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455 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
71b0528a2f
GPU implementation of AFT survival objective and metric (#5714) 
* Add interval accuracy

* De-virtualize AFT functions

* Lint

* Refactor AFT metric using GPU-CPU reducer

* Fix R build

* Fix build on Windows

* Fix copyright header

* Clang-tidy

* Fix crashing demo

* Fix typos in comment; explain GPU ID

* Remove unnecessary #include

* Add C++ test for interval accuracy

* Fix a bug in accuracy metric: use log pred

* Refactor AFT objective using GPU-CPU Transform

* Lint

* Fix lint

* Use Ninja to speed up build

* Use time, not /usr/bin/time

* Add cpu_build worker class, with concurrency = 1

* Use concurrency = 1 only for CUDA build

* concurrency = 1 for clang-tidy

* Address reviewer's feedback

* Update link to AFT paper
 2020-07-17 01:18:13 -07:00
Jiaming Yuan
e471056ec4
Fix sketch size calculation. (#5898) 2020-07-17 08:33:16 +08:00
Alexander Gugel
970b4b3fa2
Add XGBoosterGetNumFeature (#5856) 
- add GetNumFeature to Learner
- add XGBoosterGetNumFeature to C API
- update c-api-demo accordingly
 2020-07-13 23:25:17 -07:00
Jiaming Yuan
dd445af56e
Cleanup on device sketch. (#5874) 
* Remove old functions.

* Merge weighted and un-weighted into a common interface.
 2020-07-14 10:15:54 +08:00
Philip Hyunsu Cho
0d411b0397
[CI] Simplify CMake build with modern CMake techniques (#5871) 
* [CI] Simplify CMake build

* Make sure that plugins can be built

* [CI] Install lz4 on Mac
 2020-07-08 04:23:24 -07:00
Rong Ou
06320729d4
fix device sketch with weights in external memory mode (#5870) 2020-07-08 08:44:07 +08:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783) 
* Remove Device DMatrix.
 2020-07-07 21:44:48 +08:00
Jiaming Yuan
048d969be4
Implement GK sketching on GPU. (#5846) 
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
 2020-07-07 12:16:21 +08:00
Andy Adinets
ac3f0e78dc
Split Features into Groups to Compute Histograms in Shared Memory (#5795) 2020-07-07 15:04:35 +12:00
Jiaming Yuan
93c44a9a64
Move feature names and types of DMatrix from Python to C++. (#5858) 
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-07-07 09:40:13 +08:00
Jiaming Yuan
4b0852ee41
Use dmlc stream when URI protocol is not local file. (#5857) 2020-07-07 03:07:12 +08:00
Jiaming Yuan
1a0801238e
Implement iterative DMatrix. (#5837) 2020-07-03 11:44:52 +08:00
Jiaming Yuan
90a9c68874
Implement a DMatrix Proxy. (#5803) 2020-06-29 15:03:10 +08:00
Jiaming Yuan
47c89775d6
Accept string for ArrayInterface constructor. (#5799) 2020-06-27 00:06:54 +08:00
Jiaming Yuan
c4d721200a
Implement extend method for meta info. (#5800) 
* Implement extend for host device vector.
 2020-06-20 03:32:03 +08:00
Philip Hyunsu Cho
a67bc64819
Add an option to run brute-force test for JSON round-trip (#5804) 
* Add an option to run brute-force test for JSON round-trip

* Apply reviewer's feedback

* Remove unneeded objects

* Parallel run.

* Max.

* Use signed 64-bit loop var, to support MSVC

* Add exhaustive test to CI

* Run JSON test in Win build worker

* Revert "Run JSON test in Win build worker"

This reverts commit c97b2c7dda37b3585b445d36961605b79552ca89.

* Revert "Add exhaustive test to CI"

This reverts commit c149c2ce9971a07a7289f9b9bc247818afd5a667.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-17 23:46:02 -07:00
Jiaming Yuan
38ee514787
Implement fast number serialization routines. (#5772) 
* Implement ryu algorithm.
* Implement integer printing.
* Full coverage roundtrip test.
 2020-06-17 12:39:23 +08:00
fis
7c3a168ffd Revert "Accept string for ArrayInterface constructor." 
This reverts commit e8ecafb8dc628f45b75b4c2844a236d27e0a6d98.
 2020-06-16 20:02:35 +08:00
fis
e8ecafb8dc Accept string for ArrayInterface constructor. 2020-06-16 20:00:24 +08:00
Rory Mitchell
b47b5ac771
Use hypothesis (#5759) 
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
 2020-06-16 12:45:59 +12:00
Jiaming Yuan
1fa84b61c1
Implement Empty method for host device vector. (#5781) 
* Fix accessing nullptr.
 2020-06-13 19:02:26 +08:00
Jiaming Yuan
306e38ff31
Avoid including c_api.h in header files. (#5782) 2020-06-12 16:24:24 +08:00
Jiaming Yuan
3028fa6b42
Implement weighted sketching for adapter. (#5760) 
* Bounded memory tests.
* Fixed memory estimation.
 2020-06-12 06:20:39 +08:00
Jiaming Yuan
cacff9232a
Remove column major specialization. (#5755) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-06-05 16:19:14 +08:00
Jiaming Yuan
bd9d57f579
Add helper for generating batches of data. (#5756) 
* Add helper for generating batches of data.

* VC keyword clash.

* Another clash.
 2020-06-05 09:53:56 +08:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624) 
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2020-06-03 11:24:53 +08:00
Jiaming Yuan
e533908922
Expose device sketching in header. (#5747) 2020-06-02 13:02:53 +08:00
Philip Hyunsu Cho
e3aa7f1441
Define _CRT_SECURE_NO_WARNINGS to remove unneeded warnings in MSVC (#5434) 2020-05-25 22:46:07 -07:00
Jiaming Yuan
8438c7d0e4
Fix IsDense. (#5702) 2020-05-26 08:24:37 +08:00
Andy Adinets
646def51e0
C++14 for xgboost (#5664) 2020-05-21 12:26:40 +12:00
ShvetsKS
dd01e4ba8d
Distributed optimizations for 'hist' method with CPUs (#5557) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-05-20 06:03:03 +03:00
Jiaming Yuan
7903286961
Remove silent from R demos. (#5675) 
* Remove silent from R demos.

* Vignettes.
 2020-05-19 18:20:46 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647) 
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
 2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Oleksandr Kuvshynov
4e64e2ef8e
skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
Rory Mitchell
fcf57823b6
Reduce device synchronisation (#5631) 
* Reduce device synchronisation

* Initialise pinned memory
 2020-05-07 21:19:46 +12:00
Jiaming Yuan
21ed1f0c6d
Support 64bit seed. (#5643) 2020-05-07 14:52:38 +08:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610) 
* Refactor

* Rewrite evaluate splits

* Add more tests
 2020-04-30 08:58:12 +12:00
Jiaming Yuan
e726dd9902
Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Philip Hyunsu Cho
ef26bc45bf
Hide C++ symbols in libxgboost.so when building Python wheel (#5590) 
* Hide C++ symbols in libxgboost.so when building Python wheel

* Update Jenkinsfile

* Add test

* Upgrade rabit

* Add setup.py option.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-04-24 13:32:05 -07:00
Andy Adinets
73142041b9
For histograms, opting into maximum shared memory available per block. (#5491) 2020-04-21 14:56:42 +12:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551) 
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
 2020-04-20 17:18:52 +08:00
Jiaming Yuan
ccd30e4491
Fix non-openmp build. (#5566) 
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
 2020-04-20 12:16:38 +08:00
Rory Mitchell
d6d1035950
gpu_hist performance fixes (#5558) 
* Remove unnecessary cuda API calls

* Fix histogram memory growth
 2020-04-19 12:21:13 +12:00
Jiaming Yuan
e1f22baf8c
Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
c245eb8755
Fix r interaction constraints (#5543) 
* Unify the parsing code.

* Cleanup.
 2020-04-18 06:53:51 +08:00
ShvetsKS
a2d86b8e4b
Optimizations for RNG in InitData kernel (#5522) 
* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-04-16 18:24:32 +03:00
Rory Mitchell
e268fb0093
Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00
Rory Mitchell
ca4e05660e
Purge device_helpers.cuh (#5534) 
* Simplifications with caching_device_vector

* Purge device helpers
 2020-04-15 21:51:56 +12:00