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1130 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
bf6cfe3b99
[Breaking] Upgrade cuDF and RMM to 0.18 nightlies; require RMM 0.18+ for RMM plugin (#6510) 
* [CI] Upgrade cuDF and RMM to 0.18 nightlies

* Modify RMM plugin to be compatible with RMM 0.18

* Update src/common/device_helpers.cuh

Co-authored-by: Mark Harris <mharris@nvidia.com>

Co-authored-by: Mark Harris <mharris@nvidia.com>
 2020-12-16 10:07:52 -08:00
Jiaming Yuan
c5876277a8
Drop saving binary format for memory snapshot. (#6513) 2020-12-17 00:14:57 +08:00
Jiaming Yuan
347f593169
Accept numpy array for DMatrix slice index. (#6368) 2020-12-16 14:42:52 +08:00
Jiaming Yuan
886486a519
Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +08:00
Igor Rukhovich
5c8ccf4455
Improved InitSampling function speed by 2.12 times (#6410) 
* Improved InitSampling function speed by 2.12 times

* Added explicit conversion
 2020-12-15 20:59:24 -08:00
Philip Hyunsu Cho
c31e3efa7c
Pass correct split_type to GPU predictor (#6491) 
* Pass correct split_type to GPU predictor

* Add a test
 2020-12-11 19:30:00 -08:00
Philip Hyunsu Cho
fb56da5e8b
Add global configuration (#6414) 
* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2020-12-03 00:05:18 -08:00
Jiaming Yuan
f4ff1c53fd
Fix CLI ranking demo. (#6439) 
Save model at final round.
 2020-11-29 03:12:06 +08:00
Honza Sterba
b0036b339b
Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
ShvetsKS
956beead70
Thread local memory allocation for BuildHist (#6358) 
* thread mem locality

* fix apply

* cleanup

* fix lint

* fix tests

* simple try

* fix

* fix

* apply comments

* fix comments

* fix

* apply simple comment

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-11-25 17:50:12 +03:00
Jiaming Yuan
42d31d9dcb
Fix MPI build. (#6403) 2020-11-21 13:38:21 +08:00
Jiaming Yuan
44a9d69efb
Small cleanup to evaluator. (#6400) 2020-11-20 09:33:51 +08:00
ShvetsKS
512b464cfa
Disable HT for DMatrix creation (#6386) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-11-14 22:18:33 +08:00
Philip Hyunsu Cho
e5193c21a1
[dask] Allow empty data matrix in AFT survival (#6379) 
* [dask] Allow empty data matrix in AFT survival

* Add unit test
 2020-11-12 17:49:58 -08:00
Jiaming Yuan
d711d648cb
Fix label errors in graph visualization (#6369) 2020-11-11 17:44:59 -08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +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
ShvetsKS
d411f98d26
simple fix for static shedule in predict (#6357) 
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-11-09 17:01:30 +08:00
Jiaming Yuan
519cee115a
Avoid resetting seed for every configuration. (#6349) 2020-11-06 10:28:35 +08:00
Jack Dunn
51e6531315
Fix missing space in warning message (#6340) 2020-11-04 06:03:16 -05:00
Jiaming Yuan
2cc9662005
Support slicing tree model (#6302) 
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-11-02 23:27:39 -08:00
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
Igor Moura
5e1e972aea
Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Sergio Gavilán
b181a88f9f
Reduced some C++ compiler warnings (#6197) 
* Removed some warnings

* Rebase with master

* Solved C++ Google Tests errors made by refactoring in order to remove warnings

* Undo renaming path -> path_

* Fix style check

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-29 12:36:00 -07:00
vcarpani
671971e12e
Compiler warnings (#6286) 
* Fix warnings for json.h

* Fix warnings for metric.h

* Fix warnings for updater_quantile_hist.cc.

* Fix warnings for updater_histmaker.cc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-28 13:46:15 -07:00
Jiaming Yuan
c4da967b5c
Support unity build. (#6295) 
* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.
 2020-10-28 11:49:28 -07:00
Jiaming Yuan
3310e208fd
Fix inplace prediction interval. (#6259) 
* Add back the interval in call.
* Make the interval non-optional.
 2020-10-28 13:13:59 +08:00
Jiaming Yuan
cc76724762
Reduce warning. (#6273) 2020-10-27 12:24:19 -07:00
Rory Mitchell
f0c3ff313f
Update GPUTreeShap, add docs (#6281) 
* Update GPUTreeShap, add docs

* Fix test

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-27 18:22:12 +13:00
Jiaming Yuan
b180223d18
Cleanup RABIT. (#6290) 
* Remove recovery and MPI speed tests.
* Remove readme.
* Remove Python binding.
* Add checks in C API.
 2020-10-27 08:48:22 +08:00
Jiaming Yuan
d61b628bf5
Remove RABIT CMake targets. (#6275) 
* Now it's built as part of libxgboost.
* Set correct C API error in RABIT initialization and finalization.
* Remove redundant message.
* Guard the tracker print C API.
 2020-10-27 01:30:20 +08:00
Jiaming Yuan
b5c2a47b20
Drop single point model recovery (#6262) 
* Pass rabit params in JVM package.
* Implement timeout using poll timeout parameter.
* Remove OOB data check.
 2020-10-21 15:27:03 +08:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan
ddf37cca30
Unify thread configuration. (#6186) 2020-10-19 16:05:42 +08:00
Jiaming Yuan
5037abeb86
Fix linear gpu input (#6255) 2020-10-19 12:02:36 +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
Rory Mitchell
734a911a26
Loop over copy_if (#6201) 
* Loop over copy_if

* Catch OOM.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-10-14 10:23:16 +13:00
Jiaming Yuan
b05073bda5
[dask] Test for data initializaton. (#6226) 2020-10-13 11:08:35 +08:00
Jiaming Yuan
70c2039748
Catch all standard exceptions in C API. (#6220) 
* `std::bad_alloc` is not guaranteed to be caught.
 2020-10-12 14:01:46 +08:00
Jiaming Yuan
2241563f23
Handle duplicated values in sketching. (#6178) 
* Accumulate weights in duplicated values.
* Fix device id in iterative dmatrix.
 2020-10-10 19:32:44 +08:00
Jiaming Yuan
b5b24354b8
More categorical tests and disable shap sparse test. (#6219) 
* Fix tree load with 32 category.
 2020-10-10 16:12:37 +08:00
Jiaming Yuan
70ce5216b5
Add high level tests for categorical data. (#6179) 
* Fix unique.
 2020-10-09 09:27:23 +08:00
vcarpani
6bc9747df5
Reduce compile warnings (#6198) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-08 23:14:59 +08:00
ShvetsKS
a4ce0eae43
CPU predict performance improvement (#6127) 
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-10-08 15:50:21 +03:00
Christian Lorentzen
cf4f019ed6
[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183) 
* Change DefaultEvalMetric of classification from error to logloss

* Change default binary metric in plugin/example/custom_obj.cc

* Set old error metric in python tests

* Set old error metric in R tests

* Fix missed eval metrics and typos in R tests

* Fix setting eval_metric twice in R tests

* Add warning for empty eval_metric for classification

* Fix Dask tests

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-02 12:06:47 -07:00
Jiaming Yuan
f0c63902ff
Use default allocator in sketching. (#6182) 2020-09-30 14:55:59 +08:00
Jiaming Yuan
444131a2e6
Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Jiaming Yuan
52c0b3f100
Fix error message. (#6176) 2020-09-29 11:18:25 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163) 
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
 2020-09-28 09:43:47 +13:00