* Multi-GPU HostDeviceVector.
- HostDeviceVector instances can now span multiple devices, defined by GPUSet struct
- the interface of HostDeviceVector has been modified accordingly
- GPU objective functions are now multi-GPU
- GPU predicting from cache is now multi-GPU
- avoiding omp_set_num_threads() calls
- other minor changes
* add back train method but mark as deprecated
* add back train method but mark as deprecated
* fix scalastyle error
* fix scalastyle error
* change version of jvm to keep consistent with other pkgs
* add back train method but mark as deprecated
* add back train method but mark as deprecated
* fix scalastyle error
* fix scalastyle error
* update default spark version to 2.3
* add back train method but mark as deprecated
* add back train method but mark as deprecated
* fix scalastyle error
* fix scalastyle error
* add back libsvm notes
* Now `make pippack` works without any manual action: it will produce
xgboost-[version].tar.gz, which one can use by typing
`pip3 install xgboost-[version].tar.gz`.
* Detect OpenMP-capable compilers (clang, gcc-5, gcc-7) on MacOS
* 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
* Extended monotonic constraints support to 'hist' tree method.
* Added monotonic constraints tests.
* Fix the signature of NoConstraint::CalcSplitGain()
* Document monotonic constraint support in 'hist'
* Update signature of Update to account for latest refactor
* Support CSV file in DMatrix
We'd just need to expose the CSV parser in dmlc-core to the Python wrapper
* Revert extra code; document existing CSV support
CSV support is already there but undocumented
* Add notice about categorical features
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.
- replacement was performed in the learner, boosters, predictors,
updaters, and objective functions
- only interfaces used in training were replaced;
interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
such as using HostDeviceVector in prediction cache
* HostDeviceVector-based interfaces for custom objective function example plugin.
* Fix doc build
ReadTheDocs build has been broken for a while due to incompatibilities between
commonmark, recommonmark, and sphinx. See:
* "Recommonmark not working with Sphinx 1.6"
https://github.com/rtfd/recommonmark/issues/73
* "CommonMark 0.6.0 breaks compatibility"
https://github.com/rtfd/recommonmark/issues/24
For now, we fix the versions to get the build working again
* Fix search bar
* added mingw64 installation instruction, and library file copy.
* Change all `libxgboost.dll` to `xgboost.dll`
On Windows, the library file is called `xgboost.dll`, not `libxgboost.dll` as in the build doc previously
In line 461, the "size_t offset = 0;" should be declared before any calculation, otherwise will cause compilation error.
```
I:\Libraries\xgboost\src\c_api\c_api.cc(416): error C2146: Missing ";" before "offset" [I:\Libraries\xgboost\build\objxgboost.vcxproj]
```
* Add interaction effects and cox loss
* Minimize whitespace changes
* Cox loss now no longer needs a pre-sorted dataset.
* Address code review comments
* Remove mem check, rename to pred_interactions, include bias
* Make lint happy
* More lint fixes
* Fix cox loss indexing
* Fix main effects and tests
* Fix lint
* Use half interaction values on the off-diagonals
* Fix lint again
