525 Commits

Author SHA1 Message Date
Rong Ou
63ec95623d fix gpu predictor when dmatrix is mismatched with model (#4613) 2019-06-28 11:03:02 +12:00
Egor Smirnov
4d6590be3c Optimize ‘hist’ for multi-core CPU (#4529)
* Initial performance optimizations for xgboost

* remove includes

* revert float->double

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* fix for CI

* Check existence of _mm_prefetch and __builtin_prefetch

* Fix lint

* optimizations for CPU

* appling comments in review

* add some comments, code refactoring

* fixing issues in CI

* adding runtime checks

* remove 1 extra check

* remove extra checks in BuildHist

* remove checks

* add debug info

* added debug info

* revert changes

* added comments

* Apply suggestions from code review

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* apply review comments

* Remove unused function CreateNewNodes()

* Add descriptive comment on node_idx variable in QuantileHistMaker::Builder::BuildHistsBatch()
2019-06-27 11:33:49 -07:00
Jiaming Yuan
8bdf15120a
Implement tree model dump with code generator. (#4602)
* Implement tree model dump with a code generator.

* Split up generators.
* Implement graphviz generator.
* Use pattern matching.

* [Breaking] Return a Source in `to_graphviz` instead of Digraph in Python package.


Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2019-06-26 15:20:44 +08:00
Rong Ou
77fc28427d fix benchmark_tree.py (#4593) 2019-06-21 11:51:48 +12:00
Rong Ou
6125521caf fix compiler warning (#4588) 2019-06-21 04:06:26 +08:00
Rory Mitchell
221e163185
Refactor out row partitioning logic from gpu_hist, introduce caching device vectors (#4554) 2019-06-20 18:24:09 +12:00
Philip Hyunsu Cho
0c50f8417a
[CI] Specify account ID when logging into ECR Docker registry (#4584)
* [CI] Specify account ID when logging into ECR Docker registry

* Do not display awscli login command
2019-06-19 15:08:42 -07:00
Jiaming Yuan
ae05948e32
Feature interaction for GPU Hist. (#4534)
* GPU hist Interaction Constraints.
* Duplicate related parameters.
* Add tests for CPU interaction constraint.
* Add better error reporting.
* Thorough tests.
2019-06-19 18:11:02 +08:00
sriramch
6757654337 Optimizations for quantisation on device (#4572)
* - do not create device vectors for the entire sparse page while computing histograms...
   - while creating the compressed histogram indices, the row vector is created for the entire
     sparse page batch. this is needless as we only process chunks at a time based on a slice
     of the total gpu memory
   - this pr will allocate only as much as required to store the ppropriate row indices and the entries

* - do not dereference row_ptrs once the device_vector has been created to elide host copies of those counts
   - instead, grab the entry counts directly from the sparsepage
2019-06-19 10:50:25 +12:00
sriramch
90f683b25b Set the appropriate device before freeing device memory... (#4566)
* - set the appropriate device before freeing device memory...
   - pr #4532 added a global memory tracker/logger to keep track of number of (de)allocations
     and peak memory usage on a per device basis.
   - this pr adds the appropriate check to make sure that the (de)allocation counts and memory usages
     makes sense for the device. since verbosity is typically increased on debug/non-retail builds.  
* - pre-create cub allocators and reuse them
   - create them once and not resize them dynamically. we need to ensure that these allocators
     are created and destroyed exactly once so that the appropriate device id's are set
2019-06-18 14:58:05 +12:00
Jiaming Yuan
c5719cc457
Offload some configurations into GBM. (#4553)
This is part 1 of refactoring configuration.

* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.
2019-06-14 09:18:51 +08:00
sriramch
a2042b685a - training with external memory - part 2 of 2 (#4526)
* - training with external memory - part 2 of 2
   - when external memory support is enabled, building of histogram indices are
     done incrementally for every sparse page
   - the entire set of input data is divided across multiple gpu's and the relative
     row positions within each device is tracked when building the compressed histogram buffer
   - this was tested using a mortgage dataset containing ~ 670m rows before 4xt4's could be
     saturated
2019-06-12 09:52:56 +12:00
Jiaming Yuan
4591039eba
Remove remaining reg:linear. (#4544) 2019-06-11 16:04:09 +08:00
Jiaming Yuan
2f1319f273
Add rmsle metric and reg:squaredlogerror objective (#4541) 2019-06-11 05:48:27 +08:00
Rory Mitchell
9683fd433e
Overload device memory allocation (#4532)
* Group source files, include headers in source files

* Overload device memory allocation
2019-06-10 11:35:13 +12:00
Jiaming Yuan
da21ac0cc2
Fix tweedie metric string. (#4543) 2019-06-09 09:52:29 +08:00
Jiaming Yuan
afa99e6d9d
Use yaml.safe_load. (#4537) 2019-06-07 03:39:25 +08:00
Philip Hyunsu Cho
3f2fe25a32 Fix C++11 config parser (#4521)
* Fix C++11 config parser
* Use raw strings to improve readability of regex
* Fix compilation for GCC 5.x

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2019-06-03 22:18:16 +08:00
Rory Mitchell
23a10c8339
Refactor histogram building code for gpu_hist (#4528) 2019-06-03 09:50:10 +12:00
Rory Mitchell
fbbae3386a
Smarter choice of histogram construction for distributed gpu_hist (#4519)
* Smarter choice of histogram construction for distributed gpu_hist

* Limit omp team size in ExecuteShards
2019-05-31 14:11:34 +12:00
Jiaming Yuan
b48f895027
Fix prediction from loaded pickle. (#4516) 2019-05-30 15:05:09 +08:00
sriramch
fed665ae8a - training with external memory part 1 of 2 (#4486)
* - training with external memory part 1 of 2
   - this pr focuses on computing the quantiles using multiple gpus on a
     dataset that uses the external cache capabilities
   - there will a follow-up pr soon after this that will support creation
     of histogram indices on large dataset as well
   - both of these changes are required to support training with external memory
   - the sparse pages in dmatrix are taken in batches and the the cut matrices
     are incrementally built
   - also snuck in some (perf) changes related to sketches aggregation amongst multiple
     features across multiple sparse page batches. instead of aggregating the summary
     inside each device and merged later, it is aggregated in-place when the device
     is working on different rows but the same feature
2019-05-30 08:18:34 +12:00
sriramch
6e16900711 Fix crash with approx tree method on cpu (#4510) 2019-05-30 01:11:29 +08:00
Jiaming Yuan
c589eff941
De-duplicate GPU parameters. (#4454)
* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.
2019-05-29 11:55:57 +08:00
sriramch
a3fedbeaa8 - fix issues with training with external memory on cpu (#4487)
* - fix issues with training with external memory on cpu
   - use the batch size to determine the correct number of rows in a batch
   - use the right number of threads in omp parallalization if the batch size
     is less than the default omp max threads (applicable for the last batch)

* - handle scenarios where last batch size is < available number of threads
- augment tests such that we can test all scenarios (batch size <, >, = number of threads)
2019-05-29 12:31:30 +12:00
Rory Mitchell
09b90d9329
Add native support for Dask (#4473)
* Add native support for Dask

* Add multi-GPU demo

* Add sklearn example
2019-05-27 13:29:28 +12:00
Bryan Woods
278562db13 Add support for cross-validation using query ID (#4474)
* adding support for matrix slicing with query ID for cross-validation

* hail mary test of unrar installation for windows tests

* trying to modify tests to run in Github CI

* Remove dependency on wget and unrar

* Save error log from R test

* Relax assertion in test_training

* Use int instead of bool in C function interface

* Revise R interface

* Add XGDMatrixSliceDMatrixEx and keep old XGDMatrixSliceDMatrix for API compatibility
2019-05-23 10:45:02 -07:00
Philip Hyunsu Cho
515f5f5c47
[RFC] Version 0.90 release candidate (#4475)
* Release 0.90

* Add script to automatically generate acknowledgment

* Update NEWS.md
2019-05-20 01:02:44 -07:00
Philip Hyunsu Cho
cf2400036e
[CI] Add Python and C++ tests for Windows GPU target (#4469)
* Add CMake option to use bundled gtest from dmlc-core, so that it is easy to build XGBoost with gtest on Windows

* Consistently apply OpenMP flag to all targets. Force enable OpenMP when USE_CUDA is turned on.

* Insert vcomp140.dll into Windows wheels

* Add C++ and Python tests for CPU and GPU targets (CUDA 9.0, 10.0, 10.1)

* Prevent spurious msbuild failure

* Add GPU tests

* Upgrade dmlc-core
2019-05-16 01:06:46 +00:00
Rong Ou
df2cdaca50 add cuda 10.1 support (#4468) 2019-05-14 18:30:58 +00:00
Philip Hyunsu Cho
b5f7cbfadf
[CI] Cache two R build Docker containers (#4458) 2019-05-11 10:54:00 -07:00
Rong Ou
be0f346ec9 mgpu predictor using explicit offsets (#4438)
* mgpu prediction using explicit sharding
2019-05-11 09:35:06 +12:00
Philip Hyunsu Cho
6ff994126a [BLOCKING][CI] Upgrade to Spark 2.4.3 (#4414)
* [CI] Upgrade to Spark 2.4.2

* Pass Spark version to build script

* Allow multiple --build-arg in ci_build.sh

* Fix syntax

* Fix container name

* Update pom.xml

* Fix container name

* Update Jenkinsfile

* Update pom.xml

* Update Dockerfile.jvm_cross
2019-05-09 21:36:59 -07:00
Xin Yin
8d1098a983 In AUC and AUCPR metrics, detect whether weights are per-instance or per-group (#4216)
* In AUC and AUCPR metrics, detect whether weights are per-instance or per-group

* Fix C++ style check

* Add a test for weighted AUC
2019-05-04 00:53:04 -07:00
Philip Hyunsu Cho
9252b686ae
Make AUCPR work with multiple query groups (#4436)
* Make AUCPR work with multiple query groups

* Check AUCPR <= 1.0 in distributed setting
2019-05-03 10:34:44 -07:00
Rong Ou
feb6ae3e18 Initial support for external memory in gpu_predictor (#4284) 2019-05-03 13:01:27 +12:00
Philip Hyunsu Cho
bfddc2c42c Make CMakeLists.txt compatible with CMake 3.3 (#4420)
* Make CMakeLists.txt compatible with CMake 3.3; require CMake 3.11 for MSVC

* Use CMake 3.12 when sanitizer is enabled

* Disable funroll-loops for MSVC

* Use cmake version in container name

* Add missing arg

* Fix egrep use in ci_build.sh

* Display CMake version

* Do not set OpenMP_CXX_LIBRARIES for MSVC

* Use cmake_minimum_required()
2019-05-02 11:49:32 +08:00
Philip Hyunsu Cho
ba98e0cdf2
Add additional Python tests to test training under constraints (#4426) 2019-04-30 18:23:39 -07:00
Rong Ou
eaab364a63 More explict sharding methods for device memory (#4396)
* Rename the Reshard method to Shard

* Add a new Reshard method for sharding a vector that's already sharded
2019-05-01 11:47:22 +12:00
Rory Mitchell
5e582b0fa7
Combine thread launches into single launch per tree for gpu_hist (#4343)
* Combine thread launches into single launch per tree for gpu_hist
algorithm.

* Address deprecation warning

* Add manual column sampler constructor

* Turn off omp dynamic to get a guaranteed number of threads

* Enable openmp in cuda code
2019-04-29 09:58:34 +12:00
Jiaming Yuan
77c03538b0
Fix node reuse. (#4404)
* Reinitialize `_sindex` when reallocating a deleted node.
2019-04-27 13:03:23 +08:00
Nan Zhu
37dc82c3ff
[jvm-packages] allow partial evaluation of dataframe before prediction (#4407)
* allow partial evaluation of dataframe before prediction

* resume spark test

* comments

* Run unit tests after building JVM packages
2019-04-26 21:02:40 -07:00
Philip Hyunsu Cho
ea850ecd20
[CI] Refactor Jenkins CI pipeline + migrate all Linux tests to Jenkins (#4401)
* All Linux tests are now in Jenkins CI
* Tests are now de-coupled from builds. We can now build XGBoost with one version of CUDA/JDK and test it with another version of CUDA/JDK
* Builds (compilation) are significantly faster because 1) They use C5 instances with faster CPU cores; and 2) build environment setup is cached using Docker containers
2019-04-26 18:39:12 -07:00
Rong Ou
2c61f02add fix broken python test (#4395) 2019-04-23 16:01:23 -07:00
Philip Hyunsu Cho
bbe0dbd7ec
Migrate pylint check to Python 3 (#4381)
* Migrate lint to Python 3

* Fix lint errors

* Use Miniconda3 to use Python 3.7

* Use latest pylint and astroid
2019-04-21 01:01:54 -07:00
Jiaming Yuan
207f058711 Refactor CMake scripts. (#4323)
* Refactor CMake scripts.

* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.

* Revert machine.conf.

* Move CLI test to gpu.

* Small cleanup.

* Support using XGBoost as submodule.

* Fix windows

* Fix cpp tests on Windows

* Remove duplicated find_package.
2019-04-15 10:08:12 -07:00
Jiaming Yuan
84d992babc
GPU multiclass metrics (#4368)
* Port multi classes metrics to CUDA.
2019-04-15 17:47:47 +08:00
James Lamb
edae664afb [r-package] cut CI-time dependency on craigcitro/r-travis (fixes #4348) (#4353)
* [r-package] cut CI-time dependency on craigcitro/r-travis (fixes #4348)

* Install R

* Install R on OSX

* Remove gfortran symlink

* Specify CRAN repo

* added more R dependencies needed for testing

* removed heavy R dependencies in CI

* fixed bug in env var, removed unnecessary apt installs of R

* fix to R installs
2019-04-12 00:22:48 -07:00
Rong Ou
f4521bf6aa refactor tests to get rid of duplication (#4358)
* refactor tests to get rid of duplication

* address review comments
2019-04-12 00:21:48 -07:00
Jiaming Yuan
5c2575535f
Fix Histogram allocation. (#4347)
* Fix Histogram allocation.

nidx_map is cleared after `Reset`, but histogram data size isn't changed hence
histogram recycling is used in later iterations.  After a reset(building new
tree), newly allocated node will start from 0, while recycling always choose
the node with smallest index, which happens to be our newly allocated node 0.
2019-04-10 19:21:26 +08:00