* Add hessian to batch param in preparation of new approx impl.
* Extract a push method for gradient index matrix.
* Use span instead of vector ref for hessian in sketching.
* Create a binary format for gradient index.
On GPU we use rouding factor to truncate the gradient for deterministic results. This PR changes the gradient representation to fixed point number with exponent aligned with rounding factor.
[breaking] Drop non-deterministic histogram.
Use fixed point for shared memory.
This PR is to improve the performance of GPU Hist.
Co-authored-by: Andy Adinets <aadinets@nvidia.com>
* Use type aliases for discard iterators
* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect
* cub::DispatchRadixSort requires signed offset types
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
* Support categorical data for dask functional interface and DQM.
* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.
* Get newer cupy.
* Re-implement ROC-AUC.
* Binary
* MultiClass
* LTR
* Add documents.
This PR resolves a few issues:
- Define a value when the dataset is invalid, which can happen if there's an
empty dataset, or when the dataset contains only positive or negative values.
- Define ROC-AUC for multi-class classification.
- Define weighted average value for distributed setting.
- A correct implementation for learning to rank task. Previous
implementation is just binary classification with averaging across groups,
which doesn't measure ordered learning to rank.
* Ensure RMM is 0.18 or later
* Add use_rmm flag to global configuration
* Modify XGBCachingDeviceAllocatorImpl to skip CUB when use_rmm=True
* Update the demo
* [CI] Pin NumPy to 1.19.4, since NumPy 1.19.5 doesn't work with latest Shap
* [CI] Upgrade cuDF and RMM to 0.18 nightlies
* Modify RMM plugin to be compatible with RMM 0.18
* Update src/common/device_helpers.cuh
Co-authored-by: Mark Harris <mharris@nvidia.com>
Co-authored-by: Mark Harris <mharris@nvidia.com>
* Removed some warnings
* Rebase with master
* Solved C++ Google Tests errors made by refactoring in order to remove warnings
* Undo renaming path -> path_
* Fix style check
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
