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696 Commits

Author SHA1 Message Date
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647) 
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
 2020-05-18 21:08:07 +08:00
Jiaming Yuan
535479e69f
Add JSON schema to model dump. (#5660) 2020-05-15 10:18:43 +08:00
Jiaming Yuan
2c1a439869
Update Python demos with tests. (#5651) 
* Remove GPU memory usage demo.
* Add tests for demos.
* Remove `silent`.
* Remove shebang as it's not portable.
 2020-05-12 12:04:42 +08:00
Oleksandr Kuvshynov
4e64e2ef8e
skip missing lookup if nothing is missing in CPU hist partition kernel. (#5644) 
* [xgboost] skip missing lookup if nothing is missing
 2020-05-12 05:50:08 +03:00
Jiaming Yuan
9ad40901a8
Upgrade to CUDA 10.0 (#5649) (#5652) 
Co-authored-by: fis <jm.yuan@outlook.com>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-05-11 22:27:36 +08:00
Rory Mitchell
fcf57823b6
Reduce device synchronisation (#5631) 
* Reduce device synchronisation

* Initialise pinned memory
 2020-05-07 21:19:46 +12:00
Jiaming Yuan
21ed1f0c6d
Support 64bit seed. (#5643) 2020-05-07 14:52:38 +08:00
Jiaming Yuan
eaf2a00b5c
Enhance nvtx support. (#5636) 2020-05-06 22:54:24 +08:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610) 
* Refactor

* Rewrite evaluate splits

* Add more tests
 2020-04-30 08:58:12 +12:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574) 
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
 2020-04-26 10:56:33 +08:00
Jiaming Yuan
7d93932423
Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
Philip Hyunsu Cho
a23de1c108
[CI] Grant public read access to Mac OSX wheels (#5602) 2020-04-25 11:51:26 -07:00
Philip Hyunsu Cho
f68155de6c
Fix compilation on Mac OSX High Sierra (10.13) (#5597) 
* Fix compilation on Mac OSX High Sierra

* [CI] Build Mac OSX binary wheel using Travis CI
 2020-04-25 10:53:03 -07:00
Jiaming Yuan
e726dd9902
Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Philip Hyunsu Cho
ef26bc45bf
Hide C++ symbols in libxgboost.so when building Python wheel (#5590) 
* Hide C++ symbols in libxgboost.so when building Python wheel

* Update Jenkinsfile

* Add test

* Upgrade rabit

* Add setup.py option.

Co-authored-by: fis <jm.yuan@outlook.com>
 2020-04-24 13:32:05 -07:00
Rory Mitchell
660be66207
Avoid rabit calls in learner configuration (#5581) 2020-04-24 14:59:29 +12:00
Philip Hyunsu Cho
92913aaf7f
[CI] Use Vault repository to re-gain access to devtoolset-4 (#5589) 
* [CI] Use Vault repository to re-gain access to devtoolset-4

* Use manylinux2010 tag

* Update Dockerfile.jvm

* Fix rename_whl.py

* Upgrade Pip, to handle manylinux2010 tag

* Update insert_vcomp140.py

* Update test_python.sh
 2020-04-23 18:53:54 -07:00
Andy Adinets
73142041b9
For histograms, opting into maximum shared memory available per block. (#5491) 2020-04-21 14:56:42 +12:00
Jiaming Yuan
9c1103e06c
[Breaking] Set output margin to True for custom objective. (#5564) 
* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.
 2020-04-20 20:44:12 +08:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551) 
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
 2020-04-20 17:18:52 +08:00
Jiaming Yuan
b809f5d8b8
Don't set seed on CLI interface. (#5563) 2020-04-20 12:17:03 +08:00
Jiaming Yuan
ccd30e4491
Fix non-openmp build. (#5566) 
* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.
 2020-04-20 12:16:38 +08:00
Rory Mitchell
d6d1035950
gpu_hist performance fixes (#5558) 
* Remove unnecessary cuda API calls

* Fix histogram memory growth
 2020-04-19 12:21:13 +12:00
Jiaming Yuan
e1f22baf8c
Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
c245eb8755
Fix r interaction constraints (#5543) 
* Unify the parsing code.

* Cleanup.
 2020-04-18 06:53:51 +08:00
Jiaming Yuan
93df871c8c
Assert matching length of evaluation inputs. (#5540) 2020-04-18 06:52:55 +08:00
Jiaming Yuan
c69a19e2b1
Fix skl nan tag. (#5538) 2020-04-18 06:52:17 +08:00
ShvetsKS
a2d86b8e4b
Optimizations for RNG in InitData kernel (#5522) 
* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2020-04-16 18:24:32 +03:00
Rory Mitchell
e268fb0093
Use thrust functions instead of custom functions (#5544) 2020-04-16 21:41:16 +12:00
Jiaming Yuan
468b1594d3
Fix CLI model IO. (#5535) 
* Add test for comparing Python and CLI training result.
 2020-04-16 07:48:47 +08:00
Philip Hyunsu Cho
0676a19e70
[jvm-packages] [CI] Publish XGBoost4J JARs with Scala 2.11 and 2.12 (#5539) 2020-04-15 09:32:02 -07:00
Philip Hyunsu Cho
ec02f40d42
[CI] Use Ubuntu 18.04 LTS in JVM CI, because 19.04 is EOL (#5537) 2020-04-15 07:32:46 -07:00
Jiaming Yuan
8b04736b81
[dask] dask cudf inplace prediction. (#5512) 
* Add inplace prediction for dask-cudf.

* Remove Dockerfile.release, since it's not used anywhere

* Use Conda exclusively in CUDF and GPU containers

* Improve cupy memory copying.

* Add skip marks to tests.

* Add mgpu-cudf category on the CI to run all distributed tests.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-15 18:15:51 +08:00
Rory Mitchell
ca4e05660e
Purge device_helpers.cuh (#5534) 
* Simplifications with caching_device_vector

* Purge device helpers
 2020-04-15 21:51:56 +12:00
Philip Hyunsu Cho
1b1969f20d
[jvm-packages] [CI] Create a Maven repository to host SNAPSHOT JARs (#5533) 2020-04-14 19:33:32 -07:00
Philip Hyunsu Cho
88b64c8162
Ensure that configured dmlc/build_config.h is picked up by Rabit and XGBoost (#5514) 
* Ensure that configured header (build_config.h) from dmlc-core is picked up by Rabit and XGBoost

* Check which Rabit target is being used

* Use CMake 3.13 in all Jenkins tests

* Upgrade CMake in Travis CI

* Install CMake using Kitware installer

* Remove existing CMake (3.12.4)
 2020-04-11 23:48:28 -07:00
Liang-Chi Hsieh
449ab79e0c
[CI] Use devtoolset-6 because devtoolset-4 is EOL and no longer available (#5506) 
* Use devtoolset-6.

* [CI] Use devtoolset-6 because devtoolset-4 is EOL and no longer available

* CUDA 9.0 doesn't work with devtoolset-6; use devtoolset-4 for GPU build only

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-11 19:49:06 -07:00
Jiaming Yuan
a3db79df22
Remove makefiles. (#5513) 2020-04-11 13:25:53 +08:00
Rory Mitchell
093e2227e3
Serialise booster after training to reset state (#5484) 
* Serialise booster after training to reset state

* Prevent process_type being set on load

* Check for correct updater sequence
 2020-04-11 16:27:12 +12:00
Jiaming Yuan
1334aca437
Fix github merge. (#5509) 2020-04-10 22:17:38 +08:00
Jiaming Yuan
7d52c0b8c2
Requires setting leaf stat when expanding tree. (#5501) 
* Fix GPU Hist feature importance.
 2020-04-10 12:27:03 +08:00
Jiaming Yuan
dc2950fd90
Fix checking booster. (#5505) 
* Use `get_params()` instead of `getattr` intrinsic.
 2020-04-10 12:21:21 +08:00
Jiaming Yuan
6671b42dd4
Use ellpack for prediction only when sparsepage doesn't exist. (#5504) 2020-04-10 12:15:46 +08:00
Jiaming Yuan
0012f2ef93
Upgrade clang-tidy on CI. (#5469) 
* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-04-05 04:42:29 +08:00
Philip Hyunsu Cho
5fc5ec539d
Implement robust regularization in 'survival:aft' objective (#5473) 
* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables
 2020-04-04 12:21:24 -07:00
Jiaming Yuan
86beb68ce8
Implement host span. (#5459) 2020-04-03 10:37:51 +08:00
Jiaming Yuan
459b175dc6
Split up test helpers header. (#5455) 2020-04-03 10:36:53 +08:00
Jiaming Yuan
c218d8ffbf
Enable parameter validation for skl. (#5477) 2020-04-03 10:23:58 +08:00
Jiaming Yuan
29c6ad943a
Prevent copying SimpleDMatrix. (#5453) 
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
 2020-04-02 07:01:49 +08:00
Jiaming Yuan
e86030c360
Update dmlc-core. (#5466) 
* Copy dmlc travis script to XGBoost.
 2020-04-02 04:16:39 +08:00