* rank_metric: add AUC-PR
Implementation of the AUC-PR calculation for weighted data, proposed by Keilwagen, Grosse and Grau (https://doi.org/10.1371/journal.pone.0092209)
* rank_metric: fix lint warnings
* Implement tests for AUC-PR and fix implementation
* add aucpr to documentation for other languages
* fix rebase conflict
* [core] additional gblinear improvements
* [R] callback for gblinear coefficients history
* force eta=1 for gblinear python tests
* add top_k to GreedyFeatureSelector
* set eta=1 in shotgun test
* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater
* set sorted flag within TryInitColData
* gblinear tests: use scale, add external memory test
* fix multiclass for greedy updater
* fix whitespace
* fix typo
* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.
- replacement was performed in the learner, boosters, predictors,
updaters, and objective functions
- only interfaces used in training were replaced;
interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
such as using HostDeviceVector in prediction cache
* HostDeviceVector-based interfaces for custom objective function example plugin.
* Add interaction effects and cox loss
* Minimize whitespace changes
* Cox loss now no longer needs a pre-sorted dataset.
* Address code review comments
* Remove mem check, rename to pred_interactions, include bias
* Make lint happy
* More lint fixes
* Fix cox loss indexing
* Fix main effects and tests
* Fix lint
* Use half interaction values on the off-diagonals
* Fix lint again
* Added GPU objective function and no-copy interface.
- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
directly on GPU
- Implement colsampling, subsampling for gpu_hist_experimental
- Optimised multi-GPU implementation for gpu_hist_experimental
- Make nccl optional
- Add Volta architecture flag
- Optimise RegLossObj
- Add timing utilities for debug verbose mode
- Bump required cuda version to 8.0
* Fatal error if GPU algorithm selected without GPU support compiled
* Resolve type conversion warnings
* Fix gpu unit test failure
* Fix compressed iterator edge case
* Fix python unit test failures due to flake8 update on pip
* SHAP values for feature contributions
* Fix commenting error
* New polynomial time SHAP value estimation algorithm
* Update API to support SHAP values
* Fix merge conflicts with updates in master
* Correct submodule hashes
* Fix variable sized stack allocation
* Make lint happy
* Add docs
* Fix typo
* Adjust tolerances
* Remove unneeded def
* Fixed cpp test setup
* Updated R API and cleaned up
* Fixed test typo
* Integrating a faster version of grow_gpu plugin
1. Removed the older files to reduce duplication
2. Moved all of the grow_gpu files under 'exact' folder
3. All of them are inside 'exact' namespace to avoid any conflicts
4. Fixed a bug in benchmark.py while running only 'grow_gpu' plugin
5. Added cub and googletest submodules to ease integration and unit-testing
6. Updates to CMakeLists.txt to directly build cuda objects into libxgboost
* Added support for building gpu plugins through make flow
1. updated makefile and config.mk to add right targets
2. added unit-tests for gpu exact plugin code
* 1. Added support for building gpu plugin using 'make' flow as well
2. Updated instructions for building and testing gpu plugin
* Fix travis-ci errors for PR#2360
1. lint errors on unit-tests
2. removed googletest, instead depended upon dmlc-core provide gtest cache
* Some more fixes to travis-ci lint failures PR#2360
* Added Rory's copyrights to the files containing code from both.
* updated copyright statement as per Rory's request
* moved the static datasets into a script to generate them at runtime
* 1. memory usage print when silent=0
2. tests/ and test/ folder organization
3. removal of the dependency of googletest for just building xgboost
4. coding style updates for .cuh as well
* Fixes for compilation warnings
* add cuda object files as well when JVM_BINDINGS=ON
