1646 Commits

Author SHA1 Message Date
Stephan T. Lavavej
7375bd058b
Fix IndexTransformIter. (#9155) 2023-05-12 21:25:54 +08:00
Stephan T. Lavavej
779b82c098
Avoid redefining macros. (#9154) 2023-05-11 15:59:25 -07:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Rong Ou
52311dcec9
Fix multi-threaded gtests (#9148) 2023-05-10 19:15:32 +08:00
Jiaming Yuan
85988a3178
Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +08:00
Jiaming Yuan
55968ed3fa
Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- 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.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
1f9a57d17b
[Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Jiaming Yuan
17ff471616
Optimize array interface input. (#9090) 2023-04-28 18:01:58 +08:00
Jiaming Yuan
e206b899ef
Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Jiaming Yuan
0e470ef606
Optimize prediction with QuantileDMatrix. (#9096)
- Reduce overhead in `FVecDrop`.
- Reduce overhead caused by `HostVector()` calls.
2023-04-28 00:51:41 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Rong Ou
8dbe0510de
More collective aggregators (#9060) 2023-04-22 03:32:05 +08:00
Jiaming Yuan
7032981350
Fix timer annotation. (#9057) 2023-04-21 22:53:58 +08:00
Jiaming Yuan
b908680bec
Fix race condition in cpp metric tests. (#9058) 2023-04-21 05:24:10 +08:00
Jiaming Yuan
a7b3dd3176
Fix compiler warnings. (#9055) 2023-04-21 02:26:47 +08:00
Rong Ou
42d100de18
Make sure metrics work with federated learning (#9037) 2023-04-19 15:39:11 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Rong Ou
ba9d24ff7b
Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
Rong Ou
15e073ca9d
Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan
d062a9e009
Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou
ff26cd3212
More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- 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.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
15a2724ff7
Removed outdated configuration serialization logic. (#8942)
- `saved_params` is empty.
- `saved_configs_` contains `num_round`, which is not used anywhere inside xgboost.
2023-03-23 01:31:46 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* 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.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
ea04d4c46c
[doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
a551bed803
Remove duplicated learning rate parameter. (#8941) 2023-03-22 20:51:14 +08:00
Jiaming Yuan
a05799ed39
Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +08:00
Jiaming Yuan
5891f752c8
Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Rong Ou
b240f055d3
Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Jiaming Yuan
9b6cc0ed07
Refactor hist to prepare for multi-target builder. (#8928)
- Extract the builder from the updater class. We need a new builder for multi-target.
- Extract `UpdateTree`, it can be reused for different builders. Eventually, other tree
  updaters can use it as well.
2023-03-17 17:21:04 +08:00
Jiaming Yuan
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5
Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
f186c87cf9
Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
72e8331eab
Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
Jiaming Yuan
8685556af2
Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan
910ce580c8
Clear all cache after model load. (#8904) 2023-03-14 22:09:36 +08:00
Jiaming Yuan
c400fa1e8d
Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +08:00
Jiaming Yuan
8be6095ece
Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan
9bade7203a
Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan
5ba3509dd3
Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming Yuan
36a7396658
Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan
2aa838c75e
Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
6deaec8027
Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00
Jiaming Yuan
5feee8d4a9
Define core multi-target regression tree structure. (#8884)
- 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.
2023-03-09 19:03:06 +08:00
Jiaming Yuan
46dfcc7d22
Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
Jiaming Yuan
f236640427
Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
Jiaming Yuan
cad7401783
Disable gcc parallel extension if openmp is not available. (#8871)
`<parallel/algorithm>` internally includes the <omp.h> header, which leads to an error
when openmp is not available.
2023-03-06 22:51:06 +08:00
Jiaming Yuan
228a46e8ad
Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
4d665b3fb0
Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00