570 Commits

Author SHA1 Message Date
Rong Ou
7cbaee9916
Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Jiaming Yuan
d54ef56f6f
Fix cache with gc (#8851)
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
2023-03-01 00:39:06 +08:00
Rong Ou
d9688f93c7
Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou
a65ad0bd9c
Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan
c0afdb6786
Fix CPU bin compression with categorical data. (#8809)
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
2023-02-16 04:20:34 +08:00
Jiaming Yuan
cce4af4acf
Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan
282b1729da
Specify the number of threads for parallel sort. (#8735)
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan
81b2ee1153
Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan
31d3ec07af
Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan
457f704e3d
Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
d11a0044cf
Generalize prediction cache. (#8783)
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-02-13 12:36:43 +08:00
Rong Ou
ed91e775ec
Fix quantile tests running on multi-gpus (#8775)
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2023-02-12 17:00:26 -08:00
Jiaming Yuan
17b709acb9
Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
5f76edd296
Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
Rong Ou
cbf98cb9c6
Add Allgather to collective communicator (#8765)
* Add Allgather to collective communicator
2023-02-09 11:31:22 +08:00
Jiaming Yuan
48cefa012e
Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
28bb01aa22
Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Rong Ou
66191e9926
Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3
Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00
Jiaming Yuan
0e61ba57d6
Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
3760cede0f
Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
Rong Ou
8af98e30fc
Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
Jiaming Yuan
34eee56256
Fix compiler warnings. (#8703)
Fix warnings about signed/unsigned comparisons.
2023-01-21 15:16:23 +08:00
Jiaming Yuan
e49e0998c0
Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
4416452f94
Return single thread from context when called inside omp region. (#8693) 2023-01-18 09:23:37 +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
Rong Ou
78396f8a6e
Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
Jiaming Yuan
43152657d4
Extract JSON type check. (#8677)
- Reuse it in `GetMissing`.
- Add test.
2023-01-17 03:11:07 +08:00
Jiaming Yuan
07cf3d3e53
Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Jiaming Yuan
cfa994d57f
Multi-target support for L1 error. (#8652)
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
2023-01-11 05:51:14 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
James Lamb
b05abfc494
[CI] remove unused cpp test helper function (#8625) 2022-12-28 02:47:52 +08:00
Rong Ou
3ceeb8c61c
Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Rong Ou
77b069c25d
Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +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
Jiaming Yuan
38887a1876
Fix windows build on buildkite. (#8602) 2022-12-16 21:12:24 +08:00
Jiaming Yuan
43a647a4dd
Fix inference with categorical feature. (#8591) 2022-12-15 17:57:26 +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
Rong Ou
a8255ea678
Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +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
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Dmitry Razdoburdin
5bd849f1b5
Unify the partitioner for hist and approx.
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-20 02:49:20 +08:00
Jiaming Yuan
031d66ec27
Configuration for init estimation. (#8343)
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
2022-10-18 01:52:24 +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
Philip Hyunsu Cho
2faa744aba
[CI] Test federated learning plugin in the CI (#8325) 2022-10-12 13:57:39 -07:00
Rong Ou
39afdac3be
Better error message when world size and rank are set as strings (#8316)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-12 15:53:25 +08:00
Rory Mitchell
210915c985
Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
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