Commit Graph
339 Commits
Author SHA1 Message Date
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 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 a461a9a90a Define lazy isinstance for Python compat. (#5364)
* Avoid importing datatable.
* Fix #5363.
2020-02-26 14:23:33 +08:00
Jiaming Yuan 0fd455e162 Restore loading model from buffer. (#5360) 2020-02-26 11:30:13 +08:00
Jiaming Yuan e0509b3307 Fix pruner. (#5335)
* Honor the tree depth.
* Prevent pruning pruned node.
2020-02-25 08:32:46 +08:00
Jiaming Yuan 655cf17b60 Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
Philip Hyunsu Cho cfae247231 Fix a small typo in sklearn.py that broke multiple eval metrics (#5341) 2020-02-22 19:02:37 +08:00
Jiaming Yuan e433a379e4 Fix changing locale. (#5314)
* Fix changing locale.

* Don't use locale guard.

As number parsing is implemented in house, we don't need locale.

* Update doc.
2020-02-17 11:31:13 +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
Rory Mitchell 24ad9dec0b Testing hist_util (#5251)
* Rank tests

* Remove categorical split specialisation

* Extend tests to multiple features, switch to WQSketch

* Add tests for SparseCuts

* Add external memory quantile tests, fix some existing tests
2020-02-14 14:36:43 +13:00
Jiaming Yuan 911a902835 Merge model compatibility fixes from 1.0rc branch. (#5305)
* Port test model compatibility.
* Port logit model fix.

https://github.com/dmlc/xgboost/pull/5248
https://github.com/dmlc/xgboost/pull/5281
2020-02-13 20:41:58 +08:00
Jiaming Yuan a5cc112eea Export JSON config in get_params. (#5256) 2020-02-03 12:46:51 +08:00
Jiaming Yuan ed0216642f Avoid dask test fixtures. (#5270)
* Fix Travis OSX timeout.

* Fix classifier.
2020-02-03 12:39:20 +08:00
Jiaming Yuan 472ded549d Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Jiaming Yuan ef19480eda Add dart to JSON schema. (#5218)
* Add dart to JSON schema.

* Use spaces instead of tab.
2020-01-28 13:29:09 +08:00
Jiaming Yuan 40680368cf Add constraint parameters to Scikit-Learn interface. (#5227)
* Add document for constraints.

* Fix a format error in doc for objective function.
2020-01-25 11:12:02 +08:00
OrdoAbChaoandJiaming Yuan b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Jiaming Yuan 1891cc766d Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell 9c56480c61 Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
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
K.O 018df6004e Fix feature_name crated from int64index dataframe. (#5081) 2019-12-30 12:26:22 +08:00
Jiaming Yuan 6848d0426f Clean up Python 2 compatibility code. (#5161) 2019-12-27 18:34:53 +08:00
Jiaming Yuan ced3660f60 Tests for empty dmatrix. (#5159) 2019-12-26 11:51:54 +08:00
Jiaming Yuan 298ebe68ac [Breaking] Remove learning_rates in Python. (#5155)
* Remove `learning_rates`.

It's been deprecated since we have callback.

* Set `before_iteration` of `reset_learning_rate` to False to preserve 
  the initial learning rate, and comply to the term "reset".

Closes #4709.

* Tests for various `tree_method`.
2019-12-24 14:25:48 +08:00
Jiaming Yuan 0202e04a8e Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +08:00
Jiaming Yuan 1d0ca49761 Example JSON model parser and Schema. (#5137) 2019-12-23 19:47:35 +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 64af1ecf86 [Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Rory Mitchell e3c34c79be External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Jiaming Yuan 761e938dbe Support dask dataframe as y for classifier. (#5077)
* Support dask dataframe as y for classifier.

* Lint.
2019-12-02 11:53:30 +08:00
Jiaming Yuan a4f5c86276 Allow using RandomState object from Numpy in sklearn interface. (#5049) 2019-11-19 10:56:39 +08:00
Jiaming Yuan 97abcc7ee2 Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +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 7e72a12871 Don't set_params at the end of set_state. (#4947)
* Don't set_params at the end of set_state.

* Also fix another issue found in dask prediction.

* Add note about prediction.

Don't support other prediction modes at the moment.
2019-10-15 10:08:26 -04:00
Jiaming Yuan 2ebdec8aa6 Fix dask prediction. (#4941)
* Fix dask prediction.

* Add better error messages for wrong partition.
2019-10-14 23:19:34 -04:00
Philip Hyunsu Cho f7487e4c2a [CI] Run cuDF tests in Jenkins CI server (#4927) 2019-10-13 00:04:54 -04:00
Jiaming Yuan 4bbf062ed3 [Breaking] Update sklearn interface. (#4929)
* Remove nthread, seed, silent. Add tree_method, gpu_id, num_parallel_tree. Fix #4909.
* Check data shape. Fix #4896.
* Check element of eval_set is tuple. Fix #4875
*  Add doc for random_state with hogwild. Fixes #4919
2019-10-12 02:50:09 -04:00
Jiaming Yuan 6c9b6f11da Use cudf.concat explicitly. (#4918)
* Use `cudf.concat` explicitly.

* Add test.
2019-10-10 16:02:10 +13:00
Jiaming Yuan b8433c455a Rewrite Dask interface. (#4819) 2019-09-25 01:30:14 -04:00
Jiaming Yuan 5374f52531 Complete cudf support. (#4850)
* Handles missing value.
* Accept all floating point and integer types.
* Move to cudf 9.0 API.
* Remove requirement on `null_count`.
* Arbitrary column types support.
2019-09-16 23:52:00 -04:00
Jiaming Yuan 6e6216ad67 Skip related tests when sklearn is not installed. (#4791) 2019-08-21 00:32:52 -04:00
Jiaming Yuan 9700776597 Cudf support. (#4745)
* Initial support for cudf integration.

* Add two C APIs for consuming data and metainfo.

* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.

* Add FromDeviceColumnar for consuming device data.

* Add new MetaInfo::SetInfo for consuming label, weight etc.
2019-08-19 16:51:40 +12:00
Evan Kepner 53d4272c2a add os.PathLike support for file paths to DMatrix and Booster Python classes (#4757) 2019-08-15 04:46:25 -04:00
Xu Xiao ef9af33a00 [HOTFIX] distributed training with hist method (#4716)
* add parallel test for hist.EvalualiteSplit

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* update test_openmp.py

* fix OMP schedule policy

* fix clang-tidy

* add logging: total_num_bins

* fix

* fix

* test

* replace guided OPENMP policy with static in updater_quantile_hist.cc
2019-08-13 11:27:29 -07:00