Commit Graph
537 Commits
Author SHA1 Message Date
ZHAOKAI WANG fa2ab1f021 TreeRefresher note word spelling modification (#9223) 2023-05-31 20:27:27 +08:00
Jiaming Yuan 03bc6e6427 Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
Rong Ou 5b69534b43 Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Rong Ou 603f8ce2fa Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Jiaming Yuan 55968ed3fa Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
Jiaming Yuan 08ce495b5d Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan 0e470ef606 Optimize prediction with QuantileDMatrix. (#9096)
- Reduce overhead in `FVecDrop`.
- Reduce overhead caused by `HostVector()` calls.
2023-04-28 00:51:41 +08:00
Rong Ou 8dbe0510de More collective aggregators (#9060) 2023-04-22 03:32:05 +08:00
Jiaming Yuan 7032981350 Fix timer annotation. (#9057) 2023-04-21 22:53:58 +08:00
Rong Ou ff26cd3212 More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan acc110c251 [MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan 151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Rong Ou b240f055d3 Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Jiaming Yuan 9b6cc0ed07 Refactor hist to prepare for multi-target builder. (#8928)
- Extract the builder from the updater class. We need a new builder for multi-target.
- Extract `UpdateTree`, it can be reused for different builders. Eventually, other tree
  updaters can use it as well.
2023-03-17 17:21:04 +08:00
Jiaming Yuan a093770f36 Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan 26209a42a5 Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan 8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan 9bade7203a Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan 5ba3509dd3 Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming Yuan 6deaec8027 Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00
Jiaming Yuan 5feee8d4a9 Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Jiaming Yuan f236640427 Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
Jiaming Yuan 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rory MitchellandJiaming Yuan 69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
Rong Ou 7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +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 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 594371e35b Fix CPP lint. (#8807) 2023-02-15 20:16:35 +08:00
Jiaming Yuan 70c9b885ef Extract floating point rounding routines. (#8771) 2023-02-12 04:26:41 +08:00
Rory Mitchell 7214a45e83 Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Jiaming Yuan 0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan 21a28f2cc5 Small refactor for hist builder. (#8698)
- Use span instead of vector as parameter. No perf change as the builder work on pointer.
- Use const pointer for reg tree.
2023-01-30 14:06:41 +08:00
Jiaming Yuan e49e0998c0 Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +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 beefd28471 Split up SHAP from RegTree. (#8612)
* Split up SHAP from `RegTree`.

Simplify the tree interface.
2023-01-04 18:17:47 +08:00
Jiaming Yuan 8d545ab2a2 Implement fit stump. (#8607) 2023-01-04 04:14:51 +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 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
Robert Maynard 16f96b6cfb Work with newer thrust and libcudacxx (#8454)
* Thrust 1.17 removes the experimental/pinned_allocator.

When xgboost is brought into a large project it can
be compiled against Thrust 1.17+ which don't offer
this experimental allocator.

To ensure that going forward xgboost works in all environments we provide a xgboost namespaced version of
the pinned_allocator that previously was in Thrust.
2022-11-11 04:22:53 +08:00
Jiaming Yuan a408c34558 Update JSON parser demo with categorical feature. (#8401)
- Parse categorical features in the Python example.
- Add tests.
- Update document.
2022-10-28 20:57:43 +08:00
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
Rory Mitchell 210915c985 Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Rong OuandHyunsu Philip Cho 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
Rory Mitchell 8f77677193 Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Dmitry Razdoburdinanddmitry.razdoburdin eb7bbee2c9 Optional by-column histogram build. (#8233)
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
2022-09-22 05:16:13 +08:00
Jiaming Yuan bdf265076d Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +08:00
Jiaming Yuan b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00