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455 Commits

Author SHA1 Message Date
TP Boudreau
bd2ca543c4
Fix BinarySearchBin() argument types (#7026) 2021-06-08 19:05:46 +08:00
ShvetsKS
5cdaac00c1
Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948) 
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
 2021-05-11 20:44:36 +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 Yuan
1b26a2a561
Copy output data for argsort. (#6866) 
Fix GPU AUC.
 2021-04-16 21:05:01 +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
3039dd194b
Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
ShvetsKS
8825670c9c
Memory consumption fix for row-major adapters (#6779) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-03-26 08:44:30 +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 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
Philip Hyunsu Cho
4230dcb614
Re-introduce double buffer in UpdatePosition, to fix perf regression in gpu_hist (#6757) 
* Revert "gpu_hist performance tweaks (#5707)"

This reverts commit f779980f7ea7f6f07e86229b8e78144e8a74e6b3.

* Address reviewer's comment

* Fix build error
 2021-03-18 13:56:10 -07:00
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
Philip Hyunsu Cho
366f3cb9d8
Add use_rmm flag to global configuration (#6656) 
* Ensure RMM is 0.18 or later

* Add use_rmm flag to global configuration

* Modify XGBCachingDeviceAllocatorImpl to skip CUB when use_rmm=True

* Update the demo

* [CI] Pin NumPy to 1.19.4, since NumPy 1.19.5 doesn't work with latest Shap
 2021-03-09 14:53:05 -08:00
Louis Desreumaux
9b530e5697
Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +08:00
Jiaming Yuan
1b70a323a7
Improve string view to reduce string allocation. (#6644) 2021-01-27 19:08:52 +08:00
Jiaming Yuan
f2f7dd87b8
Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +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
886486a519
Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +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
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
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
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
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
bed7ae4083
Loop over thrust::reduce. (#6229) 
* Check input chunk size of dqdm.
* Add doc for current limitation.
 2020-10-14 10:40:56 +13:00
Rory Mitchell
734a911a26
Loop over copy_if (#6201) 
* Loop over copy_if

* Catch OOM.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-10-14 10:23:16 +13:00
Jiaming Yuan
b05073bda5
[dask] Test for data initializaton. (#6226) 2020-10-13 11:08:35 +08:00
Jiaming Yuan
2241563f23
Handle duplicated values in sketching. (#6178) 
* Accumulate weights in duplicated values.
* Fix device id in iterative dmatrix.
 2020-10-10 19:32:44 +08:00
Jiaming Yuan
b5b24354b8
More categorical tests and disable shap sparse test. (#6219) 
* Fix tree load with 32 category.
 2020-10-10 16:12:37 +08:00
Jiaming Yuan
70ce5216b5
Add high level tests for categorical data. (#6179) 
* Fix unique.
 2020-10-09 09:27:23 +08:00
vcarpani
6bc9747df5
Reduce compile warnings (#6198) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-08 23:14:59 +08:00
Jiaming Yuan
f0c63902ff
Use default allocator in sketching. (#6182) 2020-09-30 14:55:59 +08:00
Jiaming Yuan
444131a2e6
Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan
798af22ff4
Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Philip Hyunsu Cho
72ef553550
Fall back to CUB allocator if RMM memory pool is not set up (#6150) 
* Fall back to CUB allocator if RMM memory pool is not set up

* Fix build

* Prevent memory leak

* Add note about lack of memory initialisation

* Add check for other fast allocators

* Set use_cub_allocator_ to true when RMM is not enabled

* Fix clang-tidy

* Do not demangle symbol; add check to ensure Linux+Clang/GCC combo
 2020-09-24 11:04:50 -07:00
Jiaming Yuan
210c131ce7
Support categorical data in GPU sketching. (#6137) 2020-09-21 13:53:06 +08:00
Jiaming Yuan
e319b63f9e
Merge extract cuts into QuantileContainer. (#6125) 
* Use pruning for initial summary construction.
 2020-09-18 16:36:39 +08:00
Jiaming Yuan
5384ed85c8
Use caching allocator from RMM, when RMM is enabled (#6131) 2020-09-17 21:51:49 -07:00
Philip Hyunsu Cho
d0ccb13d09
Work around a compiler bug in MacOS AppleClang 11 (#6103) 
* Workaround a compiler bug in MacOS AppleClang

* [CI] Run C++ test with MacOS Catalina + AppleClang 11.0.3

* [CI] Migrate cmake_test on MacOS from Travis CI to GitHub Actions

* Install OpenMP runtime

* [CI] Use CMake to locate lz4 lib
 2020-09-09 21:21:55 -07:00
Jiaming Yuan
93e9af43bb
Unify set index data. (#6062) 2020-09-08 11:38:41 +08:00
Rory Mitchell
2e907abdb8
Updates to GPUTreeShap (#6087) 
* Extract paths on device

* Update GPUTreeShap
 2020-09-06 13:39:08 +12:00
Jiaming Yuan
2fcc4f2886
Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Jiaming Yuan
80c8547147
Make binary bin search reusable. (#6058) 
* Move binary search row to hist util.
* Remove dead code.
 2020-08-26 05:05:11 +08:00
Jiaming Yuan
20c95be625
Expand categorical node. (#6028) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-08-25 18:53:57 +08:00
Rory Mitchell
9a4e8b1d81
GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
ShvetsKS
24f2e6c97e
Optimize DMatrix build time. (#5877) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-08-20 01:37:03 +08:00
Jiaming Yuan
29b7fea572
Optimize cpu sketch allreduce for sparse data. (#6009) 
* Bypass RABIT serialization reducer and use custom allgather based merging.
 2020-08-19 10:03:45 +08:00