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1504 Commits

Author SHA1 Message Date
Jiaming Yuan
8fa32fdda2
Implement categorical data support for SHAP. (#7053) 
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
 2021-06-25 19:02:46 +08:00
Jiaming Yuan
663136aa08
Implement feature score for linear model. (#7048) 
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-25 14:34:02 +08:00
Jiaming Yuan
bbfffb444d
Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +08:00
Jiaming Yuan
29f8fd6fee
Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
7968c0d051
Test on s390x. (#7038) 
* Fix && remove unused parameter.
 2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4
Support categorical data for dask functional interface and DQM. (#7043) 
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
 2021-06-18 13:06:52 +08:00
Jiaming Yuan
7dd29ffd47
Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming Yuan
5c2d7a18c9
Parallel model dump for trees. (#7040) 2021-06-15 14:08:26 +08:00
ShvetsKS
2567404ab6
Simplify sparse and dense CPU hist kernels (#7029) 
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-11 18:26:30 +08:00
Jiaming Yuan
b56614e9b8
[R] Use new predict function. (#6819) 
* Call new C prediction API.
* Add `strict_shape`.
* Add `iterationrange`.
* Update document.
 2021-06-11 13:03:29 +08:00
Jiaming Yuan
f79cc4a7a4
Implement categorical prediction for CPU and GPU predict leaf. (#7001) 
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
 2021-06-11 10:11:45 +08:00
Jiaming Yuan
72f9daf9b6
Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
TP Boudreau
bd2ca543c4
Fix BinarySearchBin() argument types (#7026) 2021-06-08 19:05:46 +08:00
ShvetsKS
5cdaac00c1
Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
ShvetsKS
57c732655e
Merge lossgude and depthwise strategies for CPU hist (#7007) 
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 01:49:43 +08:00
Jiaming Yuan
ee4f51a631
Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
Jiaming Yuan
816b789bf0
Add predictor to skl constructor. (#7000) 2021-05-29 04:52:56 +08:00
ShvetsKS
55b823b27d
Reduce 'InitSampling' complexity and set gradients to zero (#6922) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-05-29 04:52:23 +08:00
Jiaming Yuan
4cf95a6041
Support numpy array interface (#6998) 2021-05-27 16:08:22 +08:00
Jiaming Yuan
86e60e3ba8
Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Jiaming Yuan
6e52aefb37
Revert OMP guard. (#6987) 
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
 2021-05-25 08:56:28 +08:00
Livius
a4886c404a
Fix compilation error on x86 (#6964) 
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2021-05-14 13:31:49 +08:00
Jiaming Yuan
44cc9c04ea
Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Andrew Ziem
3e7e426b36
Fix spelling in documents (#6948) 
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
 2021-05-11 20:44:36 +08:00
Jiaming Yuan
37ad60fe25
Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan
8760ec4827
Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan
a2ecbdaa31
Add an API guard to prevent global variables being changed. (#6891) 2021-04-23 10:27:57 +08:00
Jiaming Yuan
556a83022d
Implement unified update prediction cache for (gpu_)hist. (#6860) 
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
 2021-04-17 00:29:34 +08:00
Jiaming Yuan
1b26a2a561
Copy output data for argsort. (#6866) 
Fix GPU AUC.
 2021-04-16 21:05:01 +08:00
Jiaming Yuan
f294c4e023
Use constexpr in dh::CopyIf. (#6828) 2021-04-08 07:37:47 +08:00
Jiaming Yuan
7bcc8b3e5c
Use batched copy if. (#6826) 2021-04-06 10:34:04 +08:00
Jiaming Yuan
7e06c81894
Fix approximated predict contribution. (#6811) 2021-04-03 02:15:03 +08:00
Jiaming Yuan
b1fdb220f4
Remove deprecated n_gpus parameter. (#6821) 2021-04-02 03:02:32 +08:00
Jiaming Yuan
905fdd3e08
Fix typos in AUC. (#6795) 2021-03-31 16:35:42 +08:00
Jiaming Yuan
3039dd194b
Don't estimate sketch batch size when rmm is used. (#6807) 2021-03-31 15:29:56 +08:00
Jiaming Yuan
138fe8516a
Remove unnecessary calls to iota. (#6797) 2021-03-31 15:27:23 +08:00
Jiaming Yuan
79b8b560d2
Optimize dart inplace predict perf. (#6804) 2021-03-31 15:20:54 +08:00
Jiaming Yuan
a59c7323b4
Fix inplace predict missing value. (#6787) 2021-03-27 05:36:10 +08:00
ShvetsKS
8825670c9c
Memory consumption fix for row-major adapters (#6779) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
 2021-03-26 08:44:30 +08:00
Jiaming Yuan
a7083d3c13
Fix dart inplace prediction with GPU input. (#6777) 
* Fix dart inplace predict with data on GPU, which might trigger a fatal check
for device access right.
* Avoid copying data whenever possible.
 2021-03-25 12:00:32 +08:00
Jiaming Yuan
1d90577800
Verify strictly positive labels for gamma regression. (#6778) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-03-25 11:46:52 +08:00
Jiaming Yuan
794fd6a46b
Support v3 cuda array interface. (#6776) 2021-03-25 09:58:09 +08:00
Jiaming Yuan
bcc0277338
Re-implement ROC-AUC. (#6747) 
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
 2021-03-20 16:52:40 +08:00
Jiaming Yuan
4ee8340e79
Support column major array. (#6765) 2021-03-20 05:19:46 +08:00
Jiaming Yuan
f6fe15d11f
Improve parameter validation (#6769) 
* Add quotes to unused parameters.
* Check for whitespace.
 2021-03-20 01:56:55 +08:00
Jiaming Yuan
23b4165a6b
Fix gamma deviance (#6761) 2021-03-20 01:56:17 +08:00
Philip Hyunsu Cho
4230dcb614
Re-introduce double buffer in UpdatePosition, to fix perf regression in gpu_hist (#6757) 
* Revert "gpu_hist performance tweaks (#5707)"

This reverts commit f779980f7ea7f6f07e86229b8e78144e8a74e6b3.

* Address reviewer's comment

* Fix build error
 2021-03-18 13:56:10 -07:00
Jiaming Yuan
4f75f514ce
Fix GPU RF (#6755) 
* Fix sampling.
 2021-03-17 06:23:35 +08:00
Jiaming Yuan
1a73a28511
Add device argsort. (#6749) 
This is part of https://github.com/dmlc/xgboost/pull/6747 .
 2021-03-16 16:05:22 +08:00
Igor Rukhovich
19a2c54265
Prediction by indices (subsample < 1) (#6683) 
* Another implementation of predicting by indices

* Fixed omp parallel_for variable type

* Removed SparsePageView from Updater
 2021-03-16 15:08:20 +13:00