Commit Graph
3623 Commits
Author SHA1 Message Date
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
yskn67 3dcf966bc3 Fix XGDMatrixFree argument type (#2898) 2017-11-23 10:49:05 -08:00
tomisuker 70a4c419e9 FIX typo in doc (#2892)
* FIX link

* typo
2017-11-21 18:04:48 +01:00
Sergei Lebedev 8e141427aa [jvm-packages] Exposed train-time evaluation metrics (#2836)
* [jvm-packages] Exposed train-time evaluation metrics

They are accessible via 'XGBoostModel.summary'. The summary is not
serialized with the model and is only available after the training.

* Addressed review comments

* Extracted model-related tests into 'XGBoostModelSuite'

* Added tests for copying the 'XGBoostModel'

* [jvm-packages] Fixed a subtle bug in train/test split

Iterator.partition (naturally) assumes that the predicate is deterministic
but this is not the case for

    r.nextDouble() <= trainTestRatio

therefore sometimes the DMatrix(...) call got a NoSuchElementException
and crashed the JVM due to lack of exception handling in
XGBoost4jCallbackDataIterNext.

* Make sure train/test objectives are different
2017-11-20 22:21:54 +01:00
Joe Nyland 88177691b8 Update README (#2204)
I found the installation of the Python XGBoost package to be problematic as the documentation around compiler requirements was unclear, as discussed in #1501. I decided that I would improve the README.
2017-11-19 17:12:16 -08:00
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 16c63f30d0 Fix MultiIndex detection (breaks for latest pandas==0.21.0). (#2872) 2017-11-11 11:12:23 +13:00
Dat Le 77ae4c8701 Update OSX build instructions (#2784)
* Update xgboost build for OS X

* Add notes on gcc and brew

* Update build.md

* Update build.md

* Update build.md
2017-11-06 13:07:10 +01:00
ebernhardson 78d0bd6c9d [jvm-packages] Repair spark model eval (#2841)
In the refactor to add base margins, #2532, all of the labels were lost
when creating the dmatrix. This became obvious as metrics like ndcg
always returned 1.0 regardless of the results.

Change-Id: I88be047e1c108afba4784bd3d892bfc9edeabe55
2017-11-04 23:28:47 +01:00
Seth Hendrickson a8f670d247 [jvm-packages] Add some documentation to xgboost4j-spark plus minor style edits (#2823)
* add scala docs to several methods

* indentation

* license formatting

* clarify distributed boosters

* address some review comments

* reduce doc lengths

* change method name, clarify  doc

* reset make config

* delete most comments

* more review feedback
2017-11-02 13:16:02 -07:00
ebernhardson 46f2b820f1 [jvm-packages] Objectives starting with rank: are never classification (#2837)
Training a model with the experimental rank:ndcg objective incorrectly
returns a Classification model. Adjust the classification check to
not recognize rank:* objectives as classification.

While writing tests for isClassificationTask also turned up that
obj_type -> regression was incorrectly identified as a classification
task so the function was slightly adjusted to pass the new tests.
2017-10-30 17:36:03 +01:00
LevineHuang 91af8f7106 Minor edits to coding style (#2835)
* Some minor changes to the code style

Some minor changes to the code style in file basic_walkthrough.py

* coding style changes

* coding style changes arrcording PEP8

* Update basic_walkthrough.py
2017-10-26 22:12:54 -05:00
Rory Mitchell d9d5293cdb Add warnings for large labels when using GPU histogram algorithms (#2834) 2017-10-26 17:31:10 +13:00
Rory Mitchell 13e7a2cff0 Various bug fixes (#2825)
* Fatal error if GPU algorithm selected without GPU support compiled

* Resolve type conversion warnings

* Fix gpu unit test failure

* Fix compressed iterator edge case

* Fix python unit test failures due to flake8 update on pip
2017-10-25 14:45:01 +13:00
LevineHuang c71b62d48d Minor changes to code style (#2805)
Some minor changes to code style in file 'boost_from_prediction.py'.
2017-10-23 10:46:45 -05:00
Philip Cho 452063c32d Fix issue #2800 (#2817)
Problem:
Fast histogram updater crashes whenever subsampling picks zero rows

Diagnosis:
Row set data structure uses "nullptr" internally to indicate a non-existent
row set. Since you cannot take the address of the first element of an empty
vector, a valid row set ends up getting "nullptr" as well.

Fix:
Use an arbitrary value (not equal to "nullptr") to bypass nullptr check.
2017-10-23 10:46:25 -05:00
caoyi 3610025fb6 Fix typo (#2818)
Fix typo
2017-10-23 10:45:49 -05:00
Seth Hendrickson ac7a9edb06 remove stale examples (#2816) 2017-10-20 23:18:46 +02:00
Qiang Luo c09ad421a8 fix bug in loading config for pred task (#2795) 2017-10-20 00:10:14 -05:00
erikdf 5dca6745e1 Fixed typo in doc (#2799) 2017-10-18 18:20:47 -05:00
Justin Mills b1793da30e Only set OpenMP_CXX_FLAGS when OpenMP is found (#2613)
* Only set OpenMP_CXX_FLAGS when OpenMP is found

I found this trying to get the Mac build working without OpenMP. Tips in
issue #2596 helped to point in the right direction.

* Revise check

* Trigger codecov
2017-10-16 23:02:13 -05:00
Yun Ni b678e1711d [jvm-packages] Add SparkParallelismTracker to prevent job from hanging (#2697)
* Add SparkParallelismTracker to prevent job from hanging

* Code review comments

* Code Review Comments

* Fix unit tests

* Changes and unit test to catch the corner case.

* Update documentations

* Small improvements

* cancalAllJobs is problematic with scalatest. Remove it

* Code Review Comments

* Check number of executor cores beforehand, and throw exeception if any core is lost.

* Address CR Comments

* Add missing class

* Fix flaky unit test

* Address CR comments

* Remove redundant param for TaskFailedListener
2017-10-16 20:18:47 -07:00
Scott Lundberg 78c4188cec SHAP values for feature contributions (#2438)
* SHAP values for feature contributions

* Fix commenting error

* New polynomial time SHAP value estimation algorithm

* Update API to support SHAP values

* Fix merge conflicts with updates in master

* Correct submodule hashes

* Fix variable sized stack allocation

* Make lint happy

* Add docs

* Fix typo

* Adjust tolerances

* Remove unneeded def

* Fixed cpp test setup

* Updated R API and cleaned up

* Fixed test typo
2017-10-12 12:35:51 -07:00
Guang Wei Yu ff9180cd73 Add a new winning solution to demo/README.md (#2778) 2017-10-09 18:07:07 -04:00
Julian Niedermeier 9a81c74a7b Add xgb_model parameter to sklearn fit (#2623)
Adding xgb_model paramter allows the continuation of model training.
Model has to be saved by calling `model.get_booster().save_model(path)`
2017-10-01 08:47:17 -04:00
Icyblade Dai 6e378452f2 coding style update (#2752)
* coding style update

Current coding style varies(for example: the mixed use of single quote and double quote), and it will be confusing, especially for new users.
This PR will try to follow proposal of PEP8, make the documents more readable.

* minor fix
2017-10-01 08:42:15 -04:00
Rory Mitchell 4cb2f7598b -Add experimental GPU algorithm for lossguided mode (#2755)
-Improved GPU algorithm unit tests
-Removed some thrust code to improve compile times
2017-10-01 00:18:35 +13:00
Sergei Lebedev 69c3b78a29 [jvm-packages] Implemented early stopping (#2710)
* Allowed subsampling test from the training data frame/RDD

The implementation requires storing 1 - trainTestRatio points in memory
to make the sampling work.

An alternative approach would be to construct the full DMatrix and then
slice it deterministically into train/test. The peak memory consumption
of such scenario, however, is twice the dataset size.

* Removed duplication from 'XGBoost.train'

Scala callers can (and should) use names to supply a subset of
parameters. Method overloading is not required.

* Reuse XGBoost seed parameter to stabilize train/test splitting

* Added early stopping support to non-distributed XGBoost

Closes #1544

* Added early-stopping to distributed XGBoost

* Moved construction of 'watches' into a separate method

This commit also fixes the handling of 'baseMargin' which previously
was not added to the validation matrix.

* Addressed review comments
2017-09-29 12:06:22 -07:00
Vadim Khotilovich 74db9757b3 [R package] GPU support (#2732)
* [R] MSVC compatibility

* [GPU] allow seed in BernoulliRng up to size_t and scale to uint32_t

* R package build with cmake and CUDA

* R package CUDA build fixes and cleanups

* always export the R package native initialization routine on windows

* update the install instructions doc

* fix lint

* use static_cast directly to set BernoulliRng seed

* [R] demo for GPU accelerated algorithm

* tidy up the R package cmake stuff

* R pack cmake: installs main dependency packages if needed

* [R] version bump in DESCRIPTION

* update NEWS

* added short missing/sparse values explanations to FAQ
2017-09-28 18:15:28 -05:00
Icyblade Dai 5c9f01d0a9 minor typo (#2751)
* minor typo

* typo

* Update discoverYourData.md
2017-09-28 07:45:10 +02:00
Andrew Hannigan 5c9f0ff9d9 Check existance of seed/nthread keys before checking their value. (#2669) 2017-09-27 03:05:59 -04:00
Philip Cho 0eaf43a5e1 A hack to fix broken search bar in doc (#2583)
Current version of xgboost.readthedocs.io has a broken search box.
Enabling themes on ReadTheDocs is known to break the search function, as
reported in
[this document](https://github.com/rtfd/readthedocs.org/issues/1487). To get
around the bug, we replace the `searchtools.js` file with our custom version.
2017-09-27 03:05:10 -04:00
Philip Cho 31ad40b963 Make __del__ method idempotent (#2627)
Addresses Issue #2533.
2017-09-27 03:03:55 -04:00
Tsukasa OMOTO 8d15024ac7 python: follow the default warning filters of Python (#2666)
* python: follow the default warning filters of Python

https://docs.python.org/3/library/warnings.html#default-warning-filters

* update tests

* update tests
2017-09-27 03:03:01 -04:00
zhxfl 178517524f fix bug for demo/multiclass_classification/train.py (#2747) 2017-09-25 22:37:21 -05:00
Sergei Lebedev d570337262 [jvm-packages] (xgboost-spark) preserving num_class across save & load (#2742)
* [bugfix] (xgboost-spark) preserving num_class across save & load

* add testcase for save & load of multiclass model
2017-09-24 16:03:30 +02:00
Dmitry Mottl c09204fa70 Update faq.md (#2727)
Changed dead link to actual one
2017-09-20 08:17:42 +02:00
Icyblade Dai 0e85b30fdd Fix issue 2670 (#2671)
* fix issue 2670

* add python<3.6 compatibility

* fix Index

* fix Index/MultiIndex

* fix lint

* fix W0622

really nonsense

* fix lambda

* Trigger Travis

* add test for MultiIndex

* remove tailing whitespace
2017-09-19 15:49:41 -04:00
Dmitry Mottl ee80f348de Fixed links in faq.md (#2726) 2017-09-19 09:23:24 -07:00
Nan Zhu 1190dc62a7 Update CONTRIBUTORS.md (#2719) 2017-09-17 15:07:57 -07:00
Rory Mitchell 55ba362154 Fix cuda 9.0 compilation (#2718) 2017-09-17 17:13:11 +12:00
Mahmoud Rawas a7ce4d2462 Returning back LabeledPoint into public, in referece to the discussion in : https://github.com/dmlc/xgboost/pull/2532#discussion_r137172759 (#2677) 2017-09-10 20:45:43 -07:00
Rory Mitchell 9c85903f0b Add GPU documentation (#2695)
* Add GPU documentation

* Update Python GPU tests
2017-09-10 19:42:46 +12:00
Rory Mitchell e6a9063344 Integer gradient summation for GPU histogram algorithm. (#2681) 2017-09-08 15:07:29 +12:00
Rory Mitchell 15267eedf2 [GPU-Plugin] Major refactor 2 (#2664)
* Change cmake option

* Move source files

* Move google tests

* Move python tests

* Move benchmarks

* Move documentation

* Remove makefile support

* Fix test run

* Move GPU tests
2017-09-08 09:57:16 +12:00
Yun Ni 8244f6f120 Use Sudo-enabled VM which has 7.5GB memory (#2680) 2017-09-07 08:36:37 -07:00
Yun Ni f04bde05fd Add Coverage Report for Java and Python (#2667)
* Add coverage report for java

* Add coverage report for python

* Increase memory for JVM unit tests

* Increase memory for JVM unit tests
2017-09-05 14:46:51 -07:00
SimonAB 2e9d06443e Add show_values option to feature importances plot (#2351)
Adding an option to remove the values from the features importances plot in Python.
2017-08-31 12:26:54 -05:00
PSEUDOTENSOR / Jonathan McKinney 0664298bb2 Update sklearn API to pass along n_jobs to DMatrix creation (#2658) 2017-08-31 15:24:59 +12:00
Rory Mitchell 19a53814ce [GPU-Plugin] Major refactor (#2644)
* Removal of redundant code/files.
* Removal of exact namespace in GPU plugin
* Revert double precision histograms to single precision for performance on Maxwell/Kepler
2017-08-30 10:53:52 +12:00