263 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
ef8bdaa047
[CI] Update machine images (#9932) 2023-12-29 11:15:38 -08:00
Jiaming Yuan
42de9206fc
Support multi-target, fit intercept for hinge. (#9850) 2023-12-08 05:50:41 +08:00
Jiaming Yuan
fedd9674c8
Implement column sampler in CUDA. (#9785)
- CUDA implementation.
- Extract the broadcasting logic, we will need the context parameter after revamping the collective implementation.
- Some changes to the event loop for fixing a deadlock in CI.
- Move argsort into algorithms.cuh, add support for cuda stream.
2023-11-17 04:29:08 +08:00
Jiaming Yuan
06bdc15e9b
[coll] Pass context to various functions. (#9772)
* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
2023-11-08 09:54:05 +08:00
Jiaming Yuan
6c0a190f6d
[coll] Add comm group. (#9759)
- Implement `CommGroup` for double dispatching.
- Small cleanup to tracker for handling abort.
2023-11-07 11:12:31 +08:00
Jiaming Yuan
80390e6cb6
[coll] Federated comm. (#9732) 2023-10-31 02:39:55 +08:00
Philip Hyunsu Cho
3b86260b50
Fix build for AppleClang 11 (#9684) (#9693) 2023-10-18 12:27:21 -07:00
Jiaming Yuan
680d53db43
Extract JSON utils. (#9645) 2023-10-10 07:15:14 +08:00
Rong Ou
def77870f3
Test categorical features with column-split gpu quantile (#9595) 2023-09-23 09:55:09 +08:00
Jiaming Yuan
8c676c889d
Remove internal use of gpu_id. (#9568) 2023-09-20 23:29:51 +08:00
Jiaming Yuan
b438d684d2
Utilities and cleanups for socket. (#9576)
- Use c++-17 nodiscard and nested ns.
- Add bind method to socket.
- Remove rabit parameters.
2023-09-14 01:41:42 +08:00
Jiaming Yuan
ddf2e68821
Use the new DeviceOrd in the linalg module. (#9527) 2023-08-29 13:37:29 +08:00
Jiaming Yuan
044fea1281
Drop support for loading remote files. (#9504) 2023-08-21 23:34:05 +08:00
Jiaming Yuan
f05a23b41c
Use weakref instead of id for DataIter cache. (#9445)
- Fix case where Python reuses id from freed objects.
- Small optimization to column matrix with QDM by using `realloc` instead of copying data.
2023-08-10 00:40:06 +08:00
Jiaming Yuan
54029a59af
Bound the size of the histogram cache. (#9440)
- A new histogram collection with a limit in size.
- Unify histogram building logic between hist, multi-hist, and approx.
2023-08-08 03:21:26 +08:00
Rong Ou
bde1ebc209
Switch back to the GPUIDX macro (#9438) 2023-08-04 15:14:31 +08:00
Rong Ou
c2b85ab68a
Clean up MGPU C++ tests (#9430) 2023-08-02 14:31:18 +08:00
Jiaming Yuan
a196443a07
Implement sketching with Hessian on GPU. (#9399)
- Prepare for implementing approx on GPU.
- Unify the code path between weighted and uniform sketching on DMatrix.
2023-07-24 15:43:03 +08:00
Jiaming Yuan
04aff3af8e
Define the new device parameter. (#9362) 2023-07-13 19:30:25 +08:00
Rong Ou
3632242e0b
Support column split with GPU quantile (#9370) 2023-07-11 12:15:56 +08:00
Jiaming Yuan
d0916849a6
Remove unused weight from buffer for cat features. (#9341) 2023-07-04 01:07:09 +08:00
Jiaming Yuan
39390cc2ee
[breaking] Remove the predictor param, allow fallback to prediction using DMatrix. (#9129)
- A `DeviceOrd` struct is implemented to indicate the device. It will eventually replace the `gpu_id` parameter.
- The `predictor` parameter is removed.
- Fallback to `DMatrix` when `inplace_predict` is not available.
- The heuristic for choosing a predictor is only used during training.
2023-07-03 19:23:54 +08:00
Jiaming Yuan
bc267dd729
Use ptr from mmap for GHistIndexMatrix and ColumnMatrix. (#9315)
* Use ptr from mmap for `GHistIndexMatrix` and `ColumnMatrix`.

- Define a resource for holding various types of memory pointers.
- Define ref vector for holding resources.
- Swap the underlying resources for GHist and ColumnM.
- Add documentation for current status.
- s390x support is removed. It should work if you can compile XGBoost, all the old workaround code does is to get GCC to compile.
2023-06-27 19:05:46 +08:00
Jiaming Yuan
54da4b3185
Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan
ee6809e642
Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Rong Ou
e70810be8a
Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
Jiaming Yuan
152e2fb072
Unify test helpers for creating ctx. (#9274) 2023-06-10 03:35:22 +08:00
Jiaming Yuan
17fd3f55e9
Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +08:00
Jiaming Yuan
08ce495b5d
Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
1f9a57d17b
[Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Rong Ou
a320b402a5
More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +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
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
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
8be6095ece
Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +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
4d665b3fb0
Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -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
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
Rong Ou
ed91e775ec
Fix quantile tests running on multi-gpus (#8775)
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2023-02-12 17:00:26 -08:00
Jiaming Yuan
17b709acb9
Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
5f76edd296
Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
Jiaming Yuan
48cefa012e
Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
28bb01aa22
Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Rong Ou
66191e9926
Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3
Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00