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219 Commits

Author SHA1 Message Date
Jiaming Yuan
f186c87cf9
Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
7eba285a1e
Support sklearn cross validation for ranker. (#8859) 
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
 2023-03-07 00:22:08 +08:00
Jiaming Yuan
228a46e8ad
Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
6a892ce281
Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Rory Mitchell
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
Philip Hyunsu Cho
6d8afb2218
[CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853) 
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
 2023-03-01 09:22:24 -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
457f704e3d
Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
8a16944664
Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Rory Mitchell
7214a45e83
Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Jiaming Yuan
0e61ba57d6
Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
d6018eb4b9
Remove all use of DeviceQuantileDMatrix. (#8665) 2023-01-17 00:04:10 +08:00
Jiaming Yuan
badeff1d74
Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Jiaming Yuan
40343c8ee1
Test dask demos. (#8557) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2022-12-13 18:37:31 +08:00
Jiaming Yuan
157e98edf7
Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00
Jiaming Yuan
0d3da9869c
Require isort on all Python files. (#8420) 2022-11-08 12:59:06 +08:00
Jiaming Yuan
cfd2a9f872
Extract dask and spark test into distributed test. (#8395) 
- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.
 2022-10-28 16:24:32 +08:00
Jiaming Yuan
cf70864fa3
Move Python testing utilities into xgboost module. (#8379) 
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2022-10-26 16:56:11 +08:00
Jiaming Yuan
3901f5d9db
[pyspark] Cleanup data processing. (#8344) 
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
 2022-10-18 14:56:23 +08:00
Jiaming Yuan
2176e511fc
Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan
748d516c50
[pyspark] Enable running GPU tests on variable number of GPUs. (#8335) 2022-10-13 21:03:45 +08:00
Jiaming Yuan
97a5b088a5
[pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell
ce0382dcb0
[CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Jiaming Yuan
e1f9f80df2
Use gpu predictor for get csr test. (#8323) 2022-10-10 16:12:37 +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
Jiaming Yuan
55cf24cc32
Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Jiaming Yuan
6925b222e0
Fix mixed types with cuDF. (#8280) 2022-09-29 00:57:52 +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
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
Jiaming Yuan
2e63af6117
Mitigate flaky data iter test. (#8244) 
- Reduce the number of batches.
- Verify labels.
 2022-09-14 17:54:14 +08:00
Jiaming Yuan
b5eb36f1af
Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Jiaming Yuan
441ffc017a
Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +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
Bobby Wang
03cc3b359c
[pyspark] support a list of feature column names (#8117) 2022-08-08 17:05:27 +08:00
Jiaming Yuan
d87f69215e
Quantile DMatrix for CPU. (#8130) 
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
 2022-08-02 15:51:23 +08:00
Jiaming Yuan
546de5efd2
[pyspark] Cleanup data processing. (#8088) 
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
 2022-07-26 15:00:52 +08:00
Jiaming Yuan
0ce80b7bcf
Mitigate flaky GPU test. (#8078) 
The flakiness is caused by the global random engine, which will take some time to fix.
 2022-07-16 13:45:32 +08:00
Jiaming Yuan
7a5586f3db
Fix GPU quantile distributed test. (#8076) 2022-07-16 11:40:53 +08:00
Jiaming Yuan
647d3844dd
Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
WeichenXu
176fec8789
PySpark XGBoost integration (#8020) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
 2022-07-13 13:11:18 +08:00
Rory Mitchell
794cbaa60a
Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Jiaming Yuan
d285d6ba2a
Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan
b90c6d25e8
Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Jiaming Yuan
bde4f25794
Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Jiaming Yuan
474366c020
Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Jiaming Yuan
94ca52b7b7
Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Jiaming Yuan
46e0bce212
Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Rory Mitchell
90cce38236
Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan
50d854e02e
[CI] Test with latest RAPIDS. (#7816) 2022-04-30 11:55:10 -07:00