* [CI] Add RMM as an optional dependency
* Replace caching allocator with pool allocator from RMM
* Revert "Replace caching allocator with pool allocator from RMM"
This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.
* Use rmm::mr::get_default_resource()
* Try setting default resource (doesn't work yet)
* Allocate pool_mr in the heap
* Prevent leaking pool_mr handle
* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest
* Turn off death tests for RMM
* Address reviewer's feedback
* Prevent leaking of cuda_mr
* Fix Jenkinsfile syntax
* Remove unnecessary function in Jenkinsfile
* [CI] Install NCCL into RMM container
* Run Python tests
* Try building with RMM, CUDA 10.0
* Do not use RMM for CUDA 10.0 target
* Actually test for test_rmm flag
* Fix TestPythonGPU
* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU
* Use 10.0 container to build RMM-enabled XGBoost
* Revert "Use 10.0 container to build RMM-enabled XGBoost"
This reverts commit 789021fa31112e25b683aef39fff375403060141.
* Fix Jenkinsfile
* [CI] Assign larger /dev/shm to NCCL
* Use 10.2 artifact to run multi-GPU Python tests
* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target
* Rename Conda env rmm_test -> gpu_test
* Use env var to opt into CNMeM pool for C++ tests
* Use identical CUDA version for RMM builds and tests
* Use Pytest fixtures to enable RMM pool in Python tests
* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM
* Use per-device MR; use command arg in gtest
* Set CMake prefix path to use Conda env
* Use 0.15 nightly version of RMM
* Remove unnecessary header
* Fix a unit test when cudf is missing
* Add RMM demos
* Remove print()
* Use HostDeviceVector in GPU predictor
* Simplify pytest setup; use LocalCUDACluster fixture
* Address reviewers' commments
Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
* Added plugin with DPC++-based predictor and objective function
* Update CMakeLists.txt
* Update regression_obj_oneapi.cc
* Added README.md for OneAPI plugin
* Added OneAPI predictor support to gbtree
* Update README.md
* Merged kernels in gradient computation. Enabled multiple loss functions with DPC++ backend
* Aligned plugin CMake files with latest master changes. Fixed whitespace typos
* Removed debug output
* [CI] Make oneapi_plugin a CMake target
* Added tests for OneAPI plugin for predictor and obj. functions
* Temporarily switched to default selector for device dispacthing in OneAPI plugin to enable execution in environments without gpus
* Updated readme file.
* Fixed USM usage in predictor
* Removed workaround with explicit templated names for DPC++ kernels
* Fixed warnings in plugin tests
* Fix CMake build of gtest
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* Add interval accuracy
* De-virtualize AFT functions
* Lint
* Refactor AFT metric using GPU-CPU reducer
* Fix R build
* Fix build on Windows
* Fix copyright header
* Clang-tidy
* Fix crashing demo
* Fix typos in comment; explain GPU ID
* Remove unnecessary #include
* Add C++ test for interval accuracy
* Fix a bug in accuracy metric: use log pred
* Refactor AFT objective using GPU-CPU Transform
* Lint
* Fix lint
* Use Ninja to speed up build
* Use time, not /usr/bin/time
* Add cpu_build worker class, with concurrency = 1
* Use concurrency = 1 only for CUDA build
* concurrency = 1 for clang-tidy
* Address reviewer's feedback
* Update link to AFT paper
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
* Add thread local return entry for DMatrix.
* Save feature name and feature type in binary file.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Group aware GPU weighted sketching.
* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
* 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
* 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>
