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523 Commits

Author SHA1 Message Date
Rong Ou
66191e9926
Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
3760cede0f
Consistent use of context to specify number of threads. (#8733) 
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
 2023-01-30 15:25:31 +08:00
Jiaming Yuan
21a28f2cc5
Small refactor for hist builder. (#8698) 
- Use span instead of vector as parameter. No perf change as the builder work on pointer.
- Use const pointer for reg tree.
 2023-01-30 14:06:41 +08:00
Jiaming Yuan
cfa994d57f
Multi-target support for L1 error. (#8652) 
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
 2023-01-11 05:51:14 +08:00
James Lamb
fa44a33ee6
remove unused variables in JSON-parsing code (#8627) 2023-01-04 15:50:33 +08:00
Jiaming Yuan
8d545ab2a2
Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
Jiaming Yuan
c6a8754c62
Define CUDA Context. (#8604) 
We will transition to non-default and non-blocking CUDA stream.
 2022-12-20 15:15:07 +08:00
Jiaming Yuan
a10e4cba4e
Fix linalg iterator. (#8603) 2022-12-16 23:05:03 +08:00
Jiaming Yuan
43a647a4dd
Fix inference with categorical feature. (#8591) 2022-12-15 17:57:26 +08:00
Rong Ou
15a88ceef0
Fix deprecated CUB calls in CUDA 12.0 (#8578) 2022-12-12 17:02:30 +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
Jiaming Yuan
e3bf5565ab
Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Robert Maynard
16f96b6cfb
Work with newer thrust and libcudacxx (#8454) 
* Thrust 1.17 removes the experimental/pinned_allocator.

When xgboost is brought into a large project it can
be compiled against Thrust 1.17+ which don't offer
this experimental allocator.

To ensure that going forward xgboost works in all environments we provide a xgboost namespaced version of
the pinned_allocator that previously was in Thrust.
 2022-11-11 04:22:53 +08:00
Dmitry Razdoburdin
5bd849f1b5
Unify the partitioner for hist and approx. 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-20 02:49:20 +08:00
Jiaming Yuan
031d66ec27
Configuration for init estimation. (#8343) 
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
 2022-10-18 01:52:24 +08:00
Jiaming Yuan
3ef1703553
Allow using string view to find JSON value. (#8332) 
- Allow comparison between string and string view.
- Fix compiler warnings.
 2022-10-13 17:10:13 +08:00
Philip Hyunsu Cho
bc7a6ec603
Fix clang tidy (#8314) 
* Fix clang-tidy

* Exempt clang-tidy from budget check

* Move clang-tidy
 2022-10-06 05:16:06 -08:00
Dmitry Razdoburdin
c24e9d712c
Dispatcher for template parameters of BuildHist Kernels (#8259) 
* Intoducing Column Wise Hist Building

* linting

* more linting

* bug fixing

* Removing column samping optimization for a while to simplify the review process.

* linting

* Removing unnecessary changes

* Use DispatchBinType in hist_util.cc

* Adding force_read_by column flag to buildhist. Adding tests for column wise buiilhist.

* Introducing new dispatcher for compile time flags in hist building

* fixing bug with using of DispatchBinType

* Fixing building

* Merging with master branch

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-10-06 03:02:29 -08:00
Rong Ou
668b8a0ea4
[Breaking] Switch from rabit to the collective communicator (#8257) 
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-05 14:39:01 -08:00
Rory Mitchell
d686bf52a6
Reduce time for some multi-gpu tests (#8288) 
* Faster dask tests

* Reuse AllReducer objects in tests.

* Faster boost from prediction tests.

* Use rmm dask fixture.

* Speed up dask demo.

* mypy

* Format with black.

* mypy

* Clang-tidy

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-04 02:49:33 -08:00
Philip Hyunsu Cho
ca0547bb65
[CI] Use RAPIDS 22.10 (#8298) 
* [CI] Use RAPIDS 22.10

* Store CUDA and RAPIDS versions in one place

* Fix

* Add missing #include

* Update gputreeshap submodule

* Fix

* Remove outdated distributed tests
 2022-10-03 23:18:07 -08:00
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
6d1452074a
Remove MGPU cpp tests. (#8276) 
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-09-27 21:18:23 +08:00
Rory Mitchell
8f77677193
Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Dmitry Razdoburdin
eb7bbee2c9
Optional by-column histogram build. (#8233) 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
 2022-09-22 05:16:13 +08:00
Jiaming Yuan
fffb1fca52
Calculate base_score based on input labels for mae. (#8107) 
Fit an intercept as base score for abs loss.
 2022-09-20 20:53:54 +08:00
Rong Ou
a2686543a9
Common interface for collective communication (#8057) 
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-09-12 15:21:12 -07:00
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Dmitry Razdoburdin
deae99e662
Optimization/buildhist/hist util (#8218) 
* BuildHistKernel optimization

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
 2022-09-02 19:39:45 +08:00
Jiaming Yuan
16bca5d4a1
Support CPU input for device QuantileDMatrix. (#8136) 
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
 2022-08-11 21:21:26 +08:00
Jiaming Yuan
bcc8679a05
Update CUDA docker image and NCCL. (#8139) 2022-08-07 16:32:41 +08:00
Jiaming Yuan
7785d65c8a
Fix feature weights with multiple column sampling. (#8100) 2022-07-22 20:23:05 +08:00
Rory Mitchell
1be09848a7
Refactor split valuation kernel (#8073) 2022-07-21 15:41:50 +02:00
Tim Gates
cb40bbdadd
docs: fix simple typo, cannonical -> canonical (#8099) 
There is a small typo in src/common/partition_builder.h.

Should read `canonical` rather than `cannonical`.

Signed-off-by: Tim Gates <tim.gates@iress.com>
 2022-07-20 21:04:50 +08:00
QuellaZhang
703261e78f
[MSVC][std:c++latest] Fix compiler error (#8093) 
Co-authored-by: QuellaZhang <zhangyi2090@163.com>
 2022-07-20 15:15:39 +08:00
Jiaming Yuan
4083440690
Small cleanups to various data types. (#8086) 
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
 2022-07-18 22:39:36 +08:00
Jiaming Yuan
8dd96013f1
Split up column matrix initialization. (#8060) 
* Split up column matrix initialization.

This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
 2022-07-14 10:34:47 +08:00
Rory Mitchell
bc4f802b17
Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
Jiaming Yuan
f0c1b842bf
Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +08:00
Jiaming Yuan
142a208a90
Fix compiler warnings. (#8022) 
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
 2022-06-22 21:29:10 +08:00
Jiaming Yuan
8f8bd8147a
Fix LTR with weighted Quantile DMatrix. (#7975) 
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
 2022-06-09 01:33:41 +08:00
Jiaming Yuan
1a33b50a0d
Fix compiler warnings. (#7974) 
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
 2022-06-06 22:56:25 +08:00
Jiaming Yuan
b90c6d25e8
Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Rong Ou
80339c3427
Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Gyeongjae Choi
cc6d57aa0d
Add minimal emscripten build support (#7954) 2022-05-30 14:11:40 +08:00
Jiaming Yuan
18a38f7ca0
Refactor for GHistIndex. (#7923) 
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
 2022-05-23 23:04:53 +08:00
Jiaming Yuan
19775ffe15
Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Jiaming Yuan
4fcfd9c96e
Fix and cleanup for column matrix. (#7901) 
* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.
 2022-05-16 21:11:50 +08:00
Jiaming Yuan
1baad8650c
Small cleanup to Column. (#7898) 
* Define forward iterator to hide the internal state.
 2022-05-15 12:39:10 +08:00
Jiaming Yuan
1b6538b4e5
[breaking] Drop single precision histogram (#7892) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-05-13 19:54:55 +08:00