24 Commits

Author SHA1 Message Date
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
2aa838c75e
Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
c1786849e3
Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00
Jiaming Yuan
43152657d4
Extract JSON type check. (#8677)
- Reuse it in `GetMissing`.
- Add test.
2023-01-17 03:11:07 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rong Ou
39afdac3be
Better error message when world size and rank are set as strings (#8316)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-12 15:53:25 +08:00
Jiaming Yuan
97c3a80a34
Add C document to sphinx, fix arrow. (#8300)
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
2022-10-05 09:52:15 +08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
94ca52b7b7
Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Jiaming Yuan
3c9b04460a
Move num_parallel_tree to model parameter. (#7751)
The size of forest should be a property of model itself instead of a training
hyper-parameter.
2022-03-29 02:32:42 +08:00
Jiaming Yuan
a1bcd33a3b
[breaking] Change internal model serialization to UBJSON. (#7556)
* Use typed array for models.
* Change the memory snapshot format.
* Add new C API for saving to raw format.
2022-01-16 02:11:53 +08:00
Jiaming Yuan
eea094e1bc
Remove some warnings from clang. (#7533)
* Unused variable.
* Unnecessary virtual function.
2022-01-05 03:28:21 +08:00
Jiaming Yuan
46726ec176
Expose build info (#7399) 2021-11-12 18:22:46 +08:00
Jiaming Yuan
663136aa08
Implement feature score for linear model. (#7048)
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-06-25 14:34:02 +08:00
Jiaming Yuan
7dd29ffd47
Implement feature score in GBTree. (#7041)
* Categorical data support.
* Eliminate text parsing during feature score computation.
2021-06-18 11:53:16 +08:00
Jiaming Yuan
b56614e9b8
[R] Use new predict function. (#6819)
* Call new C prediction API.
* Add `strict_shape`.
* Add `iterationrange`.
* Update document.
2021-06-11 13:03:29 +08:00
Jiaming Yuan
6e52aefb37
Revert OMP guard. (#6987)
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
2021-05-25 08:56:28 +08:00
Jiaming Yuan
8760ec4827
Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan
a2ecbdaa31
Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming Yuan
7e06c81894
Fix approximated predict contribution. (#6811) 2021-04-03 02:15:03 +08:00
Jiaming Yuan
a59c7323b4
Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan
4656b09d5d
[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
2021-02-08 18:26:32 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00