1321 Commits

Author SHA1 Message Date
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
Tim Gates
cb40bbdadd
docs: fix simple typo, cannonical -> canonical (#8099)
There is a small typo in src/common/partition_builder.h.

Should read `canonical` rather than `cannonical`.

Signed-off-by: Tim Gates <tim.gates@iress.com>
2022-07-20 21:04:50 +08:00
QuellaZhang
703261e78f
[MSVC][std:c++latest] Fix compiler error (#8093)
Co-authored-by: QuellaZhang <zhangyi2090@163.com>
2022-07-20 15:15:39 +08:00
Jiaming Yuan
5156be0f49
Limit max_depth to 30 for GPU. (#8098) 2022-07-20 12:28:49 +08:00
Rong Ou
7a6b711eb8
Remove unused updater basemaker (#8091) 2022-07-19 15:41:27 +08:00
Jiaming Yuan
4083440690
Small cleanups to various data types. (#8086)
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
2022-07-18 22:39:36 +08:00
Jiaming Yuan
8dd96013f1
Split up column matrix initialization. (#8060)
* Split up column matrix initialization.

This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
2022-07-14 10:34:47 +08:00
Jiaming Yuan
abaa593aa0
Fix compiler warnings. (#8059)
- Remove unused parameters.
- Avoid comparison of different signedness.
2022-07-14 05:29:56 +08:00
Rory Mitchell
0bdaca25ca
Use single precision in gain calculation, use pointers instead of span. (#8051) 2022-07-12 21:56:27 +02:00
Rory Mitchell
794cbaa60a
Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Jiaming Yuan
8746f9cddf
Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Rory Mitchell
bc4f802b17
Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
kiwiwarmnfuzzy
2407381c3d
Force auc.cc to be statically linked (#8039) 2022-06-30 19:24:22 +08:00
Jiaming Yuan
f0c1b842bf
Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +08:00
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Rong Ou
e5ec546da5
[Breaking] Remove rabit support for custom reductions and grow_local_histmaker updater (#7992) 2022-06-21 15:08:23 +08:00
Jiaming Yuan
8f8bd8147a
Fix LTR with weighted Quantile DMatrix. (#7975)
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
2022-06-09 01:33:41 +08:00
Jiaming Yuan
1a33b50a0d
Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00