1345 Commits

Author SHA1 Message Date
Jiaming Yuan
dbb5208a0a
Use __array_interface__ for creating DMatrix from CSR. (#6675)
* Use __array_interface__ for creating DMatrix from CSR.
* Add configuration.
2021-02-05 21:09:47 +08:00
Jiaming Yuan
1e949110da
Use generic dispatching routine for array interface. (#6672) 2021-02-05 09:23:38 +08:00
Jiaming Yuan
411592a347
Enhance inplace prediction. (#6653)
* Accept array interface for csr and array.
* Accept an optional proxy dmatrix for metainfo.

This constructs an explicit `_ProxyDMatrix` type in Python.

* Remove unused doc.
* Add strict output.
2021-02-02 11:41:46 +08:00
Jiaming Yuan
a9ec0ea6da
Align device id in predict transform with predictor. (#6662) 2021-02-02 08:33:29 +08:00
Jiaming Yuan
c3c8e66fc9
Make prediction functions thread safe. (#6648) 2021-01-28 23:29:43 +08:00
Philip Hyunsu Cho
0f2ed21a9d
[Breaking] Change default evaluation metric for binary:logitraw objective to logloss (#6647) 2021-01-29 00:12:12 +09:00
Jiaming Yuan
1b70a323a7
Improve string view to reduce string allocation. (#6644) 2021-01-27 19:08:52 +08:00
Jiaming Yuan
bc08e0c9d1
Remove experimental_json_serialization from tests. (#6640) 2021-01-27 17:44:49 +08:00
Jiaming Yuan
d132933550
Remove type check for solaris. (#6610) 2021-01-16 02:58:19 +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
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +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
Gorkem Ozkaya
2231940d1d
Clip small positive values in gamma-nloglik (#6537)
For the `gamma-nloglik` eval metric, small positive values in the labels are causing `NaN`'s in the outputs, as reported here: https://github.com/dmlc/xgboost/issues/5349. This will add clipping on them, similar to what is done in other metrics like `poisson-nloglik` and `logloss`.
2020-12-22 03:11:40 +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
886486a519
Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +08:00
Igor Rukhovich
5c8ccf4455
Improved InitSampling function speed by 2.12 times (#6410)
* Improved InitSampling function speed by 2.12 times

* Added explicit conversion
2020-12-15 20:59:24 -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
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
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
Jiaming Yuan
42d31d9dcb
Fix MPI build. (#6403) 2020-11-21 13:38:21 +08:00
Jiaming Yuan
44a9d69efb
Small cleanup to evaluator. (#6400) 2020-11-20 09:33:51 +08:00
ShvetsKS
512b464cfa
Disable HT for DMatrix creation (#6386)
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
2020-11-14 22:18:33 +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
d711d648cb
Fix label errors in graph visualization (#6369) 2020-11-11 17:44:59 -08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Jiaming Yuan
43efadea2e
Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
ShvetsKS
d411f98d26
simple fix for static shedule in predict (#6357)
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
2020-11-09 17:01:30 +08:00
Jiaming Yuan
519cee115a
Avoid resetting seed for every configuration. (#6349) 2020-11-06 10:28:35 +08:00
Jack Dunn
51e6531315
Fix missing space in warning message (#6340) 2020-11-04 06:03:16 -05:00
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
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
Igor Moura
5e1e972aea
Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Sergio Gavilán
b181a88f9f
Reduced some C++ compiler warnings (#6197)
* Removed some warnings

* Rebase with master

* Solved C++ Google Tests errors made by refactoring in order to remove warnings

* Undo renaming path -> path_

* Fix style check

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-29 12:36:00 -07:00
vcarpani
671971e12e
Compiler warnings (#6286)
* Fix warnings for json.h

* Fix warnings for metric.h

* Fix warnings for updater_quantile_hist.cc.

* Fix warnings for updater_histmaker.cc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-28 13:46:15 -07:00
Jiaming Yuan
c4da967b5c
Support unity build. (#6295)
* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.
2020-10-28 11:49:28 -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
Jiaming Yuan
cc76724762
Reduce warning. (#6273) 2020-10-27 12:24:19 -07:00
Rory Mitchell
f0c3ff313f
Update GPUTreeShap, add docs (#6281)
* Update GPUTreeShap, add docs

* Fix test

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-27 18:22:12 +13:00
Jiaming Yuan
b180223d18
Cleanup RABIT. (#6290)
* Remove recovery and MPI speed tests.
* Remove readme.
* Remove Python binding.
* Add checks in C API.
2020-10-27 08:48:22 +08:00
Jiaming Yuan
d61b628bf5
Remove RABIT CMake targets. (#6275)
* Now it's built as part of libxgboost.
* Set correct C API error in RABIT initialization and finalization.
* Remove redundant message.
* Guard the tracker print C API.
2020-10-27 01:30:20 +08:00
Jiaming Yuan
b5c2a47b20
Drop single point model recovery (#6262)
* Pass rabit params in JVM package.
* Implement timeout using poll timeout parameter.
* Remove OOB data check.
2020-10-21 15:27:03 +08:00
Igor Moura
d1254808d5
Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +08:00
Jiaming Yuan
ddf37cca30
Unify thread configuration. (#6186) 2020-10-19 16:05:42 +08:00
Jiaming Yuan
5037abeb86
Fix linear gpu input (#6255) 2020-10-19 12:02:36 +08:00