956 Commits

Author SHA1 Message Date
Jiaming Yuan
8942c98054
Define metainfo and other parameters for all DMatrix interfaces. (#6601)
This PR ensures all DMatrix types have a common interface.

* Fix logic in avoiding duplicated DMatrix in sklearn.
* Check for consistency between DMatrix types.
* Add doc for bounds.
2021-01-25 16:06:06 +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
ShvetsKS
7f4d3a91b9
Multiclass prediction caching for CPU Hist (#6550)
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
2021-01-13 04:42:07 +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
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +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
610ee632cc
[Breaking] Rename data to X in predict_proba. (#6555)
New Scikit-Learn version uses keyword argument, and `X` is the predefined
keyword.

* Use pip to install latest Python graphviz on Windows CI.
2020-12-28 21:36:03 +08:00
Jiaming Yuan
cb207a355d
Add script for generating release tarball. (#6544) 2020-12-23 16:08:10 +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
Philip Hyunsu Cho
bf6cfe3b99
[Breaking] Upgrade cuDF and RMM to 0.18 nightlies; require RMM 0.18+ for RMM plugin (#6510)
* [CI] Upgrade cuDF and RMM to 0.18 nightlies

* Modify RMM plugin to be compatible with RMM 0.18

* Update src/common/device_helpers.cuh

Co-authored-by: Mark Harris <mharris@nvidia.com>

Co-authored-by: Mark Harris <mharris@nvidia.com>
2020-12-16 10:07:52 -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
886486a519
Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +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
Philip Hyunsu Cho
c31e3efa7c
Pass correct split_type to GPU predictor (#6491)
* Pass correct split_type to GPU predictor

* Add a test
2020-12-11 19:30:00 -08:00
Philip Hyunsu Cho
b8044e6136
[CI] Use manylinux2010_x86_64 container to vendor libgomp (#6485) 2020-12-10 07:37:15 -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
05e5563c2c
[CI] Fix CentOS 6 Docker images (#6467) 2020-12-04 21:33:11 -08:00
Philip Hyunsu Cho
84b726ef53
Vendor libgomp in the manylinux Python wheel (#6461)
* Vendor libgomp in the manylinux2014_aarch64 wheel

* Use vault repo, since CentOS 6 has reached End-of-Life on Nov 30

* Vendor libgomp in the manylinux2010_x86_64 wheel

* Run verification step inside the container
2020-12-03 19:55:32 -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
Honza Sterba
b0036b339b
Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
ShvetsKS
956beead70
Thread local memory allocation for BuildHist (#6358)
* thread mem locality

* fix apply

* cleanup

* fix lint

* fix tests

* simple try

* fix

* fix

* apply comments

* fix comments

* fix

* apply simple comment

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-11-25 17:50:12 +03:00
Philip Hyunsu Cho
4dbbeb635d
[CI] Upgrade cuDF and RMM to 0.17 nightlies (#6434) 2020-11-24 13:21:41 -08:00
Jiaming Yuan
42d31d9dcb
Fix MPI build. (#6403) 2020-11-21 13:38:21 +08:00
Jiaming Yuan
2ce2a1a4d8
[SKL] Propagate parameters to booster during set_param. (#6416) 2020-11-20 20:37:35 +08:00
Jiaming Yuan
c120822a24
Fix flaky sparse page dmatrix test. (#6417) 2020-11-20 19:15:45 +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
Philip Hyunsu Cho
c763b50dd0
[CI] Upgrade to MacOS Mojave image (#6406) 2020-11-18 20:29:10 -08:00
Jiaming Yuan
4ccf92ea34
[dask] Fix union of workers. (#6375) 2020-11-13 16:55:05 +08:00