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515 Commits
Author SHA1 Message Date
Jiaming Yuan ee8d1f5ed8 Fix histogram truncation. (#7181) 
* Fix truncation.

* Lint.

* lint.
 2021-08-24 18:34:32 -07:00
Jiaming Yuan bf562bd33c Remove unused code. (#7175) 2021-08-18 14:02:19 +08:00
Jiaming Yuan 149f209af6 Extract histogram builder from CPU Hist. (#7152) 
* Extract the CPU histogram builder.
* Fix tests.
* Reduce number of histograms being built.
 2021-08-09 21:15:21 +08:00
Robert Maynard 1a75f43304 Allow compilation with nvcc 11.4 (#7131) 
* Use type aliases for discard iterators

* update to include host_vector as thrust 1.12 doesn't bring it in as a side-effect

* cub::DispatchRadixSort requires signed offset types
 2021-07-27 20:05:33 +08:00
ShvetsKSandSHVETS, KIRILL caa9e527dd Remove extra sync for dense data (#7120) 
Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>
 2021-07-22 19:02:31 +08:00
Jiaming Yuan e6088366df Export Python Interface for external memory. (#7070) 
* Add Python iterator interface.
* Add tests.
* Add demo.
* Add documents.
* Handle empty dataset.
 2021-07-22 15:15:53 +08:00
Jiaming Yuan bd1f3a38f0 Rewrite sparse dmatrix using callbacks. (#7092) 
- Reduce dependency on dmlc parsers and provide an interface for users to load data by themselves.
- Remove use of threaded iterator and IO queue.
- Remove `page_size`.
- Make sure the number of pages in memory is bounded.
- Make sure the cache can not be violated.
- Provide an interface for internal algorithms to process data asynchronously.
 2021-07-16 12:33:31 +08:00
Jiaming Yuan 689eb8f620 Check external memory support for exact tree method. (#7088) 2021-07-08 02:12:57 +08:00
Jiaming Yuan 615ab2b03e Extract evaluate splits from CPU hist. (#7079) 
Other than modularizing the split evaluation function, this PR also removes some more functions including `InitNewNodes` and `BuildNodeStats` among some other unused variables.  Also, scattered code like setting leaf weights is grouped into the split evaluator and `NodeEntry` is simplified and made private.  Another subtle difference with the original implementation is that the modified code doesn't call `tree[nidx].Parent()` to traversal upward.
 2021-07-07 15:16:25 +08:00
Jiaming Yuan 1cd20efe68 Move GHistIndex into DMatrix. (#7064) 2021-07-01 00:44:49 +08:00
Jiaming Yuan 1c8fdf2218 Remove use of device_idx in dh::LaunchN. (#7063) 
It's an unused parameter, removing it can make the CI log more readable.
 2021-06-29 11:37:26 +08:00
Jiaming Yuan 8fa32fdda2 Implement categorical data support for SHAP. (#7053) 
* Add CPU implementation.
* Update GPUTreeSHAP.
* Add GPU implementation by defining custom split condition.
 2021-06-25 19:02:46 +08:00
Jiaming Yuan bbfffb444d Fix race condition in CPU shap. (#7050) 2021-06-21 10:03:15 +08:00
Jiaming Yuan 29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
ShvetsKSandKirill Shvets 2567404ab6 Simplify sparse and dense CPU hist kernels (#7029) 
* Simplify sparse and dense kernels
* Extract row partitioner.

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-11 18:26:30 +08:00
Jiaming Yuan b56614e9b8 [R] Use new predict function. (#6819) 
* Call new C prediction API.
* Add `strict_shape`.
* Add `iterationrange`.
* Update document.
 2021-06-11 13:03:29 +08:00
Jiaming YuanandShvets Kirill f79cc4a7a4 Implement categorical prediction for CPU and GPU predict leaf. (#7001) 
* Categorical prediction with CPU predictor and GPU predict leaf.

* Implement categorical prediction for CPU prediction.
* Implement categorical prediction for GPU predict leaf.
* Refactor the prediction functions to have a unified get next node function.

Co-authored-by: Shvets Kirill <kirill.shvets@intel.com>
 2021-06-11 10:11:45 +08:00
ShvetsKSandKirill Shvets 5cdaac00c1 Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
ShvetsKSandKirill Shvets 57c732655e Merge lossgude and depthwise strategies for CPU hist (#7007) 
* fix java/scala test: max depth is also valid parameter for lossguide

Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 01:49:43 +08:00
ShvetsKSandKirill Shvets 55b823b27d Reduce 'InitSampling' complexity and set gradients to zero (#6922) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-05-29 04:52:23 +08:00
Andrew Ziemandfis 3e7e426b36 Fix spelling in documents (#6948) 
* Update roxygen2 doc.

Co-authored-by: fis <jm.yuan@outlook.com>
 2021-05-11 20:44:36 +08:00
Jiaming Yuan 556a83022d Implement unified update prediction cache for (gpu_)hist. (#6860) 
* Implement utilites for linalg.
* Unify the update prediction cache functions.
* Implement update prediction cache for multi-class gpu hist.
 2021-04-17 00:29:34 +08:00
Jiaming Yuan bcc0277338 Re-implement ROC-AUC. (#6747) 
* Re-implement ROC-AUC.

* Binary
* MultiClass
* LTR
* Add documents.

This PR resolves a few issues:
  - Define a value when the dataset is invalid, which can happen if there's an
  empty dataset, or when the dataset contains only positive or negative values.
  - Define ROC-AUC for multi-class classification.
  - Define weighted average value for distributed setting.
  - A correct implementation for learning to rank task.  Previous
  implementation is just binary classification with averaging across groups,
  which doesn't measure ordered learning to rank.
 2021-03-20 16:52:40 +08:00
Philip Hyunsu Cho 4230dcb614 Re-introduce double buffer in UpdatePosition, to fix perf regression in gpu_hist (#6757) 
* Revert "gpu_hist performance tweaks (#5707)"

This reverts commit f779980f7e.

* Address reviewer's comment

* Fix build error
 2021-03-18 13:56:10 -07:00
Jiaming Yuan 4f75f514ce Fix GPU RF (#6755) 
* Fix sampling.
 2021-03-17 06:23:35 +08:00
Igor Rukhovich 19a2c54265 Prediction by indices (subsample < 1) (#6683) 
* Another implementation of predicting by indices

* Fixed omp parallel_for variable type

* Removed SparsePageView from Updater
 2021-03-16 15:08:20 +13:00
Jiaming Yuan 9da2287ab8 [breaking] Save booster feature info in JSON, remove feature name generation. (#6605) 
* Save feature info in booster in JSON model.
* [breaking] Remove automatic feature name generation in `DMatrix`.

This PR is to enable reliable feature validation in Python package.
 2021-02-25 18:54:16 +08:00
Louis Desreumaux 9b530e5697 Improve OpenMP exception handling (#6680) 2021-02-25 13:56:16 +08:00
ShvetsKSandKirill Shvets 7f4d3a91b9 Multiclass prediction caching for CPU Hist (#6550) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-01-13 04:42:07 +08:00
Jiaming Yuan f2f7dd87b8 Use view for SparsePage exclusively. (#6590) 2021-01-11 18:04:55 +08:00
Igor Rukhovich 5c8ccf4455 Improved InitSampling function speed by 2.12 times (#6410) 
* Improved InitSampling function speed by 2.12 times

* Added explicit conversion
 2020-12-15 20:59:24 -08:00
ShvetsKSandShvetsKS 956beead70 Thread local memory allocation for BuildHist (#6358) 
* thread mem locality

* fix apply

* cleanup

* fix lint

* fix tests

* simple try

* fix

* fix

* apply comments

* fix comments

* fix

* apply simple comment

Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-11-25 17:50:12 +03:00
Jiaming Yuan 44a9d69efb Small cleanup to evaluator. (#6400) 2020-11-20 09:33:51 +08:00
Jiaming Yuan d711d648cb Fix label errors in graph visualization (#6369) 2020-11-11 17:44:59 -08:00
Igor Moura 5e1e972aea Clean up warnings (#6325) 2020-10-30 23:50:29 +08:00
Sergio GavilánandHyunsu Cho b181a88f9f Reduced some C++ compiler warnings (#6197) 
* Removed some warnings

* Rebase with master

* Solved C++ Google Tests errors made by refactoring in order to remove warnings

* Undo renaming path -> path_

* Fix style check

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-29 12:36:00 -07:00
vcarpaniandHyunsu Cho 671971e12e Compiler warnings (#6286) 
* Fix warnings for json.h

* Fix warnings for metric.h

* Fix warnings for updater_quantile_hist.cc.

* Fix warnings for updater_histmaker.cc.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-28 13:46:15 -07:00
Igor Moura d1254808d5 Clean up C++ warnings (#6213) 2020-10-19 23:02:33 +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 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
vcarpaniandHyunsu Cho 6bc9747df5 Reduce compile warnings (#6198) 
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-10-08 23:14:59 +08:00
ShvetsKSandShvetsKS a4ce0eae43 CPU predict performance improvement (#6127) 
Co-authored-by: ShvetsKS <kirill.shvets@intel.com>
 2020-10-08 15:50:21 +03:00
Jiaming Yuan 444131a2e6 Add categorical data support to GPU Hist. (#6164) 2020-09-29 11:27:25 +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
Philip Hyunsu Cho 9e955fb9b0 [R] Check warnings explicitly for model compatibility tests (#6114) 
* [R] Check warnings explicitly for model compatibility tests

* Address reviewer's feedback
 2020-09-15 10:49:48 -07:00
Jiaming Yuan e5d40b39cd [Breaking] Don't save leaf child count in JSON. (#6094) 
The field is deprecated and not used anywhere in XGBoost.
 2020-09-08 11:11:13 +08:00
Jiaming Yuan 2fcc4f2886 Unify evaluation functions. (#6037) 2020-08-26 14:23:27 +08:00
Jiaming Yuan 80c8547147 Make binary bin search reusable. (#6058) 
* Move binary search row to hist util.
* Remove dead code.
 2020-08-26 05:05:11 +08:00
Jiaming YuanandPhilip Hyunsu Cho 20c95be625 Expand categorical node. (#6028) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2020-08-25 18:53:57 +08:00