529 Commits

Author SHA1 Message Date
Ali
9b267a435e
Bail out early if libxgboost exists in python setup (#6694)
Skip `copy_tree` when existing build is found.
2021-02-10 10:50:10 +08:00
Jiaming Yuan
e8c5c53e2f
Use Predictor for dart. (#6693)
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.

The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.

* Fix output prediction shape on dataframe.
2021-02-09 23:30:19 +08:00
Jiaming Yuan
1335db6113
[dask] Improve documents. (#6687)
* Add tag for versions.
* use autoclass in sphinx build.
Made some class methods to be private to avoid exporting documents.
2021-02-09 09:20:58 +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
dbb5208a0a
Use __array_interface__ for creating DMatrix from CSR. (#6675)
* Use __array_interface__ for creating DMatrix from CSR.
* Add configuration.
2021-02-05 21:09:47 +08:00
Jiaming Yuan
a4101de678
Fix divide by 0 in feature importance when no split is found. (#6676) 2021-02-05 03:39:30 +08:00
Jiaming Yuan
72892cc80d
[dask] Disable gblinear and dart. (#6665) 2021-02-04 09:13:09 +08:00
Jiaming Yuan
9d62b14591
Fix document. [skip ci] (#6669) 2021-02-02 20:43:31 +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
Jiaming Yuan
87ab1ad607
[dask] Accept Future of model for prediction. (#6650)
This PR changes predict and inplace_predict to accept a Future of model, to avoid sending models to workers repeatably.

* Document is updated to reflect functionality additions in recent changes.
2021-02-02 08:45:52 +08:00
Jiaming Yuan
d8ec7aad5a
[dask] Add a 1 line sample to infer output shape. (#6645)
* [dask] Use a 1 line sample to infer output shape.

This is for inferring shape with direct prediction (without DaskDMatrix).
There are a few things that requires known output shape before carrying out
actual prediction, including dask meta data, output dataframe columns.

* Infer output shape based on local prediction.
* Remove set param in predict function as it's not thread safe nor necessary as
we now let dask to decide the parallelism.
* Simplify prediction on `DaskDMatrix`.
2021-01-30 18:55:50 +08:00
Jiaming Yuan
d167892c7e
[dask] Ensure model can be pickled. (#6651) 2021-01-28 21:47:57 +08:00
Jiaming Yuan
740d042255
Add base_margin for evaluation dataset. (#6591)
* Add base margin to evaluation datasets.
* Unify the code base for evaluation matrices.
2021-01-26 02:11:02 +08:00
Jiaming Yuan
4bf23c2391
Specify shape in prediction contrib and interaction. (#6614) 2021-01-26 02:08:22 +08:00
Jiaming Yuan
8942c98054
Define metainfo and other parameters for all DMatrix interfaces. (#6601)
This PR ensures all DMatrix types have a common interface.

* Fix logic in avoiding duplicated DMatrix in sklearn.
* Check for consistency between DMatrix types.
* Add doc for bounds.
2021-01-25 16:06:06 +08:00
Jiaming Yuan
7bc56fa0ed
Use simple print in tracker print function. (#6609) 2021-01-21 21:15:43 +08:00
Jiaming Yuan
26982f9fce
Skip unused CMake argument in setup.py (#6611) 2021-01-21 17:25:33 +08:00
Jiaming Yuan
f0fd7629ae
Add helper script and doc for releasing pip package. (#6613)
* Fix `long_description_content_type`.
2021-01-21 14:46:52 +08:00
Jiaming Yuan
d6d72de339
Revert ntree limit fix (#6616)
The old (before fix) best_ntree_limit ignores the num_class parameters, which is incorrect. In before we workarounded it in c++ layer to avoid possible breaking changes on other language bindings. But the Python interpretation stayed incorrect. The PR fixed that in Python to consider num_class, but didn't remove the old workaround, so tree calculation in predictor is incorrect, see PredictBatch in CPUPredictor.
2021-01-19 23:51:16 +08:00
Jiaming Yuan
d356b7a071
Restore unknown data support. (#6595) 2021-01-14 04:51:16 +08:00
Jiaming Yuan
89a00a5866
[dask] Random forest estimators (#6602) 2021-01-13 20:59:20 +08:00
Jiaming Yuan
0027220aa0
[breaking] Remove duplicated predict functions, Fix attributes IO. (#6593)
* Fix attributes not being restored.
* Rename all `data` to `X`. [breaking]
2021-01-13 16:56:49 +08:00
Jiaming Yuan
03cd087da1
Remove duplicated DMatrix. (#6592) 2021-01-12 09:36:56 +08:00
Jiaming Yuan
c709f2aaaf
Fix evaluation result for XGBRanker. (#6594)
* Remove duplicated code, which fixes typo `evals_result` -> `evals_result_`.
2021-01-12 09:36:41 +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
7c9dcbedbc
Fix best_ntree_limit for dart and gblinear. (#6579) 2021-01-08 10:05:39 +08:00
Jiaming Yuan
f5ff90cd87
Support _estimator_type. (#6582)
* Use `_estimator_type`.

For more info, see: https://scikit-learn.org/stable/developers/develop.html#estimator-types

* Model trained from dask can be loaded by single node skl interface.
2021-01-08 10:01:16 +08:00
Jiaming Yuan
60cfd14349
[dask, sklearn] Fix predict proba. (#6566)
* For sklearn:
  - Handles user defined objective function.
  - Handles `softmax`.

* For dask:
  - Use the implementation from sklearn, the previous implementation doesn't perform any extra handling.
2021-01-05 08:29:06 +08:00
Jiaming Yuan
516a93d25c
Fix best_ntree_limit. (#6569) 2021-01-03 05:58:54 +08:00
James Lamb
195a41cef1
[python-package] remove unnecessary files to reduce sdist size (fixes #6560) (#6565) 2021-01-02 15:56:39 +08:00
Philip Hyunsu Cho
fa13992264
Calling XGBModel.fit() should clear the Booster by default (#6562)
* Calling XGBModel.fit() should clear the Booster by default

* Document the behavior of fit()

* Allow sklearn object to be passed in directly via xgb_model argument

* Fix lint
2020-12-31 11:02:08 -08:00
Jiaming Yuan
de8fd852a5
[dask] Add type hints. (#6519)
* Add validate_features.
* Show type hints in doc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-29 19:41:02 +08:00
Jiaming Yuan
610ee632cc
[Breaking] Rename data to X in predict_proba. (#6555)
New Scikit-Learn version uses keyword argument, and `X` is the predefined
keyword.

* Use pip to install latest Python graphviz on Windows CI.
2020-12-28 21:36:03 +08:00
Philip Hyunsu Cho
fbb980d9d3
Expand ~ into the home directory on Linux and MacOS (#6531) 2020-12-19 23:35:13 -08:00
Philip Hyunsu Cho
380f6f4ab8
Remove cupy.array_equal, since it's not compatible with cuPy 7.8 (#6528) 2020-12-18 09:16:52 -08:00
Jiaming Yuan
ca3da55de4
Support early stopping with training continuation, correct num boosted rounds. (#6506)
* Implement early stopping with training continuation.

* Add new C API for obtaining boosted rounds.

* Fix off by 1 in `save_best`.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-17 19:59:19 +08:00
Philip Hyunsu Cho
125b3c0f2d
Lazy import cuDF and Dask (#6522)
* Lazy import cuDF

* Lazy import Dask

Co-authored-by: PSEUDOTENSOR / Jonathan McKinney <pseudotensor@gmail.com>

* Fix lint

Co-authored-by: PSEUDOTENSOR / Jonathan McKinney <pseudotensor@gmail.com>
2020-12-17 01:51:35 -08:00
Jiaming Yuan
d8d684538c
[CI] Split up main.yml, add mypy. (#6515) 2020-12-17 00:15:44 +08:00
Jiaming Yuan
0e97d97d50
Fix merge conflict. (#6512) 2020-12-16 18:02:25 +08:00
Jiaming Yuan
347f593169
Accept numpy array for DMatrix slice index. (#6368) 2020-12-16 14:42:52 +08:00
Jiaming Yuan
ef4a0e0aac
Fix DMatrix feature names/types IO. (#6507)
* Fix feature names/types IO

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-16 14:24:27 +08:00
Jiaming Yuan
3c3f026ec1
Move metric configuration into booster. (#6504) 2020-12-16 05:35:04 +08:00
Jiaming Yuan
d45c0d843b
Show partition status in dask error. (#6366) 2020-12-16 02:58:21 +08:00
ShvetsKS
8139849ab6
Fix handling of print period in EvaluationMonitor (#6499)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2020-12-15 19:20:19 +08:00
Jiaming Yuan
a30461cf87
[dask] Support all parameters in regressor and classifier. (#6471)
* Add eval_metric.
* Add callback.
* Add feature weights.
* Add custom objective.
2020-12-14 07:35:56 +08:00
Philip Hyunsu Cho
0d483cb7c1
Bump version to 1.4.0 snapshot in master (#6486) 2020-12-10 07:38:08 -08:00
Jiaming Yuan
0ffaf0f5be
Fix dask ip resolution. (#6475)
This adopts the solution used in dask/dask-xgboost#40 which employs the get_host_ip from dmlc-core tracker.
2020-12-07 16:36:23 -08:00
Jiaming Yuan
47b86180f6
Don't validate feature when number of rows is 0. (#6472) 2020-12-07 18:08:51 +08:00
Jiaming Yuan
703c2d06aa
Fix global config default value. (#6470) 2020-12-06 06:15:33 +08:00
Jiaming Yuan
d6386e45e8
Fix filtering callable objects in skl xgb param. (#6466)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-05 17:20:36 +08:00