45 Commits

Author SHA1 Message Date
Jiaming Yuan
e8a962575a
[EM] Allow staging ellpack on host for GPU external memory. (#10488)
- New parameter `on_host`.
- Abstract format creation and stream creation into policy classes.
2024-06-28 04:42:18 +08:00
Jiaming Yuan
d2d01d977a
Remove unnecessary fetch operations in external memory. (#10342) 2024-05-31 13:16:40 +08:00
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
31d3ec07af
Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Rong Ou
66191e9926
Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
3e26107a9c
Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
Rong Ou
78d65a1928
Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
2c70751d1e
Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
64575591d8
Use context in SetInfo. (#7687)
* Use the name `Context`.
* Pass a context object into `SetInfo`.
* Add context to proxy matrix.
* Add context to iterative DMatrix.

This is to remove the use of the default number of threads during `SetInfo` as a follow-up on
removing the global omp variable while preparing for CUDA stream semantic.  Currently, XGBoost
uses the legacy CUDA stream, we will gradually remove them in the future in favor of non-blocking streams.
2022-03-24 22:16:26 +08:00
Jiaming Yuan
81210420c6
Remove omp_get_max_threads (#7608)
This is the one last PR for removing omp global variable.

* Add context object to the `DMatrix`.  This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
2022-01-28 16:09:22 +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
3515931305
Initial support for external memory in gradient index. (#7183)
* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
2021-09-13 12:40:56 +08:00
Jiaming Yuan
bd1f3a38f0
Rewrite sparse dmatrix using callbacks. (#7092)
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
2021-07-16 12:33:31 +08:00
Jiaming Yuan
1cd20efe68
Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Igor Moura
5e1e972aea
Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Philip Hyunsu Cho
1d22a9be1c
Revert "Reorder includes. (#5749)" (#5771)
This reverts commit d3a0efbf162f3dceaaf684109e1178c150b32de3.
2020-06-09 10:29:28 -07:00
Jiaming Yuan
d3a0efbf16
Reorder includes. (#5749)
* Reorder includes.

* R.
2020-06-03 17:30:47 +12:00
Jiaming Yuan
e1f22baf8c
Fix slice and get info. (#5552) 2020-04-18 18:00:13 +08:00
Jiaming Yuan
29c6ad943a
Prevent copying SimpleDMatrix. (#5453)
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
2020-04-02 07:01:49 +08:00
Rory Mitchell
b0ed3f0a66
Remove unnecessary DMatrix methods (#5324) 2020-02-25 12:40:39 +13:00
Jiaming Yuan
655cf17b60
Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
Rory Mitchell
bc96ceb8b2
Refactor SparsePageSource, delete cache files after use (#5321)
* Refactor sparse page source

* Delete temporary cache files

* Log fatal if cache exists

* Log fatal if multiple threads used with prefetcher
2020-02-19 16:43:41 +13:00
Rory Mitchell
c7cc657a4d
Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Rong Ou
5b1715d97c Write ELLPACK pages to disk (#4879)
* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable
2019-10-22 23:44:32 -04:00
Rong Ou
125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -04:00
Rong Ou
6edddd7966 Refactor DMatrix to return batches of different page types (#4686)
* Use explicit template parameter for specifying page type.
2019-08-03 15:10:34 -04:00
Jiaming Yuan
45876bf41b
Fix external memory for get column batches. (#4622)
* Fix external memory for get column batches.

This fixes two bugs:

* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.

* Check all pages.
2019-06-30 09:56:49 +08:00
Jiaming Yuan
66f9951d70
Mark SparsePageDmatrix destructor default. (#4568) 2019-06-15 11:21:50 +08:00
Rong Ou
81c1cd40ca add a test for cpu predictor using external memory (#4308)
* add a test for cpu predictor using external memory

* allow different page size for testing
2019-04-10 13:25:10 +12:00
Jiaming Yuan
2e618af743
Fix cpplint. (#4157)
* Add comment after #endif.
* Add missing headers.
2019-02-18 00:16:29 +08:00
Rory Mitchell
70d208d68c
Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2

* Remove buffered rowset usage where possible

* Transition to c++11 style iterators for row access

* Transition column iterators to C++ 11
2018-10-01 01:29:03 +13:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00
Vadim Khotilovich
706be4e5d4
Additional improvements for gblinear (#3134)
* fix rebase conflict

* [core] additional gblinear improvements

* [R] callback for gblinear coefficients history

* force eta=1 for gblinear python tests

* add top_k to GreedyFeatureSelector

* set eta=1 in shotgun test

* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater

* set sorted flag within TryInitColData

* gblinear tests: use scale, add external memory test

* fix multiclass for greedy updater

* fix whitespace

* fix typo
2018-03-13 01:27:13 -05:00
Rory Mitchell
10eb05a63a
Refactor linear modelling and add new coordinate descent updater (#3103)
* Refactor linear modelling and add new coordinate descent updater

* Allow unsorted column iterator

* Add prediction cacheing to gblinear
2018-02-17 09:17:01 +13:00
Qin Xiaoming
12cf0ae122 Update sparse_page_dmatrix.h (#2139) 2017-03-23 11:01:40 -07:00
AbdealiJK
6f16f0ef58 Use bst_float consistently throughout (#1824)
* Fix various typos

* Add override to functions that are overridden

gcc gives warnings about functions that are being overridden by not
being marked as oveirridden. This fixes it.

* Use bst_float consistently

Use bst_float for all the variables that involve weight,
leaf value, gradient, hessian, gain, loss_chg, predictions,
base_margin, feature values.

In some cases, when due to additions and so on the value can
take a larger value, double is used.

This ensures that type conversions are minimal and reduces loss of
precision.
2016-11-30 10:02:10 -08:00
tqchen
88447ca32e [MEM] Add rowset struct to save memory with billion level rows 2016-02-10 11:17:17 -08:00
tqchen
2230f1273f [DISK] Add shard option to disk 2016-02-10 11:17:17 -08:00
tqchen
96f4542a67 [PLUGIN] Add plugin system 2016-01-16 10:25:11 -08:00
tqchen
36c389ac46 [DATA] Isolate the format of page file 2016-01-16 10:25:11 -08:00
tqchen
2dc6c2dc52 [R] enable R compile
[R] Enable R build for windows and linux
2016-01-16 10:24:02 -08:00
tqchen
ef1021e759 [IO] Enable external memory 2016-01-16 10:24:01 -08:00