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1307 Commits

Author SHA1 Message Date
Jiaming Yuan
84d359efb8 Support host data in proxy DMatrix. (#7087) 2021-07-08 11:35:48 +08:00
Jiaming Yuan
5d7cdf2e36 [Breaking] Rename Quantile DMatrix C API. (#7082) 
The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.
 2021-07-08 11:34:14 +08:00
Jiaming Yuan
c766f143ab Refactor external memory formats. (#7089) 
* Save base_rowid.
* Return write size.
* Remove unused function.
 2021-07-08 04:04:51 +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
f937f514aa Remove lz4 compression with external memory. (#7076) 2021-07-06 14:46:43 +08:00
Jiaming Yuan
d7e1fa7664 Fix feature names and types in output model slice. (#7078) 2021-07-06 11:47:49 +08:00
Jiaming Yuan
ffa66aace0 Persist data in dask test. (#7077) 2021-07-06 11:47:17 +08:00
Jiaming Yuan
a5d222fcdb Handle categorical split in model histogram and dataframe. (#7065) 
* Error on get_split_value_histogram when feature is categorical
* Add a category column to output dataframe
 2021-07-02 13:10:36 +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
663136aa08 Implement feature score for linear model. (#7048) 
* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-25 14:34:02 +08:00
Philip Hyunsu Cho
b2d300e727 [CI] Upgrade to CMake 3.14 (#7060) 
* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x
 2021-06-24 18:07:24 -07:00
Jiaming Yuan
1d4d345634 Tests for dask skl categorical data support. (#7054) 2021-06-24 16:33:57 +08:00
Jiaming Yuan
da1ad798ca Convert numpy float to Python float in feat score. (#7047) 2021-06-21 20:58:43 +08:00
Jiaming Yuan
29f8fd6fee Support categorical split in tree model dump. (#7036) 2021-06-18 16:46:20 +08:00
Jiaming Yuan
7968c0d051 Test on s390x. (#7038) 
* Fix && remove unused parameter.
 2021-06-18 14:55:08 +08:00
Jiaming Yuan
86715e4cd4 Support categorical data for dask functional interface and DQM. (#7043) 
* Support categorical data for dask functional interface and DQM.

* Implement categorical data support for GPU GK-merge.
* Add support for dask functional interface.
* Add support for DQM.

* Get newer cupy.
 2021-06-18 13:06:52 +08:00
Jiaming Yuan
7dd29ffd47 Implement feature score in GBTree. (#7041) 
* Categorical data support.
* Eliminate text parsing during feature score computation.
 2021-06-18 11:53:16 +08:00
Jiaming Yuan
dcd84b3979 [CI] Configure RAPIDS, dask, modin (#7033) 
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2021-06-18 10:27:51 +08:00
Jiaming Yuan
d9799b09d0 Categorical data support for cuDF. (#7042) 
* Add support in DMatrix.
* Add support in DQM, except for iterator.
 2021-06-17 13:54:33 +08:00
ShvetsKS
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
jmoralez
25514e104a [dask] speed up tests (#7020) 2021-06-11 11:43:01 +08:00
Jiaming Yuan
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
Jiaming Yuan
72f9daf9b6 Fix gpu_id with custom objective. (#7015) 2021-06-09 14:51:17 +08:00
Jiaming Yuan
7beb2f7fae Hide symbols in CI build + hide symbols for C and CUDA (#6798) 
* Hide symbols in CI build.
* Hide symbols for other languages.
 2021-06-04 02:35:46 +08:00
Jiaming Yuan
c4b9f4f622 Add enable_categorical to sklearn. (#7011) 2021-06-04 02:29:14 +08:00
ShvetsKS
5cdaac00c1 Remove feature grouping (#7018) 
Co-authored-by: Kirill Shvets <kirill.shvets@intel.com>
 2021-06-03 04:35:26 +08:00
Philip Hyunsu Cho
05db6a6c29 [CI] Upgrade cuDF and RMM to 21.06 nightly (#7012) 
* [CI] Upgrade cuDF and RMM to 21.06 nightly

* Trim outdated test cases

* Pin Dask version to 2021.05.0 for now
 2021-06-02 11:59:30 -07:00
ShvetsKS
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
Jiaming Yuan
ee4f51a631 Support for all primitive types from array. (#7003) 
* Change C API name.
* Test for all primitive types from array.
* Add native support for CPU 128 float.
* Convert boolean and float16 in Python.

* Fix dask version for now.
 2021-06-01 08:34:48 +08:00
ShvetsKS
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
Jiaming Yuan
89a49cf30e Fix dask predict on DaskDMatrix with iteration_range. (#7005) 2021-05-29 04:43:12 +08:00
Jiaming Yuan
ab6fd304c4 [Python] Change development release postfix to dev (#6988) 2021-05-27 16:06:51 +08:00
Jiaming Yuan
29d6a5e2b8 [CI] Move appveyor tests to action (#6986) 
* Drop support for VS14, use VS15 instead.
* Drop support for mingw.
* Remove debug build.
* Split up jvm tests.
* Split up Python tests.
 2021-05-27 04:49:45 +08:00
Jiaming Yuan
86e60e3ba8 Guard against index error in prediction. (#6982) 
* Remove `best_ntree_limit` from documents.
 2021-05-25 23:24:59 +08:00
Philip Hyunsu Cho
c6d87e5e18 [CI] Remove stray build artifact to avoid error in artifact packaging (#6994) 2021-05-25 19:48:27 +08:00
Jiaming Yuan
6e52aefb37 Revert OMP guard. (#6987) 
The guard protects the global variable from being changed by XGBoost.  But this leads to a
bug that the `n_threads` parameter is no longer used after the first iteration.  This is
due to the fact that `omp_set_num_threads` is only called once in `Learner::Configure` at
the beginning of the training process.

The guard is still useful for `gpu_id`, since this is called all the times in our codebase
doesn't matter which iteration we are currently running.
 2021-05-25 08:56:28 +08:00
Jiaming Yuan
d245bc891e Add tolerance to early stopping. (#6942) 2021-05-14 00:19:51 +08:00
Jiaming Yuan
44cc9c04ea Fix multiclass auc with empty dataset. (#6947) 2021-05-12 15:01:14 +08:00
Jiaming Yuan
05ac415780 [dask] Set dataframe index in predict. (#6944) 2021-05-12 13:24:21 +08:00
Andrew Ziem
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
Philip Hyunsu Cho
90cd724be1 [CI] Fix CI/CD pipeline broken by latest auditwheel (4.0.0) (#6951) 2021-05-10 22:43:15 -07:00
Jiaming Yuan
37ad60fe25 Enforce input data is not object. (#6927) 
* Check for object data type.
* Allow strided arrays with greater underlying buffer size.
 2021-05-02 00:09:01 +08:00
Jiaming Yuan
a1d23f6613 Relax test for decision stump in distributed environment. (#6919) 2021-04-30 09:04:11 +08:00
Jiaming Yuan
45ddc39c1d Relax shotgun test. (#6918) 2021-04-30 09:03:12 +08:00
Jiaming Yuan
34df1f588b Reduce Travis environment setup time. (#6912) 
* Remove unused r from travis.
* Don't update homebrew.
* Don't install indirect/unused dependencies like libgit2, wget, openssl.
* Move graphviz installation to conda.
 2021-04-30 09:02:40 +08:00
Jiaming Yuan
b31d37eac5 [CI] Fix custom metric test with empty dataset. (#6917) 2021-04-30 09:00:05 +08:00
Jiaming Yuan
8760ec4827 Ensure predict leaf output 1-dim vector where there's only 1 tree. (#6889) 2021-04-23 15:07:48 +08:00
Jiaming Yuan
54afa3ac7a Relax shotgun test. (#6900) 
It's non-deterministic algorithm, the test is flaky.
 2021-04-23 13:01:44 +08:00