8 Commits

Author SHA1 Message Date
Jiaming Yuan
c311a8c1d8
Enable compiling with system cub. (#7232)
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
2021-09-17 14:28:18 +08:00
Robert Maynard
1a75f43304
Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +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
44cc9c04ea
Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
1b26a2a561
Copy output data for argsort. (#6866)
Fix GPU AUC.
2021-04-16 21:05:01 +08:00
Jiaming Yuan
905fdd3e08
Fix typos in AUC. (#6795) 2021-03-31 16:35:42 +08:00
Jiaming Yuan
138fe8516a
Remove unnecessary calls to iota. (#6797) 2021-03-31 15:27:23 +08:00
Jiaming Yuan
bcc0277338
Re-implement ROC-AUC. (#6747)
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
2021-03-20 16:52:40 +08:00