1019 Commits

Author SHA1 Message Date
Jiaming Yuan
ef4dae4c0e
[dask] Add scheduler address to dask config. (#7581)
- Add user configuration.
- Bring back to the logic of using scheduler address from dask.  This was removed when we were trying to support GKE, now we bring it back and let xgboost try it if direct guess or host IP from user config failed.
2022-01-22 01:56:32 +08:00
Jiaming Yuan
5ddd4a9d06
Small cleanup to tests. (#7585)
* Use random port in dask tests to avoid warnings for occupied port.
* Increase the difficulty of AUC tests.
2022-01-21 06:26:57 +00:00
Jiaming Yuan
dac9eb13bd
Implement new save_raw in Python. (#7572)
* Expose the new C API function to Python.
* Remove old document and helper script.
* Small optimization to the `save_raw` and Json ctors.
2022-01-19 02:27:51 +08:00
Jiaming Yuan
9f20a3315e
Test with latest numpy. (#7573) 2022-01-19 00:46:23 +08:00
Jiaming Yuan
cc06fab9a7
Support distributed CPU env for categorical data. (#7575)
* Add support for cat data in sketch allreduce.
* Share tests between CPU and GPU.
2022-01-18 21:56:07 +08:00
Jiaming Yuan
deab0e32ba
Validate out of range categorical value. (#7576)
* Use float in CPU categorical set to preserve the input value.
* Check out of range values.
2022-01-18 20:16:19 +08:00
Jiaming Yuan
d6ea5cc1ed
Cover approx tree method for categorical data tests. (#7569)
* Add tree to df tests.
* Add plotting tests.
* Add histogram tests.
2022-01-16 11:31:40 +08:00
Jiaming Yuan
465dc63833
Fix tree param feature type. (#7565) 2022-01-16 04:46:29 +08:00
Jiaming Yuan
a1bcd33a3b
[breaking] Change internal model serialization to UBJSON. (#7556)
* Use typed array for models.
* Change the memory snapshot format.
* Add new C API for saving to raw format.
2022-01-16 02:11:53 +08:00
Jiaming Yuan
13b0fa4b97
Implement get_group. (#7564) 2022-01-16 02:07:42 +08:00
Jiaming Yuan
52277cc3da
Rename build info function to be consistent with rest of the API. (#7553) 2022-01-14 00:39:28 +08:00
Jiaming Yuan
e5e47c3c99
Clarify the behavior of invalid categorical value handling. (#7529) 2022-01-13 16:11:52 +08:00
Philip Hyunsu Cho
20c0d60ac7
Restore functionality of max_depth=0 in hist (#7551)
* Restore functionality of max_depth=0 in hist

* Add test case
2022-01-11 01:37:44 +08:00
Jiaming Yuan
c635d4c46a
Implement ubjson. (#7549)
* Implement ubjson.

This is a partial implementation of UBJSON with support for typed arrays.  Some missing
features are `f64`, typed object, and the no-op.
2022-01-10 23:24:23 +08:00
Jiaming Yuan
001503186c
Rewrite approx (#7214)
This PR rewrites the approx tree method to use codebase from hist for better performance and code sharing.

The rewrite has many benefits:
- Support for both `max_leaves` and `max_depth`.
- Support for `grow_policy`.
- Support for mono constraint.
- Support for feature weights.
- Support for easier bin configuration (`max_bin`).
- Support for categorical data.
- Faster performance for most of the datasets. (many times faster)
- Support for prediction cache.
- Significantly better performance for external memory.
- Unites the code base between approx and hist.
2022-01-10 21:15:05 +08:00
Jiaming Yuan
91c1a1c52f
Fix index type for bitfield. (#7541) 2022-01-05 19:23:29 +08:00
Jiaming Yuan
0df2ae63c7
Fix num_boosted_rounds for linear model. (#7538)
* Add note.

* Fix n boosted rounds.
2022-01-05 03:29:33 +08:00
Jiaming Yuan
eb1efb54b5
Define feature_names_in_. (#7526)
* Define `feature_names_in_`.
* Raise attribute error if it's not defined.
2022-01-05 01:35:34 +08:00
Jiaming Yuan
8f0a42a266
Initial support for multi-label classification. (#7521)
* Add support in sklearn classifier.
2022-01-04 23:58:21 +08:00
Jiaming Yuan
68cdbc9c16
Remove omp_get_max_threads in CPU predictor. (#7519)
This is part of the on going effort to remove the dependency on global omp variables.
2022-01-04 22:12:15 +08:00
Ginko Balboa
29bfa94bb6
Fix external memory with gpu_hist and subsampling combination bug. (#7481)
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.

fix #7476

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2021-12-24 11:15:35 +08:00
Jiaming Yuan
7f399eac8b
Use double for GPU Hist node sum. (#7507) 2021-12-22 08:41:35 +08:00
Bobby Wang
e8c1eb99e4
[jvm-package] Clean up the legacy gpu support tests (#7523) 2021-12-21 09:15:51 +08:00
Xiaochang Wu
59bd1ab17e
Skip callback demo test if matplotlib is not installed (#7520) 2021-12-19 08:20:38 +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
05497a9141
[dask] Fix asyncio. (#7508) 2021-12-13 01:48:25 +08:00
Jiaming Yuan
eee527d264
Add approx partitioner. (#7467) 2021-11-27 15:22:06 +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
bf7bb575b4
Test CPU histogram with cat data. (#7465) 2021-11-27 00:43:28 +08:00
Jiaming Yuan
820e1c01ef
Fix macos package upload. (#7475)
* Split up the tests.
2021-11-24 03:43:49 +08:00
Jiaming Yuan
b124a27f57
Support scipy sparse in dask. (#7457) 2021-11-23 16:45:36 +08:00
Jiaming Yuan
176110a22d
Support external memory in CPU histogram building. (#7372) 2021-11-23 01:13:33 +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
9fb4338964
Add test for eta and mitigate float error. (#7446)
* Add eta test.
* Don't skip test.
2021-11-18 20:42:48 +08:00
Philip Hyunsu Cho
2adf222fb2
[CI] CI cost saving (#7407)
* [CI] Drop CUDA 10.1; Require 11.0

* Change NCCL version

* Use CUDA 10.1 for clang-tidy, for now

* Remove JDK 11 and 12

* Fix NCCL version

* Don't require 11.0 just yet, until clang-tidy is fixed

* Skip MultiClassesSerializationTest.GpuHist
2021-11-17 21:02:20 -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
a7057fa64c
Implement typed storage for tensor. (#7429)
* Add `Tensor` class.
* Add elementwise kernel for CPU and GPU.
* Add unravel index.
* Move some computation to compile time.
2021-11-14 18:53:13 +08:00
Jiaming Yuan
8cc75f1576
Cleanup Python tests. (#7426) 2021-11-14 15:47:05 +08:00
Jiaming Yuan
46726ec176
Expose build info (#7399) 2021-11-12 18:22:46 +08:00
Jiaming Yuan
937fa282b5
Extract string view. (#7416)
* Add equality operators.
* Return a view in substr.
* Add proper iterator types.
2021-11-12 18:22:30 +08:00
Jiaming Yuan
ca6f980932
Check number of trees in inplace predict. (#7409) 2021-11-12 18:20:23 +08:00
Jiaming Yuan
d7d1b6e3a6
CPU evaluation for cat data. (#7393)
* Implementation for one hot based.
* Implementation for partition based. (LightGBM)
2021-11-06 14:41:35 +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
c968217ca8
[R] Fix global feature importance and predict with 1 sample. (#7394)
* [R] Fix global feature importance.

* Add implementation for tree index.  The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.

* Fix the difference between "gain" and "total_gain".

* debug.

* Fix prediction.
2021-11-05 10:07:00 +08:00
Jiaming Yuan
b06040b6d0
Implement a general array view. (#7365)
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
2021-11-05 04:16:11 +08:00
Jiaming Yuan
4100827971
Pass infomation about objective to tree methods. (#7385)
* Define the `ObjInfo` and pass it down to every tree updater.
2021-11-04 01:52:44 +08:00