47 Commits

Author SHA1 Message Date
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
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
Rory Mitchell
29745c6df2
Fix inclusive scan for large sizes (#6234) 2020-11-03 17:01:43 +13:00
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
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
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
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
Kyle Nicholson
e6a238c020
Update base margin dask (#6155)
* Add `base-margin`
* Add `output_margin` to regressor.

Co-authored-by: fis <jm.yuan@outlook.com>
2020-09-26 21:30:52 +08:00
Jiaming Yuan
78d72ef936
Add DaskDeviceQuantileDMatrix demo. (#6156) 2020-09-24 14:08:28 +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
cc82ca167a
[dask] Refactor meta data handling. (#6130) 2020-09-18 13:26:40 +08:00
Rory Mitchell
47350f6acb
Allow kwargs in dask predict (#6117) 2020-09-15 13:04:03 +12:00
jameskrach
bd6b7f4aa7
[Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986) 2020-08-11 16:11:28 +08:00
Jiaming Yuan
801e6b6800
Fix dask predict shape infer. (#5989) 2020-08-08 14:29:22 +08:00
Jiaming Yuan
fa3715f584
[Dask] Asyncio support. (#5862) 2020-07-30 06:23:58 +08:00
Jiaming Yuan
7c2686146e
Dask device dmatrix (#5901)
* Fix softprob with empty dmatrix.
2020-07-17 13:17:43 +08:00
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
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
Jiaming Yuan
c90119eb67
Update Python doc. [skip ci] (#5517)
* Update doc for copying booster. [skip ci]

The issue is resolved in  #5312 .

* Add version for new APIs. [skip ci]
2020-04-14 16:25:20 +08:00
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
Jiaming Yuan
cd7d6f7d59
[dask] Fix missing value for scikit-learn interface. (#5435) 2020-03-20 10:56:01 -04:00
Jiaming Yuan
760d5d0c3c
[dask] Accept other inputs for prediction. (#5428)
* Returns a series when input is dataframe.

* Merge assert client.
2020-03-19 17:05:55 +08:00
Jiaming Yuan
8ca06ab329
[dask] Check non-equal when setting threads. (#5421)
* Check non-equal.

`nthread` can be restored from internal parameter, which is mis-interpreted as
user defined parameter.

* Check None.
2020-03-17 13:07:20 +08:00
Jiaming Yuan
b51124c158
[dask] Enable gridsearching with skl. (#5417) 2020-03-16 04:51:51 +08:00
Jiaming Yuan
761a5dbdfc
[dask] Honor nthreads from dask worker. (#5414) 2020-03-16 04:51:24 +08:00
Jiaming Yuan
21b671aa06
[dask] Order the prediction result. (#5416) 2020-03-15 19:34:04 +08:00
Jiaming Yuan
668e432e2d
[dask] Use DMLC_TASK_ID. (#5415) 2020-03-15 16:47:03 +08:00
Jan Borchmann
bb8c8df39d
[dask] passed through verbose for dask fit (#5413) 2020-03-14 06:33:53 +08:00
Jiaming Yuan
911a902835
Merge model compatibility fixes from 1.0rc branch. (#5305)
* Port test model compatibility.
* Port logit model fix.

https://github.com/dmlc/xgboost/pull/5248
https://github.com/dmlc/xgboost/pull/5281
2020-02-13 20:41:58 +08:00
OrdoAbChao
b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Jiaming Yuan
a4b929385e
Note for DaskDMatrix. (#5144)
* Brief introduction to `DaskDMatrix`.

* Add xgboost.dask.train to API doc
2019-12-23 18:55:32 +08:00
Jiaming Yuan
761e938dbe
Support dask dataframe as y for classifier. (#5077)
* Support dask dataframe as y for classifier.

* Lint.
2019-12-02 11:53:30 +08:00
Jiaming Yuan
98b051269b
Assert dask client at early stage. (#5048) 2019-11-19 10:55:26 +08:00
Jiaming Yuan
7663de956c
Run training with empty DMatrix. (#4990)
This makes GPU Hist robust in distributed environment as some workers might not
be associated with any data in either training or evaluation.

* Disable rabit mock test for now: See #5012 .

* Disable dask-cudf test at prediction for now: See #5003

* Launch dask job for all workers despite they might not have any data.
* Check 0 rows in elementwise evaluation metrics.

   Using AUC and AUC-PR still throws an error.  See #4663 for a robust fix.

* Add tests for edge cases.
* Add `LaunchKernel` wrapper handling zero sized grid.
* Move some parts of allreducer into a cu file.
* Don't validate feature names when the booster is empty.

* Sync number of columns in DMatrix.

  As num_feature is required to be the same across all workers in data split
  mode.

* Filtering in dask interface now by default syncs all booster that's not
empty, instead of using rank 0.

* Fix Jenkins' GPU tests.

* Install dask-cuda from source in Jenkins' test.

  Now all tests are actually running.

* Restore GPU Hist tree synchronization test.

* Check UUID of running devices.

  The check is only performed on CUDA version >= 10.x, as 9.x doesn't have UUID field.

* Fix CMake policy and project variables.

  Use xgboost_SOURCE_DIR uniformly, add policy for CMake >= 3.13.

* Fix copying data to CPU

* Fix race condition in cpu predictor.

* Fix duplicated DMatrix construction.

* Don't download extra nccl in CI script.
2019-11-06 16:13:13 +08:00
Jiaming Yuan
7e72a12871
Don't set_params at the end of set_state. (#4947)
* Don't set_params at the end of set_state.

* Also fix another issue found in dask prediction.

* Add note about prediction.

Don't support other prediction modes at the moment.
2019-10-15 10:08:26 -04:00
Jiaming Yuan
2ebdec8aa6
Fix dask prediction. (#4941)
* Fix dask prediction.

* Add better error messages for wrong partition.
2019-10-14 23:19:34 -04:00
Jiaming Yuan
6c9b6f11da Use cudf.concat explicitly. (#4918)
* Use `cudf.concat` explicitly.

* Add test.
2019-10-10 16:02:10 +13:00
Rory Mitchell
aefb1e5c2f
Resolve dask performance issues (#4914)
* Set dask client.map as impure function

* Remove nrows

* Remove slow check in verbose mode
2019-10-10 16:01:30 +13:00
Jiaming Yuan
b8433c455a
Rewrite Dask interface. (#4819) 2019-09-25 01:30:14 -04:00
Xu Xiao
97eece6ea0 [python package] include dmlc-tracker into xgb python pkg (#4731) 2019-08-05 12:21:07 -04:00
Philip Hyunsu Cho
a30176907f
Support Dask 2.0 (#4617) 2019-06-27 20:42:35 -07:00
Jiaming Yuan
2cff735126
Update doc for feature constraints and n_gpus. (#4596)
* Update doc for feature constraints. 

* Fix some warnings.

* Clean up doc for `n_gpus`.
2019-06-23 14:37:22 +08:00
Rory Mitchell
972f693eaf
Fix dask API sphinx docstrings (#4507)
* Fix dask API sphinx docstrings

* Update GPU docs page
2019-05-28 16:39:26 +12:00
Rory Mitchell
09b90d9329
Add native support for Dask (#4473)
* Add native support for Dask

* Add multi-GPU demo

* Add sklearn example
2019-05-27 13:29:28 +12:00