Commit Graph
239 Commits
Author SHA1 Message Date
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 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
Jiaming Yuan 765097d514 Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan 19775ffe15 Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Jiaming Yuan 11d65fcb21 Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan 288c52596c Define bin type. (#7850) 2022-04-29 19:41:39 +08:00
Jiaming Yuan fdf533f2b9 [POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan 522636cb52 Bump version. (#7769) 2022-03-31 06:33:22 +08:00
Jiaming Yuan 64575591d8 Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan 4d81c741e9 External memory support for hist (#7531)
* Generate column matrix from gHistIndex.
* Avoid synchronization with the sparse page once the cache is written.
* Cleanups: Remove member variables/functions, change the update routine to look like approx and gpu_hist.
* Remove pruner.
2022-03-22 00:13:20 +08:00
Jiaming Yuan e78a38b837 Sort sparse page index when constructing DMatrix. (#7731) 2022-03-16 18:01:05 +08:00
613ec36c5a Support building SimpleDMatrix from Arrow data format (#7512)
* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>
2022-03-15 13:25:19 +08:00
Jiaming Yuan 98d6faefd6 Implement slope for Pseduo-Huber. (#7727)
* Add objective and metric.
* Some refactoring for CPU/GPU dispatching using linalg module.
2022-03-14 21:42:38 +08:00
Jiaming Yuan 6762c45494 Small cleanup to gradient index and hist. (#7668)
* Code comments.
* Const accessor to index.
* Remove some weird variables in the `Index` class.
* Simplify the `MemStackAllocator`.
2022-02-23 11:37:21 +08:00
Jiaming Yuan 2775c2a1ab Prepare external memory support for hist. (#7638)
This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.

Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
2022-02-10 16:58:02 +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 e060519d4f Avoid regenerating the gradient index for approx. (#7591) 2022-01-26 21:41:30 +08:00
Jiaming Yuan 5d7818e75d Remove omp_get_max_threads in tree updaters. (#7590) 2022-01-26 19:55:47 +08:00
Jiaming Yuan 5817840858 Remove omp_get_max_threads in data. (#7588) 2022-01-24 02:44:07 +08:00
Jiaming Yuan 2db808021d Silent some warnings for unused variable. (#7548) 2022-01-11 01:16:26 +08:00
Jiaming Yuan 58a6723eb1 Initial support for multioutput regression. (#7514)
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
2021-12-18 09:28:38 +08:00
Jiaming Yuan 9ab73f737e Extract Sketch Entry from hist maker. (#7503)
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
2021-12-18 05:36:56 +08:00
Jiaming Yuan 5b1161bb64 Convert labels into tensor. (#7456)
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
2021-12-17 00:58:35 +08:00
Jiaming Yuan 70b12d898a [dask] Fix ddqdm with empty partition. (#7510)
* Fix empty partition.

* war.
2021-12-16 20:37:29 +08:00
Jiaming Yuan 85cbd32c5a Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan 557ffc4bf5 Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan 5262e933f7 Remove unnecessary constexpr. (#7466) 2021-11-23 16:42:08 +08:00
Jiaming Yuan d33854af1b [Breaking] Accept multi-dim meta info. (#7405)
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
2021-11-18 23:02:54 +08:00
Jiaming Yuan b0015fda96 Fix R CRAN failures. (#7404)
* Remove hist builder dtor.

* Initialize values.

* Tolerance.

* Remove the use of nthread in col maker.
2021-11-16 10:51:12 +08:00
Jiaming Yuan 55ee272ea8 Extend array interface to handle ndarray. (#7434)
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
2021-11-16 09:52:15 +08:00
Jiaming Yuan d4274bc556 Fix typo. (#7433) 2021-11-15 01:28:11 +08:00
Jiaming Yuan 6ede12412c Update dmlc-core and use data iter for GPU sampling tests. (#7398)
* Update dmlc-core.
* New parquet parser in dmlc-core.
* Use data iter for GPU sampling tests.
2021-11-06 05:12:49 +08:00
Jiaming Yuan ccdabe4512 Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan a13321148a Support multi-class with base margin. (#7381)
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
2021-11-02 13:38:00 +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 d1f00fb0b7 Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
Jiaming Yuan c311a8c1d8 Enable compiling with system cub. (#7232)
- Tested with all CUDA 11.x.
- Workaround cub scan by using discard iterator in AUC.
- Limit the size of Argsort when compiled with CUDA cub.
2021-09-17 14:28:18 +08:00
Jiaming Yuan 0ed979b096 Support more input types for categorical data. (#7220)
* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.
2021-09-16 20:39:30 +08:00
Jiaming Yuan 3515931305 Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Philip Hyunsu Cho 336af4f974 Work around a segfault observed in SparsePage::Push() (#7161)
* Work around a segfault observed in SparsePage::Push()

* Revert "Work around a segfault observed in SparsePage::Push()"

This reverts commit 30934844d00908750a5442082eb4769b1489f6a9.

* Don't call vector::resize() inside OpenMP block

* Set GITHUB_PAT env var to fix R tests

* Use built-in GITHUB_TOKEN
2021-08-08 02:12:30 -07:00
Jiaming Yuan 8a84be37b8 Pass scikit learn estimator checks for regressor. (#7130)
* Check data shape.
* Check labels.
2021-08-03 18:58:20 +08:00
Robert Maynard 1a75f43304 Allow compilation with nvcc 11.4 (#7131)
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
2021-07-27 20:05:33 +08:00
Jiaming Yuan e6088366df Export Python Interface for external memory. (#7070)
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
2021-07-22 15:15:53 +08:00
Jiaming Yuan bd1f3a38f0 Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan 84d359efb8 Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan c766f143ab Refactor external memory formats. (#7089)
* Save base_rowid.
* Return write size.
* Remove unused function.
2021-07-08 04:04:51 +08:00
Jiaming Yuan 116d711815 Make SimpleDMatrix ctor reusable. (#7075) 2021-07-06 13:38:24 +08:00
Jiaming Yuan 1cd20efe68 Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Jiaming Yuan 1c8fdf2218 Remove use of device_idx in dh::LaunchN. (#7063)
It's an unused parameter, removing it can make the CI log more readable.
2021-06-29 11:37:26 +08:00
Jiaming Yuan 7968c0d051 Test on s390x. (#7038)
* Fix && remove unused parameter.
2021-06-18 14:55:08 +08:00