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772 Commits

Author SHA1 Message Date
Jiaming Yuan
228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rong Ou
7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Jiaming Yuan
d54ef56f6f Fix cache with gc (#8851) 
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
 2023-03-01 00:39:06 +08:00
Rong Ou
d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Rong Ou
a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
Jiaming Yuan
c0afdb6786 Fix CPU bin compression with categorical data. (#8809) 
* Fix CPU bin compression with categorical data.

* The bug causes the maximum category to be lesser than 256 or the maximum number of bins when
the input data is dense.
 2023-02-16 04:20:34 +08:00
Jiaming Yuan
cce4af4acf Initial support for quantile loss. (#8750) 
- Add support for Python.
- Add objective.
 2023-02-16 02:30:18 +08:00
Jiaming Yuan
282b1729da Specify the number of threads for parallel sort. (#8735) 
* Specify the number of threads for parallel sort.

- Pass context object into argsort.
- Replace macros with inline functions.
 2023-02-16 00:20:19 +08:00
Jiaming Yuan
81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan
31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan
457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
d11a0044cf Generalize prediction cache. (#8783) 
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
 2023-02-13 12:36:43 +08:00
Rong Ou
ed91e775ec Fix quantile tests running on multi-gpus (#8775) 
* Fix quantile tests running on multi-gpus

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

* Allocate extra space in /dev/shm to enable NCCL

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
 2023-02-12 17:00:26 -08:00
Jiaming Yuan
17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
5f76edd296 Extract make metric name from ranking metric. (#8768) 
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
 2023-02-09 18:30:21 +08:00
Rong Ou
cbf98cb9c6 Add Allgather to collective communicator (#8765) 
* Add Allgather to collective communicator
 2023-02-09 11:31:22 +08:00
Jiaming Yuan
48cefa012e Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
28bb01aa22 Extract optional weight. (#8747) 
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
 2023-02-07 03:11:53 +08:00
Rong Ou
66191e9926 Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3 Use array interface for CSC matrix. (#8672) 
* Use array interface for CSC matrix.

Use array interface for CSC matrix and align the interface with CSR and dense.

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
 2023-02-05 01:59:46 +08:00
Jiaming Yuan
0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Jiaming Yuan
3760cede0f Consistent use of context to specify number of threads. (#8733) 
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
 2023-01-30 15:25:31 +08:00
Rong Ou
8af98e30fc Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
Jiaming Yuan
34eee56256 Fix compiler warnings. (#8703) 
Fix warnings about signed/unsigned comparisons.
 2023-01-21 15:16:23 +08:00
Jiaming Yuan
e49e0998c0 Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
4416452f94 Return single thread from context when called inside omp region. (#8693) 2023-01-18 09:23:37 +08:00
Jiaming Yuan
31b9cbab3d Make sure input numpy array is aligned. (#8690) 
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
 2023-01-18 08:12:13 +08:00
Rong Ou
78396f8a6e Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
Jiaming Yuan
43152657d4 Extract JSON type check. (#8677) 
- Reuse it in `GetMissing`.
- Add test.
 2023-01-17 03:11:07 +08:00
Jiaming Yuan
07cf3d3e53 Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Jiaming Yuan
cfa994d57f Multi-target support for L1 error. (#8652) 
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
 2023-01-11 05:51:14 +08:00
Jiaming Yuan
8d545ab2a2 Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
James Lamb
b05abfc494 [CI] remove unused cpp test helper function (#8625) 2022-12-28 02:47:52 +08:00
Rong Ou
3ceeb8c61c Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Rong Ou
77b069c25d Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +08:00
Jiaming Yuan
c6a8754c62 Define CUDA Context. (#8604) 
We will transition to non-default and non-blocking CUDA stream.
 2022-12-20 15:15:07 +08:00
Jiaming Yuan
38887a1876 Fix windows build on buildkite. (#8602) 2022-12-16 21:12:24 +08:00
Jiaming Yuan
43a647a4dd Fix inference with categorical feature. (#8591) 2022-12-15 17:57:26 +08:00
Jiaming Yuan
3e26107a9c Rename and extract Context. (#8528) 
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
 2022-12-07 04:58:54 +08:00
Jiaming Yuan
e3bf5565ab Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Rong Ou
78d65a1928 Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
Rong Ou
a8255ea678 Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
addaa63732 Support null value in CUDA array interface. (#8486) 
* Support null value in CUDA array interface.

- Fix for potential null value in array interface.
- Fix incorrect check on mask stride.

* Simple tests.

* Extract mask.
 2022-11-28 17:48:25 -08:00
Rong Ou
8e76f5f595 Use DataSplitMode to configure data loading (#8434) 
* Use `DataSplitMode` to configure data loading
 2022-11-08 16:21:50 +08:00
Dmitry Razdoburdin
5bd849f1b5 Unify the partitioner for hist and approx. 
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-20 02:49:20 +08:00
Jiaming Yuan
031d66ec27 Configuration for init estimation. (#8343) 
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
 2022-10-18 01:52:24 +08:00
Jiaming Yuan
3ef1703553 Allow using string view to find JSON value. (#8332) 
- Allow comparison between string and string view.
- Fix compiler warnings.
 2022-10-13 17:10:13 +08:00
Philip Hyunsu Cho
2faa744aba [CI] Test federated learning plugin in the CI (#8325) 2022-10-12 13:57:39 -07:00
Rong Ou
39afdac3be Better error message when world size and rank are set as strings (#8316) 
Co-authored-by: jiamingy <jm.yuan@outlook.com>
 2022-10-12 15:53:25 +08:00