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1455 Commits
Author SHA1 Message Date
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
Jiaming Yuan abaa593aa0 Fix compiler warnings. (#8059) 
- Remove unused parameters.
- Avoid comparison of different signedness.
 2022-07-14 05:29:56 +08:00
WeichenXuHyunsu ChoJiaming Yuan
 		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
Rory Mitchell 794cbaa60a Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Jiaming Yuan 8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Rory Mitchell bc4f802b17 Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
Jiaming Yuan f0c1b842bf Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +08:00
Jiaming Yuan 142a208a90 Fix compiler warnings. (#8022) 
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
 2022-06-22 21:29:10 +08:00
Bobby Wang e44a082620 [jvm-packages] update nccl version to 2.12.12-1 (#8015) 2022-06-21 17:34:09 +08:00
Jiaming Yuan 4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan d285d6ba2a Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan 9b0eb66b78 Fix GPU driver test. (#8008) 
* Initialize the training parameter.
 2022-06-20 19:37:31 +08:00
Jiaming Yuan 637e42a0c0 Use 22.04 for RMM. (#8001) 
22.06 is not released yet.
 2022-06-17 04:07:31 +08:00
Jiaming Yuan 8f8bd8147a Fix LTR with weighted Quantile DMatrix. (#7975) 
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
 2022-06-09 01:33:41 +08:00
Jiaming Yuan 1a33b50a0d Fix compiler warnings. (#7974) 
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
 2022-06-06 22:56:25 +08:00
Jiaming Yuanandjakirkham d48123d23b Fix rmm build (#7973) 
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
 2022-06-06 20:18:32 +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
Rong Ou 80339c3427 Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Philip Hyunsu Cho 47224dd6d3 Use private mirror to host llvm-openmp tarballs (#7950) 2022-05-27 14:56:59 -07:00
Jiaming Yuan bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Philip Hyunsu Cho 2070afea02 [CI] Rotate package repository keys (#7943) 2022-05-26 17:06:46 -07:00
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 18a38f7ca0 Refactor for GHistIndex. (#7923) 
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
 2022-05-23 23:04:53 +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
Jiaming Yuan 765097d514 Simplify inplace-predict. (#7910) 
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
 2022-05-18 17:52:00 +08:00
Jiaming Yuan 19775ffe15 Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Rory Mitchell 71d3b2e036 Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Rong Ou 77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan 4fcfd9c96e Fix and cleanup for column matrix. (#7901) 
* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.
 2022-05-16 21:11:50 +08:00
Jiaming Yuan 1baad8650c Small cleanup to Column. (#7898) 
* Define forward iterator to hide the internal state.
 2022-05-15 12:39:10 +08:00
Jiaming YuanandPhilip Hyunsu Cho 1b6538b4e5 [breaking] Drop single precision histogram (#7892) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-05-13 19:54:55 +08:00
Jiaming Yuan 11d65fcb21 Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan db80671d6b Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan 94ca52b7b7 Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Rory Mitchell 7ef54e39ec Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
Rong Ou 14ef38b834 Initial support for federated learning (#7831) 
Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.
 2022-05-05 21:49:22 +08:00
Jiaming Yuan 46e0bce212 Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan 317d7be6ee Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Rory Mitchell 90cce38236 Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan 50d854e02e [CI] Test with latest RAPIDS. (#7816) 2022-04-30 11:55:10 -07:00
Bobby Wang 1b103e1f5f [CI] make container be able to re-attached (#7848) 
When re-starting the container, it will fail in entrypoint.sh which
will exit when adding an existing group or user
 2022-04-29 19:00:35 -07:00
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
Jiaming Yuan 332380479b Avoid warning in np primitive type tests. (#7833) 2022-04-23 02:07:01 +08:00
Jiaming Yuan c70fa502a5 Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan 52d4eda786 Deprecate use_label_encoder in XGBClassifier. (#7822) 
* Deprecate `use_label_encoder` in XGBClassifier.

* We have removed the encoder, now prepare to remove the indicator.
 2022-04-21 13:14:02 +08:00
Jiaming YuanandPhilip Hyunsu Cho fd78af404b Drop support for deprecated CUDA architectures. (#7774) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-03-31 21:42:23 +08:00