1446 Commits

Author SHA1 Message Date
Jiaming Yuan
8c174ef2d3
[CI] Update images that are not related to binary release. (#9205)
* [CI] Update images that are not related to the binary release.

- Update clang-tidy, prefer tools from the Ubuntu repository.
- Update GPU image to 22.04.
- Small cleanup to the tidy script.
- Remove gpu_jvm, which seems to be unused.
2023-05-27 17:40:46 +08:00
Rong Ou
5b69534b43
Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Jiaming Yuan
3913ff470f
Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +08:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Rong Ou
52311dcec9
Fix multi-threaded gtests (#9148) 2023-05-10 19:15:32 +08:00
Jiaming Yuan
85988a3178
Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +08:00
Uriya Harpeness
a075aa24ba
Move python tool configurations to pyproject.toml, and add the python 3.11 classifier. (#9112) 2023-05-06 02:59:06 +08:00
Jiaming Yuan
55968ed3fa
Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
Jiaming Yuan
47b3cb6fb7
Remove unused parameters in RABIT. (#9108) 2023-05-05 05:26:24 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
1f9a57d17b
[Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Jiaming Yuan
e206b899ef
Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Rong Ou
511d4996b5
Rely on gRPC to generate random port (#9102) 2023-04-27 09:48:26 +08:00
Scott Gustafson
353ed5339d
Convert `DaskXGBClassifier.classes_` to an array (#8452)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-04-27 02:23:35 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Philip Hyunsu Cho
a5cd2412de
Replace setup.py with pyproject.toml (#9021)
* Create pyproject.toml
* Implement a custom build backend (see below) in packager directory. Build logic from setup.py has been refactored and migrated into the new backend.
* Tested: pip wheel . (build wheel), python -m build --sdist . (source distribution)
2023-04-20 13:51:39 -07:00
Rong Ou
42d100de18
Make sure metrics work with federated learning (#9037) 2023-04-19 15:39:11 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Rong Ou
ba9d24ff7b
Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
WeichenXu
191d0aa5cf
[spark] Make spark model have the same UID with its estimator (#9022)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-04-14 02:53:30 +08:00
Philip Hyunsu Cho
8e0f320db3
[CI] Don't run CI automatically for dependabot (#9034) 2023-04-13 08:19:56 -07:00
Jiaming Yuan
fe9dff339c
Convert federated learner test into test suite. (#9018)
* Convert federated learner test into test suite.

- Add specialization to learning to rank.
2023-04-11 09:52:55 +08:00
Jiaming Yuan
2c8d735cb3
Fix tests with pandas 2.0. (#9014)
* Fix tests with pandas 2.0.

- `is_categorical` is replaced by `is_categorical_dtype`.
- one hot encoding returns boolean type instead of integer type.
2023-04-11 00:17:34 +08:00
Jiaming Yuan
1cf4d93246
Convert federated tests into test suite. (#9006)
- Add specialization for learning to rank.
2023-04-04 01:29:47 +08:00
Rong Ou
15e073ca9d
Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan
bac22734fb
Remove ntree limit in python package. (#8345)
- Remove `ntree_limit`. The parameter has been deprecated since 1.4.0.
- The SHAP package compatibility is broken.
2023-03-31 19:01:55 +08:00
Jiaming Yuan
d062a9e009
Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Philip Hyunsu Cho
6676c28cbc
[CI] Fix Windows wheel to be compatible with Poetry (#8991)
* [CI] Fix Windows wheel to be compatible with Poetry

* Typo

* Eagerly scan globs to avoid patching same file twice
2023-03-28 21:32:54 -07:00
Rong Ou
ff26cd3212
More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan
401ce5cf5e
Run linters with the multi output demo. (#8966) 2023-03-28 00:47:28 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
c2b3a13e70
[breaking][skl] Remove parameter serialization. (#8963)
- Remove parameter serialization in the scikit-learn interface.

The scikit-lear interface `save_model` will save only the model and discard all
hyper-parameters. This is to align with the native XGBoost interface, which distinguishes
the hyper-parameter and model parameters.

With the scikit-learn interface, model parameters are attributes of the estimator. For
instance, `n_features_in_`, `n_classes_` are always accessible with
`estimator.n_features_in_` and `estimator.n_classes_`, but not with the
`estimator.get_params`.

- Define a `load_model` method for classifier to load its own attributes.

- Set n_estimators to None by default.
2023-03-27 21:34:10 +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
ea04d4c46c
[doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
5891f752c8
Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Rong Ou
b240f055d3
Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Jiaming Yuan
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5
Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
f186c87cf9
Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
72e8331eab
Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
Jiaming Yuan
8685556af2
Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan
910ce580c8
Clear all cache after model load. (#8904) 2023-03-14 22:09:36 +08:00
Jiaming Yuan
c400fa1e8d
Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +08:00
Jiaming Yuan
8be6095ece
Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan
9bade7203a
Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan
5ba3509dd3
Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming Yuan
3689695d16
[CI] Run RMM gtests. (#8900)
* [CI] Run RMM gtests.

* Update test-cpp-gpu.sh

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-03-12 03:14:31 +08:00
Jiaming Yuan
36a7396658
Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan
2aa838c75e
Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
6deaec8027
Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00