This PR fixes tree weights in dart being ignored when computing contributions.
* Fix ellpack page source link.
* Add tree weights to compute contribution.
* 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.
* 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
* Refactor to allow for custom regularisation methods
* Implement compositional SplitEvaluator framework
* Fixed segfault when no monotone_constraints are supplied.
* Change pid to parentID
* test_monotone_constraints.py now passes
* Refactor ColMaker and DistColMaker to use SplitEvaluator
* Performance optimisation when no monotone_constraints specified
* Fix linter messages
* Fix a few more linter errors
* Update the amalgamation
* Add bounds check
* Add check for leaf node
* Fix linter error in param.h
* Fix clang-tidy errors on CI
* Fix incorrect function name
* Fix clang-tidy error in updater_fast_hist.cc
* Enable SSE2 for Win32 R MinGW
Addresses https://github.com/dmlc/xgboost/pull/3335#issuecomment-400535752
* Add contributor
* Update dmlc-core submodule
* Fix dense_parser to work with the latest dmlc-core
* Specify location of Google Test
* Add more source files in dmlc-minimum to get latest dmlc-core working
* Update dmlc-core submodule
* Added GPU objective function and no-copy interface.
- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
directly on GPU
* Support histogram-based algorithm + multiple tree growing strategy
* Add a brand new updater to support histogram-based algorithm, which buckets
continuous features into discrete bins to speed up training. To use it, set
`tree_method = fast_hist` to configuration.
* Support multiple tree growing strategies. For now, two policies are supported:
* `grow_policy=depthwise` (default): favor splitting at nodes closest to the
root, i.e. grow depth-wise.
* `grow_policy=lossguide`: favor splitting at nodes with highest loss change
* Improve single-threaded performance
* Unroll critical loops
* Introduce specialized code for dense data (i.e. no missing values)
* Additional training parameters: `max_leaves`, `max_bin`, `grow_policy`, `verbose`
* Adding a small test for hist method
* Fix memory error in row_set.h
When std::vector is resized, a reference to one of its element may become
stale. Any such reference must be updated as well.
* Resolve cross-platform compilation issues
* Versions of g++ older than 4.8 lacks support for a few C++11 features, e.g.
alignas(*) and new initializer syntax. To support g++ 4.6, use pre-C++11
initializer and remove alignas(*).
* Versions of MSVC older than 2015 does not support alignas(*). To support
MSVC 2012, remove alignas(*).
* For g++ 4.8 and newer, alignas(*) is enabled for performance benefits.
* Some old compilers (MSVC 2012, g++ 4.6) do not support template aliases
(which uses `using` to declate type aliases). So always use `typedef`.
* Fix a host of CI issues
* Remove dependency for libz on osx
* Fix heading for hist_util
* Fix minor style issues
* Add missing #include
* Remove extraneous logging
* Enable tree_method=hist in R
* Renaming HistMaker to GHistBuilder to avoid confusion
* Fix R integration
* Respond to style comments
* Consistent tie-breaking for priority queue using timestamps
* Last-minute style fixes
* Fix issuecomment-271977647
The way we quantize data is broken. The agaricus data consists of all
categorical values. When NAs are converted into 0's,
`HistCutMatrix::Init` assign both 0's and 1's to the same single bin.
Why? gmat only the smallest value (0) and an upper bound (2), which is twice
the maximum value (1). Add the maximum value itself to gmat to fix the issue.
* Fix issuecomment-272266358
* Remove padding from cut values for the continuous case
* For categorical/ordinal values, use midpoints as bin boundaries to be safe
* Fix CI issue -- do not use xrange(*)
* Fix corner case in quantile sketch
Signed-off-by: Philip Cho <chohyu01@cs.washington.edu>
* Adding a test for an edge case in quantile sketcher
max_bin=2 used to cause an exception.
* Fix fast_hist test
The test used to require a strictly increasing Test AUC for all examples.
One of them exhibits a small blip in Test AUC before achieving a Test AUC
of 1. (See bottom.)
Solution: do not require monotonic increase for this particular example.
[0] train-auc:0.99989 test-auc:0.999497
[1] train-auc:1 test-auc:0.999749
[2] train-auc:1 test-auc:0.999749
[3] train-auc:1 test-auc:0.999749
[4] train-auc:1 test-auc:0.999749
[5] train-auc:1 test-auc:0.999497
[6] train-auc:1 test-auc:1
[7] train-auc:1 test-auc:1
[8] train-auc:1 test-auc:1
[9] train-auc:1 test-auc:1
* [R] do not remove zero coefficients from gblinear dump
* [R] switch from stringr to stringi
* fix#1399
* [R] separate ggplot backend, add base r graphics, cleanup, more plots, tests
* add missing include in amalgamation - fixes building R package in linux
* add forgotten file
* [R] fix DESCRIPTION
* [R] fix travis check issue and some cleanup
