393 Commits

Author SHA1 Message Date
Rory Mitchell
7e32af5c21
Wide dataset quantile performance improvement (#5306) 2020-02-16 10:24:42 +13:00
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
29eeea709a
Pass shared pointer instead of raw pointer to Learner. (#5302)
Extracted from https://github.com/dmlc/xgboost/pull/5220 .
2020-02-11 14:16:38 +08:00
Rong Ou
e4b74c4d22
Gradient based sampling for GPU Hist (#5093)
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
2020-02-04 10:31:27 +08:00
Philip Hyunsu Cho
fa26313feb
Remove use of std::cout from R package (#5261) 2020-02-01 05:52:19 -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
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00
Philip Hyunsu Cho
b513dcd352
Support FreeBSD (#5233)
* Fix build on FreeBSD

* Use __linux__ macro
2020-01-27 22:19:16 -08:00
Philip Hyunsu Cho
2a071cebc5 Add CMake option to run Undefined Behavior Sanitizer (UBSan) (#5211)
* Fix related errors.
2020-01-20 16:57:44 +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
Rory Mitchell
87ebfc1315
Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Jiaming Yuan
ee287808fb
Lazy initialization of device vector. (#5173)
* Lazy initialization of device vector.

* Fix #5162.

* Disable copy constructor of HostDeviceVector.  Prevents implicit copying.

* Fix CPU build.

* Bring back move assignment operator.
2020-01-07 11:23:05 +08:00
Jiaming Yuan
2b9a62a806
Throw error when not compiled with NCCL. (#5170) 2020-01-07 11:15:19 +08:00
Egor Smirnov
7b17e76c5b Optimized EvaluateSplut function (#5138)
* Add block based threading utilities.
2019-12-31 18:18:42 +08:00
sriramch
ee81ba8e1f implementation of map ranking algorithm on gpu (#5129)
* - implementation of map ranking algorithm
  - also effected necessary suggestions mentioned in the earlier ranking pr's
  - made some performance improvements to the ndcg algo as well
2019-12-27 12:05:37 +13:00
Jiaming Yuan
208ab3b1ff
Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Rory Mitchell
c7cc657a4d
Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Jiaming Yuan
e089e16e3d
Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Rory Mitchell
979f74d51a
Group builder modified for incremental building (#5098) 2019-12-10 14:33:56 +13:00
Jiaming Yuan
2dcb62ddfb
Add IO utilities. (#5091)
* Add fixed size stream for reading model stream.
* Add file extension.
2019-12-05 22:15:34 +08:00
Jiaming Yuan
f5e13dcb9b
Implement training observer. (#5088) 2019-12-05 11:12:20 +08:00
Jiaming Yuan
f0ca53d9ec
Convenient methods for JSON integer. (#5089)
* Fix parsing empty object.
2019-12-05 11:01:12 +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
Rong Ou
0afcc55d98 Support multiple batches in gpu_hist (#5014)
* Initial external memory training support for GPU Hist tree method.
2019-11-16 14:50:20 +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
Sebastian
886bf93ba4 fix: reset hit counter for next batch (#5035) 2019-11-14 10:22:02 +08:00
Philip Hyunsu Cho
f4e7b707c9
Revert #4529 (#5008)
* Revert " Optimize ‘hist’ for multi-core CPU (#4529)"

This reverts commit 4d6590be3c9a043d44d9e4fe0a456a9f8179ec72.

* Fix build
2019-11-12 09:35:03 -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
6ec7e300bd
Fix external memory race in colmaker. (#4980)
* Move `GetColDensity` out of omp parallel block.
2019-10-25 04:11:13 -04:00
Jiaming Yuan
f24be2efb4 Use configure_file() to configure version only (#4974)
* Avoid writing build_config.h

* Remove build_config.h all together.

* Lint.
2019-10-22 23:47:00 -07:00
Rong Ou
5b1715d97c Write ELLPACK pages to disk (#4879)
* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable
2019-10-22 23:44:32 -04:00
sriramch
310fe60b35 Pairwise ranking objective implementation on gpu (#4873)
* - pairwise ranking objective implementation on gpu
   - there are couple of more algorithms (ndcg and map) for which support will be added
     as follow-up pr's
   - with no label groups defined, get gradient is 90x faster on gpu (120m instance
     mortgage dataset)
   - it can perform by an order of magnitude faster with ~ 10 groups (and adequate cores
     for the cpu implementation)

* Add JSON config to rank obj.
2019-10-22 23:40:07 -04:00
Jiaming Yuan
5620322a48
[Breaking] Add global versioning. (#4936)
* Use CMake config file for representing version.

* Generate c and Python version file with CMake.

The generated file is written into source tree.  But unless XGBoost upgrades
its version, there will be no actual modification.  This retains compatibility
with Makefiles for R.

* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
2019-10-22 23:27:26 -04:00
Jiaming Yuan
7e477a2adb
Fix data loading (#4862)
* Fix loading text data.
* Fix config regex.
* Try to explain the error better in exception.
* Update doc.
2019-10-22 12:33:14 -04:00
Jiaming Yuan
4771bb0d41
Catch exception in transform function omp context. (#4960) 2019-10-21 17:03:38 +08:00
Jiaming Yuan
ae536756ae
Add Model and Configurable interface. (#4945)
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
2019-10-18 01:56:02 -04:00
Jiaming Yuan
b61d534472
Span: use size_t' for index_type, add front' and `back'. (#4935)
* Use `size_t' for index_type.  Add `front' and `back'.

* Remove a batch of `static_cast'.
2019-10-14 09:13:33 -04:00
Jiaming Yuan
3d46bd0fa5
Ignore columnar alignment requirement. (#4928)
* Better error message for wrong type.
* Fix stride size.
2019-10-13 06:41:43 -04:00
Rory Mitchell
aefb1e5c2f
Resolve dask performance issues (#4914)
* Set dask client.map as impure function

* Remove nrows

* Remove slow check in verbose mode
2019-10-10 16:01:30 +13:00
Jiaming Yuan
095de3bf5f
Export c++ headers in CMake installation. (#4897)
* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-10-06 23:53:09 -04:00
Rong Ou
562bb0ae31 remove device shards (#4867) 2019-09-25 13:15:46 +08:00
Jiaming Yuan
a40b72d127
Workaround isnan across different environments. (#4883) 2019-09-23 21:34:27 -04:00
Jiaming Yuan
57106a3459
Fix parsing empty json object. (#4868)
* Fix parsing empty json object.

* Better error message.
2019-09-18 03:31:46 -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
Rong Ou
125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -04:00
Chen Qin
512f037e55 [rabit_bootstrap_cache ] failed xgb worker recover from other workers (#4808)
* Better recovery support.  Restarting only the failed workers.
2019-09-16 23:31:52 -04:00
Jiaming Yuan
52d44e07fe
monitor for distributed envorinment. (#4829)
* Collect statistics from other ranks in monitor.

* Workaround old GCC bug.
2019-09-05 13:18:09 +08:00
Rong Ou
733ed24dd9 further cleanup of single process multi-GPU code (#4810)
* use subspan in gpu predictor instead of copying
* Revise `HostDeviceVector`
2019-08-30 05:27:23 -04:00
Rong Ou
38ab79f889 Make HostDeviceVector single gpu only (#4773)
* Make HostDeviceVector single gpu only
2019-08-26 09:51:13 +12:00