107 Commits

Author SHA1 Message Date
Jiaming Yuan
78f2cd83d7
Suppress hypothesis health check for dask client. (#6589) 2021-01-11 14:11:57 +08:00
Jiaming Yuan
80065d571e
[dask] Add DaskXGBRanker (#6576)
* Initial support for distributed LTR using dask.

* Support `qid` in libxgboost.
* Refactor `predict` and `n_features_in_`, `best_[score/iteration/ntree_limit]`
  to avoid duplicated code.
* Define `DaskXGBRanker`.

The dask ranker doesn't support group structure, instead it uses query id and
convert to group ptr internally.
2021-01-08 18:35:09 +08:00
Jiaming Yuan
de8fd852a5
[dask] Add type hints. (#6519)
* Add validate_features.
* Show type hints in doc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-12-29 19:41:02 +08:00
Jiaming Yuan
a30461cf87
[dask] Support all parameters in regressor and classifier. (#6471)
* Add eval_metric.
* Add callback.
* Add feature weights.
* Add custom objective.
2020-12-14 07:35:56 +08:00
Philip Hyunsu Cho
c31e3efa7c
Pass correct split_type to GPU predictor (#6491)
* Pass correct split_type to GPU predictor

* Add a test
2020-12-11 19:30:00 -08:00
Honza Sterba
b0036b339b
Optionaly fail when gpu_id is set to invalid value (#6342) 2020-11-28 15:14:12 +08:00
Philip Hyunsu Cho
9c9070aea2
Use pytest conventions consistently (#6337)
* Do not derive from unittest.TestCase (not needed for pytest)

* assertRaises -> pytest.raises

* Simplify test_empty_dmatrix with test parametrization

* setUpClass -> setup_class, tearDownClass -> teardown_class

* Don't import unittest; import pytest

* Use plain assert

* Use parametrized tests in more places

* Fix test_gpu_with_sklearn.py

* Put back run_empty_dmatrix_reg / run_empty_dmatrix_cls

* Fix test_eta_decay_gpu_hist

* Add parametrized tests for monotone constraints

* Fix test names

* Remove test parametrization

* Revise test_slice to be not flaky
2020-11-19 17:00:15 -08:00
Jiaming Yuan
c1a62b5fa2
Expect gpu external memory to fail. (#6381) 2020-11-12 19:24:48 +08:00
Jiaming Yuan
6e12c2a6f8
[dask] Supoort running on GKE. (#6343)
* Avoid accessing `scheduler_info()['workers']`.
* Avoid calling `client.gather` inside task.
* Avoid using `client.scheduler_address`.
2020-11-11 18:04:34 +08:00
Jiaming Yuan
8a17610666
Implement GPU predict leaf. (#6187) 2020-11-11 17:33:47 +08:00
Jiaming Yuan
43efadea2e
Deterministic data partitioning for external memory (#6317)
* Make external memory data partitioning deterministic.

* Change the meaning of `page_size` from bytes to number of rows.

* Design a data pool.

* Note for external memory.

* Enable unity build on Windows CI.

* Force garbage collect on test.
2020-11-11 06:11:06 +08:00
Jiaming Yuan
184e2eac7d
Add period to evaluation monitor. (#6348) 2020-11-10 07:47:48 +08:00
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
Jiaming Yuan
048acf81cd
Enable shap sparse test. (#6332) 2020-11-01 20:59:27 +08:00
Philip Hyunsu Cho
143b278267
Mark flaky tests as XFAIL (#6299)
* Temporarily skip TestGPUUpdaters::test_categorical

* Temporarily skip test_boost_from_prediction[approx]
2020-10-28 11:50:57 -07:00
Philip Hyunsu Cho
c8ec62103a
Deprecate LabelEncoder in XGBClassifier; Enable cuDF/cuPy inputs in XGBClassifier (#6269)
* Deprecate LabelEncoder in XGBClassifier; skip LabelEncoder for cuDF/cuPy inputs

* Add unit tests for cuDF and cuPy inputs with XGBClassifier

* Fix lint

* Clarify warning

* Move use_label_encoder option to XGBClassifier constructor

* Add a test for cudf.Series

* Add use_label_encoder to XGBRFClassifier doc

* Address reviewer feedback
2020-10-26 13:20:51 -07:00
Jiaming Yuan
5037abeb86
Fix linear gpu input (#6255) 2020-10-19 12:02:36 +08:00
Philip Hyunsu Cho
65ea42bd42
[CI] Reduce testing load with RMM (#6249)
* [CI] Reduce testing load with RMM

* Address reviewer's comment
2020-10-18 19:16:46 -07:00
Jiaming Yuan
ab5b35134f
Rework Python callback functions. (#6199)
* Define a new callback interface for Python.
* Deprecate the old callbacks.
* Enable early stopping on dask.
2020-10-10 17:52:36 +08:00
Jiaming Yuan
b5b24354b8
More categorical tests and disable shap sparse test. (#6219)
* Fix tree load with 32 category.
2020-10-10 16:12:37 +08:00
Jiaming Yuan
70ce5216b5
Add high level tests for categorical data. (#6179)
* Fix unique.
2020-10-09 09:27:23 +08:00
Rory Mitchell
dda9e1e487
Update GPUTreeshap (#6163)
* Reduce shap test duration

* Test interoperability with shap package

* Add feature interactions

* Update GPUTreeShap
2020-09-28 09:43:47 +13:00
Jiaming Yuan
78d72ef936
Add DaskDeviceQuantileDMatrix demo. (#6156) 2020-09-24 14:08:28 +08:00
Jiaming Yuan
2fcc4f2886
Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Rory Mitchell
9a4e8b1d81
GPUTreeShap (#6038) 2020-08-25 12:47:41 +12:00
Jiaming Yuan
4d99c58a5f
Feature weights (#5962) 2020-08-18 19:55:41 +08:00
Philip Hyunsu Cho
14d5ce712c
[CI] Fix Dask Pytest fixture (#6024) 2020-08-17 16:45:22 -07:00
Philip Hyunsu Cho
9adb812a0a
RMM integration plugin (#5873)
* [CI] Add RMM as an optional dependency

* Replace caching allocator with pool allocator from RMM

* Revert "Replace caching allocator with pool allocator from RMM"

This reverts commit e15845d4e72e890c2babe31a988b26503a7d9038.

* Use rmm::mr::get_default_resource()

* Try setting default resource (doesn't work yet)

* Allocate pool_mr in the heap

* Prevent leaking pool_mr handle

* Separate EXPECT_DEATH() in separate test suite suffixed DeathTest

* Turn off death tests for RMM

* Address reviewer's feedback

* Prevent leaking of cuda_mr

* Fix Jenkinsfile syntax

* Remove unnecessary function in Jenkinsfile

* [CI] Install NCCL into RMM container

* Run Python tests

* Try building with RMM, CUDA 10.0

* Do not use RMM for CUDA 10.0 target

* Actually test for test_rmm flag

* Fix TestPythonGPU

* Use CNMeM allocator, since pool allocator doesn't yet support multiGPU

* Use 10.0 container to build RMM-enabled XGBoost

* Revert "Use 10.0 container to build RMM-enabled XGBoost"

This reverts commit 789021fa31112e25b683aef39fff375403060141.

* Fix Jenkinsfile

* [CI] Assign larger /dev/shm to NCCL

* Use 10.2 artifact to run multi-GPU Python tests

* Add CUDA 10.0 -> 11.0 cross-version test; remove CUDA 10.0 target

* Rename Conda env rmm_test -> gpu_test

* Use env var to opt into CNMeM pool for C++ tests

* Use identical CUDA version for RMM builds and tests

* Use Pytest fixtures to enable RMM pool in Python tests

* Move RMM to plugin/CMakeLists.txt; use PLUGIN_RMM

* Use per-device MR; use command arg in gtest

* Set CMake prefix path to use Conda env

* Use 0.15 nightly version of RMM

* Remove unnecessary header

* Fix a unit test when cudf is missing

* Add RMM demos

* Remove print()

* Use HostDeviceVector in GPU predictor

* Simplify pytest setup; use LocalCUDACluster fixture

* Address reviewers' commments

Co-authored-by: Hyunsu Cho <chohyu01@cs.wasshington.edu>
2020-08-12 01:26:02 -07:00
Jiaming Yuan
ee70a2380b
Unify CPU hist sketching (#5880) 2020-08-12 01:33:06 +08:00
Philip Hyunsu Cho
bf2990e773
Add missing Pytest marks to AsyncIO unit test (#5968) 2020-08-01 10:56:24 +08:00
Jiaming Yuan
fa3715f584
[Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Philip Hyunsu Cho
ac9136ee49
Further improvements and savings in Jenkins pipeline (#5904)
* Publish artifacts only on the master and release branches

* Build CUDA only for Compute Capability 7.5 when building PRs

* Run all Windows jobs in a single worker image

* Build nightly XGBoost4J SNAPSHOT JARs with Scala 2.12 only

* Show skipped Python tests on Windows

* Make Graphviz optional for Python tests

* Add back C++ tests

* Unstash xgboost_cpp_tests

* Fix label to CUDA 10.1

* Install cuPy for CUDA 10.1

* Install jsonschema

* Address reviewer's feedback
2020-07-18 03:30:40 -07:00
Jiaming Yuan
7c2686146e
Dask device dmatrix (#5901)
* Fix softprob with empty dmatrix.
2020-07-17 13:17:43 +08:00
Jiaming Yuan
029a8b533f
Simplify the data backends. (#5893) 2020-07-16 15:17:31 +08:00
Jiaming Yuan
a3ec964346
Accept iterator in device dmatrix. (#5783)
* Remove Device DMatrix.
2020-07-07 21:44:48 +08:00
Jiaming Yuan
048d969be4
Implement GK sketching on GPU. (#5846)
* Implement GK sketching on GPU.
* Strong tests on quantile building.
* Handle sparse dataset by binary searching the column index.
* Hypothesis test on dask.
2020-07-07 12:16:21 +08:00
Rory Mitchell
abdf894fcf
Add cupy to Windows CI (#5797)
* Add cupy to Windows CI

* Update Jenkinsfile-win64

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Update Jenkinsfile-win64

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Update tests/python-gpu/test_gpu_prediction.py

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-06-17 21:55:09 -07:00
Rory Mitchell
b47b5ac771
Use hypothesis (#5759)
* Use hypothesis

* Allow int64 array interface for groups

* Add packages to Windows CI

* Add to travis

* Make sure device index is set correctly

* Fix dask-cudf test

* appveyor
2020-06-16 12:45:59 +12:00
Rory Mitchell
359023c0fa
Speed up python test (#5752)
* Speed up tests

* Prevent DeviceQuantileDMatrix initialisation with numpy

* Use joblib.memory

* Use RandomState
2020-06-05 11:39:24 +12:00
Jiaming Yuan
35e2205256
[dask] Return GPU Series when input is from cuDF. (#5710)
* Refactor predict function.
2020-05-28 17:51:20 +08:00
Jiaming Yuan
5af8161a1a
Implement Python data handler. (#5689)
* Define data handlers for DMatrix.
* Throw ValueError in scikit learn interface.
2020-05-22 11:53:55 +08:00
Jiaming Yuan
9ad40901a8
Upgrade to CUDA 10.0 (#5649) (#5652)
Co-authored-by: fis <jm.yuan@outlook.com>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2020-05-11 22:27:36 +08:00
Rory Mitchell
b9649e7b8e
Refactor gpu_hist split evaluation (#5610)
* Refactor

* Rewrite evaluate splits

* Add more tests
2020-04-30 08:58:12 +12:00
Jiaming Yuan
7d93932423
Better message when no GPU is found. (#5594) 2020-04-26 10:00:57 +08:00
Jiaming Yuan
e726dd9902
Set device in device dmatrix. (#5596) 2020-04-25 13:42:53 +08:00
Jiaming Yuan
29a4cfe400
Group aware GPU sketching. (#5551)
* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.
2020-04-20 17:18:52 +08:00
Jiaming Yuan
8b04736b81
[dask] dask cudf inplace prediction. (#5512)
* Add inplace prediction for dask-cudf.

* Remove Dockerfile.release, since it's not used anywhere

* Use Conda exclusively in CUDF and GPU containers

* Improve cupy memory copying.

* Add skip marks to tests.

* Add mgpu-cudf category on the CI to run all distributed tests.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-04-15 18:15:51 +08:00
Rory Mitchell
15f40e51e9
Add support for dlpack, expose python docs for DeviceQuantileDMatrix (#5465) 2020-04-01 23:34:32 +13:00
Jiaming Yuan
6601a641d7
Thread safe, inplace prediction. (#5389)
Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.
2020-03-30 15:35:28 +08:00
Rory Mitchell
13b10a6370
Device dmatrix (#5420) 2020-03-28 14:42:21 +13:00