254 Commits

Author SHA1 Message Date
Jiaming Yuan
e1a2c1bbb3
[EM] Merge GPU partitioning with histogram building. (#10766)
- Stop concatenating pages if there's no subsampling.
- Use a single iteration for histogram build and partitioning.
2024-08-31 03:25:37 +08:00
Jiaming Yuan
61dd854a52
[EM] Refactor GPU histogram builder. (#10764)
- Expose the maximum number of cached nodes to be consistent with the CPU implementation. Also easier for testing.
- Extract the subtraction trick for easier testing.
- Split up the `GradientQuantiser` to avoid circular dependency.
2024-08-30 02:39:14 +08:00
Jiaming Yuan
4fe67f10b4
[EM] Have one partitioner for each batch. (#10760)
- Initialize one partitioner for each batch.
- Collect partition size during initialization.
- Support base ridx in the finalization.
2024-08-29 01:35:17 +08:00
Jiaming Yuan
d6ebcfb032
[EM] Support CPU quantile objective for external memory. (#10751) 2024-08-27 04:16:57 +08:00
Jiaming Yuan
142bdc73ec
[EM] Support SHAP contribution with QDM. (#10724)
- Add GPU support.
- Add external memory support.
- Update the GPU tree shap.
2024-08-22 05:25:10 +08:00
Jiaming Yuan
2258bc870d
Add more tests and doc for QDM. (#10692) 2024-08-16 23:30:04 +08:00
Jiaming Yuan
827d0e8edb
[breaking] Bump Python requirement to 3.10. (#10434)
- Bump the Python requirement.
- Fix type hints.
- Use loky to avoid deadlock.
- Workaround cupy-numpy compatibility issue on Windows caused by the `safe` casting rule.
- Simplify the repartitioning logic to avoid dask errors.
2024-07-30 17:31:06 +08:00
Jiaming Yuan
e8a962575a
[EM] Allow staging ellpack on host for GPU external memory. (#10488)
- New parameter `on_host`.
- Abstract format creation and stream creation into policy classes.
2024-06-28 04:42:18 +08:00
Jiaming Yuan
73afef1a6e
Fixes for numpy 2.0. (#10252) 2024-05-07 03:54:32 +08:00
github-actions[bot]
2925cebdca
[CI] Use latest RAPIDS; Pandas 2.0 compatibility fix (#10175)
* [CI] Update RAPIDS to latest stable

* [CI] Use rapidsai stable channel; fix syntax errors in Dockerfile.gpu

* Don't combine astype() with loc()

* Work around https://github.com/dmlc/xgboost/issues/10181

* Fix formatting

* Fix test

---------

Co-authored-by: hcho3 <hcho3@users.noreply.github.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2024-04-15 13:38:53 -07:00
Jiaming Yuan
e14c3b9325
Optional normalization for learning to rank. (#10094) 2024-03-08 12:41:21 +08:00
Jiaming Yuan
69a17d5114
Fix with None input. (#10052) 2024-02-20 22:34:22 +08:00
Jiaming Yuan
54b71c8fba
Fix with black 24.1.1. (#10014) 2024-01-30 17:24:11 +08:00
Philip Hyunsu Cho
c8f5d190c6
[CI] Stop Windows pipeline upon a failing pytest (#10003) 2024-01-24 22:54:21 -08:00
Jiaming Yuan
d12cc1090a
Refactor tests for training continuation. (#9997) 2024-01-24 16:07:19 +08:00
Jiaming Yuan
9f73127a23
Cleanup Python GPU tests. (#9934)
* Cleanup Python GPU tests.

- Remove the use of `gpu_hist` and `gpu_id` in cudf/cupy tests.
- Move base margin test into the testing directory.
2024-01-04 13:15:18 +08:00
Jiaming Yuan
c3a0622b49
Fix using categorical data with the score function of ranker. (#9753) 2023-11-07 07:29:11 +08:00
Jiaming Yuan
adea842c83
Fix inplace predict with fallback when base margin is used. (#9536)
- Copy meta info from proxy DMatrix.
- Use `std::call_once` to emit less warnings.
2023-09-05 01:04:24 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
19b59938b7
Convert input to str for hypothesis note. (#9480) 2023-08-15 02:27:58 +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
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Jiaming Yuan
275da176ba
Document for device ordinal. (#9398)
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
2023-07-22 15:26:29 +08:00
Jiaming Yuan
0a07900b9f
Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Jiaming Yuan
9da5050643
Turn warning messages into Python warnings. (#9387) 2023-07-15 07:46:43 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
Jiaming Yuan
39390cc2ee
[breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan
ee6809e642
Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Jiaming Yuan
9fbde21e9d
Rework the precision metric. (#9222)
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
2023-06-02 20:49:43 +08:00
Jiaming Yuan
3913ff470f
Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
5891f752c8
Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Jiaming Yuan
f186c87cf9
Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
7eba285a1e
Support sklearn cross validation for ranker. (#8859)
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
2023-03-07 00:22:08 +08:00
Jiaming Yuan
228a46e8ad
Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
6a892ce281
Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Rory Mitchell
69a50248b7
Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
Philip Hyunsu Cho
6d8afb2218
[CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -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
457f704e3d
Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
8a16944664
Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Rory Mitchell
7214a45e83
Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Jiaming Yuan
0e61ba57d6
Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
d6018eb4b9
Remove all use of DeviceQuantileDMatrix. (#8665) 2023-01-17 00:04:10 +08:00
Jiaming Yuan
badeff1d74
Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Jiaming Yuan
40343c8ee1
Test dask demos. (#8557)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-12-13 18:37:31 +08:00
Jiaming Yuan
157e98edf7
Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00