97 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
8d7702766a
[Doc] Document new objectives and metrics available on GPUs (#5909) 2020-07-21 02:10:59 -07:00
ShvetsKS
cd3d14ad0e
Add float32 histogram (#5624)
* new single_precision_histogram param was added.

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
Co-authored-by: fis <jm.yuan@outlook.com>
2020-06-03 11:24:53 +08:00
LionOrCatThatIsTheQuestion
83981a9ce3
Pseudo-huber loss metric added (#5647)
- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
2020-05-18 21:08:07 +08:00
Jiaming Yuan
c90457f489
Refactor the CLI. (#5574)
* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.
2020-04-26 10:56:33 +08:00
Jiaming Yuan
c355ab65ed
Enable parameter validation for R. (#5569)
* Enable parameter validation for R.

* Add test.
2020-04-21 11:19:09 -07:00
Jiaming Yuan
bb29ce2818
Add missing aft parameters. [skip ci] (#5553) 2020-04-16 12:08:55 -07:00
Jiaming Yuan
4a0c8ef237
Update doc for parameter validation. (#5508)
* Update doc for parameter validation.

* Fix github rebase.
2020-04-11 00:43:46 +08:00
Jiaming Yuan
bd653fad4c
Remove distcol updater. (#5507)
Closes #5498.
2020-04-10 12:52:56 +08:00
Jiaming Yuan
d0b86c75d9
Remove silent parameter. (#5476) 2020-04-03 08:03:26 +08:00
Jiaming Yuan
8d06878bf9
Deterministic GPU histogram. (#5361)
* Use pre-rounding based method to obtain reproducible floating point
  summation.
* GPU Hist for regression and classification are bit-by-bit reproducible.
* Add doc.
* Switch to thrust reduce for `node_sum_gradient`.
2020-03-04 15:13:28 +08:00
Rong Ou
d6b31df449
update docs for gpu external memory (#5332)
* update docs for gpu external memory

* add hist limitation
2020-02-22 14:57:40 +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
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
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
Jiaming Yuan
63ffd2f686
Check against R seed. (#5125)
* Handle it in R instead.
2019-12-17 19:14:59 +08:00
Jiaming Yuan
38763aa4fa
Update document for tree_method. [skip ci] (#5106) 2019-12-09 22:55:00 +08:00
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
97abcc7ee2
Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
Jiaming Yuan
ab357dd41c
Remove plugin, cuda related code in automake & autoconf files (#4789)
* Build plugin example with CMake.

* Remove plugin, cuda related code in automake & autoconf files.

* Fix typo in GPU doc.
2019-08-18 16:54:34 -04:00
Rong Ou
851b5b3808 Remove gpu_exact tree method (#4742) 2019-08-07 11:43:20 +12:00
Jiaming Yuan
9494950ee7 Address some sphinx warnings and errors, add doc for building doc. (#4589) 2019-06-20 15:07:36 -07:00
Jiaming Yuan
2f1319f273
Add rmsle metric and reg:squaredlogerror objective (#4541) 2019-06-11 05:48:27 +08:00
Rory Mitchell
399fabed49
Deprecate gpu_exact, bump required cuda version in docs (#4527) 2019-06-03 09:49:05 +12:00
Yang Yang
c7bc739ed2 Fix document about colsample_by* parameter (#4340)
Correct the calculation mistake in colsample_by* example.
2019-04-08 11:10:04 -07:00
Jiaming Yuan
29a1356669
Deprecate reg:linear' in favor of reg:squarederror'. (#4267)
* Deprecate `reg:linear' in favor of `reg:squarederror'.
* Replace the use of `reg:linear'.
* Replace the use of `silent`.
2019-03-17 17:55:04 +08:00
Jonas
00ea7b83c9 Fix docs for num_parallel_tree (#4221)
Minor formatting correction for `num_parallel_tree`.
2019-03-06 23:47:51 +08:00
Nan Zhu
ae3bb9c2d5
Distributed Fast Histogram Algorithm (#4011)
* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* allow hist algo

* more changes

* temp

* update

* remove hist sync

* udpate rabit

* change hist size

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* fix lint issue

* broadcast subsampled feature correctly

* revert some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* update docs
2019-02-05 05:12:53 -08:00
Nan Zhu
e0094d996e fix doc about max_depth (#4078)
* fix doc

* Update doc/parameter.rst

Co-Authored-By: CodingCat <CodingCat@users.noreply.github.com>
2019-01-30 12:53:44 -08:00
Jiaming Yuan
7735252925
Document num_parallel_tree. (#4022) 2018-12-25 22:00:58 +08:00
Andy Adinets
42bf90eb8f Column sampling at individual nodes (splits). (#3971)
* Column sampling at individual nodes (splits).

* Documented colsample_bynode parameter.

- also updated documentation for colsample_by* parameters

* Updated documentation.

* GetFeatureSet() returns shared pointer to std::vector.

* Sync sampled columns across multiple processes.
2018-12-14 22:37:35 +08:00
Jiaming Yuan
e0a279114e
Unify logging facilities. (#3982)
* Unify logging facilities.

* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
2018-12-14 19:29:58 +08:00
Jiaming Yuan
daf77ca7b7
Enable running objectives with 0 GPU. (#3878)
* Enable running objectives with 0 GPU.

* Enable 0 GPU for objectives.
* Add doc for GPU objectives.
* Fix some objectives defaulted to running on all GPUs.
2018-11-13 20:19:59 +13:00
Philip Hyunsu Cho
a650131fc3
Update doc: colsample_bylevel now works for tree_method=hist (#3862)
This feature was introduced by #3635
2018-11-04 02:25:25 -08:00
Jonathan Friedman
45d321da28 Fix typo in docs (#3852)
Fix typo in docs
2018-11-01 13:03:59 -07:00
Zhao Hang
e3c1afac6b Update parameter.rst (#3843) 2018-10-31 00:19:45 +13:00
Philip Hyunsu Cho
ca33bf6476
Document gblinear parameters: feature_selector and top_k (#3780) 2018-10-08 22:41:54 -07:00
Dmitriy Rybalko
7bbb44182a update eval_metric doc (#3687) 2018-09-14 08:47:05 -07:00
Philip Hyunsu Cho
190d888695
Document LambdaMART objectives: pairwise, listwise (#3672)
* Document LambdaMART objectives

* Distinguish between pairwise and listwise objectives
2018-09-06 09:54:37 -07:00
gorogm
7ef2b599c7 Link fixed. (#3640) 2018-08-27 20:25:50 -07:00
Philip Hyunsu Cho
b13c3a8bcc
Fix #3609: Removed unused parameter 'use_buffer' (#3610) 2018-08-21 07:54:15 -07:00
Philip Hyunsu Cho
983cb0b374
Add option to disable default metric (#3606) 2018-08-18 11:39:20 -07:00
Grace Lam
caf4a756bf Add JSON dump functionality documentation (#3600) 2018-08-16 16:32:04 -07:00
Philip Hyunsu Cho
3c72654e3b
Revert "Fix #3485, #3540: Don't use dropout for predicting test sets" (#3563)
* Revert "Fix #3485, #3540: Don't use dropout for predicting test sets (#3556)"

This reverts commit 44811f233071c5805d70c287abd22b155b732727.

* Document behavior of predict() for DART booster

* Add notice to parameter.rst
2018-08-08 09:48:55 -07:00
Philip Hyunsu Cho
246ec92163
Update broken links (#3565)
Fix #3559
Fix #3562
2018-08-07 05:27:39 -07:00
Henry Gouk
69454d9487 Implementation of hinge loss for binary classification (#3477) 2018-08-07 10:06:42 +12:00
Philip Hyunsu Cho
2bb9b9d3db
Fix typo in parameter.rst, gblinear section (#3518) 2018-07-28 18:58:15 -07:00
Philip Hyunsu Cho
05b089405d
Doc modernization (#3474)
* Change doc build to reST exclusively

* Rewrite Intro doc in reST; create toctree

* Update parameter and contribute

* Convert tutorials to reST

* Convert Python tutorials to reST

* Convert CLI and Julia docs to reST

* Enable markdown for R vignettes

* Done migrating to reST

* Add guzzle_sphinx_theme to requirements

* Add breathe to requirements

* Fix search bar

* Add link to user forum
2018-07-19 14:22:16 -07:00