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892 Commits

Author SHA1 Message Date
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647) 
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
 2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Oleksandr Kuvshynov
4e64e2ef8e
skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
Rory Mitchell
fcf57823b6
Reduce device synchronisation (#5631) 
* Reduce device synchronisation

* Initialise pinned memory
 2020-05-07 21:19:46 +12:00
Rory Mitchell
9910265064
Resolve vector<bool>::iterator crash (#5642) 2020-05-07 21:18:01 +12:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Jiaming Yuan
67d267f9da
Move device dmatrix construction code into ellpack. (#5623) 2020-05-06 19:43:59 +08:00
Philip Hyunsu Cho
8de7f1928e
Fix build on big endian CPUs (#5617) 
* Fix build on big endian CPUs

* Clang-tidy
 2020-04-29 21:56:34 -07:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610) 
* Refactor

* Rewrite evaluate splits

* Add more tests
 2020-04-30 08:58:12 +12:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574) 
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
 2020-04-26 10:56:33 +08:00
Jiaming Yuan
7d93932423
Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
Jason E. Aten, Ph.D
8dfe7b3686
Clarify meaning of training parameter in XGBoosterPredict() (#5604) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2020-04-25 16:48:42 -07:00
Philip Hyunsu Cho
f68155de6c
Fix compilation on Mac OSX High Sierra (10.13) (#5597) 
* Fix compilation on Mac OSX High Sierra

* [CI] Build Mac OSX binary wheel using Travis CI
 2020-04-25 10:53:03 -07:00
Jiaming Yuan
e726dd9902
Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Philip Hyunsu Cho
ef26bc45bf
Hide C++ symbols in libxgboost.so when building Python wheel (#5590) 
* Hide C++ symbols in libxgboost.so when building Python wheel

* Update Jenkinsfile

* Add test

* Upgrade rabit

* Add setup.py option.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-04-24 13:32:05 -07:00
Rory Mitchell
660be66207
Avoid rabit calls in learner configuration (#5581) 2020-04-24 14:59:29 +12:00
Philip Hyunsu Cho
e4f5b6c84f
Port R compatibility patches from 1.0.0 release branch (#5577) 
* Don't use memset to set struct when compiling for R

* Support 32-bit Solaris target for R package
 2020-04-21 22:51:18 -07:00
Rory Mitchell
a734f52807
Use cudaDeviceGetAttribute instead of cudaGetDeviceProperties (#5570) 2020-04-21 14:58:29 +12:00
Andy Adinets
73142041b9
For histograms, opting into maximum shared memory available per block. (#5491) 2020-04-21 14:56:42 +12:00
Jiaming Yuan
9c1103e06c
[Breaking] Set output margin to True for custom objective. (#5564) 
* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
 2020-04-20 20:44:12 +08:00
Jiaming Yuan
fcbedcedf8
Fix configuration I load model. (#5562) 2020-04-20 17:25:11 +08:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551) 
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
 2020-04-20 17:18:52 +08:00
Jiaming Yuan
b809f5d8b8
Don't set seed on CLI interface. (#5563) 2020-04-20 12:17:03 +08:00
Jiaming Yuan
ccd30e4491
Fix non-openmp build. (#5566) 
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
 2020-04-20 12:16:38 +08:00
Rory Mitchell
b2827a80e1
Use non-synchronising scan (#5560) 2020-04-20 15:51:34 +12:00
Rory Mitchell
d6d1035950
gpu_hist performance fixes (#5558) 
* Remove unnecessary cuda API calls

* Fix histogram memory growth
 2020-04-19 12:21:13 +12:00
Jiaming Yuan
e1f22baf8c
Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
c245eb8755
Fix r interaction constraints (#5543) 
* Unify the parsing code.

* Cleanup.
 2020-04-18 06:53:51 +08:00
ShvetsKS
a2d86b8e4b
Optimizations for RNG in InitData kernel (#5522) 
* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-04-16 18:24:32 +03:00
Rory Mitchell
e268fb0093
Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00
Jiaming Yuan
468b1594d3
Fix CLI model IO. (#5535) 
* Add test for comparing Python and CLI training result.
 2020-04-16 07:48:47 +08:00
Rory Mitchell
ca4e05660e
Purge device_helpers.cuh (#5534) 
* Simplifications with caching_device_vector

* Purge device helpers
 2020-04-15 21:51:56 +12:00
Jiaming Yuan
a2f54963b6
Write binary header. (#5532) 2020-04-15 17:47:57 +08:00
Rory Mitchell
093e2227e3
Serialise booster after training to reset state (#5484) 
* Serialise booster after training to reset state

* Prevent process_type being set on load

* Check for correct updater sequence
 2020-04-11 16:27:12 +12:00
Jiaming Yuan
866a477319
Unify max nodes. (#5497) 2020-04-10 19:26:35 +08:00
Jiaming Yuan
bd653fad4c
Remove distcol updater. (#5507) 
Closes #5498.
 2020-04-10 12:52:56 +08:00
Jiaming Yuan
7d52c0b8c2
Requires setting leaf stat when expanding tree. (#5501) 
* Fix GPU Hist feature importance.
 2020-04-10 12:27:03 +08:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Bobby Wang
ad826e913f
[jvm-packages]add feature size for LabelPoint and DataBatch (#5303) 
* fix type error

* Validate number of features.

* resolve comments

* add feature size for LabelPoint and DataBatch

* pass the feature size to native

* move feature size validating tests into a separate suite

* resolve comments

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-04-07 16:49:52 -07:00
Zhang Zhang
8bc595ea1e
Fix out-of-bound array access in WQSummary::SetPrune() (#5493) 2020-04-08 10:02:31 +12:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469) 
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-05 04:42:29 +08:00
Jiaming Yuan
a9313802ea
Fix dump model. (#5485) 2020-04-05 03:52:54 +08:00
Philip Hyunsu Cho
5fc5ec539d
Implement robust regularization in 'survival:aft' objective (#5473) 
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
 2020-04-04 12:21:24 -07:00
Jiaming Yuan
939973630d
Accept other gradient types for split entry. (#5467) 2020-04-03 10:38:44 +08:00
Jiaming Yuan
d0b86c75d9
Remove silent parameter. (#5476) 2020-04-03 08:03:26 +08:00
Jiaming Yuan
29c6ad943a
Prevent copying SimpleDMatrix. (#5453) 
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
 2020-04-02 07:01:49 +08:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389) 
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
 2020-03-30 15:35:28 +08:00
ShvetsKS
27a8e36fc3
Reducing memory consumption for 'hist' method on CPU (#5334) 2020-03-28 14:45:52 +13:00
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00
Jiaming Yuan
7146b91d5a
Force compressed buffer to be 4 bytes aligned. (#5441) 2020-03-27 06:43:52 +08:00