* Refactor CMake scripts.
* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.
* Revert machine.conf.
* Move CLI test to gpu.
* Small cleanup.
* Support using XGBoost as submodule.
* Fix windows
* Fix cpp tests on Windows
* Remove duplicated find_package.
* Unify logging facilities.
* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
**Symptom** Apple Clang's implementation of `std::shuffle` expects doesn't work
correctly when it is run with the random bit generator for R package:
```cpp
CustomGlobalRandomEngine::result_type
CustomGlobalRandomEngine::operator()() {
return static_cast<result_type>(
std::floor(unif_rand() * CustomGlobalRandomEngine::max()));
}
```
Minimial reproduction of failure (compile using Apple Clang 10.0):
```cpp
std::vector<int> feature_set(100);
std::iota(feature_set.begin(), feature_set.end(), 0);
// initialize with 0, 1, 2, 3, ..., 99
std::shuffle(feature_set.begin(), feature_set.end(), common::GlobalRandom());
// This returns 0, 1, 2, ..., 99, so content didn't get shuffled at all!!!
```
Note that this bug is platform-dependent; it does not appear when GCC or
upstream LLVM Clang is used.
**Diagnosis** Apple Clang's `std::shuffle` expects 32-bit integer
inputs, whereas `CustomGlobalRandomEngine::operator()` produces 64-bit
integers.
**Fix** Have `CustomGlobalRandomEngine::operator()` produce 32-bit integers.
Closes#3523.
* add interaction constraints
* enable both interaction and monotonic constraints at the same time
* fix lint
* add R test, fix lint, update demo
* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping
* Add Python test for interaction constraints
* make R interaction constraints parameter based on feature index instead of column names, fix R coding style
* Fix lint
* Add BlueTea88 to CONTRIBUTORS.md
* Short circuit when no constraint is specified; address review comments
* Add tutorial for feature interaction constraints
* allow interaction constraints to be passed as string, remove redundant column_names argument
* Fix typo
* Address review comments
* Add comments to Python test
* Fix#3545: XGDMatrixCreateFromCSCEx silently discards empty trailing rows
Description: The bug is triggered when
1. The data matrix has empty rows at the bottom. More precisely, the rows
`n-k+1`, `n-k+2`, ..., `n` of the matrix have missing values in all
dimensions (`n` number of instances, `k` number of trailing rows)
2. The data matrix is given as Compressed Sparse Column (CSC) format.
Diagnosis: When the CSC matrix is converted to Compressed Sparse Row (CSR)
format (this is common format used for DMatrix), the trailing empty rows
are silently ignored. More specifically, the row pointer (`offset`) of the
newly created CSR matrix does not take account of these rows.
Fix: Modify the row pointer.
* Add regression test
* Refactor to allow for custom regularisation methods
* Implement compositional SplitEvaluator framework
* Fixed segfault when no monotone_constraints are supplied.
* Change pid to parentID
* test_monotone_constraints.py now passes
* Refactor ColMaker and DistColMaker to use SplitEvaluator
* Performance optimisation when no monotone_constraints specified
* Fix linter messages
* Fix a few more linter errors
* Update the amalgamation
* Add bounds check
* Add check for leaf node
* Fix linter error in param.h
* Fix clang-tidy errors on CI
* Fix incorrect function name
* Fix clang-tidy error in updater_fast_hist.cc
* Enable SSE2 for Win32 R MinGW
Addresses https://github.com/dmlc/xgboost/pull/3335#issuecomment-400535752
* Add contributor
* Fix print.xgb.Booster
valid_handle should be TRUE when x$handle is NOT null
* Update xgb.Booster.R
Modify is.null.handle to return TRUE for NULL handle
* For CRAN submission, remove all #pragma's that suppress compiler warnings
A few headers in dmlc-core contain #pragma's that disable compiler warnings,
which is against the CRAN submission policy. Fix the problem by removing
the offending #pragma's as part of the command `make Rbuild`.
This addresses issue #3322.
* Fix script to improve Cygwin/MSYS compatibility
We need this to pass rmingw CI test
* Remove remove_warning_suppression_pragma.sh from packaged tarball
* rank_metric: add AUC-PR
Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)
* rank_metric: fix lint warnings
* Implement tests for AUC-PR and fix implementation
* add aucpr to documentation for other languages
* fix rebase conflict
* [core] additional gblinear improvements
* [R] callback for gblinear coefficients history
* force eta=1 for gblinear python tests
* add top_k to GreedyFeatureSelector
* set eta=1 in shotgun test
* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater
* set sorted flag within TryInitColData
* gblinear tests: use scale, add external memory test
* fix multiclass for greedy updater
* fix whitespace
* fix typo
* [R] fix finding R.exe with cmake on WIN when it is in PATH
* [R] appveyor config for R package
* [R] wrap the lines to make R check happier
* [R] install only binary dep-packages in appveyor
* [R] for MSVC appveyor, also build a binary for R package and keep as an artifact
* [R] fix predict contributions for data with no colnames
* [R] add a render parameter for xgb.plot.multi.trees; fixes#2628
* [R] update Rd's
* [R] remove unnecessary dep-package from R cmake install
* silence type warnings; readability
* [R] silence complaint about incomplete line at the end
* [R] initial version of xgb.plot.shap()
* [R] more work on xgb.plot.shap
* [R] enforce black font in xgb.plot.tree; fixes#2640
* [R] if feature names are available, check in predict that they are the same; fixes#2857
* [R] cran check and lint fixes
* remove tabs
* [R] add references; a test for plot.shap
* SHAP values for feature contributions
* Fix commenting error
* New polynomial time SHAP value estimation algorithm
* Update API to support SHAP values
* Fix merge conflicts with updates in master
* Correct submodule hashes
* Fix variable sized stack allocation
* Make lint happy
* Add docs
* Fix typo
* Adjust tolerances
* Remove unneeded def
* Fixed cpp test setup
* Updated R API and cleaned up
* Fixed test typo
* [R] MSVC compatibility
* [GPU] allow seed in BernoulliRng up to size_t and scale to uint32_t
* R package build with cmake and CUDA
* R package CUDA build fixes and cleanups
* always export the R package native initialization routine on windows
* update the install instructions doc
* fix lint
* use static_cast directly to set BernoulliRng seed
* [R] demo for GPU accelerated algorithm
* tidy up the R package cmake stuff
* R pack cmake: installs main dependency packages if needed
* [R] version bump in DESCRIPTION
* update NEWS
* added short missing/sparse values explanations to FAQ
for loop in create.new.tree.features was referencing length(trees) as the upper bound of the loop. trees is a base R dataset and not the model that the code is generating. Changed loop boundary to model$niter which should be the number of trees.
* [gblinear] add features contribution prediction; fix DumpModel bug
* [gbtree] minor changes to PredContrib
* [R] add feature contribution prediction to R
* [R] bump up version; update NEWS
* [gblinear] fix the base_margin issue; fixes#1969
* [R] list of matrices as output of multiclass feature contributions
* [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
