Commit Graph
100 Commits
Author SHA1 Message Date
Jiaming YuanandHyunsu Philip Cho cf70864fa3 Move Python testing utilities into xgboost module. (#8379)
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-26 16:56:11 +08:00
Jiaming YuanandPhilip Hyunsu Cho 7e53189e7c [pyspark] Improve tutorial on enabling GPU support. (#8385)
- Quote the databricks doc on how to manage dependencies.
- Some wording changes.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-10-26 15:45:54 +08:00
Jiaming Yuan d0b99bdd95 [pyspark] Add type hint to basic utilities. (#8375) 2022-10-25 17:26:25 +08:00
Jiaming Yuan 1d2f6de573 remove travis status [skip ci] (#8382) 2022-10-24 14:37:33 +08:00
Jiaming Yuan a3b8bca46a Remove travis configuration file. [skip ci] (#8381) 2022-10-23 02:49:29 +08:00
Jiaming Yuan bb5e18c29c Fix CUDA async stream. (#8380) 2022-10-22 23:13:28 +08:00
Jiaming Yuan 99467f3999 [doc] Cleanup outdated documents for GPU. [skip ci] (#8378) 2022-10-21 20:13:31 +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 c69af90319 Fix github action r tests. (#8364) 2022-10-20 01:07:18 +08:00
Jiaming Yuan c884b9e888 Validate features for inplace predict. (#8359) 2022-10-19 23:05:36 +08:00
Jiaming Yuan 3901f5d9db [pyspark] Cleanup data processing. (#8344)
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
2022-10-18 14:56:23 +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 2176e511fc Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan fcddbc9264 FIx incorrect function name. (#8346) 2022-10-17 19:28:20 +08:00
Jiaming Yuan 748d516c50 [pyspark] Enable running GPU tests on variable number of GPUs. (#8335) 2022-10-13 21:03:45 +08:00
Jiaming Yuan 4633b476e9 [doc] Display survival demos in sphinx doc. [skip ci] (#8328) 2022-10-13 20:51:23 +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
Jiaming Yuan 97a5b088a5 [pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Jiaming Yuan c68684ff4c Update parameter for categorical feature. (#8285) 2022-10-10 19:48:29 +08:00
Jiaming Yuan 5545c49cfc Require keyword args for data iterator. (#8327) 2022-10-10 17:47:13 +08:00
Jiaming Yuan e1f9f80df2 Use gpu predictor for get csr test. (#8323) 2022-10-10 16:12:37 +08:00
Jiaming Yuan e47b3a3da3 Upgrade mypy. (#8302)
Some breaking changes were made in mypy.
2022-10-05 14:31:59 +08:00
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 299e5000a4 Fix buildkite label. (#8287) 2022-09-29 17:33:19 -07:00
Jiaming Yuan 55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan 6925b222e0 Fix mixed types with cuDF. (#8280) 2022-09-29 00:57:52 +08:00
Jiaming Yuan f835368bcf Mark next release as 1.7 instead of 2.0 (#8281) 2022-09-28 14:33:37 +08:00
Jiaming YuanandHyunsu Philip Cho 6d1452074a Remove MGPU cpp tests. (#8276)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-09-27 21:18:23 +08:00
Jiaming Yuan fcab51aa82 Support more pandas nullable types (#8262)
- Float32/64
- Category.
2022-09-27 01:59:50 +08:00
Jiaming Yuan 4056974e37 Fix sparse threshold warning. (#8268) 2022-09-26 22:22:11 +08:00
Jiaming Yuan 0cd11b893a [doc] Fix sphinx build. (#8270) 2022-09-26 12:33:31 +08:00
Jiaming Yuan 3fd331f8f2 Add checks to C pointer arguments. (#8254) 2022-09-22 19:02:22 +08:00
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
Jiaming Yuan 2e63af6117 Mitigate flaky data iter test. (#8244)
- Reduce the number of batches.
- Verify labels.
2022-09-14 17:54:14 +08:00
Jiaming Yuan bdf265076d Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +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 dd44ac91b8 [CI] Use binary R dependencies on Windows. (#8241) 2022-09-09 19:51:15 -07:00
Jiaming Yuan b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Jiaming Yuan 441ffc017a Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Jiaming Yuan ada4a86d1c Fix dask interface with latest cupy. (#8210) 2022-09-03 03:10:43 +08:00
Jiaming Yuan 8dac90a593 Mark parameter validation non-experimental. (#8206) 2022-08-30 15:49:43 +08:00
Jiaming Yuan 9b32e6e2dc Fix release script. (#8187) (#8195) 2022-08-23 15:08:30 +08:00
Jiaming Yuan 16bca5d4a1 Support CPU input for device QuantileDMatrix. (#8136)
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
2022-08-11 21:21:26 +08:00
Jiaming Yuan 36e7c5364d [dask] Deterministic rank assignment. (#8018) 2022-08-11 19:17:58 +08:00
Jiaming Yuan d868126c39 [CI] Fix R build on Jenkins. (#8154) 2022-08-11 14:50:03 +08:00
Jiaming Yuan 570f8ae4ba Use black on more Python files. (#8137) 2022-08-11 01:38:11 +08:00
Jiaming Yuan bdb291f1c2 [doc] Clarification for feature importance. (#8151) 2022-08-11 00:30:42 +08:00
Jiaming Yuan 446d536c23 Fix loading DMatrix binary in distributed env. (#8149)
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
2022-08-10 22:53:16 +08:00
Jiaming Yuan 8fc60b31bc Update PyPi wheel size limit. (#8150) 2022-08-10 18:49:57 +08:00
Jiaming Yuan 9ae547f994 Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Jiaming Yuan bcc8679a05 Update CUDA docker image and NCCL. (#8139) 2022-08-07 16:32:41 +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 2cba1d9fcc Fix compatibility with latest cupy. (#8129)
* Fix compatibility with latest cupy.

* Freeze mypy.
2022-08-01 15:24:42 +08:00
Jiaming Yuan 2c70751d1e Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan 546de5efd2 [pyspark] Cleanup data processing. (#8088)
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
2022-07-26 15:00:52 +08:00
Jiaming Yuan 3970e4e6bb Move pylint helper from dmlc-core. (#8101)
* Move pylint helper from dmlc-core.

- Move the helper into the XGBoost ci_build.
- Run it with multiprocessing.

* Fix original test.
2022-07-23 08:12:37 +08:00
Jiaming Yuan 7785d65c8a Fix feature weights with multiple column sampling. (#8100) 2022-07-22 20:23:05 +08:00
Jiaming Yuan 4a4e5c7c18 Prepare gradient index for Quantile DMatrix. (#8103)
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
2022-07-22 17:26:33 +08:00
Jiaming Yuan ef11b024e8 Cleanup data generator. (#8094)
- Avoid duplicated definition of data shape.
- Explicitly define numpy iterator for CPU data.
2022-07-20 13:48:52 +08:00
Jiaming Yuan 5156be0f49 Limit max_depth to 30 for GPU. (#8098) 2022-07-20 12:28:49 +08:00
Jiaming Yuan 8bdea72688 [Python] Require black and isort for new Python files. (#8096)
* [Python] Require black and isort for new Python files.

- Require black and isort for spark and dask module.

These files are relatively new and are more conform to the black formatter. We will
convert the rest of the library as we move forward.

Other libraries including dask/distributed and optuna use the same formatting style and
have a more strict standard. The black formatter is indeed quite nice, automating it can
help us unify the code style.

- Gather Python checks into a single script.
2022-07-20 10:25:24 +08:00
Jiaming Yuan 2365f82750 [dask] Mitigate non-deterministic test. (#8077) 2022-07-19 16:55:59 +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 e28f6f6657 [doc] Integrate pyspark module into sphinx doc [skip ci] (#8066) 2022-07-17 10:46:09 +08:00
Jiaming Yuan 0ce80b7bcf Mitigate flaky GPU test. (#8078)
The flakiness is caused by the global random engine, which will take some time to fix.
2022-07-16 13:45:32 +08:00
Jiaming Yuan 7a5586f3db Fix GPU quantile distributed test. (#8076) 2022-07-16 11:40:53 +08:00
Jiaming Yuan 8fccc3c4ad [dask] Fix potential error in demo. (#8079)
* Use dask_cudf instead.
2022-07-15 18:42:29 +08:00
Jiaming Yuan 647d3844dd Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
Jiaming Yuan dae7a41baa Update Python requirement to >=3.8. (#8071)
Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests
2022-07-14 18:01:47 +08:00
Jiaming Yuan 8dd96013f1 Split up column matrix initialization. (#8060)
* Split up column matrix initialization.

This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
2022-07-14 10:34:47 +08:00
Jiaming Yuan abaa593aa0 Fix compiler warnings. (#8059)
- Remove unused parameters.
- Avoid comparison of different signedness.
2022-07-14 05:29:56 +08:00
Jiaming Yuan 937352c78f Fix R package Windows build. (#8065) 2022-07-14 05:27:38 +08:00
Jiaming Yuan 8959622836 [dask] Use an invalid port for test. (#8064) 2022-07-13 11:59:02 +08:00
Jiaming Yuan a5bc8e2c6a Fix mypy error with the latest dask. (#8052)
* Fix mypy error with latest dask.

Dask is adding type hints to its codebase and as the result, checks in XGBoost can be
performed more rigorously.

- Remove compatibility with old dask version where multi lock was missing.
- Restrict input of `X` to be non-series.
- Adopt latest definition of `Delayed`.
- Avoid passing optional `host_ip`.
- Avoid deprecated `worker.nthreads`.
2022-07-09 08:02:42 +08:00
Jiaming Yuan 210eb471e9 [R] Implement feature info for DMatrix. (#8048) 2022-07-09 05:57:39 +08:00
Jiaming Yuan 701f32b227 [py-sckl] Raise import error if skl is not installed. (#8049) 2022-07-09 05:56:46 +08:00
Jiaming Yuan ff1c559084 Remove unused variable. (#8046) 2022-07-05 01:59:22 +08:00
Jiaming Yuan 8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Jiaming Yuan f24bfc7684 Bump R cache version. (#8044) 2022-07-03 03:53:05 +08:00
Jiaming YuanandHyunsu Cho 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 dcaf580476 Fix Python package source install. (#8036)
* Copy gputreeshap.
2022-06-29 21:45:09 +08:00
Jiaming Yuan f0c1b842bf Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +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 4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan d285d6ba2a Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan e58e417603 [CI] Fix lintr error. (#8011) 2022-06-20 22:17:14 +08:00
Jiaming Yuan 9b0eb66b78 Fix GPU driver test. (#8008)
* Initialize the training parameter.
2022-06-20 19:37:31 +08:00
Jiaming Yuan 637e42a0c0 Use 22.04 for RMM. (#8001)
22.06 is not released yet.
2022-06-17 04:07:31 +08:00
Jiaming Yuan bb47fd8c49 [jvm-packages] Change log level for tracker message. (#7968) 2022-06-09 18:15:08 +08:00
Jiaming Yuan 8f8bd8147a Fix LTR with weighted Quantile DMatrix. (#7975)
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
2022-06-09 01:33:41 +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 Yuanandjakirkham d48123d23b Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Jiaming Yuan b90c6d25e8 Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan 6b55150e80 Fix pylint errors. (#7967) 2022-06-02 18:04:46 +08:00
Jiaming Yuan 13b15e07e8 Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Jiaming Yuan bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +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 606be9e663 Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan 18a38f7ca0 Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00