5518 Commits

Author SHA1 Message Date
Jiaming Yuan
d05754f558
Avoid OMP reduction in AUC. (#7362) 2021-10-28 05:03:52 +08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. (#7331)
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
2021-10-28 03:33:54 +08:00
Jiaming Yuan
2eee87423c
Remove old custom objective demo. (#7369)
We have 2 new custom objective demos covering both regression and classification with
accompanying tutorials in documents.
2021-10-27 16:31:48 +08:00
Jiaming Yuan
b9414b6477
Update GPU doc for PR-AUC. [skip ci] (#7368) 2021-10-27 16:31:07 +08:00
Jiaming Yuan
d4349426d8
Re-implement PR-AUC. (#7297)
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
2021-10-26 13:07:50 +08:00
nicovdijk
a6bcd54b47
[jvm-packages] Fix for space in sys.executable path in create_jni.py (#7358) 2021-10-25 13:45:11 +08:00
Jiaming Yuan
fd61c61071
Avoid omp reduction in rank metric. (#7349) 2021-10-22 14:13:34 +08:00
Jiaming Yuan
e36b066344
[doc] Document the status of RTD hosting. [skip ci] (#7353) 2021-10-22 14:12:55 +08:00
Jiaming Yuan
864d236a82
[doc] Remove num_pbuffer. [skip ci] (#7356) 2021-10-22 14:12:32 +08:00
nicovdijk
31a307cf6b
[XGBoost4J-Spark] Serialization for custom objective and eval (#7274)
* added type hints to custom_obj and custom_eval for Spark persistence


Co-authored-by: Bobby Wang <wbo4958@gmail.com>
2021-10-21 16:22:23 +08:00
Jiaming Yuan
7593fa9982
1.5 release note. [skip ci] (#7271)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-10-21 13:43:31 +08:00
Jiaming Yuan
d1f00fb0b7
Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
nicovdijk
74bab6e504
Control logging for early stopping using shouldPrint() (#7326) 2021-10-21 12:12:06 +08:00
Jiaming Yuan
8d7c6366d7
Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan
15685996fc
[doc] Small improvements for categorical data document. (#7330) 2021-10-20 18:04:32 +08:00
Jiaming Yuan
f999897615
[dask] Use nthread in DMatrix construction. (#7337)
This is consistent with the thread overriding behavior.
2021-10-20 15:16:40 +08:00
Philip Hyunsu Cho
b8e8f0fcd9
[doc] Use latest Sphinx RTD theme (#7347) 2021-10-20 00:04:43 -07:00
Jiaming Yuan
3b0b74fa94
[doc] Use RTD theme. (#7346) 2021-10-19 23:49:19 -07:00
Jiaming Yuan
376b448015
[doc] Fix broken links. (#7341)
* Fix most of the link checks from sphinx.
* Remove duplicate explicit target name.
2021-10-20 14:45:30 +08:00
Jiaming Yuan
f53da412aa
Add typehint to tracker. (#7338) 2021-10-20 12:49:36 +08:00
Jiaming Yuan
5ff210ed75
Small fix for the release doc and script. [skip ci] (#7332)
Add Philip as co-maintainer of maven packages.
2021-10-20 12:49:12 +08:00
Jiaming Yuan
c42e3fbcf3
[doc] Fix early stopping document. (#7334) 2021-10-18 11:21:16 -07:00
Bobby Wang
4fd149b3a2
[jvm-packages] update checkstyle (#7335)
* [jvm-packages] update scalastyle

1. bump scalastyle-maven-plugin and maven-checkstyle-plugin to latest
2. remove unused imports

* fix code style check
2021-10-18 18:42:01 +08:00
Jiaming Yuan
fbb0dc4275
Remove auto configuration of seed_per_iteration. (#7009)
* Remove auto configuration of seed_per_iteration.

This should be related to model recovery from rabit, which is removed.

* Document.
2021-10-17 15:58:57 +08:00
Jiaming Yuan
fb1a9e6bc5
Avoid omp reduction in coordinate descent and aft metrics. (#7316)
Aside from the omp issue, parameter configuration for aft metric is simplified.
2021-10-17 15:55:49 +08:00
Jiaming Yuan
f56e2e9a66
Support categorical data with pandas Dataframe in inplace prediction (#7322) 2021-10-17 14:32:06 +08:00
Jiaming Yuan
8e619010d0
Extract CPUExpandEntry and HistParam. (#7321)
* Remove kRootNid.
* Check for empty hessian.
2021-10-17 14:22:25 +08:00
Jiaming Yuan
6cdcfe8128
Improve external memory demo. (#7320)
* Use npy format.
* Add evaluation.
* Use make_regression.
2021-10-17 11:25:24 +08:00
Jiaming Yuan
e6a142fe70
Fix document about best_iteration (#7324) 2021-10-14 15:30:46 -07:00
Jiaming Yuan
4ddf8d001c
Deterministic result for element-wise/mclass metrics. (#7303)
Remove openmp reduction.
2021-10-13 14:22:40 +08:00
Jiaming Yuan
406c70ba0e
[doc] Fix typo. [skip ci] (#7311) 2021-10-12 19:10:18 +08:00
Jiaming Yuan
0bd8f21e4e
Add document for categorical data. (#7307) 2021-10-12 16:10:59 +08:00
Jiaming Yuan
a7d0c66457
Remove unused code. (#7293) 2021-10-12 15:04:41 +08:00
Jiaming Yuan
130df8cdda
Add tests for tree grow policy. (#7302) 2021-10-12 15:04:06 +08:00
Jiaming Yuan
5b17bb0031
Fix prediction with cat data in sklearn interface. (#7306)
* Specify DMatrix parameter for pre-processing dataframe.
* Add document about the behaviour of prediction.
2021-10-12 14:31:12 +08:00
Jiaming Yuan
89d87e5331
Update GPU Tree SHAP (#7304) 2021-10-11 21:39:50 +08:00
Jiaming Yuan
298af6f409
Fix weighted samples in multi-class AUC. (#7300) 2021-10-11 15:12:29 +08:00
Jiaming Yuan
69d3b1b8b4
Remove old callback deprecated in 1.3. (#7280) 2021-10-08 17:24:59 +08:00
Jiaming Yuan
578de9f762
Fix cv verbose_eval (#7291) 2021-10-08 12:28:38 +08:00
Jiaming Yuan
f7caac2563
Bump version to 1.6.0 in master. (#7259) 2021-10-07 16:09:26 +08:00
Jiaming Yuan
e2660ab8f3
Extend release script with R packages. [skip ci] (#7278) 2021-10-07 16:08:42 +08:00
Yuan Tang
cc459755be
Update affiliation (#7289) 2021-10-07 16:07:34 +08:00
Jiaming Yuan
d8cb395380
Fix gamma neg log likelihood. (#7275) 2021-10-05 16:57:08 +08:00
Jiaming Yuan
b3b03200e2
Remove old warning in 1.3 (#7279) 2021-10-01 08:05:50 +08:00
Philip Hyunsu Cho
2a0368b7ca
Add CMake option to use /MD runtime (#7277) 2021-09-30 13:13:57 +08:00
Jiaming Yuan
b2d8431aea
[R] Fix document for nthread. (#7263) 2021-09-28 11:46:24 +08:00
Jiaming Yuan
d8a549e6ac
Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming Yuan
ca17f8a5fc
Dispatch thrust versions and upgrade rmm. (#7254)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2021-09-25 03:43:23 +08:00
Jiaming Yuan
fbd58bf190
[jvm-packages] Create demo and test for xgboost4j early stopping. (#7252) 2021-09-25 03:29:27 +08:00
Bobby Wang
0ee11dac77
[jvm-packages][xgboost4j-gpu] Support GPU dataframe and DeviceQuantileDMatrix (#7195)
Following classes are added to support dataframe in java binding:

- `Column` is an abstract type for a single column in tabular data.
- `ColumnBatch` is an abstract type for dataframe.

- `CuDFColumn` is an implementaiton of `Column` that consume cuDF column
- `CudfColumnBatch` is an implementation of `ColumnBatch` that consumes cuDF dataframe.

- `DeviceQuantileDMatrix` is the interface for quantized data.

The Java implementation mimics the Python interface and uses `__cuda_array_interface__` protocol for memory indexing.  One difference is on JVM package, the data batch is staged on the host as java iterators cannot be reset.

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-09-24 14:25:00 +08:00