233 Commits

Author SHA1 Message Date
Jiaming Yuan
837d44a345
Support more sklearn tags for testing. (#10230) 2024-04-29 06:33:23 +08:00
Jiaming Yuan
8ea705e4d5
Support sample weight in sklearn custom objective. (#10050) 2024-02-21 00:43:14 +08:00
Jiaming Yuan
65d7bf2dfe
Handle np integer in model slice and prediction. (#10007) 2024-01-26 04:58:48 +08:00
Jiaming Yuan
0798e36d73
[breaking] Remove deprecated parameters in the skl interface. (#9986) 2024-01-15 20:40:05 +08:00
Jiaming Yuan
01c4711556
Check __cuda_array_interface__ instead of cupy class. (#9971)
* Now XGBoost can directly consume CUDA data from torch.
2024-01-09 19:59:01 +08:00
Jiaming Yuan
5f7b5a6921
Add tests for pickling with custom obj and metric. (#9943) 2024-01-04 14:52:48 +08:00
Jiaming Yuan
0edd600f3d
[doc] Brief introduction to base_score. (#9882) 2023-12-17 13:34:34 +08:00
Jiaming Yuan
125bc812f8
[doc] Reference enable_categorical doc in sklearn. (#9884) 2023-12-14 23:29:19 +08:00
Jiaming Yuan
e9f149481e
[sklearn] Fix loading model attributes. (#9808) 2023-11-27 17:19:01 +08:00
Jiaming Yuan
8fe1a2213c
Cleanup code for distributed training. (#9805)
* Cleanup code for distributed training.

- Merge `GetNcclResult` into nccl stub.
- Split up utilities from the main dask module.
- Let Channel return `Result` to accommodate nccl channel.
- Remove old `use_label_encoder` parameter.
2023-11-25 09:10:56 +08:00
Jiaming Yuan
c3a0622b49
Fix using categorical data with the score function of ranker. (#9753) 2023-11-07 07:29:11 +08:00
david-cortes
be20df8c23
[Python] Accept numpy generators as random_state (#9743)
* accept numpy generators for random_state

* make linter happy

* fix tests
2023-11-01 16:20:44 -07:00
Jiaming Yuan
7f29a238e6
Return base score as intercept. (#9486) 2023-08-19 12:28:02 +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
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
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
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +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
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
720a8c3273
[doc] Remove parameter type in Python doc strings. (#9005) 2023-04-01 04:04:30 +08:00
Jiaming Yuan
bac22734fb
Remove ntree limit in python package. (#8345)
- Remove `ntree_limit`. The parameter has been deprecated since 1.4.0.
- The SHAP package compatibility is broken.
2023-03-31 19:01:55 +08:00
Jiaming Yuan
c2b3a13e70
[breaking][skl] Remove parameter serialization. (#8963)
- Remove parameter serialization in the scikit-learn interface.

The scikit-lear interface `save_model` will save only the model and discard all
hyper-parameters. This is to align with the native XGBoost interface, which distinguishes
the hyper-parameter and model parameters.

With the scikit-learn interface, model parameters are attributes of the estimator. For
instance, `n_features_in_`, `n_classes_` are always accessible with
`estimator.n_features_in_` and `estimator.n_classes_`, but not with the
`estimator.get_params`.

- Define a `load_model` method for classifier to load its own attributes.

- Set n_estimators to None by default.
2023-03-27 21:34:10 +08:00
Jiaming Yuan
21a52c7f98
[doc] Add introduction and notes for the sklearn interface. (#8948) 2023-03-23 13:30:42 +08:00
Jiaming Yuan
151882dd26
Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
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
225b3158f6
Support custom metric in sklearn ranker. (#8786) 2023-02-12 13:14:07 +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
9fb12b20a4
Cleanup the callback module. (#8702)
- Cleanup pylint markers.
- run formatter.
- Update examples of using callback.
2023-01-22 00:13:49 +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
9dd8d70f0e
Fix mypy errors. (#8444) 2022-11-09 13:19:11 +08:00
Jiaming Yuan
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
luca-s
c47c71e34f
XGBRanker documentation: few clarifications (#8356) 2022-10-19 01:54:14 +08:00
luca-s
5647fc6542
XGBRanker documentation: missing default objective (#8347) 2022-10-18 10:43:29 +08:00
Jiaming Yuan
c68684ff4c
Update parameter for categorical feature. (#8285) 2022-10-10 19:48:29 +08:00
Jiaming Yuan
f835368bcf
Mark next release as 1.7 instead of 2.0 (#8281) 2022-09-28 14:33:37 +08:00
Jiaming Yuan
bdf265076d
Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +08:00
Jiaming Yuan
bdb291f1c2
[doc] Clarification for feature importance. (#8151) 2022-08-11 00:30:42 +08:00
Jiaming Yuan
9ae547f994
Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Jiaming Yuan
546de5efd2
[pyspark] Cleanup data processing. (#8088)
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
2022-07-26 15:00:52 +08:00
Jiaming Yuan
701f32b227
[py-sckl] Raise import error if skl is not installed. (#8049) 2022-07-09 05:56:46 +08:00
Tim Sabsch
7a039e03fe
Fix incomplete type hints for verbose (#7945) 2022-05-30 12:08:24 +08:00
Chengyang
806c92c80b
Add Type Hints for Python Package (#7742)
Co-authored-by: Chengyang Gu <bridgream@gmail.com>
Co-authored-by: Jiamingy <jm.yuan@outlook.com>
2022-05-17 22:14:09 +08:00
Jiaming Yuan
c70fa502a5
Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan
52d4eda786
Deprecate use_label_encoder in XGBClassifier. (#7822)
* Deprecate `use_label_encoder` in XGBClassifier.

* We have removed the encoder, now prepare to remove the indicator.
2022-04-21 13:14:02 +08:00