Hendrik/xgboost
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
5,182 Commits 32 Branches 59 Tags
Commit Graph

506 Commits

Author SHA1 Message Date
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
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
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
James Lamb
195a41cef1
[python-package] remove unnecessary files to reduce sdist size (fixes #6560) (#6565) 2021-01-02 15:56:39 +08:00
Philip Hyunsu Cho
fa13992264
Calling XGBModel.fit() should clear the Booster by default (#6562) 
* Calling XGBModel.fit() should clear the Booster by default

* Document the behavior of fit()

* Allow sklearn object to be passed in directly via xgb_model argument

* Fix lint
 2020-12-31 11:02:08 -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
Philip Hyunsu Cho
fbb980d9d3
Expand ~ into the home directory on Linux and MacOS (#6531) 2020-12-19 23:35:13 -08:00
Philip Hyunsu Cho
380f6f4ab8
Remove cupy.array_equal, since it's not compatible with cuPy 7.8 (#6528) 2020-12-18 09:16:52 -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
125b3c0f2d
Lazy import cuDF and Dask (#6522) 
* Lazy import cuDF

* Lazy import Dask

Co-authored-by: PSEUDOTENSOR / Jonathan McKinney <pseudotensor@gmail.com>

* Fix lint

Co-authored-by: PSEUDOTENSOR / Jonathan McKinney <pseudotensor@gmail.com>
 2020-12-17 01:51:35 -08:00
Jiaming Yuan
d8d684538c
[CI] Split up main.yml, add mypy. (#6515) 2020-12-17 00:15:44 +08:00
Jiaming Yuan
0e97d97d50
Fix merge conflict. (#6512) 2020-12-16 18:02:25 +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
Jiaming Yuan
d45c0d843b
Show partition status in dask error. (#6366) 2020-12-16 02:58:21 +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
0d483cb7c1
Bump version to 1.4.0 snapshot in master (#6486) 2020-12-10 07:38:08 -08:00
Jiaming Yuan
0ffaf0f5be
Fix dask ip resolution. (#6475) 
This adopts the solution used in dask/dask-xgboost#40 which employs the get_host_ip from dmlc-core tracker.
 2020-12-07 16:36:23 -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
703c2d06aa
Fix global config default value. (#6470) 2020-12-06 06:15:33 +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
c103ec51d8
Enforce row-major order in cuPy array (#6459) 2020-12-03 18:29:10 -08:00
Philip Hyunsu Cho
4f70e14031
Fix docstring of config.py to use correct versionadded (#6458) 2020-12-03 10:41:53 -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
2ce2a1a4d8
[SKL] Propagate parameters to booster during set_param. (#6416) 2020-11-20 20:37:35 +08:00
Jiaming Yuan
a7b42adb74
Fix dask predict (#6412) 2020-11-20 10:10:52 +08:00
Jiaming Yuan
3ac173fc8b
Fix typo. (#6399) 2020-11-16 16:59:12 -08:00
Nikhil Choudhary
ae1662028a
Fixed few grammatical mistakes in doc (#6393) 2020-11-15 13:48:08 +08:00
Jiaming Yuan
fcd6fad822
[dask] Small cleanup. (#6391) 2020-11-14 22:15:05 +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
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
e65e3cf36e
Support shared library in system path. (#6362) 2020-11-10 16:04:25 +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
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
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
74ea82209b
Lazy import dask libraries. (#6309) 
* Lazy import dask libraries.

* Lint && fix.

* Use short name.
 2020-10-28 15:50:11 -07:00
Jiaming Yuan
e8884c4637
Document tree method for feature weights. (#6312) 2020-10-28 13:42:13 -07:00
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
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