455 Commits

Author SHA1 Message Date
Rong Ou
e4b74c4d22
Gradient based sampling for GPU Hist (#5093)
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
2020-02-04 10:31:27 +08:00
Jiaming Yuan
a5cc112eea
Export JSON config in get_params. (#5256) 2020-02-03 12:46:51 +08:00
Jiaming Yuan
ed0216642f
Avoid dask test fixtures. (#5270)
* Fix Travis OSX timeout.

* Fix classifier.
2020-02-03 12:39:20 +08:00
Jiaming Yuan
fe8d72b50b
Cleanup warnings. (#5247)
From clang-tidy-9 and gcc-7: Invalid case style, narrowing definition, wrong
initialization order, unused variables.
2020-01-31 14:52:15 +08:00
Jiaming Yuan
472ded549d
Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Egor Smirnov
c67163250e
Optimized BuildHist function (#5156) 2020-01-29 23:32:57 -08:00
Philip Hyunsu Cho
4240daed4e
Make pip install xgboost*.tar.gz work by fixing build-python.sh (#5241)
* Make pip install xgboost*.tar.gz work by fixing build-python.sh

* Simplify install doc

* Add test

* Install Miniconda for Linux target too

* Build XGBoost only once in sdist

* Try importing xgboost after installation

* Don't set PYTHONPATH env var for sdist test
2020-01-28 23:18:23 -08:00
Jiaming Yuan
ef19480eda
Add dart to JSON schema. (#5218)
* Add dart to JSON schema.

* Use spaces instead of tab.
2020-01-28 13:29:09 +08:00
Rory Mitchell
1b3947d929
Make some GPU tests deterministic (#5229) 2020-01-26 11:53:07 +13:00
Jiaming Yuan
3eb1279bbf
Config for linear updaters. (#5222) 2020-01-25 11:26:46 +08:00
Jiaming Yuan
40680368cf
Add constraint parameters to Scikit-Learn interface. (#5227)
* Add document for constraints.

* Fix a format error in doc for objective function.
2020-01-25 11:12:02 +08:00
Philip Hyunsu Cho
44469a0ca9
Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
OrdoAbChao
b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Rory Mitchell
aa9a68010b
uint not supported in cudf (#5225) 2020-01-23 16:59:18 +13:00
Jiaming Yuan
1891cc766d
Fix metainfo from DataFrame. (#5216)
* Fix metainfo from DataFrame.

* Unify helper functions for data and meta.
2020-01-22 16:29:44 +08:00
Rory Mitchell
9c56480c61
Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
Philip Hyunsu Cho
0184f2e9f7
Explicitly use UTF-8 codepage when using MSVC (#5197)
* Explicitly use UTF-8 codepage when using MSVC

* Fix build with CUDA enabled
2020-01-14 13:30:34 -08:00
Rory Mitchell
a73e25e15f
Implement slice via adapters (#5198) 2020-01-14 12:55:41 +13:00
Kodi Arfer
f100b8d878 [Breaking] Don't drop trees during DART prediction by default (#5115)
* Simplify DropTrees calling logic

* Add `training` parameter for prediction method.

* [Breaking]: Add `training` to C API.

* Change for R and Python custom objective.

* Correct comment.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-13 21:48:30 +08:00
Jiaming Yuan
7b65698187
Enforce correct data shape. (#5191)
* Fix syncing DMatrix columns.
* notes for tree method.
* Enable feature validation for all interfaces except for jvm.
* Better tests for boosting from predictions.
* Disable validation on JVM.
2020-01-13 15:48:17 +08:00
Rory Mitchell
8cbcc53ccb
Remove old cudf constructor code (#5194) 2020-01-10 16:35:23 +13:00
Rory Mitchell
87ebfc1315
Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Jiaming Yuan
ee287808fb
Lazy initialization of device vector. (#5173)
* Lazy initialization of device vector.

* Fix #5162.

* Disable copy constructor of HostDeviceVector.  Prevents implicit copying.

* Fix CPU build.

* Bring back move assignment operator.
2020-01-07 11:23:05 +08:00
Jiaming Yuan
ebc86a3afa
Disable parameter validation for Scikit-Learn interface. (#5167)
* Disable parameter validation for now.

Scikit-Learn passes all parameters down to XGBoost, whether they are used or
not.

* Add option `validate_parameters`.
2020-01-07 11:17:31 +08:00
Egor Smirnov
7b17e76c5b Optimized EvaluateSplut function (#5138)
* Add block based threading utilities.
2019-12-31 18:18:42 +08:00
Jiaming Yuan
04db125699
Quick fix for memory leak in CPU Hist. (#5153)
Closes https://github.com/dmlc/xgboost/issues/3579 .

* Don't use map.
2019-12-31 14:05:53 +08:00
K.O
018df6004e Fix feature_name crated from int64index dataframe. (#5081) 2019-12-30 12:26:22 +08:00
Jiaming Yuan
6848d0426f
Clean up Python 2 compatibility code. (#5161) 2019-12-27 18:34:53 +08:00
Jiaming Yuan
61286c6e8f
Fix wrapping GPU ID and prevent data copying. (#5160)
* Removed some data copying.

* Make sure gpu_id is valid before any configuration is carried out.
2019-12-27 16:51:08 +08:00
sriramch
ee81ba8e1f implementation of map ranking algorithm on gpu (#5129)
* - implementation of map ranking algorithm
  - also effected necessary suggestions mentioned in the earlier ranking pr's
  - made some performance improvements to the ndcg algo as well
2019-12-27 12:05:37 +13:00
Philip Hyunsu Cho
9b0af6e882 Enable OpenMP with Apple Clang (Mac default compiler) (#5146)
* Add OpenMP as CMake target

* Require CMake 3.12, to allow linking OpenMP target to objxgboost

* Specify OpenMP compiler flag for CUDA host compiler

* Require CMake 3.16+ if the OS is Mac OSX

* Use AppleClang in Mac tests.

* Update dmlc-core
2019-12-26 16:53:12 +08:00
Jiaming Yuan
f3d7877802
Parameter validation (#5157)
* Unused code.

* Split up old colmaker parameters from train param.

* Fix dart.

* Better name.
2019-12-26 11:59:05 +08:00
Jiaming Yuan
ced3660f60
Tests for empty dmatrix. (#5159) 2019-12-26 11:51:54 +08:00
Jiaming Yuan
298ebe68ac
[Breaking] Remove learning_rates in Python. (#5155)
* Remove `learning_rates`.

It's been deprecated since we have callback.

* Set `before_iteration` of `reset_learning_rate` to False to preserve 
  the initial learning rate, and comply to the term "reset".

Closes #4709.

* Tests for various `tree_method`.
2019-12-24 14:25:48 +08:00
Jiaming Yuan
0202e04a8e
Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +08:00
Jiaming Yuan
1d0ca49761
Example JSON model parser and Schema. (#5137) 2019-12-23 19:47:35 +08:00
Jiaming Yuan
c8bdb652c4
Add check for length of weights. (#4872) 2019-12-21 11:30:58 +08:00
Rory Mitchell
3d04a8cc97
Use dynamic types for array interface columns instead of templates (#5108) 2019-12-21 16:08:10 +13:00
Jiaming Yuan
b915788708
Remove benchmark code in GPU test. (#5141)
* Update Jenkins script.
2019-12-21 11:00:21 +08:00
Philip Hyunsu Cho
74f545bde3 [CI] Repair download URL for Maven 3.6.1 (#5139) 2019-12-20 10:07:40 +08:00
Jiaming Yuan
27b3646d29
Tests and documents for new JSON routines. (#5120) 2019-12-18 08:44:27 +08:00
Jiaming Yuan
3136185bc5
JSON configuration IO. (#5111)
* Add saving/loading JSON configuration.
* Implement Python pickle interface with new IO routines.
* Basic tests for training continuation.
2019-12-15 17:31:53 +08:00
Jiaming Yuan
ad4a1c732c
Small refinements for JSON model. (#5112)
* Naming consistency.

* Remove duplicated test.
2019-12-11 19:49:01 +08:00
Jiaming Yuan
208ab3b1ff
Model IO in JSON. (#5110) 2019-12-11 11:20:40 +08:00
Rory Mitchell
c7cc657a4d
Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Jiaming Yuan
e089e16e3d
Pass pointer to model parameters. (#5101)
* Pass pointer to model parameters.

This PR de-duplicates most of the model parameters except the one in
`tree_model.h`.  One difficulty is `base_score` is a model property but can be
changed at runtime by objective function.  Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective.  Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
2019-12-10 12:11:22 +08:00
Rory Mitchell
979f74d51a
Group builder modified for incremental building (#5098) 2019-12-10 14:33:56 +13:00
Jiaming Yuan
608ebbe444
Fix GPU ID and prediction cache from pickle (#5086)
* Hack for saving GPU ID.

* Declare prediction cache on GBTree.

* Add a simple test.

* Add `auto` option for GPU Predictor.
2019-12-07 16:02:06 +08:00
Jiaming Yuan
7ef5b78003
Implement JSON IO for updaters (#5094)
* Implement JSON IO for updaters.

* Remove parameters in split evaluator.
2019-12-07 00:24:00 +08:00
Jiaming Yuan
2dcb62ddfb
Add IO utilities. (#5091)
* Add fixed size stream for reading model stream.
* Add file extension.
2019-12-05 22:15:34 +08:00