23 Commits

Author SHA1 Message Date
Andrew V. Adinetz
d5992dd881 Replaced std::vector-based interfaces with HostDeviceVector-based interfaces. (#3116)
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.

- replacement was performed in the learner, boosters, predictors,
  updaters, and objective functions
- only interfaces used in training were replaced;
  interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
  such as using HostDeviceVector in prediction cache

* HostDeviceVector-based interfaces for custom objective function example plugin.
2018-02-28 13:00:04 +13:00
Vadim Khotilovich
9ffe8596f2
[core] fix slow predict-caching with many classes (#3109)
* fix prediction caching inefficiency for multiclass

* silence some warnings

* redundant if

* workaround for R v3.4.3 bug; fixes #3081
2018-02-15 18:31:42 -06:00
Scott Lundberg
d878c36c84 Add SHAP interaction effects, fix minor bug, and add cox loss (#3043)
* Add interaction effects and cox loss

* Minimize whitespace changes

* Cox loss now no longer needs a pre-sorted dataset.

* Address code review comments

* Remove mem check, rename to pred_interactions, include bias

* Make lint happy

* More lint fixes

* Fix cox loss indexing

* Fix main effects and tests

* Fix lint

* Use half interaction values on the off-diagonals

* Fix lint again
2018-02-07 20:38:01 -06:00
Rory Mitchell
f87802f00c
Fix GPU bugs (#3051)
* Change uint to unsigned int

* Fix no root predictions bug

* Remove redundant splitting due to numerical instability
2018-01-23 13:14:15 +13:00
Thejaswi
84ab74f3a5 Objective function evaluation on GPU with minimal PCIe transfers (#2935)
* Added GPU objective function and no-copy interface.

- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
  and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
  directly on GPU
2018-01-12 21:33:39 +13:00
Rory Mitchell
24f527a1c0
AVX gradients (#2878)
* AVX gradients

* Add google test for AVX

* Create fallback implementation, remove fma instruction

* Improved accuracy of AVX exp function
2017-11-27 08:56:01 +13:00
Rory Mitchell
40c6e2f0c8
Improved gpu_hist_experimental algorithm (#2866)
- Implement colsampling, subsampling for gpu_hist_experimental

 - Optimised multi-GPU implementation for gpu_hist_experimental

 - Make nccl optional

 - Add Volta architecture flag

 - Optimise RegLossObj

 - Add timing utilities for debug verbose mode

 - Bump required cuda version to 8.0
2017-11-11 13:58:40 +13:00
Rory Mitchell
e6a9063344 Integer gradient summation for GPU histogram algorithm. (#2681) 2017-09-08 15:07:29 +12:00
Zhiquan
e65564ba59 Update rank_obj.cc (#2126)
typo: PairwieRankObj -> PairwiseRankObj
2017-03-21 20:06:16 -07:00
Tianqi Chen
d581a3d0e7 [UPDATE] Update rabit and threadlocal (#2114)
* [UPDATE] Update rabit and threadlocal

* minor fix to make build system happy

* upgrade requirement to g++4.8

* upgrade dmlc-core

* update travis
2017-03-16 18:48:37 -07:00
JohnStott
1683e07461 Fix issue introduced from correction to log2 (#1837)
https://github.com/dmlc/xgboost/pull/1642
2016-12-04 11:11:56 -08:00
AbdealiJK
6f16f0ef58 Use bst_float consistently throughout (#1824)
* Fix various typos

* Add override to functions that are overridden

gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.

* Use bst_float consistently

Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.

In some cases, when due to additions and so on the value can
take a larger value, double is used.

This ensures that type conversions are minimal and reduces loss of
precision.
2016-11-30 10:02:10 -08:00
Tony DiFranco
f11f2bd5fd add default to poisson -> max_delta_step to enable loading/saving/dumping of model (#1781) 2016-11-16 14:25:00 -08:00
Tony DiFranco
2ad0948444 Tweedie Regression Post-Rebase (#1737)
* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* rebased with upstream master and added R example

* changed parameter name to tweedie_variance_power

* linting error fix

* refactored tweedie-nloglik metric to be more like the other parameterized metrics

* added upper and lower bound check to tweedie metric

* add support for tweedie regression

* added back readme line that was accidentally deleted

* fixed linting errors

* added upper and lower bound check to tweedie metric

* added back readme line that was accidentally deleted

* rebased with upstream master and added R example

* rebased again on top of upstream master

* linting error fix

* added upper and lower bound check to tweedie metric

* rebased with master

* lint fix

* removed whitespace at end of line 186 - elementwise_metric.cc
2016-11-05 17:02:32 -07:00
Liam Huang
001d8c4023 correct CalcDCG in rank_metric.cc and rank_obj.cc (#1642)
* correct CalcDCG in rank_metric.cc

DCG use log base-2, however `std::log` returns log base-e.

* correct CalcDCG in rank_obj.cc

DCG use log base-2, however `std::log` returns log base-e.

* use std::log2 instead of std::log

 make it more elegant

* use std::log2 instead of std::log

make it more elegant
2016-10-18 10:23:41 -07:00
Shengwen Yang
77d17f6264 Add support for Gamma regression (#1258)
* Add support for Gamma regression

* Use base_score to replace the lp_bias

* Remove the lp_bias config block

* Add a demo for running gamma regression in Python

* Typo fix

* Revise the description for objective

* Add a script to generate the autoclaims dataset
2016-07-06 10:22:46 -07:00
tqchen
96f4542a67 [PLUGIN] Add plugin system 2016-01-16 10:25:11 -08:00
tqchen
d75e3ed05d [LIBXGBOOST] pass demo running. 2016-01-16 10:24:01 -08:00
tqchen
0d95e863c9 [LEARNER] refactor learner 2016-01-16 10:24:01 -08:00
tqchen
9042b9e2c7 [GBM] Finish migrate all gbms 2016-01-16 10:24:01 -08:00
tqchen
e4567bbc47 [REFACTOR] Add alias, allow missing variables, init gbm interface 2016-01-16 10:24:01 -08:00
tqchen
b4d0bb5a6d [METRIC] all metric move finished 2016-01-16 10:24:01 -08:00
tqchen
dedd87662b [OBJ] Add basic objective function and registry 2016-01-16 10:24:01 -08:00