Commit Graph
1429 Commits
Author SHA1 Message Date
Jiaming Yuan ef13dd31b1 Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Rong Ou ba9d24ff7b Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
Rong Ou 15e073ca9d Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan d062a9e009 Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou ff26cd3212 More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +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Jiaming Yuan 15a2724ff7 Removed outdated configuration serialization logic. (#8942)
- `saved_params` is empty.
- `saved_configs_` contains `num_round`, which is not used anywhere inside xgboost.
2023-03-23 01:31:46 +08:00
Jiaming Yuan 151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan ea04d4c46c [doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan a551bed803 Remove duplicated learning rate parameter. (#8941) 2023-03-22 20:51:14 +08:00
Jiaming Yuan a05799ed39 Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +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
Rong Ou b240f055d3 Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Jiaming Yuan 9b6cc0ed07 Refactor hist to prepare for multi-target builder. (#8928)
- Extract the builder from the updater class. We need a new builder for multi-target.
- Extract `UpdateTree`, it can be reused for different builders. Eventually, other tree
  updaters can use it as well.
2023-03-17 17:21:04 +08:00
Jiaming Yuan a093770f36 Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan 26209a42a5 Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Jiaming Yuan f186c87cf9 Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan 72e8331eab Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
Jiaming Yuan 8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan 910ce580c8 Clear all cache after model load. (#8904) 2023-03-14 22:09:36 +08:00
Jiaming Yuan c400fa1e8d Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +08:00
Jiaming Yuan 8be6095ece Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan 9bade7203a Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan 5ba3509dd3 Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming Yuan 36a7396658 Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Jiaming Yuan 2aa838c75e Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan 6deaec8027 Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00
Jiaming Yuan 5feee8d4a9 Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Jiaming Yuan 46dfcc7d22 Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
Jiaming Yuan f236640427 Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
Jiaming Yuan cad7401783 Disable gcc parallel extension if openmp is not available. (#8871)
`<parallel/algorithm>` internally includes the <omp.h> header, which leads to an error
when openmp is not available.
2023-03-06 22:51:06 +08:00
Jiaming Yuan 228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan 4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
2dc22e7aad Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Rory MitchellandJiaming Yuan 69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
Rong Ou 7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Jiaming Yuan d54ef56f6f Fix cache with gc (#8851)
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
2023-03-01 00:39:06 +08:00
Rong Ou d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Mauro Leggieri 90c0633a28 Fixes compilation errors on MSVC x86 targets (#8823) 2023-02-26 03:20:28 +08:00
Rong Ou a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan c0afdb6786 Fix CPU bin compression with categorical data. (#8809)
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
2023-02-16 04:20:34 +08:00
Jiaming Yuan cce4af4acf Initial support for quantile loss. (#8750)
- Add support for Python.
- Add objective.
2023-02-16 02:30:18 +08:00
Jiaming Yuan 282b1729da Specify the number of threads for parallel sort. (#8735)
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan c7c485d052 Extract fit intercept. (#8793) 2023-02-15 22:41:31 +08:00
Jiaming Yuan 594371e35b Fix CPP lint. (#8807) 2023-02-15 20:16:35 +08:00
Rong Ou 74572b5d45 Add convenience method for allgather (#8804) 2023-02-15 11:37:11 +08:00
Jiaming Yuan 52d0230b58 Fix merge conflict. (#8791) 2023-02-13 23:43:42 +08:00
Jiaming Yuan 81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan 31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan 457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00