Commit Graph

237 Commits

Author SHA1 Message Date
Jiaming Yuan
adea842c83 Fix inplace predict with fallback when base margin is used. (#9536)
- Copy meta info from proxy DMatrix.
- Use `std::call_once` to emit less warnings.
2023-09-05 01:04:24 +08:00
Jiaming Yuan
972730cde0 Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
19b59938b7 Convert input to str for hypothesis note. (#9480) 2023-08-15 02:27:58 +08:00
Jiaming Yuan
54029a59af Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan
912e341d57 Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Jiaming Yuan
275da176ba Document for device ordinal. (#9398)
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
2023-07-22 15:26:29 +08:00
Jiaming Yuan
0a07900b9f Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Jiaming Yuan
9da5050643 Turn warning messages into Python warnings. (#9387) 2023-07-15 07:46:43 +08:00
Jiaming Yuan
04aff3af8e Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Jiaming Yuan
20c52f07d2 Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
Jiaming Yuan
39390cc2ee [breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan
ee6809e642 Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Jiaming Yuan
9fbde21e9d Rework the precision metric. (#9222)
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
2023-06-02 20:49:43 +08:00
Jiaming Yuan
3913ff470f Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +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
ef13dd31b1 Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +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
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
Jiaming Yuan
f186c87cf9 Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
7eba285a1e Support sklearn cross validation for ranker. (#8859)
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
2023-03-07 00:22:08 +08:00
Jiaming Yuan
228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Rory Mitchell
69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
Philip Hyunsu Cho
6d8afb2218 [CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -08:00
Jiaming Yuan
cce4af4acf Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan
457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Rory Mitchell
7214a45e83 Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Jiaming Yuan
0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
d6018eb4b9 Remove all use of DeviceQuantileDMatrix. (#8665) 2023-01-17 00:04:10 +08:00
Jiaming Yuan
badeff1d74 Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Jiaming Yuan
40343c8ee1 Test dask demos. (#8557)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-12-13 18:37:31 +08:00
Jiaming Yuan
157e98edf7 Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00
Jiaming Yuan
0d3da9869c Require isort on all Python files. (#8420) 2022-11-08 12:59:06 +08:00
Jiaming Yuan
cfd2a9f872 Extract dask and spark test into distributed test. (#8395)
- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.
2022-10-28 16:24:32 +08:00
Jiaming Yuan
cf70864fa3 Move Python testing utilities into xgboost module. (#8379)
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-26 16:56:11 +08:00
Jiaming Yuan
3901f5d9db [pyspark] Cleanup data processing. (#8344)
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
2022-10-18 14:56:23 +08:00
Jiaming Yuan
2176e511fc Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan
748d516c50 [pyspark] Enable running GPU tests on variable number of GPUs. (#8335) 2022-10-13 21:03:45 +08:00
Jiaming Yuan
97a5b088a5 [pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell
ce0382dcb0 [CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Jiaming Yuan
e1f9f80df2 Use gpu predictor for get csr test. (#8323) 2022-10-10 16:12:37 +08:00
Rong Ou
668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257)
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 14:39:01 -08:00
Rory Mitchell
d686bf52a6 Reduce time for some multi-gpu tests (#8288)
* Faster dask tests

* Reuse AllReducer objects in tests.

* Faster boost from prediction tests.

* Use rmm dask fixture.

* Speed up dask demo.

* mypy

* Format with black.

* mypy

* Clang-tidy

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-04 02:49:33 -08:00
Jiaming Yuan
55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
6925b222e0 Fix mixed types with cuDF. (#8280) 2022-09-29 00:57:52 +08:00
Jiaming Yuan
6d1452074a Remove MGPU cpp tests. (#8276)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-09-27 21:18:23 +08:00
Jiaming Yuan
fffb1fca52 Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +08:00
Jiaming Yuan
2e63af6117 Mitigate flaky data iter test. (#8244)
- Reduce the number of batches.
- Verify labels.
2022-09-14 17:54:14 +08:00
Jiaming Yuan
b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00