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Author SHA1 Message Date
Jiaming Yuan f5ff90cd87 Support _estimator_type. (#6582) 
* Use `_estimator_type`.

For more info, see: https://scikit-learn.org/stable/developers/develop.html#estimator-types

* Model trained from dask can be loaded by single node skl interface.
 2021-01-08 10:01:16 +08:00
Jiaming YuanandHyunsu Cho 8747885a8b Support Solaris. (#6578) 
* Add system header.

* Remove use of TR1 on Solaris

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-01-07 09:05:05 +08:00
Jiaming Yuan 60cfd14349 [dask, sklearn] Fix predict proba. (#6566) 
* For sklearn:
  - Handles user defined objective function.
  - Handles `softmax`.

* For dask:
  - Use the implementation from sklearn, the previous implementation doesn't perform any extra handling.
 2021-01-05 08:29:06 +08:00
Jiaming Yuan 516a93d25c Fix best_ntree_limit. (#6569) 2021-01-03 05:58:54 +08:00
Jiaming Yuan 2b049b32e9 Document various tree methods. (#6564) 2021-01-02 15:40:46 +08:00
Jiaming Yuan 5e9e525223 Remove warnings in tests. (#6554) 2020-12-31 13:41:18 +08:00
Jiaming YuanandHyunsu Cho 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 610ee632cc [Breaking] Rename data to X in predict_proba. (#6555) 
New Scikit-Learn version uses keyword argument, and `X` is the predefined
keyword.

* Use pip to install latest Python graphviz on Windows CI.
 2020-12-28 21:36:03 +08:00
Jiaming Yuan cb207a355d Add script for generating release tarball. (#6544) 2020-12-23 16:08:10 +08:00
Jiaming YuanandPhilip Hyunsu Cho ca3da55de4 Support early stopping with training continuation, correct num boosted rounds. (#6506) 
* Implement early stopping with training continuation.

* Add new C API for obtaining boosted rounds.

* Fix off by 1 in `save_best`.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-12-17 19:59:19 +08:00
Jiaming Yuan d8d684538c [CI] Split up main.yml, add mypy. (#6515) 2020-12-17 00:15:44 +08:00
Jiaming Yuan c5876277a8 Drop saving binary format for memory snapshot. (#6513) 2020-12-17 00:14:57 +08:00
Jiaming Yuan 0e97d97d50 Fix merge conflict. (#6512) 2020-12-16 18:02:25 +08:00
Jiaming Yuan 347f593169 Accept numpy array for DMatrix slice index. (#6368) 2020-12-16 14:42:52 +08:00
Jiaming YuanandPhilip Hyunsu Cho ef4a0e0aac Fix DMatrix feature names/types IO. (#6507) 
* Fix feature names/types IO

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-12-16 14:24:27 +08:00
Jiaming Yuan 886486a519 Support categorical data in GPU weighted sketching. (#6508) 2020-12-16 14:23:28 +08:00
Jiaming Yuan 3c3f026ec1 Move metric configuration into booster. (#6504) 2020-12-16 05:35:04 +08:00
Jiaming Yuan d45c0d843b Show partition status in dask error. (#6366) 2020-12-16 02:58:21 +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
Jiaming Yuan 0ffaf0f5be Fix dask ip resolution. (#6475) 
This adopts the solution used in dask/dask-xgboost#40 which employs the get_host_ip from dmlc-core tracker.
 2020-12-07 16:36:23 -08:00
Jiaming Yuan 47b86180f6 Don't validate feature when number of rows is 0. (#6472) 2020-12-07 18:08:51 +08:00
Jiaming Yuan 703c2d06aa Fix global config default value. (#6470) 2020-12-06 06:15:33 +08:00
Jiaming YuanandHyunsu Cho d6386e45e8 Fix filtering callable objects in skl xgb param. (#6466) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-12-05 17:20:36 +08:00
Jiaming Yuan 927c316aeb Fix period in evaluation monitor. (#6441) 2020-11-29 03:18:33 +08:00
Jiaming Yuan f4ff1c53fd Fix CLI ranking demo. (#6439) 
Save model at final round.
 2020-11-29 03:12:06 +08:00
Jiaming Yuan 42d31d9dcb Fix MPI build. (#6403) 2020-11-21 13:38:21 +08:00
Jiaming Yuan 2ce2a1a4d8 [SKL] Propagate parameters to booster during set_param. (#6416) 2020-11-20 20:37:35 +08:00
Jiaming Yuan 00218d065a [dask] Update document. [skip ci] (#6413) 2020-11-20 19:16:19 +08:00
Jiaming Yuan c120822a24 Fix flaky sparse page dmatrix test. (#6417) 2020-11-20 19:15:45 +08:00
Jiaming Yuan a7b42adb74 Fix dask predict (#6412) 2020-11-20 10:10:52 +08:00
Jiaming Yuan 44a9d69efb Small cleanup to evaluator. (#6400) 2020-11-20 09:33:51 +08:00
Jiaming Yuan 3ac173fc8b Fix typo. (#6399) 2020-11-16 16:59:12 -08:00
Jiaming Yuan fcd6fad822 [dask] Small cleanup. (#6391) 2020-11-14 22:15:05 +08:00
Jiaming Yuan 4ccf92ea34 [dask] Fix union of workers. (#6375) 2020-11-13 16:55:05 +08:00
Jiaming Yuan fcfeb4959c Deprecate positional arguments. (#6365) 
Deprecate positional arguments in following functions:

- `__init__` for all classes in sklearn module.
- `fit` method for all classes in sklearn module.
- dask interface.
- `set_info` for `DMatrix` class.

Refactor the evaluation matrices handling.
 2020-11-13 11:10:30 +08:00
Jiaming Yuan c1a62b5fa2 Expect gpu external memory to fail. (#6381) 2020-11-12 19:24:48 +08:00
Jiaming Yuan c90f968d92 Update Python documents. (#6376) 2020-11-12 17:51:32 +08:00
Jiaming Yuan d711d648cb Fix label errors in graph visualization (#6369) 2020-11-11 17:44:59 -08:00
Jiaming Yuan debeae2509 [R] Fix warnings from R check --as-cran (#6374) 
* Remove exit and printf.

* Fix warnings.
 2020-11-11 18:39:37 +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 YuanandPhilip Hyunsu Cho a5cfa7841e Run R check as cran on action. [skip ci] (#6371) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-11-11 12:02:53 +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 e65e3cf36e Support shared library in system path. (#6362) 2020-11-10 16:04:25 +08:00
Jiaming Yuan 184e2eac7d Add period to evaluation monitor. (#6348) 2020-11-10 07:47:48 +08:00
Jiaming Yuan 519cee115a Avoid resetting seed for every configuration. (#6349) 2020-11-06 10:28:35 +08:00
Jiaming YuanandPhilip Hyunsu Cho 2cc9662005 Support slicing tree model (#6302) 
This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-11-02 23:27:39 -08:00
Jiaming Yuan 7756192906 [dask] Fix prediction on DaskDMatrix with multiple meta data. (#6333) 
* Unify the meta handling methods.
 2020-11-02 19:18:44 -05:00
Jiaming Yuan 5a7b3592ed Optional find_package for sanitizers. (#6329) 2020-11-02 19:17:17 -05:00
Jiaming Yuan 048acf81cd Enable shap sparse test. (#6332) 2020-11-01 20:59:27 +08:00
Jiaming Yuan 6ff331b705 Fix Python callback. (#6320) 2020-10-30 05:03:44 +08:00
Jiaming Yuan c80657b542 Fix flaky data initialization test. (#6318) 2020-10-30 03:11:22 +08:00
Jiaming Yuan 74ea82209b Lazy import dask libraries. (#6309) 
* Lazy import dask libraries.

* Lint && fix.

* Use short name.
 2020-10-28 15:50:11 -07:00
Jiaming Yuan dfac5f89e9 Group CLI demo into subdirectory. (#6258) 
CLI is not most developed interface. Putting them into correct directory can help new users to avoid it as most of the use cases are from a language binding.
 2020-10-28 14:40:44 -07:00
Jiaming Yuan e8884c4637 Document tree method for feature weights. (#6312) 2020-10-28 13:42:13 -07:00
Jiaming Yuan c4da967b5c Support unity build. (#6295) 
* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.
 2020-10-28 11:49:28 -07:00
Jiaming Yuan 3310e208fd Fix inplace prediction interval. (#6259) 
* Add back the interval in call.
* Make the interval non-optional.
 2020-10-28 13:13:59 +08:00
Jiaming Yuan cc76724762 Reduce warning. (#6273) 2020-10-27 12:24:19 -07:00
Jiaming Yuan b180223d18 Cleanup RABIT. (#6290) 
* Remove recovery and MPI speed tests.
* Remove readme.
* Remove Python binding.
* Add checks in C API.
 2020-10-27 08:48:22 +08:00
Jiaming Yuan bcfab4d726 Revert "Disable JSON full serialization for now. (#6248)" (#6266) 
This reverts commit 6d293020fb.
 2020-10-27 03:30:47 +08:00
Jiaming Yuan d61b628bf5 Remove RABIT CMake targets. (#6275) 
* Now it's built as part of libxgboost.
* Set correct C API error in RABIT initialization and finalization.
* Remove redundant message.
* Guard the tracker print C API.
 2020-10-27 01:30:20 +08:00
Jiaming YuanandHyunsu Cho 2686d32a36 Skip dask tests on ARM. (#6267) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-26 15:09:05 +08:00
Jiaming Yuan b5c2a47b20 Drop single point model recovery (#6262) 
* Pass rabit params in JVM package.
* Implement timeout using poll timeout parameter.
* Remove OOB data check.
 2020-10-21 15:27:03 +08:00
Jiaming Yuan 81c37c28d5 Time the CPU tests on Jenkins. (#6257) 
* Time the CPU tests on Jenkins.
* Reduce thread contention.
* Add doc.
* Skip heavy tests on ARM.
 2020-10-20 17:19:07 -07:00
Jiaming Yuan ddf37cca30 Unify thread configuration. (#6186) 2020-10-19 16:05:42 +08:00
Jiaming Yuan 5037abeb86 Fix linear gpu input (#6255) 2020-10-19 12:02:36 +08:00
Jiaming Yuan 6d293020fb Disable JSON full serialization for now. (#6248) 
* Disable JSON serialization for now.

* Multi-class classification is checkpointing for each iteration.
This brings significant overhead.

Revert: 90355b4f00

* Set R tests to use binary.
 2020-10-16 17:59:54 +08:00
Jiaming Yuan 52452bebb9 Fix cls typo. (#6247) 2020-10-16 16:40:44 +08:00
Jiaming Yuan 3da5a69dc9 Fix typo in dask interface. (#6240) 2020-10-15 15:26:29 +08:00
Jiaming Yuan bed7ae4083 Loop over thrust::reduce. (#6229) 
* Check input chunk size of dqdm.
* Add doc for current limitation.
 2020-10-14 10:40:56 +13:00
Jiaming Yuan b05073bda5 [dask] Test for data initializaton. (#6226) 2020-10-13 11:08:35 +08:00
Jiaming Yuan 2443275891 Cleanup Python code. (#6223) 
* Remove pathlike as XGBoost 1.2 requires Python 3.6.
* Move conditional import of dask/distributed into dask module.
 2020-10-12 15:44:41 +08:00
Jiaming Yuan 70c2039748 Catch all standard exceptions in C API. (#6220) 
* `std::bad_alloc` is not guaranteed to be caught.
 2020-10-12 14:01:46 +08:00
Jiaming Yuan 2241563f23 Handle duplicated values in sketching. (#6178) 
* Accumulate weights in duplicated values.
* Fix device id in iterative dmatrix.
 2020-10-10 19:32:44 +08:00
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
Jiaming Yuan 4cfdcaaf7b Move non-OpenMP gtest to GitHub Actions (#6210) 2020-10-08 00:58:21 -07:00
Jiaming Yuan ddc4f20e54 Add JSON schema for categorical splits. (#6194) 2020-10-07 17:33:31 +08:00
Jiaming Yuan fd58005edf Ignore cachedir by joblib. [skip ci] (#6193) 2020-10-04 14:54:32 +08:00
Jiaming Yuan f0c63902ff Use default allocator in sketching. (#6182) 2020-09-30 14:55:59 +08:00
Jiaming Yuan 444131a2e6 Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +08:00
Jiaming Yuan 798af22ff4 Add categorical data support to GPU predictor. (#6165) 2020-09-29 11:25:34 +08:00
Jiaming Yuan 7622b8cdb8 Enable categorical data support on Python DMatrix. (#6166) 
* Only pandas is recognized.
 2020-09-29 11:22:56 +08:00
Jiaming Yuan 52c0b3f100 Fix error message. (#6176) 2020-09-29 11:18:25 +08:00
Jiaming Yuan 434a3f35a3 Add TAGS to gitignore. [skip ci] (#6175) 2020-09-27 21:27:40 +08:00
Jiaming Yuan 07355599c2 Option for generating device debug info. (#6168) 
* Supply `-G;-src-in-ptx` when `USE_DEVICE_DEBUG` is set and debug mode is selected.
* Refactor CMake script to gather all CUDA configuration.
* Use CMAKE_CUDA_ARCHITECTURES.  Close #6029.
* Add compute 80.  Close #5999
 2020-09-27 03:26:56 +08:00
Jiaming Yuan 14afdb4d92 Support categorical data in ellpack. (#6140) 2020-09-24 19:28:57 +08:00
Jiaming Yuan 78d72ef936 Add DaskDeviceQuantileDMatrix demo. (#6156) 2020-09-24 14:08:28 +08:00
Jiaming Yuan e033caa3ba Remove linking RMM library. (#6146) 
* Remove linking RMM library.

* RMM is now header only.

* Remove remaining reference.
 2020-09-22 16:59:33 -07:00
Jiaming Yuan 452ac8ea62 Time GPU tests on CI. (#6141) 2020-09-22 14:25:10 +08:00
Jiaming Yuan 33d80ffad0 [dask] Support more meta data on functional interface. (#6132) 
* Add base_margin, label_(lower|upper)_bound.
* Test survival training with dask.
 2020-09-21 16:56:37 +08:00
Jiaming Yuan 7065779afa Improve JSON format for categorical features. (#6128) 
* Gather categories for all nodes.
 2020-09-21 15:35:05 +08:00
Jiaming Yuan 210c131ce7 Support categorical data in GPU sketching. (#6137) 2020-09-21 13:53:06 +08:00
Jiaming Yuan a069a21e03 Implement intrusive ptr (#6129) 
* Use intrusive ptr for JSON.
 2020-09-20 20:07:16 +08:00
Jiaming Yuan e319b63f9e Merge extract cuts into QuantileContainer. (#6125) 
* Use pruning for initial summary construction.
 2020-09-18 16:36:39 +08:00
Jiaming Yuan cc82ca167a [dask] Refactor meta data handling. (#6130) 2020-09-18 13:26:40 +08:00
Jiaming Yuan 5384ed85c8 Use caching allocator from RMM, when RMM is enabled (#6131) 2020-09-17 21:51:49 -07:00
Jiaming Yuan b5f52f0b1b Validate weights are positive values. (#6115) 2020-09-15 09:03:55 +08:00
Jiaming YuanandRory Mitchell c6f2b8c841 Upgrade gputreeshap. (#6099) 
* Upgrade gputreeshap.

Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com>
 2020-09-15 12:57:22 +12:00