494 Commits

Author SHA1 Message Date
Jiaming Yuan
1caa93221a
Use realloc for histogram cache and expose the cache limit. (#9455) 2023-08-10 14:05:27 +08:00
Jiaming Yuan
f05a23b41c
Use weakref instead of id for DataIter cache. (#9445)
- Fix case where Python reuses id from freed objects.
- Small optimization to column matrix with QDM by using `realloc` instead of copying data.
2023-08-10 00:40:06 +08:00
Jiaming Yuan
f05294a6f2
Fix clang warnings. (#9447)
- static function in header. (which is marked as unused due to translation unit
visibility).
- Implicit copy operator is deprecated.
- Unused lambda capture.
- Moving a temporary variable prevents copy elision.
2023-08-09 15:34:45 +08:00
Philip Hyunsu Cho
7ce090e775
Handle UTF-8 paths correctly on Windows platform (#9443)
* Fix round-trip serialization with UTF-8 paths

* Add compiler version check

* Add comment to C API functions

* Add Python tests

* [CI] Updatre MacOS deployment target

* Use std::filesystem instead of dmlc::TemporaryDirectory
2023-08-07 23:27:25 -07:00
Jiaming Yuan
97fd5207dd
Use lambda function in ParallelFor2D. (#9441) 2023-08-08 14:04:46 +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
1332ff787f
Unify the code path between local and distributed training. (#9433)
This removes the need for a local histogram space during distributed training, which cuts the cache size by half.
2023-08-03 21:46:36 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427)
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
2023-08-02 18:28:26 +08:00
Jiaming Yuan
912e341d57
Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Rong Ou
7579905e18
Retry switching to per-thread default stream (#9416) 2023-07-26 07:09:12 +08:00
Jiaming Yuan
3a9996173e
Revert "Switch to per-thread default stream (#9396)" (#9413)
This reverts commit f7f673b00c15458fb4dd74a2a0d2ba80369c5faf.
2023-07-24 12:03:28 -07:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399)
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
2023-07-24 15:43:03 +08:00
Jiaming Yuan
22b0a55a04
Remove hist builder class. (#9400)
* Remove hist build class.

* Cleanup this stateless class.

* Add comment to thread block.
2023-07-22 10:43:12 +08:00
Jiaming Yuan
dbd5309b55
Fix warning message for device. (#9402) 2023-07-20 23:30:04 +08:00
Rong Ou
f7f673b00c
Switch to per-thread default stream (#9396) 2023-07-20 08:21:00 +08:00
Jiaming Yuan
0a07900b9f
Fix integer overflow. (#9380) 2023-07-15 21:11:02 +08:00
Jiaming Yuan
16eb41936d
Handle the new device parameter in dask and demos. (#9386)
* Handle the new `device` parameter in dask and demos.

- Check no ordinal is specified in the dask interface.
- Update demos.
- Update dask doc.
- Update the condition for QDM.
2023-07-15 19:11:20 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
97ed944209
Unify the hist tree method for different devices. (#9363) 2023-07-11 10:04:39 +08:00
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
Jiaming Yuan
41c6813496
Preserve order of saved updaters config. (#9355)
- Save the updater sequence as an array instead of object.
- Warn only once.

The compatibility is kept, but we should be able to break it as the config is not loaded
in pickle model and it's declared to be not stable.
2023-07-05 20:20:07 +08:00
Jiaming Yuan
645037e376
Improve test coverage with predictor configuration. (#9354)
* Improve test coverage with predictor configuration.

- Test with ext memory.
- Test with QDM.
- Test with dart.
2023-07-05 15:17:22 +08:00
Jiaming Yuan
d0916849a6
Remove unused weight from buffer for cat features. (#9341) 2023-07-04 01:07:09 +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
bc267dd729
Use ptr from mmap for GHistIndexMatrix and ColumnMatrix. (#9315)
* Use ptr from mmap for `GHistIndexMatrix` and `ColumnMatrix`.

- Define a resource for holding various types of memory pointers.
- Define ref vector for holding resources.
- Swap the underlying resources for GHist and ColumnM.
- Add documentation for current status.
- s390x support is removed. It should work if you can compile XGBoost, all the old workaround code does is to get GCC to compile.
2023-06-27 19:05:46 +08:00
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +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
Rong Ou
e70810be8a
Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +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
17fd3f55e9
Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +08:00
Jiaming Yuan
ae7450ce54
Skip optional synchronization in thrust. (#9212) 2023-05-30 17:23:09 +08:00
Jiaming Yuan
03bc6e6427
Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
Rong Ou
5b69534b43
Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Stephan T. Lavavej
7375bd058b
Fix IndexTransformIter. (#9155) 2023-05-12 21:25:54 +08:00
Rong Ou
603f8ce2fa
Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Jiaming Yuan
85988a3178
Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +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
17ff471616
Optimize array interface input. (#9090) 2023-04-28 18:01:58 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Jiaming Yuan
d062a9e009
Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou
ff26cd3212
More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +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
ea04d4c46c
[doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
a05799ed39
Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +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
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5
Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan
f186c87cf9
Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00