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384 Commits

Author SHA1 Message Date
Jiaming Yuan
594371e35b
Fix CPP lint. (#8807) 2023-02-15 20:16:35 +08:00
Jiaming Yuan
81b2ee1153
Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan
d11a0044cf
Generalize prediction cache. (#8783) 
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-02-13 12:36:43 +08:00
Jiaming Yuan
199c421d60
Send default configuration from metric to objective. (#8760) 2023-02-09 20:18:07 +08:00
Jiaming Yuan
5f76edd296
Extract make metric name from ranking metric. (#8768) 
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
 2023-02-09 18:30:21 +08:00
Rong Ou
66191e9926
Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3
Use array interface for CSC matrix. (#8672) 
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
 2023-02-05 01:59:46 +08:00
Jiaming Yuan
e49e0998c0
Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
43152657d4
Extract JSON type check. (#8677) 
- Reuse it in `GetMissing`.
- Add test.
 2023-01-17 03:11:07 +08:00
Jiaming Yuan
9f598efc3e
Rename context in Metric. (#8686) 2023-01-17 01:10:13 +08:00
Jiaming Yuan
0ae8df9a65
Define default ctors for gpair. (#8660) 
* Define default ctors for gpair.

Fix clang warning:

Definition of implicit copy assignment operator for 'GradientPairInternal<float>' is
deprecated because it has a user-declared copy constructor
 2023-01-16 22:52:13 +08:00
James Lamb
292df67824
[R] remove unused define XGBOOST_CUSTOMIZE_LOGGER (#8647) 2023-01-15 02:29:25 +08:00
Jiaming Yuan
cfa994d57f
Multi-target support for L1 error. (#8652) 
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
 2023-01-11 05:51:14 +08:00
Jiaming Yuan
beefd28471
Split up SHAP from RegTree. (#8612) 
* Split up SHAP from `RegTree`.

Simplify the tree interface.
 2023-01-04 18:17:47 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
Rong Ou
3ceeb8c61c
Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Jiaming Yuan
c6a8754c62
Define CUDA Context. (#8604) 
We will transition to non-default and non-blocking CUDA stream.
 2022-12-20 15:15:07 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528) 
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
 2022-12-07 04:58:54 +08:00
Rong Ou
78d65a1928
Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Jiaming Yuan
3fc1046fd3
Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Rong Ou
30b1a26fc0
Remove unused page size constant (#8457) 2022-11-17 11:41:39 +08:00
Gavin Zhang
0c6266bc4a
SO_DOMAIN do not support on IBM i, using getsockname instead (#8437) 
Co-authored-by: GavinZhang <zhanggan@cn.ibm.com>
 2022-11-10 23:54:57 +08:00
Rong Ou
8e76f5f595
Use DataSplitMode to configure data loading (#8434) 
* Use `DataSplitMode` to configure data loading
 2022-11-08 16:21:50 +08:00
Jiaming Yuan
a408c34558
Update JSON parser demo with categorical feature. (#8401) 
- Parse categorical features in the Python example.
- Add tests.
- Update document.
 2022-10-28 20:57:43 +08:00
Jiaming Yuan
f73520bfff
Bump development version to 2.0. (#8390) 2022-10-28 15:21:19 +08:00
Jiaming Yuan
031d66ec27
Configuration for init estimation. (#8343) 
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
 2022-10-18 01:52:24 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332) 
- Allow comparison between string and string view.
- Fix compiler warnings.
 2022-10-13 17:10:13 +08:00
Rory Mitchell
210915c985
Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Jiaming Yuan
97c3a80a34
Add C document to sphinx, fix arrow. (#8300) 
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
 2022-10-05 09:52:15 +08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
f835368bcf
Mark next release as 1.7 instead of 2.0 (#8281) 2022-09-28 14:33:37 +08:00
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan
b791446623
Initial support for IPv6 (#8225) 
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
 2022-09-21 18:06:50 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107) 
Fit an intercept as base score for abs loss.
 2022-09-20 20:53:54 +08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Philip Hyunsu Cho
b397d64c96
Drop use of deleted virtual function to support older MacOS (#8226) 
* Support older MacOS

* Update json.h
 2022-09-07 11:25:59 -08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130) 
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
 2022-08-02 15:51:23 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
4083440690
Small cleanups to various data types. (#8086) 
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
 2022-07-18 22:39:36 +08:00
Jiaming Yuan
e88d6e071d
Fix compiler warning in JSON IO. (#8031) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-06-30 01:13:22 +08:00
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022) 
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
 2022-06-22 21:29:10 +08:00
Jiaming Yuan
1a33b50a0d
Fix compiler warnings. (#7974) 
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
 2022-06-06 22:56:25 +08:00
Jiaming Yuan
18cbebaeb9
Unify the cat split storage for CPU. (#7937) 
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
 2022-05-26 04:14:40 -07:00
Jiaming Yuan
765097d514
Simplify inplace-predict. (#7910) 
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
 2022-05-18 17:52:00 +08:00
Jiaming Yuan
317d7be6ee
Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Rory Mitchell
90cce38236
Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan
288c52596c
Define bin type. (#7850) 2022-04-29 19:41:39 +08:00
Jiaming Yuan
fdf533f2b9
[POC] Experimental support for l1 error. (#7812) 
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
 2022-04-26 21:41:55 +08:00
Jiaming Yuan
522636cb52
Bump version. (#7769) 2022-03-31 06:33:22 +08:00
Jiaming Yuan
d4796482b5
Fix failures on R hub and Win builder. (#7763) 
* Update date.
* Workaround amalgamation build with clang. (SimpleDMatrix instantiation)
* Workaround compiler error with driver push.
* Revert autoconf requirement.
* Fix model IO on 32-bit environment. (i386)
* Clarify the function name.
 2022-03-30 07:14:33 +08:00