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869 Commits

Author SHA1 Message Date
Jiaming Yuan
60526100e3 Support arrow through pandas ext types. (#9612) 
- Use pandas extension type for pyarrow support.
- Additional support for QDM.
- Additional support for inplace_predict.
 2023-09-28 17:00:16 +08:00
Jiaming Yuan
c75a3bc0a9 [breaking] [jvm-packages] Remove rabit check point. (#9599) 
- Add `numBoostedRound` to jvm packages
- Remove rabit checkpoint version.
- Change the starting version of training continuation in JVM [breaking].
- Redefine the checkpoint version policy in jvm package. [breaking]
- Rename the Python check point callback parameter. [breaking]
- Unifies the checkpoint policy between Python and JVM.
 2023-09-26 18:06:34 +08:00
Jiaming Yuan
a90d204942 Use array interface for testing numpy arrays. (#9602) 2023-09-23 03:13:48 +08:00
Jiaming Yuan
bbf5b9ee57 [dask] Move dask module into directory. (#9597) 2023-09-23 01:28:18 +08:00
Jiaming Yuan
9027686cac Support pandas 2.1.0. (#9557) 2023-09-11 17:44:51 +08:00
Bobby Wang
6c791b5b47 [pyspark] support gpu transform (#9542) 
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2023-09-07 12:15:50 +08:00
Bobby Wang
419e052314 [pyspark] rework transform to reuse same code (#9292) 2023-09-04 15:57:16 +08:00
Jiaming Yuan
ccfc90e4c6 [rabit] Improved connection handling. (#9531) 
- Enable timeout.
- Report connection error from the system.
- Handle retry for both tracker connection and peer connection.
 2023-08-30 13:00:04 +08:00
Jiaming Yuan
1b87a1d8f8 [rabit] Small cleanup to tracker initialization. (#9524) 
- Remove recover related code.
- Clean startup, no need to consider previously connected nodes.
 2023-08-27 05:10:59 +08:00
Jiaming Yuan
209335b18c Remove the deprecated Python rabit module. (#9523) 2023-08-27 03:37:05 +08:00
Jiaming Yuan
aa86bd5207 [dask] Filter models on worker. (#9518) 2023-08-25 20:23:47 +08:00
Jiaming Yuan
972730cde0 Use matrix for gradient. (#9508) 
- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)
 2023-08-24 05:29:52 +08:00
Jiaming Yuan
044fea1281 Drop support for loading remote files. (#9504) 2023-08-21 23:34:05 +08:00
Jiaming Yuan
7f29a238e6 Return base score as intercept. (#9486) 2023-08-19 12:28:02 +08:00
Jiaming Yuan
58530b1bc4 Bump version to 2.1. (#9498) 2023-08-18 01:04:04 +08:00
Bobby Wang
68be454cfa [pyspark] hotfix for GPU setup validation (#9495) 
* [pyspark] fix a bug of validating gpu configuration

---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2023-08-17 16:01:39 +08:00
Jiaming Yuan
5188e27513 Fix version parsing with rc release. (#9493) 2023-08-16 22:44:58 +08:00
Jiaming Yuan
bdc1a3c178 Fix pyspark parameter. (#9460) 
- Don't pass the `use_gpu` parameter to the learner.
- Fix GPU approx with PySpark.
 2023-08-11 19:07:50 +08:00
Jiaming Yuan
1caa93221a Use realloc for histogram cache and expose the cache limit. (#9455) 2023-08-10 14:05:27 +08:00
Jiaming Yuan
f05a23b41c Use weakref instead of id for DataIter cache. (#9445) 
- Fix case where Python reuses id from freed objects.
- Small optimization to column matrix with QDM by using `realloc` instead of copying data.
 2023-08-10 00:40:06 +08:00
Bobby Wang
d495a180d8 [pyspark] add logs for training (#9449) 2023-08-09 18:32:23 +08:00
Jiaming Yuan
54029a59af Bound the size of the histogram cache. (#9440) 
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
 2023-08-08 03:21:26 +08:00
Hendrik Makait
f958e32683 Raise if expected workers are not alive in xgboost.dask.train (#9421) 2023-08-03 20:14:07 +08:00
Jiaming Yuan
7129988847 Accept only keyword arguments in data iterator. (#9431) 2023-08-03 12:44:16 +08:00
Jiaming Yuan
912e341d57 Initial GPU support for the approx tree method. (#9414) 2023-07-31 15:50:28 +08:00
Jiaming Yuan
851cba931e Define best_iteration only if early stopping is used. (#9403) 
* Define `best_iteration` only if early stopping is used.

This is the behavior specified by the document but not honored in the actual code.

- Don't set the attributes if there's no early stopping.
- Clean up the code for callbacks, and replace assertions with proper exceptions.
- Assign the attributes when early stopping `save_best` is used.
- Turn the attributes into Python properties.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-07-24 12:43:35 +08:00
Jiaming Yuan
01e00efc53 [breaking] Remove support for single string feature info. (#9401) 
- Input must be a sequence of strings.
- Improve validation error message.
 2023-07-24 11:06:30 +08:00
Jiaming Yuan
275da176ba Document for device ordinal. (#9398) 
- Rewrite GPU demos. notebook is converted to script to avoid committing additional png plots.
- Add GPU demos into the sphinx gallery.
- Add RMM demos into the sphinx gallery.
- Test for firing threads with different device ordinals.
 2023-07-22 15:26:29 +08:00
Jiaming Yuan
6e18d3a290 [pyspark] Handle the device parameter in pyspark. (#9390) 
- Handle the new `device` parameter in PySpark.
- Deprecate the old `use_gpu` parameter.
 2023-07-18 08:47:03 +08:00
Jiaming Yuan
b342ef951b Make feature validation immutable. (#9388) 2023-07-16 06:52:55 +08:00
Jiaming Yuan
16eb41936d Handle the new device parameter in dask and demos. (#9386) 
* Handle the new `device` parameter in dask and demos.

- Check no ordinal is specified in the dask interface.
- Update demos.
- Update dask doc.
- Update the condition for QDM.
 2023-07-15 19:11:20 +08:00
Jiaming Yuan
9da5050643 Turn warning messages into Python warnings. (#9387) 2023-07-15 07:46:43 +08:00
Jiaming Yuan
04aff3af8e Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Jiaming Yuan
20c52f07d2 Support exporting cut values (#9356) 2023-07-08 15:32:41 +08:00
edumugi
c3124813e8 Support numpy vertical split (#9365) 2023-07-08 13:18:12 +08:00
Oliver Holworthy
6c9c8a9001 Enable Installation of Python Package with System lib in a Virtual Environment (#9349) 2023-07-05 05:46:17 +08:00
Jiaming Yuan
e964654b8f [skl] Enable cat feature without specifying tree method. (#9353) 2023-07-03 22:06:17 +08:00
Jiaming Yuan
39390cc2ee [breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129) 
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
 2023-07-03 19:23:54 +08:00
Jiaming Yuan
4066d68261 [doc] Clarify early stopping. (#9304) 2023-06-20 17:56:47 +08:00
Jiaming Yuan
ee6809e642 Use mmap for external memory. (#9282) 
- Have basic infrastructure for mmap.
- Release file write handle.
 2023-06-19 18:52:55 +08:00
Jiaming Yuan
ea0deeca68 Disable dense optimization in hist for distributed training. (#9272) 2023-06-10 02:31:34 +08:00
Jiaming Yuan
1fcc26a6f8 Set ndcg to default for LTR. (#8822) 
- Add document.
- Add tests.
- Use `ndcg` with `topk` as default.
 2023-06-09 23:31:33 +08:00
Jiaming Yuan
9fbde21e9d Rework the precision metric. (#9222) 
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
 2023-06-02 20:49:43 +08:00
Jiaming Yuan
097f11b6e0 Support CUDA f16 without transformation. (#9207) 
- Support f16 from cupy.
- Include CUDA header explicitly.
- Cleanup cmake nvtx support.
 2023-05-30 20:54:31 +08:00
Bobby Wang
320323f533 [pyspark] add parameters in the ctor of all estimators. (#9202) 
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2023-05-29 05:58:16 +08:00
michael-gendy-mention-me
c5677a2b2c Remove type: ignore hints (#9197) 2023-05-27 07:48:28 +08:00
Jiaming Yuan
3913ff470f Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +08:00
Bobby Wang
6274fba0a5 [pyspark] support tying (#9172) 2023-05-19 14:39:26 +08:00
Bobby Wang
caf326d508 [pyspark] Refactor and typing support for models (#9156) 2023-05-17 16:38:51 +08:00
Philip Hyunsu Cho
0cd4382d72 Fix config-settings handling in pip install (#9115) 
* Fix config_settings handling in pip install

* Fix formatting

* Fix flag use_system_libxgboost

* Add setuptools to doc requirements.txt

* Fix mypy
 2023-05-09 17:54:20 -07:00