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Author SHA1 Message Date
Jiaming YuanandPhilip Hyunsu Cho 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 4b0852ee41 Use dmlc stream when URI protocol is not local file. (#5857) 2020-07-07 03:07:12 +08:00
Jiaming Yuan 1a0801238e Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +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
Jiaming Yuan 90a9c68874 Implement a DMatrix Proxy. (#5803) 2020-06-29 15:03:10 +08:00
Jiaming Yuan 47c89775d6 Accept string for ArrayInterface constructor. (#5799) 2020-06-27 00:06:54 +08:00
Jiaming Yuan 8234091368 Remove unweighted GK quantile. (#5816) 2020-06-23 14:27:46 +08:00
Jiaming Yuan 8104f10328 Update document for model dump. (#5818) 
* Clarify the relationship between dump and save.
* Mention the schema.
 2020-06-22 14:33:54 +08:00
Jiaming Yuan 26143ad0b1 Update rabit. (#5680) 2020-06-22 14:32:43 +08:00
Jiaming Yuan c4d721200a Implement extend method for meta info. (#5800) 
* Implement extend for host device vector.
 2020-06-20 03:32:03 +08:00
Jiaming Yuan 38ee514787 Implement fast number serialization routines. (#5772) 
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
 2020-06-17 12:39:23 +08:00
fis 7c3a168ffd Revert "Accept string for ArrayInterface constructor." 
This reverts commit e8ecafb8dc.
 2020-06-16 20:02:35 +08:00
fis e8ecafb8dc Accept string for ArrayInterface constructor. 2020-06-16 20:00:24 +08:00
Jiaming Yuan 529b5c2cfd [DOC] Mention dask blog post in doc. [skip ci] (#5789) 2020-06-14 13:00:19 +08:00
Jiaming Yuan 1fa84b61c1 Implement Empty method for host device vector. (#5781) 
* Fix accessing nullptr.
 2020-06-13 19:02:26 +08:00
Jiaming Yuan 306e38ff31 Avoid including c_api.h in header files. (#5782) 2020-06-12 16:24:24 +08:00
Jiaming Yuan 3028fa6b42 Implement weighted sketching for adapter. (#5760) 
* Bounded memory tests.
* Fixed memory estimation.
 2020-06-12 06:20:39 +08:00
Jiaming YuanandHyunsu Cho cacff9232a Remove column major specialization. (#5755) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-06-05 16:19:14 +08:00
Jiaming Yuan bd9d57f579 Add helper for generating batches of data. (#5756) 
* Add helper for generating batches of data.

* VC keyword clash.

* Another clash.
 2020-06-05 09:53:56 +08:00
Jiaming Yuan cfc23c6a6b Remove max.depth in R gblinear example. (#5753) 2020-06-04 02:59:22 +08:00
Jiaming Yuan d3a0efbf16 Reorder includes. (#5749) 
* Reorder includes.

* R.
 2020-06-03 17:30:47 +12:00
Jiaming Yuan e49607af19 Add Python binding for rabit ops. (#5743) 2020-06-02 19:47:23 +08:00
Jiaming Yuan e533908922 Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Jiaming Yuan 325156c7a9 Bump version in header. (#5742) 2020-06-01 18:21:18 +08:00
Jiaming Yuan d19cec70f1 Don't use mask in array interface. (#5730) 2020-06-01 12:17:24 +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 YuanandPhilip Hyunsu Cho 75a0025a3d [CI] Remove CUDA 9.0 from Windows CI. (#5674) 
* Remove CUDA 9.0 on Windows CI.

* Require cuda10 tag, to differentiate

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-05-27 12:23:36 -07:00
Jiaming Yuan f145241593 Let XGBoostError inherit ValueError. (#5696) 2020-05-26 08:34:56 +08:00
Jiaming Yuan 8438c7d0e4 Fix IsDense. (#5702) 2020-05-26 08:24:37 +08:00
Jiaming Yuan 1ba24a7597 Remove redundant sketching. (#5700) 2020-05-24 08:47:20 +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 7903286961 Remove silent from R demos. (#5675) 
* Remove silent from R demos.

* Vignettes.
 2020-05-19 18:20:46 +08:00
Jiaming Yuan dd9aeb60ae [JVM Packages] Catch dmlc error by ref. (#5678) 2020-05-19 13:00:12 +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 YuanandPhilip Hyunsu Cho 9ad40901a8 Upgrade to CUDA 10.0 (#5649) (#5652) 
Co-authored-by: fis <jm.yuan@outlook.com>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-05-11 22:27:36 +08:00
Jiaming Yuan 21ed1f0c6d Support 64bit seed. (#5643) 2020-05-07 14:52:38 +08:00
Jiaming Yuan eaf2a00b5c Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Jiaming Yuan 67d267f9da Move device dmatrix construction code into ellpack. (#5623) 2020-05-06 19:43:59 +08:00
Jiaming Yuan 33e052b1e5 Remove dead code. (#5635) 2020-05-06 17:03:48 +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 7d93932423 Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
Jiaming Yuan e726dd9902 Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Jiaming Yuan f27b6f9ba6 Update document. (#5572) 2020-04-22 02:37:37 +08:00
Jiaming Yuan c355ab65ed Enable parameter validation for R. (#5569) 
* Enable parameter validation for R.

* Add test.
 2020-04-21 11:19:09 -07:00
Jiaming Yuan 564b22cee5 Restore attributes in complete. (#5573) 2020-04-21 11:06:55 -07:00
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 fcbedcedf8 Fix configuration I load model. (#5562) 2020-04-20 17:25:11 +08:00
Jiaming Yuan 29a4cfe400 Group aware GPU sketching. (#5551) 
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
 2020-04-20 17:18:52 +08:00
Jiaming Yuan b809f5d8b8 Don't set seed on CLI interface. (#5563) 2020-04-20 12:17:03 +08:00
Jiaming Yuan ccd30e4491 Fix non-openmp build. (#5566) 
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
 2020-04-20 12:16:38 +08:00
Jiaming Yuan e1f22baf8c Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan c245eb8755 Fix r interaction constraints (#5543) 
* Unify the parsing code.

* Cleanup.
 2020-04-18 06:53:51 +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 cfee9fae91 Don't use uint for threads. (#5542) 2020-04-17 09:45:42 +08:00
Jiaming Yuan bb29ce2818 Add missing aft parameters. [skip ci] (#5553) 2020-04-16 12:08:55 -07:00
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 YuanandHyunsu Cho 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 a2f54963b6 Write binary header. (#5532) 2020-04-15 17:47:57 +08:00
Jiaming Yuan c90119eb67 Update Python doc. [skip ci] (#5517) 
* Update doc for copying booster. [skip ci]

The issue is resolved in  #5312 .

* Add version for new APIs. [skip ci]
 2020-04-14 16:25:20 +08:00
Jiaming Yuan b56c902841 [R] R raw serialization. (#5123) 
* Add bindings for serialization.
* Change `xgb.save.raw' into full serialization instead of simple model.
* Add `xgb.load.raw' for unserialization.
* Run devtools.
 2020-04-11 17:16:54 +08:00
Jiaming Yuan a3db79df22 Remove makefiles. (#5513) 2020-04-11 13:25:53 +08:00
Jiaming Yuan 4a0c8ef237 Update doc for parameter validation. (#5508) 
* Update doc for parameter validation.

* Fix github rebase.
 2020-04-11 00:43:46 +08:00
Jiaming Yuan 1334aca437 Fix github merge. (#5509) 2020-04-10 22:17:38 +08:00
Jiaming Yuan 866a477319 Unify max nodes. (#5497) 2020-04-10 19:26:35 +08:00
Jiaming Yuan bd653fad4c Remove distcol updater. (#5507) 
Closes #5498.
 2020-04-10 12:52:56 +08:00
Jiaming Yuan 7d52c0b8c2 Requires setting leaf stat when expanding tree. (#5501) 
* Fix GPU Hist feature importance.
 2020-04-10 12:27:03 +08:00
Jiaming Yuan dc2950fd90 Fix checking booster. (#5505) 
* Use `get_params()` instead of `getattr` intrinsic.
 2020-04-10 12:21:21 +08:00
Jiaming Yuan 6671b42dd4 Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming YuanandHyunsu Cho 0012f2ef93 Upgrade clang-tidy on CI. (#5469) 
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-05 04:42:29 +08:00
Jiaming Yuan a9313802ea Fix dump model. (#5485) 2020-04-05 03:52:54 +08:00
Jiaming Yuan 939973630d Accept other gradient types for split entry. (#5467) 2020-04-03 10:38:44 +08:00
Jiaming Yuan 86beb68ce8 Implement host span. (#5459) 2020-04-03 10:37:51 +08:00
Jiaming Yuan 459b175dc6 Split up test helpers header. (#5455) 2020-04-03 10:36:53 +08:00
Jiaming Yuan c218d8ffbf Enable parameter validation for skl. (#5477) 2020-04-03 10:23:58 +08:00
Jiaming Yuan d0b86c75d9 Remove silent parameter. (#5476) 2020-04-03 08:03:26 +08:00
Jiaming Yuan 29c6ad943a Prevent copying SimpleDMatrix. (#5453) 
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
 2020-04-02 07:01:49 +08:00
Jiaming Yuan e86030c360 Update dmlc-core. (#5466) 
* Copy dmlc travis script to XGBoost.
 2020-04-02 04:16:39 +08:00
Jiaming Yuan babcb996e7 Reduce span check overhead. (#5464) 2020-04-01 22:07:24 +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
Jiaming Yuan 780de49ddb Resolve travis failure. (#5445) 
* Install dependencies by pip.
 2020-03-27 19:37:58 +08:00
Jiaming Yuan 4942da64ae Refactor tests with data generator. (#5439) 2020-03-27 06:44:44 +08:00
Jiaming Yuan 7146b91d5a Force compressed buffer to be 4 bytes aligned. (#5441) 2020-03-27 06:43:52 +08:00
Jiaming Yuan cd7d6f7d59 [dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan abca9908ba Support pandas SparseArray. (#5431) 2020-03-20 21:40:22 +08:00
Jiaming Yuan 760d5d0c3c [dask] Accept other inputs for prediction. (#5428) 
* Returns a series when input is dataframe.

* Merge assert client.
 2020-03-19 17:05:55 +08:00
Jiaming Yuan 8ca06ab329 [dask] Check non-equal when setting threads. (#5421) 
* Check non-equal.

`nthread` can be restored from internal parameter, which is mis-interpreted as
user defined parameter.

* Check None.
 2020-03-17 13:07:20 +08:00
Jiaming Yuan b51124c158 [dask] Enable gridsearching with skl. (#5417) 2020-03-16 04:51:51 +08:00
Jiaming Yuan 761a5dbdfc [dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
Jiaming Yuan 21b671aa06 [dask] Order the prediction result. (#5416) 2020-03-15 19:34:04 +08:00
Jiaming Yuan 668e432e2d [dask] Use DMLC_TASK_ID. (#5415) 2020-03-15 16:47:03 +08:00
Jiaming Yuan fc88105620 Better error message for updating. (#5418) 2020-03-15 16:46:21 +08:00
Jiaming Yuan ab7a46a1a4 Check whether current updater can modify a tree. (#5406) 
* Check whether current updater can modify a tree.

* Fix tree model JSON IO for pruned trees.
 2020-03-14 09:24:08 +08:00
Jiaming Yuan 45a97ddf32 Split up LearnerImpl. (#5350) 2020-03-12 16:30:23 +08:00
Jiaming Yuan 0dd97c206b Move thread local entry into Learner. (#5396) 
* Move thread local entry into Learner.

This is an attempt to workaround CUDA context issue in static variable, where
the CUDA context can be released before device vector.

* Add PredictionEntry to thread local entry.

This eliminates one copy of prediction vector.

* Don't define CUDA C API in a namespace.
 2020-03-07 15:37:39 +08:00
Jiaming Yuan 8d06878bf9 Deterministic GPU histogram. (#5361) 
* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
 2020-03-04 15:13:28 +08:00
Jiaming Yuan 2ba8c13b69 Revert "Enable rabit test (#5358)" (#5377) 
This reverts commit 9a5efffebe.
 2020-02-29 04:25:03 +08:00