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1378 Commits

Author SHA1 Message Date
Rong Ou
c928dd4ff5
Support vertical federated learning with gpu_hist (#9539) 2023-09-03 11:37:11 +08:00
Rong Ou
9bab06cbca
Support column split in gpu hist updater (#9384) 2023-08-31 18:09:35 +08:00
Jiaming Yuan
ccfc90e4c6
[rabit] Improved connection handling. (#9531) 
- Enable timeout.
- Report connection error from the system.
- Handle retry for both tracker connection and peer connection.
 2023-08-30 13:00:04 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
209335b18c
Remove the deprecated Python rabit module. (#9523) 2023-08-27 03:37:05 +08:00
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
Rong Ou
6103dca0bb
Support column split in GPU evaluate splits (#9511) 2023-08-23 16:33:43 +08:00
Jiaming Yuan
3c09399f29
Fix device dispatch for linear updater. (#9507) 2023-08-23 00:17:35 +08:00
Jiaming Yuan
302bbdc958
mitigate flaky test with distributed l1 error. (#9499) 2023-08-22 13:46:35 +08:00
Jiaming Yuan
044fea1281
Drop support for loading remote files. (#9504) 2023-08-21 23:34:05 +08:00
Jiaming Yuan
e6cf7a1278
Deprecate the command line interface. (#9485) 
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-08-21 06:47:48 +08:00
Jiaming Yuan
db87d481bc
[R] Differentiate dev version with release version. (#9503) 
Use 2.1.0.0 as development version, we will change it to 2.1.0.1 during release.
 2023-08-20 02:58:58 +08:00
Jiaming Yuan
7f29a238e6
Return base score as intercept. (#9486) 2023-08-19 12:28:02 +08:00
Sean Yang
12fe2fc06c
Fix federated learning demos and tests (#9488) 2023-08-16 15:25:05 +08:00
Jiaming Yuan
19b59938b7
Convert input to str for hypothesis note. (#9480) 2023-08-15 02:27:58 +08:00
Jiaming Yuan
05d7000096
Handle special characters in JSON model dump. (#9474) 2023-08-14 15:49:00 +08:00
github-actions[bot]
f03463c45b
[CI] Update RAPIDS to latest stable (#9464) 
* [CI] Update RAPIDS to latest stable

* [CI] Use CMake 3.26.4

---------

Co-authored-by: hcho3 <hcho3@users.noreply.github.com>
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2023-08-13 18:54:37 -07:00
Jiaming Yuan
801116c307
Test scikit-learn model IO with gblinear. (#9459) 2023-08-13 23:41:49 +08:00
Jiaming Yuan
bdc1a3c178
Fix pyspark parameter. (#9460) 
- Don't pass the `use_gpu` parameter to the learner.
- Fix GPU approx with PySpark.
 2023-08-11 19:07:50 +08:00
James Lamb
4359356d46
[R] [CI] use lintr 3.1.0 (#9456) 2023-08-10 17:49:16 +08:00
Jiaming Yuan
1caa93221a
Use realloc for histogram cache and expose the cache limit. (#9455) 2023-08-10 14:05:27 +08:00
Jiaming Yuan
f05a23b41c
Use weakref instead of id for DataIter cache. (#9445) 
- Fix case where Python reuses id from freed objects.
- Small optimization to column matrix with QDM by using `realloc` instead of copying data.
 2023-08-10 00:40:06 +08:00
Jiaming Yuan
c1b2cff874
[CI] Check compiler warnings. (#9444) 2023-08-08 12:02:45 -07:00
Philip Hyunsu Cho
7ce090e775
Handle UTF-8 paths correctly on Windows platform (#9443) 
* Fix round-trip serialization with UTF-8 paths

* Add compiler version check

* Add comment to C API functions

* Add Python tests

* [CI] Updatre MacOS deployment target

* Use std::filesystem instead of dmlc::TemporaryDirectory
 2023-08-07 23:27:25 -07:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440) 
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
 2023-08-08 03:21:26 +08:00
Rong Ou
bde1ebc209
Switch back to the GPUIDX macro (#9438) 2023-08-04 15:14:31 +08:00
Jiaming Yuan
1332ff787f
Unify the code path between local and distributed training. (#9433) 
This removes the need for a local histogram space during distributed training, which cuts the cache size by half.
 2023-08-03 21:46:36 +08:00
Hendrik Makait
f958e32683
Raise if expected workers are not alive in xgboost.dask.train (#9421) 2023-08-03 20:14:07 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427) 
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
 2023-08-02 18:28:26 +08:00
Rong Ou
c2b85ab68a
Clean up MGPU C++ tests (#9430) 2023-08-02 14:31:18 +08:00
Jiaming Yuan
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Rong Ou
7579905e18
Retry switching to per-thread default stream (#9416) 2023-07-26 07:09:12 +08:00
Jiaming Yuan
3a9996173e
Revert "Switch to per-thread default stream (#9396)" (#9413) 
This reverts commit f7f673b00c15458fb4dd74a2a0d2ba80369c5faf.
 2023-07-24 12:03:28 -07:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399) 
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
 2023-07-24 15:43:03 +08:00
Jiaming Yuan
851cba931e
Define best_iteration only if early stopping is used. (#9403) 
* Define `best_iteration` only if early stopping is used.

This is the behavior specified by the document but not honored in the actual code.

- Don't set the attributes if there's no early stopping.
- Clean up the code for callbacks, and replace assertions with proper exceptions.
- Assign the attributes when early stopping `save_best` is used.
- Turn the attributes into Python properties.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-07-24 12:43:35 +08:00
Jiaming Yuan
01e00efc53
[breaking] Remove support for single string feature info. (#9401) 
- Input must be a sequence of strings.
- Improve validation error message.
 2023-07-24 11:06:30 +08:00
Jiaming Yuan
275da176ba
Document for device ordinal. (#9398) 
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
 2023-07-22 15:26:29 +08:00
Jiaming Yuan
22b0a55a04
Remove hist builder class. (#9400) 
* Remove hist build class.

* Cleanup this stateless class.

* Add comment to thread block.
 2023-07-22 10:43:12 +08:00
Jiaming Yuan
0de7c47495
Fix metric serialization. (#9405) 2023-07-22 08:39:21 +08:00
Rong Ou
f7f673b00c
Switch to per-thread default stream (#9396) 2023-07-20 08:21:00 +08:00
Philip Hyunsu Cho
e082718c66
[CI] Build pip wheel with RMM support (#9383) 2023-07-18 01:52:26 -07:00
Jiaming Yuan
6e18d3a290
[pyspark] Handle the device parameter in pyspark. (#9390) 
- Handle the new `device` parameter in PySpark.
- Deprecate the old `use_gpu` parameter.
 2023-07-18 08:47:03 +08:00
Philip Hyunsu Cho
2a0ff209ff
[CI] Block CI from running for dependabot PRs (#9394) 2023-07-17 10:53:57 -07:00
Jiaming Yuan
0a07900b9f
Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Jiaming Yuan
16eb41936d
Handle the new device parameter in dask and demos. (#9386) 
* Handle the new `device` parameter in dask and demos.

- Check no ordinal is specified in the dask interface.
- Update demos.
- Update dask doc.
- Update the condition for QDM.
 2023-07-15 19:11:20 +08:00
Jiaming Yuan
9da5050643
Turn warning messages into Python warnings. (#9387) 2023-07-15 07:46:43 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
97ed944209
Unify the hist tree method for different devices. (#9363) 2023-07-11 10:04:39 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00