57 Commits

Author SHA1 Message Date
Jiaming Yuan
f2b8cd2922
Add number of columns to native data iterator. (#5202)
* Change native data iter into an adapter.
2020-02-25 23:42:01 +08:00
Rory Mitchell
b0ed3f0a66
Remove unnecessary DMatrix methods (#5324) 2020-02-25 12:40:39 +13:00
Jiaming Yuan
655cf17b60
Predict on Ellpack. (#5327)
* Unify GPU prediction node.
* Add `PageExists`.
* Dispatch prediction on input data for GPU Predictor.
2020-02-23 06:27:03 +08:00
Rory Mitchell
bc96ceb8b2
Refactor SparsePageSource, delete cache files after use (#5321)
* Refactor sparse page source

* Delete temporary cache files

* Log fatal if cache exists

* Log fatal if multiple threads used with prefetcher
2020-02-19 16:43:41 +13:00
Rory Mitchell
b2b2c4e231
Remove SimpleCSRSource (#5315) 2020-02-18 16:49:17 +13:00
Rong Ou
e4b74c4d22
Gradient based sampling for GPU Hist (#5093)
* Implement gradient based sampling for GPU Hist tree method.
* Add samplers and handle compacted page in GPU Hist.
2020-02-04 10:31:27 +08:00
Jiaming Yuan
fe8d72b50b
Cleanup warnings. (#5247)
From clang-tidy-9 and gcc-7: Invalid case style, narrowing definition, wrong
initialization order, unused variables.
2020-01-31 14:52:15 +08:00
Philip Hyunsu Cho
44469a0ca9
Extensible binary serialization format for DMatrix::MetaInfo (#5187)
* Turn xgboost::DataType into C++11 enum class

* New binary serialization format for DMatrix::MetaInfo

* Fix clang-tidy

* Fix c++ test

* Implement new format proposal

* Move helper functions to anonymous namespace; remove unneeded field

* Fix lint

* Add shape.

* Keep only roundtrip test.

* Fix test.

* various fixes

* Update data.cc

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 11:33:17 -08:00
Rory Mitchell
9c56480c61
Support dmatrix construction from cupy array (#5206) 2020-01-22 13:15:27 +13:00
Rory Mitchell
a73e25e15f
Implement slice via adapters (#5198) 2020-01-14 12:55:41 +13:00
Rory Mitchell
8cbcc53ccb
Remove old cudf constructor code (#5194) 2020-01-10 16:35:23 +13:00
Rory Mitchell
87ebfc1315
Implement cudf construction with adapters. (#5189) 2020-01-09 20:23:06 +13:00
Jiaming Yuan
61286c6e8f
Fix wrapping GPU ID and prevent data copying. (#5160)
* Removed some data copying.

* Make sure gpu_id is valid before any configuration is carried out.
2019-12-27 16:51:08 +08:00
Rory Mitchell
3d04a8cc97
Use dynamic types for array interface columns instead of templates (#5108) 2019-12-21 16:08:10 +13:00
Rory Mitchell
c7cc657a4d
Use adapters for SparsePageDMatrix (#5092) 2019-12-11 15:59:23 +13:00
Rory Mitchell
979f74d51a
Group builder modified for incremental building (#5098) 2019-12-10 14:33:56 +13:00
Jiaming Yuan
64af1ecf86
[Breaking] Remove num roots. (#5059) 2019-12-05 21:58:43 +08:00
Rory Mitchell
e3c34c79be
External data adapters (#5044)
* Use external data adapters as lightweight intermediate layer between external data and DMatrix
2019-12-04 10:56:17 +13:00
Jiaming Yuan
d667ea9335
[CI] Fix Travis tests. (#5062)
- Install wget explicitly to match openssl.
- Install CMake explicitly.
- Use newer miniconda link.
- Reenable unittests.
- gcc@9 + xcode@10 for osx due to missing <_stdio.h>.  Other versions of gcc should also work.  But as homebrew pour gcc@9 after update by default, so I just stick with latest version.
- Disabled one external memory test for OSX.  Not sure about the thread implementation in there and fixing external memory is beyond the scope of this PR.
- Use Python3 with conda in jvm package.
2019-11-25 03:32:10 +08:00
Rong Ou
0afcc55d98 Support multiple batches in gpu_hist (#5014)
* Initial external memory training support for GPU Hist tree method.
2019-11-16 14:50:20 +08:00
Jiaming Yuan
97abcc7ee2
Extract interaction constraint from split evaluator. (#5034)
*  Extract interaction constraints from split evaluator.

The reason for doing so is mostly for model IO, where num_feature and interaction_constraints are copied in split evaluator. Also interaction constraint by itself is a feature selector, acting like column sampler and it's inefficient to bury it deep in the evaluator chain. Lastly removing one another copied parameter is a win.

*  Enable inc for approx tree method.

As now the implementation is spited up from evaluator class, it's also enabled for approx method.

*  Removing obsoleted code in colmaker.

They are never documented nor actually used in real world. Also there isn't a single test for those code blocks.

*  Unifying the types used for row and column.

As the size of input dataset is marching to billion, incorrect use of int is subject to overflow, also singed integer overflow is undefined behaviour. This PR starts the procedure for unifying used index type to unsigned integers. There's optimization that can utilize this undefined behaviour, but after some testings I don't see the optimization is beneficial to XGBoost.
2019-11-14 20:11:41 +08:00
Rong Ou
5b1715d97c Write ELLPACK pages to disk (#4879)
* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable
2019-10-22 23:44:32 -04:00
Jiaming Yuan
5620322a48
[Breaking] Add global versioning. (#4936)
* Use CMake config file for representing version.

* Generate c and Python version file with CMake.

The generated file is written into source tree.  But unless XGBoost upgrades
its version, there will be no actual modification.  This retains compatibility
with Makefiles for R.

* Add XGBoost version the DMatrix binaries.
* Simplify prefetch detection in CMakeLists.txt
2019-10-22 23:27:26 -04:00
Jiaming Yuan
7e477a2adb
Fix data loading (#4862)
* Fix loading text data.
* Fix config regex.
* Try to explain the error better in exception.
* Update doc.
2019-10-22 12:33:14 -04:00
Jiaming Yuan
b61d534472
Span: use size_t' for index_type, add front' and `back'. (#4935)
* Use `size_t' for index_type.  Add `front' and `back'.

* Remove a batch of `static_cast'.
2019-10-14 09:13:33 -04:00
Jiaming Yuan
3d46bd0fa5
Ignore columnar alignment requirement. (#4928)
* Better error message for wrong type.
* Fix stride size.
2019-10-13 06:41:43 -04:00
Jiaming Yuan
d30e63a0a5
Support feature names/types for cudf. (#4902)
* Implement most of the pandas procedure for cudf except for type conversion.
* Requires an array of interfaces in metainfo.
2019-09-29 15:07:51 -04:00
Jiaming Yuan
5374f52531
Complete cudf support. (#4850)
* Handles missing value.
* Accept all floating point and integer types.
* Move to cudf 9.0 API.
* Remove requirement on `null_count`.
* Arbitrary column types support.
2019-09-16 23:52:00 -04:00
Rong Ou
125bcec62e Move ellpack page construction into DMatrix (#4833) 2019-09-16 23:50:55 -04:00
Jiaming Yuan
9700776597 Cudf support. (#4745)
* Initial support for cudf integration.

* Add two C APIs for consuming data and metainfo.

* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.

* Add FromDeviceColumnar for consuming device data.

* Add new MetaInfo::SetInfo for consuming label, weight etc.
2019-08-19 16:51:40 +12:00
Rong Ou
19f9fd5de9 remove the qids_ field in MetaInfo (#4744) 2019-08-08 10:01:59 +08:00
Rong Ou
6edddd7966 Refactor DMatrix to return batches of different page types (#4686)
* Use explicit template parameter for specifying page type.
2019-08-03 15:10:34 -04:00
Jiaming Yuan
d9a47794a5 Fix CPU hist init for sparse dataset. (#4625)
* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Sanity check.

* Fix comments.

* Fix comment.
2019-07-04 16:27:03 -07:00
Jiaming Yuan
45876bf41b
Fix external memory for get column batches. (#4622)
* Fix external memory for get column batches.

This fixes two bugs:

* Use PushCSC for get column batches.
* Don't remove the created temporary directory before finishing test.

* Check all pages.
2019-06-30 09:56:49 +08:00
sriramch
6e16900711 Fix crash with approx tree method on cpu (#4510) 2019-05-30 01:11:29 +08:00
Rong Ou
feb6ae3e18 Initial support for external memory in gpu_predictor (#4284) 2019-05-03 13:01:27 +12:00
Rong Ou
f4521bf6aa refactor tests to get rid of duplication (#4358)
* refactor tests to get rid of duplication

* address review comments
2019-04-12 00:21:48 -07:00
Rong Ou
81c1cd40ca add a test for cpu predictor using external memory (#4308)
* add a test for cpu predictor using external memory

* allow different page size for testing
2019-04-10 13:25:10 +12:00
Jiaming Yuan
7b9043cf71
Fix clang-tidy warnings. (#4149)
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.

* Reformat.
2019-03-13 02:25:51 +08:00
Jiaming Yuan
7ea5675679
Add PushCSC for SparsePage. (#4193)
* Add PushCSC for SparsePage.

* Move Push* definitions into cc file.
* Add std:: prefix to `size_t` make clang++ happy.
* Address monitor count == 0.
2019-03-02 01:58:08 +08:00
Philip Hyunsu Cho
abf2f661be
Fix #3708: Use dmlc::TemporaryDirectory to handle temporaries in cross-platform way (#3783)
* Fix #3708: Use dmlc::TemporaryDirectory to handle temporaries in cross-platform way

Also install git inside NVIDIA GPU container

* Update dmlc-core
2018-10-18 10:16:04 -07:00
Rory Mitchell
70d208d68c
Dmatrix refactor stage 2 (#3395)
* DMatrix refactor 2

* Remove buffered rowset usage where possible

* Transition to c++11 style iterators for row access

* Transition column iterators to C++ 11
2018-10-01 01:29:03 +13:00
Andy Adinets
72cd1517d6 Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)
* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.

- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring

* Added const version of HostDeviceVector API calls.

- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions

* Updated src/linear/updater_gpu_coordinate.cu.

* Added read-only state for HostDeviceVector sync.

- this means no copies are performed if both host and devices access
  the HostDeviceVector read-only

* Fixed linter and test errors.

- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
  e.g. in calls to cudaSetDevice()

* Fixed explicit template instantiation errors for HostDeviceVector.

- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>

* Fixed HostDeviceVector tests that require multiple GPUs.

- added a mock set device handler; when set, it is called instead of cudaSetDevice()
2018-08-30 14:28:47 +12:00
Rory Mitchell
78bea0d204
Add google test for a column sampling, restore metainfo tests (#3637)
* Add google test for a column sampling, restore metainfo tests

* Update metainfo test for visual studio

* Fix multi-GPU bug introduced in #3635
2018-08-28 16:10:26 +12:00
trivialfis
cf2d86a4f6 Add travis sanitizers tests. (#3557)
* Add travis sanitizers tests.

* Add gcc-7 in Travis.
* Add SANITIZER_PATH for CMake.
* Enable sanitizer tests in Travis.

* Fix memory leaks in tests.

* Fix all memory leaks reported by Address Sanitizer.
* tests/cpp/helpers.h/CreateDMatrix now returns raw pointer.
2018-08-19 16:40:30 +12:00
trivialfis
2c502784ff Span class. (#3548)
* Add basic Span class based on ISO++20.

* Use Span<Entry const> instead of Inst in SparsePage.

* Add DeviceSpan in HostDeviceVector, use it in regression obj.
2018-08-14 17:58:11 +12:00
Rory Mitchell
bbb771f32e
Refactor parts of fast histogram utilities (#3564)
* Refactor parts of fast histogram utilities

* Removed byte packing from column matrix
2018-08-09 17:59:57 +12:00
liuliang01
0cf88d036f Add qid like ranklib format (#2749)
* add qid for https://github.com/dmlc/xgboost/issues/2748

* change names

* change spaces

* change qid to bst_uint type

* change qid type to size_t

* change qid first to SIZE_MAX

* change qid type from size_t to uint64_t

* update dmlc-core

* fix qids name error

* fix group_ptr_ error

* Style fix

* Add qid handling logic to SparsePage

* New MetaInfo format + backward compatibility fix

Old MetaInfo format (1.0) doesn't contain qid field. We still want to be able
to read from MetaInfo files saved in old format. Also, define a new format
(2.0) that contains the qid field. This way, we can distinguish files that
contain qid and those that do not.

* Update MetaInfo test

* Simply group assignment logic

* Explicitly set qid=nullptr in NativeDataIter

NativeDataIter's callback does not support qid field. Users of NativeDataIter
will need to call setGroup() function separately to set group information.

* Save qids_ in SaveBinary()

* Upgrade dmlc-core submodule

* Add a test for reading qid

* Add contributor

* Check the size of qids_

* Document qid format
2018-06-30 20:24:03 +00:00
Rory Mitchell
a96039141a
Dmatrix refactor stage 1 (#3301)
* Use sparse page as singular CSR matrix representation

* Simplify dmatrix methods

* Reduce statefullness of batch iterators

* BREAKING CHANGE: Remove prob_buffer_row parameter. Users are instead recommended to sample their dataset as a preprocessing step before using XGBoost.
2018-06-07 10:25:58 +12:00
Rory Mitchell
ccf80703ef
Clang-tidy static analysis (#3222)
* Clang-tidy static analysis

* Modernise checks

* Google coding standard checks

* Identifier renaming according to Google style
2018-04-19 18:57:13 +12:00