Commit Graph

542 Commits

Author SHA1 Message Date
Jiaming Yuan
2fcc4f2886 Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Rory Mitchell
9a4e8b1d81 GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
Philip Hyunsu Cho
cfced58c1c [CI] Port CI fixes from the 1.2.0 branch (#6050)
* Fix a unit test on CLI, to handle RC versions

* [CI] Use mgpu machine to run gpu hist unit tests

* [CI] Build GPU-enabled JAR artifact and deploy to xgboost-maven-repo
2020-08-22 23:24:46 -07:00
Jiaming Yuan
b9ebbffc57 Fix plotting test. (#6040)
Previously the test loads a model generated by `test_basic.py`, now we generate
the model explicitly.

* Cleanup saved files for basic tests.
2020-08-22 13:18:48 +08:00
Jiaming Yuan
29b7fea572 Optimize cpu sketch allreduce for sparse data. (#6009)
* Bypass RABIT serialization reducer and use custom allgather based merging.
2020-08-19 10:03:45 +08:00
Jiaming Yuan
90355b4f00 Make JSON the default full serialization format. (#6027) 2020-08-19 09:57:43 +08:00
Qi Zhang
989ddd036f Swap byte-order in binary serializer to support big-endian arch (#5813)
* fixed some endian issues

* Use dmlc::ByteSwap() to simplify code

* Fix lint check

* [CI] Add test for s390x

* Download latest CMake on s390x

* Fix a bug in my code

* Save magic number in dmatrix with byteswap on big-endian machine

* Save version in binary with byteswap on big-endian machine

* Load scalar with byteswap in MetaInfo

* Add a debugging message

* Handle arrays correctly when byteswapping

* EOF can also be 255

* Handle magic number in MetaInfo carefully

* Skip Tree.Load test for big-endian, since the test manually builds little-endian binary model

* Handle missing packages in Python tests

* Don't use boto3 in model compatibility tests

* Add s390 Docker file for local testing

* Add model compatibility tests

* Add R compatibility test

* Revert "Add R compatibility test"

This reverts commit c2d2bdcb7dbae133cbb927fcd20f7e83ee2b18a8.

Co-authored-by: Qi Zhang <q.zhang@ibm.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-18 14:47:17 -07:00
Jiaming Yuan
4d99c58a5f Feature weights (#5962) 2020-08-18 19:55:41 +08:00
Jiaming Yuan
ee70a2380b Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
jameskrach
bd6b7f4aa7 [Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986) 2020-08-11 16:11:28 +08:00
Jiaming Yuan
801e6b6800 Fix dask predict shape infer. (#5989) 2020-08-08 14:29:22 +08:00
Jiaming Yuan
dde9c5aaff Fix missing data warning. (#5969)
* Fix data warning.

* Add numpy/scipy test.
2020-08-05 16:19:12 +08:00
Jiaming Yuan
8599f87597 Update JSON schema. (#5982)
* Update JSON schema for pseudo huber.
* Update JSON model schema.
2020-08-05 15:21:11 +08:00
Jiaming Yuan
9c93531709 Update Python custom objective demo. (#5981) 2020-08-05 12:27:19 +08:00
Jiaming Yuan
fa3715f584 [Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Jiaming Yuan
f5fdcbe194 Disable feature validation on sklearn predict prob. (#5953)
* Fix issue when scikit learn interface receives transformed inputs.
2020-07-29 19:26:44 +08:00
Jiaming Yuan
18349a7ccf [Breaking] Fix custom metric for multi output. (#5954)
* Set output margin to true for custom metric.  This fixes only R and Python.
2020-07-29 19:25:27 +08:00
Jiaming Yuan
75b8c22b0b Fix prediction heuristic (#5955)
* Relax check for prediction.
* Relax test in spark test.
* Add tests in C++.
2020-07-29 19:24:07 +08:00
Philip Hyunsu Cho
12110c900e [CI] Make Python model compatibility test runnable locally (#5941) 2020-07-25 16:58:02 -07:00
Jiaming Yuan
bc1d3ee230 Fix r early stop with custom objective. (#5923)
* Specify `ntreelimit`.
2020-07-23 03:28:17 +08:00
Jiaming Yuan
66cc1e02aa Setup github action. (#5917) 2020-07-22 15:05:25 +08:00
Philip Hyunsu Cho
ac9136ee49 Further improvements and savings in Jenkins pipeline (#5904)
* Publish artifacts only on the master and release branches

* Build CUDA only for Compute Capability 7.5 when building PRs

* Run all Windows jobs in a single worker image

* Build nightly XGBoost4J SNAPSHOT JARs with Scala 2.12 only

* Show skipped Python tests on Windows

* Make Graphviz optional for Python tests

* Add back C++ tests

* Unstash xgboost_cpp_tests

* Fix label to CUDA 10.1

* Install cuPy for CUDA 10.1

* Install jsonschema

* Address reviewer's feedback
2020-07-18 03:30:40 -07:00
Jiaming Yuan
7c2686146e Dask device dmatrix (#5901)
* Fix softprob with empty dmatrix.
2020-07-17 13:17:43 +08:00
Jiaming Yuan
029a8b533f Simplify the data backends. (#5893) 2020-07-16 15:17:31 +08:00
Jiaming Yuan
048d969be4 Implement GK sketching on GPU. (#5846)
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
2020-07-07 12:16:21 +08:00
Jiaming Yuan
93c44a9a64 Move feature names and types of DMatrix from Python to C++. (#5858)
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-07-07 09:40:13 +08:00
Jiaming Yuan
4d277d750d Relax linear test. (#5849)
* Increased error in coordinate is mostly due to floating point error.
* Shotgun uses Hogwild!, which is non-deterministic and can have even greater
floating point error.
2020-07-03 07:49:53 +08:00
Jiaming Yuan
eb067c1c34 Relax test for shotgun. (#5835) 2020-07-01 19:20:29 +08:00
Rory Mitchell
b47b5ac771 Use hypothesis (#5759)
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
2020-06-16 12:45:59 +12:00
Alex
ae18a094b0 Add new skl model attribute for number of features (#5780) 2020-06-15 18:01:59 +08:00
Rory Mitchell
359023c0fa Speed up python test (#5752)
* Speed up tests

* Prevent DeviceQuantileDMatrix initialisation with numpy

* Use joblib.memory

* Use RandomState
2020-06-05 11:39:24 +12:00
ShvetsKS
cd3d14ad0e Add float32 histogram (#5624)
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
2020-06-03 11:24:53 +08:00
Jiaming Yuan
e49607af19 Add Python binding for rabit ops. (#5743) 2020-06-02 19:47:23 +08:00
Jiaming Yuan
9e1b29944e Fix loading old model. (#5724)
* Add test.
2020-05-31 14:55:32 +08:00
Jiaming Yuan
35e2205256 [dask] Return GPU Series when input is from cuDF. (#5710)
* Refactor predict function.
2020-05-28 17:51:20 +08:00
Jiaming Yuan
5af8161a1a Implement Python data handler. (#5689)
* Define data handlers for DMatrix.
* Throw ValueError in scikit learn interface.
2020-05-22 11:53:55 +08:00
Jiaming Yuan
535479e69f Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Jiaming Yuan
2c1a439869 Update Python demos with tests. (#5651)
* Remove GPU memory usage demo.
* Add tests for demos.
* Remove `silent`.
* Remove shebang as it's not portable.
2020-05-12 12:04:42 +08:00
Jiaming Yuan
c90457f489 Refactor the CLI. (#5574)
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
2020-04-26 10:56:33 +08:00
Jiaming Yuan
9c1103e06c [Breaking] Set output margin to True for custom objective. (#5564)
* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
2020-04-20 20:44:12 +08:00
Jiaming Yuan
b809f5d8b8 Don't set seed on CLI interface. (#5563) 2020-04-20 12:17:03 +08:00
Jiaming Yuan
e1f22baf8c Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
93df871c8c Assert matching length of evaluation inputs. (#5540) 2020-04-18 06:52:55 +08:00
Jiaming Yuan
c69a19e2b1 Fix skl nan tag. (#5538) 2020-04-18 06:52:17 +08:00
Jiaming Yuan
468b1594d3 Fix CLI model IO. (#5535)
* Add test for comparing Python and CLI training result.
2020-04-16 07:48:47 +08:00
Jiaming Yuan
8b04736b81 [dask] dask cudf inplace prediction. (#5512)
* Add inplace prediction for dask-cudf.

* Remove Dockerfile.release, since it's not used anywhere

* Use Conda exclusively in CUDF and GPU containers

* Improve cupy memory copying.

* Add skip marks to tests.

* Add mgpu-cudf category on the CI to run all distributed tests.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-15 18:15:51 +08:00
Jiaming Yuan
dc2950fd90 Fix checking booster. (#5505)
* Use `get_params()` instead of `getattr` intrinsic.
2020-04-10 12:21:21 +08:00
Philip Hyunsu Cho
5fc5ec539d Implement robust regularization in 'survival:aft' objective (#5473)
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
2020-04-04 12:21:24 -07:00
Jiaming Yuan
c218d8ffbf Enable parameter validation for skl. (#5477) 2020-04-03 10:23:58 +08:00
Jiaming Yuan
6601a641d7 Thread safe, inplace prediction. (#5389)
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
2020-03-30 15:35:28 +08:00