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1438 Commits

Author SHA1 Message Date
Rong Ou
78d65a1928
Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Rong Ou
a8255ea678
Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
157e98edf7
Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00
Jiaming Yuan
addaa63732
Support null value in CUDA array interface. (#8486) 
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
 2022-11-28 17:48:25 -08:00
Jiaming Yuan
3fc1046fd3
Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Jiaming Yuan
e07245f110
Take datatable as row major input. (#8472) 
* Take datatable as row major input.

Try to avoid a transform with dense table.
 2022-11-24 09:20:13 +08:00
Jiaming Yuan
5f1a6fca0d
[R] Use new interface for creating DMatrix from CSR. (#8455) 
* [R] Use new interface for creating DMatrix from CSR.

- CSC is still using the old API.

The old API is not aware of `nthread` parameter, which makes DMatrix to use all available
thread during construction and during transformation lie `SparsePage` -> `CSCPage`.
 2022-11-23 21:36:43 +08:00
Robert Maynard
16f96b6cfb
Work with newer thrust and libcudacxx (#8454) 
* Thrust 1.17 removes the experimental/pinned_allocator.

When xgboost is brought into a large project it can
be compiled against Thrust 1.17+ which don't offer
this experimental allocator.

To ensure that going forward xgboost works in all environments we provide a xgboost namespaced version of
the pinned_allocator that previously was in Thrust.
 2022-11-11 04:22:53 +08:00
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434) 
* Use `DataSplitMode` to configure data loading
 2022-11-08 16:21:50 +08:00
Jiaming Yuan
a408c34558
Update JSON parser demo with categorical feature. (#8401) 
- Parse categorical features in the Python example.
- Add tests.
- Update document.
 2022-10-28 20:57:43 +08:00
Jiaming Yuan
bb5e18c29c
Fix CUDA async stream. (#8380) 2022-10-22 23:13:28 +08:00
Dmitry Razdoburdin
5bd849f1b5
Unify the partitioner for hist and approx. 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-20 02:49:20 +08:00
Rong Ou
8f3dee58be
Speed up tests with federated learning enabled (#8350) 
* Speed up tests with federated learning enabled

* Re-enable timeouts

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-17 15:17:04 -07:00
Jiaming Yuan
031d66ec27
Configuration for init estimation. (#8343) 
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
 2022-10-18 01:52:24 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332) 
- Allow comparison between string and string view.
- Fix compiler warnings.
 2022-10-13 17:10:13 +08:00
Rong Ou
39afdac3be
Better error message when world size and rank are set as strings (#8316) 
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-12 15:53:25 +08:00
Rory Mitchell
210915c985
Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Philip Hyunsu Cho
bc7a6ec603
Fix clang tidy (#8314) 
* Fix clang-tidy

* Exempt clang-tidy from budget check

* Move clang-tidy
 2022-10-06 05:16:06 -08:00
Dmitry Razdoburdin
c24e9d712c
Dispatcher for template parameters of BuildHist Kernels (#8259) 
* Intoducing Column Wise Hist Building

* linting

* more linting

* bug fixing

* Removing column samping optimization for a while to simplify the review process.

* linting

* Removing unnecessary changes

* Use DispatchBinType in hist_util.cc

* Adding force_read_by column flag to buildhist. Adding tests for column wise buiilhist.

* Introducing new dispatcher for compile time flags in hist building

* fixing bug with using of DispatchBinType

* Fixing building

* Merging with master branch

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-10-06 03:02:29 -08:00
Rong Ou
8d4038da57
Don't split input data in federated mode (#8279) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 18:19:28 -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
Jiaming Yuan
97c3a80a34
Add C document to sphinx, fix arrow. (#8300) 
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
 2022-10-05 09:52:15 +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
Philip Hyunsu Cho
ca0547bb65
[CI] Use RAPIDS 22.10 (#8298) 
* [CI] Use RAPIDS 22.10

* Store CUDA and RAPIDS versions in one place

* Fix

* Add missing #include

* Update gputreeshap submodule

* Fix

* Remove outdated distributed tests
 2022-10-03 23:18:07 -08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +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
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan
4056974e37
Fix sparse threshold warning. (#8268) 2022-09-26 22:22:11 +08:00
Jiaming Yuan
3fd331f8f2
Add checks to C pointer arguments. (#8254) 2022-09-22 19:02:22 +08:00
Dmitry Razdoburdin
eb7bbee2c9
Optional by-column histogram build. (#8233) 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
 2022-09-22 05:16:13 +08:00
Jiaming Yuan
b791446623
Initial support for IPv6 (#8225) 
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
 2022-09-21 18:06:50 +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
bdf265076d
Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Jiaming Yuan
bc818316f2
Prepare for improving Windows networking compatibility. (#8234) 
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
 2022-09-10 15:16:49 +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
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Dmitry Razdoburdin
deae99e662
Optimization/buildhist/hist util (#8218) 
* BuildHistKernel optimization

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
 2022-09-02 19:39:45 +08:00
Philip Hyunsu Cho
56395d120b
Work around MSVC behavior wrt constexpr capture (#8211) 
* Work around MSVC behavior wrt constexpr capture

* Fix lint
 2022-08-31 11:42:08 -08:00
Jiaming Yuan
8dac90a593
Mark parameter validation non-experimental. (#8206) 2022-08-30 15:49:43 +08:00
Rong Ou
ad3bc0edee
Allow insecure gRPC connections for federated learning (#8181) 
* Allow insecure gRPC connections for federated learning

* format
 2022-08-19 12:16:14 +08:00
Rory Mitchell
1703dc330f
Optimise histogram kernels (#8118) 2022-08-18 14:07:26 +02:00
Jiaming Yuan
16bca5d4a1
Support CPU input for device QuantileDMatrix. (#8136) 
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
 2022-08-11 21:21:26 +08:00
Jiaming Yuan
446d536c23
Fix loading DMatrix binary in distributed env. (#8149) 
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
 2022-08-10 22:53:16 +08:00
Jiaming Yuan
bcc8679a05
Update CUDA docker image and NCCL. (#8139) 2022-08-07 16:32:41 +08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130) 
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
 2022-08-02 15:51:23 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
7785d65c8a
Fix feature weights with multiple column sampling. (#8100) 2022-07-22 20:23:05 +08:00
Jiaming Yuan
4a4e5c7c18
Prepare gradient index for Quantile DMatrix. (#8103) 
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
 2022-07-22 17:26:33 +08:00
Rory Mitchell
1be09848a7
Refactor split valuation kernel (#8073) 2022-07-21 15:41:50 +02:00