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479 Commits

Author SHA1 Message Date
Jiaming Yuan
83a078b7e5
[backport] Fix sklearn test that calls a removed field (#8579) (#8636) 
Co-authored-by: Rong Ou <rong.ou@gmail.com>
 2023-01-05 21:17:05 +08:00
Jiaming Yuan
575fba651b
[backport] [CI] Fix CI with updated dependencies. (#8631) (#8635) 2023-01-05 19:10:58 +08:00
Jiaming Yuan
60a8c8ebba
[pyspark] sort qid for SparkRanker (#8497) (#8555) 
* [pyspark] sort qid for SparkRandker

* resolve comments

Co-authored-by: Bobby Wang <wbo4958@gmail.com>
 2022-12-07 02:07:37 +08:00
Philip Hyunsu Cho
5b76acccff
Add back xgboost.rabit for backwards compatibility (#8408) (#8411) 2022-11-02 07:56:55 -07:00
Jiaming Yuan
c884b9e888
Validate features for inplace predict. (#8359) 2022-10-19 23:05:36 +08:00
Bobby Wang
76f95a6667
[pyspark] Filter out the unsupported train parameters (#8355) 2022-10-18 23:26:02 +08:00
Jiaming Yuan
3901f5d9db
[pyspark] Cleanup data processing. (#8344) 
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
 2022-10-18 14:56:23 +08:00
Jiaming Yuan
2176e511fc
Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan
97a5b088a5
[pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell
ce0382dcb0
[CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Jiaming Yuan
5545c49cfc
Require keyword args for data iterator. (#8327) 2022-10-10 17:47:13 +08:00
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
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
fcab51aa82
Support more pandas nullable types (#8262) 
- Float32/64
- Category.
 2022-09-27 01:59:50 +08:00
WeichenXu
ff71c69adf
[pyspark] Add validation for param 'early_stopping_rounds' and 'validation_indicator_col' (#8250) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-09-26 17:43:03 +08:00
Jiaming Yuan
b791446623
Initial support for IPv6 (#8225) 
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
 2022-09-21 18:06:50 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107) 
Fit an intercept as base score for abs loss.
 2022-09-20 20:53:54 +08:00
Bobby Wang
4f42aa5f12
[pyspark] make the model saved by pyspark compatible (#8219) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:49 +08:00
Bobby Wang
520586ffa7
[pyspark] fix empty data issue when constructing DMatrix (#8245) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:20 +08:00
Jiaming Yuan
2e63af6117
Mitigate flaky data iter test. (#8244) 
- Reduce the number of batches.
- Verify labels.
 2022-09-14 17:54:14 +08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Jiaming Yuan
b5eb36f1af
Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
WeichenXu
d03794ce7a
[pyspark] Add param validation for "objective" and "eval_metric" param, and remove invalid booster params (#8173) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-24 15:29:43 +08:00
WeichenXu
f4628c22a4
[pyspark] Implement SparkXGBRanker estimator (#8172) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-23 02:35:19 +08:00
WeichenXu
53d2a733b0
[pyspark] Make Xgboost estimator support using sparse matrix as optimization (#8145) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-08-19 01:57:28 +08:00
Jiaming Yuan
36e7c5364d
[dask] Deterministic rank assignment. (#8018) 2022-08-11 19:17:58 +08:00
Jiaming Yuan
570f8ae4ba
Use black on more Python files. (#8137) 2022-08-11 01:38:11 +08:00
Jiaming Yuan
446d536c23
Fix loading DMatrix binary in distributed env. (#8149) 
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
 2022-08-10 22:53:16 +08:00
Jiaming Yuan
9ae547f994
Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Bobby Wang
03cc3b359c
[pyspark] support a list of feature column names (#8117) 2022-08-08 17:05:27 +08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130) 
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
 2022-08-02 15:51:23 +08:00
Jiaming Yuan
546de5efd2
[pyspark] Cleanup data processing. (#8088) 
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
 2022-07-26 15:00:52 +08:00
Bobby Wang
f801d3cf15
[PySpark] change the returning model type to string from binary (#8085) 
* [PySpark] change the returning model type to string from binary

XGBoost pyspark can be can be accelerated by RAPIDS Accelerator seamlessly by
changing the returning model type from binary to string.
 2022-07-19 18:39:20 +08:00
Jiaming Yuan
2365f82750
[dask] Mitigate non-deterministic test. (#8077) 2022-07-19 16:55:59 +08:00
Jiaming Yuan
647d3844dd
Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
Jiaming Yuan
dae7a41baa
Update Python requirement to >=3.8. (#8071) 
Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests
 2022-07-14 18:01:47 +08:00
WeichenXu
176fec8789
PySpark XGBoost integration (#8020) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2022-07-13 13:11:18 +08:00
Jiaming Yuan
8959622836
[dask] Use an invalid port for test. (#8064) 2022-07-13 11:59:02 +08:00
Jiaming Yuan
4a87ea49b8
Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan
b90c6d25e8
Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan
13b15e07e8
Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Jiaming Yuan
bde4f25794
Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Jiaming Yuan
18cbebaeb9
Unify the cat split storage for CPU. (#7937) 
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
 2022-05-26 04:14:40 -07:00
Jiaming Yuan
606be9e663
Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan
474366c020
Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Jiaming Yuan
f93a727869
Address remaining mypy errors in python package. (#7914) 2022-05-18 22:46:15 +08:00
Rong Ou
77d4a53c32
use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan
db80671d6b
Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan
46e0bce212
Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan
fdf533f2b9
[POC] Experimental support for l1 error. (#7812) 
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
 2022-04-26 21:41:55 +08:00