120 Commits

Author SHA1 Message Date
Jiaming Yuan
98d6faefd6
Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Haoming Chen
04fc575c0e
Run tests in a temporary directory (#7723)
Fix some tests to run in a temporary directory in case the root
directory is not writable. Note that most of tests are already
running in the temporary directory, so this PR just make them
consistent.
2022-03-12 21:24:36 +08:00
Jiaming Yuan
2775c2a1ab
Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan
5d7818e75d
Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan
5817840858
Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan
58a6723eb1
Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan
9ab73f737e
Extract Sketch Entry from hist maker. (#7503)
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
2021-12-18 05:36:56 +08:00
Jiaming Yuan
5b1161bb64
Convert labels into tensor. (#7456)
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
2021-12-17 00:58:35 +08:00
Jiaming Yuan
70b12d898a
[dask] Fix ddqdm with empty partition. (#7510)
* Fix empty partition.

* war.
2021-12-16 20:37:29 +08:00
Jiaming Yuan
85cbd32c5a
Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan
557ffc4bf5
Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan
d33854af1b
[Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan
55ee272ea8
Extend array interface to handle ndarray. (#7434)
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
2021-11-16 09:52:15 +08:00
Jiaming Yuan
ccdabe4512
Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan
a13321148a
Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +08:00
Jiaming Yuan
d1f00fb0b7
Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
Jiaming Yuan
8d7c6366d7
Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan
3515931305
Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Jiaming Yuan
e6088366df
Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan
bd1f3a38f0
Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan
84d359efb8
Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
c766f143ab
Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +08:00
Jiaming Yuan
1c8fdf2218
Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +08:00
Jiaming Yuan
7968c0d051
Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan
794fd6a46b
Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan
4ee8340e79
Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan
f20074e826
Check for invalid data. (#6742) 2021-03-04 14:37:20 +08:00
Jiaming Yuan
1e949110da
Use generic dispatching routine for array interface. (#6672) 2021-02-05 09:23:38 +08:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Jiaming Yuan
80065d571e
[dask] Add DaskXGBRanker (#6576)
* Initial support for distributed LTR using dask.

* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
  to avoid duplicated code.
* Define `DaskXGBRanker`.

The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
2021-01-08 18:35:09 +08:00
Jiaming Yuan
c120822a24
Fix flaky sparse page dmatrix test. (#6417) 2020-11-20 19:15:45 +08:00
Jiaming Yuan
43efadea2e
Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
Jiaming Yuan
bed7ae4083
Loop over thrust::reduce. (#6229)
* Check input chunk size of dqdm.
* Add doc for current limitation.
2020-10-14 10:40:56 +13:00
Jiaming Yuan
14afdb4d92
Support categorical data in ellpack. (#6140) 2020-09-24 19:28:57 +08:00
Philip Hyunsu Cho
487ab0ce73
[BLOCKING] Handle empty rows in data iterators correctly (#5929)
* [jvm-packages] Handle empty rows in data iterators correctly

* Fix clang-tidy error

* last empty row

* Add comments [skip ci]

Co-authored-by: Nan Zhu <nanzhu@uber.com>
2020-07-25 13:46:19 -07:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783)
* Remove Device DMatrix.
2020-07-07 21:44:48 +08:00
Jiaming Yuan
93c44a9a64
Move feature names and types of DMatrix from Python to C++. (#5858)
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-07-07 09:40:13 +08:00
Jiaming Yuan
1a0801238e
Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +08:00
Jiaming Yuan
90a9c68874
Implement a DMatrix Proxy. (#5803) 2020-06-29 15:03:10 +08:00
Jiaming Yuan
47c89775d6
Accept string for ArrayInterface constructor. (#5799) 2020-06-27 00:06:54 +08:00
Jiaming Yuan
c4d721200a
Implement extend method for meta info. (#5800)
* Implement extend for host device vector.
2020-06-20 03:32:03 +08:00
Jiaming Yuan
38ee514787
Implement fast number serialization routines. (#5772)
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
2020-06-17 12:39:23 +08:00
fis
7c3a168ffd Revert "Accept string for ArrayInterface constructor."
This reverts commit e8ecafb8dc628f45b75b4c2844a236d27e0a6d98.
2020-06-16 20:02:35 +08:00
fis
e8ecafb8dc Accept string for ArrayInterface constructor. 2020-06-16 20:00:24 +08:00
Rory Mitchell
b47b5ac771
Use hypothesis (#5759)
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
2020-06-16 12:45:59 +12:00
Jiaming Yuan
306e38ff31
Avoid including c_api.h in header files. (#5782) 2020-06-12 16:24:24 +08:00
Jiaming Yuan
cacff9232a
Remove column major specialization. (#5755)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-05 16:19:14 +08:00
Jiaming Yuan
8438c7d0e4
Fix IsDense. (#5702) 2020-05-26 08:24:37 +08:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00