501 Commits

Author SHA1 Message Date
Jiaming Yuan
d625dc2047
Work around nvcc error. (#7673) 2022-02-19 01:41:46 +08:00
Jiaming Yuan
711f7f3851
Avoid std::terminate for R package. (#7661)
This is part of CRAN policies.
2022-02-17 01:27:20 +08:00
Jiaming Yuan
0d0abe1845
Support optimal partitioning for GPU hist. (#7652)
* Implement `MaxCategory` in quantile.
* Implement partition-based split for GPU evaluation.  Currently, it's based on the existing evaluation function.
* Extract an evaluator from GPU Hist to store the needed states.
* Added some CUDA stream/event utilities.
* Update document with references.
* Fixed a bug in approx evaluator where the number of data points is less than the number of categories.
2022-02-15 03:03:12 +08:00
Jiaming Yuan
2369d55e9a
Add tests for prediction cache. (#7650)
* Extract the test from approx for other tree methods.
* Add note on how it works.
2022-02-15 00:28:00 +08:00
Jiaming Yuan
2775c2a1ab
Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +08:00
Jiaming Yuan
e060519d4f
Avoid regenerating the gradient index for approx. (#7591) 2022-01-26 21:41:30 +08:00
Jiaming Yuan
5d7818e75d
Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan
6967ef7267
Remove omp_get_max_threads in objective. (#7589) 2022-01-24 04:35:49 +08:00
Jiaming Yuan
deab0e32ba
Validate out of range categorical value. (#7576)
* Use float in CPU categorical set to preserve the input value.
* Check out of range values.
2022-01-18 20:16:19 +08:00
Jiaming Yuan
a1bcd33a3b
[breaking] Change internal model serialization to UBJSON. (#7556)
* Use typed array for models.
* Change the memory snapshot format.
* Add new C API for saving to raw format.
2022-01-16 02:11:53 +08:00
Jiaming Yuan
e5e47c3c99
Clarify the behavior of invalid categorical value handling. (#7529) 2022-01-13 16:11:52 +08:00
Philip Hyunsu Cho
20c0d60ac7
Restore functionality of max_depth=0 in hist (#7551)
* Restore functionality of max_depth=0 in hist

* Add test case
2022-01-11 01:37:44 +08:00
Jiaming Yuan
001503186c
Rewrite approx (#7214)
This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.

The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
2022-01-10 21:15:05 +08:00
Jiaming Yuan
eea094e1bc
Remove some warnings from clang. (#7533)
* Unused variable.
* Unnecessary virtual function.
2022-01-05 03:28:21 +08:00
Ikko Ashimine
5516281881
Fix typo in tree_model.cc (#7539)
occurance -> occurrence
2021-12-30 20:12:25 +08:00
Ginko Balboa
29bfa94bb6
Fix external memory with gpu_hist and subsampling combination bug. (#7481)
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.

fix #7476

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-12-24 11:15:35 +08:00
Jiaming Yuan
7f399eac8b
Use double for GPU Hist node sum. (#7507) 2021-12-22 08:41:35 +08:00
Jiaming Yuan
9ab73f737e
Extract Sketch Entry from hist maker. (#7503)
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
2021-12-18 05:36:56 +08:00
Jiaming Yuan
01152f89ee
Remove unused parameters. (#7499) 2021-12-09 14:24:51 +08:00
Jiaming Yuan
eee527d264
Add approx partitioner. (#7467) 2021-11-27 15:22:06 +08:00
Jiaming Yuan
176110a22d
Support external memory in CPU histogram building. (#7372) 2021-11-23 01:13:33 +08:00
Jiaming Yuan
b0015fda96
Fix R CRAN failures. (#7404)
* Remove hist builder dtor.

* Initialize values.

* Tolerance.

* Remove the use of nthread in col maker.
2021-11-16 10:51:12 +08:00
Jiaming Yuan
d4274bc556
Fix typo. (#7433) 2021-11-15 01:28:11 +08:00
Jiaming Yuan
d7d1b6e3a6
CPU evaluation for cat data. (#7393)
* Implementation for one hot based.
* Implementation for partition based. (LightGBM)
2021-11-06 14:41:35 +08:00
Jiaming Yuan
b06040b6d0
Implement a general array view. (#7365)
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
2021-11-05 04:16:11 +08:00
Jiaming Yuan
4100827971
Pass infomation about objective to tree methods. (#7385)
* Define the `ObjInfo` and pass it down to every tree updater.
2021-11-04 01:52:44 +08:00
Jiaming Yuan
ccdabe4512
Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan
a55d43ccfd
Add test for invalid categorical data values. (#7380)
* Add test for invalid categorical data values.

* Add check during sketching.
2021-11-02 18:00:52 +08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
8d7c6366d7
Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan
8e619010d0
Extract CPUExpandEntry and HistParam. (#7321)
* Remove kRootNid.
* Check for empty hessian.
2021-10-17 14:22:25 +08:00
Jiaming Yuan
a7d0c66457
Remove unused code. (#7293) 2021-10-12 15:04:41 +08:00
Jiaming Yuan
c311a8c1d8
Enable compiling with system cub. (#7232)
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
2021-09-17 14:28:18 +08:00
Jiaming Yuan
22d56cebf1
Encode pandas categorical data automatically. (#7231) 2021-09-17 11:09:55 +08:00
Jiaming Yuan
3515931305
Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Jiaming Yuan
7a1d67f9cb
[breaking] Use integer atomic for GPU histogram. (#7180)
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.

    [breaking] Drop non-deterministic histogram.
    Use fixed point for shared memory.

This PR is to improve the performance of GPU Hist. 

Co-authored-by: Andy Adinets <aadinets@nvidia.com>
2021-08-28 05:17:05 +08:00
Jiaming Yuan
ee8d1f5ed8
Fix histogram truncation. (#7181)
* Fix truncation.

* Lint.

* lint.
2021-08-24 18:34:32 -07:00
Jiaming Yuan
bf562bd33c
Remove unused code. (#7175) 2021-08-18 14:02:19 +08:00
Jiaming Yuan
149f209af6
Extract histogram builder from CPU Hist. (#7152)
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
2021-08-09 21:15:21 +08:00
Robert Maynard
1a75f43304
Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +08:00
ShvetsKS
caa9e527dd
Remove extra sync for dense data (#7120)
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
2021-07-22 19:02:31 +08:00
Jiaming Yuan
e6088366df
Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan
bd1f3a38f0
Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan
689eb8f620
Check external memory support for exact tree method. (#7088) 2021-07-08 02:12:57 +08:00
Jiaming Yuan
615ab2b03e
Extract evaluate splits from CPU hist. (#7079)
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
2021-07-07 15:16:25 +08:00
Jiaming Yuan
1cd20efe68
Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Jiaming Yuan
1c8fdf2218
Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +08:00
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053)
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
2021-06-25 19:02:46 +08:00
Jiaming Yuan
bbfffb444d
Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +08:00
Jiaming Yuan
29f8fd6fee
Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00