Commit Graph
965 Commits
Author SHA1 Message Date
Jiaming Yuan e88ac9cc54 [dask] Extend tree stats tests. (#7128)
* Add tests to GPU.
* Assert cover in children sums up to the parent.
2021-07-27 12:22:13 +08:00
Jiaming Yuan 778135f657 Fix parameter loading with training continuation. (#7121)
* Add a demo for training continuation.
2021-07-23 10:51:47 +08:00
ShvetsKSandSHVETS, KIRILL <kirill.shvets@intel.com> 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
Philip Hyunsu Cho 2801d69fb7 [CI] Pin libomp to 11.1.0 (#7107) 2021-07-15 11:16:51 +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
Jiaming Yuan 77f6cf2d13 Support hessian in host sketch container. (#7081)
Prepare for migrating approx onto hist's codebase.
2021-07-08 16:33:58 +08:00
Jiaming Yuan 84d359efb8 Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan 5d7cdf2e36 [Breaking] Rename Quantile DMatrix C API. (#7082)
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
2021-07-08 11:34:14 +08:00
Jiaming Yuan c766f143ab Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +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 f937f514aa Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan d7e1fa7664 Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan ffa66aace0 Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065)
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
2021-07-02 13:10:36 +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 YuanandPhilip Hyunsu Cho 663136aa08 Implement feature score for linear model. (#7048)
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-06-25 14:34:02 +08:00
Philip Hyunsu Cho b2d300e727 [CI] Upgrade to CMake 3.14 (#7060)
* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x
2021-06-24 18:07:24 -07:00
Jiaming Yuan 1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan da1ad798ca Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan 29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan 7968c0d051 Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00
Jiaming Yuan 86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043)
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
2021-06-18 13:06:52 +08:00
Jiaming Yuan 7dd29ffd47 Implement feature score in GBTree. (#7041)
* Categorical data support.
* Eliminate text parsing during feature score computation.
2021-06-18 11:53:16 +08:00
Jiaming YuanandPhilip Hyunsu Cho dcd84b3979 [CI] Configure RAPIDS, dask, modin (#7033)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-06-18 10:27:51 +08:00
Jiaming Yuan d9799b09d0 Categorical data support for cuDF. (#7042)
* Add support in DMatrix.
* Add support in DQM, except for iterator.
2021-06-17 13:54:33 +08:00
ShvetsKSandKirill Shvets 2567404ab6 Simplify sparse and dense CPU hist kernels (#7029)
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-11 18:26:30 +08:00
jmoralez 25514e104a [dask] speed up tests (#7020) 2021-06-11 11:43:01 +08:00
Jiaming YuanandShvets Kirill f79cc4a7a4 Implement categorical prediction for CPU and GPU predict leaf. (#7001)
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
2021-06-11 10:11:45 +08:00
Jiaming Yuan 72f9daf9b6 Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan 7beb2f7fae Hide symbols in CI build + hide symbols for C and CUDA (#6798)
* Hide symbols in CI build.
* Hide symbols for other languages.
2021-06-04 02:35:46 +08:00
Jiaming Yuan c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
ShvetsKSandKirill Shvets 5cdaac00c1 Remove feature grouping (#7018)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-03 04:35:26 +08:00
Philip Hyunsu Cho 05db6a6c29 [CI] Upgrade cuDF and RMM to 21.06 nightly (#7012)
* [CI] Upgrade cuDF and RMM to 21.06 nightly

* Trim outdated test cases

* Pin Dask version to 2021.05.0 for now
2021-06-02 11:59:30 -07:00
ShvetsKSandKirill Shvets 57c732655e Merge lossgude and depthwise strategies for CPU hist (#7007)
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-06-03 01:49:43 +08:00
Jiaming Yuan ee4f51a631 Support for all primitive types from array. (#7003)
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
2021-06-01 08:34:48 +08:00
ShvetsKSandKirill Shvets 55b823b27d Reduce 'InitSampling' complexity and set gradients to zero (#6922)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-05-29 04:52:23 +08:00
Jiaming Yuan 89a49cf30e Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan ab6fd304c4 [Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan 29d6a5e2b8 [CI] Move appveyor tests to action (#6986)
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
2021-05-27 04:49:45 +08:00
Jiaming Yuan 86e60e3ba8 Guard against index error in prediction. (#6982)
* Remove `best_ntree_limit` from documents.
2021-05-25 23:24:59 +08:00
Philip Hyunsu Cho c6d87e5e18 [CI] Remove stray build artifact to avoid error in artifact packaging (#6994) 2021-05-25 19:48:27 +08:00
Jiaming Yuan 6e52aefb37 Revert OMP guard. (#6987)
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
2021-05-25 08:56:28 +08:00
Jiaming Yuan d245bc891e Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan 44cc9c04ea Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan 05ac415780 [dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Andrew Ziemandfis 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