11 Commits

Author SHA1 Message Date
Jiaming Yuan
85939c6a6e
Merge duplicated linear updater parameters. (#4013)
* Merge duplicated linear updater parameters.

* Split up coordinate descent parameter.
2018-12-22 13:21:49 +08:00
Jiaming Yuan
97984f4890
Fix gpu coordinate running on multi-gpu. (#3893) 2018-11-13 19:09:55 +13:00
trivialfis
516457fadc Add basic unittests for gpu-hist method. (#3785)
* Split building histogram into separated class.
* Extract `InitCompressedRow` definition.
* Basic tests for gpu-hist.
* Document the code more verbosely.
* Removed `HistCutUnit`.
* Removed some duplicated copies in `GPUHistMaker`.
* Implement LCG and use it in tests.
2018-10-15 15:47:00 +13:00
Rory Mitchell
70d208d68c
Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2

* Remove buffered rowset usage where possible

* Transition to c++11 style iterators for row access

* Transition column iterators to C++ 11
2018-10-01 01:29:03 +13:00
trivialfis
cf2d86a4f6 Add travis sanitizers tests. (#3557)
* Add travis sanitizers tests.

* Add gcc-7 in Travis.
* Add SANITIZER_PATH for CMake.
* Enable sanitizer tests in Travis.

* Fix memory leaks in tests.

* Fix all memory leaks reported by Address Sanitizer.
* tests/cpp/helpers.h/CreateDMatrix now returns raw pointer.
2018-08-19 16:40:30 +12:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Rory Mitchell
088bb4b27c
Prevent multiclass Hessian approaching 0 (#3304)
* Prevent Hessian in multiclass objective becoming zero

* Set default learning rate to 0.5 for "coord_descent" linear updater
2018-05-09 20:25:51 +12:00
Rory Mitchell
a185ddfe03
Implement GPU accelerated coordinate descent algorithm (#3178)
* Implement GPU accelerated coordinate descent algorithm. 

* Exclude external memory tests for GPU
2018-04-20 14:56:35 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Vadim Khotilovich
706be4e5d4
Additional improvements for gblinear (#3134)
* fix rebase conflict

* [core] additional gblinear improvements

* [R] callback for gblinear coefficients history

* force eta=1 for gblinear python tests

* add top_k to GreedyFeatureSelector

* set eta=1 in shotgun test

* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater

* set sorted flag within TryInitColData

* gblinear tests: use scale, add external memory test

* fix multiclass for greedy updater

* fix whitespace

* fix typo
2018-03-13 01:27:13 -05:00
Rory Mitchell
10eb05a63a
Refactor linear modelling and add new coordinate descent updater (#3103)
* Refactor linear modelling and add new coordinate descent updater

* Allow unsorted column iterator

* Add prediction cacheing to gblinear
2018-02-17 09:17:01 +13:00