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15 Commits

Author SHA1 Message Date
Nan Zhu
00774eeac3
[jvm-packages] update version number for 1.2 branch (#6427)
* [jvm-packages]update version number of 1.2 branch

* update ver
2020-11-23 14:16:30 -08:00
Philip Hyunsu Cho
bcb15a980f
1.2.1 patch release (#6206)
* Hide C++ symbols from dmlc-core (#6188)

* Up version to 1.2.1

* Fix lint

* [CI] Fix Docker build for CUDA 11 (#6202)

* Update Dockerfile.gpu
2020-10-12 15:10:16 -07:00
Tong He
0cd0dad0b5
Fix CRAN submission (#6076) 2020-09-01 23:38:27 -07:00
Philip Hyunsu Cho
884098ec22
[CI] Fix CRAN check (#6067) 2020-08-28 21:24:49 +08:00
Hyunsu Cho
738786680b Release 1.2.0 2020-08-22 18:25:18 -07:00
Philip Hyunsu Cho
04232c01b2
[CI] Fix broken tests (#6048) 2020-08-22 11:43:38 -07:00
Jiaming Yuan
0353a78ab7 Fix scikit learn cls doc. (#6041) 2020-08-20 19:25:12 -07:00
Hyunsu Cho
0089a0e6bf Fix another typo 2020-08-12 19:29:08 +00:00
Philip Hyunsu Cho
03a68a1714
Fix typo 2020-08-12 01:34:33 -07:00
Hyunsu Cho
a0da8a7e0a Make RC2 2020-08-12 00:50:51 -07:00
Hyunsu Cho
eee4eff49b [CI] Build GPU-enabled JAR artifact and deploy to xgboost-maven-repo 2020-08-12 00:50:47 -07:00
Jiaming Yuan
936a854baa
Back port fixes to 1.2 (#6002)
* Fix sklearn doc. (#5980)

* Enforce tree order in JSON. (#5974)

* Make JSON model IO more future proof by using tree id in model loading.

* Fix dask predict shape infer. (#5989)

* [Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986)
2020-08-11 20:22:31 +08:00
Hyunsu Cho
7856da5827 [CI] Use mgpu machine to run gpu hist unit tests 2020-08-02 02:33:05 -07:00
Hyunsu Cho
50a0def6c3 Make RC1 2020-08-02 08:56:20 +00:00
Hyunsu Cho
9116a0ec10 Fix a unit test on CLI, to handle RC versions 2020-08-02 08:56:15 +00:00
40 changed files with 232 additions and 130 deletions

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@ -81,7 +81,7 @@ jobs:
run: |
cd R-package
R.exe CMD INSTALL .
Rscript.exe tests/run_lint.R
Rscript.exe tests/helper_scripts/run_lint.R
test-with-R:

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@ -1,9 +1,10 @@
cmake_minimum_required(VERSION 3.13)
project(xgboost LANGUAGES CXX C VERSION 1.2.0)
project(xgboost LANGUAGES CXX C VERSION 1.2.1)
include(cmake/Utils.cmake)
list(APPEND CMAKE_MODULE_PATH "${xgboost_SOURCE_DIR}/cmake/modules")
cmake_policy(SET CMP0022 NEW)
cmake_policy(SET CMP0079 NEW)
set(CMAKE_POLICY_DEFAULT_CMP0063 NEW)
cmake_policy(SET CMP0063 NEW)
if ((${CMAKE_VERSION} VERSION_GREATER 3.13) OR (${CMAKE_VERSION} VERSION_EQUAL 3.13))
@ -173,9 +174,6 @@ foreach(lib rabit rabit_base rabit_empty rabit_mock rabit_mock_static)
# from dmlc is correctly applied to rabit.
if (TARGET ${lib})
target_link_libraries(${lib} dmlc ${CMAKE_THREAD_LIBS_INIT})
if (HIDE_CXX_SYMBOLS) # Hide all C++ symbols from Rabit
set_target_properties(${lib} PROPERTIES CXX_VISIBILITY_PRESET hidden)
endif (HIDE_CXX_SYMBOLS)
if (ENABLE_ALL_WARNINGS)
target_compile_options(${lib} PRIVATE -Wall -Wextra)
endif (ENABLE_ALL_WARNINGS)
@ -204,8 +202,9 @@ endif (USE_NVTX)
#-- Hide all C++ symbols
if (HIDE_CXX_SYMBOLS)
set_target_properties(objxgboost PROPERTIES CXX_VISIBILITY_PRESET hidden)
set_target_properties(xgboost PROPERTIES CXX_VISIBILITY_PRESET hidden)
foreach(target objxgboost xgboost dmlc rabit rabit_mock_static)
set_target_properties(${target} PROPERTIES CXX_VISIBILITY_PRESET hidden)
endforeach()
endif (HIDE_CXX_SYMBOLS)
target_include_directories(xgboost

23
Jenkinsfile vendored
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@ -92,7 +92,7 @@ pipeline {
'test-python-gpu-cuda10.2': { TestPythonGPU(host_cuda_version: '10.2') },
'test-python-gpu-cuda11.0-cross': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '11.0') },
'test-python-gpu-cuda11.0': { TestPythonGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0') },
'test-python-mgpu-cuda10.2': { TestPythonGPU(artifact_cuda_version: '10.2', host_cuda_version: '10.2', multi_gpu: true) },
'test-python-mgpu-cuda10.2': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.2', multi_gpu: true) },
'test-cpp-gpu-cuda10.2': { TestCppGPU(artifact_cuda_version: '10.2', host_cuda_version: '10.2') },
'test-cpp-gpu-cuda11.0': { TestCppGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0') },
'test-jvm-jdk8-cuda10.0': { CrossTestJVMwithJDKGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.0') },
@ -144,7 +144,7 @@ def ClangTidy() {
echo "Running clang-tidy job..."
def container_type = "clang_tidy"
def docker_binary = "docker"
def dockerArgs = "--build-arg CUDA_VERSION=10.1"
def dockerArgs = "--build-arg CUDA_VERSION_ARG=10.1"
sh """
${dockerRun} ${container_type} ${docker_binary} ${dockerArgs} python3 tests/ci_build/tidy.py
"""
@ -261,7 +261,7 @@ def BuildCUDA(args) {
echo "Build with CUDA ${args.cuda_version}"
def container_type = GetCUDABuildContainerType(args.cuda_version)
def docker_binary = "docker"
def docker_args = "--build-arg CUDA_VERSION=${args.cuda_version}"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
def arch_flag = ""
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
@ -285,12 +285,12 @@ def BuildCUDA(args) {
}
def BuildJVMPackagesWithCUDA(args) {
node('linux && gpu') {
node('linux && mgpu') {
unstash name: 'srcs'
echo "Build XGBoost4J-Spark with Spark ${args.spark_version}, CUDA ${args.cuda_version}"
def container_type = "jvm_gpu_build"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION=${args.cuda_version}"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
def arch_flag = ""
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
@ -365,7 +365,7 @@ def TestPythonGPU(args) {
echo "Test Python GPU: CUDA ${args.host_cuda_version}"
def container_type = "gpu"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION=${args.host_cuda_version}"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
if (args.multi_gpu) {
echo "Using multiple GPUs"
// Allocate extra space in /dev/shm to enable NCCL
@ -406,7 +406,7 @@ def TestCppGPU(args) {
echo "Test C++, CUDA ${args.host_cuda_version}"
def container_type = "gpu"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION=${args.host_cuda_version}"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh "${dockerRun} ${container_type} ${docker_binary} ${docker_args} build/testxgboost"
deleteDir()
}
@ -424,7 +424,7 @@ def CrossTestJVMwithJDKGPU(args) {
}
def container_type = "gpu_jvm"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION=${args.host_cuda_version}"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh "${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_jvm_gpu_cross.sh"
deleteDir()
}
@ -472,10 +472,11 @@ def DeployJVMPackages(args) {
unstash name: 'srcs'
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Deploying to xgboost-maven-repo S3 repo...'
def container_type = "jvm"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/deploy_jvm_packages.sh ${args.spark_version}
${dockerRun} jvm docker tests/ci_build/deploy_jvm_packages.sh ${args.spark_version} 0
"""
sh """
${dockerRun} jvm_gpu_build docker --build-arg CUDA_VERSION_ARG=10.0 tests/ci_build/deploy_jvm_packages.sh ${args.spark_version} 1
"""
}
deleteDir()

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@ -133,15 +133,16 @@ Rpack: clean_all
sed -i -e 's/@BACKTRACE_LIB@//g' xgboost/src/Makevars.win
sed -i -e 's/@OPENMP_LIB@//g' xgboost/src/Makevars.win
rm -f xgboost/src/Makevars.win-e # OSX sed create this extra file; remove it
bash R-package/remove_warning_suppression_pragma.sh
bash xgboost/remove_warning_suppression_pragma.sh
rm xgboost/remove_warning_suppression_pragma.sh
rm -rfv xgboost/tests/helper_scripts/
Rbuild: Rpack
R CMD build --no-build-vignettes xgboost
rm -rf xgboost
Rcheck: Rbuild
R CMD check xgboost*.tar.gz
R CMD check --as-cran xgboost*.tar.gz
-include build/*.d
-include build/*/*.d

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@ -2,7 +2,7 @@ Package: xgboost
Type: Package
Title: Extreme Gradient Boosting
Version: 1.2.0.1
Date: 2020-02-21
Date: 2020-08-28
Authors@R: c(
person("Tianqi", "Chen", role = c("aut"),
email = "tianqi.tchen@gmail.com"),

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@ -349,6 +349,7 @@ NULL
#' # Save as a stand-alone file (JSON); load it with xgb.load()
#' xgb.save(bst, 'xgb.model.json')
#' bst2 <- xgb.load('xgb.model.json')
#' if (file.exists('xgb.model.json')) file.remove('xgb.model.json')
#'
#' # Save as a raw byte vector; load it with xgb.load.raw()
#' xgb_bytes <- xgb.save.raw(bst)
@ -364,6 +365,7 @@ NULL
#' obj2 <- readRDS('my_object.rds')
#' # Re-construct xgb.Booster object from the bytes
#' bst2 <- xgb.load.raw(obj2$xgb_model_bytes)
#' if (file.exists('my_object.rds')) file.remove('my_object.rds')
#'
#' @name a-compatibility-note-for-saveRDS-save
NULL

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@ -79,7 +79,7 @@
#'
#' All observations are used for both training and validation.
#'
#' Adapted from \url{http://en.wikipedia.org/wiki/Cross-validation_\%28statistics\%29#k-fold_cross-validation}
#' Adapted from \url{https://en.wikipedia.org/wiki/Cross-validation_\%28statistics\%29}
#'
#' @return
#' An object of class \code{xgb.cv.synchronous} with the following elements:

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@ -130,16 +130,16 @@
#' Note that when using a customized metric, only this single metric can be used.
#' The following is the list of built-in metrics for which Xgboost provides optimized implementation:
#' \itemize{
#' \item \code{rmse} root mean square error. \url{http://en.wikipedia.org/wiki/Root_mean_square_error}
#' \item \code{logloss} negative log-likelihood. \url{http://en.wikipedia.org/wiki/Log-likelihood}
#' \item \code{mlogloss} multiclass logloss. \url{http://wiki.fast.ai/index.php/Log_Loss}
#' \item \code{rmse} root mean square error. \url{https://en.wikipedia.org/wiki/Root_mean_square_error}
#' \item \code{logloss} negative log-likelihood. \url{https://en.wikipedia.org/wiki/Log-likelihood}
#' \item \code{mlogloss} multiclass logloss. \url{https://scikit-learn.org/stable/modules/generated/sklearn.metrics.log_loss.html}
#' \item \code{error} Binary classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#' By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
#' Different threshold (e.g., 0.) could be specified as "error@0."
#' \item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#' \item \code{auc} Area under the curve. \url{http://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
#' \item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
#' \item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
#' \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{http://en.wikipedia.org/wiki/NDCG}
#' \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}
#' }
#'
#' The following callbacks are automatically created when certain parameters are set:

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@ -43,6 +43,7 @@ bst2 <- xgb.load('xgb.model')
# Save as a stand-alone file (JSON); load it with xgb.load()
xgb.save(bst, 'xgb.model.json')
bst2 <- xgb.load('xgb.model.json')
if (file.exists('xgb.model.json')) file.remove('xgb.model.json')
# Save as a raw byte vector; load it with xgb.load.raw()
xgb_bytes <- xgb.save.raw(bst)
@ -58,5 +59,6 @@ saveRDS(obj, 'my_object.rds')
obj2 <- readRDS('my_object.rds')
# Re-construct xgb.Booster object from the bytes
bst2 <- xgb.load.raw(obj2$xgb_model_bytes)
if (file.exists('my_object.rds')) file.remove('my_object.rds')
}

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@ -154,7 +154,7 @@ The cross-validation process is then repeated \code{nrounds} times, with each of
All observations are used for both training and validation.
Adapted from \url{http://en.wikipedia.org/wiki/Cross-validation_\%28statistics\%29#k-fold_cross-validation}
Adapted from \url{https://en.wikipedia.org/wiki/Cross-validation_\%28statistics\%29}
}
\examples{
data(agaricus.train, package='xgboost')

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@ -215,16 +215,16 @@ User may set one or several \code{eval_metric} parameters.
Note that when using a customized metric, only this single metric can be used.
The following is the list of built-in metrics for which Xgboost provides optimized implementation:
\itemize{
\item \code{rmse} root mean square error. \url{http://en.wikipedia.org/wiki/Root_mean_square_error}
\item \code{logloss} negative log-likelihood. \url{http://en.wikipedia.org/wiki/Log-likelihood}
\item \code{mlogloss} multiclass logloss. \url{http://wiki.fast.ai/index.php/Log_Loss}
\item \code{rmse} root mean square error. \url{https://en.wikipedia.org/wiki/Root_mean_square_error}
\item \code{logloss} negative log-likelihood. \url{https://en.wikipedia.org/wiki/Log-likelihood}
\item \code{mlogloss} multiclass logloss. \url{https://scikit-learn.org/stable/modules/generated/sklearn.metrics.log_loss.html}
\item \code{error} Binary classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
Different threshold (e.g., 0.) could be specified as "error@0."
\item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
\item \code{auc} Area under the curve. \url{http://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
\item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
\item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
\item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{http://en.wikipedia.org/wiki/NDCG}
\item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}
}
The following callbacks are automatically created when certain parameters are set:

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@ -1,10 +0,0 @@
model_generator_metadata <- function() {
return (list(
kRounds = 2,
kRows = 1000,
kCols = 4,
kForests = 2,
kMaxDepth = 2,
kClasses = 3
))
}

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@ -5,7 +5,14 @@ library(Matrix)
source('./generate_models_params.R')
set.seed(0)
metadata <- model_generator_metadata()
metadata <- list(
kRounds = 2,
kRows = 1000,
kCols = 4,
kForests = 2,
kMaxDepth = 2,
kClasses = 3
)
X <- Matrix(data = rnorm(metadata$kRows * metadata$kCols), nrow = metadata$kRows,
ncol = metadata$kCols, sparse = TRUE)
w <- runif(metadata$kRows)

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@ -1,10 +1,16 @@
require(xgboost)
require(jsonlite)
source('../generate_models_params.R')
context("Models from previous versions of XGBoost can be loaded")
metadata <- model_generator_metadata()
metadata <- list(
kRounds = 2,
kRows = 1000,
kCols = 4,
kForests = 2,
kMaxDepth = 2,
kClasses = 3
)
run_model_param_check <- function (config) {
testthat::expect_equal(config$learner$learner_model_param$num_feature, '4')

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@ -57,7 +57,7 @@ To answer the question above we will convert *categorical* variables to `numeric
In this Vignette we will see how to transform a *dense* `data.frame` (*dense* = few zeroes in the matrix) with *categorical* variables to a very *sparse* matrix (*sparse* = lots of zero in the matrix) of `numeric` features.
The method we are going to see is usually called [one-hot encoding](http://en.wikipedia.org/wiki/One-hot).
The method we are going to see is usually called [one-hot encoding](https://en.wikipedia.org/wiki/One-hot).
The first step is to load `Arthritis` dataset in memory and wrap it with `data.table` package.
@ -66,7 +66,7 @@ data(Arthritis)
df <- data.table(Arthritis, keep.rownames = FALSE)
```
> `data.table` is 100% compliant with **R** `data.frame` but its syntax is more consistent and its performance for large dataset is [best in class](http://stackoverflow.com/questions/21435339/data-table-vs-dplyr-can-one-do-something-well-the-other-cant-or-does-poorly) (`dplyr` from **R** and `Pandas` from **Python** [included](https://github.com/Rdatatable/data.table/wiki/Benchmarks-%3A-Grouping)). Some parts of **Xgboost** **R** package use `data.table`.
> `data.table` is 100% compliant with **R** `data.frame` but its syntax is more consistent and its performance for large dataset is [best in class](https://stackoverflow.com/questions/21435339/data-table-vs-dplyr-can-one-do-something-well-the-other-cant-or-does-poorly) (`dplyr` from **R** and `Pandas` from **Python** [included](https://github.com/Rdatatable/data.table/wiki/Benchmarks-%3A-Grouping)). Some parts of **Xgboost** **R** package use `data.table`.
The first thing we want to do is to have a look to the first few lines of the `data.table`:
@ -137,8 +137,8 @@ levels(df[,Treatment])
#### Encoding categorical features
Next step, we will transform the categorical data to dummy variables.
Several encoding methods exist, e.g., [one-hot encoding](http://en.wikipedia.org/wiki/One-hot) is a common approach.
We will use the [dummy contrast coding](http://www.ats.ucla.edu/stat/r/library/contrast_coding.htm#dummy) which is popular because it produces "full rank" encoding (also see [this blog post by Max Kuhn](http://appliedpredictivemodeling.com/blog/2013/10/23/the-basics-of-encoding-categorical-data-for-predictive-models)).
Several encoding methods exist, e.g., [one-hot encoding](https://en.wikipedia.org/wiki/One-hot) is a common approach.
We will use the [dummy contrast coding](https://stats.idre.ucla.edu/r/library/r-library-contrast-coding-systems-for-categorical-variables/) which is popular because it produces "full rank" encoding (also see [this blog post by Max Kuhn](http://appliedpredictivemodeling.com/blog/2013/10/23/the-basics-of-encoding-categorical-data-for-predictive-models)).
The purpose is to transform each value of each *categorical* feature into a *binary* feature `{0, 1}`.
@ -176,7 +176,7 @@ bst <- xgboost(data = sparse_matrix, label = output_vector, max_depth = 4,
You can see some `train-error: 0.XXXXX` lines followed by a number. It decreases. Each line shows how well the model explains your data. Lower is better.
A model which fits too well may [overfit](http://en.wikipedia.org/wiki/Overfitting) (meaning it copy/paste too much the past, and won't be that good to predict the future).
A model which fits too well may [overfit](https://en.wikipedia.org/wiki/Overfitting) (meaning it copy/paste too much the past, and won't be that good to predict the future).
> Here you can see the numbers decrease until line 7 and then increase.
>
@ -304,7 +304,7 @@ Linear model may not be that smart in this scenario.
Special Note: What about Random Forests™?
-----------------------------------------
As you may know, [Random Forests™](http://en.wikipedia.org/wiki/Random_forest) algorithm is cousin with boosting and both are part of the [ensemble learning](http://en.wikipedia.org/wiki/Ensemble_learning) family.
As you may know, [Random Forests™](https://en.wikipedia.org/wiki/Random_forest) algorithm is cousin with boosting and both are part of the [ensemble learning](https://en.wikipedia.org/wiki/Ensemble_learning) family.
Both trains several decision trees for one dataset. The *main* difference is that in Random Forests™, trees are independent and in boosting, the tree `N+1` focus its learning on the loss (<=> what has not been well modeled by the tree `N`).

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@ -24,7 +24,7 @@
author = "K. Bache and M. Lichman",
year = "2013",
title = "{UCI} Machine Learning Repository",
url = "http://archive.ics.uci.edu/ml",
url = "http://archive.ics.uci.edu/ml/",
institution = "University of California, Irvine, School of Information and Computer Sciences"
}

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@ -68,7 +68,7 @@ The version 0.4-2 is on CRAN, and you can install it by:
install.packages("xgboost")
```
Formerly available versions can be obtained from the CRAN [archive](https://cran.r-project.org/src/contrib/Archive/xgboost)
Formerly available versions can be obtained from the CRAN [archive](https://cran.r-project.org/src/contrib/Archive/xgboost/)
## Learning

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@ -1 +1 @@
@xgboost_VERSION_MAJOR@.@xgboost_VERSION_MINOR@.@xgboost_VERSION_PATCH@-SNAPSHOT
@xgboost_VERSION_MAJOR@.@xgboost_VERSION_MINOR@.@xgboost_VERSION_PATCH@

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@ -6,6 +6,6 @@
#define XGBOOST_VER_MAJOR 1
#define XGBOOST_VER_MINOR 2
#define XGBOOST_VER_PATCH 0
#define XGBOOST_VER_PATCH 1
#endif // XGBOOST_VERSION_CONFIG_H_

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@ -6,7 +6,7 @@
<groupId>ml.dmlc</groupId>
<artifactId>xgboost-jvm_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
<packaging>pom</packaging>
<name>XGBoost JVM Package</name>
<description>JVM Package for XGBoost</description>

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@ -6,10 +6,10 @@
<parent>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost-jvm_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</parent>
<artifactId>xgboost4j-example_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
<packaging>jar</packaging>
<build>
<plugins>
@ -26,7 +26,7 @@
<dependency>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost4j-spark_${scala.binary.version}</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</dependency>
<dependency>
<groupId>org.apache.spark</groupId>
@ -37,7 +37,7 @@
<dependency>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost4j-flink_${scala.binary.version}</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</dependency>
<dependency>
<groupId>org.apache.commons</groupId>

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@ -6,10 +6,10 @@
<parent>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost-jvm_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</parent>
<artifactId>xgboost4j-flink_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
<build>
<plugins>
<plugin>
@ -26,7 +26,7 @@
<dependency>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost4j_${scala.binary.version}</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</dependency>
<dependency>
<groupId>org.apache.commons</groupId>

View File

@ -6,7 +6,7 @@
<parent>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost-jvm_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</parent>
<artifactId>xgboost4j-spark_2.12</artifactId>
<build>
@ -24,7 +24,7 @@
<dependency>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost4j_${scala.binary.version}</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</dependency>
<dependency>
<groupId>org.apache.spark</groupId>

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@ -6,10 +6,10 @@
<parent>
<groupId>ml.dmlc</groupId>
<artifactId>xgboost-jvm_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
</parent>
<artifactId>xgboost4j_2.12</artifactId>
<version>1.2.0-SNAPSHOT</version>
<version>1.2.1</version>
<packaging>jar</packaging>
<dependencies>

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@ -1 +1 @@
1.2.0-SNAPSHOT
1.2.1

View File

@ -40,7 +40,7 @@ class EarlyStopException(Exception):
"""
def __init__(self, best_iteration):
super(EarlyStopException, self).__init__()
super().__init__()
self.best_iteration = best_iteration

View File

@ -738,7 +738,8 @@ async def _predict_async(client: Client, model, data, *args,
predt = booster.predict(data=local_x,
validate_features=local_x.num_row() != 0,
*args)
ret = (delayed(predt), order)
columns = 1 if len(predt.shape) == 1 else predt.shape[1]
ret = ((delayed(predt), columns), order)
predictions.append(ret)
return predictions
@ -775,7 +776,9 @@ async def _predict_async(client: Client, model, data, *args,
# See https://docs.dask.org/en/latest/array-creation.html
arrays = []
for i, shape in enumerate(shapes):
arrays.append(da.from_delayed(results[i], shape=(shape[0], ),
arrays.append(da.from_delayed(
results[i][0], shape=(shape[0],)
if results[i][1] == 1 else (shape[0], results[i][1]),
dtype=numpy.float32))
predictions = await da.concatenate(arrays, axis=0)
return predictions
@ -978,6 +981,7 @@ class DaskScikitLearnBase(XGBModel):
def client(self, clt):
self._client = clt
@xgboost_model_doc("""Implementation of the Scikit-Learn API for XGBoost.""",
['estimators', 'model'])
class DaskXGBRegressor(DaskScikitLearnBase, XGBRegressorBase):
@ -1032,9 +1036,6 @@ class DaskXGBRegressor(DaskScikitLearnBase, XGBRegressorBase):
['estimators', 'model']
)
class DaskXGBClassifier(DaskScikitLearnBase, XGBClassifierBase):
# pylint: disable=missing-docstring
_client = None
async def _fit_async(self, X, y,
sample_weights=None,
eval_set=None,
@ -1078,13 +1079,34 @@ class DaskXGBClassifier(DaskScikitLearnBase, XGBClassifierBase):
return self.client.sync(self._fit_async, X, y, sample_weights,
eval_set, sample_weight_eval_set, verbose)
async def _predict_async(self, data):
async def _predict_proba_async(self, data):
_assert_dask_support()
test_dmatrix = await DaskDMatrix(client=self.client, data=data,
missing=self.missing)
pred_probs = await predict(client=self.client,
model=self.get_booster(), data=test_dmatrix)
return pred_probs
def predict_proba(self, data): # pylint: disable=arguments-differ,missing-docstring
_assert_dask_support()
return self.client.sync(self._predict_proba_async, data)
async def _predict_async(self, data):
_assert_dask_support()
test_dmatrix = await DaskDMatrix(client=self.client, data=data,
missing=self.missing)
pred_probs = await predict(client=self.client,
model=self.get_booster(), data=test_dmatrix)
if self.n_classes_ == 2:
preds = (pred_probs > 0.5).astype(int)
else:
preds = da.argmax(pred_probs, axis=1)
return preds
def predict(self, data): # pylint: disable=arguments-differ
_assert_dask_support()
return self.client.sync(self._predict_async, data)

View File

@ -77,7 +77,7 @@ __model_doc = '''
gamma : float
Minimum loss reduction required to make a further partition on a leaf
node of the tree.
min_child_weight : int
min_child_weight : float
Minimum sum of instance weight(hessian) needed in a child.
max_delta_step : int
Maximum delta step we allow each tree's weight estimation to be.
@ -750,7 +750,10 @@ class XGBModel(XGBModelBase):
@xgboost_model_doc(
"Implementation of the scikit-learn API for XGBoost classification.",
['model', 'objective'])
['model', 'objective'], extra_parameters='''
n_estimators : int
Number of boosting rounds.
''')
class XGBClassifier(XGBModel, XGBClassifierBase):
# pylint: disable=missing-docstring,invalid-name,too-many-instance-attributes
def __init__(self, objective="binary:logistic", **kwargs):
@ -1014,7 +1017,7 @@ class XGBRFClassifier(XGBClassifier):
**kwargs)
def get_xgb_params(self):
params = super(XGBRFClassifier, self).get_xgb_params()
params = super().get_xgb_params()
params['num_parallel_tree'] = self.n_estimators
return params
@ -1033,7 +1036,10 @@ class XGBRegressor(XGBModel, XGBRegressorBase):
@xgboost_model_doc(
"scikit-learn API for XGBoost random forest regression.",
['model', 'objective'])
['model', 'objective'], extra_parameters='''
n_estimators : int
Number of trees in random forest to fit.
''')
class XGBRFRegressor(XGBRegressor):
# pylint: disable=missing-docstring
def __init__(self, learning_rate=1, subsample=0.8, colsample_bynode=0.8,
@ -1043,7 +1049,7 @@ class XGBRFRegressor(XGBRegressor):
reg_lambda=reg_lambda, **kwargs)
def get_xgb_params(self):
params = super(XGBRFRegressor, self).get_xgb_params()
params = super().get_xgb_params()
params['num_parallel_tree'] = self.n_estimators
return params

View File

@ -1,6 +1,8 @@
/*!
* Copyright 2019 by Contributors
* Copyright 2019-2020 by Contributors
*/
#include <utility>
#include "xgboost/json.h"
#include "xgboost/logging.h"
#include "gbtree_model.h"
@ -41,15 +43,14 @@ void GBTreeModel::SaveModel(Json* p_out) const {
auto& out = *p_out;
CHECK_EQ(param.num_trees, static_cast<int>(trees.size()));
out["gbtree_model_param"] = ToJson(param);
std::vector<Json> trees_json;
size_t t = 0;
for (auto const& tree : trees) {
std::vector<Json> trees_json(trees.size());
for (size_t t = 0; t < trees.size(); ++t) {
auto const& tree = trees[t];
Json tree_json{Object()};
tree->SaveModel(&tree_json);
// The field is not used in XGBoost, but might be useful for external project.
tree_json["id"] = Integer(t);
trees_json.emplace_back(tree_json);
t++;
tree_json["id"] = Integer(static_cast<Integer::Int>(t));
trees_json[t] = std::move(tree_json);
}
std::vector<Json> tree_info_json(tree_info.size());
@ -70,9 +71,10 @@ void GBTreeModel::LoadModel(Json const& in) {
auto const& trees_json = get<Array const>(in["trees"]);
trees.resize(trees_json.size());
for (size_t t = 0; t < trees.size(); ++t) {
trees[t].reset( new RegTree() );
trees[t]->LoadModel(trees_json[t]);
for (size_t t = 0; t < trees_json.size(); ++t) { // NOLINT
auto tree_id = get<Integer>(trees_json[t]["id"]);
trees.at(tree_id).reset(new RegTree());
trees.at(tree_id)->LoadModel(trees_json[t]);
}
tree_info.resize(param.num_trees);

View File

@ -1,5 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-devel-ubuntu18.04
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-ubuntu18.04
ARG CUDA_VERSION_ARG
# Environment
ENV DEBIAN_FRONTEND noninteractive

View File

@ -1,5 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-runtime-ubuntu16.04
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-runtime-ubuntu16.04
ARG CUDA_VERSION_ARG
# Environment
ENV DEBIAN_FRONTEND noninteractive
@ -17,8 +18,8 @@ ENV PATH=/opt/python/bin:$PATH
# Create new Conda environment with cuDF, Dask, and cuPy
RUN \
conda create -n gpu_test -c rapidsai -c nvidia -c conda-forge -c defaults \
python=3.7 cudf=0.14 cudatoolkit=$CUDA_VERSION dask dask-cuda dask-cudf cupy \
conda create -n gpu_test -c rapidsai-nightly -c rapidsai -c nvidia -c conda-forge -c defaults \
python=3.7 cudf=0.15* cudatoolkit=$CUDA_VERSION_ARG dask dask-cuda dask-cudf cupy \
numpy pytest scipy scikit-learn pandas matplotlib wheel python-kubernetes urllib3 graphviz hypothesis
ENV GOSU_VERSION 1.10

View File

@ -1,6 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-devel-ubuntu16.04
ARG CUDA_VERSION
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-ubuntu16.04
ARG CUDA_VERSION_ARG
# Environment
ENV DEBIAN_FRONTEND noninteractive
@ -19,7 +19,7 @@ RUN \
# NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
RUN \
export CUDA_SHORT=`echo $CUDA_VERSION | egrep -o '[0-9]+\.[0-9]'` && \
export CUDA_SHORT=`echo $CUDA_VERSION_ARG | egrep -o '[0-9]+\.[0-9]'` && \
export NCCL_VERSION=2.7.5-1 && \
apt-get update && \
apt-get install -y --allow-downgrades --allow-change-held-packages libnccl2=${NCCL_VERSION}+cuda${CUDA_SHORT} libnccl-dev=${NCCL_VERSION}+cuda${CUDA_SHORT}

View File

@ -1,6 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-devel-centos6
ARG CUDA_VERSION
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-centos6
ARG CUDA_VERSION_ARG
# Environment
ENV DEBIAN_FRONTEND noninteractive
@ -33,7 +33,7 @@ RUN \
# NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
RUN \
export CUDA_SHORT=`echo $CUDA_VERSION | egrep -o '[0-9]+\.[0-9]'` && \
export CUDA_SHORT=`echo $CUDA_VERSION_ARG | egrep -o '[0-9]+\.[0-9]'` && \
export NCCL_VERSION=2.4.8-1 && \
wget https://developer.download.nvidia.com/compute/machine-learning/repos/rhel7/x86_64/nvidia-machine-learning-repo-rhel7-1.0.0-1.x86_64.rpm && \
rpm -i nvidia-machine-learning-repo-rhel7-1.0.0-1.x86_64.rpm && \

View File

@ -1,5 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-runtime-ubuntu16.04
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-runtime-ubuntu16.04
ARG CUDA_VERSION_ARG
ARG JDK_VERSION=8
ARG SPARK_VERSION=3.0.0

View File

@ -1,6 +1,6 @@
ARG CUDA_VERSION
FROM nvidia/cuda:$CUDA_VERSION-devel-centos6
ARG CUDA_VERSION
ARG CUDA_VERSION_ARG
FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-centos6
ARG CUDA_VERSION_ARG
# Environment
ENV DEBIAN_FRONTEND noninteractive
@ -30,7 +30,7 @@ RUN \
# NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
RUN \
export CUDA_SHORT=`echo $CUDA_VERSION | egrep -o '[0-9]+\.[0-9]'` && \
export CUDA_SHORT=`echo $CUDA_VERSION_ARG | egrep -o '[0-9]+\.[0-9]'` && \
export NCCL_VERSION=2.4.8-1 && \
wget https://developer.download.nvidia.com/compute/machine-learning/repos/rhel7/x86_64/nvidia-machine-learning-repo-rhel7-1.0.0-1.x86_64.rpm && \
rpm -i nvidia-machine-learning-repo-rhel7-1.0.0-1.x86_64.rpm && \

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@ -3,22 +3,32 @@
set -e
set -x
if [ $# -ne 1 ]; then
echo "Usage: $0 [spark version]"
if [ $# -ne 2 ]; then
echo "Usage: $0 [spark version] [build_gpu? 0 or 1]"
exit 1
fi
spark_version=$1
build_gpu=$2
# Initialize local Maven repository
./tests/ci_build/initialize_maven.sh
rm -rf build/
cd jvm-packages
rm -rf $(find . -name target)
rm -rf ../build/
# Re-build package without Mock Rabit
# Deploy to S3 bucket xgboost-maven-repo
if [[ "$build_gpu" == "0" ]]
then
# Build CPU artifact
mvn --no-transfer-progress package deploy -P release-to-s3 -Dspark.version=${spark_version} -DskipTests
else
# Build GPU artifact
sed -i -e 's/<artifactId>xgboost\(.*\)_\(.*\)<\/artifactId>/<artifactId>xgboost\1-gpu_\2<\/artifactId>/' $(find . -name pom.xml)
mvn --no-transfer-progress package deploy -Duse.cuda=ON -P release-to-s3 -Dspark.version=${spark_version} -DskipTests
fi
set +x
set +e

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@ -148,7 +148,16 @@ TEST(Learner, JsonModelIO) {
Json out { Object() };
learner->SaveModel(&out);
learner->LoadModel(out);
dmlc::TemporaryDirectory tmpdir;
std::ofstream fout (tmpdir.path + "/model.json");
fout << out;
fout.close();
auto loaded_str = common::LoadSequentialFile(tmpdir.path + "/model.json");
Json loaded = Json::Load(StringView{loaded_str.c_str(), loaded_str.size()});
learner->LoadModel(loaded);
learner->Configure();
Json new_in { Object() };

View File

@ -121,6 +121,8 @@ eval[test] = {data_path}
v = xgboost.__version__
if v.find('SNAPSHOT') != -1:
assert msg.split(':')[1].strip() == v.split('-')[0]
elif v.find('rc') != -1:
assert msg.split(':')[1].strip() == v.split('rc')[0]
else:
assert msg.split(':')[1].strip() == v

View File

@ -5,6 +5,7 @@ import sys
import numpy as np
import json
import asyncio
from sklearn.datasets import make_classification
if sys.platform.startswith("win"):
pytest.skip("Skipping dask tests on Windows", allow_module_level=True)
@ -36,7 +37,7 @@ def generate_array():
def test_from_dask_dataframe():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y = generate_array()
@ -74,7 +75,7 @@ def test_from_dask_dataframe():
def test_from_dask_array():
with LocalCluster(n_workers=5, threads_per_worker=5) as cluster:
with LocalCluster(n_workers=kWorkers, threads_per_worker=5) as cluster:
with Client(cluster) as client:
X, y = generate_array()
dtrain = DaskDMatrix(client, X, y)
@ -104,8 +105,28 @@ def test_from_dask_array():
assert np.all(single_node_predt == from_arr.compute())
def test_dask_predict_shape_infer():
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y = make_classification(n_samples=1000, n_informative=5,
n_classes=3)
X_ = dd.from_array(X, chunksize=100)
y_ = dd.from_array(y, chunksize=100)
dtrain = xgb.dask.DaskDMatrix(client, data=X_, label=y_)
model = xgb.dask.train(
client,
{"objective": "multi:softprob", "num_class": 3},
dtrain=dtrain
)
preds = xgb.dask.predict(client, model, dtrain)
assert preds.shape[0] == preds.compute().shape[0]
assert preds.shape[1] == preds.compute().shape[1]
def test_dask_missing_value_reg():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X_0 = np.ones((20 // 2, kCols))
X_1 = np.zeros((20 // 2, kCols))
@ -144,19 +165,19 @@ def test_dask_missing_value_cls():
missing=0.0)
cls.client = client
cls.fit(X, y, eval_set=[(X, y)])
dd_predt = cls.predict(X).compute()
dd_pred_proba = cls.predict_proba(X).compute()
np_X = X.compute()
np_predt = cls.get_booster().predict(
np_pred_proba = cls.get_booster().predict(
xgb.DMatrix(np_X, missing=0.0))
np.testing.assert_allclose(np_predt, dd_predt)
np.testing.assert_allclose(np_pred_proba, dd_pred_proba)
cls = xgb.dask.DaskXGBClassifier()
assert hasattr(cls, 'missing')
def test_dask_regressor():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y = generate_array()
regressor = xgb.dask.DaskXGBRegressor(verbosity=1, n_estimators=2)
@ -178,7 +199,7 @@ def test_dask_regressor():
def test_dask_classifier():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y = generate_array()
y = (y * 10).astype(np.int32)
@ -201,7 +222,18 @@ def test_dask_classifier():
assert len(list(history['validation_0'])) == 1
assert len(history['validation_0']['merror']) == 2
# Test .predict_proba()
probas = classifier.predict_proba(X)
assert classifier.n_classes_ == 10
assert probas.ndim == 2
assert probas.shape[0] == kRows
assert probas.shape[1] == 10
cls_booster = classifier.get_booster()
single_node_proba = cls_booster.inplace_predict(X.compute())
np.testing.assert_allclose(single_node_proba,
probas.compute())
# Test with dataframe.
X_d = dd.from_dask_array(X)
@ -218,7 +250,7 @@ def test_dask_classifier():
@pytest.mark.skipif(**tm.no_sklearn())
def test_sklearn_grid_search():
from sklearn.model_selection import GridSearchCV
with LocalCluster(n_workers=4) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y = generate_array()
reg = xgb.dask.DaskXGBRegressor(learning_rate=0.1,
@ -292,7 +324,9 @@ def run_empty_dmatrix_cls(client, parameters):
evals=[(dtrain, 'validation')],
num_boost_round=2)
predictions = xgb.dask.predict(client=client, model=out,
data=dtrain).compute()
data=dtrain)
assert predictions.shape[1] == n_classes
predictions = predictions.compute()
_check_outputs(out, predictions)
# train has more rows than evals
@ -315,7 +349,7 @@ def run_empty_dmatrix_cls(client, parameters):
# environment and Exact doesn't support it.
def test_empty_dmatrix_hist():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
parameters = {'tree_method': 'hist'}
run_empty_dmatrix_reg(client, parameters)
@ -323,7 +357,7 @@ def test_empty_dmatrix_hist():
def test_empty_dmatrix_approx():
with LocalCluster(n_workers=5) as cluster:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
parameters = {'tree_method': 'approx'}
run_empty_dmatrix_reg(client, parameters)
@ -397,7 +431,13 @@ async def run_dask_classifier_asyncio(scheduler_address):
assert len(list(history['validation_0'])) == 1
assert len(history['validation_0']['merror']) == 2
# Test .predict_proba()
probas = await classifier.predict_proba(X)
assert classifier.n_classes_ == 10
assert probas.ndim == 2
assert probas.shape[0] == kRows
assert probas.shape[1] == 10
# Test with dataframe.
X_d = dd.from_dask_array(X)