337 Commits

Author SHA1 Message Date
Rong Ou
eaab364a63 More explict sharding methods for device memory (#4396)
* Rename the Reshard method to Shard

* Add a new Reshard method for sharding a vector that's already sharded
2019-05-01 11:47:22 +12:00
Rory Mitchell
5e582b0fa7
Combine thread launches into single launch per tree for gpu_hist (#4343)
* Combine thread launches into single launch per tree for gpu_hist
algorithm.

* Address deprecation warning

* Add manual column sampler constructor

* Turn off omp dynamic to get a guaranteed number of threads

* Enable openmp in cuda code
2019-04-29 09:58:34 +12:00
Jiaming Yuan
77c03538b0
Fix node reuse. (#4404)
* Reinitialize `_sindex` when reallocating a deleted node.
2019-04-27 13:03:23 +08:00
Nan Zhu
37dc82c3ff
[jvm-packages] allow partial evaluation of dataframe before prediction (#4407)
* allow partial evaluation of dataframe before prediction

* resume spark test

* comments

* Run unit tests after building JVM packages
2019-04-26 21:02:40 -07:00
Philip Hyunsu Cho
ea850ecd20
[CI] Refactor Jenkins CI pipeline + migrate all Linux tests to Jenkins (#4401)
* All Linux tests are now in Jenkins CI
* Tests are now de-coupled from builds. We can now build XGBoost with one version of CUDA/JDK and test it with another version of CUDA/JDK
* Builds (compilation) are significantly faster because 1) They use C5 instances with faster CPU cores; and 2) build environment setup is cached using Docker containers
2019-04-26 18:39:12 -07:00
Rong Ou
2c61f02add fix broken python test (#4395) 2019-04-23 16:01:23 -07:00
Philip Hyunsu Cho
bbe0dbd7ec
Migrate pylint check to Python 3 (#4381)
* Migrate lint to Python 3

* Fix lint errors

* Use Miniconda3 to use Python 3.7

* Use latest pylint and astroid
2019-04-21 01:01:54 -07:00
Jiaming Yuan
207f058711 Refactor CMake scripts. (#4323)
* Refactor CMake scripts.

* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.

* Revert machine.conf.

* Move CLI test to gpu.

* Small cleanup.

* Support using XGBoost as submodule.

* Fix windows

* Fix cpp tests on Windows

* Remove duplicated find_package.
2019-04-15 10:08:12 -07:00
Jiaming Yuan
84d992babc
GPU multiclass metrics (#4368)
* Port multi classes metrics to CUDA.
2019-04-15 17:47:47 +08:00
James Lamb
edae664afb [r-package] cut CI-time dependency on craigcitro/r-travis (fixes #4348) (#4353)
* [r-package] cut CI-time dependency on craigcitro/r-travis (fixes #4348)

* Install R

* Install R on OSX

* Remove gfortran symlink

* Specify CRAN repo

* added more R dependencies needed for testing

* removed heavy R dependencies in CI

* fixed bug in env var, removed unnecessary apt installs of R

* fix to R installs
2019-04-12 00:22:48 -07:00
Rong Ou
f4521bf6aa refactor tests to get rid of duplication (#4358)
* refactor tests to get rid of duplication

* address review comments
2019-04-12 00:21:48 -07:00
Jiaming Yuan
5c2575535f
Fix Histogram allocation. (#4347)
* Fix Histogram allocation.

nidx_map is cleared after `Reset`, but histogram data size isn't changed hence
histogram recycling is used in later iterations.  After a reset(building new
tree), newly allocated node will start from 0, while recycling always choose
the node with smallest index, which happens to be our newly allocated node 0.
2019-04-10 19:21:26 +08:00
Rong Ou
81c1cd40ca add a test for cpu predictor using external memory (#4308)
* add a test for cpu predictor using external memory

* allow different page size for testing
2019-04-10 13:25:10 +12:00
Philip Hyunsu Cho
70be1e38c2
[CI] Optimize external Docker build cache (#4334)
* When building pull requests, use Docker cache for master branch

Docker build caches are per-branch, so new pull requests will initially
have no build cache, causing the Docker containers to be built from
scratch. New pull requests should use the cache associated with the
master branch. This makes sense, since most pull requests do not modify
the Dockerfile.

* Add comments
2019-04-04 15:59:07 -07:00
Philip Hyunsu Cho
37c75aac41
[CI] Add external Docker build cache (#4331) 2019-04-04 13:36:39 -07:00
sriramch
2f7087eba1 Improve HostDeviceVector exception safety (#4301)
* make the assignments of HostDeviceVector exception safe.
* storing a dummy GPUDistribution instance in HDV for CPU based code.
* change testxgboost binary location to build directory.
2019-03-31 22:48:58 +08:00
Philip Hyunsu Cho
7aed8f3d48
[CI] Upgrade to GCC 5.3.1, CMake 3.6.0 (#4306)
* Upgrade to GCC 5.3.1, CMake 3.6.0

* <regex> is now okay
2019-03-28 00:21:21 -07:00
Rory Mitchell
3f312e30db
Retire DVec class in favour of c++20 style span for device memory. (#4293) 2019-03-28 13:59:58 +13:00
Jiaming Yuan
c85181dd8a
Remove remaining silent and debug_verbose. (#4299) 2019-03-28 03:30:46 +08:00
Rory Mitchell
6d5b34d824
Further optimisations for gpu_hist. (#4283)
- Fuse final update position functions into a single more efficient kernel

- Refactor gpu_hist with a more explicit ellpack  matrix representation
2019-03-24 17:17:22 +13:00
Rong Ou
5aa42b5f11 jenkins build for cuda 10.0 (#4281)
* jenkins build for cuda 10.0

* yum install nccl2 for cuda 10.0
2019-03-22 22:35:18 -07:00
Rory Mitchell
00465d243d
Optimisations for gpu_hist. (#4248)
* Optimisations for gpu_hist.

* Use streams to overlap operations.

* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.
2019-03-20 13:30:06 +13:00
Jiaming Yuan
29a1356669
Deprecate reg:linear' in favor of reg:squarederror'. (#4267)
* Deprecate `reg:linear' in favor of `reg:squarederror'.
* Replace the use of `reg:linear'.
* Replace the use of `silent`.
2019-03-17 17:55:04 +08:00
Andy Adinets
4352fcdb15 Brought the silent parameter for the SKLearn-like API back, marked it deprecated. (#4255)
* Brought the silent parameter for the SKLearn-like API back, marked it deprecated.

- added deprecation notice and warning
- removed silent from the tests for the SKLearn-like API
2019-03-14 09:45:08 +13:00
Andy Adinets
b833b642ec Improved multi-node multi-GPU random forests. (#4238)
* Improved multi-node multi-GPU random forests.

- removed rabit::Broadcast() from each invocation of column sampling
- instead, syncing the PRNG seed when a ColumnSampler() object is constructed
- this makes non-trivial column sampling significantly faster in the distributed case
- refactored distributed GPU tests
- added distributed random forests tests
2019-03-13 12:36:28 +13:00
Jiaming Yuan
7b9043cf71
Fix clang-tidy warnings. (#4149)
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.

* Reformat.
2019-03-13 02:25:51 +08:00
Andy Adinets
a36c3ed4f4 Added SKLearn-like random forest Python API. (#4148)
* Added SKLearn-like random forest Python API.

- added XGBRFClassifier and XGBRFRegressor classes to SKL-like xgboost API
- also added n_gpus and gpu_id parameters to SKL classes
- added documentation describing how to use xgboost for random forests,
  as well as existing caveats
2019-03-12 22:28:19 +08:00
Matthew Jones
92b7577c62 [REVIEW] Enable Multi-Node Multi-GPU functionality (#4095)
* Initial commit to support multi-node multi-gpu xgboost using dask

* Fixed NCCL initialization by not ignoring the opg parameter.

- it now crashes on NCCL initialization, but at least we're attempting it properly

* At the root node, perform a rabit::Allreduce to get initial sum_gradient across workers

* Synchronizing in a couple of more places.

- now the workers don't go down, but just hang
- no more "wild" values of gradients
- probably needs syncing in more places

* Added another missing max-allreduce operation inside BuildHistLeftRight

* Removed unnecessary collective operations.

* Simplified rabit::Allreduce() sync of gradient sums.

* Removed unnecessary rabit syncs around ncclAllReduce.

- this improves performance _significantly_ (7x faster for overall training,
  20x faster for xgboost proper)

* pulling in latest xgboost

* removing changes to updater_quantile_hist.cc

* changing use_nccl_opg initialization, removing unnecessary if statements

* added definition for opaque ncclUniqueId struct to properly encapsulate GetUniqueId

* placing struct defintion in guard to avoid duplicate code errors

* addressing linting errors

* removing

* removing additional arguments to AllReduer initialization

* removing distributed flag

* making comm init symmetric

* removing distributed flag

* changing ncclCommInit to support multiple modalities

* fix indenting

* updating ncclCommInitRank block with necessary group calls

* fix indenting

* adding print statement, and updating accessor in vector

* improving print statement to end-line

* generalizing nccl_rank construction using rabit

* assume device_ordinals is the same for every node

* test, assume device_ordinals is identical for all nodes

* test, assume device_ordinals is unique for all nodes

* changing names of offset variable to be more descriptive, editing indenting

* wrapping ncclUniqueId GetUniqueId() and aesthetic changes

* adding synchronization, and tests for distributed

* adding  to tests

* fixing broken #endif

* fixing initialization of gpu histograms, correcting errors in tests

* adding to contributors list

* adding distributed tests to jenkins

* fixing bad path in distributed test

* debugging

* adding kubernetes for distributed tests

* adding proper import for OrderedDict

* adding urllib3==1.22 to address ordered_dict import error

* added sleep to allow workers to save their models for comparison

* adding name to GPU contributors under docs
2019-03-02 10:03:22 +13:00
Jiaming Yuan
7ea5675679
Add PushCSC for SparsePage. (#4193)
* Add PushCSC for SparsePage.

* Move Push* definitions into cc file.
* Add std:: prefix to `size_t` make clang++ happy.
* Address monitor count == 0.
2019-03-02 01:58:08 +08:00
Patrick Ford
74009afcac Added trees_to_df() method for Booster class (#4153)
* add test_parse_tree.py to tests/python

* Fix formatting

* Fix pylint error

* Ignore 'no member' error for Pandas dataframe
2019-02-26 13:28:24 -08:00
Rong Ou
8e0a08fbcf Update python benchmarking script (#4164)
* a few tweaks to speed up data generation

* del variable to save memory

* switch to random numpy arrays
2019-02-21 15:16:09 +13:00
Philip Hyunsu Cho
2aaae2e7bb
Fix #4163: always copy sliced data (#4165)
* Revert "Accept numpy array view. (#4147)"

This reverts commit a985a99cf0dacb26a5d734835473d492d3c2a0df.

* Fix #4163: always copy sliced data

* Remove print() from the test; check shape equality

* Check if 'base' attribute exists

* Fix lint

* Address reviewer comment

* Fix lint
2019-02-20 14:46:34 -08:00
Jiaming Yuan
cecbe0cf71 Fix test_gpu_coordinate. (#3974)
* Fix test_gpu_coordinate.

* Use `gpu_coord_descent` in test.
* Reduce number of running rounds.

* Remove nthread.

* Use githubusercontent for r-appveyor.

* Use githubusercontent in travis r tests.
2019-02-19 14:09:10 -08:00
Nan Zhu
1dac5e2410
more correct way to build node stats in distributed fast hist (#4140)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* update

* add fid

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* temp

* pass all lossguide

* pass tests

* add comments

* more changes

* use separate flow for single and tests

* add test for lossguide hist

* remove duplications

* syncing stats for only once

* recover more changes

* recover more changes

* fix root-stats

* simplify code

* remove outdated comments
2019-02-18 13:45:30 -08:00
Jiaming Yuan
a985a99cf0
Accept numpy array view. (#4147)
* Accept array view (slice) in metainfo.
2019-02-18 22:21:34 +08:00
Philip Hyunsu Cho
549c8d6ae9
Prevent empty quantiles in fast hist (#4155)
* Prevent empty quantiles

* Revise and improve unit tests for quantile hist

* Remove unnecessary comment

* Add #2943 as a test case

* Skip test if no sklearn

* Revise misleading comments
2019-02-17 16:01:07 -08:00
Jiaming Yuan
e1240413c9
Fix gpu_hist apply_split test. (#4158) 2019-02-18 02:48:28 +08:00
Jiaming Yuan
1fe874e58a
Fix empty subspan. (#4151)
* Silent the death tests.
2019-02-17 04:48:03 +08:00
Jiaming Yuan
754fe8142b
Make `HistCutMatrix::Init' be aware of groups. (#4115)
* Add checks for group size.
* Simple docs.
* Search group index during hist cut matrix initialization.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-02-16 04:39:41 +08:00
Philip Hyunsu Cho
37ddfd7d6e
Fix broken R test: Install Homebrew GCC (#4142)
* Fix broken R test: Install Homebrew GCC

Missing GCC Fortran causes installation failure of a dependency package
(igraph)

* Register gfortran system-wide

* Use correct keg

* Set env vars to change compiler choice

* Do not break other Mac builds

* Nuclear option: symlink gfortran

* Use /usr/local/bin instead of /usr/bin

* Symlink library path too

* Update run_test.sh
2019-02-15 07:23:05 -08:00
Nan Zhu
c18a3660fa
Separate Depthwidth and Lossguide growing policy in fast histogram (#4102)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* more changes

* temp

* update

* udpate rabit

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* broadcast subsampled feature correctly

* init col

* temp

* col sampling

* fix histmastrix init

* fix col sampling

* remove cout

* fix out of bound access

* fix core dump

remove core dump file

* disbale test temporarily

* update

* add fid

* print perf data

* update

* revert some changes

* temp

* temp

* pass all tests

* bring back some tests

* recover some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* recover column init part

* more recovery

* fix core dumps

* code clean

* revert some changes

* fix test compilation issue

* fix lint issue

* resolve compilation issue

* fix issues of lint caused by rebase

* fix stylistic changes and change variable names

* use regtree internal function

* modularize depth width

* address the comments

* fix failed tests

* wrap perf timers with class

* fix lint

* fix num_leaves count

* fix indention

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.cc

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* Update src/tree/updater_quantile_hist.h

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>

* merge

* fix compilation
2019-02-13 12:56:19 -08:00
Rong Ou
3be1b9ae30 reformat benchmark_tree.py to get rid of lint errors (#4126) 2019-02-13 18:54:56 +13:00
Jiaming Yuan
f8ca2960fc
Use nccl group calls to prevent from dead lock. (#4113)
* launch all reduce sequentially.
* Fix gpu_exact test memory leak.
2019-02-08 06:12:39 +08:00
Jiaming Yuan
017c97b8ce
Clean up training code. (#3825)
* Remove GHistRow, GHistEntry, GHistIndexRow.
* Remove kSimpleStats.
* Remove CheckInfo, SetLeafVec in GradStats and in SKStats.
* Clean up the GradStats.
* Cleanup calcgain.
* Move LossChangeMissing out of common.
* Remove [] operator from GHistIndexBlock.
2019-02-07 14:22:13 +08:00
Jiaming Yuan
8905df4a18
Perform clang-tidy on both cpp and cuda source. (#4034)
* Basic script for using compilation database.

* Add `GENERATE_COMPILATION_DATABASE' to CMake.
* Rearrange CMakeLists.txt.
* Add basic python clang-tidy script.
* Remove modernize-use-auto.
* Add clang-tidy to Jenkins
* Refine logic for correct path detection

In Jenkins, the project root is of form /home/ubuntu/workspace/xgboost_PR-XXXX

* Run clang-tidy in CUDA 9.2 container
* Use clang_tidy container
2019-02-05 16:07:43 +08:00
Philip Hyunsu Cho
7a652a8c64
Speed up Jenkins by not compiling CMake (#4099) 2019-02-03 00:08:14 -08:00
tmitanitky
59f868bc60 enable xgb_model in scklearn XGBClassifier and test. (#4092)
* Enable xgb_model parameter in XGClassifier scikit-learn API

https://github.com/dmlc/xgboost/issues/3049

* add test_XGBClassifier_resume():

test for xgb_model parameter in XGBClassifier API.

* Update test_with_sklearn.py

* Fix lint
2019-01-31 11:29:19 -08:00
Philip Hyunsu Cho
a1c35cadf0
Fix failing Travis CI on Mac (#4086)
* Fix failing Travis CI on Mac

Use Homebrew Addon + latest Mac image

* Use long command for pytest

* Downgrade OSX image to xcode9.3, to use Java 8

* Install pytest in Python 2 environment

* Remove clang-tidy from Travis
2019-01-30 09:43:57 -08:00
Rory Mitchell
1fc37e4749 Require leaf statistics when expanding tree (#4015)
* Cache left and right gradient sums

* Require leaf statistics when expanding tree
2019-01-17 21:12:20 -08:00
Andy Adinets
0f8af85f64 Fixed single-GPU tests. (#4053)
- ./testxgboost (without filters) failed if run on a multi-GPU machine because
  the memory was allocated on the current device, but device 0
  was always passed into LaunchN
2019-01-11 09:33:15 +02:00