163 Commits

Author SHA1 Message Date
James Lamb
730bc1f688
[R] remove unused headers (#9546) 2023-09-14 17:11:26 +08:00
James Lamb
d159ee8547
[R] reformat build scripts (#9540) 2023-09-04 17:40:46 +08:00
Jiaming Yuan
be6a552956
[R] Support multi-class custom objective. (#9526) 2023-08-29 08:27:13 +08:00
Jiaming Yuan
c3574d932f
[R] Fix integer inputs with NA. (#9522) 2023-08-28 18:36:11 +08:00
Jiaming Yuan
972730cde0
Use matrix for gradient. (#9508)
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
2023-08-24 05:29:52 +08:00
Jiaming Yuan
bb56183396
Normalize file system path. (#9463) 2023-08-11 21:26:46 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Jiaming Yuan
e93a274823
Small cleanup for histogram routines. (#9427)
* Small cleanup for histogram routines.

- Extract hist train param from GPU hist.
- Make histogram const after construction.
- Unify parameter names.
2023-08-02 18:28:26 +08:00
Jiaming Yuan
97ed944209
Unify the hist tree method for different devices. (#9363) 2023-07-11 10:04:39 +08:00
Jiaming Yuan
e206b899ef
Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Jiaming Yuan
ef13dd31b1
Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Jiaming Yuan
5feee8d4a9
Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Rong Ou
2dc22e7aad
Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Jiaming Yuan
cce4af4acf
Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan
c7c485d052
Extract fit intercept. (#8793) 2023-02-15 22:41:31 +08:00
Jiaming Yuan
457f704e3d
Add quantile metric. (#8761) 2023-02-13 19:07:40 +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
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
3760cede0f
Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
James Lamb
980233e648
[R] remove XGBoosterPredict_R (fixes #8687) (#8689) 2023-01-17 14:19:01 +08:00
James Lamb
292df67824
[R] remove unused define XGBOOST_CUSTOMIZE_LOGGER (#8647) 2023-01-15 02:29:25 +08:00
Jiaming Yuan
b2b6a8aa39
[R] fix CSR input. (#8673) 2023-01-14 01:32:41 +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
James Lamb
e01639548a
[R] remove unused compiler flag RABIT_CUSTOMIZE_MSG_ (#8610) 2022-12-17 19:36:35 +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
Jiaming Yuan
d8544e4d9e
[R] Remove unused assert definition. (#8526) 2022-12-05 20:29:03 +08:00
Rong Ou
a8255ea678
Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
5f1a6fca0d
[R] Use new interface for creating DMatrix from CSR. (#8455)
* [R] Use new interface for creating DMatrix from CSR.

- CSC is still using the old API.

The old API is not aware of `nthread` parameter, which makes DMatrix to use all available
thread during construction and during transformation lie `SparsePage` -> `CSCPage`.
2022-11-23 21:36:43 +08:00
Jiaming Yuan
28a466ab51
Fixes for R checks. (#8330)
- Bump configure.ac version.
- Remove amalgamation to reduce the build time for a single object with the added benefit that we can use parallel build during development.
- Fix c function prototype warning.
- Remove Windows automake file generation step to make the build script easier to understand.
2022-10-20 02:52:54 +08:00
Jiaming Yuan
bc818316f2
Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan
937352c78f
Fix R package Windows build. (#8065) 2022-07-14 05:27:38 +08:00
Jiaming Yuan
210eb471e9
[R] Implement feature info for DMatrix. (#8048) 2022-07-09 05:57:39 +08:00
david-cortes
7f738e7f6f
[R] Accept CSR data for predictions (#7615) 2022-01-30 00:54:57 +08:00
Jiaming Yuan
81210420c6
Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +08:00
Jiaming Yuan
d262503781
[R] Implement new save raw in R. (#7571) 2022-01-22 20:55:47 +08:00
david-cortes
61a619b5c3
[R] Avoid symbol naming conflicts with other packages (#7245)
* don't register all R symbols

* typo
2021-09-19 11:17:08 -07:00
Jiaming Yuan
8ee127469f
[R] Fix nthread in DMatrix constructor. (#7127)
* Break the R C API for nthread.
2021-08-03 17:39:25 +08:00
Jiaming Yuan
345796825f
Optional find dependency in installed cmake config. (#7099)
* Find dependency only when xgboost is built as static library.
* Resolve msvc warning.
* Add test for linking shared library.
2021-07-11 17:20:55 +08:00
Jiaming Yuan
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
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
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
david-cortes
4e1a8b1fe5
Update R handles in-place (#6903)
* update R handles in-place #fixes 6896

* update test to expect non-null handle

* remove unused variable

* fix failing tests

* solve linter complains
2021-04-29 12:50:46 -07:00
Louis Desreumaux
9b530e5697
Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +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
b5c2a47b20
Drop single point model recovery (#6262)
* Pass rabit params in JVM package.
* Implement timeout using poll timeout parameter.
* Remove OOB data check.
2020-10-21 15:27:03 +08:00
Jiaming Yuan
c92d751ad1
Enable building rabit on Windows (#6105) 2020-09-11 11:54:46 +08:00
Philip Hyunsu Cho
ace7fd328b
[R] Add a compatibility layer to load Booster object from an old RDS file (#5940)
* [R] Add a compatibility layer to load Booster from an old RDS
* Modify QuantileHistMaker::LoadConfig() to be backward compatible with 1.1.x
* Add a big warning about compatibility in QuantileHistMaker::LoadConfig()
* Add testing suite
* Discourage use of saveRDS() in CRAN doc
2020-07-26 00:06:49 -07:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00