155 Commits

Author SHA1 Message Date
Jiaming Yuan
3310e208fd
Fix inplace prediction interval. (#6259)
* Add back the interval in call.
* Make the interval non-optional.
2020-10-28 13:13:59 +08:00
Jiaming Yuan
cc76724762
Reduce warning. (#6273) 2020-10-27 12:24:19 -07:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan
5037abeb86
Fix linear gpu input (#6255) 2020-10-19 12:02:36 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Rory Mitchell
9a4e8b1d81
GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
Qi Zhang
989ddd036f
Swap byte-order in binary serializer to support big-endian arch (#5813)
* fixed some endian issues

* Use dmlc::ByteSwap() to simplify code

* Fix lint check

* [CI] Add test for s390x

* Download latest CMake on s390x

* Fix a bug in my code

* Save magic number in dmatrix with byteswap on big-endian machine

* Save version in binary with byteswap on big-endian machine

* Load scalar with byteswap in MetaInfo

* Add a debugging message

* Handle arrays correctly when byteswapping

* EOF can also be 255

* Handle magic number in MetaInfo carefully

* Skip Tree.Load test for big-endian, since the test manually builds little-endian binary model

* Handle missing packages in Python tests

* Don't use boto3 in model compatibility tests

* Add s390 Docker file for local testing

* Add model compatibility tests

* Add R compatibility test

* Revert "Add R compatibility test"

This reverts commit c2d2bdcb7dbae133cbb927fcd20f7e83ee2b18a8.

Co-authored-by: Qi Zhang <q.zhang@ibm.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-18 14:47:17 -07:00
Vladislav Epifanov
388f975cf5
Introducing DPC++-based plugin (predictor, objective function) supporting oneAPI programming model (#5825)
* Added plugin with DPC++-based predictor and objective function

* Update CMakeLists.txt

* Update regression_obj_oneapi.cc

* Added README.md for OneAPI plugin

* Added OneAPI predictor support to gbtree

* Update README.md

* Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend

* Aligned plugin CMake files with latest master changes. Fixed whitespace typos

* Removed debug output

* [CI] Make oneapi_plugin a CMake target

* Added tests for OneAPI plugin for predictor and obj. functions

* Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus

* Updated readme file.

* Fixed USM usage in predictor

* Removed workaround with explicit templated names for DPC++ kernels

* Fixed warnings in plugin tests

* Fix CMake build of gtest

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-08-08 18:40:40 -07:00
Jiaming Yuan
9c6e791e64
Enforce tree order in JSON. (#5974)
* Make JSON model IO more future proof by using tree id in model loading.
2020-08-05 16:44:52 +08:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00
Jiaming Yuan
7d93932423
Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
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
Rory Mitchell
093e2227e3
Serialise booster after training to reset state (#5484)
* Serialise booster after training to reset state

* Prevent process_type being set on load

* Check for correct updater sequence
2020-04-11 16:27:12 +12:00
Jiaming Yuan
bd653fad4c
Remove distcol updater. (#5507)
Closes #5498.
2020-04-10 12:52:56 +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 Yuan
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
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
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00
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
0110754a76
Remove update prediction cache from predictors. (#5312)
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
2020-02-17 11:35:47 +08:00
Jiaming Yuan
c35cdecddd
Move prediction cache to Learner. (#5220)
* Move prediction cache into Learner.

* Clean-ups

- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
  prediction into training process but doesn't provide any actual overall speed
  gain.
- The cache is now unique to Learner, which means the ownership is no longer
  shared by any other components.

* Changes

- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
2020-02-14 13:04:23 +08:00
Jiaming Yuan
29eeea709a
Pass shared pointer instead of raw pointer to Learner. (#5302)
Extracted from https://github.com/dmlc/xgboost/pull/5220 .
2020-02-11 14:16:38 +08:00
Jiaming Yuan
3eb1279bbf
Config for linear updaters. (#5222) 2020-01-25 11:26:46 +08:00
Jiaming Yuan
5199b86126
Fix R dart prediction. (#5204)
* Fix R dart prediction and add test.
2020-01-16 12:11:04 +08:00
Kodi Arfer
f100b8d878 [Breaking] Don't drop trees during DART prediction by default (#5115)
* Simplify DropTrees calling logic

* Add `training` parameter for prediction method.

* [Breaking]: Add `training` to C API.

* Change for R and Python custom objective.

* Correct comment.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-13 21:48:30 +08:00
Jiaming Yuan
7b65698187
Enforce correct data shape. (#5191)
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
2020-01-13 15:48:17 +08:00
Jiaming Yuan
139ccc9902
Fix num_roots to be 1. (#5165) 2019-12-30 02:18:45 +08:00
Jiaming Yuan
f3d7877802
Parameter validation (#5157)
* Unused code.

* Split up old colmaker parameters from train param.

* Fix dart.

* Better name.
2019-12-26 11:59:05 +08:00
Jiaming Yuan
3136185bc5
JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
ad4a1c732c
Small refinements for JSON model. (#5112)
* Naming consistency.

* Remove duplicated test.
2019-12-11 19:49:01 +08:00
Jiaming Yuan
208ab3b1ff
Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Jiaming Yuan
e089e16e3d
Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Jiaming Yuan
608ebbe444
Fix GPU ID and prediction cache from pickle (#5086)
* Hack for saving GPU ID.

* Declare prediction cache on GBTree.

* Add a simple test.

* Add `auto` option for GPU Predictor.
2019-12-07 16:02:06 +08:00
Jiaming Yuan
64af1ecf86
[Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Kodi Arfer
f2277e7106 Use DART tree weights when computing SHAPs (#5050)
This PR fixes tree weights in dart being ignored when computing contributions.

* Fix ellpack page source link.
* Add tree weights to compute contribution.
2019-12-03 19:55:53 +08:00
KaiJin Ji
1733c9e8f7 Improve operation efficiency for single predict (#5016)
* Improve operation efficiency for single predict
2019-11-10 02:01:28 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +08:00
Jiaming Yuan
755a606201
Fix dart usegpu. (#4984) 2019-10-28 06:12:04 -04:00
Jiaming Yuan
ac457c56a2
Use `UpdateAllowUnknown' for non-model related parameter. (#4961)
* Use `UpdateAllowUnknown' for non-model related parameter.

Model parameter can not pack an additional boolean value due to binary IO
format.  This commit deals only with non-model related parameter configuration.

* Add tidy command line arg for use-dmlc-gtest.
2019-10-23 05:50:12 -04:00
Jiaming Yuan
ae536756ae
Add Model and Configurable interface. (#4945)
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
2019-10-18 01:56:02 -04:00
Jiaming Yuan
095de3bf5f
Export c++ headers in CMake installation. (#4897)
* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-10-06 23:53:09 -04:00
Jiaming Yuan
a5f232feb8
Fix calling GPU predictor (#4836)
* Fix calling GPU predictor
2019-09-05 19:09:38 -04:00
Jiaming Yuan
c0fbeff0ab
Restrict access to cfg_ in gbm. (#4801)
* Restrict access to `cfg_` in gbm.

* Verify having correct updaters.

* Remove `grow_global_histmaker`

This updater is the same as `grow_histmaker`.  The former is not in our
document so we just remove it.
2019-09-02 00:43:19 -04:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00
Jiaming Yuan
fba298fecb
Prevent copying data to host. (#4795) 2019-08-20 23:06:27 -04:00
Rong Ou
851b5b3808 Remove gpu_exact tree method (#4742) 2019-08-07 11:43:20 +12:00
Rong Ou
6edddd7966 Refactor DMatrix to return batches of different page types (#4686)
* Use explicit template parameter for specifying page type.
2019-08-03 15:10:34 -04:00
Jiaming Yuan
f0064c07ab
Refactor configuration [Part II]. (#4577)
* Refactor configuration [Part II].

* General changes:
** Remove `Init` methods to avoid ambiguity.
** Remove `Configure(std::map<>)` to avoid redundant copying and prepare for
   parameter validation. (`std::vector` is returned from `InitAllowUnknown`).
** Add name to tree updaters for easier debugging.

* Learner changes:
** Make `LearnerImpl` the only source of configuration.

    All configurations are stored and carried out by `LearnerImpl::Configure()`.

** Remove booster in C API.

    Originally kept for "compatibility reason", but did not state why.  So here
    we just remove it.

** Add a `metric_names_` field in `LearnerImpl`.
** Remove `LazyInit`.  Configuration will always be lazy.
** Run `Configure` before every iteration.

* Predictor changes:
** Allocate both cpu and gpu predictor.
** Remove cpu_predictor from gpu_predictor.

    `GBTree` is now used to dispatch the predictor.

** Remove some GPU Predictor tests.

* IO

No IO changes.  The binary model format stability is tested by comparing
hashing value of save models between two commits
2019-07-20 08:34:56 -04:00