183 Commits

Author SHA1 Message Date
Jiaming Yuan
38dd91f491
Save model in ubj as the default. (#9947) 2024-01-05 17:53:36 +08:00
Jiaming Yuan
faf0f2df10
Support dataframe data format in native XGBoost. (#9828)
- 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.
2023-12-12 09:56:31 +08:00
Jiaming Yuan
8fe1a2213c
Cleanup code for distributed training. (#9805)
* 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.
2023-11-25 09:10:56 +08:00
Jiaming Yuan
0715ab3c10
Use dlopen to load NCCL. (#9796)
This PR adds optional support for loading nccl with `dlopen` as an alternative of compile time linking. This is to address the size bloat issue with the PyPI binary release.
- Add CMake option to load `nccl` at runtime.
- Add an NCCL stub.

After this, `nccl` will be fetched from PyPI when using pip to install XGBoost, either by a user or by `pyproject.toml`. Others who want to link the nccl at compile time can continue to do so without any change.

At the moment, this is Linux only since we only support MNMG on Linux.
2023-11-22 19:27:31 +08:00
Jiaming Yuan
44099f585d
[coll] Add C API for the tracker. (#9773) 2023-11-08 18:17:14 +08:00
Rong Ou
da6803b75b
Support column-wise data split with in-memory inputs (#9628)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-10-17 12:16:39 +08:00
Rong Ou
e164d51c43
Improve allgather functions (#9649) 2023-10-12 23:31:43 +08:00
Jiaming Yuan
680d53db43
Extract JSON utils. (#9645) 2023-10-10 07:15:14 +08:00
Jiaming Yuan
4d7a187cb0
Remove XGBoosterGetModelRaw. (#9617)
Deprecated in 1.6.
2023-09-29 02:29:33 +08:00
Jiaming Yuan
d95be1c38d
Small cleanup to jvm iter adapter. (#9616)
- Remove header dependency on c_api
- Remove remaining code for arrow.
2023-09-29 00:39:07 +08:00
Jiaming Yuan
60526100e3
Support arrow through pandas ext types. (#9612)
- Use pandas extension type for pyarrow support.
- Additional support for QDM.
- Additional support for inplace_predict.
2023-09-28 17:00:16 +08:00
Jiaming Yuan
c75a3bc0a9
[breaking] [jvm-packages] Remove rabit check point. (#9599)
- Add `numBoostedRound` to jvm packages
- Remove rabit checkpoint version.
- Change the starting version of training continuation in JVM [breaking].
- Redefine the checkpoint version policy in jvm package. [breaking]
- Rename the Python check point callback parameter. [breaking]
- Unifies the checkpoint policy between Python and JVM.
2023-09-26 18:06:34 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
be6a552956
[R] Support multi-class custom objective. (#9526) 2023-08-29 08:27:13 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
044fea1281
Drop support for loading remote files. (#9504) 2023-08-21 23:34:05 +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
Jiaming Yuan
20c52f07d2
Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
edumugi
c3124813e8
Support numpy vertical split (#9365) 2023-07-08 13:18:12 +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
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
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
2aa838c75e
Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Mauro Leggieri
90c0633a28
Fixes compilation errors on MSVC x86 targets (#8823) 2023-02-26 03:20:28 +08:00
Jiaming Yuan
d11a0044cf
Generalize prediction cache. (#8783)
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-02-13 12:36:43 +08:00
Jiaming Yuan
c1786849e3
Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00
Jiaming Yuan
3760cede0f
Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
Jiaming Yuan
43152657d4
Extract JSON type check. (#8677)
- Reuse it in `GetMissing`.
- Add test.
2023-01-17 03:11:07 +08:00
Rong Ou
3ceeb8c61c
Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Jiaming Yuan
5f1a6fca0d
[R] Use new interface for creating DMatrix from CSR. (#8455)
* [R] Use new interface for creating DMatrix from CSR.

- CSC is still using the old API.

The old API is not aware of `nthread` parameter, which makes DMatrix to use all available
thread during construction and during transformation lie `SparsePage` -> `CSCPage`.
2022-11-23 21:36:43 +08:00
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Rong Ou
8f3dee58be
Speed up tests with federated learning enabled (#8350)
* Speed up tests with federated learning enabled

* Re-enable timeouts

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-17 15:17:04 -07:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Rong Ou
39afdac3be
Better error message when world size and rank are set as strings (#8316)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-12 15:53:25 +08:00
Rong Ou
8d4038da57
Don't split input data in federated mode (#8279)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 18:19:28 -08:00
Rong Ou
668b8a0ea4
[Breaking] Switch from rabit to the collective communicator (#8257)
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 14:39:01 -08:00
Jiaming Yuan
97c3a80a34
Add C document to sphinx, fix arrow. (#8300)
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
2022-10-05 09:52:15 +08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
3fd331f8f2
Add checks to C pointer arguments. (#8254) 2022-09-22 19:02:22 +08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057)
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-09-12 15:21:12 -07:00
Rong Ou
ad3bc0edee
Allow insecure gRPC connections for federated learning (#8181)
* Allow insecure gRPC connections for federated learning

* format
2022-08-19 12:16:14 +08:00
Jiaming Yuan
446d536c23
Fix loading DMatrix binary in distributed env. (#8149)
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
2022-08-10 22:53:16 +08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130)
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
2022-08-02 15:51:23 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Jiaming Yuan
13b15e07e8
Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Jiaming Yuan
765097d514
Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
94ca52b7b7
Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00