This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
* [coll] Pass context to various functions.
In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
- static function in header. (which is marked as unused due to translation unit
visibility).
- Implicit copy operator is deprecated.
- Unused lambda capture.
- Moving a temporary variable prevents copy elision.
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
- 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.
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
* 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.
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.
Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
* Use type aliases for discard iterators
* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect
* cub::DispatchRadixSort requires signed offset types
* 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.
* Categorical prediction with CPU predictor and GPU predict leaf.
* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.
Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
* Use normal predictor for dart booster.
* Implement `inplace_predict` for dart.
* Enable `dart` for dask interface now that it's thread-safe.
* categorical data should be working out of box for dart now.
The implementation is not very efficient as it has to pull back the data and
apply weight for each tree, but still a significant improvement over previous
implementation as now we no longer binary search for each sample.
* Fix output prediction shape on dataframe.
* Add a new API function for predicting on `DMatrix`. This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.
The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.
This constructs an explicit `_ProxyDMatrix` type in Python.
* Remove unused doc.
* Add strict output.
* [CI] Add RMM as an optional dependency
* Replace caching allocator with pool allocator from RMM
* Revert "Replace caching allocator with pool allocator from RMM"
This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.
* Use rmm::mr::get_default_resource()
* Try setting default resource (doesn't work yet)
* Allocate pool_mr in the heap
* Prevent leaking pool_mr handle
* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest
* Turn off death tests for RMM
* Address reviewer's feedback
* Prevent leaking of cuda_mr
* Fix Jenkinsfile syntax
* Remove unnecessary function in Jenkinsfile
* [CI] Install NCCL into RMM container
* Run Python tests
* Try building with RMM, CUDA 10.0
* Do not use RMM for CUDA 10.0 target
* Actually test for test_rmm flag
* Fix TestPythonGPU
* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU
* Use 10.0 container to build RMM-enabled XGBoost
* Revert "Use 10.0 container to build RMM-enabled XGBoost"
This reverts commit 789021fa31112e25b683aef39fff375403060141.
* Fix Jenkinsfile
* [CI] Assign larger /dev/shm to NCCL
* Use 10.2 artifact to run multi-GPU Python tests
* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target
* Rename Conda env rmm_test -> gpu_test
* Use env var to opt into CNMeM pool for C++ tests
* Use identical CUDA version for RMM builds and tests
* Use Pytest fixtures to enable RMM pool in Python tests
* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM
* Use per-device MR; use command arg in gtest
* Set CMake prefix path to use Conda env
* Use 0.15 nightly version of RMM
* Remove unnecessary header
* Fix a unit test when cudf is missing
* Add RMM demos
* Remove print()
* Use HostDeviceVector in GPU predictor
* Simplify pytest setup; use LocalCUDACluster fixture
* Address reviewers' commments
Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
