This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
- Add a test for blocking calls.
- Do not require the queue to be empty after waking up; this frees up the thread to answer blocking calls.
- Handle EOF in read.
- Improve the error message in the result. Allow concatenation of multiple results.
* Update collective implementation.
- Cleanup resource during `Finalize` to avoid handling threads in destructor.
- Calculate the size for allgather automatically.
- Use simple allgather for small (smaller than the number of worker) allreduce.
- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.
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Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
* Fix pairwise objective with NDCG metric.
- Allow setting `ndcg_exp_gain` for `rank:pairwise`.
This is useful when using pairwise for objective but ndcg for metric.
- Implement a columnar adapter.
- Refactor Python pandas handling code to avoid converting into a single numpy array.
- Add support in R for transforming columns.
- Support R data.frame and factor type.
* Cleanup code for distributed training.
- Merge `GetNcclResult` into nccl stub.
- Split up utilities from the main dask module.
- Let Channel return `Result` to accommodate nccl channel.
- Remove old `use_label_encoder` parameter.
* Change default metric for gamma regression to deviance.
- Cleanup the gamma implementation.
- Use deviance instead since the objective is derived from deviance.