311 Commits

Author SHA1 Message Date
Jiaming Yuan
d167892c7e
[dask] Ensure model can be pickled. (#6651) 2021-01-28 21:47:57 +08:00
Jiaming Yuan
740d042255
Add base_margin for evaluation dataset. (#6591)
* Add base margin to evaluation datasets.
* Unify the code base for evaluation matrices.
2021-01-26 02:11:02 +08:00
Jiaming Yuan
4bf23c2391
Specify shape in prediction contrib and interaction. (#6614) 2021-01-26 02:08:22 +08:00
Jiaming Yuan
a275f40267
[dask] Rework base margin test. (#6627) 2021-01-22 17:49:13 +08:00
Jiaming Yuan
7bc56fa0ed
Use simple print in tracker print function. (#6609) 2021-01-21 21:15:43 +08:00
Jiaming Yuan
d6d72de339
Revert ntree limit fix (#6616)
The old (before fix) best_ntree_limit ignores the num_class parameters, which is incorrect. In before we workarounded it in c++ layer to avoid possible breaking changes on other language bindings. But the Python interpretation stayed incorrect. The PR fixed that in Python to consider num_class, but didn't remove the old workaround, so tree calculation in predictor is incorrect, see PredictBatch in CPUPredictor.
2021-01-19 23:51:16 +08:00
Jiaming Yuan
d356b7a071
Restore unknown data support. (#6595) 2021-01-14 04:51:16 +08:00
Jiaming Yuan
89a00a5866
[dask] Random forest estimators (#6602) 2021-01-13 20:59:20 +08:00
Jiaming Yuan
0027220aa0
[breaking] Remove duplicated predict functions, Fix attributes IO. (#6593)
* Fix attributes not being restored.
* Rename all `data` to `X`. [breaking]
2021-01-13 16:56:49 +08:00
Jiaming Yuan
03cd087da1
Remove duplicated DMatrix. (#6592) 2021-01-12 09:36:56 +08:00
Jiaming Yuan
c709f2aaaf
Fix evaluation result for XGBRanker. (#6594)
* Remove duplicated code, which fixes typo `evals_result` -> `evals_result_`.
2021-01-12 09:36:41 +08:00
Jiaming Yuan
78f2cd83d7
Suppress hypothesis health check for dask client. (#6589) 2021-01-11 14:11:57 +08:00
Jiaming Yuan
80065d571e
[dask] Add DaskXGBRanker (#6576)
* Initial support for distributed LTR using dask.

* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
  to avoid duplicated code.
* Define `DaskXGBRanker`.

The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
2021-01-08 18:35:09 +08:00
Jiaming Yuan
96d3d32265
[dask] Add shap tests. (#6575) 2021-01-08 14:59:27 +08:00
Jiaming Yuan
7c9dcbedbc
Fix best_ntree_limit for dart and gblinear. (#6579) 2021-01-08 10:05:39 +08:00
Jiaming Yuan
f5ff90cd87
Support _estimator_type. (#6582)
* Use `_estimator_type`.

For more info, see: https://scikit-learn.org/stable/developers/develop.html#estimator-types

* Model trained from dask can be loaded by single node skl interface.
2021-01-08 10:01:16 +08:00
Jiaming Yuan
60cfd14349
[dask, sklearn] Fix predict proba. (#6566)
* For sklearn:
  - Handles user defined objective function.
  - Handles `softmax`.

* For dask:
  - Use the implementation from sklearn, the previous implementation doesn't perform any extra handling.
2021-01-05 08:29:06 +08:00
Jiaming Yuan
516a93d25c
Fix best_ntree_limit. (#6569) 2021-01-03 05:58:54 +08:00
Jiaming Yuan
5e9e525223
Remove warnings in tests. (#6554) 2020-12-31 13:41:18 +08:00
Jiaming Yuan
de8fd852a5
[dask] Add type hints. (#6519)
* Add validate_features.
* Show type hints in doc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-29 19:41:02 +08:00
Jiaming Yuan
ca3da55de4
Support early stopping with training continuation, correct num boosted rounds. (#6506)
* Implement early stopping with training continuation.

* Add new C API for obtaining boosted rounds.

* Fix off by 1 in `save_best`.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-17 19:59:19 +08:00
Philip Hyunsu Cho
ad1a527709
Enable loading model from <1.0.0 trained with objective='binary:logitraw' (#6517)
* Enable loading model from <1.0.0 trained with objective='binary:logitraw'

* Add binary:logitraw in model compatibility testing suite

* Feedback from @trivialfis: Override ProbToMargin() for LogisticRaw

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-12-16 16:53:46 -08:00
Jiaming Yuan
c5876277a8
Drop saving binary format for memory snapshot. (#6513) 2020-12-17 00:14:57 +08:00
Jiaming Yuan
347f593169
Accept numpy array for DMatrix slice index. (#6368) 2020-12-16 14:42:52 +08:00
Jiaming Yuan
ef4a0e0aac
Fix DMatrix feature names/types IO. (#6507)
* Fix feature names/types IO

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-16 14:24:27 +08:00
Jiaming Yuan
3c3f026ec1
Move metric configuration into booster. (#6504) 2020-12-16 05:35:04 +08:00
ShvetsKS
8139849ab6
Fix handling of print period in EvaluationMonitor (#6499)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2020-12-15 19:20:19 +08:00
Jiaming Yuan
a30461cf87
[dask] Support all parameters in regressor and classifier. (#6471)
* Add eval_metric.
* Add callback.
* Add feature weights.
* Add custom objective.
2020-12-14 07:35:56 +08:00
Jiaming Yuan
47b86180f6
Don't validate feature when number of rows is 0. (#6472) 2020-12-07 18:08:51 +08:00
Jiaming Yuan
d6386e45e8
Fix filtering callable objects in skl xgb param. (#6466)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-05 17:20:36 +08:00
Philip Hyunsu Cho
fb56da5e8b
Add global configuration (#6414)
* Add management functions for global configuration: XGBSetGlobalConfig(), XGBGetGlobalConfig().
* Add Python interface: set_config(), get_config(), and config_context().
* Add unit tests for Python
* Add R interface: xgb.set.config(), xgb.get.config()
* Add unit tests for R

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-12-03 00:05:18 -08:00
Jiaming Yuan
927c316aeb
Fix period in evaluation monitor. (#6441) 2020-11-29 03:18:33 +08:00
Jiaming Yuan
f4ff1c53fd
Fix CLI ranking demo. (#6439)
Save model at final round.
2020-11-29 03:12:06 +08:00
Jiaming Yuan
2ce2a1a4d8
[SKL] Propagate parameters to booster during set_param. (#6416) 2020-11-20 20:37:35 +08:00
Philip Hyunsu Cho
9c9070aea2
Use pytest conventions consistently (#6337)
* Do not derive from unittest.TestCase (not needed for pytest)

* assertRaises -> pytest.raises

* Simplify test_empty_dmatrix with test parametrization

* setUpClass -> setup_class, tearDownClass -> teardown_class

* Don't import unittest; import pytest

* Use plain assert

* Use parametrized tests in more places

* Fix test_gpu_with_sklearn.py

* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls

* Fix test_eta_decay_gpu_hist

* Add parametrized tests for monotone constraints

* Fix test names

* Remove test parametrization

* Revise test_slice to be not flaky
2020-11-19 17:00:15 -08:00
Jiaming Yuan
4ccf92ea34
[dask] Fix union of workers. (#6375) 2020-11-13 16:55:05 +08:00
Jiaming Yuan
fcfeb4959c
Deprecate positional arguments. (#6365)
Deprecate positional arguments in following functions:

- `__init__` for all classes in sklearn module.
- `fit` method for all classes in sklearn module.
- dask interface.
- `set_info` for `DMatrix` class.

Refactor the evaluation matrices handling.
2020-11-13 11:10:30 +08:00
Philip Hyunsu Cho
e5193c21a1
[dask] Allow empty data matrix in AFT survival (#6379)
* [dask] Allow empty data matrix in AFT survival

* Add unit test
2020-11-12 17:49:58 -08:00
Jiaming Yuan
c90f968d92
Update Python documents. (#6376) 2020-11-12 17:51:32 +08:00
Jiaming Yuan
6e12c2a6f8
[dask] Supoort running on GKE. (#6343)
* Avoid accessing `scheduler_info()['workers']`.
* Avoid calling `client.gather` inside task.
* Avoid using `client.scheduler_address`.
2020-11-11 18:04:34 +08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Jiaming Yuan
184e2eac7d
Add period to evaluation monitor. (#6348) 2020-11-10 07:47:48 +08:00
Jiaming Yuan
2cc9662005
Support slicing tree model (#6302)
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-11-02 23:27:39 -08:00
Jiaming Yuan
7756192906
[dask] Fix prediction on DaskDMatrix with multiple meta data. (#6333)
* Unify the meta handling methods.
2020-11-02 19:18:44 -05:00
Jiaming Yuan
6ff331b705
Fix Python callback. (#6320) 2020-10-30 05:03:44 +08:00
Jiaming Yuan
c80657b542
Fix flaky data initialization test. (#6318) 2020-10-30 03:11:22 +08:00
Jiaming Yuan
dfac5f89e9
Group CLI demo into subdirectory. (#6258)
CLI is not most developed interface. Putting them into correct directory can help new users to avoid it as most of the use cases are from a language binding.
2020-10-28 14:40:44 -07:00
Philip Hyunsu Cho
143b278267
Mark flaky tests as XFAIL (#6299)
* Temporarily skip TestGPUUpdaters::test_categorical

* Temporarily skip test_boost_from_prediction[approx]
2020-10-28 11:50:57 -07:00
Jiaming Yuan
3310e208fd
Fix inplace prediction interval. (#6259)
* Add back the interval in call.
* Make the interval non-optional.
2020-10-28 13:13:59 +08:00
Philip Hyunsu Cho
c8ec62103a
Deprecate LabelEncoder in XGBClassifier; Enable cuDF/cuPy inputs in XGBClassifier (#6269)
* Deprecate LabelEncoder in XGBClassifier; skip LabelEncoder for cuDF/cuPy inputs

* Add unit tests for cuDF and cuPy inputs with XGBClassifier

* Fix lint

* Clarify warning

* Move use_label_encoder option to XGBClassifier constructor

* Add a test for cudf.Series

* Add use_label_encoder to XGBRFClassifier doc

* Address reviewer feedback
2020-10-26 13:20:51 -07:00