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559 Commits
Author SHA1 Message Date
Jiaming Yuan 7eba285a1e Support sklearn cross validation for ranker. (#8859) 
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
 2023-03-07 00:22:08 +08:00
Jiaming Yuan 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Jiaming Yuan cce4af4acf Initial support for quantile loss. (#8750) 
- Add support for Python.
- Add objective.
 2023-02-16 02:30:18 +08:00
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan 225b3158f6 Support custom metric in sklearn ranker. (#8786) 2023-02-12 13:14:07 +08:00
Jiaming Yuan 8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Jiaming Yuan 199c421d60 Send default configuration from metric to objective. (#8760) 2023-02-09 20:18:07 +08:00
Jiaming Yuan 4ead65a28c Increase timeout limit for linear. (#8767) 2023-02-09 18:20:12 +08:00
Jiaming Yuan 7b3d473593 [doc] Add demo for inference using individual tree. (#8752) 2023-02-07 04:40:18 +08:00
Jiaming Yuan c1786849e3 Use array interface for CSC matrix. (#8672) 
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
 2023-02-05 01:59:46 +08:00
BenEfrati 213b5602d9 Add sample_weight to eval_metric (#8706) 2023-02-05 00:06:38 +08:00
Jiaming Yuan 0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan 1325ba9251 Support primitive types of pyarrow-backed pandas dataframe. (#8653) 
Categorical data (dictionary) is not supported at the moment.
 2023-01-30 17:53:29 +08:00
James Lamb 96e6b6beba [ci] remove unused imports in tests (#8707) 2023-01-25 14:10:29 +08:00
Jiaming Yuan 31b9cbab3d Make sure input numpy array is aligned. (#8690) 
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
 2023-01-18 08:12:13 +08:00
Jiaming Yuan 247946a875 Cache transformed in QuantileDMatrix for efficiency. (#8666) 2023-01-17 06:02:40 +08:00
Jiaming Yuan d6018eb4b9 Remove all use of DeviceQuantileDMatrix. (#8665) 2023-01-17 00:04:10 +08:00
Jiaming Yuan badeff1d74 Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Jiaming Yuan 1b58d81315 [doc] Document Python inputs. (#8643) 2023-01-10 15:39:32 +08:00
Jiaming Yuan e68a152d9e Do not return internal value for get_params. (#8634) 2023-01-05 17:48:26 +08:00
Jiaming Yuan 6eaddaa9c3 [CI] Fix CI with updated dependencies. (#8631) 
* [CI] Fix CI with updated dependencies.

- Fix jvm package get iris.

* Skip SHAP test for now.

* Revert "Skip SHAP test for now."

This reverts commit 9aa28b4d8aee53fa95d92d2a879c6783ff4b2faa.

* Catch all exceptions.
 2023-01-03 21:04:04 -08:00
Jiaming Yuan f6effa1734 Support Series and Python primitives in inplace_predict and QDM (#8547) 2022-12-17 00:15:15 +08:00
Rong Ou 42e6fbb0db Fix sklearn test that calls a removed field (#8579) 2022-12-09 13:06:44 -08:00
Jiaming Yuan deb3edf562 Support list and tuple for QDM. (#8542) 2022-12-10 01:14:44 +08:00
Jiaming Yuan d666ba775e Support all pandas nullable integer types. (#8480) 
- Enumerate all pandas integer types.
- Tests for `None`, `nan`, and `pd.NA`
 2022-11-28 22:38:16 +08:00
Jiaming Yuan f2209c1fe4 Don't shuffle columns in categorical tests. (#8446) 2022-11-28 20:28:06 +08:00
Jiaming Yuan 8f97c92541 Support half type for pandas. (#8481) 2022-11-24 12:47:40 +08:00
Jiaming Yuan e07245f110 Take datatable as row major input. (#8472) 
* Take datatable as row major input.

Try to avoid a transform with dense table.
 2022-11-24 09:20:13 +08:00
Jiaming Yuan 0d3da9869c Require isort on all Python files. (#8420) 2022-11-08 12:59:06 +08:00
Rong OuandHyunsu Philip Cho 99fa8dad2d Add back xgboost.rabit for backwards compatibility (#8408) 
* Add back xgboost.rabit for backwards compatibility

* fix my errors

* Fix lint

* Use FutureWarning

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-11-01 21:47:41 -07:00
Jiaming Yuan a408c34558 Update JSON parser demo with categorical feature. (#8401) 
- Parse categorical features in the Python example.
- Add tests.
- Update document.
 2022-10-28 20:57:43 +08:00
Jiaming Yuan cfd2a9f872 Extract dask and spark test into distributed test. (#8395) 
- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.
 2022-10-28 16:24:32 +08:00
Jiaming YuanandHyunsu Philip Cho cf70864fa3 Move Python testing utilities into xgboost module. (#8379) 
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-26 16:56:11 +08:00
Jiaming Yuan c884b9e888 Validate features for inplace predict. (#8359) 2022-10-19 23:05:36 +08:00
Bobby Wang 76f95a6667 [pyspark] Filter out the unsupported train parameters (#8355) 2022-10-18 23:26:02 +08:00
Jiaming Yuan 3901f5d9db [pyspark] Cleanup data processing. (#8344) 
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
 2022-10-18 14:56:23 +08:00
Jiaming Yuan 2176e511fc Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan 97a5b088a5 [pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell ce0382dcb0 [CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Jiaming Yuan 5545c49cfc Require keyword args for data iterator. (#8327) 2022-10-10 17:47:13 +08:00
Rong OuandHyunsu Philip Cho 668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257) 
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 14:39:01 -08:00
Jiaming Yuan 55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan fcab51aa82 Support more pandas nullable types (#8262) 
- Float32/64
- Category.
 2022-09-27 01:59:50 +08:00
WeichenXu ff71c69adf [pyspark] Add validation for param 'early_stopping_rounds' and 'validation_indicator_col' (#8250) 
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
 2022-09-26 17:43:03 +08:00
Jiaming Yuan b791446623 Initial support for IPv6 (#8225) 
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
 2022-09-21 18:06:50 +08:00
Jiaming Yuan fffb1fca52 Calculate base_score based on input labels for mae. (#8107) 
Fit an intercept as base score for abs loss.
 2022-09-20 20:53:54 +08:00
Bobby WangandHyunsu Cho 4f42aa5f12 [pyspark] make the model saved by pyspark compatible (#8219) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:49 +08:00
Bobby WangandHyunsu Philip Cho 520586ffa7 [pyspark] fix empty data issue when constructing DMatrix (#8245) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-09-20 16:43:20 +08:00
Jiaming Yuan 2e63af6117 Mitigate flaky data iter test. (#8244) 
- Reduce the number of batches.
- Verify labels.
 2022-09-14 17:54:14 +08:00