5 Commits

Author SHA1 Message Date
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