54 Commits

Author SHA1 Message Date
Rafail Giavrimis
579ab23b10
Check cudf lazily (#8084) 2022-07-17 09:27:43 +08:00
Chengyang
806c92c80b
Add Type Hints for Python Package (#7742)
Co-authored-by: Chengyang Gu <bridgream@gmail.com>
Co-authored-by: Jiamingy <jm.yuan@outlook.com>
2022-05-17 22:14:09 +08:00
Jiaming Yuan
8ba4722d04
Remove pyarrow workaround. (#7884) 2022-05-11 20:54:48 +08:00
Jiaming Yuan
ad06172c6b
Refactor pandas dataframe handling. (#7843) 2022-04-26 18:53:43 +08:00
Jiaming Yuan
c70fa502a5
Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan
9150fdbd4d
Support pandas nullable types. (#7760) 2022-03-30 08:51:52 +08:00
Jiaming Yuan
b3ba0e8708
Check cupy lazily. (#7752) 2022-03-26 06:09:58 +08:00
Chengyang
c92ab2ce49
Add type hints to core.py (#7707)
Co-authored-by: Chengyang Gu <bridgream@gmail.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-03-23 21:12:14 +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
a62a3d991d
[dask] prediction with categorical data. (#7708) 2022-03-10 00:21:48 +08:00
Jiaming Yuan
fe4ce920b2
[dask] Cleanup dask module. (#7634)
* Add a new utility for mapping function onto workers.
* Unify the type for feature names.
* Clean up the iterator.
* Fix prediction with DaskDMatrix worker specification.
* Fix base margin with DeviceQuantileDMatrix.
* Support vs 2022 in setup.py.
2022-02-08 20:41:46 +08:00
Jiaming Yuan
24789429fd
Support latest pandas Index type. (#7595) 2022-01-26 18:20:10 +08:00
Jiaming Yuan
58a6723eb1
Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan
021f8bf28b
Fix pylint. (#7498) 2021-12-07 13:23:30 +08:00
Jiaming Yuan
d33854af1b
[Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan
a13321148a
Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
f56e2e9a66
Support categorical data with pandas Dataframe in inplace prediction (#7322) 2021-10-17 14:32:06 +08:00
Jiaming Yuan
ca17f8a5fc
Dispatch thrust versions and upgrade rmm. (#7254)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-09-25 03:43:23 +08:00
Jiaming Yuan
9472be7d77
Fix initialization from pandas series. (#7243) 2021-09-23 04:43:25 +08:00
Jiaming Yuan
b18f5f61b0
Fix pylint (#7241) 2021-09-17 11:50:36 +08:00
Jiaming Yuan
22d56cebf1
Encode pandas categorical data automatically. (#7231) 2021-09-17 11:09:55 +08:00
Jiaming Yuan
0ed979b096
Support more input types for categorical data. (#7220)
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
2021-09-16 20:39:30 +08:00
Jiaming Yuan
804b2ac60f
Expose DMatrix API for CUDA columnar and array. (#7217)
* Use JSON encoded configurations.
* Expose them into header file.
2021-09-09 17:55:25 +08:00
Jiaming Yuan
8a84be37b8
Pass scikit learn estimator checks for regressor. (#7130)
* Check data shape.
* Check labels.
2021-08-03 18:58:20 +08:00
Jiaming Yuan
e6088366df
Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan
5d7cdf2e36
[Breaking] Rename Quantile DMatrix C API. (#7082)
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
2021-07-08 11:34:14 +08:00
Jiaming Yuan
b56d3d5d5c
Fix with latest panda range index. (#7074) 2021-07-03 16:43:52 +08:00
Jiaming Yuan
d9799b09d0
Categorical data support for cuDF. (#7042)
* Add support in DMatrix.
* Add support in DQM, except for iterator.
2021-06-17 13:54:33 +08:00
Jiaming Yuan
ee4f51a631
Support for all primitive types from array. (#7003)
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
2021-06-01 08:34:48 +08:00
Jiaming Yuan
4cf95a6041
Support numpy array interface (#6998) 2021-05-27 16:08:22 +08:00
Jose Manuel Llorens
4ddbaeea32
Improve warning when using np.ndarray subsets (#6934) 2021-05-04 13:24:41 +08:00
Jiaming Yuan
37ad60fe25
Enforce input data is not object. (#6927)
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
2021-05-02 00:09:01 +08:00
Jiaming Yuan
4ee8340e79
Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan
dbb5208a0a
Use __array_interface__ for creating DMatrix from CSR. (#6675)
* Use __array_interface__ for creating DMatrix from CSR.
* Add configuration.
2021-02-05 21:09:47 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
Jiaming Yuan
8942c98054
Define metainfo and other parameters for all DMatrix interfaces. (#6601)
This PR ensures all DMatrix types have a common interface.

* Fix logic in avoiding duplicated DMatrix in sklearn.
* Check for consistency between DMatrix types.
* Add doc for bounds.
2021-01-25 16:06:06 +08:00
Jiaming Yuan
d356b7a071
Restore unknown data support. (#6595) 2021-01-14 04:51:16 +08:00
Philip Hyunsu Cho
fbb980d9d3
Expand ~ into the home directory on Linux and MacOS (#6531) 2020-12-19 23:35:13 -08:00
Philip Hyunsu Cho
c103ec51d8
Enforce row-major order in cuPy array (#6459) 2020-12-03 18:29:10 -08:00
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
70ce5216b5
Add high level tests for categorical data. (#6179)
* Fix unique.
2020-10-09 09:27:23 +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
Philip Hyunsu Cho
bd2b1eabd0
Add back support for scipy.sparse.coo_matrix (#6162) 2020-09-25 00:49:49 -07:00
ShvetsKS
c1ca872d1e
Modin DF support (#6055)
* Modin DF support

* mode change

* tests were added, ci env was extended

* mode change

* Remove redundant installation of modin

* Add a pytest skip marker for modin

* Install Modin[ray] from PyPI

* fix interfering

* avoid extra conversion

* delete cv test for modin

* revert cv function

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-29 22:33:30 +03:00
Jiaming Yuan
4d99c58a5f
Feature weights (#5962) 2020-08-18 19:55:41 +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
dde9c5aaff
Fix missing data warning. (#5969)
* Fix data warning.

* Add numpy/scipy test.
2020-08-05 16:19:12 +08:00
Jiaming Yuan
7c2686146e
Dask device dmatrix (#5901)
* Fix softprob with empty dmatrix.
2020-07-17 13:17:43 +08:00
Jiaming Yuan
029a8b533f
Simplify the data backends. (#5893) 2020-07-16 15:17:31 +08:00