4052 Commits

Author SHA1 Message Date
Rory Mitchell
e3c34c79be
External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Kodi Arfer
f2277e7106 Use DART tree weights when computing SHAPs (#5050)
This PR fixes tree weights in dart being ignored when computing contributions.

* Fix ellpack page source link.
* Add tree weights to compute contribution.
2019-12-03 19:55:53 +08:00
Philip Hyunsu Cho
64f4361b47
[CI] Locate vcomp140.dll from System32 directory (#5078) 2019-12-02 02:09:32 -08:00
Jiaming Yuan
761e938dbe
Support dask dataframe as y for classifier. (#5077)
* Support dask dataframe as y for classifier.

* Lint.
2019-12-02 11:53:30 +08:00
yage
b9dbfe0931 Update doc for building on OSX (#5074)
Co-Authored-By: Jiaming Yuan <jm.yuan@outlook.com>
2019-11-28 20:14:44 +08:00
Jiaming Yuan
9f52e834dc
[doc] Some notes for external memory. (#5065) 2019-11-26 00:22:02 +08:00
Jiaming Yuan
d667ea9335
[CI] Fix Travis tests. (#5062)
- Install wget explicitly to match openssl.
- Install CMake explicitly.
- Use newer miniconda link.
- Reenable unittests.
- gcc@9 + xcode@10 for osx due to missing <_stdio.h>.  Other versions of gcc should also work.  But as homebrew pour gcc@9 after update by default, so I just stick with latest version.
- Disabled one external memory test for OSX.  Not sure about the thread implementation in there and fixing external memory is beyond the scope of this PR.
- Use Python3 with conda in jvm package.
2019-11-25 03:32:10 +08:00
Jiaming Yuan
04c640f562
Add cuDF DataFrame to doc. (#5053) 2019-11-19 18:29:40 +08:00
Jiaming Yuan
a4f5c86276
Allow using RandomState object from Numpy in sklearn interface. (#5049) 2019-11-19 10:56:39 +08:00
Philip Hyunsu Cho
4d2779663e
Require Python 3.5+ in setup.py (#5021) 2019-11-18 18:55:58 -08:00
Jiaming Yuan
98b051269b
Assert dask client at early stage. (#5048) 2019-11-19 10:55:26 +08:00
Rory Mitchell
e67388fb8f
Some guidelines on device memory usage (#5038)
* Add memory usage demo

* Update documentation
2019-11-17 07:48:24 +13:00
Rong Ou
0afcc55d98 Support multiple batches in gpu_hist (#5014)
* Initial external memory training support for GPU Hist tree method.
2019-11-16 14:50:20 +08:00
Jiaming Yuan
97abcc7ee2
Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
Sebastian
886bf93ba4 fix: reset hit counter for next batch (#5035) 2019-11-14 10:22:02 +08:00
sriramch
2abe69d774 - ndcg ltr implementation on gpu (#5004)
* - ndcg ltr implementation on gpu
  - this is a follow-up to the pairwise ltr implementation
2019-11-13 11:21:04 +13:00
Philip Hyunsu Cho
f4e7b707c9
Revert #4529 (#5008)
* Revert " Optimize ‘hist’ for multi-core CPU (#4529)"

This reverts commit 4d6590be3c9a043d44d9e4fe0a456a9f8179ec72.

* Fix build
2019-11-12 09:35:03 -08:00
KaiJin Ji
1733c9e8f7 Improve operation efficiency for single predict (#5016)
* Improve operation efficiency for single predict
2019-11-10 02:01:28 +08:00
mitama
374648c21a Add better error message for invalid feature names (#5024) 2019-11-10 01:58:14 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +08:00
Christopher Cowden
807a244517 Fix repeated split and 0 cover nodes (#5010) 2019-11-06 14:57:22 +08:00
Chen Qin
b29b8c2f34 [jvm-packages] update rabit, surface new changes to spark, add parity and failure tests (#4966)
* [phase 1] expose sets of rabit configurations to spark layer

* add back mutable import

* disable ring_mincount till https://github.com/dmlc/rabit/pull/106d

* Revert "disable ring_mincount till https://github.com/dmlc/rabit/pull/106d"

This reverts commit 65e95a98e24f5eb53c6ba9ef9b2379524258984d.

* apply latest rabit

* fix build error

* apply https://github.com/dmlc/xgboost/pull/4880

* downgrade cmake in rabit

* point to rabit with DMLC_ROOT fix

* relative path of rabit install prefix

* split rabit parameters to another trait

* misc

* misc

* Delete .classpath

* Delete .classpath

* Delete .classpath

* Update XGBoostClassifier.scala

* Update XGBoostRegressor.scala

* Update GeneralParams.scala

* Update GeneralParams.scala

* Update GeneralParams.scala

* Update GeneralParams.scala

* Delete .classpath

* Update RabitParams.scala

* Update .gitignore

* Update .gitignore

* apply rabitParams to training

* use string as rabit parameter value type

* cleanup

* add rabitEnv check

* point to dmlc/rabit

* per feedback

* update private scope

* misc

* update rabit

* add rabit_timtout, fix failing test.

* split tests

* allow build jvm with rabit mock

* pass mock failures to rabit with test

* add mock error and graceful handle rabit assertion error test

* split mvn test

* remove sign for test

* update rabit

* build jvm_packages with rabit mock

* point back to dmlc/rabit

* per feedback, update scala header

* cleanup pom

* per feedback

* try fix lint

* fix lint

* per feedback, remove bootstrap_cache

* per feedback 2

* try replace dev profile with passing mvn property

* fix build error

* remove mvn property and replace with env setting to build test jar

* per feedback

* revert copyright headlines, point to dmlc/rabit

* revert python lint

* remove multiple failure test case as retry is not enabled in spark

* Update core.py

* Update core.py

* per feedback, style fix
2019-11-01 14:21:19 -07:00
Philip Hyunsu Cho
a37691428f
Document minimum version required for gtest [skip ci] (#5001) 2019-10-31 15:47:50 -07:00
Jiaming Yuan
6fac40cfb4
Add asan.so.5 to cmake script. (#4999) 2019-10-30 16:03:23 -04:00
Jiaming Yuan
755a606201
Fix dart usegpu. (#4984) 2019-10-28 06:12:04 -04:00
Jiaming Yuan
6ec7e300bd
Fix external memory race in colmaker. (#4980)
* Move `GetColDensity` out of omp parallel block.
2019-10-25 04:11:13 -04:00
Philip Hyunsu Cho
96cd7ec2bb
[CI] Upload master branch artifacts to S3 root [skip ci] (#4979) 2019-10-23 22:39:04 -07:00
Philip Hyunsu Cho
da6e74f7bb
[CI] Upload nightly builds to S3 (#4976)
* Do not store built artifacts in the Jenkins master

* Add wheel renaming script

* Upload wheels to S3 bucket

* Use env.GIT_COMMIT

* Capture git hash correctly

* Add missing import in Jenkinsfile

* Address reviewer's comments

* Put artifacts for pull requests in separate directory

* No wildcard expansion in Windows CMD
2019-10-23 21:16:05 -07:00
Jiaming Yuan
ac457c56a2
Use `UpdateAllowUnknown' for non-model related parameter. (#4961)
* Use `UpdateAllowUnknown' for non-model related parameter.

Model parameter can not pack an additional boolean value due to binary IO
format.  This commit deals only with non-model related parameter configuration.

* Add tidy command line arg for use-dmlc-gtest.
2019-10-23 05:50:12 -04:00
Jiaming Yuan
f24be2efb4 Use configure_file() to configure version only (#4974)
* Avoid writing build_config.h

* Remove build_config.h all together.

* Lint.
2019-10-22 23:47:00 -07:00
Rong Ou
5b1715d97c Write ELLPACK pages to disk (#4879)
* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable
2019-10-22 23:44:32 -04:00
sriramch
310fe60b35 Pairwise ranking objective implementation on gpu (#4873)
* - pairwise ranking objective implementation on gpu
   - there are couple of more algorithms (ndcg and map) for which support will be added
     as follow-up pr's
   - with no label groups defined, get gradient is 90x faster on gpu (120m instance
     mortgage dataset)
   - it can perform by an order of magnitude faster with ~ 10 groups (and adequate cores
     for the cpu implementation)

* Add JSON config to rank obj.
2019-10-22 23:40:07 -04:00
Jiaming Yuan
5620322a48
[Breaking] Add global versioning. (#4936)
* Use CMake config file for representing version.

* Generate c and Python version file with CMake.

The generated file is written into source tree.  But unless XGBoost upgrades
its version, there will be no actual modification.  This retains compatibility
with Makefiles for R.

* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
2019-10-22 23:27:26 -04:00
Jiaming Yuan
7e477a2adb
Fix data loading (#4862)
* Fix loading text data.
* Fix config regex.
* Try to explain the error better in exception.
* Update doc.
2019-10-22 12:33:14 -04:00
Philip Hyunsu Cho
95295ce026 [CI] Use latest dask (#4973)
* Remove version spec, to use latest dask always
2019-10-22 07:00:13 -04:00
Philip Hyunsu Cho
741fbf47c4
[CI] Update lint configuration to support latest pylint convention (#4971)
* Update lint configuration

* Use gcc 8 consistently in build instruction
2019-10-21 16:40:57 -07:00
Jiaming Yuan
4771bb0d41
Catch exception in transform function omp context. (#4960) 2019-10-21 17:03:38 +08:00
Jiaming Yuan
010b8f1428 Revert "[jvm-packages] update rabit, surface new changes to spark, add parity and failure tests (#4876)" (#4965)
This reverts commit 86ed01c4bbecef66e1bc4d02fb13116bd6130fae.
2019-10-18 14:02:35 -07:00
Chen Qin
86ed01c4bb [jvm-packages] update rabit, surface new changes to spark, add parity and failure tests (#4876)
* Expose sets of rabit configurations to spark layer
2019-10-18 15:07:31 -04:00
Jiaming Yuan
31030a8d3a
Set correct file permission. (#4964) 2019-10-18 12:54:29 -04:00
Jiaming Yuan
ae536756ae
Add Model and Configurable interface. (#4945)
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
2019-10-18 01:56:02 -04:00
Jiaming Yuan
9fc681001a
Copy CMake parameter from dmlc-core. (#4948) 2019-10-17 23:46:32 -04:00
Jacob Kim
a78d4e7aa8 Follow PEP 257 -- Docstring Conventions (#4959) 2019-10-17 23:45:25 -04:00
Rory Mitchell
60748b2071
Use heuristic to select histogram node, avoid rabit call (#4951) 2019-10-18 11:33:54 +13:00
Jiaming Yuan
185e3f1916
Update GPU doc. (#4953) 2019-10-16 05:54:09 -04:00
Jiaming Yuan
7e72a12871
Don't set_params at the end of set_state. (#4947)
* Don't set_params at the end of set_state.

* Also fix another issue found in dask prediction.

* Add note about prediction.

Don't support other prediction modes at the moment.
2019-10-15 10:08:26 -04:00
Jiaming Yuan
2ebdec8aa6
Fix dask prediction. (#4941)
* Fix dask prediction.

* Add better error messages for wrong partition.
2019-10-14 23:19:34 -04:00
Jiaming Yuan
b61d534472
Span: use size_t' for index_type, add front' and `back'. (#4935)
* Use `size_t' for index_type.  Add `front' and `back'.

* Remove a batch of `static_cast'.
2019-10-14 09:13:33 -04:00
Peter Badida
a9053aff83 Fix incorrectly displayed Note in the doc (#4943) 2019-10-14 03:45:23 -04:00
Jiaming Yuan
0e0849fa1e
Mention dask in readme. [skip ci] (#4942) 2019-10-14 03:44:08 -04:00