* Group aware GPU weighted sketching.
* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
* 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.
* [WIP] Add lower and upper bounds on the label for survival analysis
* Update test MetaInfo.SaveLoadBinary to account for extra two fields
* Don't clear qids_ for version 2 of MetaInfo
* Add SetInfo() and GetInfo() method for lower and upper bounds
* changes to aft
* Add parameter class for AFT; use enum's to represent distribution and event type
* Add AFT metric
* changes to neg grad to grad
* changes to binomial loss
* changes to overflow
* changes to eps
* changes to code refactoring
* changes to code refactoring
* changes to code refactoring
* Re-factor survival analysis
* Remove aft namespace
* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter
* Move function bodies out of AFTLoss, to reduce clutter
* Use smart pointer to store AFTDistribution and AFTLoss
* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity
The enum class was not a distribution itself but a distribution type
* Add AFTDistribution::Create() method for convenience
* changes to extreme distribution
* changes to extreme distribution
* changes to extreme
* changes to extreme distribution
* changes to left censored
* deleted cout
* changes to x,mu and sd and code refactoring
* changes to print
* changes to hessian formula in censored and uncensored
* changes to variable names and pow
* changes to Logistic Pdf
* changes to parameter
* Expose lower and upper bound labels to R package
* Use example weights; normalize log likelihood metric
* changes to CHECK
* changes to logistic hessian to standard formula
* changes to logistic formula
* Comply with coding style guideline
* Revert back Rabit submodule
* Revert dmlc-core submodule
* Comply with coding style guideline (clang-tidy)
* Fix an error in AFTLoss::Gradient()
* Add missing files to amalgamation
* Address @RAMitchell's comment: minimize future change in MetaInfo interface
* Fix lint
* Fix compilation error on 32-bit target, when size_t == bst_uint
* Allocate sufficient memory to hold extra label info
* Use OpenMP to speed up
* Fix compilation on Windows
* Address reviewer's feedback
* Add unit tests for probability distributions
* Make Metric subclass of Configurable
* Address reviewer's feedback: Configure() AFT metric
* Add a dummy test for AFT metric configuration
* Complete AFT configuration test; remove debugging print
* Rename AFT parameters
* Clarify test comment
* Add a dummy test for AFT loss for uncensored case
* Fix a bug in AFT loss for uncensored labels
* Complete unit test for AFT loss metric
* Simplify unit tests for AFT metric
* Add unit test to verify aggregate output from AFT metric
* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests
* Use aft_loss_param when serializing AFTObj
This is to be consistent with AFT metric
* Add unit tests for AFT Objective
* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops
* Add comments
* Remove AFT prefix from probability distribution; put probability distribution in separate source file
* Add comments
* Define kPI and kEulerMascheroni in probability_distribution.h
* Add probability_distribution.cc to amalgamation
* Remove unnecessary diff
* Address reviewer's feedback: define variables where they're used
* Eliminate all INFs and NANs from AFT loss and gradient
* Add demo
* Add tutorial
* Fix lint
* Use 'survival:aft' to be consistent with 'survival:cox'
* Move sample data to demo/data
* Add visual demo with 1D toy data
* Add Python tests
Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>
* Turn xgboost::DataType into C++11 enum class
* New binary serialization format for DMatrix::MetaInfo
* Fix clang-tidy
* Fix c++ test
* Implement new format proposal
* Move helper functions to anonymous namespace; remove unneeded field
* Fix lint
* Add shape.
* Keep only roundtrip test.
* Fix test.
* various fixes
* Update data.cc
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
* Extract interaction constraints from split evaluator.
The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.
* Enable inc for approx tree method.
As now the implementation is spited up from evaluator class, it's also enabled for approx method.
* Removing obsoleted code in colmaker.
They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.
* Unifying the types used for row and column.
As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.
* Disable rabit mock test for now: See #5012 .
* Disable dask-cudf test at prediction for now: See #5003
* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.
Using AUC and AUC-PR still throws an error. See #4663 for a robust fix.
* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.
* Sync number of columns in DMatrix.
As num_feature is required to be the same across all workers in data split
mode.
* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.
* Fix Jenkins' GPU tests.
* Install dask-cuda from source in Jenkins' test.
Now all tests are actually running.
* Restore GPU Hist tree synchronization test.
* Check UUID of running devices.
The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.
* Fix CMake policy and project variables.
Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.
* Fix copying data to CPU
* Fix race condition in cpu predictor.
* Fix duplicated DMatrix construction.
* Don't download extra nccl in CI script.
* Use CMake config file for representing version.
* Generate c and Python version file with CMake.
The generated file is written into source tree. But unless XGBoost upgrades
its version, there will be no actual modification. This retains compatibility
with Makefiles for R.
* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
* Move get transpose into cc.
* Clean up headers in host device vector, remove thrust dependency.
* Move span and host device vector into public.
* Install c++ headers.
* Short notes for c and c++.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Initial support for cudf integration.
* Add two C APIs for consuming data and metainfo.
* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.
* Add FromDeviceColumnar for consuming device data.
* Add new MetaInfo::SetInfo for consuming label, weight etc.
* Fix external memory for get column batches.
This fixes two bugs:
* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.
* Check all pages.
* Unify logging facilities.
* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
* DMatrix refactor 2
* Remove buffered rowset usage where possible
* Transition to c++11 style iterators for row access
* Transition column iterators to C++ 11
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.
- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring
* Added const version of HostDeviceVector API calls.
- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions
* Updated src/linear/updater_gpu_coordinate.cu.
* Added read-only state for HostDeviceVector sync.
- this means no copies are performed if both host and devices access
the HostDeviceVector read-only
* Fixed linter and test errors.
- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
e.g. in calls to cudaSetDevice()
* Fixed explicit template instantiation errors for HostDeviceVector.
- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>
* Fixed HostDeviceVector tests that require multiple GPUs.
- added a mock set device handler; when set, it is called instead of cudaSetDevice()
* add qid for https://github.com/dmlc/xgboost/issues/2748
* change names
* change spaces
* change qid to bst_uint type
* change qid type to size_t
* change qid first to SIZE_MAX
* change qid type from size_t to uint64_t
* update dmlc-core
* fix qids name error
* fix group_ptr_ error
* Style fix
* Add qid handling logic to SparsePage
* New MetaInfo format + backward compatibility fix
Old MetaInfo format (1.0) doesn't contain qid field. We still want to be able
to read from MetaInfo files saved in old format. Also, define a new format
(2.0) that contains the qid field. This way, we can distinguish files that
contain qid and those that do not.
* Update MetaInfo test
* Simply group assignment logic
* Explicitly set qid=nullptr in NativeDataIter
NativeDataIter's callback does not support qid field. Users of NativeDataIter
will need to call setGroup() function separately to set group information.
* Save qids_ in SaveBinary()
* Upgrade dmlc-core submodule
* Add a test for reading qid
* Add contributor
* Check the size of qids_
* Document qid format
* Use sparse page as singular CSR matrix representation
* Simplify dmatrix methods
* Reduce statefullness of batch iterators
* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
Use int32_t explicitly when serializing version field of dmatrix in binary
format. On ILP64 architectures, although very little, size of int is 64 bits.
* Fix various typos
* Add override to functions that are overridden
gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.
* Use bst_float consistently
Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.
In some cases, when due to additions and so on the value can
take a larger value, double is used.
This ensures that type conversions are minimal and reduces loss of
precision.
