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1194 Commits

Author SHA1 Message Date
Jiaming Yuan
68cdbc9c16
Remove omp_get_max_threads in CPU predictor. (#7519) 
This is part of the on going effort to remove the dependency on global omp variables.
 2022-01-04 22:12:15 +08:00
Ikko Ashimine
5516281881
Fix typo in tree_model.cc (#7539) 
occurance -> occurrence
 2021-12-30 20:12:25 +08:00
Ginko Balboa
29bfa94bb6
Fix external memory with gpu_hist and subsampling combination bug. (#7481) 
Instead of accessing data from the `original_page_`, access the data from the first page of the available batch.

fix #7476

Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2021-12-24 11:15:35 +08:00
Jiaming Yuan
7f399eac8b
Use double for GPU Hist node sum. (#7507) 2021-12-22 08:41:35 +08:00
Jiaming Yuan
58a6723eb1
Initial support for multioutput regression. (#7514) 
* Add num target model parameter, which is configured from input labels.
* Change elementwise metric and indexing for weights.
* Add demo.
* Add tests.
 2021-12-18 09:28:38 +08:00
Jiaming Yuan
9ab73f737e
Extract Sketch Entry from hist maker. (#7503) 
* Extract Sketch Entry from hist maker.

* Add a new sketch container for sorted inputs.
* Optimize bin search.
 2021-12-18 05:36:56 +08:00
Jiaming Yuan
5b1161bb64
Convert labels into tensor. (#7456) 
* Add a new ctor to tensor for `initilizer_list`.
* Change labels from host device vector to tensor.
* Rename the field from `labels_` to `labels` since it's a public member.
 2021-12-17 00:58:35 +08:00
Jiaming Yuan
70b12d898a
[dask] Fix ddqdm with empty partition. (#7510) 
* Fix empty partition.

* war.
 2021-12-16 20:37:29 +08:00
Jiaming Yuan
01152f89ee
Remove unused parameters. (#7499) 2021-12-09 14:24:51 +08:00
Jiaming Yuan
eee527d264
Add approx partitioner. (#7467) 2021-11-27 15:22:06 +08:00
Jiaming Yuan
85cbd32c5a
Add range-based slicing to tensor view. (#7453) 2021-11-27 13:42:36 +08:00
Jiaming Yuan
557ffc4bf5
Reduce base margin to 2 dim for now. (#7455) 2021-11-27 00:46:13 +08:00
Jiaming Yuan
5262e933f7
Remove unnecessary constexpr. (#7466) 2021-11-23 16:42:08 +08:00
Jiaming Yuan
176110a22d
Support external memory in CPU histogram building. (#7372) 2021-11-23 01:13:33 +08:00
Jiaming Yuan
d33854af1b
[Breaking] Accept multi-dim meta info. (#7405) 
This PR changes base_margin into a 3-dim array, with one of them being reserved for multi-target classification. Also, a breaking change is made for binary serialization due to extra dimension along with a fix for saving the feature weights. Lastly, it unifies the prediction initialization between CPU and GPU. After this PR, the meta info setter in Python will be based on array interface.
 2021-11-18 23:02:54 +08:00
Jiaming Yuan
b0015fda96
Fix R CRAN failures. (#7404) 
* Remove hist builder dtor.

* Initialize values.

* Tolerance.

* Remove the use of nthread in col maker.
 2021-11-16 10:51:12 +08:00
Jiaming Yuan
55ee272ea8
Extend array interface to handle ndarray. (#7434) 
* Extend array interface to handle ndarray.

The `ArrayInterface` class is extended to support multi-dim array inputs. Previously this
class handles only 2-dim (vector is also matrix).  This PR specifies the expected
dimension at compile-time and the array interface can perform various checks automatically
for input data. Also, adapters like CSR are more rigorous about their input.  Lastly, row
vector and column vector are handled without intervention from the caller.
 2021-11-16 09:52:15 +08:00
Jiaming Yuan
d4274bc556
Fix typo. (#7433) 2021-11-15 01:28:11 +08:00
Jiaming Yuan
a7057fa64c
Implement typed storage for tensor. (#7429) 
* Add `Tensor` class.
* Add elementwise kernel for CPU and GPU.
* Add unravel index.
* Move some computation to compile time.
 2021-11-14 18:53:13 +08:00
Jiaming Yuan
46726ec176
Expose build info (#7399) 2021-11-12 18:22:46 +08:00
Jiaming Yuan
937fa282b5
Extract string view. (#7416) 
* Add equality operators.
* Return a view in substr.
* Add proper iterator types.
 2021-11-12 18:22:30 +08:00
Jiaming Yuan
ca6f980932
Check number of trees in inplace predict. (#7409) 2021-11-12 18:20:23 +08:00
Jiaming Yuan
d7d1b6e3a6
CPU evaluation for cat data. (#7393) 
* Implementation for one hot based.
* Implementation for partition based. (LightGBM)
 2021-11-06 14:41:35 +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
c968217ca8
[R] Fix global feature importance and predict with 1 sample. (#7394) 
* [R] Fix global feature importance.

* Add implementation for tree index.  The parameter is not documented in C API since we
should work on porting the model slicing to R instead of supporting more use of tree
index.

* Fix the difference between "gain" and "total_gain".

* debug.

* Fix prediction.
 2021-11-05 10:07:00 +08:00
Jiaming Yuan
b06040b6d0
Implement a general array view. (#7365) 
* Replace existing matrix and vector view.

This is to prepare for handling higher dimension data and prediction when we support multi-target models.
 2021-11-05 04:16:11 +08:00
Jiaming Yuan
4100827971
Pass infomation about objective to tree methods. (#7385) 
* Define the `ObjInfo` and pass it down to every tree updater.
 2021-11-04 01:52:44 +08:00
Jiaming Yuan
ccdabe4512
Support building gradient index with cat data. (#7371) 2021-11-03 22:37:37 +08:00
Jiaming Yuan
57a4b4ff64
Handle OMP_THREAD_LIMIT. (#7390) 2021-11-03 15:44:38 +08:00
Jiaming Yuan
a55d43ccfd
Add test for invalid categorical data values. (#7380) 
* Add test for invalid categorical data values.

* Add check during sketching.
 2021-11-02 18:00:52 +08:00
Jiaming Yuan
32e673d8c4
Support building with CTK11.5. (#7379) 
* Support building with CTK11.5.

* Require system cub installation for CTK11.4+.
* Check thrust version for segmented sort.
 2021-11-02 16:22:26 +08:00
Jiaming Yuan
a13321148a
Support multi-class with base margin. (#7381) 
This is already partially supported but never properly tested. So the only possible way to use it is calling `numpy.ndarray.flatten` with `base_margin` before passing it into XGBoost. This PR adds proper support
for most of the data types along with tests.
 2021-11-02 13:38:00 +08:00
Jiaming Yuan
6295dc3b67
Fix span reverse iterator. (#7387) 
* Fix span reverse iterator.

* Disable `rbegin` on device code to avoid calling host function.
* Add `trbegin` and friends.
 2021-11-02 13:35:59 +08:00
Jiaming Yuan
0f7a9b42f1
Use double precision in metric calculation. (#7364) 2021-11-02 12:00:32 +08:00
Jiaming Yuan
d05754f558
Avoid OMP reduction in AUC. (#7362) 2021-10-28 05:03:52 +08:00
Jiaming Yuan
ac9bfaa4f2
Handle missing values in dataframe with category dtype. (#7331) 
* Replace -1 in pandas initializer.
* Unify `IsValid` functor.
* Mimic pandas data handling in cuDF glue code.
* Check invalid categories.
* Fix DDM sketching.
 2021-10-28 03:33:54 +08:00
Jiaming Yuan
d4349426d8
Re-implement PR-AUC. (#7297) 
* Support binary/multi-class classification, ranking.
* Add documents.
* Handle missing data.
 2021-10-26 13:07:50 +08:00
Jiaming Yuan
fd61c61071
Avoid omp reduction in rank metric. (#7349) 2021-10-22 14:13:34 +08:00
Jiaming Yuan
d1f00fb0b7
Stricter validation for group. (#7345) 2021-10-21 12:13:33 +08:00
Jiaming Yuan
8d7c6366d7
Accept histogram cut instead gradient index in evaluation. (#7336) 2021-10-20 18:04:46 +08:00
Jiaming Yuan
fbb0dc4275
Remove auto configuration of seed_per_iteration. (#7009) 
* Remove auto configuration of seed_per_iteration.

This should be related to model recovery from rabit, which is removed.

* Document.
 2021-10-17 15:58:57 +08:00
Jiaming Yuan
fb1a9e6bc5
Avoid omp reduction in coordinate descent and aft metrics. (#7316) 
Aside from the omp issue, parameter configuration for aft metric is simplified.
 2021-10-17 15:55:49 +08:00
Jiaming Yuan
8e619010d0
Extract CPUExpandEntry and HistParam. (#7321) 
* Remove kRootNid.
* Check for empty hessian.
 2021-10-17 14:22:25 +08:00
Jiaming Yuan
4ddf8d001c
Deterministic result for element-wise/mclass metrics. (#7303) 
Remove openmp reduction.
 2021-10-13 14:22:40 +08:00
Jiaming Yuan
a7d0c66457
Remove unused code. (#7293) 2021-10-12 15:04:41 +08:00
Jiaming Yuan
298af6f409
Fix weighted samples in multi-class AUC. (#7300) 2021-10-11 15:12:29 +08:00
Jiaming Yuan
d8cb395380
Fix gamma neg log likelihood. (#7275) 2021-10-05 16:57:08 +08:00
Jiaming Yuan
b3b03200e2
Remove old warning in 1.3 (#7279) 2021-10-01 08:05:50 +08:00
Jiaming Yuan
d8a549e6ac
Avoid thread block with sparse data. (#7255) 2021-09-25 13:11:34 +08:00
Jiaming Yuan
ca17f8a5fc
Dispatch thrust versions and upgrade rmm. (#7254) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-09-25 03:43:23 +08:00