming Yuan
3fd331f8f2 Add checks to C pointer arguments. (#8254) 2022-09-22 19:02:22 +08:00
Jiaming Yuan
fffb1fca52 Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +08:00
Jiaming Yuan
bdf265076d Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +08:00
Jiaming Yuan
441ffc017a Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Jiaming Yuan
16bca5d4a1 Support CPU input for device QuantileDMatrix. (#8136)
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
2022-08-11 21:21:26 +08:00
Jiaming Yuan
446d536c23 Fix loading DMatrix binary in distributed env. (#8149)
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
2022-08-10 22:53:16 +08:00
Jiaming Yuan
2c70751d1e Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
4a4e5c7c18 Prepare gradient index for Quantile DMatrix. (#8103)
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
2022-07-22 17:26:33 +08:00
Jiaming Yuan
4083440690 Small cleanups to various data types. (#8086)
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
2022-07-18 22:39:36 +08:00
Jiaming Yuan
8dd96013f1 Split up column matrix initialization. (#8060)
* Split up column matrix initialization.

This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
2022-07-14 10:34:47 +08:00
Jiaming Yuan
8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Jiaming Yuan
f0c1b842bf Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +08:00
Jiaming Yuan
142a208a90 Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Jiaming Yuan
1a33b50a0d Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00
Jiaming Yuan
d48123d23b Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Jiaming Yuan
18a38f7ca0 Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00
Jiaming Yuan
765097d514 Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
19775ffe15 Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Jiaming Yuan
11d65fcb21 Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan
288c52596c Define bin type. (#7850) 2022-04-29 19:41:39 +08:00
Jiaming Yuan
fdf533f2b9 [POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan
522636cb52 Bump version. (#7769) 2022-03-31 06:33:22 +08:00
Jiaming Yuan
64575591d8 Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
4d81c741e9 External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan
e78a38b837 Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
Xiaochang Wu
613ec36c5a Support building SimpleDMatrix from Arrow data format (#7512)
* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>
2022-03-15 13:25:19 +08:00
Jiaming Yuan
98d6faefd6 Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Jiaming Yuan
6762c45494 Small cleanup to gradient index and hist. (#7668)
* Code comments.
* Const accessor to index.
* Remove some weird variables in the `Index` class.
* Simplify the `MemStackAllocator`.
2022-02-23 11:37:21 +08:00
Jiaming Yuan
2775c2a1ab Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan
81210420c6 Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +08:00