903 Commits

Author SHA1 Message Date
Jiaming Yuan
35dac8af1d
[BP] Fix index type for bitfield. (#7541) (#7560) 2022-01-14 00:21:34 +08:00
Jiaming Yuan
1311a20f49
[BP] Fix num_boosted_rounds for linear model. (#7538) (#7559)
* Add note.

* Fix n boosted rounds.
2022-01-14 00:20:57 +08:00
Jiaming Yuan
3e2d7519a6
[dask] Fix asyncio. (#7508) (#7561) 2022-01-13 21:49:11 +08:00
Jiaming Yuan
afb9dfd421
[backport] CI fixes for macos (#7482)
* [CI] Fix continuous delivery pipeline for MacOS (#7472)

* Fix github macos package upload. (#7474)

* Fix macos package upload. (#7475)


* Split up the tests.

* [CI] Add missing step extract_branch (#7479)

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-11-25 01:57:55 +08:00
Jiaming Yuan
a013942649
Check number of trees in inplace predict. (#7409) (#7424) 2021-11-12 19:31:31 +08:00
Jiaming Yuan
14c56f05da
[backport] Handle missing values in dataframe with category dtype. (#7331) (#7413)
* Handle missing values in dataframe with category dtype. (#7331)

* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.

* Fix pick error.
2021-11-10 21:24:46 +08:00
Jiaming Yuan
e7ac2486eb
[backport] [R] Fix global feature importance and predict with 1 sample. (#7394) (#7397)
* [R] Fix global feature importance.

* Add implementation for tree index.  The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.

* Fix the difference between "gain" and "total_gain".

* debug.

* Fix prediction.
2021-11-06 00:07:36 +08:00
Jiaming Yuan
a3d195e73e
Handle OMP_THREAD_LIMIT. (#7390) (#7391) 2021-11-03 20:25:51 +08:00
Jiaming Yuan
fab3c05ced
Move macos test to github action. (#7382) (#7392)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2021-11-03 18:39:47 +08:00
Jiaming Yuan
30c1b5c54c
[backport] Fix prediction with cat data in sklearn interface. (#7306) (#7312)
* Specify DMatrix parameter for pre-processing dataframe.
* Add document about the behaviour of prediction.
2021-10-12 18:49:57 +08:00
Jiaming Yuan
36e247aca4
Fix weighted samples in multi-class AUC. (#7300) (#7305) 2021-10-11 18:00:36 +08:00
Jiaming Yuan
c4aff733bb
[backport] Fix cv verbose_eval (#7291) (#7296) 2021-10-08 14:24:27 +08:00
Jiaming Yuan
cdbfd21d31
[backport] Fix gamma neg log likelihood. (#7275) (#7285) 2021-10-05 23:01:11 +08:00
Jiaming Yuan
d8a549e6ac
Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming Yuan
ca17f8a5fc
Dispatch thrust versions and upgrade rmm. (#7254)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-09-25 03:43:23 +08:00
Bobby Wang
0ee11dac77
[jvm-packages][xgboost4j-gpu] Support GPU dataframe and DeviceQuantileDMatrix (#7195)
Following classes are added to support dataframe in java binding:

- `Column` is an abstract type for a single column in tabular data.
- `ColumnBatch` is an abstract type for dataframe.

- `CuDFColumn` is an implementaiton of `Column` that consume cuDF column
- `CudfColumnBatch` is an implementation of `ColumnBatch` that consumes cuDF dataframe.

- `DeviceQuantileDMatrix` is the interface for quantized data.

The Java implementation mimics the Python interface and uses `__cuda_array_interface__` protocol for memory indexing.  One difference is on JVM package, the data batch is staged on the host as java iterators cannot be reset.

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-09-24 14:25:00 +08:00
Jiaming Yuan
c735c17f33
Disable callback and ES on random forest. (#7236) 2021-09-17 18:21:17 +08:00
Jiaming Yuan
22d56cebf1
Encode pandas categorical data automatically. (#7231) 2021-09-17 11:09:55 +08:00
Jiaming Yuan
32e0858501
Fix travis. (#7237) 2021-09-17 10:06:23 +08:00
Jiaming Yuan
31c1e13f90
Categorical data support in CPU sketching. (#7221) 2021-09-17 04:37:09 +08:00
Jiaming Yuan
0ed979b096
Support more input types for categorical data. (#7220)
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
2021-09-16 20:39:30 +08:00
Jiaming Yuan
2942dc68e4
Fix mixed types in GPU sketching. (#7228) 2021-09-16 00:10:25 +08:00
Jiaming Yuan
037dd0820d
Implement __sklearn_is_fitted__. (#7230) 2021-09-15 19:09:04 +08:00
Jiaming Yuan
d997c967d5
Demo for experimental categorical data support. (#7213) 2021-09-15 08:20:12 +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
b12e7f7edd
Add noexcept to JSON objects. (#7205) 2021-09-07 13:56:48 +08:00
Jiaming Yuan
3a4f51f39f
Avoid calling CUDA code on CPU for linear model. (#7154) 2021-09-01 10:45:31 +08:00
Jiaming Yuan
7a1d67f9cb
[breaking] Use integer atomic for GPU histogram. (#7180)
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
2021-08-28 05:17:05 +08:00
Philip Hyunsu Cho
3060f0b562
[CI] Automatically build GPU-enabled R package for Windows (#7185)
* [CI] Automatically build GPU-enabled R package for Windows

* Update Jenkinsfile-win64

* Build R package for the release branch only

* Update install doc
2021-08-25 02:11:01 -07:00
Philip Hyunsu Cho
d04312b9c0
[CI] Fix hanging Python setup in Windows CI (#7186) 2021-08-24 22:03:51 -07:00
Jiaming Yuan
3f38d983a6
Fix prediction configuration. (#7159)
After the predictor parameter was added to the constructor, this configuration was broken.
2021-08-11 16:34:36 +08:00
Jiaming Yuan
149f209af6
Extract histogram builder from CPU Hist. (#7152)
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
2021-08-09 21:15:21 +08:00
Jiaming Yuan
8a84be37b8
Pass scikit learn estimator checks for regressor. (#7130)
* Check data shape.
* Check labels.
2021-08-03 18:58:20 +08:00
Jiaming Yuan
e2c406f5c8
Support min_delta in early stopping. (#7137)
* Support `min_delta` in early stopping.

* Remove abs_tol.
2021-08-03 14:29:17 +08:00
Jiaming Yuan
7bdedacb54
Document for process_type. (#7135)
* Update document for prune and refresh.

* Add demo.
2021-08-03 13:11:52 +08:00
Jiaming Yuan
d080b5a953
Fix model slicing. (#7149)
* Use correct pointer.
* Remove best_iteration/best_score.
2021-08-03 11:51:56 +08:00
Philip Hyunsu Cho
f1a4a1ac95
[CI] Upgrade build image to CentOS 7 + GCC 8; require CUDA 10.1 and later (#7141) 2021-07-29 10:54:33 -07:00
Jiaming Yuan
7ee7a95b84
Use upstream URI in distributed quantile tests. (#7129)
* Use upstream URI in distributed quantile tests.

* Fix test cv `PytestAssertRewriteWarning`.
2021-07-27 14:09:49 +08:00
Jiaming Yuan
e88ac9cc54
[dask] Extend tree stats tests. (#7128)
* Add tests to GPU.
* Assert cover in children sums up to the parent.
2021-07-27 12:22:13 +08:00
Jiaming Yuan
778135f657
Fix parameter loading with training continuation. (#7121)
* Add a demo for training continuation.
2021-07-23 10:51:47 +08:00
ShvetsKS
caa9e527dd
Remove extra sync for dense data (#7120)
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
2021-07-22 19:02:31 +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
Philip Hyunsu Cho
2801d69fb7
[CI] Pin libomp to 11.1.0 (#7107) 2021-07-15 11:16:51 +08:00
Jiaming Yuan
345796825f
Optional find dependency in installed cmake config. (#7099)
* Find dependency only when xgboost is built as static library.
* Resolve msvc warning.
* Add test for linking shared library.
2021-07-11 17:20:55 +08:00
Jiaming Yuan
77f6cf2d13
Support hessian in host sketch container. (#7081)
Prepare for migrating approx onto hist's codebase.
2021-07-08 16:33:58 +08:00
Jiaming Yuan
84d359efb8
Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
5d7cdf2e36
[Breaking] Rename Quantile DMatrix C API. (#7082)
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
2021-07-08 11:34:14 +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
615ab2b03e
Extract evaluate splits from CPU hist. (#7079)
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
2021-07-07 15:16:25 +08:00