279 Commits

Author SHA1 Message Date
Jiaming Yuan
e9fbce9791
Refactor DeviceUVector. (#10595)
Create a wrapper instead of using inheritance to avoid inconsistent interface of the class.
2024-07-18 03:33:01 +08:00
Jiaming Yuan
1ca4bfd20e
Avoid thrust vector initialization. (#10544)
* Avoid thrust vector initialization.

- Add a wrapper for rmm device uvector.
- Split up the `Resize` method for HDV.
2024-07-11 17:29:27 +08:00
Jiaming Yuan
34b154c284
Avoid the use of size_t in the partitioner. (#10541)
- Avoid the use of size_t in the partitioner.
- Use `Span` instead of `Elem` where `node_id` is not needed.
- Remove the `const_cast`.
- Make sure the constness is not removed in the `Elem` by making it reference only.

size_t is implementation-defined, which causes issue when we want to pass pointer or span.
2024-07-11 00:43:08 +08:00
Jiaming Yuan
628411a654
Enhance the threadpool implementation. (#10531)
- Accept an initialization function.
- Support void return tasks.
2024-07-03 12:13:27 +08:00
Philip Hyunsu Cho
09d32f1f2b
Fix build and C++ tests for FreeBSD (#10480) 2024-06-28 01:47:55 -07:00
Jiaming Yuan
e5f1720656
[EM] Avoid writing cut matrix to cache. (#10444) 2024-06-19 18:03:38 +08:00
Jiaming Yuan
a5a58102e5
Revamp the rabit implementation. (#10112)
This PR replaces the original RABIT implementation with a new one, which has already been partially merged into XGBoost. The new one features:
- Federated learning for both CPU and GPU.
- NCCL.
- More data types.
- A unified interface for all the underlying implementations.
- Improved timeout handling for both tracker and workers.
- Exhausted tests with metrics (fixed a couple of bugs along the way).
- A reusable tracker for Python and JVM packages.
2024-05-20 11:56:23 +08:00
Jiaming Yuan
835e59e538
Use a thread pool for external memory. (#10288) 2024-05-16 19:32:12 +08:00
Jiaming Yuan
3f64b4fde3
[coll] Add global functions. (#10203) 2024-04-19 03:17:23 +08:00
Jiaming Yuan
230010d9a0
Cleanup set info. (#10139)
- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2024-03-26 23:26:24 +08:00
Jiaming Yuan
53fc17578f
Use std::uint64_t for row index. (#10120)
- Use std::uint64_t instead of size_t to avoid implementation-defined type.
- Rename to bst_idx_t, to account for other types of indexing.
- Small cleanup to the base header.
2024-03-15 18:43:49 +08:00
Jiaming Yuan
1450aebb74
Fix pairwise objective with NDCG metric along with custom gain. (#10100)
* Fix pairwise objective with NDCG metric.

- Allow setting `ndcg_exp_gain` for `rank:pairwise`.

This is useful when using pairwise for objective but ndcg for metric.
2024-03-11 14:54:10 +08:00
Jiaming Yuan
8189126d51
Add CUDA iterator to tensor view. (#10074) 2024-03-01 14:15:31 +08:00
Jiaming Yuan
0ce4372bd4
Use UBJSON for serializing splits for vertical data split. (#10059) 2024-02-25 00:18:23 +08:00
Jiaming Yuan
2e4ea5ecc0
Support f64 for ubjson. (#10055) 2024-02-21 02:18:42 +08:00
Jiaming Yuan
d37b83e8d9
Fix UBJSON with boolean value. (#10054) 2024-02-20 22:13:51 +08:00
Philip Hyunsu Cho
ef8bdaa047
[CI] Update machine images (#9932) 2023-12-29 11:15:38 -08:00
Jiaming Yuan
42de9206fc
Support multi-target, fit intercept for hinge. (#9850) 2023-12-08 05:50:41 +08:00
Jiaming Yuan
fedd9674c8
Implement column sampler in CUDA. (#9785)
- CUDA implementation.
- Extract the broadcasting logic, we will need the context parameter after revamping the collective implementation.
- Some changes to the event loop for fixing a deadlock in CI.
- Move argsort into algorithms.cuh, add support for cuda stream.
2023-11-17 04:29:08 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
6c0a190f6d
[coll] Add comm group. (#9759)
- Implement `CommGroup` for double dispatching.
- Small cleanup to tracker for handling abort.
2023-11-07 11:12:31 +08:00
Jiaming Yuan
80390e6cb6
[coll] Federated comm. (#9732) 2023-10-31 02:39:55 +08:00
Philip Hyunsu Cho
3b86260b50
Fix build for AppleClang 11 (#9684) (#9693) 2023-10-18 12:27:21 -07:00
Jiaming Yuan
680d53db43
Extract JSON utils. (#9645) 2023-10-10 07:15:14 +08:00
Rong Ou
def77870f3
Test categorical features with column-split gpu quantile (#9595) 2023-09-23 09:55:09 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Jiaming Yuan
b438d684d2
Utilities and cleanups for socket. (#9576)
- Use c++-17 nodiscard and nested ns.
- Add bind method to socket.
- Remove rabit parameters.
2023-09-14 01:41:42 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
044fea1281
Drop support for loading remote files. (#9504) 2023-08-21 23:34:05 +08:00
Jiaming Yuan
f05a23b41c
Use weakref instead of id for DataIter cache. (#9445)
- Fix case where Python reuses id from freed objects.
- Small optimization to column matrix with QDM by using `realloc` instead of copying data.
2023-08-10 00:40:06 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Rong Ou
bde1ebc209
Switch back to the GPUIDX macro (#9438) 2023-08-04 15:14:31 +08:00
Rong Ou
c2b85ab68a
Clean up MGPU C++ tests (#9430) 2023-08-02 14:31:18 +08:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399)
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
2023-07-24 15:43:03 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
d0916849a6
Remove unused weight from buffer for cat features. (#9341) 2023-07-04 01:07:09 +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
bc267dd729
Use ptr from mmap for GHistIndexMatrix and ColumnMatrix. (#9315)
* Use ptr from mmap for `GHistIndexMatrix` and `ColumnMatrix`.

- Define a resource for holding various types of memory pointers.
- Define ref vector for holding resources.
- Swap the underlying resources for GHist and ColumnM.
- Add documentation for current status.
- s390x support is removed. It should work if you can compile XGBoost, all the old workaround code does is to get GCC to compile.
2023-06-27 19:05:46 +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
ee6809e642
Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Rong Ou
e70810be8a
Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
Jiaming Yuan
152e2fb072
Unify test helpers for creating ctx. (#9274) 2023-06-10 03:35:22 +08:00
Jiaming Yuan
17fd3f55e9
Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +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
1f9a57d17b
[Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
Jiaming Yuan
acc110c251
[MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
5891f752c8
Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Jiaming Yuan
a093770f36
Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00