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Author SHA1 Message Date
Jiaming Yuan c766f143ab Refactor external memory formats. (#7089) 
* Save base_rowid.
* Return write size.
* Remove unused function.
 2021-07-08 04:04:51 +08:00
Jiaming Yuan 689eb8f620 Check external memory support for exact tree method. (#7088) 2021-07-08 02:12:57 +08:00
Jiaming Yuan 615ab2b03e Extract evaluate splits from CPU hist. (#7079) 
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
 2021-07-07 15:16:25 +08:00
Jiaming Yuan f937f514aa Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan 116d711815 Make SimpleDMatrix ctor reusable. (#7075) 2021-07-06 13:38:24 +08:00
Jiaming Yuan d7e1fa7664 Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan ffa66aace0 Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan b56d3d5d5c Fix with latest panda range index. (#7074) 2021-07-03 16:43:52 +08:00
Jiaming Yuan 93f3acdef9 Fix with latest pylint. (#7071) 2021-07-02 21:26:00 +08:00
Jiaming Yuan a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065) 
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
 2021-07-02 13:10:36 +08:00
Jiaming Yuan 1cd20efe68 Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Jiaming Yuan 1c8fdf2218 Remove use of device_idx in dh::LaunchN. (#7063) 
It's an unused parameter, removing it can make the CI log more readable.
 2021-06-29 11:37:26 +08:00
Jiaming Yuan 8fa32fdda2 Implement categorical data support for SHAP. (#7053) 
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
 2021-06-25 19:02:46 +08:00
Jiaming YuanandPhilip Hyunsu Cho 663136aa08 Implement feature score for linear model. (#7048) 
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-25 14:34:02 +08:00
Jiaming Yuan 1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan da1ad798ca Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan bbfffb444d Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +08:00
Jiaming Yuan 29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan 7968c0d051 Test on s390x. (#7038) 
* Fix && remove unused parameter.
 2021-06-18 14:55:08 +08:00
Jiaming Yuan 86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043) 
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
 2021-06-18 13:06:52 +08:00
Jiaming Yuan 7dd29ffd47 Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming YuanandPhilip Hyunsu Cho dcd84b3979 [CI] Configure RAPIDS, dask, modin (#7033) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-18 10:27:51 +08:00
Jiaming Yuan d9799b09d0 Categorical data support for cuDF. (#7042) 
* Add support in DMatrix.
* Add support in DQM, except for iterator.
 2021-06-17 13:54:33 +08:00
Jiaming Yuan 5c2d7a18c9 Parallel model dump for trees. (#7040) 2021-06-15 14:08:26 +08:00
Jiaming Yuan 1faad825f4 Remove appveyor badge. [skip ci] (#7035) 2021-06-11 14:37:18 +08:00
Jiaming Yuan b56614e9b8 [R] Use new predict function. (#6819) 
* Call new C prediction API.
* Add `strict_shape`.
* Add `iterationrange`.
* Update document.
 2021-06-11 13:03:29 +08:00
Jiaming YuanandShvets Kirill f79cc4a7a4 Implement categorical prediction for CPU and GPU predict leaf. (#7001) 
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
 2021-06-11 10:11:45 +08:00
Jiaming Yuan 72f9daf9b6 Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan 7beb2f7fae Hide symbols in CI build + hide symbols for C and CUDA (#6798) 
* Hide symbols in CI build.
* Hide symbols for other languages.
 2021-06-04 02:35:46 +08:00
Jiaming Yuan c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
Jiaming Yuan ee4f51a631 Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
Jiaming Yuan 816b789bf0 Add predictor to skl constructor. (#7000) 2021-05-29 04:52:56 +08:00
Jiaming Yuan 89a49cf30e Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan 4cf95a6041 Support numpy array interface (#6998) 2021-05-27 16:08:22 +08:00
Jiaming Yuan ab6fd304c4 [Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan 29d6a5e2b8 [CI] Move appveyor tests to action (#6986) 
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
 2021-05-27 04:49:45 +08:00
Jiaming Yuan 86e60e3ba8 Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Jiaming Yuan a4bc7ecf27 Restore R cache on github action. (#6985) 2021-05-25 18:53:44 +08:00
Jiaming Yuan 6e52aefb37 Revert OMP guard. (#6987) 
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
 2021-05-25 08:56:28 +08:00
Jiaming Yuan cf06a266a8 [dask][doc] Wrap the example in main guard. (#6979) 2021-05-25 08:24:47 +08:00
Jiaming Yuan 5cb51a191e [dask][doc] Add small example for sklearn interface. (#6970) 2021-05-19 13:50:45 +08:00
Jiaming Yuan 7e846bb965 Fix prediction on df with latest dask. (#6969) 2021-05-19 12:23:03 +08:00
Jiaming Yuan 6e104f0570 Add news for 1.4.2. [skip ci] (#6963) 2021-05-17 02:50:55 +08:00
Jiaming Yuan d245bc891e Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan 44cc9c04ea Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan 05ac415780 [dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Jiaming Yuan 37ad60fe25 Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan a1d23f6613 Relax test for decision stump in distributed environment. (#6919) 2021-04-30 09:04:11 +08:00
Jiaming Yuan 45ddc39c1d Relax shotgun test. (#6918) 2021-04-30 09:03:12 +08:00
Jiaming Yuan 34df1f588b Reduce Travis environment setup time. (#6912) 
* Remove unused r from travis.
* Don't update homebrew.
* Don't install indirect/unused dependencies like libgit2, wget, openssl.
* Move graphviz installation to conda.
 2021-04-30 09:02:40 +08:00
Jiaming Yuan b31d37eac5 [CI] Fix custom metric test with empty dataset. (#6917) 2021-04-30 09:00:05 +08:00
Jiaming Yuan db6285fb55 [CI] Skip external memory gtest on osx. (#6901) 2021-04-30 08:59:33 +08:00
Jiaming Yuan ef473b1f09 Disable pylint error. (#6911) 2021-04-29 01:01:37 +08:00
Jiaming Yuan 8760ec4827 Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan 54afa3ac7a Relax shotgun test. (#6900) 
It's non-deterministic algorithm, the test is flaky.
 2021-04-23 13:01:44 +08:00
Jiaming Yuan a2ecbdaa31 Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming YuanandPhilip Hyunsu Cho 896aede340 Reorganize the installation documents. (#6877) 
* Split up installation and building from source.
* Use consistent section titles.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-04-22 04:48:32 +08:00
Jiaming Yuan 74b41637de Revert "[jvm-packages] Add XGBOOST_RABIT_TRACKER_IP_FOR_TEST to set rabit tracker IP. (#6869)" (#6886) 
This reverts commit 2828da3c4c.
 2021-04-21 11:20:10 -07:00
Jiaming Yuan 233bdf105f Remove setDaemon in tracker. (#6872) 2021-04-22 01:57:13 +08:00
Jiaming Yuan 71b938f608 1.4.1 release news. (#6876) 2021-04-22 01:55:57 +08:00
Jiaming Yuan 146549260a Bump version to 1.5.0 snapshot in master. (#6875) 2021-04-22 01:53:44 +08:00
Jiaming Yuan bec2b4f094 Revert "Use CPU input for test_boost_from_prediction. (#6818)" (#6858) 
This reverts commit 74f3a2f4b5.
 2021-04-20 14:54:02 +08:00
Jiaming Yuan 556a83022d Implement unified update prediction cache for (gpu_)hist. (#6860) 
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
 2021-04-17 00:29:34 +08:00
Jiaming Yuan 1b26a2a561 Copy output data for argsort. (#6866) 
Fix GPU AUC.
 2021-04-16 21:05:01 +08:00
Jiaming Yuan a5d7094a45 Update documents. (#6856) 
* Add early stopping section to prediction doc.
* Remove best_ntree_limit.
* Better doxygen output.
 2021-04-16 12:41:03 +08:00
Jiaming Yuan bccb7e87d1 Update dmlc-core. (#6862) 
* Install pandoc, pandoc-citeproc on CI.
 2021-04-16 00:14:17 +08:00
Jiaming Yuan dee5ef2dfd Typehint for Sklearn. (#6799) 2021-04-14 06:55:21 +08:00
Jiaming Yuan 3d919db0c0 Fix pip release script. [skip ci] (#6845) 2021-04-14 06:46:02 +08:00
Jiaming Yuan b9a4f3336a 1.4 release notes. (#6843) 2021-04-13 08:38:27 +08:00
Jiaming Yuan f294c4e023 Use constexpr in dh::CopyIf. (#6828) 2021-04-08 07:37:47 +08:00
Jiaming Yuan 7bcc8b3e5c Use batched copy if. (#6826) 2021-04-06 10:34:04 +08:00
Jiaming Yuan 7e06c81894 Fix approximated predict contribution. (#6811) 2021-04-03 02:15:03 +08:00
Jiaming Yuan 0cced530ea [doc] Clarify prediction function. (#6813) 2021-04-03 02:12:04 +08:00
Jiaming Yuan b1fdb220f4 Remove deprecated n_gpus parameter. (#6821) 2021-04-02 03:02:32 +08:00
Jiaming Yuan 74f3a2f4b5 Use CPU input for test_boost_from_prediction. (#6818) 2021-04-02 00:11:35 +08:00
Jiaming YuanandPhilip Hyunsu Cho 47b62480af More general predict proba. (#6817) 
* Use `output_margin` for `softmax`.
* Add test for dask binary cls.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-04-01 19:52:12 +08:00
Jiaming Yuan a5c852660b Update document for sklearn model IO. (#6809) 
* Update the use of JSON.
* Remove unnecessary type cast.
 2021-04-01 15:52:36 +08:00
Jiaming Yuan 905fdd3e08 Fix typos in AUC. (#6795) 2021-03-31 16:35:42 +08:00
Jiaming Yuan ca998df912 Clarify the behavior of use_rmm. (#6808) 
* Clarify the `use_rmm` flag in document and demo.
 2021-03-31 15:43:11 +08:00
Jiaming Yuan 3039dd194b Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
Jiaming Yuan 10ae0f9511 Fix doc for apply method. (#6796) 2021-03-31 15:28:31 +08:00
Jiaming Yuan 138fe8516a Remove unnecessary calls to iota. (#6797) 2021-03-31 15:27:23 +08:00
Jiaming Yuan 79b8b560d2 Optimize dart inplace predict perf. (#6804) 2021-03-31 15:20:54 +08:00
Jiaming Yuan a59c7323b4 Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
Jiaming Yuan 5c87c2bba8 Update demo for prediction. (#6789) 
* Remove use of deprecated ntree_limit.
* Add sklearn demo.
 2021-03-27 03:09:25 +08:00
Jiaming Yuan a7083d3c13 Fix dart inplace prediction with GPU input. (#6777) 
* Fix dart inplace predict with data on GPU, which might trigger a fatal check
for device access right.
* Avoid copying data whenever possible.
 2021-03-25 12:00:32 +08:00
Jiaming YuanandPhilip Hyunsu Cho 1d90577800 Verify strictly positive labels for gamma regression. (#6778) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-03-25 11:46:52 +08:00
Jiaming Yuan 794fd6a46b Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan bcc0277338 Re-implement ROC-AUC. (#6747) 
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
 2021-03-20 16:52:40 +08:00
Jiaming Yuan 4ee8340e79 Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan f6fe15d11f Improve parameter validation (#6769) 
* Add quotes to unused parameters.
* Check for whitespace.
 2021-03-20 01:56:55 +08:00
Jiaming Yuan 23b4165a6b Fix gamma deviance (#6761) 2021-03-20 01:56:17 +08:00
Jiaming Yuan e2d8a99413 Add document for tests directory. [skip ci] (#6760) 2021-03-18 15:15:50 +08:00
Jiaming Yuan 4f75f514ce Fix GPU RF (#6755) 
* Fix sampling.
 2021-03-17 06:23:35 +08:00
Jiaming Yuan 1a73a28511 Add device argsort. (#6749) 
This is part of https://github.com/dmlc/xgboost/pull/6747 .
 2021-03-16 16:05:22 +08:00
Jiaming Yuan 325bc93e16 [dask] Use distributed.MultiLock (#6743) 
* [dask] Use `distributed.MultiLock`

This enables training multiple models in parallel.

* Conditionally import `MultiLock`.
* Use async train directly in scikit learn interface.
* Use `worker_client` when available.
 2021-03-16 14:19:41 +08:00
Jiaming Yuan f20074e826 Check for invalid data. (#6742) 2021-03-04 14:37:20 +08:00
Jiaming Yuan a9b4a95225 Fix learning rate scheduler with cv. (#6720) 
* Expose more methods in cvpack and packed booster.
* Fix cv context in deprecated callbacks.
* Fix document.
 2021-02-28 13:57:42 +08:00
Jiaming Yuan 9da2287ab8 [breaking] Save booster feature info in JSON, remove feature name generation. (#6605) 
* Save feature info in booster in JSON model.
* [breaking] Remove automatic feature name generation in `DMatrix`.

This PR is to enable reliable feature validation in Python package.
 2021-02-25 18:54:16 +08:00
Jiaming Yuan c375173dca Support pylint 2.7.0 (#6726) 2021-02-25 12:49:58 +08:00