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946 Commits

Author SHA1 Message Date
Jiaming Yuan
804b2ac60f Expose DMatrix API for CUDA columnar and array. (#7217) 
* Use JSON encoded configurations.
* Expose them into header file.
 2021-09-09 17:55:25 +08:00
Jiaming Yuan
ee8d1f5ed8 Fix histogram truncation. (#7181) 
* Fix truncation.

* Lint.

* lint.
 2021-08-24 18:34:32 -07:00
Jiaming Yuan
3290a4f3ed Re-enable feature validation in predict proba. (#7177) 2021-08-22 15:28:08 +08:00
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
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
d080b5a953 Fix model slicing. (#7149) 
* Use correct pointer.
* Remove best_iteration/best_score.
 2021-08-03 11:51:56 +08:00
Jiaming Yuan
1369133916 [dask] Remove the workaround for segfault. (#7146) 2021-07-30 03:57:53 +08:00
graue70
dfdf0b08fc Fix typo and grammatical mistake in error message (#7134) 2021-07-28 17:17:05 +08:00
Gil Forsyth
92ae3abc97 [dask] Disallow importing non-dask estimators from xgboost.dask (#7133) 
* Disallow importing non-dask estimators from xgboost.dask

This is mostly a style change, but also avoids a user error (that I have
committed on a few occasions).  Since `XGBRegressor` and `XGBClassifier`
are imported as parent classes for the `dask` estimators, without
defining an `__all__`, autocomplete (or muscle) memory will produce the
following with little prompting:

```
from xgboost.dask import XGBClassifier
```

There's nothing inherently wrong with that, but given that
`XGBClassifier` is not `dask` enabled, it can lead to confusing behavior
until you figure out you should've typed

```
from xgboost.dask import DaskXGBClassifier
```

Another option is to alias import the existing non-dask estimators.

* Remove base/iter class, add train predict funcs
 2021-07-28 02:07:23 +08:00
Jiaming Yuan
7017dd5a26 [JVM-Packages] Use Python tracker in XGBoost for JVM package. (#7132) 2021-07-27 16:20:42 +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
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
2f524e9f41 [dask] Work around segfault in prediction. (#7112) 2021-07-16 04:27:05 +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
f937f514aa Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan
b56d3d5d5c Fix with latest panda range index. (#7074) 2021-07-03 16:43:52 +08:00
Jiaming Yuan
93f3acdef9 Fix with latest pylint. (#7071) 2021-07-02 21:26:00 +08:00
Jiaming Yuan
a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065) 
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
 2021-07-02 13:10:36 +08:00
Philip Hyunsu Cho
dd4db347f3 Fix early stopping behavior with MAPE metric (#7061) 2021-06-26 03:02:33 +08:00
Jiaming Yuan
663136aa08 Implement feature score for linear model. (#7048) 
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-25 14:34:02 +08:00
Jiaming Yuan
1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
da1ad798ca Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan
29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043) 
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
 2021-06-18 13:06:52 +08:00
Jiaming Yuan
7dd29ffd47 Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming Yuan
d9799b09d0 Categorical data support for cuDF. (#7042) 
* Add support in DMatrix.
* Add support in DQM, except for iterator.
 2021-06-17 13:54:33 +08:00
Jiaming Yuan
b56614e9b8 [R] Use new predict function. (#6819) 
* Call new C prediction API.
* Add `strict_shape`.
* Add `iterationrange`.
* Update document.
 2021-06-11 13:03:29 +08:00
Jiaming Yuan
c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
Jiaming Yuan
ee4f51a631 Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
Jiaming Yuan
816b789bf0 Add predictor to skl constructor. (#7000) 2021-05-29 04:52:56 +08:00
Jiaming Yuan
89a49cf30e Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan
4cf95a6041 Support numpy array interface (#6998) 2021-05-27 16:08:22 +08:00
Jiaming Yuan
ab6fd304c4 [Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan
86e60e3ba8 Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Mads R. B. Kristensen
81bdfb835d lazy_isinstance(): use .__class__ for type check (#6974) 2021-05-21 11:33:08 +08:00
Jiaming Yuan
7e846bb965 Fix prediction on df with latest dask. (#6969) 2021-05-19 12:23:03 +08:00
Jiaming Yuan
d245bc891e Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan
05ac415780 [dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
vslaykovsky
2a9979e256 Fixed incorrect feature mismatch error message (#6949) 
data.shape[0] denotes the number of samples, data.shape[1] is the number of features
 2021-05-11 13:52:11 +08:00
Daniel Saxton
e41619b1fc Link to valid tree_method values in docs (#6935) 2021-05-06 17:33:18 +08:00
Jose Manuel Llorens
4ddbaeea32 Improve warning when using np.ndarray subsets (#6934) 2021-05-04 13:24:41 +08:00
Jiaming Yuan
37ad60fe25 Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan
ef473b1f09 Disable pylint error. (#6911) 2021-04-29 01:01:37 +08:00
Jiaming Yuan
a2ecbdaa31 Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming Yuan
233bdf105f Remove setDaemon in tracker. (#6872) 2021-04-22 01:57:13 +08:00
Jiaming Yuan
146549260a Bump version to 1.5.0 snapshot in master. (#6875) 2021-04-22 01:53:44 +08:00
Jiaming Yuan
a5d7094a45 Update documents. (#6856) 
* Add early stopping section to prediction doc.
* Remove best_ntree_limit.
* Better doxygen output.
 2021-04-16 12:41:03 +08:00
Jiaming Yuan
dee5ef2dfd Typehint for Sklearn. (#6799) 2021-04-14 06:55:21 +08:00
giladmaya
aa0d8f20c1 Support configuring constraints by feature names (#6783) 
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-04-04 06:53:33 +08:00