638 Commits

Author SHA1 Message Date
sriramch
d2231fc840
Ranking metric acceleration on the gpu (#5398) 2020-03-22 19:38:48 +13:00
Jiaming Yuan
cd7d6f7d59
[dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan
abca9908ba
Support pandas SparseArray. (#5431) 2020-03-20 21:40:22 +08:00
Jiaming Yuan
760d5d0c3c
[dask] Accept other inputs for prediction. (#5428)
* Returns a series when input is dataframe.

* Merge assert client.
2020-03-19 17:05:55 +08:00
Jiaming Yuan
b51124c158
[dask] Enable gridsearching with skl. (#5417) 2020-03-16 04:51:51 +08:00
Jiaming Yuan
761a5dbdfc
[dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
Jiaming Yuan
21b671aa06
[dask] Order the prediction result. (#5416) 2020-03-15 19:34:04 +08:00
Jiaming Yuan
ab7a46a1a4
Check whether current updater can modify a tree. (#5406)
* Check whether current updater can modify a tree.

* Fix tree model JSON IO for pruned trees.
2020-03-14 09:24:08 +08:00
Rory Mitchell
b745b7acce
Fix memory usage of device sketching (#5407) 2020-03-14 13:43:24 +13:00
Rory Mitchell
3ad4333b0e
Partial rewrite EllpackPage (#5352) 2020-03-11 10:15:53 +13:00
Rory Mitchell
a38e7bd19c
Sketching from adapters (#5365)
* Sketching from adapters

* Add weights test
2020-03-07 21:07:58 +13:00
Jiaming Yuan
0dd97c206b
Move thread local entry into Learner. (#5396)
* Move thread local entry into Learner.

This is an attempt to workaround CUDA context issue in static variable, where
the CUDA context can be released before device vector.

* Add PredictionEntry to thread local entry.

This eliminates one copy of prediction vector.

* Don't define CUDA C API in a namespace.
2020-03-07 15:37:39 +08:00
Jiaming Yuan
8d06878bf9
Deterministic GPU histogram. (#5361)
* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
2020-03-04 15:13:28 +08:00
sriramch
5dc8e894c9
Fixes and changes to the ranking metrics computed on cpu (#5380)
* - fixes and changes to the ranking metrics computed on cpu
  - auc/aucpr ranking metric accelerated on cpu
  - fixes to the auc/aucpr metrics
2020-03-03 15:56:36 +13:00
Egor Smirnov
1b97eaf7a7
Optimized ApplySplit, BuildHist and UpdatePredictCache functions on CPU (#5244)
* Split up sparse and dense build hist kernels.
* Add `PartitionBuilder`.
2020-02-29 16:11:42 +08:00
sriramch
b81f8cbbc0
Move segment sorter to common (#5378)
- move segment sorter to common
- this is the first of a handful of pr's that splits the larger pr #5326
- it moves this facility to common (from ranking objective class), so that it can be
    used for metric computation
- it also wraps all the bald device pointers into span.
2020-02-29 15:42:07 +08:00
Jiaming Yuan
a461a9a90a
Define lazy isinstance for Python compat. (#5364)
* Avoid importing datatable.
* Fix #5363.
2020-02-26 14:23:33 +08:00
Jiaming Yuan
0fd455e162
Restore loading model from buffer. (#5360) 2020-02-26 11:30:13 +08:00
Jiaming Yuan
f2b8cd2922
Add number of columns to native data iterator. (#5202)
* Change native data iter into an adapter.
2020-02-25 23:42:01 +08:00
Jiaming Yuan
e0509b3307
Fix pruner. (#5335)
* Honor the tree depth.
* Prevent pruning pruned node.
2020-02-25 08:32:46 +08:00
Rory Mitchell
b0ed3f0a66
Remove unnecessary DMatrix methods (#5324) 2020-02-25 12:40:39 +13:00
Jiaming Yuan
655cf17b60
Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
Philip Hyunsu Cho
cfae247231
Fix a small typo in sklearn.py that broke multiple eval metrics (#5341) 2020-02-22 19:02:37 +08:00
Philip Hyunsu Cho
7ac7e8778f
Port patches from 1.0.0 branch (#5336)
* Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

* Fix a unit test that mistook MINOR ver for PATCH ver

* Enforce only major version in JSON model schema

* Bump version to 1.1.0-SNAPSHOT
2020-02-21 13:13:21 -08:00
Rory Mitchell
bc96ceb8b2
Refactor SparsePageSource, delete cache files after use (#5321)
* Refactor sparse page source

* Delete temporary cache files

* Log fatal if cache exists

* Log fatal if multiple threads used with prefetcher
2020-02-19 16:43:41 +13:00
Rory Mitchell
b2b2c4e231
Remove SimpleCSRSource (#5315) 2020-02-18 16:49:17 +13:00
Jiaming Yuan
0110754a76
Remove update prediction cache from predictors. (#5312)
Move this function into gbtree, and uses only updater for doing so. As now the predictor knows exactly how many trees to predict, there's no need for it to update the prediction cache.
2020-02-17 11:35:47 +08:00
Jiaming Yuan
e433a379e4
Fix changing locale. (#5314)
* Fix changing locale.

* Don't use locale guard.

As number parsing is implemented in house, we don't need locale.

* Update doc.
2020-02-17 11:31:13 +08:00
Jiaming Yuan
c35cdecddd
Move prediction cache to Learner. (#5220)
* Move prediction cache into Learner.

* Clean-ups

- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
  prediction into training process but doesn't provide any actual overall speed
  gain.
- The cache is now unique to Learner, which means the ownership is no longer
  shared by any other components.

* Changes

- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
2020-02-14 13:04:23 +08:00
Rory Mitchell
24ad9dec0b
Testing hist_util (#5251)
* Rank tests

* Remove categorical split specialisation

* Extend tests to multiple features, switch to WQSketch

* Add tests for SparseCuts

* Add external memory quantile tests, fix some existing tests
2020-02-14 14:36:43 +13:00
Jiaming Yuan
911a902835
Merge model compatibility fixes from 1.0rc branch. (#5305)
* Port test model compatibility.
* Port logit model fix.

https://github.com/dmlc/xgboost/pull/5248
https://github.com/dmlc/xgboost/pull/5281
2020-02-13 20:41:58 +08:00
Jiaming Yuan
29eeea709a
Pass shared pointer instead of raw pointer to Learner. (#5302)
Extracted from https://github.com/dmlc/xgboost/pull/5220 .
2020-02-11 14:16:38 +08:00
Jiaming Yuan
595a00466d
Rewrite setup.py. (#5271)
The setup.py is rewritten.  This new script uses only Python code and provide customized
implementation of setuptools commands.  This way users can run most of setuptools commands
just like any other Python libraries.

* Remove setup_pip.py
* Remove soft links.
* Define customized commands.
* Remove shell script.
* Remove makefile script.
* Update the doc for building from source.
2020-02-04 13:35:42 +08:00
Rong Ou
e4b74c4d22
Gradient based sampling for GPU Hist (#5093)
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
2020-02-04 10:31:27 +08:00
Jiaming Yuan
a5cc112eea
Export JSON config in get_params. (#5256) 2020-02-03 12:46:51 +08:00
Jiaming Yuan
ed0216642f
Avoid dask test fixtures. (#5270)
* Fix Travis OSX timeout.

* Fix classifier.
2020-02-03 12:39:20 +08:00
Jiaming Yuan
fe8d72b50b
Cleanup warnings. (#5247)
From clang-tidy-9 and gcc-7: Invalid case style, narrowing definition, wrong
initialization order, unused variables.
2020-01-31 14:52:15 +08:00
Jiaming Yuan
472ded549d
Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00
Philip Hyunsu Cho
4240daed4e
Make pip install xgboost*.tar.gz work by fixing build-python.sh (#5241)
* Make pip install xgboost*.tar.gz work by fixing build-python.sh

* Simplify install doc

* Add test

* Install Miniconda for Linux target too

* Build XGBoost only once in sdist

* Try importing xgboost after installation

* Don't set PYTHONPATH env var for sdist test
2020-01-28 23:18:23 -08:00
Jiaming Yuan
ef19480eda
Add dart to JSON schema. (#5218)
* Add dart to JSON schema.

* Use spaces instead of tab.
2020-01-28 13:29:09 +08:00
Rory Mitchell
1b3947d929
Make some GPU tests deterministic (#5229) 2020-01-26 11:53:07 +13:00
Jiaming Yuan
3eb1279bbf
Config for linear updaters. (#5222) 2020-01-25 11:26:46 +08:00
Jiaming Yuan
40680368cf
Add constraint parameters to Scikit-Learn interface. (#5227)
* Add document for constraints.

* Fix a format error in doc for objective function.
2020-01-25 11:12:02 +08:00
Philip Hyunsu Cho
44469a0ca9
Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
OrdoAbChao
b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Rory Mitchell
aa9a68010b
uint not supported in cudf (#5225) 2020-01-23 16:59:18 +13:00
Jiaming Yuan
1891cc766d
Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell
9c56480c61
Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
Philip Hyunsu Cho
0184f2e9f7
Explicitly use UTF-8 codepage when using MSVC (#5197)
* Explicitly use UTF-8 codepage when using MSVC

* Fix build with CUDA enabled
2020-01-14 13:30:34 -08:00