74 Commits

Author SHA1 Message Date
Jiaming Yuan
a5a58102e5
Revamp the rabit implementation. (#10112)
This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
2024-05-20 11:56:23 +08:00
Jiaming Yuan
3f64b4fde3
[coll] Add global functions. (#10203) 2024-04-19 03:17:23 +08:00
Jiaming Yuan
4b10200456
[coll] Improve event loop. (#10199)
- Add a test for blocking calls.
- Do not require the queue to be empty after waking up; this frees up the thread to answer blocking calls.
- Handle EOF in read.
- Improve the error message in the result. Allow concatenation of multiple results.
2024-04-18 03:29:52 +08:00
Jiaming Yuan
0ce4372bd4
Use UBJSON for serializing splits for vertical data split. (#10059) 2024-02-25 00:18:23 +08:00
david-cortes
3c004a4145
[R] Add missing DMatrix functions (#9929)
* `XGDMatrixGetQuantileCut`
* `XGDMatrixNumNonMissing`
* `XGDMatrixGetDataAsCSR`

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2024-01-03 17:29:21 +08:00
Jiaming Yuan
b771f58453
[coll] Define interface for bridging. (#9695)
* Define the basic interface that will shared by nccl, federated and native.
2023-10-20 16:20:48 +08:00
Jiaming Yuan
48ac9b6cbe
[coll] Allreduce. (#9679) 2023-10-17 13:57:14 +08:00
Jiaming Yuan
53049b16b8
[coll] Broadcast. (#9659) 2023-10-14 09:34:37 +08:00
Jiaming Yuan
946ae1c440
[coll] Implement a new tracker and a communicator. (#9650)
* [coll] Implement a new tracker and a communicator.

The new tracker and communicators communicate through the use of JSON documents. Along
with which, communicators are aware of each other.
2023-10-12 12:49:16 +08:00
Jiaming Yuan
d95be1c38d
Small cleanup to jvm iter adapter. (#9616)
- Remove header dependency on c_api
- Remove remaining code for arrow.
2023-09-29 00:39:07 +08:00
James Lamb
d159ee8547
[R] reformat build scripts (#9540) 2023-09-04 17:40:46 +08:00
Jiaming Yuan
bb56183396
Normalize file system path. (#9463) 2023-08-11 21:26:46 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427)
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
2023-08-02 18:28:26 +08:00
Jiaming Yuan
97ed944209
Unify the hist tree method for different devices. (#9363) 2023-07-11 10:04:39 +08:00
Jiaming Yuan
e206b899ef
Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +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
Rong Ou
2dc22e7aad
Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Jiaming Yuan
cce4af4acf
Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan
c7c485d052
Extract fit intercept. (#8793) 2023-02-15 22:41:31 +08:00
Jiaming Yuan
457f704e3d
Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
5f76edd296
Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
James Lamb
292df67824
[R] remove unused define XGBOOST_CUSTOMIZE_LOGGER (#8647) 2023-01-15 02:29:25 +08:00
Jiaming Yuan
beefd28471
Split up SHAP from RegTree. (#8612)
* Split up SHAP from `RegTree`.

Simplify the tree interface.
2023-01-04 18:17:47 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
James Lamb
e01639548a
[R] remove unused compiler flag RABIT_CUSTOMIZE_MSG_ (#8610) 2022-12-17 19:36:35 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Jiaming Yuan
d8544e4d9e
[R] Remove unused assert definition. (#8526) 2022-12-05 20:29:03 +08:00
Rong Ou
a8255ea678
Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
28a466ab51
Fixes for R checks. (#8330)
- Bump configure.ac version.
- Remove amalgamation to reduce the build time for a single object with the added benefit that we can use parallel build during development.
- Fix c function prototype warning.
- Remove Windows automake file generation step to make the build script easier to understand.
2022-10-20 02:52:54 +08:00
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
345796825f
Optional find dependency in installed cmake config. (#7099)
* Find dependency only when xgboost is built as static library.
* Resolve msvc warning.
* Add test for linking shared library.
2021-07-11 17:20:55 +08:00
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948)
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
2021-05-11 20:44:36 +08:00
Jiaming Yuan
b5c2a47b20
Drop single point model recovery (#6262)
* Pass rabit params in JVM package.
* Implement timeout using poll timeout parameter.
* Remove OOB data check.
2020-10-21 15:27:03 +08:00
Jiaming Yuan
c92d751ad1
Enable building rabit on Windows (#6105) 2020-09-11 11:54:46 +08:00
Andy Adinets
646def51e0
C++14 for xgboost (#5664) 2020-05-21 12:26:40 +12:00
Tong He
84a3af8dc0 Fix CRAN check warnings/notes (#3988)
* fix

* reorder declaration to match initialization
2018-12-12 08:23:20 -06:00
Philip Hyunsu Cho
c87153ed32
Fix CRAN check by removing reference to std::cerr (#3660)
* Fix CRAN check by removing reference to std::cerr

* Mask tests that fail on 32-bit Windows R
2018-09-05 11:44:00 -07:00
Henry Gouk
64b8cffde3 Refactor of FastHistMaker to allow for custom regularisation methods (#3335)
* 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
2018-06-28 07:37:25 +00:00
Vadim Khotilovich
526801cdb3 [R] fix for the 32 bit windows issue (#2994)
* [R] disable thred_local for 32bit windows

* [R] require C++11 and GNU make in DESCRIPTION

* [R] enable 32+64 build and check in appveyor
2017-12-31 14:18:50 -08:00
Vadim Khotilovich
c66ca79221 [R] native routines registration (#2290)
* [R] add native routines registration

* c_api.h needs to include <cstdint> since it uses fixed width integer types

* [R] use registered native routines from R code

* [R] bump version; add info on native routine registration to the contributors guide

* make lint happy
2017-05-14 11:00:46 -07:00
tqchen
4a16b729fc [PYTHON] Simplify training logic, update rabit lib 2016-02-28 13:20:55 -08:00
tqchen
1495a43cea [R] make all customizations to meet strict standard of cran 2016-01-16 10:25:12 -08:00
tqchen
2dc6c2dc52 [R] enable R compile
[R] Enable R build for windows and linux
2016-01-16 10:24:02 -08:00
tqchen
e8f6f3b541 some initial try of cachefiles 2015-04-15 15:15:23 -07:00
tqchen
5f902982f2 compile with dmlc 2015-04-05 11:26:06 -07:00
tqchen
902f84cf4a ok 2015-01-19 08:37:17 -08:00
Tianqi Chen
748389f052 fix win compile 2015-01-19 00:29:03 -08:00
Tianqi Chen
f22ee7cb61 windows changes 2015-01-18 22:54:01 -08:00