Release 0.82 (#4201)

* Initial commit to support multi-node multi-gpu xgboost using dask

* Fixed NCCL initialization by not ignoring the opg parameter.

- it now crashes on NCCL initialization, but at least we're attempting it properly

* At the root node, perform a rabit::Allreduce to get initial sum_gradient across workers

* Synchronizing in a couple of more places.

- now the workers don't go down, but just hang
- no more "wild" values of gradients
- probably needs syncing in more places

* Added another missing max-allreduce operation inside BuildHistLeftRight

* Removed unnecessary collective operations.

* Simplified rabit::Allreduce() sync of gradient sums.

* Removed unnecessary rabit syncs around ncclAllReduce.

- this improves performance _significantly_ (7x faster for overall training,
  20x faster for xgboost proper)

* pulling in latest xgboost

* removing changes to updater_quantile_hist.cc

* changing use_nccl_opg initialization, removing unnecessary if statements

* added definition for opaque ncclUniqueId struct to properly encapsulate GetUniqueId

* placing struct defintion in guard to avoid duplicate code errors

* addressing linting errors

* removing

* removing additional arguments to AllReduer initialization

* removing distributed flag

* making comm init symmetric

* removing distributed flag

* changing ncclCommInit to support multiple modalities

* fix indenting

* updating ncclCommInitRank block with necessary group calls

* fix indenting

* adding print statement, and updating accessor in vector

* improving print statement to end-line

* generalizing nccl_rank construction using rabit

* assume device_ordinals is the same for every node

* test, assume device_ordinals is identical for all nodes

* test, assume device_ordinals is unique for all nodes

* changing names of offset variable to be more descriptive, editing indenting

* wrapping ncclUniqueId GetUniqueId() and aesthetic changes

* adding synchronization, and tests for distributed

* adding  to tests

* fixing broken #endif

* fixing initialization of gpu histograms, correcting errors in tests

* adding to contributors list

* adding distributed tests to jenkins

* fixing bad path in distributed test

* debugging

* adding kubernetes for distributed tests

* adding proper import for OrderedDict

* adding urllib3==1.22 to address ordered_dict import error

* added sleep to allow workers to save their models for comparison

* adding name to GPU contributors under docs

.clang-tidy

@@ -1,11 +1,10 @@
-Checks: 'modernize-*,-modernize-make-*,-modernize-raw-string-literal,google-*,-google-default-arguments,-clang-diagnostic-#pragma-messages,readability-identifier-naming'
+Checks: 'modernize-*,-modernize-make-*,-modernize-use-auto,-modernize-raw-string-literal,google-*,-google-default-arguments,-clang-diagnostic-#pragma-messages,readability-identifier-naming'
 CheckOptions:
   - { key: readability-identifier-naming.ClassCase,           value: CamelCase  }
   - { key: readability-identifier-naming.StructCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypeAliasCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypedefCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypeTemplateParameterCase,          value: CamelCase  }
-  - { key: readability-identifier-naming.LocalVariableCase,          value: lower_case  }
   - { key: readability-identifier-naming.MemberCase,          value: lower_case  }
   - { key: readability-identifier-naming.PrivateMemberSuffix,           value: '_'  }
   - { key: readability-identifier-naming.ProtectedMemberSuffix,           value: '_'  }

.editorconfig

@@ -0,0 +1,11 @@
+root = true
+
+[*]
+charset=utf-8
+indent_style = space
+indent_size = 2
+insert_final_newline = true
+
+[*.py]
+indent_style = space
+indent_size = 4

.github/ISSUE_TEMPLATE.md

@@ -0,0 +1,7 @@
+Thanks for participating in the XGBoost community! We use https://discuss.xgboost.ai for any general usage questions and discussions. The issue tracker is used for actionable items such as feature proposals discussion, roadmaps, and bug tracking.  You are always welcomed to post on the forum first :)
+
+Issues that are inactive for a period of time may get closed. We adopt this policy so that we won't lose track of actionable issues that may fall at the bottom of the pile. Feel free to reopen a new one if you feel there is an additional problem that needs attention when an old one gets closed.
+
+For bug reports, to help the developer act on the issues, please include a description of your environment, preferably a minimum script to reproduce the problem.
+
+For feature proposals, list clear, small actionable items so we can track the progress of the change.

.github/lock.yml

@@ -0,0 +1,32 @@
+# Configuration for lock-threads - https://github.com/dessant/lock-threads
+
+# Number of days of inactivity before a closed issue or pull request is locked
+daysUntilLock: 90
+
+# Issues and pull requests with these labels will not be locked. Set to `[]` to disable
+exemptLabels:
+  - feature-request
+
+# Label to add before locking, such as `outdated`. Set to `false` to disable
+lockLabel: false
+
+# Comment to post before locking. Set to `false` to disable
+lockComment: false
+
+# Assign `resolved` as the reason for locking. Set to `false` to disable
+setLockReason: true
+
+# Limit to only `issues` or `pulls`
+# only: issues
+
+# Optionally, specify configuration settings just for `issues` or `pulls`
+# issues:
+#   exemptLabels:
+#     - help-wanted
+#   lockLabel: outdated
+
+# pulls:
+#   daysUntilLock: 30
+
+# Repository to extend settings from
+# _extends: repo

.gitignore

@@ -91,3 +91,4 @@ lib/
 metastore_db
 
 plugin/updater_gpu/test/cpp/data
+/include/xgboost/build_config.h

.gitmodules

@@ -4,9 +4,6 @@
 [submodule "rabit"]
 	path = rabit
 	url = https://github.com/dmlc/rabit
-[submodule "nccl"]
-	path = nccl
-	url = https://github.com/dmlc/nccl
 [submodule "cub"]
 	path = cub
 	url = https://github.com/NVlabs/cub

.travis.yml

@@ -6,9 +6,7 @@ os:
   - linux
   - osx
 
-osx_image: xcode8
-
-group: deprecated-2017Q4
+osx_image: xcode9.3
 
 # Use Build Matrix to do lint and build seperately
 env:
@@ -26,6 +24,10 @@ env:
     - TASK=cmake_test
     # c++ test
     - TASK=cpp_test
+    # distributed test
+    - TASK=distributed_test
+    # address sanitizer test
+    - TASK=sanitizer_test
 
 matrix:
   exclude:
@@ -39,6 +41,10 @@ matrix:
       env: TASK=python_lightweight_test
     - os: osx
       env: TASK=cpp_test
+    - os: osx
+      env: TASK=distributed_test
+    - os: osx
+      env: TASK=sanitizer_test
 
 # dependent apt packages
 addons:
@@ -58,6 +64,13 @@ addons:
       - graphviz
       - gcc-4.8
       - g++-4.8
+      - gcc-7
+      - g++-7
+  homebrew:
+    packages:
+      - gcc@7
+      - graphviz
+    update: true
 
 before_install:
   - source dmlc-core/scripts/travis/travis_setup_env.sh

CMakeLists.txt

@@ -8,19 +8,31 @@ set_default_configuration_release()
 msvc_use_static_runtime()
 
 # Options
-option(USE_CUDA  "Build with GPU acceleration") 
-option(USE_AVX  "Build with AVX instructions. May not produce identical results due to approximate math." OFF) 
-option(USE_NCCL "Build using NCCL for multi-GPU. Also requires USE_CUDA") 
-option(JVM_BINDINGS "Build JVM bindings" OFF)
-option(GOOGLE_TEST "Build google tests" OFF)
-option(R_LIB "Build shared library for R package" OFF)
+## GPUs
+option(USE_CUDA  "Build with GPU acceleration" OFF)
+option(USE_NCCL  "Build with multiple GPUs support" OFF)
 set(GPU_COMPUTE_VER "" CACHE STRING
   "Space separated list of compute versions to be built against, e.g. '35 61'")
 
+## Bindings
+option(JVM_BINDINGS "Build JVM bindings" OFF)
+option(R_LIB "Build shared library for R package" OFF)
+
+## Devs
+option(USE_SANITIZER "Use santizer flags" OFF)
+option(SANITIZER_PATH "Path to sanitizes.")
+set(ENABLED_SANITIZERS "address" "leak" CACHE STRING
+  "Semicolon separated list of sanitizer names. E.g 'address;leak'. Supported sanitizers are
+address, leak and thread.")
+option(GOOGLE_TEST "Build google tests" OFF)
+
+# Plugins
+option(PLUGIN_LZ4 "Build lz4 plugin" OFF)
+option(PLUGIN_DENSE_PARSER "Build dense parser plugin" OFF)
+
 # Deprecation warning
-if(PLUGIN_UPDATER_GPU)
-  set(USE_CUDA ON)
-  message(WARNING "The option 'PLUGIN_UPDATER_GPU' is deprecated. Set 'USE_CUDA' instead.")
+if(USE_AVX)
+  message(WARNING "The option 'USE_AVX' is deprecated as experimental AVX features have been removed from xgboost.")
 endif()
 
 # Compiler flags
@@ -39,17 +51,42 @@ else()
   # Performance
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -funroll-loops")
 endif()
-
-# AVX
-if(USE_AVX)
-  if(MSVC)
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:AVX")
-  else()
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx")
-  endif()
-  add_definitions(-DXGBOOST_USE_AVX)
+if(WIN32 AND MINGW)
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -static-libstdc++")
 endif()
 
+# Check existence of software pre-fetching
+include(CheckCXXSourceCompiles)
+check_cxx_source_compiles("
+#include <xmmintrin.h>
+int main() {
+  char data = 0;
+  const char* address = &data;
+  _mm_prefetch(address, _MM_HINT_NTA);
+  return 0;
+}
+" XGBOOST_MM_PREFETCH_PRESENT)
+check_cxx_source_compiles("
+int main() {
+  char data = 0;
+  const char* address = &data;
+  __builtin_prefetch(address, 0, 0);
+  return 0;
+}
+" XGBOOST_BUILTIN_PREFETCH_PRESENT)
+
+# Sanitizer
+if(USE_SANITIZER)
+  include(cmake/Sanitizer.cmake)
+  enable_sanitizers("${ENABLED_SANITIZERS}")
+endif(USE_SANITIZER)
+
+# dmlc-core
+add_subdirectory(dmlc-core)
+set(LINK_LIBRARIES dmlc rabit)
+
+# enable custom logging
+add_definitions(-DDMLC_LOG_CUSTOMIZE=1)
 
 # compiled code customizations for R package
 if(R_LIB)
@@ -64,13 +101,20 @@ if(R_LIB)
   )
 endif()
 
+# Gather source files
 include_directories (
     ${PROJECT_SOURCE_DIR}/include
     ${PROJECT_SOURCE_DIR}/dmlc-core/include
     ${PROJECT_SOURCE_DIR}/rabit/include
 )
 
-file(GLOB_RECURSE SOURCES 
+# Generate configurable header
+set(CMAKE_LOCAL "${PROJECT_SOURCE_DIR}/cmake")
+set(INCLUDE_ROOT "${PROJECT_SOURCE_DIR}/include")
+message(STATUS "${CMAKE_LOCAL}/build_config.h.in -> ${INCLUDE_ROOT}/xgboost/build_config.h")
+configure_file("${CMAKE_LOCAL}/build_config.h.in" "${INCLUDE_ROOT}/xgboost/build_config.h")
+
+file(GLOB_RECURSE SOURCES
     src/*.cc
     src/*.h
     include/*.h
@@ -84,8 +128,17 @@ file(GLOB_RECURSE CUDA_SOURCES
     src/*.cuh
 )
 
+# Add plugins to source files
+if(PLUGIN_LZ4)
+  list(APPEND SOURCES plugin/lz4/sparse_page_lz4_format.cc)
+  link_libraries(lz4)
+endif()
+if(PLUGIN_DENSE_PARSER)
+  list(APPEND SOURCES plugin/dense_parser/dense_libsvm.cc)
+endif()
+
 # rabit
-# TODO: Create rabit cmakelists.txt
+# TODO: Use CMakeLists.txt from rabit.
 set(RABIT_SOURCES
     rabit/src/allreduce_base.cc
     rabit/src/allreduce_robust.cc
@@ -96,6 +149,7 @@ set(RABIT_EMPTY_SOURCES
     rabit/src/engine_empty.cc
     rabit/src/c_api.cc
 )
+
 if(MINGW OR R_LIB)
   # build a dummy rabit library
   add_library(rabit STATIC ${RABIT_EMPTY_SOURCES})
@@ -103,22 +157,21 @@ else()
   add_library(rabit STATIC ${RABIT_SOURCES})
 endif()
 
+if (GENERATE_COMPILATION_DATABASE)
+  set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
+endif (GENERATE_COMPILATION_DATABASE)
 
-# dmlc-core
-add_subdirectory(dmlc-core)
-set(LINK_LIBRARIES dmlc rabit)
-
-
-if(USE_CUDA)
+if(USE_CUDA AND (NOT GENERATE_COMPILATION_DATABASE))
   find_package(CUDA 8.0 REQUIRED)
   cmake_minimum_required(VERSION 3.5)
 
   add_definitions(-DXGBOOST_USE_CUDA)
-  
+
   include_directories(cub)
 
   if(USE_NCCL)
-    include_directories(nccl/src)
+    find_package(Nccl REQUIRED)
+    cuda_include_directories(${NCCL_INCLUDE_DIR})
     add_definitions(-DXGBOOST_USE_NCCL)
   endif()
 
@@ -131,16 +184,46 @@ if(USE_CUDA)
     set(CUDA_NVCC_FLAGS "${CUDA_NVCC_FLAGS};-Xcompiler -fPIC; -Xcompiler -Werror; -std=c++11")
   endif()
 
+  cuda_add_library(gpuxgboost ${CUDA_SOURCES} STATIC)
+
   if(USE_NCCL)
-    add_subdirectory(nccl)
+    link_directories(${NCCL_LIBRARY})
+    target_link_libraries(gpuxgboost ${NCCL_LIB_NAME})
+  endif()
+  list(APPEND LINK_LIBRARIES gpuxgboost)
+
+elseif (USE_CUDA AND GENERATE_COMPILATION_DATABASE)
+  # Enable CUDA language to generate a compilation database.
+  cmake_minimum_required(VERSION 3.8)
+
+  find_package(CUDA 8.0 REQUIRED)
+  enable_language(CUDA)
+  set(CMAKE_CUDA_COMPILER clang++)
+  set(CUDA_SEPARABLE_COMPILATION ON)
+  if (NOT CLANG_CUDA_GENCODE)
+    set(CLANG_CUDA_GENCODE "--cuda-gpu-arch=sm_35")
+  endif (NOT CLANG_CUDA_GENCODE)
+  set(CMAKE_CUDA_FLAGS " -Wno-deprecated  ${CLANG_CUDA_GENCODE} -fPIC ${GENCODE} -std=c++11 -x cuda")
+  message(STATUS "CMAKE_CUDA_FLAGS: ${CMAKE_CUDA_FLAGS}")
+
+  add_library(gpuxgboost STATIC ${CUDA_SOURCES})
+
+  if(USE_NCCL)
+    find_package(Nccl REQUIRED)
+    target_include_directories(gpuxgboost PUBLIC ${NCCL_INCLUDE_DIR})
+    target_compile_definitions(gpuxgboost PUBLIC -DXGBOOST_USE_NCCL)
+    target_link_libraries(gpuxgboost PUBLIC ${NCCL_LIB_NAME})
   endif()
 
-  cuda_add_library(gpuxgboost ${CUDA_SOURCES} STATIC)
-  
-  if(USE_NCCL)
-    target_link_libraries(gpuxgboost nccl)
-  endif()
-  list(APPEND LINK_LIBRARIES gpuxgboost) 
+  target_compile_definitions(gpuxgboost PUBLIC -DXGBOOST_USE_CUDA)
+  # A hack for CMake to make arguments valid for clang++
+  string(REPLACE "-x cu" "-x cuda" CMAKE_CUDA_COMPILE_PTX_COMPILATION
+    ${CMAKE_CUDA_COMPILE_PTX_COMPILATION})
+  string(REPLACE "-x cu" "-x cuda" CMAKE_CUDA_COMPILE_WHOLE_COMPILATION
+    ${CMAKE_CUDA_COMPILE_WHOLE_COMPILATION})
+  string(REPLACE "-x cu" "-x cuda" CMAKE_CUDA_COMPILE_SEPARABLE_COMPILATION
+    ${CMAKE_CUDA_COMPILE_SEPARABLE_COMPILATION})
+  target_include_directories(gpuxgboost PUBLIC cub)
 endif()
 
 
@@ -156,7 +239,6 @@ endif()
 
 add_library(objxgboost OBJECT ${SOURCES})
 
-
 # building shared library for R package
 if(R_LIB)
   find_package(LibR REQUIRED)
@@ -164,22 +246,25 @@ if(R_LIB)
   list(APPEND LINK_LIBRARIES "${LIBR_CORE_LIBRARY}")
   MESSAGE(STATUS "LIBR_CORE_LIBRARY " ${LIBR_CORE_LIBRARY})
 
-  include_directories(
+  # Shared library target for the R package
+  add_library(xgboost SHARED $<TARGET_OBJECTS:objxgboost>)
+  include_directories(xgboost
     "${LIBR_INCLUDE_DIRS}"
     "${PROJECT_SOURCE_DIR}"
   )
 
-  # Shared library target for the R package
-  add_library(xgboost SHARED $<TARGET_OBJECTS:objxgboost>)
   target_link_libraries(xgboost ${LINK_LIBRARIES})
   # R uses no lib prefix in shared library names of its packages
   set_target_properties(xgboost PROPERTIES PREFIX "")
+  if(APPLE)
+    set_target_properties(xgboost PROPERTIES SUFFIX ".so")
+  endif()
 
   setup_rpackage_install_target(xgboost ${CMAKE_CURRENT_BINARY_DIR})
   # use a dummy location for any other remaining installs
   set(CMAKE_INSTALL_PREFIX "${CMAKE_CURRENT_BINARY_DIR}/dummy_inst")
 
-# main targets: shared library & exe
+  # main targets: shared library & exe
 else()
   # Executable
   add_executable(runxgboost $<TARGET_OBJECTS:objxgboost> src/cli_main.cc)
@@ -202,41 +287,53 @@ else()
   add_dependencies(xgboost runxgboost)
 endif()
 
-
 # JVM
 if(JVM_BINDINGS)
     find_package(JNI QUIET REQUIRED)
 
-    include_directories(${JNI_INCLUDE_DIRS} jvm-packages/xgboost4j/src/native)
-
     add_library(xgboost4j SHARED
-        $<TARGET_OBJECTS:objxgboost>
-        jvm-packages/xgboost4j/src/native/xgboost4j.cpp)
-    set_output_directory(xgboost4j ${PROJECT_SOURCE_DIR}/lib)
+      $<TARGET_OBJECTS:objxgboost>
+      jvm-packages/xgboost4j/src/native/xgboost4j.cpp)
+    target_include_directories(xgboost4j
+      PRIVATE ${JNI_INCLUDE_DIRS}
+      PRIVATE jvm-packages/xgboost4j/src/native)
     target_link_libraries(xgboost4j
-        ${LINK_LIBRARIES}
-        ${JAVA_JVM_LIBRARY})
+      ${LINK_LIBRARIES}
+      ${JAVA_JVM_LIBRARY})
+    set_output_directory(xgboost4j ${PROJECT_SOURCE_DIR}/lib)
 endif()
 
 
 # Test
 if(GOOGLE_TEST)
-  find_package(GTest REQUIRED)
   enable_testing()
+  find_package(GTest REQUIRED)
 
   file(GLOB_RECURSE TEST_SOURCES "tests/cpp/*.cc")
   auto_source_group("${TEST_SOURCES}")
-  include_directories(${GTEST_INCLUDE_DIR})
 
-  if(USE_CUDA)
+  if(USE_CUDA AND (NOT GENERATE_COMPILATION_DATABASE))
     file(GLOB_RECURSE CUDA_TEST_SOURCES "tests/cpp/*.cu")
+    cuda_include_directories(${GTEST_INCLUDE_DIRS})
     cuda_compile(CUDA_TEST_OBJS ${CUDA_TEST_SOURCES})
+  elseif (USE_CUDA AND GENERATE_COMPILATION_DATABASE)
+    file(GLOB_RECURSE CUDA_TEST_SOURCES "tests/cpp/*.cu")
   else()
     set(CUDA_TEST_OBJS "")
   endif()
 
-  add_executable(testxgboost ${TEST_SOURCES} ${CUDA_TEST_OBJS} $<TARGET_OBJECTS:objxgboost>)
+  if (USE_CUDA AND GENERATE_COMPILATION_DATABASE)
+    add_executable(testxgboost ${TEST_SOURCES} ${CUDA_TEST_SOURCES}
+      $<TARGET_OBJECTS:objxgboost>)
+    target_include_directories(testxgboost PRIVATE cub)
+  else ()
+    add_executable(testxgboost ${TEST_SOURCES} ${CUDA_TEST_OBJS}
+      $<TARGET_OBJECTS:objxgboost>)
+  endif ()
+
   set_output_directory(testxgboost ${PROJECT_SOURCE_DIR})
+  target_include_directories(testxgboost
+    PRIVATE ${GTEST_INCLUDE_DIRS})
   target_link_libraries(testxgboost ${GTEST_LIBRARIES} ${LINK_LIBRARIES})
 
   add_test(TestXGBoost testxgboost)

CONTRIBUTORS.md

@@ -6,21 +6,30 @@ Committers
 ----------
 Committers are people who have made substantial contribution to the project and granted write access to the project.
 * [Tianqi Chen](https://github.com/tqchen), University of Washington
-  - Tianqi is a PhD working on large-scale machine learning, he is the creator of the project.
+  - Tianqi is a Ph.D. student working on large-scale machine learning. He is the creator of the project.
 * [Tong He](https://github.com/hetong007), Amazon AI
-  - Tong is an applied scientist in Amazon AI, he is the maintainer of xgboost R package.
+  - Tong is an applied scientist in Amazon AI. He is the maintainer of XGBoost R package.
 * [Vadim Khotilovich](https://github.com/khotilov)
   - Vadim contributes many improvements in R and core packages.
 * [Bing Xu](https://github.com/antinucleon)
-  - Bing is the original creator of xgboost python package and currently the maintainer of [XGBoost.jl](https://github.com/antinucleon/XGBoost.jl).
+  - Bing is the original creator of XGBoost Python package and currently the maintainer of [XGBoost.jl](https://github.com/antinucleon/XGBoost.jl).
 * [Michael Benesty](https://github.com/pommedeterresautee)
-  - Micheal is a lawyer, data scientist in France, he is the creator of xgboost interactive analysis module in R.
-* [Yuan Tang](https://github.com/terrytangyuan)
-  - Yuan is a data scientist in Chicago, US. He contributed mostly in R and Python packages.
-* [Nan Zhu](https://github.com/CodingCat)
-  - Nan is a software engineer in Microsoft. He contributed mostly in JVM packages.
-* [Sergei Lebedev](https://github.com/superbobry)
-  - Serget is a software engineer in Criteo. He contributed mostly in JVM packages.
+  - Michael is a lawyer and data scientist in France. He is the creator of XGBoost interactive analysis module in R.
+* [Yuan Tang](https://github.com/terrytangyuan), Ant Financial
+  - Yuan is a software engineer in Ant Financial. He contributed mostly in R and Python packages.
+* [Nan Zhu](https://github.com/CodingCat), Uber
+  - Nan is a software engineer in Uber. He contributed mostly in JVM packages.
+* [Sergei Lebedev](https://github.com/superbobry), Criteo
+  - Sergei is a software engineer in Criteo. He contributed mostly in JVM packages.
+* [Hongliang Liu](https://github.com/phunterlau)
+* [Scott Lundberg](http://scottlundberg.com/), University of Washington
+  - Scott is a Ph.D. student at University of Washington. He is the creator of SHAP, a unified approach to explain the output of machine learning models such as decision tree ensembles. He also helps maintain the XGBoost Julia package.
+* [Rory Mitchell](https://github.com/RAMitchell), University of Waikato
+  - Rory is a Ph.D. student at University of Waikato. He is the original creator of the GPU training algorithms. He improved the CMake build system and continuous integration. 
+* [Hyunsu Cho](http://hyunsu-cho.io/), Amazon AI
+  - Hyunsu is an applied scientist in Amazon AI. He is the maintainer of the XGBoost Python package. He also manages the Jenkins continuous integration system (https://xgboost-ci.net/). He is the initial author of the CPU 'hist' updater. 
+* [Jiaming](https://github.com/trivialfis)
+  - Jiaming contributed to the GPU algorithms. He has also introduced new abstractions to improve the quality of the C++ codebase.
 
 Become a Committer
 ------------------
@@ -36,28 +45,25 @@ List of Contributors
 * [Full List of Contributors](https://github.com/dmlc/xgboost/graphs/contributors)
   - To contributors: please add your name to the list when you submit a patch to the project:)
 * [Kailong Chen](https://github.com/kalenhaha)
-  - Kailong is an early contributor of xgboost, he is creator of ranking objectives in xgboost.
+  - Kailong is an early contributor of XGBoost, he is creator of ranking objectives in XGBoost.
 * [Skipper Seabold](https://github.com/jseabold)
-  - Skipper is the major contributor to the scikit-learn module of xgboost.
+  - Skipper is the major contributor to the scikit-learn module of XGBoost.
 * [Zygmunt Zając](https://github.com/zygmuntz)
   - Zygmunt is the master behind the early stopping feature frequently used by kagglers.
 * [Ajinkya Kale](https://github.com/ajkl)
 * [Boliang Chen](https://github.com/cblsjtu)
 * [Yangqing Men](https://github.com/yanqingmen)
-  - Yangqing is the creator of xgboost java package.
+  - Yangqing is the creator of XGBoost java package.
 * [Engpeng Yao](https://github.com/yepyao)
 * [Giulio](https://github.com/giuliohome)
-  - Giulio is the creator of windows project of xgboost
+  - Giulio is the creator of Windows project of XGBoost
 * [Jamie Hall](https://github.com/nerdcha)
-  - Jamie is the initial creator of xgboost sklearn module.
+  - Jamie is the initial creator of XGBoost scikit-learn module.
 * [Yen-Ying Lee](https://github.com/white1033)
 * [Masaaki Horikoshi](https://github.com/sinhrks)
-  - Masaaki is the initial creator of xgboost python plotting module.
-* [Hongliang Liu](https://github.com/phunterlau)
-* [Hyunsu Cho](http://hyunsu-cho.io/)
-  - Hyunsu is the maintainer of the XGBoost Python package. He is in charge of submitting the Python package to Python Package Index (PyPI). He is also the initial author of the CPU 'hist' updater.
+  - Masaaki is the initial creator of XGBoost Python plotting module.
 * [daiyl0320](https://github.com/daiyl0320)
-  - daiyl0320 contributed patch to xgboost distributed version more robust, and scales stably on TB scale datasets.
+  - daiyl0320 contributed patch to XGBoost distributed version more robust, and scales stably on TB scale datasets.
 * [Huayi Zhang](https://github.com/irachex)
 * [Johan Manders](https://github.com/johanmanders)
 * [yoori](https://github.com/yoori)
@@ -68,8 +74,17 @@ List of Contributors
 * [Alex Bain](https://github.com/convexquad)
 * [Baltazar Bieniek](https://github.com/bbieniek)
 * [Adam Pocock](https://github.com/Craigacp)
-* [Rory Mitchell](https://github.com/RAMitchell)
-  - Rory is the author of the GPU plugin and also contributed the cmake build system and windows continuous integration
 * [Gideon Whitehead](https://github.com/gaw89)
 * [Yi-Lin Juang](https://github.com/frankyjuang)
 * [Andrew Hannigan](https://github.com/andrewhannigan)
+* [Andy Adinets](https://github.com/canonizer)
+* [Henry Gouk](https://github.com/henrygouk)
+* [Pierre de Sahb](https://github.com/pdesahb)
+* [liuliang01](https://github.com/liuliang01)
+  - liuliang01 added support for the qid column for LibSVM input format. This makes ranking task easier in distributed setting.
+* [Andrew Thia](https://github.com/BlueTea88)
+  - Andrew Thia implemented feature interaction constraints
+* [Wei Tian](https://github.com/weitian)
+* [Chen Qin](https://github.com/chenqin)
+* [Sam Wilkinson](https://samwilkinson.io)
+* [Matthew Jones](https://github.com/mt-jones)

ISSUE_TEMPLATE.md

@@ -1,44 +0,0 @@
-For bugs or installation issues, please provide the following information.
-The more information you provide, the more easily we will be able to offer
-help and advice.
-
-## Environment info
-Operating System:
-
-Compiler:
-
-Package used (python/R/jvm/C++):
-
-`xgboost` version used:
-
-If installing from source, please provide 
-
-1. The commit hash (`git rev-parse HEAD`)
-2. Logs will be helpful (If logs are large, please upload as attachment).
-
-If you are using jvm package, please 
-
-1. add [jvm-packages] in the title to make it quickly be identified
-2. the gcc version and distribution
-
-If you are using python package, please provide
-
-1. The python version and distribution
-2. The command to install `xgboost` if you are not installing from source
-
-If you are using R package, please provide
-
-1. The R `sessionInfo()`
-2. The command to install `xgboost` if you are not installing from source
-
-## Steps to reproduce
-
-1.
-2.
-3.
-
-## What have you tried?
-
-1.
-2.
-3.

Jenkinsfile

@@ -3,13 +3,21 @@
 // Jenkins pipeline
 // See documents at https://jenkins.io/doc/book/pipeline/jenkinsfile/
 
+import groovy.transform.Field
+
+/* Unrestricted tasks: tasks that do NOT generate artifacts */
+
 // Command to run command inside a docker container
-dockerRun = 'tests/ci_build/ci_build.sh'
+def dockerRun = 'tests/ci_build/ci_build.sh'
+// Utility functions
+@Field
+def utils
 
 def buildMatrix = [
-    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "9.1" ],
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "9.2", "multiGpu": true],
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "9.2" ],
     [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "8.0" ],
-    [ "enabled": false,  "os" : "linux", "withGpu": false, "withNccl": false, "withOmp": true, "pythonVersion": "2.7", "cudaVersion": ""  ],
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": false, "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "8.0" ],
 ]
 
 pipeline {
@@ -26,104 +34,94 @@ pipeline {
 
     // Build stages
     stages {
-        stage('Get sources') {
-            agent any
+        stage('Jenkins: Get sources') {
+            agent {
+                label 'unrestricted'
+            }
             steps {
-                checkoutSrcs()
+                script {
+                    utils = load('tests/ci_build/jenkins_tools.Groovy')
+                    utils.checkoutSrcs()
+                }
                 stash name: 'srcs', excludes: '.git/'
                 milestone label: 'Sources ready', ordinal: 1
             }
         }
-        stage('Build & Test') {
+        stage('Jenkins: Build & Test') {
             steps {
                 script {
                     parallel (buildMatrix.findAll{it['enabled']}.collectEntries{ c ->
-                        def buildName = getBuildName(c)
-                        buildFactory(buildName, c)
-                    })
+                        def buildName = utils.getBuildName(c)
+                        utils.buildFactory(buildName, c, false, this.&buildPlatformCmake)
+                    } + [ "clang-tidy" : { buildClangTidyJob() } ])
                 }
             }
         }
     }
 }
 
-// initialize source codes
-def checkoutSrcs() {
-  retry(5) {
-    try {
-      timeout(time: 2, unit: 'MINUTES') {
-        checkout scm
-        sh 'git submodule update --init'
-      }
-    } catch (exc) {
-      deleteDir()
-      error "Failed to fetch source codes"
-    }
-  }
-}
-
-/**
- * Creates cmake and make builds
- */
-def buildFactory(buildName, conf) {
-    def os = conf["os"]
-    def nodeReq = conf["withGpu"] ? "${os} && gpu" : "${os}"
-    def dockerTarget = conf["withGpu"] ? "gpu" : "cpu"
-    [ ("${buildName}") : { buildPlatformCmake("${buildName}", conf, nodeReq, dockerTarget) }
-    ]
-}
-
 /**
  * Build platform and test it via cmake.
  */
 def buildPlatformCmake(buildName, conf, nodeReq, dockerTarget) {
-    def opts = cmakeOptions(conf)
+    def opts = utils.cmakeOptions(conf)
     // Destination dir for artifacts
     def distDir = "dist/${buildName}"
     def dockerArgs = ""
-    if(conf["withGpu"]){
+    if (conf["withGpu"]) {
         dockerArgs = "--build-arg CUDA_VERSION=" + conf["cudaVersion"]
     }
+    def test_suite = conf["withGpu"] ? (conf["multiGpu"] ? "mgpu" : "gpu") : "cpu"
     // Build node - this is returned result
-    node(nodeReq) {
-        unstash name: 'srcs'
-        echo """
-        |===== XGBoost CMake build =====
-        |  dockerTarget: ${dockerTarget}
-        |  cmakeOpts   : ${opts}
-        |=========================
-        """.stripMargin('|')
-        // Invoke command inside docker
-        sh """
-        ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/build_via_cmake.sh ${opts}
-        ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/test_${dockerTarget}.sh
-        ${dockerRun} ${dockerTarget} ${dockerArgs} bash -c "cd python-package; python setup.py bdist_wheel"
-        rm -rf "${distDir}"; mkdir -p "${distDir}/py"
-        cp xgboost "${distDir}"
-        cp -r lib "${distDir}"
-        cp -r python-package/dist "${distDir}/py"
-        # Test the wheel for compatibility on a barebones CPU container
-        ${dockerRun} release ${dockerArgs} bash -c " \
-            auditwheel show xgboost-*-py2-none-any.whl
-            pip install --user python-package/dist/xgboost-*-py2-none-any.whl && \
-            python -m nose tests/python"
-        """
-        archiveArtifacts artifacts: "${distDir}/**/*.*", allowEmptyArchive: true
+    retry(1) {
+        node(nodeReq) {
+            unstash name: 'srcs'
+            echo """
+            |===== XGBoost CMake build =====
+            |  dockerTarget: ${dockerTarget}
+            |  cmakeOpts   : ${opts}
+            |=========================
+            """.stripMargin('|')
+            // Invoke command inside docker
+            sh """
+            ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/build_via_cmake.sh ${opts}
+            ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/test_${test_suite}.sh
+            """
+            if (!conf["multiGpu"]) {
+                sh """
+                ${dockerRun} ${dockerTarget} ${dockerArgs} bash -c "cd python-package; rm -f dist/*; python setup.py bdist_wheel --universal"
+                rm -rf "${distDir}"; mkdir -p "${distDir}/py"
+                cp xgboost "${distDir}"
+                cp -r python-package/dist "${distDir}/py"
+                # Test the wheel for compatibility on a barebones CPU container
+                ${dockerRun} release ${dockerArgs} bash -c " \
+                    pip install --user python-package/dist/xgboost-*-none-any.whl && \
+		    pytest -v --fulltrace -s tests/python"
+                # Test the wheel for compatibility on CUDA 10.0 container
+                ${dockerRun} gpu --build-arg CUDA_VERSION=10.0 bash -c " \
+                    pip install --user python-package/dist/xgboost-*-none-any.whl && \
+		    pytest -v -s --fulltrace -m '(not mgpu) and (not slow)' tests/python-gpu"
+                """
+            }
+        }
     }
 }
 
-def cmakeOptions(conf) {
-    return ([
-        conf["withGpu"] ? '-DUSE_CUDA=ON' : '-DUSE_CUDA=OFF',
-        conf["withNccl"] ? '-DUSE_NCCL=ON' : '-DUSE_NCCL=OFF',
-        conf["withOmp"] ? '-DOPEN_MP:BOOL=ON' : '']
-        ).join(" ")
-}
-
-def getBuildName(conf) {
-    def gpuLabel = conf['withGpu'] ? "_cuda" + conf['cudaVersion'] : "_cpu"
-    def ompLabel = conf['withOmp'] ? "_omp" : ""
-    def pyLabel = "_py${conf['pythonVersion']}"
-    return "${conf['os']}${gpuLabel}${ompLabel}${pyLabel}"
-}
+/**
+ * Run a clang-tidy job on a GPU machine
+ */
+def buildClangTidyJob() {
+    def nodeReq = "linux && gpu && unrestricted"
+    node(nodeReq) {
+        unstash name: 'srcs'
+        echo "Running clang-tidy job..."
+        // Invoke command inside docker
+        // Install Google Test and Python yaml
+        dockerTarget = "clang_tidy"
+        dockerArgs = "--build-arg CUDA_VERSION=9.2"
+        sh """
+        ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/clang_tidy.sh
+        """
+      }
+  }
 

Jenkinsfile-restricted

@@ -0,0 +1,123 @@
+#!/usr/bin/groovy
+// -*- mode: groovy -*-
+// Jenkins pipeline
+// See documents at https://jenkins.io/doc/book/pipeline/jenkinsfile/
+
+import groovy.transform.Field
+
+/* Restricted tasks: tasks generating artifacts, such as binary wheels and
+                     documentation */
+
+// Command to run command inside a docker container
+def dockerRun = 'tests/ci_build/ci_build.sh'
+// Utility functions
+@Field
+def utils
+@Field
+def commit_id
+@Field
+def branch_name
+
+def buildMatrix = [
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "9.2" ],
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": true,  "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "8.0" ],
+    [ "enabled": true,  "os" : "linux", "withGpu": true, "withNccl": false, "withOmp": true, "pythonVersion": "2.7", "cudaVersion": "8.0" ],
+]
+
+pipeline {
+    // Each stage specify its own agent
+    agent none
+
+    // Setup common job properties
+    options {
+        ansiColor('xterm')
+        timestamps()
+        timeout(time: 120, unit: 'MINUTES')
+        buildDiscarder(logRotator(numToKeepStr: '10'))
+    }
+
+    // Build stages
+    stages {
+        stage('Jenkins: Get sources') {
+            agent {
+                label 'restricted'
+            }
+            steps {
+                script {
+                    utils = load('tests/ci_build/jenkins_tools.Groovy')
+                    utils.checkoutSrcs()
+                    commit_id = "${GIT_COMMIT}"
+                    branch_name = "${GIT_LOCAL_BRANCH}"
+                }
+                stash name: 'srcs', excludes: '.git/'
+                milestone label: 'Sources ready', ordinal: 1
+            }
+        }
+        stage('Jenkins: Build doc') {
+            steps {
+                script {
+                    retry(1) {
+                        node('linux && cpu && restricted') {
+                            unstash name: 'srcs'
+                            echo 'Building doc...'
+                            dir ('jvm-packages') {
+                                sh "bash ./build_doc.sh ${commit_id}"
+                                archiveArtifacts artifacts: "${commit_id}.tar.bz2", allowEmptyArchive: true
+                                echo 'Deploying doc...'
+                                withAWS(credentials:'xgboost-doc-bucket') {
+                                    s3Upload file: "${commit_id}.tar.bz2", bucket: 'xgboost-docs', acl: 'PublicRead', path: "${branch_name}.tar.bz2"
+                                }
+                            }
+                        }
+                    }
+                }
+            }
+        }
+
+        stage('Jenkins: Build artifacts') {
+            steps {
+                script {
+                    parallel (buildMatrix.findAll{it['enabled']}.collectEntries{ c ->
+                        def buildName = utils.getBuildName(c)
+                        utils.buildFactory(buildName, c, true, this.&buildPlatformCmake)
+                    })
+                }
+            }
+        }
+    }
+}
+
+/**
+ * Build platform and test it via cmake.
+ */
+def buildPlatformCmake(buildName, conf, nodeReq, dockerTarget) {
+    def opts = utils.cmakeOptions(conf)
+    // Destination dir for artifacts
+    def distDir = "dist/${buildName}"
+    def dockerArgs = ""
+    if(conf["withGpu"]){
+        dockerArgs = "--build-arg CUDA_VERSION=" + conf["cudaVersion"]
+    }
+    // Build node - this is returned result
+    retry(1) {
+        node(nodeReq) {
+            unstash name: 'srcs'
+            echo """
+            |===== XGBoost CMake build =====
+            |  dockerTarget: ${dockerTarget}
+            |  cmakeOpts   : ${opts}
+            |=========================
+            """.stripMargin('|')
+            // Invoke command inside docker
+            sh """
+            ${dockerRun} ${dockerTarget} ${dockerArgs} tests/ci_build/build_via_cmake.sh ${opts}
+            ${dockerRun} ${dockerTarget} ${dockerArgs} bash -c "cd python-package; rm -f dist/*; python setup.py bdist_wheel --universal"
+            rm -rf "${distDir}"; mkdir -p "${distDir}/py"
+            cp xgboost "${distDir}"
+            cp -r lib "${distDir}"
+            cp -r python-package/dist "${distDir}/py"
+            """
+            archiveArtifacts artifacts: "${distDir}/**/*.*", allowEmptyArchive: true
+        }
+    }
+}

LICENSE

@@ -1,13 +1,201 @@
-Copyright (c) 2016 by Contributors
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
 
-Licensed under the Apache License, Version 2.0 (the "License");
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-You may obtain a copy of the License at
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+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

Makefile

@@ -68,7 +68,7 @@ endif
 endif
 
 export LDFLAGS= -pthread -lm $(ADD_LDFLAGS) $(DMLC_LDFLAGS) $(PLUGIN_LDFLAGS)
-export CFLAGS=  -std=c++11 -Wall -Wno-unknown-pragmas -Iinclude $(ADD_CFLAGS) $(PLUGIN_CFLAGS)
+export CFLAGS= -DDMLC_LOG_CUSTOMIZE=1 -std=c++11 -Wall -Wno-unknown-pragmas -Iinclude $(ADD_CFLAGS) $(PLUGIN_CFLAGS)
 CFLAGS += -I$(DMLC_CORE)/include -I$(RABIT)/include -I$(GTEST_PATH)/include
 #java include path
 export JAVAINCFLAGS = -I${JAVA_HOME}/include -I./java
@@ -260,7 +260,8 @@ Rpack: clean_all
 	cp ./LICENSE xgboost
 	cat R-package/src/Makevars.in|sed '2s/.*/PKGROOT=./' | sed '3s/.*/ENABLE_STD_THREAD=0/' > xgboost/src/Makevars.in
 	cp xgboost/src/Makevars.in xgboost/src/Makevars.win
-	sed -i -e 's/@OPENMP_CXXFLAGS@/$$\(SHLIB_OPENMP_CFLAGS\)/g' xgboost/src/Makevars.win
+	sed -i -e 's/@OPENMP_CXXFLAGS@/$$\(SHLIB_OPENMP_CXXFLAGS\)/g' xgboost/src/Makevars.win
+	sed -i -e 's/-pthread/$$\(SHLIB_PTHREAD_FLAGS\)/g' xgboost/src/Makevars.win
 	bash R-package/remove_warning_suppression_pragma.sh
 	rm xgboost/remove_warning_suppression_pragma.sh
 

NEWS.md

@@ -3,6 +3,383 @@ XGBoost Change Log
 
 This file records the changes in xgboost library in reverse chronological order.
 
+## v0.82 (2019.03.03)
+This release is packed with many new features and bug fixes.
+
+### Roadmap: better performance scaling for multi-core CPUs (#3957)
+* Poor performance scaling of the `hist` algorithm for multi-core CPUs has been under investigation (#3810). #3957 marks an important step toward better performance scaling, by using software pre-fetching and replacing STL vectors with C-style arrays. Special thanks to @Laurae2 and @SmirnovEgorRu.
+* See #3810 for latest progress on this roadmap.
+
+### New feature: Distributed Fast Histogram Algorithm (`hist`) (#4011, #4102, #4140, #4128)
+* It is now possible to run the `hist` algorithm in distributed setting. Special thanks to @CodingCat. The benefits include:
+  1. Faster local computation via feature binning
+  2. Support for monotonic constraints and feature interaction constraints
+  3. Simpler codebase than `approx`, allowing for future improvement
+* Depth-wise tree growing is now performed in a separate code path, so that cross-node syncronization is performed only once per level.
+
+### New feature: Multi-Node, Multi-GPU training (#4095)
+* Distributed training is now able to utilize clusters equipped with NVIDIA GPUs. In particular, the rabit AllReduce layer will communicate GPU device information. Special thanks to @mt-jones, @RAMitchell, @rongou, @trivialfis, @canonizer, and @jeffdk.
+* Resource management systems will be able to assign a rank for each GPU in the cluster.
+* In Dask, users will be able to construct a collection of XGBoost processes over an inhomogeneous device cluster (i.e. workers with different number and/or kinds of GPUs).
+
+### New feature: Multiple validation datasets in XGBoost4J-Spark (#3904, #3910)
+* You can now track the performance of the model during training with multiple evaluation datasets. By specifying `eval_sets` or call `setEvalSets` over a `XGBoostClassifier` or `XGBoostRegressor`, you can pass in multiple evaluation datasets typed as a `Map` from `String` to `DataFrame`. Special thanks to @CodingCat.
+* See the usage of multiple validation datasets [here](https://github.com/dmlc/xgboost/blob/0c1d5f1120c0a159f2567b267f0ec4ffadee00d0/jvm-packages/xgboost4j-example/src/main/scala/ml/dmlc/xgboost4j/scala/example/spark/SparkTraining.scala#L66-L78)
+
+### New feature: Additional metric functions for GPUs (#3952)
+* Element-wise metrics have been ported to GPU: `rmse`, `mae`, `logloss`, `poisson-nloglik`, `gamma-deviance`, `gamma-nloglik`, `error`, `tweedie-nloglik`. Special thanks to @trivialfis and @RAMitchell.
+* With supported metrics, XGBoost will select the correct devices based on your system and `n_gpus` parameter.
+
+### New feature: Column sampling at individual nodes (splits) (#3971)
+* Columns (features) can now be sampled at individual tree nodes, in addition to per-tree and per-level sampling. To enable per-node sampling, set `colsample_bynode` parameter, which represents the fraction of columns sampled at each node. This parameter is set to 1.0 by default (i.e. no sampling per node). Special thanks to @canonizer.
+* The `colsample_bynode` parameter works cumulatively with other `colsample_by*` parameters: for example, `{'colsample_bynode':0.5, 'colsample_bytree':0.5}` with 100 columns will give 25 features to choose from at each split.
+
+### Major API change: consistent logging level via `verbosity` (#3982, #4002, #4138)
+* XGBoost now allows fine-grained control over logging. You can set `verbosity` to 0 (silent), 1 (warning), 2 (info), and 3 (debug). This is useful for controlling the amount of logging outputs. Special thanks to @trivialfis.
+* Parameters `silent` and `debug_verbose` are now deprecated.
+* Note: Sometimes XGBoost tries to change configurations based on heuristics, which is displayed as warning message.  If there's unexpected behaviour, please try to increase value of verbosity.
+
+### Major bug fix: external memory (#4040, #4193)
+* Clarify object ownership in multi-threaded prefetcher, to avoid memory error.
+* Correctly merge two column batches (which uses [CSC layout](https://en.wikipedia.org/wiki/Sparse_matrix#Compressed_sparse_column_(CSC_or_CCS))).
+* Add unit tests for external memory.
+* Special thanks to @trivialfis and @hcho3.
+
+### Major bug fix: early stopping fixed in XGBoost4J and XGBoost4J-Spark (#3928, #4176)
+* Early stopping in XGBoost4J and XGBoost4J-Spark is now consistent with its counterpart in the Python package. Training stops if the current iteration is `earlyStoppingSteps` away from the best iteration. If there are multiple evaluation sets, only the last one is used to determinate early stop.
+* See the updated documentation [here](https://xgboost.readthedocs.io/en/release_0.82/jvm/xgboost4j_spark_tutorial.html#early-stopping)
+* Special thanks to @CodingCat, @yanboliang, and @mingyang.
+
+### Major bug fix: infrequent features should not crash distributed training (#4045)
+* For infrequently occuring features, some partitions may not get any instance. This scenario used to crash distributed training due to mal-formed ranges. The problem has now been fixed.
+* In practice, one-hot-encoded categorical variables tend to produce rare features, particularly when the cardinality is high.
+* Special thanks to @CodingCat.
+
+### Performance improvements
+* Faster, more space-efficient radix sorting in `gpu_hist` (#3895)
+* Subtraction trick in histogram calculation in `gpu_hist` (#3945)
+* More performant re-partition in XGBoost4J-Spark (#4049)
+
+### Bug-fixes
+* Fix semantics of `gpu_id` when running multiple XGBoost processes on a multi-GPU machine (#3851)
+* Fix page storage path for external memory on Windows (#3869)
+* Fix configuration setup so that DART utilizes GPU (#4024)
+* Eliminate NAN values from SHAP prediction (#3943)
+* Prevent empty quantile sketches in `hist` (#4155)
+* Enable running objectives with 0 GPU (#3878)
+* Parameters are no longer dependent on system locale (#3891, #3907)
+* Use consistent data type in the GPU coordinate descent code (#3917)
+* Remove undefined behavior in the CLI config parser on the ARM platform (#3976)
+* Initialize counters in GPU AllReduce (#3987)
+* Prevent deadlocks in GPU AllReduce (#4113)
+* Load correct values from sliced NumPy arrays (#4147, #4165)
+* Fix incorrect GPU device selection (#4161)
+* Make feature binning logic in `hist` aware of query groups when running a ranking task (#4115). For ranking task, query groups are weighted, not individual instances.
+* Generate correct C++ exception type for `LOG(FATAL)` macro (#4159)
+* Python package
+  - Python package should run on system without `PATH` environment variable (#3845)
+  - Fix `coef_` and `intercept_` signature to be compatible with `sklearn.RFECV` (#3873)
+  - Use UTF-8 encoding in Python package README, to support non-English locale (#3867)
+  - Add AUC-PR to list of metrics to maximize for early stopping (#3936)
+  - Allow loading pickles without `self.booster` attribute, for backward compatibility (#3938, #3944)
+  - White-list DART for feature importances (#4073)
+  - Update usage of [h2oai/datatable](https://github.com/h2oai/datatable) (#4123)
+* XGBoost4J-Spark
+  - Address scalability issue in prediction (#4033)
+  - Enforce the use of per-group weights for ranking task (#4118)
+  - Fix vector size of `rawPredictionCol` in `XGBoostClassificationModel` (#3932)
+  - More robust error handling in Spark tracker (#4046, #4108)
+  - Fix return type of `setEvalSets` (#4105)
+  - Return correct value of `getMaxLeaves` (#4114)
+
+### API changes
+* Add experimental parameter `single_precision_histogram` to use single-precision histograms for the `gpu_hist` algorithm (#3965)
+* Python package
+  - Add option to select type of feature importances in the scikit-learn inferface (#3876)
+  - Add `trees_to_df()` method to dump decision trees as Pandas data frame (#4153)
+  - Add options to control node shapes in the GraphViz plotting function (#3859)
+  - Add `xgb_model` option to `XGBClassifier`, to load previously saved model (#4092)
+  - Passing lists into `DMatrix` is now deprecated (#3970)
+* XGBoost4J
+  - Support multiple feature importance features (#3801)
+
+### Maintenance: Refactor C++ code for legibility and maintainability
+* Refactor `hist` algorithm code and add unit tests (#3836)
+* Minor refactoring of split evaluator in `gpu_hist` (#3889)
+* Removed unused leaf vector field in the tree model (#3989)
+* Simplify the tree representation by combining `TreeModel` and `RegTree` classes (#3995)
+* Simplify and harden tree expansion code (#4008, #4015)
+* De-duplicate parameter classes in the linear model algorithms (#4013)
+* Robust handling of ranges with C++20 span in `gpu_exact` and `gpu_coord_descent` (#4020, #4029)
+* Simplify tree training code (#3825). Also use Span class for robust handling of ranges.
+
+### Maintenance: testing, continuous integration, build system
+* Disallow `std::regex` since it's not supported by GCC 4.8.x (#3870)
+* Add multi-GPU tests for coordinate descent algorithm for linear models (#3893, #3974)
+* Enforce naming style in Python lint (#3896)
+* Refactor Python tests (#3897, #3901): Use pytest exclusively, display full trace upon failure
+* Address `DeprecationWarning` when using Python collections (#3909)
+* Use correct group for maven site plugin (#3937)
+* Jenkins CI is now using on-demand EC2 instances exclusively, due to unreliability of Spot instances (#3948)
+* Better GPU performance logging (#3945)
+* Fix GPU tests on machines with only 1 GPU (#4053)
+* Eliminate CRAN check warnings and notes (#3988)
+* Add unit tests for tree serialization (#3989)
+* Add unit tests for tree fitting functions in `hist` (#4155)
+* Add a unit test for `gpu_exact` algorithm (#4020)
+* Correct JVM CMake GPU flag (#4071)
+* Fix failing Travis CI on Mac (#4086)
+* Speed up Jenkins by not compiling CMake (#4099)
+* Analyze C++ and CUDA code using clang-tidy, as part of Jenkins CI pipeline (#4034)
+* Fix broken R test: Install Homebrew GCC (#4142)
+* Check for empty datasets in GPU unit tests (#4151)
+* Fix Windows compilation (#4139)
+* Comply with latest convention of cpplint (#4157)
+* Fix a unit test in `gpu_hist` (#4158)
+* Speed up data generation in Python tests (#4164)
+
+### Usability Improvements
+* Add link to [InfoWorld 2019 Technology of the Year Award](https://www.infoworld.com/article/3336072/application-development/infoworlds-2019-technology-of-the-year-award-winners.html) (#4116)
+* Remove outdated AWS YARN tutorial (#3885)
+* Document current limitation in number of features (#3886)
+* Remove unnecessary warning when `gblinear` is selected (#3888)
+* Document limitation of CSV parser: header not supported (#3934)
+* Log training parameters in XGBoost4J-Spark (#4091)
+* Clarify early stopping behavior in the scikit-learn interface (#3967)
+* Clarify behavior of `max_depth` parameter (#4078)
+* Revise Python docstrings for ranking task (#4121). In particular, weights must be per-group in learning-to-rank setting.
+* Document parameter `num_parallel_tree` (#4022)
+* Add Jenkins status badge (#4090)
+* Warn users against using internal functions of `Booster` object (#4066)
+* Reformat `benchmark_tree.py` to comply with Python style convention (#4126)
+* Clarify a comment in `objectiveTrait` (#4174)
+* Fix typos and broken links in documentation (#3890, #3872, #3902, #3919, #3975, #4027, #4156, #4167)
+
+### Acknowledgement
+**Contributors** (in no particular order): Jiaming Yuan (@trivialfis), Hyunsu Cho (@hcho3), Nan Zhu (@CodingCat), Rory Mitchell (@RAMitchell), Yanbo Liang (@yanboliang), Andy Adinets (@canonizer), Tong He (@hetong007), Yuan Tang (@terrytangyuan)
+
+**First-time Contributors** (in no particular order): Jelle Zijlstra (@JelleZijlstra), Jiacheng Xu (@jiachengxu), @ajing, Kashif Rasul (@kashif), @theycallhimavi, Joey Gao (@pjgao), Prabakaran Kumaresshan (@nixphix), Huafeng Wang (@huafengw), @lyxthe, Sam Wilkinson (@scwilkinson), Tatsuhito Kato (@stabacov), Shayak Banerjee (@shayakbanerjee), Kodi Arfer (@Kodiologist), @KyleLi1985, Egor Smirnov (@SmirnovEgorRu), @tmitanitky, Pasha Stetsenko (@st-pasha), Kenichi Nagahara (@keni-chi), Abhai Kollara Dilip (@abhaikollara), Patrick Ford (@pford221), @hshujuan, Matthew Jones (@mt-jones), Thejaswi Rao (@teju85), Adam November (@anovember)
+
+**First-time Reviewers** (in no particular order): Mingyang Hu (@mingyang), Theodore Vasiloudis (@thvasilo), Jakub Troszok (@troszok), Rong Ou (@rongou), @Denisevi4, Matthew Jones (@mt-jones), Jeff Kaplan (@jeffdk)
+
+## v0.81 (2018.11.04)
+### New feature: feature interaction constraints
+* Users are now able to control which features (independent variables) are allowed to interact by specifying feature interaction constraints (#3466).
+* [Tutorial](https://xgboost.readthedocs.io/en/release_0.81/tutorials/feature_interaction_constraint.html) is available, as well as [R](https://github.com/dmlc/xgboost/blob/9254c58e4dfff6a59dc0829a2ceb02e45ed17cd0/R-package/demo/interaction_constraints.R) and [Python](https://github.com/dmlc/xgboost/blob/9254c58e4dfff6a59dc0829a2ceb02e45ed17cd0/tests/python/test_interaction_constraints.py) examples.
+
+### New feature: learning to rank using scikit-learn interface
+* Learning to rank task is now available for the scikit-learn interface of the Python package (#3560, #3848). It is now possible to integrate the XGBoost ranking model into the scikit-learn learning pipeline.
+* Examples of using `XGBRanker` class is found at [demo/rank/rank_sklearn.py](https://github.com/dmlc/xgboost/blob/24a268a2e3cb17302db3d72da8f04016b7d352d9/demo/rank/rank_sklearn.py).
+
+### New feature: R interface for SHAP interactions
+* SHAP (SHapley Additive exPlanations) is a unified approach to explain the output of any machine learning model. Previously, this feature was only available from the Python package; now it is available from the R package as well (#3636).
+
+### New feature: GPU predictor now use multiple GPUs to predict
+* GPU predictor is now able to utilize multiple GPUs at once to accelerate prediction (#3738)
+
+### New feature: Scale distributed XGBoost to large-scale clusters
+* Fix OS file descriptor limit assertion error on large cluster (#3835, dmlc/rabit#73) by replacing `select()` based AllReduce/Broadcast with `poll()` based implementation.
+* Mitigate tracker "thundering herd" issue on large cluster. Add exponential backoff retry when workers connect to tracker.
+* With this change, we were able to scale to 1.5k executors on a 12 billion row dataset after some tweaks here and there.
+
+### New feature: Additional objective functions for GPUs
+* New objective functions ported to GPU: `hinge`, `multi:softmax`, `multi:softprob`, `count:poisson`, `reg:gamma`, `"reg:tweedie`.
+* With supported objectives, XGBoost will select the correct devices based on your system and `n_gpus` parameter.
+
+### Major bug fix: learning to rank with XGBoost4J-Spark
+* Previously, `repartitionForData` would shuffle data and lose ordering necessary for ranking task.
+* To fix this issue, data points within each RDD partition is explicitly group by their group (query session) IDs (#3654). Also handle empty RDD partition carefully (#3750).
+
+### Major bug fix: early stopping fixed in XGBoost4J-Spark
+* Earlier implementation of early stopping had incorrect semantics and didn't let users to specify direction for optimizing (maximize / minimize)
+* A parameter `maximize_evaluation_metrics` is defined so as to tell whether a metric should be maximized or minimized as part of early stopping criteria (#3808). Also early stopping now has correct semantics.
+
+### API changes
+* Column sampling by level (`colsample_bylevel`) is now functional for `hist` algorithm (#3635, #3862)
+* GPU tag `gpu:` for regression objectives are now deprecated. XGBoost will select the correct devices automatically (#3643)
+* Add `disable_default_eval_metric` parameter to disable default metric (#3606)
+* Experimental AVX support for gradient computation is removed (#3752)
+* XGBoost4J-Spark
+  - Add `rank:ndcg` and `rank:map` to supported objectives (#3697)
+* Python package
+  - Add `callbacks` argument to `fit()` function of sciki-learn API (#3682)
+  - Add `XGBRanker` to scikit-learn interface (#3560, #3848)
+  - Add `validate_features` argument to `predict()` function of scikit-learn API (#3653)
+  - Allow scikit-learn grid search over parameters specified as keyword arguments (#3791)
+  - Add `coef_` and `intercept_` as properties of scikit-learn wrapper (#3855). Some scikit-learn functions expect these properties.
+
+### Performance improvements
+* Address very high GPU memory usage for large data (#3635)
+* Fix performance regression within `EvaluateSplits()` of `gpu_hist` algorithm. (#3680)
+
+### Bug-fixes
+* Fix a problem in GPU quantile sketch with tiny instance weights. (#3628)
+* Fix copy constructor for `HostDeviceVectorImpl` to prevent dangling pointers (#3657)
+* Fix a bug in partitioned file loading (#3673)
+* Fixed an uninitialized pointer in `gpu_hist` (#3703)
+* Reshared data among GPUs when number of GPUs is changed (#3721)
+* Add back `max_delta_step` to split evaluation (#3668)
+* Do not round up integer thresholds for integer features in JSON dump (#3717)
+* Use `dmlc::TemporaryDirectory` to handle temporaries in cross-platform way (#3783)
+* Fix accuracy problem with `gpu_hist` when `min_child_weight` and `lambda` are set to 0 (#3793)
+* Make sure that `tree_method` parameter is recognized and not silently ignored (#3849)
+* XGBoost4J-Spark
+  - Make sure `thresholds` are considered when executing `predict()` method (#3577)
+  - Avoid losing precision when computing probabilities by converting to `Double` early (#3576)
+  - `getTreeLimit()` should return `Int` (#3602)
+  - Fix checkpoint serialization on HDFS (#3614)
+  - Throw `ControlThrowable` instead of `InterruptedException` so that it is properly re-thrown (#3632)
+  - Remove extraneous output to stdout (#3665)
+  - Allow specification of task type for custom objectives and evaluations (#3646)
+  - Fix distributed updater check (#3739)
+  - Fix issue when spark job execution thread cannot return before we execute `first()` (#3758)
+* Python package
+  - Fix accessing `DMatrix.handle` before it is set (#3599)
+  - `XGBClassifier.predict()` should return margin scores when `output_margin` is set to true (#3651)
+  - Early stopping callback should maximize metric of form `NDCG@n-` (#3685)
+  - Preserve feature names when slicing `DMatrix` (#3766)
+* R package
+  - Replace `nround` with `nrounds` to match actual parameter (#3592)
+  - Amend `xgb.createFolds` to handle classes of a single element (#3630)
+  - Fix buggy random generator and make `colsample_bytree` functional (#3781)
+
+### Maintenance: testing, continuous integration, build system
+* Add sanitizers tests to Travis CI (#3557)
+* Add NumPy, Matplotlib, Graphviz as requirements for doc build (#3669)
+* Comply with CRAN submission policy (#3660, #3728)
+* Remove copy-paste error in JVM test suite (#3692)
+* Disable flaky tests in `R-package/tests/testthat/test_update.R` (#3723)
+* Make Python tests compatible with scikit-learn 0.20 release (#3731)
+* Separate out restricted and unrestricted tasks, so that pull requests don't build downloadable artifacts (#3736)
+* Add multi-GPU unit test environment (#3741)
+* Allow plug-ins to be built by CMake (#3752)
+* Test wheel compatibility on CPU containers for pull requests (#3762)
+* Fix broken doc build due to Matplotlib 3.0 release (#3764)
+* Produce `xgboost.so` for XGBoost-R on Mac OSX, so that `make install` works (#3767)
+* Retry Jenkins CI tests up to 3 times to improve reliability (#3769, #3769, #3775, #3776, #3777)
+* Add basic unit tests for `gpu_hist` algorithm (#3785)
+* Fix Python environment for distributed unit tests (#3806)
+* Test wheels on CUDA 10.0 container for compatibility (#3838)
+* Fix JVM doc build (#3853)
+
+### Maintenance: Refactor C++ code for legibility and maintainability
+* Merge generic device helper functions into `GPUSet` class (#3626)
+* Re-factor column sampling logic into `ColumnSampler` class (#3635, #3637)
+* Replace `std::vector` with `HostDeviceVector` in `MetaInfo` and `SparsePage` (#3446)
+* Simplify `DMatrix` class (#3395)
+* De-duplicate CPU/GPU code using `Transform` class (#3643, #3751)
+* Remove obsoleted `QuantileHistMaker` class (#3761)
+* Remove obsoleted `NoConstraint` class (#3792)
+
+### Other Features
+* C++20-compliant Span class for safe pointer indexing (#3548, #3588)
+* Add helper functions to manipulate multiple GPU devices (#3693)
+* XGBoost4J-Spark
+  - Allow specifying host ip from the `xgboost-tracker.properties file` (#3833). This comes in handy when `hosts` files doesn't correctly define localhost.
+
+### Usability Improvements
+* Add reference to GitHub repository in `pom.xml` of JVM packages (#3589)
+* Add R demo of multi-class classification (#3695)
+* Document JSON dump functionality (#3600, #3603)
+* Document CUDA requirement and lack of external memory for GPU algorithms (#3624)
+* Document LambdaMART objectives, both pairwise and listwise (#3672)
+* Document `aucpr` evaluation metric (#3687)
+* Document gblinear parameters: `feature_selector` and `top_k` (#3780)
+* Add instructions for using MinGW-built XGBoost with Python. (#3774)
+* Removed nonexistent parameter `use_buffer` from documentation (#3610)
+* Update Python API doc to include all classes and members (#3619, #3682)
+* Fix typos and broken links in documentation (#3618, #3640, #3676, #3713, #3759, #3784, #3843, #3852)
+* Binary classification demo should produce LIBSVM with 0-based indexing (#3652)
+* Process data once for Python and CLI examples of learning to rank (#3666)
+* Include full text of Apache 2.0 license in the repository (#3698)
+* Save predictor parameters in model file (#3856)
+* JVM packages
+  - Let users specify feature names when calling `getModelDump` and `getFeatureScore` (#3733)
+  - Warn the user about the lack of over-the-wire encryption (#3667)
+  - Fix errors in examples (#3719)
+  - Document choice of trackers (#3831)
+  - Document that vanilla Apache Spark is required (#3854)
+* Python package
+  - Document that custom objective can't contain colon (:) (#3601)
+  - Show a better error message for failed library loading (#3690)
+  - Document that feature importance is unavailable for non-tree learners (#3765)
+  - Document behavior of `get_fscore()` for zero-importance features (#3763)
+  - Recommend pickling as the way to save `XGBClassifier` / `XGBRegressor` / `XGBRanker` (#3829)
+* R package
+  - Enlarge variable importance plot to make it more visible (#3820)
+
+### BREAKING CHANGES
+* External memory page files have changed, breaking backwards compatibility for temporary storage used during external memory training. This only affects external memory users upgrading their xgboost version - we recommend clearing all `*.page` files before resuming training. Model serialization is unaffected.
+
+### Known issues
+* Quantile sketcher fails to produce any quantile for some edge cases (#2943)
+* The `hist` algorithm leaks memory when used with learning rate decay callback (#3579)
+* Using custom evaluation funciton together with early stopping causes assertion failure in XGBoost4J-Spark (#3595)
+* Early stopping doesn't work with `gblinear` learner (#3789)
+* Label and weight vectors are not reshared upon the change in number of GPUs (#3794). To get around this issue, delete the `DMatrix` object and re-load.
+* The `DMatrix` Python objects are initialized with incorrect values when given array slices (#3841)
+* The `gpu_id` parameter is broken and not yet properly supported (#3850)
+
+### Acknowledgement
+**Contributors** (in no particular order): Hyunsu Cho (@hcho3), Jiaming Yuan (@trivialfis), Nan Zhu (@CodingCat), Rory Mitchell (@RAMitchell), Andy Adinets (@canonizer), Vadim Khotilovich (@khotilov), Sergei Lebedev (@superbobry)
+
+**First-time Contributors** (in no particular order): Matthew Tovbin (@tovbinm), Jakob Richter (@jakob-r), Grace Lam (@grace-lam), Grant W Schneider (@grantschneider), Andrew Thia (@BlueTea88), Sergei Chipiga (@schipiga), Joseph Bradley (@jkbradley), Chen Qin (@chenqin), Jerry Lin (@linjer), Dmitriy Rybalko (@rdtft), Michael Mui (@mmui), Takahiro Kojima (@515hikaru), Bruce Zhao (@BruceZhaoR), Wei Tian (@weitian), Saumya Bhatnagar (@Sam1301), Juzer Shakir (@JuzerShakir), Zhao Hang (@cleghom), Jonathan Friedman (@jontonsoup), Bruno Tremblay (@meztez), Boris Filippov (@frenzykryger), @Shiki-H, @mrgutkun, @gorogm, @htgeis, @jakehoare, @zengxy, @KOLANICH
+
+**First-time Reviewers** (in no particular order): Nikita Titov (@StrikerRUS), Xiangrui Meng (@mengxr), Nirmal Borah (@Nirmal-Neel)
+
+
+## v0.80 (2018.08.13)
+* **JVM packages received a major upgrade**: To consolidate the APIs and improve the user experience, we refactored the design of XGBoost4J-Spark in a significant manner. (#3387)
+  - Consolidated APIs: It is now much easier to integrate XGBoost models into a Spark ML pipeline. Users can control behaviors like output leaf prediction results by setting corresponding column names. Training is now more consistent with other Estimators in Spark MLLIB: there is now one single method `fit()` to train decision trees.
+  - Better user experience: we refactored the parameters relevant modules in XGBoost4J-Spark to provide both camel-case (Spark ML style) and underscore (XGBoost style) parameters
+  - A brand-new tutorial is [available](https://xgboost.readthedocs.io/en/release_0.80/jvm/xgboost4j_spark_tutorial.html) for XGBoost4J-Spark.
+  - Latest API documentation is now hosted at https://xgboost.readthedocs.io/.
+* XGBoost documentation now keeps track of multiple versions:
+  - Latest master: https://xgboost.readthedocs.io/en/latest
+  - 0.80 stable: https://xgboost.readthedocs.io/en/release_0.80
+  - 0.72 stable: https://xgboost.readthedocs.io/en/release_0.72
+* Support for per-group weights in ranking objective (#3379)
+* Fix inaccurate decimal parsing (#3546)
+* New functionality
+  - Query ID column support in LIBSVM data files (#2749). This is convenient for performing ranking task in distributed setting.
+  - Hinge loss for binary classification (`binary:hinge`) (#3477)
+  - Ability to specify delimiter and instance weight column for CSV files (#3546)
+  - Ability to use 1-based indexing instead of 0-based (#3546)
+* GPU support
+  - Quantile sketch, binning, and index compression are now performed on GPU, eliminating PCIe transfer for 'gpu_hist' algorithm (#3319, #3393)
+  - Upgrade to NCCL2 for multi-GPU training (#3404).
+  - Use shared memory atomics for faster training (#3384).
+  - Dynamically allocate GPU memory, to prevent large allocations for deep trees (#3519)
+  - Fix memory copy bug for large files (#3472)
+* Python package
+  - Importing data from Python datatable (#3272)
+  - Pre-built binary wheels available for 64-bit Linux and Windows (#3424, #3443)
+  - Add new importance measures 'total_gain', 'total_cover' (#3498)
+  - Sklearn API now supports saving and loading models (#3192)
+  - Arbitrary cross validation fold indices (#3353)
+  - `predict()` function in Sklearn API uses `best_ntree_limit` if available, to make early stopping easier to use (#3445)
+  - Informational messages are now directed to Python's `print()` rather than standard output (#3438). This way, messages appear inside Jupyter notebooks.
+* R package
+  - Oracle Solaris support, per CRAN policy (#3372)
+* JVM packages
+  - Single-instance prediction (#3464)
+  - Pre-built JARs are now available from Maven Central (#3401)
+  - Add NULL pointer check (#3021)
+  - Consider `spark.task.cpus` when controlling parallelism (#3530)
+  - Handle missing values in prediction (#3529)
+  - Eliminate outputs of `System.out` (#3572)
+* Refactored C++ DMatrix class for simplicity and de-duplication (#3301)
+* Refactored C++ histogram facilities (#3564)
+* Refactored constraints / regularization mechanism for split finding (#3335, #3429). Users may specify an elastic net (L2 + L1 regularization) on leaf weights as well as monotonic constraints on test nodes. The refactor will be useful for a future addition of feature interaction constraints.
+* Statically link `libstdc++` for MinGW32 (#3430)
+* Enable loading from `group`, `base_margin` and `weight` (see [here](http://xgboost.readthedocs.io/en/latest/tutorials/input_format.html#auxiliary-files-for-additional-information)) for Python, R, and JVM packages (#3431)
+* Fix model saving for `count:possion` so that `max_delta_step` doesn't get truncated (#3515)
+* Fix loading of sparse CSC matrix (#3553)
+* Fix incorrect handling of `base_score` parameter for Tweedie regression (#3295)
+
+## v0.72.1 (2018.07.08)
+This version is only applicable for the Python package. The content is identical to that of v0.72.
+
 ## v0.72 (2018.06.01)
 * Starting with this release, we plan to make a new release every two months. See #3252 for more details.
 * Fix a pathological behavior (near-zero second-order gradients) in multiclass objective (#3304)
@@ -121,7 +498,7 @@ This file records the changes in xgboost library in reverse chronological order.
   - Compatibility fix for Python 2.6
   - Call `print_evaluation` callback at last iteration
   - Use appropriate integer types when calling native code, to prevent truncation and memory error
-  - Fix shared library loading on Mac OS X 
+  - Fix shared library loading on Mac OS X
 * R package:
   - New parameters:
     - `silent` in `xgb.DMatrix()`
@@ -162,7 +539,7 @@ This file records the changes in xgboost library in reverse chronological order.
   - Support instance weights
   - Use `SparkParallelismTracker` to prevent jobs from hanging forever
   - Expose train-time evaluation metrics via `XGBoostModel.summary`
-  - Option to specify `host-ip` explicitly in the Rabit tracker 
+  - Option to specify `host-ip` explicitly in the Rabit tracker
 * Documentation
   - Better math notation for gradient boosting
   - Updated build instructions for Mac OS X

R-package/DESCRIPTION

@@ -1,8 +1,8 @@
 Package: xgboost
 Type: Package
 Title: Extreme Gradient Boosting
-Version: 0.71.1
-Date: 2018-05-11
+Version: 0.81.0.1
+Date: 2018-08-13
 Authors@R: c(
   person("Tianqi", "Chen", role = c("aut"),
          email = "tianqi.tchen@gmail.com"),
@@ -51,6 +51,7 @@ Suggests:
     Ckmeans.1d.dp (>= 3.3.1),
     vcd (>= 1.3),
     testthat,
+    lintr,
     igraph (>= 1.0.1)
 Depends:
     R (>= 3.3.0)
@@ -60,5 +61,5 @@ Imports:
     data.table (>= 1.9.6),
     magrittr (>= 1.5),
     stringi (>= 0.5.2)
-RoxygenNote: 6.0.1
+RoxygenNote: 6.1.0
 SystemRequirements: GNU make, C++11

R-package/R/callbacks.R

@@ -168,7 +168,7 @@ cb.evaluation.log <- function() {
 #' at the beginning of each iteration.
 #' 
 #' Note that when training is resumed from some previous model, and a function is used to 
-#' reset a parameter value, the \code{nround} argument in this function would be the 
+#' reset a parameter value, the \code{nrounds} argument in this function would be the 
 #' the number of boosting rounds in the current training.
 #'
 #' Callback function expects the following values to be set in its calling frame:

R-package/R/utils.R

@@ -74,6 +74,19 @@ check.booster.params <- function(params, ...) {
         params[['monotone_constraints']] = vec2str
   }
   
+  # interaction constraints parser (convert from list of column indices to string)
+  if (!is.null(params[['interaction_constraints']]) && 
+      typeof(params[['interaction_constraints']]) != "character"){
+    # check input class
+    if (class(params[['interaction_constraints']]) != 'list') stop('interaction_constraints should be class list')
+    if (!all(unique(sapply(params[['interaction_constraints']], class)) %in% c('numeric','integer'))) {
+      stop('interaction_constraints should be a list of numeric/integer vectors')
+    }
+
+    # recast parameter as string
+    interaction_constraints <- sapply(params[['interaction_constraints']], function(x) paste0('[', paste(x, collapse=','), ']'))
+    params[['interaction_constraints']] <- paste0('[', paste(interaction_constraints, collapse=','), ']')
+  }
   return(params)
 }
 
@@ -262,7 +275,8 @@ xgb.createFolds <- function(y, k = 10)
       ## add enough random integers to get  length(seqVector) == numInClass[i]
       if (numInClass[i] %% k > 0) seqVector <- c(seqVector, sample.int(k, numInClass[i] %% k))
       ## shuffle the integers for fold assignment and assign to this classes's data
-      foldVector[y == dimnames(numInClass)$y[i]] <- sample(seqVector)
+      ## seqVector[sample.int(length(seqVector))] is used to handle length(seqVector) == 1
+      foldVector[y == dimnames(numInClass)$y[i]] <- seqVector[sample.int(length(seqVector))]
     }
   } else {
     foldVector <- seq(along = y)

R-package/R/xgb.Booster.R

@@ -129,11 +129,13 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
 #'        logistic regression would result in predictions for log-odds instead of probabilities.
 #' @param ntreelimit limit the number of model's trees or boosting iterations used in prediction (see Details).
 #'        It will use all the trees by default (\code{NULL} value).
-#' @param predleaf whether predict leaf index instead.
-#' @param predcontrib whether to return feature contributions to individual predictions instead (see Details).
+#' @param predleaf whether predict leaf index.
+#' @param predcontrib whether to return feature contributions to individual predictions (see Details).
 #' @param approxcontrib whether to use a fast approximation for feature contributions (see Details).
+#' @param predinteraction whether to return contributions of feature interactions to individual predictions (see Details).
 #' @param reshape whether to reshape the vector of predictions to a matrix form when there are several
-#'        prediction outputs per case. This option has no effect when \code{predleaf = TRUE}.
+#'        prediction outputs per case. This option has no effect when either of predleaf, predcontrib,
+#'        or predinteraction flags is TRUE.
 #' @param ... Parameters passed to \code{predict.xgb.Booster}
 #'
 #' @details
@@ -158,6 +160,11 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
 #' Setting \code{approxcontrib = TRUE} approximates these values following the idea explained
 #' in \url{http://blog.datadive.net/interpreting-random-forests/}.
 #'
+#' With \code{predinteraction = TRUE}, SHAP values of contributions of interaction of each pair of features
+#' are computed. Note that this operation might be rather expensive in terms of compute and memory.
+#' Since it quadratically depends on the number of features, it is recommended to perfom selection
+#' of the most important features first. See below about the format of the returned results.
+#'
 #' @return
 #' For regression or binary classification, it returns a vector of length \code{nrows(newdata)}.
 #' For multiclass classification, either a \code{num_class * nrows(newdata)} vector or
@@ -173,6 +180,14 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
 #' such a matrix. The contribution values are on the scale of untransformed margin
 #' (e.g., for binary classification would mean that the contributions are log-odds deviations from bias).
 #'
+#' When \code{predinteraction = TRUE} and it is not a multiclass setting, the output is a 3d array with
+#' dimensions \code{c(nrow, num_features + 1, num_features + 1)}. The off-diagonal (in the last two dimensions)
+#' elements represent different features interaction contributions. The array is symmetric WRT the last
+#' two dimensions. The "+ 1" columns corresponds to bias. Summing this array along the last dimension should
+#' produce practically the same result as predict with \code{predcontrib = TRUE}.
+#' For a multiclass case, a list of \code{num_class} elements is returned, where each element is
+#' such an array.
+#'
 #' @seealso
 #' \code{\link{xgb.train}}.
 #' 
@@ -269,7 +284,8 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
 #' @rdname predict.xgb.Booster
 #' @export
 predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FALSE, ntreelimit = NULL,
-                                predleaf = FALSE, predcontrib = FALSE, approxcontrib = FALSE, reshape = FALSE, ...) {
+                                predleaf = FALSE, predcontrib = FALSE, approxcontrib = FALSE, predinteraction = FALSE,
+                                reshape = FALSE, ...) {
 
   object <- xgb.Booster.complete(object, saveraw = FALSE)
   if (!inherits(newdata, "xgb.DMatrix"))
@@ -285,7 +301,8 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
   if (ntreelimit < 0)
     stop("ntreelimit cannot be negative")
 
-  option <- 0L + 1L * as.logical(outputmargin) + 2L * as.logical(predleaf) + 4L * as.logical(predcontrib) + 8L * as.logical(approxcontrib)
+  option <- 0L + 1L * as.logical(outputmargin) + 2L * as.logical(predleaf) + 4L * as.logical(predcontrib) +
+    8L * as.logical(approxcontrib) + 16L * as.logical(predinteraction)
 
   ret <- .Call(XGBoosterPredict_R, object$handle, newdata, option[1], as.integer(ntreelimit))
 
@@ -305,17 +322,28 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
   } else if (predcontrib) {
     n_col1 <- ncol(newdata) + 1
     n_group <- npred_per_case / n_col1
-    dnames <- if (!is.null(colnames(newdata))) list(NULL, c(colnames(newdata), "BIAS")) else NULL
+    cnames <- if (!is.null(colnames(newdata))) c(colnames(newdata), "BIAS") else NULL
     ret <- if (n_ret == n_row) {
-      matrix(ret, ncol = 1, dimnames = dnames)
+      matrix(ret, ncol = 1, dimnames = list(NULL, cnames))
     } else if (n_group == 1) {
-      matrix(ret, nrow = n_row, byrow = TRUE, dimnames = dnames)
+      matrix(ret, nrow = n_row, byrow = TRUE, dimnames = list(NULL, cnames))
     } else {
-      grp_mask <- rep(seq_len(n_col1), n_row) +
-        rep((seq_len(n_row) - 1) * n_col1 * n_group, each = n_col1)
-      lapply(seq_len(n_group), function(g) {
-        matrix(ret[grp_mask + n_col1 * (g - 1)], nrow = n_row, byrow = TRUE, dimnames = dnames)
-      })
+      arr <- array(ret, c(n_col1, n_group, n_row),
+                   dimnames = list(cnames, NULL, NULL)) %>% aperm(c(2,3,1)) # [group, row, col]
+      lapply(seq_len(n_group), function(g) arr[g,,])
+    }
+  } else if (predinteraction) {
+    n_col1 <- ncol(newdata) + 1
+    n_group <- npred_per_case / n_col1^2
+    cnames <- if (!is.null(colnames(newdata))) c(colnames(newdata), "BIAS") else NULL
+    ret <- if (n_ret == n_row) {
+      matrix(ret, ncol = 1, dimnames = list(NULL, cnames))
+    } else if (n_group == 1) {
+      array(ret, c(n_col1, n_col1, n_row), dimnames = list(cnames, cnames, NULL)) %>% aperm(c(3,1,2))
+    } else {
+      arr <- array(ret, c(n_col1, n_col1, n_group, n_row),
+                   dimnames = list(cnames, cnames, NULL, NULL)) %>% aperm(c(3,4,1,2)) # [group, row, col1, col2]
+      lapply(seq_len(n_group), function(g) arr[g,,,])
     }
   } else if (reshape && npred_per_case > 1) {
     ret <- matrix(ret, nrow = n_row, byrow = TRUE)

R-package/R/xgb.create.features.R

@@ -52,9 +52,9 @@
 #' dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
 #'
 #' param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
-#' nround = 4
+#' nrounds = 4
 #'
-#' bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
+#' bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
 #' 
 #' # Model accuracy without new features
 #' accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) /
@@ -68,7 +68,7 @@
 #' new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
 #' new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
 #' watchlist <- list(train = new.dtrain)
-#' bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
+#' bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
 #' 
 #' # Model accuracy with new features
 #' accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) /

R-package/R/xgb.ggplot.R

@@ -22,7 +22,7 @@ xgb.ggplot.importance <- function(importance_matrix = NULL, top_n = NULL, measur
 
   plot <-
     ggplot2::ggplot(importance_matrix, 
-                    ggplot2::aes(x = factor(Feature, levels = rev(Feature)), y = Importance, width = 0.05),
+                    ggplot2::aes(x = factor(Feature, levels = rev(Feature)), y = Importance, width = 0.5),
                     environment = environment()) + 
     ggplot2::geom_bar(ggplot2::aes(fill = Cluster), stat = "identity", position = "identity") + 
     ggplot2::coord_flip() + 

R-package/R/xgb.plot.deepness.R

@@ -27,7 +27,7 @@
 #' a tree's median absolute leaf weight changes through the iterations.
 #'
 #' This function was inspired by the blog post
-#' \url{http://aysent.github.io/2015/11/08/random-forest-leaf-visualization.html}.
+#' \url{https://github.com/aysent/random-forest-leaf-visualization}.
 #' 
 #' @return
 #' 

R-package/R/xgb.plot.shap.R

@@ -212,6 +212,7 @@ xgb.plot.shap <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
   }
   if (plot && which == "2d") {
     # TODO
+    warning("Bivariate plotting is currently not available.")
   }
   invisible(list(data = data, shap_contrib = shap_contrib))
 }

R-package/R/xgb.train.R

@@ -22,10 +22,11 @@
 #'   \item \code{gamma} minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be. 
 #'   \item \code{max_depth} maximum depth of a tree. Default: 6
 #'   \item \code{min_child_weight} minimum sum of instance weight (hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be. Default: 1
-#'   \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nround}. Default: 1 
+#'   \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nrounds}. Default: 1 
 #'   \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
 #'   \item \code{num_parallel_tree} Experimental parameter. number of trees to grow per round. Useful to test Random Forest through Xgboost (set \code{colsample_bytree < 1}, \code{subsample  < 1}  and \code{round = 1}) accordingly. Default: 1
 #'   \item \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length equals to the number of features in the training data. \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.
+#'   \item \code{interaction_constraints} A list of vectors specifying feature indices of permitted interactions. Each item of the list represents one permitted interaction where specified features are allowed to interact with each other. Feature index values should start from \code{0} (\code{0} references the first column).  Leave argument unspecified for no interaction constraints.
 #' }
 #' 
 #' 2.2. Parameter for Linear Booster

R-package/configure

@@ -1667,12 +1667,12 @@ OPENMP_CXXFLAGS=""
 
 if test `uname -s` = "Linux"
 then
-  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CFLAGS)"
+  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CXXFLAGS)"
 fi
 
 if test `uname -s` = "Darwin"
 then
-  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CFLAGS)"
+  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CXXFLAGS)"
   ac_pkg_openmp=no
   { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether OpenMP will work in a package" >&5
 $as_echo_n "checking whether OpenMP will work in a package... " >&6; }

R-package/configure.ac

@@ -8,12 +8,12 @@ OPENMP_CXXFLAGS=""
 
 if test `uname -s` = "Linux"
 then
-  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CFLAGS)"
+  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CXXFLAGS)"
 fi
 
 if test `uname -s` = "Darwin"
 then
-  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CFLAGS)"
+  OPENMP_CXXFLAGS="\$(SHLIB_OPENMP_CXXFLAGS)"
   ac_pkg_openmp=no
   AC_MSG_CHECKING([whether OpenMP will work in a package])
   AC_LANG_CONFTEST(

R-package/demo/00Index

@@ -11,4 +11,5 @@ early_stopping                  Early Stop in training
 poisson_regression              Poisson Regression on count data
 tweedie_regression              Tweddie Regression
 gpu_accelerated                 GPU-accelerated tree building algorithms
+interaction_constraints         Interaction constraints among features
 

R-package/demo/cross_validation.R

@@ -5,20 +5,20 @@ data(agaricus.test, package='xgboost')
 dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
 dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
 
-nround <- 2
+nrounds <- 2
 param <- list(max_depth=2, eta=1, silent=1, nthread=2, objective='binary:logistic')
 
 cat('running cross validation\n')
 # do cross validation, this will print result out as
 # [iteration]  metric_name:mean_value+std_value
 # std_value is standard deviation of the metric
-xgb.cv(param, dtrain, nround, nfold=5, metrics={'error'})
+xgb.cv(param, dtrain, nrounds, nfold=5, metrics={'error'})
 
 cat('running cross validation, disable standard deviation display\n')
 # do cross validation, this will print result out as
 # [iteration]  metric_name:mean_value+std_value
 # std_value is standard deviation of the metric
-xgb.cv(param, dtrain, nround, nfold=5,
+xgb.cv(param, dtrain, nrounds, nfold=5,
        metrics='error', showsd = FALSE)
 
 ###
@@ -43,9 +43,9 @@ evalerror <- function(preds, dtrain) {
 param <- list(max_depth=2, eta=1, silent=1,
               objective = logregobj, eval_metric = evalerror)
 # train with customized objective
-xgb.cv(params = param, data = dtrain, nrounds = nround, nfold = 5)
+xgb.cv(params = param, data = dtrain, nrounds = nrounds, nfold = 5)
 
 # do cross validation with prediction values for each fold
-res <- xgb.cv(params = param, data = dtrain, nrounds = nround, nfold = 5, prediction = TRUE)
+res <- xgb.cv(params = param, data = dtrain, nrounds = nrounds, nfold = 5, prediction = TRUE)
 res$evaluation_log
 length(res$pred)

R-package/demo/custom_objective.R

@@ -33,7 +33,7 @@ evalerror <- function(preds, dtrain) {
   return(list(metric = "error", value = err))
 }
 
-param <- list(max_depth=2, eta=1, nthread = 2, silent=1, 
+param <- list(max_depth=2, eta=1, nthread = 2, verbosity=0, 
               objective=logregobj, eval_metric=evalerror)
 print ('start training with user customized objective')
 # training with customized objective, we can also do step by step training
@@ -57,7 +57,7 @@ logregobjattr <- function(preds, dtrain) {
   hess <- preds * (1 - preds)
   return(list(grad = grad, hess = hess))
 }
-param <- list(max_depth=2, eta=1, nthread = 2, silent=1, 
+param <- list(max_depth=2, eta=1, nthread = 2, verbosity=0, 
               objective=logregobjattr, eval_metric=evalerror)
 print ('start training with user customized objective, with additional attributes in DMatrix')
 # training with customized objective, we can also do step by step training

R-package/demo/early_stopping.R

@@ -7,7 +7,7 @@ dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
 # note: for customized objective function, we leave objective as default
 # note: what we are getting is margin value in prediction
 # you must know what you are doing
-param <- list(max_depth=2, eta=1, nthread = 2, silent=1)
+param <- list(max_depth=2, eta=1, nthread=2, verbosity=0)
 watchlist <- list(eval = dtest)
 num_round <- 20
 # user define objective function, given prediction, return gradient and second order gradient
@@ -32,9 +32,9 @@ evalerror <- function(preds, dtrain) {
 }
 print ('start training with early Stopping setting')
 
-bst <- xgb.train(param, dtrain, num_round, watchlist, 
+bst <- xgb.train(param, dtrain, num_round, watchlist,
                  objective = logregobj, eval_metric = evalerror, maximize = FALSE,
                  early_stopping_round = 3)
-bst <- xgb.cv(param, dtrain, num_round, nfold = 5, 
+bst <- xgb.cv(param, dtrain, num_round, nfold = 5,
               objective = logregobj, eval_metric = evalerror,
               maximize = FALSE, early_stopping_rounds = 3)

R-package/demo/interaction_constraints.R

@@ -0,0 +1,105 @@
+library(xgboost)
+library(data.table)
+
+set.seed(1024)
+
+# Function to obtain a list of interactions fitted in trees, requires input of maximum depth
+treeInteractions <- function(input_tree, input_max_depth){
+  trees <- copy(input_tree)  # copy tree input to prevent overwriting
+  if (input_max_depth < 2) return(list())  # no interactions if max depth < 2
+  if (nrow(input_tree) == 1) return(list())
+
+  # Attach parent nodes
+  for (i in 2:input_max_depth){
+    if (i == 2) trees[, ID_merge:=ID] else trees[, ID_merge:=get(paste0('parent_',i-2))]
+    parents_left <- trees[!is.na(Split), list(i.id=ID, i.feature=Feature, ID_merge=Yes)]
+    parents_right <- trees[!is.na(Split), list(i.id=ID, i.feature=Feature, ID_merge=No)]
+
+    setorderv(trees, 'ID_merge')
+    setorderv(parents_left, 'ID_merge')
+    setorderv(parents_right, 'ID_merge')
+
+    trees <- merge(trees, parents_left, by='ID_merge', all.x=T)
+    trees[!is.na(i.id), c(paste0('parent_', i-1), paste0('parent_feat_', i-1)):=list(i.id, i.feature)]
+    trees[, c('i.id','i.feature'):=NULL]
+
+    trees <- merge(trees, parents_right, by='ID_merge', all.x=T)
+    trees[!is.na(i.id), c(paste0('parent_', i-1), paste0('parent_feat_', i-1)):=list(i.id, i.feature)]
+    trees[, c('i.id','i.feature'):=NULL]
+  }
+
+  # Extract nodes with interactions
+  interaction_trees <- trees[!is.na(Split) & !is.na(parent_1), 
+                             c('Feature',paste0('parent_feat_',1:(input_max_depth-1))), with=F]
+  interaction_trees_split <- split(interaction_trees, 1:nrow(interaction_trees))
+  interaction_list <- lapply(interaction_trees_split, as.character)
+
+  # Remove NAs (no parent interaction)
+  interaction_list <- lapply(interaction_list, function(x) x[!is.na(x)])
+
+  # Remove non-interactions (same variable)
+  interaction_list <- lapply(interaction_list, unique)  # remove same variables
+  interaction_length <- sapply(interaction_list, length)
+  interaction_list <- interaction_list[interaction_length > 1]
+  interaction_list <- unique(lapply(interaction_list, sort))
+  return(interaction_list)
+}
+
+# Generate sample data
+x <- list()
+for (i in 1:10){
+  x[[i]] = i*rnorm(1000, 10)
+}
+x <- as.data.table(x)
+
+y = -1*x[, rowSums(.SD)] + x[['V1']]*x[['V2']] + x[['V3']]*x[['V4']]*x[['V5']] + rnorm(1000, 0.001) + 3*sin(x[['V7']])
+
+train = as.matrix(x)
+
+# Interaction constraint list (column names form)
+interaction_list <- list(c('V1','V2'),c('V3','V4','V5'))
+
+# Convert interaction constraint list into feature index form
+cols2ids <- function(object, col_names) {
+  LUT <- seq_along(col_names) - 1
+  names(LUT) <- col_names
+  rapply(object, function(x) LUT[x], classes="character", how="replace")
+}
+interaction_list_fid = cols2ids(interaction_list, colnames(train))
+
+# Fit model with interaction constraints
+bst = xgboost(data = train, label = y, max_depth = 4,
+              eta = 0.1, nthread = 2, nrounds = 1000,
+              interaction_constraints = interaction_list_fid)
+
+bst_tree <- xgb.model.dt.tree(colnames(train), bst)
+bst_interactions <- treeInteractions(bst_tree, 4)  # interactions constrained to combinations of V1*V2 and V3*V4*V5
+
+# Fit model without interaction constraints
+bst2 = xgboost(data = train, label = y, max_depth = 4,
+               eta = 0.1, nthread = 2, nrounds = 1000)
+
+bst2_tree <- xgb.model.dt.tree(colnames(train), bst2)
+bst2_interactions <- treeInteractions(bst2_tree, 4)  # much more interactions
+
+# Fit model with both interaction and monotonicity constraints
+bst3 = xgboost(data = train, label = y, max_depth = 4,
+               eta = 0.1, nthread = 2, nrounds = 1000,
+               interaction_constraints = interaction_list_fid,
+               monotone_constraints = c(-1,0,0,0,0,0,0,0,0,0))
+
+bst3_tree <- xgb.model.dt.tree(colnames(train), bst3)
+bst3_interactions <- treeInteractions(bst3_tree, 4)  # interactions still constrained to combinations of V1*V2 and V3*V4*V5
+
+# Show monotonic constraints still apply by checking scores after incrementing V1
+x1 <- sort(unique(x[['V1']]))
+for (i in 1:length(x1)){
+  testdata <- copy(x[, -c('V1')])
+  testdata[['V1']] <- x1[i]
+  testdata <- testdata[, paste0('V',1:10), with=F]
+  pred <- predict(bst3, as.matrix(testdata))
+  
+  # Should not print out anything due to monotonic constraints
+  if (i > 1) if (any(pred > prev_pred)) print(i)
+  prev_pred <- pred 
+}

R-package/demo/predict_first_ntree.R

@@ -7,10 +7,10 @@ dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
 
 param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
 watchlist <- list(eval = dtest, train = dtrain)
-nround = 2
+nrounds = 2
 
 # training the model for two rounds
-bst = xgb.train(param, dtrain, nround, nthread = 2, watchlist)
+bst = xgb.train(param, dtrain, nrounds, nthread = 2, watchlist)
 cat('start testing prediction from first n trees\n')
 labels <- getinfo(dtest,'label')
 

R-package/demo/predict_leaf_indices.R

@@ -11,10 +11,10 @@ dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
 dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
 
 param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
-nround = 4
+nrounds = 4
 
 # training the model for two rounds
-bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
+bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
 
 # Model accuracy without new features
 accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)
@@ -43,7 +43,7 @@ new.features.test <- create.new.tree.features(bst, agaricus.test$data)
 new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
 new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
 watchlist <- list(train = new.dtrain)
-bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
+bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
 
 # Model accuracy with new features
 accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)

R-package/man/cb.reset.parameters.Rd

@@ -22,7 +22,7 @@ This is a "pre-iteration" callback function used to reset booster's parameters
 at the beginning of each iteration.
 
 Note that when training is resumed from some previous model, and a function is used to 
-reset a parameter value, the \code{nround} argument in this function would be the 
+reset a parameter value, the \code{nrounds} argument in this function would be the 
 the number of boosting rounds in the current training.
 
 Callback function expects the following values to be set in its calling frame:

R-package/man/predict.xgb.Booster.Rd

@@ -7,7 +7,8 @@
 \usage{
 \method{predict}{xgb.Booster}(object, newdata, missing = NA,
   outputmargin = FALSE, ntreelimit = NULL, predleaf = FALSE,
-  predcontrib = FALSE, approxcontrib = FALSE, reshape = FALSE, ...)
+  predcontrib = FALSE, approxcontrib = FALSE,
+  predinteraction = FALSE, reshape = FALSE, ...)
 
 \method{predict}{xgb.Booster.handle}(object, ...)
 }
@@ -26,14 +27,17 @@ logistic regression would result in predictions for log-odds instead of probabil
 \item{ntreelimit}{limit the number of model's trees or boosting iterations used in prediction (see Details).
 It will use all the trees by default (\code{NULL} value).}
 
-\item{predleaf}{whether predict leaf index instead.}
+\item{predleaf}{whether predict leaf index.}
 
-\item{predcontrib}{whether to return feature contributions to individual predictions instead (see Details).}
+\item{predcontrib}{whether to return feature contributions to individual predictions (see Details).}
 
 \item{approxcontrib}{whether to use a fast approximation for feature contributions (see Details).}
 
+\item{predinteraction}{whether to return contributions of feature interactions to individual predictions (see Details).}
+
 \item{reshape}{whether to reshape the vector of predictions to a matrix form when there are several
-prediction outputs per case. This option has no effect when \code{predleaf = TRUE}.}
+prediction outputs per case. This option has no effect when either of predleaf, predcontrib,
+or predinteraction flags is TRUE.}
 
 \item{...}{Parameters passed to \code{predict.xgb.Booster}}
 }
@@ -51,6 +55,14 @@ When \code{predcontrib = TRUE} and it is not a multiclass setting, the output is
 For a multiclass case, a list of \code{num_class} elements is returned, where each element is
 such a matrix. The contribution values are on the scale of untransformed margin
 (e.g., for binary classification would mean that the contributions are log-odds deviations from bias).
+
+When \code{predinteraction = TRUE} and it is not a multiclass setting, the output is a 3d array with
+dimensions \code{c(nrow, num_features + 1, num_features + 1)}. The off-diagonal (in the last two dimensions)
+elements represent different features interaction contributions. The array is symmetric WRT the last
+two dimensions. The "+ 1" columns corresponds to bias. Summing this array along the last dimension should
+produce practically the same result as predict with \code{predcontrib = TRUE}.
+For a multiclass case, a list of \code{num_class} elements is returned, where each element is
+such an array.
 }
 \description{
 Predicted values based on either xgboost model or model handle object.
@@ -76,6 +88,11 @@ values (Lundberg 2017) that sum to the difference between the expected output
 of the model and the current prediction (where the hessian weights are used to compute the expectations).
 Setting \code{approxcontrib = TRUE} approximates these values following the idea explained
 in \url{http://blog.datadive.net/interpreting-random-forests/}.
+
+With \code{predinteraction = TRUE}, SHAP values of contributions of interaction of each pair of features
+are computed. Note that this operation might be rather expensive in terms of compute and memory.
+Since it quadratically depends on the number of features, it is recommended to perfom selection
+of the most important features first. See below about the format of the returned results.
 }
 \examples{
 ## binary classification:

R-package/man/xgb.create.features.Rd

@@ -63,9 +63,9 @@ dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
 dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
 
 param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
-nround = 4
+nrounds = 4
 
-bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
+bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
 
 # Model accuracy without new features
 accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) /
@@ -79,7 +79,7 @@ new.features.test <- xgb.create.features(model = bst, agaricus.test$data)
 new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
 new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
 watchlist <- list(train = new.dtrain)
-bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
+bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
 
 # Model accuracy with new features
 accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) /

R-package/man/xgb.cv.Rd

@@ -4,11 +4,12 @@
 \alias{xgb.cv}
 \title{Cross Validation}
 \usage{
-xgb.cv(params = list(), data, nrounds, nfold, label = NULL, missing = NA,
-  prediction = FALSE, showsd = TRUE, metrics = list(), obj = NULL,
-  feval = NULL, stratified = TRUE, folds = NULL, verbose = TRUE,
-  print_every_n = 1L, early_stopping_rounds = NULL, maximize = NULL,
-  callbacks = list(), ...)
+xgb.cv(params = list(), data, nrounds, nfold, label = NULL,
+  missing = NA, prediction = FALSE, showsd = TRUE,
+  metrics = list(), obj = NULL, feval = NULL, stratified = TRUE,
+  folds = NULL, verbose = TRUE, print_every_n = 1L,
+  early_stopping_rounds = NULL, maximize = NULL, callbacks = list(),
+  ...)
 }
 \arguments{
 \item{params}{the list of parameters. Commonly used ones are:

R-package/man/xgb.dump.Rd

@@ -44,8 +44,8 @@ test <- agaricus.test
 bst <- xgboost(data = train$data, label = train$label, max_depth = 2, 
                eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
 # save the model in file 'xgb.model.dump'
-dump.path = file.path(tempdir(), 'model.dump')
-xgb.dump(bst, dump.path, with_stats = TRUE)
+dump_path = file.path(tempdir(), 'model.dump')
+xgb.dump(bst, dump_path, with_stats = TRUE)
 
 # print the model without saving it to a file
 print(xgb.dump(bst, with_stats = TRUE))

R-package/man/xgb.plot.deepness.Rd

@@ -5,11 +5,11 @@
 \alias{xgb.plot.deepness}
 \title{Plot model trees deepness}
 \usage{
-xgb.ggplot.deepness(model = NULL, which = c("2x1", "max.depth", "med.depth",
-  "med.weight"))
+xgb.ggplot.deepness(model = NULL, which = c("2x1", "max.depth",
+  "med.depth", "med.weight"))
 
-xgb.plot.deepness(model = NULL, which = c("2x1", "max.depth", "med.depth",
-  "med.weight"), plot = TRUE, ...)
+xgb.plot.deepness(model = NULL, which = c("2x1", "max.depth",
+  "med.depth", "med.weight"), plot = TRUE, ...)
 }
 \arguments{
 \item{model}{either an \code{xgb.Booster} model generated by the \code{xgb.train} function
@@ -50,7 +50,7 @@ per tree with respect to tree number are created. And \code{which="med.weight"}
 a tree's median absolute leaf weight changes through the iterations.
 
 This function was inspired by the blog post
-\url{http://aysent.github.io/2015/11/08/random-forest-leaf-visualization.html}.
+\url{https://github.com/aysent/random-forest-leaf-visualization}.
 }
 \examples{
 

R-package/man/xgb.plot.importance.Rd

@@ -9,8 +9,8 @@ xgb.ggplot.importance(importance_matrix = NULL, top_n = NULL,
   measure = NULL, rel_to_first = FALSE, n_clusters = c(1:10), ...)
 
 xgb.plot.importance(importance_matrix = NULL, top_n = NULL,
-  measure = NULL, rel_to_first = FALSE, left_margin = 10, cex = NULL,
-  plot = TRUE, ...)
+  measure = NULL, rel_to_first = FALSE, left_margin = 10,
+  cex = NULL, plot = TRUE, ...)
 }
 \arguments{
 \item{importance_matrix}{a \code{data.table} returned by \code{\link{xgb.importance}}.}

R-package/man/xgb.plot.shap.Rd

@@ -6,8 +6,8 @@
 \usage{
 xgb.plot.shap(data, shap_contrib = NULL, features = NULL, top_n = 1,
   model = NULL, trees = NULL, target_class = NULL,
-  approxcontrib = FALSE, subsample = NULL, n_col = 1, col = rgb(0, 0, 1,
-  0.2), pch = ".", discrete_n_uniq = 5, discrete_jitter = 0.01,
+  approxcontrib = FALSE, subsample = NULL, n_col = 1, col = rgb(0,
+  0, 1, 0.2), pch = ".", discrete_n_uniq = 5, discrete_jitter = 0.01,
   ylab = "SHAP", plot_NA = TRUE, col_NA = rgb(0.7, 0, 1, 0.6),
   pch_NA = ".", pos_NA = 1.07, plot_loess = TRUE, col_loess = 2,
   span_loess = 0.5, which = c("1d", "2d"), plot = TRUE, ...)

R-package/man/xgb.train.Rd

@@ -5,15 +5,17 @@
 \alias{xgboost}
 \title{eXtreme Gradient Boosting Training}
 \usage{
-xgb.train(params = list(), data, nrounds, watchlist = list(), obj = NULL,
-  feval = NULL, verbose = 1, print_every_n = 1L,
+xgb.train(params = list(), data, nrounds, watchlist = list(),
+  obj = NULL, feval = NULL, verbose = 1, print_every_n = 1L,
   early_stopping_rounds = NULL, maximize = NULL, save_period = NULL,
-  save_name = "xgboost.model", xgb_model = NULL, callbacks = list(), ...)
+  save_name = "xgboost.model", xgb_model = NULL, callbacks = list(),
+  ...)
 
 xgboost(data = NULL, label = NULL, missing = NA, weight = NULL,
   params = list(), nrounds, verbose = 1, print_every_n = 1L,
   early_stopping_rounds = NULL, maximize = NULL, save_period = NULL,
-  save_name = "xgboost.model", xgb_model = NULL, callbacks = list(), ...)
+  save_name = "xgboost.model", xgb_model = NULL, callbacks = list(),
+  ...)
 }
 \arguments{
 \item{params}{the list of parameters. 
@@ -35,7 +37,7 @@ xgboost(data = NULL, label = NULL, missing = NA, weight = NULL,
   \item \code{gamma} minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be. 
   \item \code{max_depth} maximum depth of a tree. Default: 6
   \item \code{min_child_weight} minimum sum of instance weight (hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be. Default: 1
-  \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nround}. Default: 1 
+  \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nrounds}. Default: 1 
   \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
   \item \code{num_parallel_tree} Experimental parameter. number of trees to grow per round. Useful to test Random Forest through Xgboost (set \code{colsample_bytree < 1}, \code{subsample  < 1}  and \code{round = 1}) accordingly. Default: 1
   \item \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length equals to the number of features in the training data. \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.

R-package/src/Makevars.in

@@ -17,8 +17,8 @@ endif
 $(foreach v, $(XGB_RFLAGS), $(warning $(v)))
 
 PKG_CPPFLAGS=  -I$(PKGROOT)/include -I$(PKGROOT)/dmlc-core/include -I$(PKGROOT)/rabit/include -I$(PKGROOT) $(XGB_RFLAGS)
-PKG_CXXFLAGS= @OPENMP_CXXFLAGS@ $(SHLIB_PTHREAD_FLAGS)
-PKG_LIBS = @OPENMP_CXXFLAGS@ $(SHLIB_PTHREAD_FLAGS)
+PKG_CXXFLAGS= @OPENMP_CXXFLAGS@ -pthread
+PKG_LIBS = @OPENMP_CXXFLAGS@ -pthread
 OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o\
          $(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o\
          $(PKGROOT)/rabit/src/engine_empty.o $(PKGROOT)/rabit/src/c_api.o

R-package/src/Makevars.win

@@ -29,8 +29,8 @@ endif
 $(foreach v, $(XGB_RFLAGS), $(warning $(v)))
 
 PKG_CPPFLAGS=  -I$(PKGROOT)/include -I$(PKGROOT)/dmlc-core/include -I$(PKGROOT)/rabit/include -I$(PKGROOT) $(XGB_RFLAGS)
-PKG_CXXFLAGS= $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS)
-PKG_LIBS = $(SHLIB_OPENMP_CFLAGS) $(SHLIB_PTHREAD_FLAGS)
+PKG_CXXFLAGS= $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
+PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
 OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o\
          $(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o\
          $(PKGROOT)/rabit/src/engine_empty.o $(PKGROOT)/rabit/src/c_api.o

R-package/src/init.c

@@ -1,5 +1,5 @@
 /* Copyright (c) 2015 by Contributors
- * 
+ *
  * This file was initially generated using the following R command:
  * tools::package_native_routine_registration_skeleton('.', con = 'src/init.c', character_only = F)
  * and edited to conform to xgboost C linter requirements. For details, see
@@ -10,7 +10,7 @@
 #include <stdlib.h>
 #include <R_ext/Rdynload.h>
 
-/* FIXME: 
+/* FIXME:
 Check these declarations against the C/Fortran source code.
 */
 
@@ -70,7 +70,7 @@ static const R_CallMethodDef CallEntries[] = {
 
 #if defined(_WIN32)
 __declspec(dllexport)
-#endif
+#endif  // defined(_WIN32)
 void R_init_xgboost(DllInfo *dll) {
   R_registerRoutines(dll, NULL, CallEntries, NULL, NULL);
   R_useDynamicSymbols(dll, FALSE);

R-package/src/xgboost_custom.cc

@@ -32,7 +32,10 @@ extern "C" {
 
 namespace xgboost {
 ConsoleLogger::~ConsoleLogger() {
-  dmlc::CustomLogMessage::Log(log_stream_.str());
+  if (cur_verbosity_ == LogVerbosity::kIgnore ||
+      cur_verbosity_ <= global_verbosity_) {
+    dmlc::CustomLogMessage::Log(log_stream_.str());
+  }
 }
 TrackerLogger::~TrackerLogger() {
   dmlc::CustomLogMessage::Log(log_stream_.str());
@@ -46,10 +49,11 @@ namespace common {
 bool CheckNAN(double v) {
   return ISNAN(v);
 }
+#if !defined(XGBOOST_USE_CUDA)
 double LogGamma(double v) {
   return lgammafn(v);
 }
-
+#endif  // !defined(XGBOOST_USE_CUDA)
 // customize random engine.
 void CustomGlobalRandomEngine::seed(CustomGlobalRandomEngine::result_type val) {
   // ignore the seed

R-package/tests/testthat/test_basic.R

@@ -223,3 +223,42 @@ test_that("train and predict with non-strict classes", {
   expect_error(pr <- predict(bst, train_dense), regexp = NA)
   expect_equal(pr0, pr)
 })
+
+test_that("max_delta_step works", {
+  dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
+  watchlist <- list(train = dtrain)
+  param <- list(objective = "binary:logistic", eval_metric="logloss", max_depth = 2, nthread = 2, eta = 0.5)
+  nrounds = 5
+  # model with no restriction on max_delta_step
+  bst1 <- xgb.train(param, dtrain, nrounds, watchlist, verbose = 1)
+  # model with restricted max_delta_step
+  bst2 <- xgb.train(param, dtrain, nrounds, watchlist, verbose = 1, max_delta_step = 1)
+  # the no-restriction model is expected to have consistently lower loss during the initial interations
+  expect_true(all(bst1$evaluation_log$train_logloss < bst2$evaluation_log$train_logloss))
+  expect_lt(mean(bst1$evaluation_log$train_logloss)/mean(bst2$evaluation_log$train_logloss), 0.8)
+})
+
+test_that("colsample_bytree works", {
+  # Randomly generate data matrix by sampling from uniform distribution [-1, 1]
+  set.seed(1)
+  train_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100)
+  train_y <- as.numeric(rowSums(train_x) > 0)
+  test_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100)
+  test_y <- as.numeric(rowSums(test_x) > 0)
+  colnames(train_x) <- paste0("Feature_", sprintf("%03d", 1:100))
+  colnames(test_x) <- paste0("Feature_", sprintf("%03d", 1:100))
+   dtrain <- xgb.DMatrix(train_x, label = train_y)
+  dtest <- xgb.DMatrix(test_x, label = test_y)
+  watchlist <- list(train = dtrain, eval = dtest)
+   # Use colsample_bytree = 0.01, so that roughly one out of 100 features is
+  # chosen for each tree
+  param <- list(max_depth = 2, eta = 0, silent = 1, nthread = 2,
+                colsample_bytree = 0.01, objective = "binary:logistic",
+                eval_metric = "auc")
+   set.seed(2)
+  bst <- xgb.train(param, dtrain, nrounds = 100, watchlist, verbose = 0)
+  xgb.importance(model = bst)
+  # If colsample_bytree works properly, a variety of features should be used
+  # in the 100 trees
+  expect_gte(nrow(xgb.importance(model = bst)), 30)
+})

R-package/tests/testthat/test_dmatrix.R

@@ -77,6 +77,18 @@ test_that("xgb.DMatrix: slice, dim", {
   expect_equal(getinfo(dsub1, 'label'), getinfo(dsub2, 'label'))
 })
 
+test_that("xgb.DMatrix: slice, trailing empty rows", {
+  data(agaricus.train, package='xgboost')
+  train_data <- agaricus.train$data
+  train_label <- agaricus.train$label
+  dtrain <- xgb.DMatrix(data=train_data, label=train_label)
+  slice(dtrain, 6513L)
+  train_data[6513, ] <- 0
+  dtrain <- xgb.DMatrix(data=train_data, label=train_label)
+  slice(dtrain, 6513L)
+  expect_equal(nrow(dtrain), 6513)
+})
+
 test_that("xgb.DMatrix: colnames", {
   dtest <- xgb.DMatrix(test_data, label=test_label)
   expect_equal(colnames(dtest), colnames(test_data))

R-package/tests/testthat/test_gc_safety.R

@@ -9,7 +9,7 @@ test_that("train and prediction when gctorture is on", {
   test <- agaricus.test
   gctorture(TRUE)
   bst <- xgboost(data = train$data, label = train$label, max.depth = 2,
-  eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
+  eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
   pred <- predict(bst, test$data)
   gctorture(FALSE)
 })

R-package/tests/testthat/test_helpers.R

@@ -7,6 +7,9 @@ require(vcd, quietly = TRUE)
 
 float_tolerance = 5e-6
 
+# disable some tests for Win32
+win32_flag = .Platform$OS.type == "windows" && .Machine$sizeof.pointer != 8
+
 set.seed(1982)
 data(Arthritis)
 df <- data.table(Arthritis, keep.rownames = F)
@@ -41,7 +44,8 @@ mbst.GLM <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0,
 
 
 test_that("xgb.dump works", {
-  expect_length(xgb.dump(bst.Tree), 200)
+  if (!win32_flag)
+    expect_length(xgb.dump(bst.Tree), 200)
   dump_file = file.path(tempdir(), 'xgb.model.dump')
   expect_true(xgb.dump(bst.Tree, dump_file, with_stats = T))
   expect_true(file.exists(dump_file))
@@ -50,7 +54,8 @@ test_that("xgb.dump works", {
   # JSON format
   dmp <- xgb.dump(bst.Tree, dump_format = "json")
   expect_length(dmp, 1)
-  expect_length(grep('nodeid', strsplit(dmp, '\n')[[1]]), 188)
+  if (!win32_flag)
+    expect_length(grep('nodeid', strsplit(dmp, '\n')[[1]]), 188)
 })
 
 test_that("xgb.dump works for gblinear", {
@@ -210,7 +215,8 @@ test_that("xgb.model.dt.tree works with and without feature names", {
   names.dt.trees <- c("Tree", "Node", "ID", "Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover")
   dt.tree <- xgb.model.dt.tree(feature_names = feature.names, model = bst.Tree)
   expect_equal(names.dt.trees, names(dt.tree))
-  expect_equal(dim(dt.tree), c(188, 10))
+  if (!win32_flag)
+    expect_equal(dim(dt.tree), c(188, 10))
   expect_output(str(dt.tree), 'Feature.*\\"Age\\"')
 
   dt.tree.0 <- xgb.model.dt.tree(model = bst.Tree)
@@ -236,7 +242,8 @@ test_that("xgb.model.dt.tree throws error for gblinear", {
 
 test_that("xgb.importance works with and without feature names", {
   importance.Tree <- xgb.importance(feature_names = feature.names, model = bst.Tree)
-  expect_equal(dim(importance.Tree), c(7, 4))
+  if (!win32_flag)
+    expect_equal(dim(importance.Tree), c(7, 4))
   expect_equal(colnames(importance.Tree), c("Feature", "Gain", "Cover", "Frequency"))
   expect_output(str(importance.Tree), 'Feature.*\\"Age\\"')
 

R-package/tests/testthat/test_interaction_constraints.R

@@ -0,0 +1,38 @@
+require(xgboost)
+
+context("interaction constraints")
+
+set.seed(1024)
+x1 <- rnorm(1000, 1)
+x2 <- rnorm(1000, 1)
+x3 <- sample(c(1,2,3), size=1000, replace=TRUE)
+y <- x1 + x2 + x3 + x1*x2*x3 + rnorm(1000, 0.001) + 3*sin(x1)
+train <- matrix(c(x1,x2,x3), ncol = 3)
+
+test_that("interaction constraints for regression", {
+  # Fit a model that only allows interaction between x1 and x2
+  bst <- xgboost(data = train, label = y, max_depth = 3,
+                 eta = 0.1, nthread = 2, nrounds = 100, verbose = 0,
+                 interaction_constraints = list(c(0,1)))
+  
+  # Set all observations to have the same x3 values then increment
+  #  by the same amount
+	preds <- lapply(c(1,2,3), function(x){
+		tmat <- matrix(c(x1,x2,rep(x,1000)), ncol=3)
+		return(predict(bst, tmat))
+	})
+
+  # Check incrementing x3 has the same effect on all observations
+  #   since x3 is constrained to be independent of x1 and x2
+  #   and all observations start off from the same x3 value
+	diff1 <- preds[[2]] - preds[[1]]
+	test1 <- all(abs(diff1 - diff1[1]) < 1e-4)
+	
+	diff2 <- preds[[3]] - preds[[2]]
+	test2 <- all(abs(diff2 - diff2[1]) < 1e-4)
+	
+  expect_true({
+    test1 & test2
+  }, "Interaction Contraint Satisfied")
+  
+})

R-package/tests/testthat/test_interactions.R

@@ -0,0 +1,141 @@
+context('Test prediction of feature interactions')
+
+require(xgboost)
+require(magrittr)
+
+set.seed(123)
+
+test_that("predict feature interactions works", {
+  # simulate some binary data and a linear outcome with an interaction term
+  N <- 1000
+  P <- 5
+  X <- matrix(rbinom(N * P, 1, 0.5), ncol=P, dimnames = list(NULL, letters[1:P]))
+  # center the data (as contributions are computed WRT feature means)
+  X <- scale(X, scale=FALSE)
+
+  # outcome without any interactions, without any noise:
+  f <- function(x) 2 * x[, 1] - 3 * x[, 2]
+  # outcome with interactions, without noise:
+  f_int <- function(x) f(x) + 2 * x[, 2] * x[, 3]
+  # outcome with interactions, with noise:
+  #f_int_noise <- function(x) f_int(x) + rnorm(N, 0, 0.3)
+
+  y <- f_int(X)
+
+  dm <- xgb.DMatrix(X, label = y)
+  param <- list(eta=0.1, max_depth=4, base_score=mean(y), lambda=0, nthread=2)
+  b <- xgb.train(param, dm, 100)
+  
+  pred = predict(b, dm, outputmargin=TRUE)
+
+  # SHAP contributions:
+  cont <- predict(b, dm, predcontrib=TRUE)
+  expect_equal(dim(cont), c(N, P+1))
+  # make sure for each row they add up to marginal predictions
+  max(abs(rowSums(cont) - pred)) %>% expect_lt(0.001)
+  # Hand-construct the 'ground truth' feature contributions:
+  gt_cont <- cbind(
+      2. * X[, 1],
+     -3. * X[, 2] + 1. * X[, 2] * X[, 3], # attribute a HALF of the interaction term to feature #2
+      1. * X[, 2] * X[, 3]               # and another HALF of the interaction term to feature #3
+     )
+  gt_cont <- cbind(gt_cont, matrix(0, nrow=N, ncol=P + 1 - 3))
+  # These should be relatively close:
+  expect_lt(max(abs(cont - gt_cont)), 0.05)
+
+
+  # SHAP interaction contributions:
+  intr <- predict(b, dm, predinteraction=TRUE)
+  expect_equal(dim(intr), c(N, P+1, P+1))
+  # check assigned colnames
+  cn <- c(letters[1:P], "BIAS")
+  expect_equal(dimnames(intr), list(NULL, cn, cn))
+
+  # check the symmetry
+  max(abs(aperm(intr, c(1,3,2)) - intr)) %>% expect_lt(0.00001)
+
+  # sums WRT columns must be close to feature contributions
+  max(abs(apply(intr, c(1,2), sum) - cont)) %>% expect_lt(0.00001)
+
+  # diagonal terms for features 3,4,5 must be close to zero
+  Reduce(max, sapply(3:P, function(i) max(abs(intr[, i, i])))) %>% expect_lt(0.05)
+
+  # BIAS must have no interactions
+  max(abs(intr[, 1:P, P+1])) %>% expect_lt(0.00001)
+
+  # interactions other than 2 x 3 must be close to zero
+  intr23 <- intr
+  intr23[,2,3] <- 0
+  Reduce(max, sapply(1:P, function(i) max(abs(intr23[, i, (i+1):(P+1)])))) %>% expect_lt(0.05)
+
+  # Construct the 'ground truth' contributions of interactions directly from the linear terms:
+  gt_intr <- array(0, c(N, P+1, P+1))
+  gt_intr[,2,3] <- 1. * X[, 2] * X[, 3] # attribute a HALF of the interaction term to each symmetric element
+  gt_intr[,3,2] <- gt_intr[, 2, 3]
+  # merge-in the diagonal based on 'ground truth' feature contributions
+  intr_diag = gt_cont - apply(gt_intr, c(1,2), sum)
+  for(j in seq_len(P)) {
+    gt_intr[,j,j] = intr_diag[,j]
+  }
+  # These should be relatively close:
+  expect_lt(max(abs(intr - gt_intr)), 0.1)
+})
+
+test_that("SHAP contribution values are not NAN", {
+  d <- data.frame(
+    x1 = c(-2.3, 1.4, 5.9, 2, 2.5, 0.3, -3.6, -0.2, 0.5, -2.8, -4.6, 3.3, -1.2,
+           -1.1, -2.3, 0.4, -1.5, -0.2, -1, 3.7),
+    x2 = c(291.179171, 269.198331, 289.942097, 283.191669, 269.673332,
+           294.158346, 287.255835, 291.530838, 285.899586, 269.290833,
+           268.649586, 291.530841, 280.074593, 269.484168, 293.94042,
+           294.327506, 296.20709, 295.441669, 283.16792, 270.227085),
+    y = c(9, 15, 5.7, 9.2, 22.4, 5, 9, 3.2, 7.2, 13.1, 7.8, 16.9, 6.5, 22.1,
+          5.3, 10.4, 11.1, 13.9, 11, 20.5),
+    fold = c(2, 2, 2, 1, 2, 2, 1, 2, 1, 1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2))
+
+  ivs <- c("x1", "x2")
+
+  fit <- xgboost(
+    verbose = 0,
+    params = list(
+      objective = "reg:linear",
+      eval_metric = "rmse"),
+    data = as.matrix(subset(d, fold == 2)[, ivs]),
+    label = subset(d, fold == 2)$y,
+    nthread = 1,
+    nrounds = 3)
+
+  shaps <- as.data.frame(predict(fit,
+    newdata = as.matrix(subset(d, fold == 1)[, ivs]),
+    predcontrib = T))
+  result <- cbind(shaps, sum = rowSums(shaps), pred = predict(fit,
+      newdata = as.matrix(subset(d, fold == 1)[, ivs])))
+
+  expect_true(identical(TRUE, all.equal(result$sum, result$pred, tol = 1e-6)))
+})
+
+
+test_that("multiclass feature interactions work", {
+  dm <- xgb.DMatrix(as.matrix(iris[,-5]), label=as.numeric(iris$Species)-1)
+  param <- list(eta=0.1, max_depth=4, objective='multi:softprob', num_class=3)
+  b <- xgb.train(param, dm, 40)
+  pred = predict(b, dm, outputmargin=TRUE) %>% array(c(3, 150)) %>% t
+
+  # SHAP contributions:
+  cont <- predict(b, dm, predcontrib=TRUE)
+  expect_length(cont, 3)
+  # rewrap them as a 3d array
+  cont <- unlist(cont) %>% array(c(150, 5, 3))
+  # make sure for each row they add up to marginal predictions
+  max(abs(apply(cont, c(1,3), sum) - pred)) %>% expect_lt(0.001)
+
+  # SHAP interaction contributions:
+  intr <- predict(b, dm, predinteraction=TRUE)
+  expect_length(intr, 3)
+  # rewrap them as a 4d array
+  intr <- unlist(intr) %>% array(c(150, 5, 5, 3)) %>% aperm(c(4, 1, 2, 3)) # [grp, row, col, col]
+  # check the symmetry
+  max(abs(aperm(intr, c(1,2,4,3)) - intr)) %>% expect_lt(0.00001)
+  # sums WRT columns must be close to feature contributions
+  max(abs(apply(intr, c(1,2,3), sum) - aperm(cont, c(3,1,2)))) %>% expect_lt(0.00001)
+})

R-package/tests/testthat/test_update.R

@@ -7,6 +7,10 @@ data(agaricus.test, package = 'xgboost')
 dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
 dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
 
+# Disable flaky tests for 32-bit Windows.
+# See https://github.com/dmlc/xgboost/issues/3720
+win32_flag = .Platform$OS.type == "windows" && .Machine$sizeof.pointer != 8
+
 test_that("updating the model works", {
   watchlist = list(train = dtrain, test = dtest)
 
@@ -29,7 +33,9 @@ test_that("updating the model works", {
   tr1r <- xgb.model.dt.tree(model = bst1r)
   # all should be the same when no subsampling
   expect_equal(bst1$evaluation_log, bst1r$evaluation_log)
-  expect_equal(tr1, tr1r, tolerance = 0.00001, check.attributes = FALSE)
+  if (!win32_flag) {
+    expect_equal(tr1, tr1r, tolerance = 0.00001, check.attributes = FALSE)
+  }
 
   # the same boosting with subsampling with an extra 'refresh' updater:
   p2r <- modifyList(p2, list(updater = 'grow_colmaker,prune,refresh', refresh_leaf = FALSE))
@@ -38,7 +44,9 @@ test_that("updating the model works", {
   tr2r <- xgb.model.dt.tree(model = bst2r)
   # should be the same evaluation but different gains and larger cover
   expect_equal(bst2$evaluation_log, bst2r$evaluation_log)
-  expect_equal(tr2[Feature == 'Leaf']$Quality, tr2r[Feature == 'Leaf']$Quality)
+  if (!win32_flag) {
+    expect_equal(tr2[Feature == 'Leaf']$Quality, tr2r[Feature == 'Leaf']$Quality)
+  }
   expect_gt(sum(abs(tr2[Feature != 'Leaf']$Quality - tr2r[Feature != 'Leaf']$Quality)), 100)
   expect_gt(sum(tr2r$Cover) / sum(tr2$Cover), 1.5)
 
@@ -61,7 +69,9 @@ test_that("updating the model works", {
   expect_gt(sum(tr2u$Cover) / sum(tr2$Cover), 1.5)
   # the results should be the same as for the model with an extra 'refresh' updater
   expect_equal(bst2r$evaluation_log, bst2u$evaluation_log)
-  expect_equal(tr2r, tr2u, tolerance = 0.00001, check.attributes = FALSE)
+  if (!win32_flag) {
+    expect_equal(tr2r, tr2u, tolerance = 0.00001, check.attributes = FALSE)
+  }
   
   # process type 'update' for no-subsampling model, refreshing only the tree stats from TEST data:
   p1ut <- modifyList(p1, list(process_type = 'update', updater = 'refresh', refresh_leaf = FALSE))

README.md

@@ -1,51 +1,34 @@
 <img src=https://raw.githubusercontent.com/dmlc/dmlc.github.io/master/img/logo-m/xgboost.png width=135/>  eXtreme Gradient Boosting
 ===========
+[![Build Status](https://xgboost-ci.net/job/xgboost/job/master/badge/icon?style=plastic)](https://xgboost-ci.net/blue/organizations/jenkins/xgboost/activity)
 [![Build Status](https://travis-ci.org/dmlc/xgboost.svg?branch=master)](https://travis-ci.org/dmlc/xgboost)
 [![Build Status](https://ci.appveyor.com/api/projects/status/5ypa8vaed6kpmli8?svg=true)](https://ci.appveyor.com/project/tqchen/xgboost)
 [![Documentation Status](https://readthedocs.org/projects/xgboost/badge/?version=latest)](https://xgboost.readthedocs.org)
 [![GitHub license](http://dmlc.github.io/img/apache2.svg)](./LICENSE)
 [![CRAN Status Badge](http://www.r-pkg.org/badges/version/xgboost)](http://cran.r-project.org/web/packages/xgboost)
 [![PyPI version](https://badge.fury.io/py/xgboost.svg)](https://pypi.python.org/pypi/xgboost/)
-[![Gitter chat for developers at https://gitter.im/dmlc/xgboost](https://badges.gitter.im/Join%20Chat.svg)](https://gitter.im/dmlc/xgboost?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge)
 
+[Community](https://xgboost.ai/community) |
 [Documentation](https://xgboost.readthedocs.org) |
 [Resources](demo/README.md) |
-[Installation](https://xgboost.readthedocs.org/en/latest/build.html) |
-[Release Notes](NEWS.md) |
-[RoadMap](https://github.com/dmlc/xgboost/issues/873)
+[Contributors](CONTRIBUTORS.md) |
+[Release Notes](NEWS.md)
 
 XGBoost is an optimized distributed gradient boosting library designed to be highly ***efficient***, ***flexible*** and ***portable***.
 It implements machine learning algorithms under the [Gradient Boosting](https://en.wikipedia.org/wiki/Gradient_boosting) framework.
 XGBoost provides a parallel tree boosting (also known as GBDT, GBM) that solve many data science problems in a fast and accurate way.
 The same code runs on major distributed environment (Hadoop, SGE, MPI) and can solve problems beyond billions of examples.
 
-What's New
-----------
-* [XGBoost GPU support with fast histogram algorithm](https://github.com/dmlc/xgboost/tree/master/plugin/updater_gpu)
-* [XGBoost4J: Portable Distributed XGboost in Spark, Flink and Dataflow](http://dmlc.ml/2016/03/14/xgboost4j-portable-distributed-xgboost-in-spark-flink-and-dataflow.html), see [JVM-Package](https://github.com/dmlc/xgboost/tree/master/jvm-packages)
-* [Story and Lessons Behind the Evolution of XGBoost](http://homes.cs.washington.edu/~tqchen/2016/03/10/story-and-lessons-behind-the-evolution-of-xgboost.html)
-* [Tutorial: Distributed XGBoost on AWS with YARN](https://xgboost.readthedocs.io/en/latest/tutorials/aws_yarn.html)
-* [XGBoost brick](NEWS.md) Release
-
-Ask a Question
---------------
-* For reporting bugs please use the [xgboost/issues](https://github.com/dmlc/xgboost/issues) page.
-* For generic questions or to share your experience using XGBoost please use the [XGBoost User Group](https://groups.google.com/forum/#!forum/xgboost-user/)
-
-Help to Make XGBoost Better
----------------------------
-XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone.
-- Check out [call for contributions](https://github.com/dmlc/xgboost/issues?q=is%3Aissue+label%3Acall-for-contribution+is%3Aopen) and [Roadmap](https://github.com/dmlc/xgboost/issues/873) to see what can be improved, or open an issue if you want something.
-- Contribute to the [documents and examples](https://github.com/dmlc/xgboost/blob/master/doc/) to share your experience with other users.
-- Add your stories and experience to [Awesome XGBoost](demo/README.md).
-- Please add your name to [CONTRIBUTORS.md](CONTRIBUTORS.md) and after your patch has been merged.
-  - Please also update [NEWS.md](NEWS.md) on changes and improvements in API and docs.
-
 License
 -------
 © Contributors, 2016. Licensed under an [Apache-2](https://github.com/dmlc/xgboost/blob/master/LICENSE) license.
 
+Contribute to XGBoost
+---------------------
+XGBoost has been developed and used by a group of active community members. Your help is very valuable to make the package better for everyone.
+Checkout the [Community Page](https://xgboost.ai/community)
+
 Reference
 ---------
-- Tianqi Chen and Carlos Guestrin. [XGBoost: A Scalable Tree Boosting System](http://arxiv.org/abs/1603.02754). In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016 
-- XGBoost originates from research project at University of Washington, see also the [Project Page at UW](http://dmlc.cs.washington.edu/xgboost.html).
+- Tianqi Chen and Carlos Guestrin. [XGBoost: A Scalable Tree Boosting System](http://arxiv.org/abs/1603.02754). In 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016
+- XGBoost originates from research project at University of Washington.

amalgamation/xgboost-all0.cc

@@ -20,6 +20,7 @@
 #include "../src/objective/regression_obj.cc"
 #include "../src/objective/multiclass_obj.cc"
 #include "../src/objective/rank_obj.cc"
+#include "../src/objective/hinge.cc"
 
 // gbms
 #include "../src/gbm/gbm.cc"
@@ -43,10 +44,11 @@
 #endif
 
 // tress
+#include "../src/tree/split_evaluator.cc"
 #include "../src/tree/tree_model.cc"
 #include "../src/tree/tree_updater.cc"
 #include "../src/tree/updater_colmaker.cc"
-#include "../src/tree/updater_fast_hist.cc"
+#include "../src/tree/updater_quantile_hist.cc"
 #include "../src/tree/updater_prune.cc"
 #include "../src/tree/updater_refresh.cc"
 #include "../src/tree/updater_sync.cc"

appveyor.yml

@@ -44,16 +44,18 @@ install:
     - set DO_PYTHON=off
     - if /i "%target%" == "mingw" set DO_PYTHON=on
     - if /i "%target%_%ver%_%configuration%" == "msvc_2015_Release" set DO_PYTHON=on
-    - if /i "%DO_PYTHON%" == "on" conda install -y numpy scipy pandas matplotlib nose scikit-learn graphviz python-graphviz
+    - if /i "%DO_PYTHON%" == "on" conda install -y numpy scipy pandas matplotlib pytest scikit-learn graphviz python-graphviz
     # R: based on https://github.com/krlmlr/r-appveyor
     - ps: |
         if($env:target -eq 'rmingw' -or $env:target -eq 'rmsvc') {
           #$ErrorActionPreference = "Stop"
-          Invoke-WebRequest http://raw.github.com/krlmlr/r-appveyor/master/scripts/appveyor-tool.ps1 -OutFile "$Env:TEMP\appveyor-tool.ps1"
+          Invoke-WebRequest https://raw.githubusercontent.com/krlmlr/r-appveyor/master/scripts/appveyor-tool.ps1 -OutFile "$Env:TEMP\appveyor-tool.ps1"
           Import-Module "$Env:TEMP\appveyor-tool.ps1"
           Bootstrap
-          $DEPS = "c('data.table','magrittr','stringi','ggplot2','DiagrammeR','Ckmeans.1d.dp','vcd','testthat','igraph','knitr','rmarkdown')"
+          $DEPS = "c('data.table','magrittr','stringi','ggplot2','DiagrammeR','Ckmeans.1d.dp','vcd','testthat','lintr','knitr','rmarkdown')"
           cmd.exe /c "R.exe -q -e ""install.packages($DEPS, repos='$CRAN', type='both')"" 2>&1"
+          $BINARY_DEPS = "c('XML','igraph')"
+          cmd.exe /c "R.exe -q -e ""install.packages($BINARY_DEPS, repos='$CRAN', type='win.binary')"" 2>&1"
         }
 
 build_script:
@@ -94,7 +96,7 @@ build_script:
 
 test_script:
     - cd %APPVEYOR_BUILD_FOLDER%
-    - if /i "%DO_PYTHON%" == "on" python -m nose tests/python
+    - if /i "%DO_PYTHON%" == "on" python -m pytest tests/python
     # mingw R package: run the R check (which includes unit tests), and also keep the built binary package
     - if /i "%target%" == "rmingw" (
         set _R_CHECK_CRAN_INCOMING_=FALSE&&

cmake/Sanitizer.cmake

@@ -0,0 +1,58 @@
+# Set appropriate compiler and linker flags for sanitizers.
+#
+# Usage of this module:
+#  enable_sanitizers("address;leak")
+
+# Add flags
+macro(enable_sanitizer santizer)
+  if(${santizer} MATCHES "address")
+    find_package(ASan REQUIRED)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=address")
+    link_libraries(${ASan_LIBRARY})
+
+  elseif(${santizer} MATCHES "thread")
+    find_package(TSan REQUIRED)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=thread")
+    link_libraries(${TSan_LIBRARY})
+
+  elseif(${santizer} MATCHES "leak")
+    find_package(LSan REQUIRED)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=leak")
+    link_libraries(${LSan_LIBRARY})
+
+  else()
+    message(FATAL_ERROR "Santizer ${santizer} not supported.")
+  endif()
+endmacro()
+
+macro(enable_sanitizers SANITIZERS)
+  # Check sanitizers compatibility.
+  # Idealy, we should use if(san IN_LIST SANITIZERS) ... endif()
+  # But I haven't figure out how to make it work.
+  foreach ( _san ${SANITIZERS} )
+    string(TOLOWER ${_san} _san)
+    if (_san MATCHES "thread")
+      if (${_use_other_sanitizers})
+        message(FATAL_ERROR
+          "thread sanitizer is not compatible with ${_san} sanitizer.")
+      endif()
+      set(_use_thread_sanitizer 1)
+    else ()
+      if (${_use_thread_sanitizer})
+        message(FATAL_ERROR
+          "${_san} sanitizer is not compatible with thread sanitizer.")
+      endif()
+      set(_use_other_sanitizers 1)
+    endif()
+  endforeach()
+
+  message("Sanitizers: ${SANITIZERS}")
+
+  foreach( _san ${SANITIZERS} )
+    string(TOLOWER ${_san} _san)
+    enable_sanitizer(${_san})
+  endforeach()
+  message("Sanitizers compile flags: ${SAN_COMPILE_FLAGS}")
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${SAN_COMPILE_FLAGS}")
+  set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${SAN_COMPILE_FLAGS}")
+endmacro()

cmake/build_config.h.in

@@ -0,0 +1,11 @@
+/*!
+ * Copyright 2019 by Contributors
+ * \file build_config.h
+ */
+#ifndef XGBOOST_BUILD_CONFIG_H_
+#define XGBOOST_BUILD_CONFIG_H_
+
+#cmakedefine XGBOOST_MM_PREFETCH_PRESENT
+#cmakedefine XGBOOST_BUILTIN_PREFETCH_PRESENT
+
+#endif  // XGBOOST_BUILD_CONFIG_H_

cmake/modules/FindASan.cmake

@@ -0,0 +1,13 @@
+set(ASan_LIB_NAME ASan)
+
+find_library(ASan_LIBRARY
+  NAMES libasan.so libasan.so.4 libasan.so.3 libasan.so.2 libasan.so.1 libasan.so.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(ASan DEFAULT_MSG
+  ASan_LIBRARY)
+
+mark_as_advanced(
+  ASan_LIBRARY
+  ASan_LIB_NAME)

cmake/modules/FindGTest.cmake

@@ -1,79 +0,0 @@
-#
-# Licensed under the Apache License, Version 2.0 (the "License");
-# you may not use this file except in compliance with the License.
-# You may obtain a copy of the License at
-#
-# http://www.apache.org/licenses/LICENSE-2.0
-#
-# Unless required by applicable law or agreed to in writing, software
-# distributed under the License is distributed on an "AS IS" BASIS,
-# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-# See the License for the specific language governing permissions and
-# limitations under the License.
-#
-# Tries to find GTest headers and libraries.
-#
-# Usage of this module as follows:
-#
-#  find_package(GTest)
-#
-# Variables used by this module, they can change the default behaviour and need
-# to be set before calling find_package:
-#
-#  GTest_HOME - When set, this path is inspected instead of standard library
-#                locations as the root of the GTest installation.
-#                The environment variable GTEST_HOME overrides this veriable.
-#
-# This module defines
-#  GTEST_INCLUDE_DIR, directory containing headers
-#  GTEST_LIBS, directory containing gtest libraries
-#  GTEST_STATIC_LIB, path to libgtest.a
-#  GTEST_SHARED_LIB, path to libgtest's shared library
-#  GTEST_FOUND, whether gtest has been found
-
-find_path(GTEST_INCLUDE_DIR NAMES gtest/gtest.h gtest.h PATHS ${CMAKE_SOURCE_DIR}/gtest/include NO_DEFAULT_PATH)
-find_library(GTEST_LIBRARIES NAMES gtest PATHS ${CMAKE_SOURCE_DIR}/gtest/lib NO_DEFAULT_PATH)
-
-if (GTEST_INCLUDE_DIR )
-  message(STATUS "Found the GTest includes: ${GTEST_INCLUDE_DIR}")
-endif ()
-
-
-if (GTEST_INCLUDE_DIR AND GTEST_LIBRARIES)
-  set(GTEST_FOUND TRUE)
-  get_filename_component( GTEST_LIBS ${GTEST_LIBRARIES} PATH )
-  set(GTEST_LIB_NAME gtest)
-  set(GTEST_STATIC_LIB ${GTEST_LIBS}/${CMAKE_STATIC_LIBRARY_PREFIX}${GTEST_LIB_NAME}${CMAKE_STATIC_LIBRARY_SUFFIX})
-  set(GTEST_MAIN_STATIC_LIB ${GTEST_LIBS}/${CMAKE_STATIC_LIBRARY_PREFIX}${GTEST_LIB_NAME}_main${CMAKE_STATIC_LIBRARY_SUFFIX})
-  set(GTEST_SHARED_LIB ${GTEST_LIBS}/${CMAKE_SHARED_LIBRARY_PREFIX}${GTEST_LIB_NAME}${CMAKE_SHARED_LIBRARY_SUFFIX})
-else ()
-  set(GTEST_FOUND FALSE)
-endif ()
-
-if (GTEST_FOUND)
-  if (NOT GTest_FIND_QUIETLY)
-    message(STATUS "Found the GTest library: ${GTEST_LIBRARIES}")
-  endif ()
-else ()
-  if (NOT GTest_FIND_QUIETLY)
-    set(GTEST_ERR_MSG "Could not find the GTest library. Looked in ")
-    if ( _gtest_roots )
-      set(GTEST_ERR_MSG "${GTEST_ERR_MSG} in ${_gtest_roots}.")
-    else ()
-      set(GTEST_ERR_MSG "${GTEST_ERR_MSG} system search paths.")
-    endif ()
-    if (GTest_FIND_REQUIRED)
-      message(FATAL_ERROR "${GTEST_ERR_MSG}")
-    else (GTest_FIND_REQUIRED)
-      message(STATUS "${GTEST_ERR_MSG}")
-    endif (GTest_FIND_REQUIRED)
-  endif ()
-endif ()
-
-mark_as_advanced(
-  GTEST_INCLUDE_DIR
-  GTEST_LIBS
-  GTEST_LIBRARIES
-  GTEST_STATIC_LIB
-  GTEST_SHARED_LIB
-)

cmake/modules/FindLSan.cmake

@@ -0,0 +1,13 @@
+set(LSan_LIB_NAME lsan)
+
+find_library(LSan_LIBRARY
+  NAMES liblsan.so liblsan.so.0 liblsan.so.0.0.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(LSan DEFAULT_MSG
+  LSan_LIBRARY)
+
+mark_as_advanced(
+  LSan_LIBRARY
+  LSan_LIB_NAME)

cmake/modules/FindNccl.cmake

@@ -0,0 +1,58 @@
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+#
+# Tries to find NCCL headers and libraries.
+#
+# Usage of this module as follows:
+#
+#  find_package(NCCL)
+#
+# Variables used by this module, they can change the default behaviour and need
+# to be set before calling find_package:
+#
+#  NCCL_ROOT - When set, this path is inspected instead of standard library
+#              locations as the root of the NCCL installation.
+#              The environment variable NCCL_ROOT overrides this veriable.
+#
+# This module defines
+#  Nccl_FOUND, whether nccl has been found
+#  NCCL_INCLUDE_DIR, directory containing header
+#  NCCL_LIBRARY, directory containing nccl library
+#  NCCL_LIB_NAME, nccl library name
+#
+# This module assumes that the user has already called find_package(CUDA)
+
+
+set(NCCL_LIB_NAME nccl_static)
+
+find_path(NCCL_INCLUDE_DIR
+  NAMES nccl.h
+  PATHS $ENV{NCCL_ROOT}/include ${NCCL_ROOT}/include ${CUDA_INCLUDE_DIRS} /usr/include)
+
+find_library(NCCL_LIBRARY
+  NAMES ${NCCL_LIB_NAME}
+  PATHS $ENV{NCCL_ROOT}/lib ${NCCL_ROOT}/lib ${CUDA_INCLUDE_DIRS}/../lib /usr/lib)
+
+if (NCCL_INCLUDE_DIR AND NCCL_LIBRARY)
+  get_filename_component(NCCL_LIBRARY ${NCCL_LIBRARY} PATH)
+endif ()
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(Nccl DEFAULT_MSG
+                                  NCCL_INCLUDE_DIR NCCL_LIBRARY)
+
+mark_as_advanced(
+  NCCL_INCLUDE_DIR
+  NCCL_LIBRARY
+  NCCL_LIB_NAME
+)

cmake/modules/FindTSan.cmake

@@ -0,0 +1,13 @@
+set(TSan_LIB_NAME tsan)
+
+find_library(TSan_LIBRARY
+  NAMES libtsan.so libtsan.so.0 libtsan.so.0.0.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(TSan DEFAULT_MSG
+  TSan_LIBRARY)
+
+mark_as_advanced(
+  TSan_LIBRARY
+  TSan_LIB_NAME)

demo/README.md

@@ -135,6 +135,7 @@ Send a PR to add a one sentence description:)
 
 ## Awards
 - [John Chambers Award](http://stat-computing.org/awards/jmc/winners.html) - 2016 Winner: XGBoost R Package, by Tong He (Simon Fraser University) and Tianqi Chen (University of Washington)
+- [InfoWorld’s 2019 Technology of the Year Award](https://www.infoworld.com/article/3336072/application-development/infoworlds-2019-technology-of-the-year-award-winners.html)
 
 ## Windows Binaries
 Unofficial windows binaries and instructions on how to use them are hosted on [Guido Tapia's blog](http://www.picnet.com.au/blogs/guido/post/2016/09/22/xgboost-windows-x64-binaries-for-download/)

demo/binary_classification/README.md

@@ -62,7 +62,7 @@ test:data = "agaricus.txt.test"
 We use the tree booster and logistic regression objective in our setting. This indicates that we accomplish our task using classic gradient boosting regression tree(GBRT), which is a promising method for binary classification.
 
 The parameters shown in the example gives the most common ones that are needed to use xgboost.
-If you are interested in more parameter settings, the complete parameter settings and detailed descriptions are [here](../../doc/parameter.md). Besides putting the parameters in the configuration file, we can set them by passing them as arguments as below:
+If you are interested in more parameter settings, the complete parameter settings and detailed descriptions are [here](../../doc/parameter.rst). Besides putting the parameters in the configuration file, we can set them by passing them as arguments as below:
 
 ```
 ../../xgboost mushroom.conf max_depth=6
@@ -80,12 +80,6 @@ booster = gblinear
 # L2 regularization term on weights, default 0
 lambda = 0.01
 # L1 regularization term on weights, default 0
-If ```agaricus.txt.test.buffer``` exists, and automatically loads from binary buffer if possible, this can speedup training process when you do training many times. You can disable it by setting ```use_buffer=0```.
-  - Buffer file can also be used as standalone input, i.e if buffer file exists, but original agaricus.txt.test was removed, xgboost will still run
-* Deviation from LibSVM input format: xgboost is compatible with LibSVM format, with the following minor differences:
-  - xgboost allows feature index starts from 0
-  - for binary classification, the label is 1 for positive, 0 for negative, instead of +1,-1
-  - the feature indices in each line *do not* need to be sorted
 alpha = 0.01
 # L2 regularization term on bias, default 0
 lambda_bias = 0.01
@@ -102,7 +96,7 @@ After training, we can use the output model to get the prediction of the test da
 For binary classification, the output predictions are probability confidence scores in [0,1], corresponds to the probability of the label to be positive.
 
 #### Dump Model
-This is a preliminary feature, so far only tree model support text dump. XGBoost can display the tree models in text files and we can scan the model in an easy way:
+This is a preliminary feature, so only tree models support text dump. XGBoost can display the tree models in text or JSON files, and we can scan the model in an easy way:
 ```
 ../../xgboost mushroom.conf task=dump model_in=0002.model name_dump=dump.raw.txt
 ../../xgboost mushroom.conf task=dump model_in=0002.model fmap=featmap.txt name_dump=dump.nice.txt

demo/binary_classification/mapfeat.py

@@ -18,7 +18,7 @@ def loadfmap( fname ):
             if it.strip() == '':
                 continue
             k , v = it.split('=')
-            fmap[ idx ][ v ] = len(nmap) + 1
+            fmap[ idx ][ v ] = len(nmap)
             nmap[ len(nmap) ] = ftype+'='+k
     return fmap, nmap
 

demo/guide-python/custom_objective.py

@@ -33,10 +33,10 @@ def logregobj(preds, dtrain):
 # Take this in mind when you use the customization, and maybe you need write customized evaluation function
 def evalerror(preds, dtrain):
     labels = dtrain.get_label()
-    # return a pair metric_name, result
+    # return a pair metric_name, result. The metric name must not contain a colon (:) or a space
     # since preds are margin(before logistic transformation, cutoff at 0)
-    return 'error', float(sum(labels != (preds > 0.0))) / len(labels)
+    return 'my-error', float(sum(labels != (preds > 0.0))) / len(labels)
 
 # training with customized objective, we can also do step by step training
 # simply look at xgboost.py's implementation of train
-bst = xgb.train(param, dtrain, num_round, watchlist, logregobj, evalerror)
+bst = xgb.train(param, dtrain, num_round, watchlist, obj=logregobj, feval=evalerror)

demo/guide-python/runall.sh

@@ -1,5 +1,5 @@
 #!/bin/bash
-export PYTHONPATH=PYTHONPATH:../../python-package
+export PYTHONPATH=$PYTHONPATH:../../python-package
 python basic_walkthrough.py
 python custom_objective.py
 python boost_from_prediction.py

demo/kaggle-higgs/higgs-train.R

@@ -24,9 +24,9 @@ param <- list("objective" = "binary:logitraw",
               "silent" = 1,
               "nthread" = 16)
 watchlist <- list("train" = xgmat)
-nround = 120
+nrounds = 120
 print ("loading data end, start to boost trees")
-bst = xgb.train(param, xgmat, nround, watchlist );
+bst = xgb.train(param, xgmat, nrounds, watchlist );
 # save out model
 xgb.save(bst, "higgs.model")
 print ('finish training')

demo/kaggle-higgs/speedtest.R

@@ -39,9 +39,9 @@ for (i in 1:length(threads)){
                   "silent" = 1,
                   "nthread" = thread)
     watchlist <- list("train" = xgmat)
-    nround = 120
+    nrounds = 120
     print ("loading data end, start to boost trees")
-    bst = xgb.train(param, xgmat, nround, watchlist );
+    bst = xgb.train(param, xgmat, nrounds, watchlist );
     # save out model
     xgb.save(bst, "higgs.model")
     print ('finish training')

demo/kaggle-otto/README.MD

@@ -1,4 +1,4 @@
-Benckmark for Otto Group Competition
+Benchmark for Otto Group Competition
 =========
 
 This is a folder containing the benchmark for the [Otto Group Competition on Kaggle](http://www.kaggle.com/c/otto-group-product-classification-challenge).
@@ -20,5 +20,3 @@ devtools::install_github('tqchen/xgboost',subdir='R-package')
 ```
 
 Windows users may need to install [RTools](http://cran.r-project.org/bin/windows/Rtools/) first.
-
-

demo/kaggle-otto/otto_train_pred.R

@@ -23,13 +23,13 @@ param <- list("objective" = "multi:softprob",
               "nthread" = 8)
 
 # Run Cross Validation
-cv.nround = 50
+cv.nrounds = 50
 bst.cv = xgb.cv(param=param, data = x[trind,], label = y, 
-                nfold = 3, nrounds=cv.nround)
+                nfold = 3, nrounds=cv.nrounds)
 
 # Train the model
-nround = 50
-bst = xgboost(param=param, data = x[trind,], label = y, nrounds=nround)
+nrounds = 50
+bst = xgboost(param=param, data = x[trind,], label = y, nrounds=nrounds)
 
 # Make prediction
 pred = predict(bst,x[teind,])

demo/kaggle-otto/understandingXGBoostModel.Rmd

@@ -121,19 +121,19 @@ param <- list("objective" = "multi:softprob",
               "eval_metric" = "mlogloss",
               "num_class" = numberOfClasses)
 
-cv.nround <- 5
+cv.nrounds <- 5
 cv.nfold <- 3
 
 bst.cv = xgb.cv(param=param, data = trainMatrix, label = y,
-                nfold = cv.nfold, nrounds = cv.nround)
+                nfold = cv.nfold, nrounds = cv.nrounds)
 ```
 > As we can see the error rate is low on the test dataset (for a 5mn trained model).
 
 Finally, we are ready to train the real model!!!
 
 ```{r modelTraining}
-nround = 50
-bst = xgboost(param=param, data = trainMatrix, label = y, nrounds=nround)
+nrounds = 50
+bst = xgboost(param=param, data = trainMatrix, label = y, nrounds=nrounds)
 ```
 
 Model understanding
@@ -142,7 +142,7 @@ Model understanding
 Feature importance
 ------------------
 
-So far, we have built a model made of **`r nround`** trees.
+So far, we have built a model made of **`r nrounds`** trees.
 
 To build a tree, the dataset is divided recursively several times. At the end of the process, you get groups of observations (here, these observations are properties regarding **Otto** products).
 

demo/multiclass_classification/README.md

@@ -1,10 +1,10 @@
 Demonstrating how to use XGBoost accomplish Multi-Class classification task on [UCI Dermatology dataset](https://archive.ics.uci.edu/ml/datasets/Dermatology)
 
-Make sure you make make xgboost python module in ../../python
+Make sure you make xgboost python module in ../../python
 
 1. Run runexp.sh
 ```bash
 ./runexp.sh
 ```
 
-
+**R version** please see the `train.R`.

demo/multiclass_classification/train.R

@@ -0,0 +1,64 @@
+library(data.table)
+library(xgboost)
+
+if (!file.exists("./dermatology.data")) {
+  download.file(
+    "https://archive.ics.uci.edu/ml/machine-learning-databases/dermatology/dermatology.data",
+    "dermatology.data",
+    method = "curl"
+  )
+}
+
+df <- fread("dermatology.data", sep = ",", header = FALSE)
+
+df[, `:=`(V34 = as.integer(ifelse(V34 == "?", 0L, V34)),
+          V35 = V35 - 1L)]
+
+idx <- sample(nrow(df), size = round(0.7 * nrow(df)), replace = FALSE)
+
+train <- df[idx,]
+test <- df[-idx,]
+
+train_x <- train[, 1:34]
+train_y <- train[, V35]
+
+test_x <- test[, 1:34]
+test_y <- test[, V35]
+
+xg_train <- xgb.DMatrix(data = as.matrix(train_x), label = train_y)
+xg_test = xgb.DMatrix(as.matrix(test_x), label = test_y)
+
+params <- list(
+  objective = 'multi:softmax',
+  num_class = 6,
+  max_depth = 6,
+  nthread = 4,
+  eta = 0.1
+)
+
+watchlist = list(train = xg_train, test = xg_test)
+
+bst <- xgb.train(
+  params = params,
+  data = xg_train,
+  watchlist = watchlist,
+  nrounds = 5
+)
+
+pred <- predict(bst, xg_test)
+error_rate <- sum(pred != test_y) / length(test_y)
+print(paste("Test error using softmax =", error_rate))
+
+# do the same thing again, but output probabilities
+params$objective <- 'multi:softprob'
+bst <- xgb.train(params, xg_train, nrounds = 5, watchlist)
+
+pred_prob <- predict(bst, xg_test)
+
+pred_mat <- matrix(pred_prob, ncol = 6, byrow = TRUE)
+# validation
+# rowSums(pred_mat)
+
+pred_label <- apply(pred_mat, 1, which.max) - 1L
+error_rate = sum(pred_label != test_y) / length(test_y)
+print(paste("Test error using softprob =", error_rate))

demo/rank/README.md

@@ -1,6 +1,6 @@
 Learning to rank
 ====
-XGBoost supports accomplishing ranking tasks. In ranking scenario, data are often grouped and we need the [group information file](../../doc/input_format.md#group-input-format) to specify ranking tasks. The model used in XGBoost for ranking is the LambdaRank, this function is not yet completed. Currently, we provide pairwise rank.
+XGBoost supports accomplishing ranking tasks. In ranking scenario, data are often grouped and we need the [group information file](../../doc/tutorials/input_format.rst#group-input-format) to specify ranking tasks. The model used in XGBoost for ranking is the LambdaRank, this function is not yet completed. Currently, we provide pairwise rank.
 
 ### Parameters
 The configuration setting is similar to the regression and binary classification setting, except user need to specify the objectives:
@@ -14,8 +14,28 @@ For more usage details please refer to the [binary classification demo](../binar
 
 Instructions
 ====
-The dataset for ranking demo is from LETOR04 MQ2008 fold1,
-You can use the following command to run the example
+The dataset for ranking demo is from LETOR04 MQ2008 fold1.
+Before running the examples, you need to get the data by running:
 
-Get the data: ./wgetdata.sh
-Run the example: ./runexp.sh
+```
+./wgetdata.sh
+```
+
+### Command Line
+Run the example:
+```
+./runexp.sh
+```
+
+### Python
+There are two ways of doing ranking in python.  
+
+Run the example using `xgboost.train`:
+```
+python rank.py
+```
+
+Run the example using `XGBRanker`:
+```
+python rank_sklearn.py
+```

demo/rank/rank.py

@@ -0,0 +1,41 @@
+#!/usr/bin/python
+import xgboost as xgb
+from xgboost import DMatrix
+from sklearn.datasets import load_svmlight_file
+
+
+#  This script demonstrate how to do ranking with xgboost.train
+x_train, y_train = load_svmlight_file("mq2008.train")
+x_valid, y_valid = load_svmlight_file("mq2008.vali")
+x_test, y_test = load_svmlight_file("mq2008.test")
+
+group_train = []
+with open("mq2008.train.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_train.append(int(line.split("\n")[0]))
+
+group_valid = []
+with open("mq2008.vali.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_valid.append(int(line.split("\n")[0]))
+
+group_test = []
+with open("mq2008.test.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_test.append(int(line.split("\n")[0]))
+
+train_dmatrix = DMatrix(x_train, y_train)
+valid_dmatrix = DMatrix(x_valid, y_valid)
+test_dmatrix = DMatrix(x_test)
+
+train_dmatrix.set_group(group_train)
+valid_dmatrix.set_group(group_valid)
+
+params = {'objective': 'rank:pairwise', 'eta': 0.1, 'gamma': 1.0,
+               'min_child_weight': 0.1, 'max_depth': 6}
+xgb_model = xgb.train(params, train_dmatrix, num_boost_round=4,
+                           evals=[(valid_dmatrix, 'validation')])
+pred = xgb_model.predict(test_dmatrix)

demo/rank/rank_sklearn.py

@@ -0,0 +1,35 @@
+#!/usr/bin/python
+import xgboost as xgb
+from sklearn.datasets import load_svmlight_file
+
+
+#  This script demonstrate how to do ranking with XGBRanker
+x_train, y_train = load_svmlight_file("mq2008.train")
+x_valid, y_valid = load_svmlight_file("mq2008.vali")
+x_test, y_test = load_svmlight_file("mq2008.test")
+
+group_train = []
+with open("mq2008.train.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_train.append(int(line.split("\n")[0]))
+
+group_valid = []
+with open("mq2008.vali.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_valid.append(int(line.split("\n")[0]))
+
+group_test = []
+with open("mq2008.test.group", "r") as f:
+    data = f.readlines()
+    for line in data:
+        group_test.append(int(line.split("\n")[0]))
+
+params = {'objective': 'rank:pairwise', 'learning_rate': 0.1,
+          'gamma': 1.0, 'min_child_weight': 0.1,
+          'max_depth': 6, 'n_estimators': 4}
+model = xgb.sklearn.XGBRanker(**params)
+model.fit(x_train, y_train, group_train,
+          eval_set=[(x_valid, y_valid)], eval_group=[group_valid])
+pred = model.predict(x_test)

demo/rank/runexp.sh

@@ -1,11 +1,5 @@
-python trans_data.py train.txt mq2008.train mq2008.train.group
-
-python trans_data.py test.txt mq2008.test mq2008.test.group
-
-python trans_data.py vali.txt mq2008.vali mq2008.vali.group
+#!/bin/bash
 
 ../../xgboost mq2008.conf
 
 ../../xgboost mq2008.conf task=pred model_in=0004.model
-
-

demo/rank/wgetdata.sh

@@ -1,4 +1,10 @@
 #!/bin/bash
-wget http://research.microsoft.com/en-us/um/beijing/projects/letor/LETOR4.0/Data/MQ2008.rar
+wget https://s3-us-west-2.amazonaws.com/xgboost-examples/MQ2008.rar
 unrar x MQ2008.rar
 mv -f MQ2008/Fold1/*.txt .
+
+python trans_data.py train.txt mq2008.train mq2008.train.group
+
+python trans_data.py test.txt mq2008.test mq2008.test.group
+
+python trans_data.py vali.txt mq2008.vali mq2008.vali.group

doc/R-package/discoverYourData.md

@@ -222,7 +222,7 @@ The code below is very usual. For more information, you can look at the document
 
 ```r
 bst <- xgboost(data = sparse_matrix, label = output_vector, max.depth = 4,
-               eta = 1, nthread = 2, nround = 10,objective = "binary:logistic")
+               eta = 1, nthread = 2, nrounds = 10,objective = "binary:logistic")
 ```
 
 ```
@@ -244,7 +244,7 @@ A model which fits too well may [overfit](http://en.wikipedia.org/wiki/Overfitti
 
 > Here you can see the numbers decrease until line 7 and then increase.
 >
-> It probably means we are overfitting. To fix that I should reduce the number of rounds to `nround = 4`. I will let things like that because I don't really care for the purpose of this example :-)
+> It probably means we are overfitting. To fix that I should reduce the number of rounds to `nrounds = 4`. I will let things like that because I don't really care for the purpose of this example :-)
 
 Feature importance
 ------------------
@@ -448,7 +448,7 @@ train <- agaricus.train
 test <- agaricus.test
 
 #Random Forest™ - 1000 trees
-bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parallel_tree = 1000, subsample = 0.5, colsample_bytree =0.5, nround = 1, objective = "binary:logistic")
+bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parallel_tree = 1000, subsample = 0.5, colsample_bytree =0.5, nrounds = 1, objective = "binary:logistic")
 ```
 
 ```
@@ -457,7 +457,7 @@ bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parall
 
 ```r
 #Boosting - 3 rounds
-bst <- xgboost(data = train$data, label = train$label, max.depth = 4, nround = 3, objective = "binary:logistic")
+bst <- xgboost(data = train$data, label = train$label, max.depth = 4, nrounds = 3, objective = "binary:logistic")
 ```
 
 ```

doc/R-package/index.md

@@ -1,17 +0,0 @@
-XGBoost R Package
-=================
-[![CRAN Status Badge](http://www.r-pkg.org/badges/version/xgboost)](http://cran.r-project.org/web/packages/xgboost)
-[![CRAN Downloads](http://cranlogs.r-pkg.org/badges/xgboost)](http://cran.rstudio.com/web/packages/xgboost/index.html)
-
-
-You have found the XGBoost R Package!
-
-Get Started
------------
-* Checkout the [Installation Guide](../build.md) contains instructions to install xgboost, and [Tutorials](#tutorials) for examples on how to use xgboost for various tasks.
-* Please visit [walk through example](../../R-package/demo).
-
-Tutorials
----------
-- [Introduction to XGBoost in R](xgboostPresentation.md)
-- [Discover your data with XGBoost in R](discoverYourData.md)

doc/R-package/index.rst

@@ -0,0 +1,28 @@
+#################
+XGBoost R Package
+#################
+
+.. raw:: html
+
+  <a href="http://cran.r-project.org/web/packages/xgboost"><img alt="CRAN Status Badge" src="http://www.r-pkg.org/badges/version/xgboost"></a>
+  <a href="http://cran.rstudio.com/web/packages/xgboost/index.html"><img alt="CRAN Downloads" src="http://cranlogs.r-pkg.org/badges/xgboost"></a>
+
+You have found the XGBoost R Package!
+
+***********
+Get Started
+***********
+* Checkout the :doc:`Installation Guide </build>` contains instructions to install xgboost, and :doc:`Tutorials </tutorials/index>` for examples on how to use XGBoost for various tasks.
+* Read the `API documentation <https://cran.r-project.org/web/packages/xgboost/xgboost.pdf>`_.
+* Please visit `Walk-through Examples <https://github.com/dmlc/xgboost/tree/master/R-package/demo>`_.
+
+*********
+Tutorials
+*********
+
+.. toctree::
+  :maxdepth: 2
+  :titlesonly:
+  
+  Introduction to XGBoost in R <xgboostPresentation>
+  Understanding your dataset with XGBoost <discoverYourData>

doc/R-package/xgboostPresentation.md

@@ -176,13 +176,13 @@ In a *sparse* matrix, cells containing `0` are not stored in memory. Therefore,
 We will train decision tree model using the following parameters:
 
 * `objective = "binary:logistic"`: we will train a binary classification model ;
-* `max.deph = 2`: the trees won't be deep, because our case is very simple ;
+* `max.depth = 2`: the trees won't be deep, because our case is very simple ;
 * `nthread = 2`: the number of cpu threads we are going to use;
-* `nround = 2`: there will be two passes on the data, the second one will enhance the model by further reducing the difference between ground truth and prediction.
+* `nrounds = 2`: there will be two passes on the data, the second one will enhance the model by further reducing the difference between ground truth and prediction.
 
 
 ```r
-bstSparse <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
+bstSparse <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
 ```
 
 ```
@@ -200,7 +200,7 @@ Alternatively, you can put your dataset in a *dense* matrix, i.e. a basic **R**
 
 
 ```r
-bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
+bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
 ```
 
 ```
@@ -215,7 +215,7 @@ bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth
 
 ```r
 dtrain <- xgb.DMatrix(data = train$data, label = train$label)
-bstDMatrix <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
+bstDMatrix <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
 ```
 
 ```
@@ -232,13 +232,13 @@ One of the simplest way to see the training progress is to set the `verbose` opt
 
 ```r
 # verbose = 0, no message
-bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 0)
+bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 0)
 ```
 
 
 ```r
 # verbose = 1, print evaluation metric
-bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 1)
+bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 1)
 ```
 
 ```
@@ -249,7 +249,7 @@ bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, o
 
 ```r
 # verbose = 2, also print information about tree
-bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 2)
+bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 2)
 ```
 
 ```
@@ -372,7 +372,7 @@ For the purpose of this example, we use `watchlist` parameter. It is a list of `
 ```r
 watchlist <- list(train=dtrain, test=dtest)
 
-bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, objective = "binary:logistic")
+bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, objective = "binary:logistic")
 ```
 
 ```
@@ -380,7 +380,7 @@ bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchli
 ## [1]	train-error:0.022263	test-error:0.021726
 ```
 
-**XGBoost** has computed at each round the same average error metric than seen above (we set `nround` to 2, that is why we have two lines). Obviously, the `train-error` number is related to the training dataset (the one the algorithm learns from) and the `test-error` number to the test dataset.
+**XGBoost** has computed at each round the same average error metric than seen above (we set `nrounds` to 2, that is why we have two lines). Obviously, the `train-error` number is related to the training dataset (the one the algorithm learns from) and the `test-error` number to the test dataset.
 
 Both training and test error related metrics are very similar, and in some way, it makes sense: what we have learned from the training dataset matches the observations from the test dataset.
 
@@ -390,7 +390,7 @@ For a better understanding of the learning progression, you may want to have som
 
 
 ```r
-bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
+bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
 ```
 
 ```
@@ -407,7 +407,7 @@ Until now, all the learnings we have performed were based on boosting trees. **X
 
 
 ```r
-bst <- xgb.train(data=dtrain, booster = "gblinear", max.depth=2, nthread = 2, nround=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
+bst <- xgb.train(data=dtrain, booster = "gblinear", max.depth=2, nthread = 2, nrounds=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
 ```
 
 ```
@@ -445,7 +445,7 @@ dtrain2 <- xgb.DMatrix("dtrain.buffer")
 ```
 
 ```r
-bst <- xgb.train(data=dtrain2, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, objective = "binary:logistic")
+bst <- xgb.train(data=dtrain2, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, objective = "binary:logistic")
 ```
 
 ```
@@ -576,8 +576,8 @@ print(class(rawVec))
 bst3 <- xgb.load(rawVec)
 pred3 <- predict(bst3, test$data)
 
-# pred2 should be identical to pred
-print(paste("sum(abs(pred3-pred))=", sum(abs(pred2-pred))))
+# pred3 should be identical to pred
+print(paste("sum(abs(pred3-pred))=", sum(abs(pred3-pred))))
 ```
 
 ```

doc/_static/custom.css

@@ -0,0 +1,23 @@
+div.breathe-sectiondef.container {
+  width: 100%;
+}
+
+div.literal-block-wrapper.container {
+  width: 100%;
+}
+
+.red {
+  color: red;
+}
+
+table {
+  border: 0;
+}
+
+td, th {
+  padding: 1px 8px 1px 5px;
+  border-top: 0;
+  border-bottom: 1px solid #aaa;
+  border-left: 0;
+  border-right: 0;
+}

doc/_static/searchtools-new.js

@@ -1,752 +0,0 @@
-/* 
- * searchtools.js_t
- * ~~~~~~~~~~~~~~~~
- *
- * Sphinx JavaScript utilities for the full-text search.
- *
- * :copyright: Copyright 2007-2016 by the Sphinx team, see AUTHORS.
- * :license: BSD, see LICENSE for details.
- *
- */
-
-
-/* Non-minified version JS is _stemmer.js if file is provided */ 
-/**
- * Porter Stemmer
- */
-var Stemmer = function() {
-
-  var step2list = {
-    ational: 'ate',
-    tional: 'tion',
-    enci: 'ence',
-    anci: 'ance',
-    izer: 'ize',
-    bli: 'ble',
-    alli: 'al',
-    entli: 'ent',
-    eli: 'e',
-    ousli: 'ous',
-    ization: 'ize',
-    ation: 'ate',
-    ator: 'ate',
-    alism: 'al',
-    iveness: 'ive',
-    fulness: 'ful',
-    ousness: 'ous',
-    aliti: 'al',
-    iviti: 'ive',
-    biliti: 'ble',
-    logi: 'log'
-  };
-
-  var step3list = {
-    icate: 'ic',
-    ative: '',
-    alize: 'al',
-    iciti: 'ic',
-    ical: 'ic',
-    ful: '',
-    ness: ''
-  };
-
-  var c = "[^aeiou]";          // consonant
-  var v = "[aeiouy]";          // vowel
-  var C = c + "[^aeiouy]*";    // consonant sequence
-  var V = v + "[aeiou]*";      // vowel sequence
-
-  var mgr0 = "^(" + C + ")?" + V + C;                      // [C]VC... is m>0
-  var meq1 = "^(" + C + ")?" + V + C + "(" + V + ")?$";    // [C]VC[V] is m=1
-  var mgr1 = "^(" + C + ")?" + V + C + V + C;              // [C]VCVC... is m>1
-  var s_v   = "^(" + C + ")?" + v;                         // vowel in stem
-
-  this.stemWord = function (w) {
-    var stem;
-    var suffix;
-    var firstch;
-    var origword = w;
-
-    if (w.length < 3)
-      return w;
-
-    var re;
-    var re2;
-    var re3;
-    var re4;
-
-    firstch = w.substr(0,1);
-    if (firstch == "y")
-      w = firstch.toUpperCase() + w.substr(1);
-
-    // Step 1a
-    re = /^(.+?)(ss|i)es$/;
-    re2 = /^(.+?)([^s])s$/;
-
-    if (re.test(w))
-      w = w.replace(re,"$1$2");
-    else if (re2.test(w))
-      w = w.replace(re2,"$1$2");
-
-    // Step 1b
-    re = /^(.+?)eed$/;
-    re2 = /^(.+?)(ed|ing)$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      re = new RegExp(mgr0);
-      if (re.test(fp[1])) {
-        re = /.$/;
-        w = w.replace(re,"");
-      }
-    }
-    else if (re2.test(w)) {
-      var fp = re2.exec(w);
-      stem = fp[1];
-      re2 = new RegExp(s_v);
-      if (re2.test(stem)) {
-        w = stem;
-        re2 = /(at|bl|iz)$/;
-        re3 = new RegExp("([^aeiouylsz])\\1$");
-        re4 = new RegExp("^" + C + v + "[^aeiouwxy]$");
-        if (re2.test(w))
-          w = w + "e";
-        else if (re3.test(w)) {
-          re = /.$/;
-          w = w.replace(re,"");
-        }
-        else if (re4.test(w))
-          w = w + "e";
-      }
-    }
-
-    // Step 1c
-    re = /^(.+?)y$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      stem = fp[1];
-      re = new RegExp(s_v);
-      if (re.test(stem))
-        w = stem + "i";
-    }
-
-    // Step 2
-    re = /^(.+?)(ational|tional|enci|anci|izer|bli|alli|entli|eli|ousli|ization|ation|ator|alism|iveness|fulness|ousness|aliti|iviti|biliti|logi)$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      stem = fp[1];
-      suffix = fp[2];
-      re = new RegExp(mgr0);
-      if (re.test(stem))
-        w = stem + step2list[suffix];
-    }
-
-    // Step 3
-    re = /^(.+?)(icate|ative|alize|iciti|ical|ful|ness)$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      stem = fp[1];
-      suffix = fp[2];
-      re = new RegExp(mgr0);
-      if (re.test(stem))
-        w = stem + step3list[suffix];
-    }
-
-    // Step 4
-    re = /^(.+?)(al|ance|ence|er|ic|able|ible|ant|ement|ment|ent|ou|ism|ate|iti|ous|ive|ize)$/;
-    re2 = /^(.+?)(s|t)(ion)$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      stem = fp[1];
-      re = new RegExp(mgr1);
-      if (re.test(stem))
-        w = stem;
-    }
-    else if (re2.test(w)) {
-      var fp = re2.exec(w);
-      stem = fp[1] + fp[2];
-      re2 = new RegExp(mgr1);
-      if (re2.test(stem))
-        w = stem;
-    }
-
-    // Step 5
-    re = /^(.+?)e$/;
-    if (re.test(w)) {
-      var fp = re.exec(w);
-      stem = fp[1];
-      re = new RegExp(mgr1);
-      re2 = new RegExp(meq1);
-      re3 = new RegExp("^" + C + v + "[^aeiouwxy]$");
-      if (re.test(stem) || (re2.test(stem) && !(re3.test(stem))))
-        w = stem;
-    }
-    re = /ll$/;
-    re2 = new RegExp(mgr1);
-    if (re.test(w) && re2.test(w)) {
-      re = /.$/;
-      w = w.replace(re,"");
-    }
-
-    // and turn initial Y back to y
-    if (firstch == "y")
-      w = firstch.toLowerCase() + w.substr(1);
-    return w;
-  }
-}
-
-
-
-/**
- * Simple result scoring code.
- */
-var Scorer = {
-  // Implement the following function to further tweak the score for each result
-  // The function takes a result array [filename, title, anchor, descr, score]
-  // and returns the new score.
-  /*
-  score: function(result) {
-    return result[4];
-  },
-  */
-
-  // query matches the full name of an object
-  objNameMatch: 11,
-  // or matches in the last dotted part of the object name
-  objPartialMatch: 6,
-  // Additive scores depending on the priority of the object
-  objPrio: {0:  15,   // used to be importantResults
-            1:  5,   // used to be objectResults
-            2: -5},  // used to be unimportantResults
-  //  Used when the priority is not in the mapping.
-  objPrioDefault: 0,
-
-  // query found in title
-  title: 15,
-  // query found in terms
-  term: 5
-};
-
-
-
-
-
-var splitChars = (function() {
-    var result = {};
-    var singles = [96, 180, 187, 191, 215, 247, 749, 885, 903, 907, 909, 930, 1014, 1648,
-         1748, 1809, 2416, 2473, 2481, 2526, 2601, 2609, 2612, 2615, 2653, 2702,
-         2706, 2729, 2737, 2740, 2857, 2865, 2868, 2910, 2928, 2948, 2961, 2971,
-         2973, 3085, 3089, 3113, 3124, 3213, 3217, 3241, 3252, 3295, 3341, 3345,
-         3369, 3506, 3516, 3633, 3715, 3721, 3736, 3744, 3748, 3750, 3756, 3761,
-         3781, 3912, 4239, 4347, 4681, 4695, 4697, 4745, 4785, 4799, 4801, 4823,
-         4881, 5760, 5901, 5997, 6313, 7405, 8024, 8026, 8028, 8030, 8117, 8125,
-         8133, 8181, 8468, 8485, 8487, 8489, 8494, 8527, 11311, 11359, 11687, 11695,
-         11703, 11711, 11719, 11727, 11735, 12448, 12539, 43010, 43014, 43019, 43587,
-         43696, 43713, 64286, 64297, 64311, 64317, 64319, 64322, 64325, 65141];
-    var i, j, start, end;
-    for (i = 0; i < singles.length; i++) {
-        result[singles[i]] = true;
-    }
-    var ranges = [[0, 47], [58, 64], [91, 94], [123, 169], [171, 177], [182, 184], [706, 709],
-         [722, 735], [741, 747], [751, 879], [888, 889], [894, 901], [1154, 1161],
-         [1318, 1328], [1367, 1368], [1370, 1376], [1416, 1487], [1515, 1519], [1523, 1568],
-         [1611, 1631], [1642, 1645], [1750, 1764], [1767, 1773], [1789, 1790], [1792, 1807],
-         [1840, 1868], [1958, 1968], [1970, 1983], [2027, 2035], [2038, 2041], [2043, 2047],
-         [2070, 2073], [2075, 2083], [2085, 2087], [2089, 2307], [2362, 2364], [2366, 2383],
-         [2385, 2391], [2402, 2405], [2419, 2424], [2432, 2436], [2445, 2446], [2449, 2450],
-         [2483, 2485], [2490, 2492], [2494, 2509], [2511, 2523], [2530, 2533], [2546, 2547],
-         [2554, 2564], [2571, 2574], [2577, 2578], [2618, 2648], [2655, 2661], [2672, 2673],
-         [2677, 2692], [2746, 2748], [2750, 2767], [2769, 2783], [2786, 2789], [2800, 2820],
-         [2829, 2830], [2833, 2834], [2874, 2876], [2878, 2907], [2914, 2917], [2930, 2946],
-         [2955, 2957], [2966, 2968], [2976, 2978], [2981, 2983], [2987, 2989], [3002, 3023],
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-         [3386, 3388], [3390, 3423], [3426, 3429], [3446, 3449], [3456, 3460], [3479, 3481],
-         [3518, 3519], [3527, 3584], [3636, 3647], [3655, 3663], [3674, 3712], [3717, 3718],
-         [3723, 3724], [3726, 3731], [3752, 3753], [3764, 3772], [3774, 3775], [3783, 3791],
-         [3802, 3803], [3806, 3839], [3841, 3871], [3892, 3903], [3949, 3975], [3980, 4095],
-         [4139, 4158], [4170, 4175], [4182, 4185], [4190, 4192], [4194, 4196], [4199, 4205],
-         [4209, 4212], [4226, 4237], [4250, 4255], [4294, 4303], [4349, 4351], [4686, 4687],
-         [4702, 4703], [4750, 4751], [4790, 4791], [4806, 4807], [4886, 4887], [4955, 4968],
-         [4989, 4991], [5008, 5023], [5109, 5120], [5741, 5742], [5787, 5791], [5867, 5869],
-         [5873, 5887], [5906, 5919], [5938, 5951], [5970, 5983], [6001, 6015], [6068, 6102],
-         [6104, 6107], [6109, 6111], [6122, 6127], [6138, 6159], [6170, 6175], [6264, 6271],
-         [6315, 6319], [6390, 6399], [6429, 6469], [6510, 6511], [6517, 6527], [6572, 6592],
-         [6600, 6607], [6619, 6655], [6679, 6687], [6741, 6783], [6794, 6799], [6810, 6822],
-         [6824, 6916], [6964, 6980], [6988, 6991], [7002, 7042], [7073, 7085], [7098, 7167],
-         [7204, 7231], [7242, 7244], [7294, 7400], [7410, 7423], [7616, 7679], [7958, 7959],
-         [7966, 7967], [8006, 8007], [8014, 8015], [8062, 8063], [8127, 8129], [8141, 8143],
-         [8148, 8149], [8156, 8159], [8173, 8177], [8189, 8303], [8306, 8307], [8314, 8318],
-         [8330, 8335], [8341, 8449], [8451, 8454], [8456, 8457], [8470, 8472], [8478, 8483],
-         [8506, 8507], [8512, 8516], [8522, 8525], [8586, 9311], [9372, 9449], [9472, 10101],
-         [10132, 11263], [11493, 11498], [11503, 11516], [11518, 11519], [11558, 11567],
-         [11622, 11630], [11632, 11647], [11671, 11679], [11743, 11822], [11824, 12292],
-         [12296, 12320], [12330, 12336], [12342, 12343], [12349, 12352], [12439, 12444],
-         [12544, 12548], [12590, 12592], [12687, 12689], [12694, 12703], [12728, 12783],
-         [12800, 12831], [12842, 12880], [12896, 12927], [12938, 12976], [12992, 13311],
-         [19894, 19967], [40908, 40959], [42125, 42191], [42238, 42239], [42509, 42511],
-         [42540, 42559], [42592, 42593], [42607, 42622], [42648, 42655], [42736, 42774],
-         [42784, 42785], [42889, 42890], [42893, 43002], [43043, 43055], [43062, 43071],
-         [43124, 43137], [43188, 43215], [43226, 43249], [43256, 43258], [43260, 43263],
-         [43302, 43311], [43335, 43359], [43389, 43395], [43443, 43470], [43482, 43519],
-         [43561, 43583], [43596, 43599], [43610, 43615], [43639, 43641], [43643, 43647],
-         [43698, 43700], [43703, 43704], [43710, 43711], [43715, 43738], [43742, 43967],
-         [44003, 44015], [44026, 44031], [55204, 55215], [55239, 55242], [55292, 55295],
-         [57344, 63743], [64046, 64047], [64110, 64111], [64218, 64255], [64263, 64274],
-         [64280, 64284], [64434, 64466], [64830, 64847], [64912, 64913], [64968, 65007],
-         [65020, 65135], [65277, 65295], [65306, 65312], [65339, 65344], [65371, 65381],
-         [65471, 65473], [65480, 65481], [65488, 65489], [65496, 65497]];
-    for (i = 0; i < ranges.length; i++) {
-        start = ranges[i][0];
-        end = ranges[i][1];
-        for (j = start; j <= end; j++) {
-            result[j] = true;
-        }
-    }
-    return result;
-})();
-
-function splitQuery(query) {
-    var result = [];
-    var start = -1;
-    for (var i = 0; i < query.length; i++) {
-        if (splitChars[query.charCodeAt(i)]) {
-            if (start !== -1) {
-                result.push(query.slice(start, i));
-                start = -1;
-            }
-        } else if (start === -1) {
-            start = i;
-        }
-    }
-    if (start !== -1) {
-        result.push(query.slice(start));
-    }
-    return result;
-}
-
-
-
-
-/**
- * Search Module
- */
-var Search = {
-
-  _index : null,
-  _queued_query : null,
-  _pulse_status : -1,
-
-  init : function() {
-      var params = $.getQueryParameters();
-      if (params.q) {
-          var query = params.q[0];
-          $('input[name="q"]')[0].value = query;
-          this.performSearch(query);
-      }
-  },
-
-  loadIndex : function(url) {
-    $.ajax({type: "GET", url: url, data: null,
-            dataType: "script", cache: true,
-            complete: function(jqxhr, textstatus) {
-              if (textstatus != "success") {
-                document.getElementById("searchindexloader").src = url;
-              }
-            }});
-  },
-
-  setIndex : function(index) {
-    var q;
-    this._index = index;
-    if ((q = this._queued_query) !== null) {
-      this._queued_query = null;
-      Search.query(q);
-    }
-  },
-
-  hasIndex : function() {
-      return this._index !== null;
-  },
-
-  deferQuery : function(query) {
-      this._queued_query = query;
-  },
-
-  stopPulse : function() {
-      this._pulse_status = 0;
-  },
-
-  startPulse : function() {
-    if (this._pulse_status >= 0)
-        return;
-    function pulse() {
-      var i;
-      Search._pulse_status = (Search._pulse_status + 1) % 4;
-      var dotString = '';
-      for (i = 0; i < Search._pulse_status; i++)
-        dotString += '.';
-      Search.dots.text(dotString);
-      if (Search._pulse_status > -1)
-        window.setTimeout(pulse, 500);
-    }
-    pulse();
-  },
-
-  /**
-   * perform a search for something (or wait until index is loaded)
-   */
-  performSearch : function(query) {
-    // create the required interface elements
-    this.out = $('#search-results');
-    this.title = $('<h2>' + _('Searching') + '</h2>').appendTo(this.out);
-    this.dots = $('<span></span>').appendTo(this.title);
-    this.status = $('<p style="display: none"></p>').appendTo(this.out);
-    this.output = $('<ul class="search"/>').appendTo(this.out);
-
-    $('#search-progress').text(_('Preparing search...'));
-    this.startPulse();
-
-    // index already loaded, the browser was quick!
-    if (this.hasIndex())
-      this.query(query);
-    else
-      this.deferQuery(query);
-  },
-
-  /**
-   * execute search (requires search index to be loaded)
-   */
-  query : function(query) {
-    var i;
-    var stopwords = ["a","and","are","as","at","be","but","by","for","if","in","into","is","it","near","no","not","of","on","or","such","that","the","their","then","there","these","they","this","to","was","will","with"];
-
-    // stem the searchterms and add them to the correct list
-    var stemmer = new Stemmer();
-    var searchterms = [];
-    var excluded = [];
-    var hlterms = [];
-    var tmp = splitQuery(query);
-    var objectterms = [];
-    for (i = 0; i < tmp.length; i++) {
-      if (tmp[i] !== "") {
-          objectterms.push(tmp[i].toLowerCase());
-      }
-
-      if ($u.indexOf(stopwords, tmp[i].toLowerCase()) != -1 || tmp[i].match(/^\d+$/) ||
-          tmp[i] === "") {
-        // skip this "word"
-        continue;
-      }
-      // stem the word
-      var word = stemmer.stemWord(tmp[i].toLowerCase());
-      var toAppend;
-      // select the correct list
-      if (word[0] == '-') {
-        toAppend = excluded;
-        word = word.substr(1);
-      }
-      else {
-        toAppend = searchterms;
-        hlterms.push(tmp[i].toLowerCase());
-      }
-      // only add if not already in the list
-      if (!$u.contains(toAppend, word))
-        toAppend.push(word);
-    }
-    var highlightstring = '?highlight=' + $.urlencode(hlterms.join(" "));
-
-    // console.debug('SEARCH: searching for:');
-    // console.info('required: ', searchterms);
-    // console.info('excluded: ', excluded);
-
-    // prepare search
-    var terms = this._index.terms;
-    var titleterms = this._index.titleterms;
-
-    // array of [filename, title, anchor, descr, score]
-    var results = [];
-    $('#search-progress').empty();
-
-    // lookup as object
-    for (i = 0; i < objectterms.length; i++) {
-      var others = [].concat(objectterms.slice(0, i),
-                             objectterms.slice(i+1, objectterms.length));
-      results = results.concat(this.performObjectSearch(objectterms[i], others));
-    }
-
-    // lookup as search terms in fulltext
-    results = results.concat(this.performTermsSearch(searchterms, excluded, terms, titleterms));
-
-    // let the scorer override scores with a custom scoring function
-    if (Scorer.score) {
-      for (i = 0; i < results.length; i++)
-        results[i][4] = Scorer.score(results[i]);
-    }
-
-    // now sort the results by score (in opposite order of appearance, since the
-    // display function below uses pop() to retrieve items) and then
-    // alphabetically
-    results.sort(function(a, b) {
-      var left = a[4];
-      var right = b[4];
-      if (left > right) {
-        return 1;
-      } else if (left < right) {
-        return -1;
-      } else {
-        // same score: sort alphabetically
-        left = a[1].toLowerCase();
-        right = b[1].toLowerCase();
-        return (left > right) ? -1 : ((left < right) ? 1 : 0);
-      }
-    });
-
-    // for debugging
-    //Search.lastresults = results.slice();  // a copy
-    //console.info('search results:', Search.lastresults);
-
-    // print the results
-    var resultCount = results.length;
-    function displayNextItem() {
-      // results left, load the summary and display it
-      if (results.length) {
-        var item = results.pop();
-        var listItem = $('<li style="display:none"></li>');
-        if (DOCUMENTATION_OPTIONS.FILE_SUFFIX === '') {
-          // dirhtml builder
-          var dirname = item[0] + '/';
-          if (dirname.match(/\/index\/$/)) {
-            dirname = dirname.substring(0, dirname.length-6);
-          } else if (dirname == 'index/') {
-            dirname = '';
-          }
-          listItem.append($('<a/>').attr('href',
-            DOCUMENTATION_OPTIONS.URL_ROOT + dirname +
-            highlightstring + item[2]).html(item[1]));
-        } else {
-          // normal html builders
-          listItem.append($('<a/>').attr('href',
-            item[0] + DOCUMENTATION_OPTIONS.FILE_SUFFIX +
-            highlightstring + item[2]).html(item[1]));
-        }
-        if (item[3]) {
-          listItem.append($('<span> (' + item[3] + ')</span>'));
-          Search.output.append(listItem);
-          listItem.slideDown(5, function() {
-            displayNextItem();
-          });
-        } else if (DOCUMENTATION_OPTIONS.HAS_SOURCE) {
-          $.ajax({url: DOCUMENTATION_OPTIONS.URL_ROOT + '_sources/' + item[0] + '.md.txt',
-                  dataType: "text",
-                  complete: function(jqxhr, textstatus) {
-                    var data = jqxhr.responseText;
-                    if (data !== '' && data !== undefined) {
-                      listItem.append(Search.makeSearchSummary(data, searchterms, hlterms));
-                    }
-                    Search.output.append(listItem);
-                    listItem.slideDown(5, function() {
-                      displayNextItem();
-                    });
-                  }});
-        } else {
-          // no source available, just display title
-          Search.output.append(listItem);
-          listItem.slideDown(5, function() {
-            displayNextItem();
-          });
-        }
-      }
-      // search finished, update title and status message
-      else {
-        Search.stopPulse();
-        Search.title.text(_('Search Results'));
-        if (!resultCount)
-          Search.status.text(_('Your search did not match any documents. Please make sure that all words are spelled correctly and that you\'ve selected enough categories.'));
-        else
-            Search.status.text(_('Search finished, found %s page(s) matching the search query.').replace('%s', resultCount));
-        Search.status.fadeIn(500);
-      }
-    }
-    displayNextItem();
-  },
-
-  /**
-   * search for object names
-   */
-  performObjectSearch : function(object, otherterms) {
-    var filenames = this._index.docnames;
-    var objects = this._index.objects;
-    var objnames = this._index.objnames;
-    var titles = this._index.titles;
-
-    var i;
-    var results = [];
-
-    for (var prefix in objects) {
-      for (var name in objects[prefix]) {
-        var fullname = (prefix ? prefix + '.' : '') + name;
-        if (fullname.toLowerCase().indexOf(object) > -1) {
-          var score = 0;
-          var parts = fullname.split('.');
-          // check for different match types: exact matches of full name or
-          // "last name" (i.e. last dotted part)
-          if (fullname == object || parts[parts.length - 1] == object) {
-            score += Scorer.objNameMatch;
-          // matches in last name
-          } else if (parts[parts.length - 1].indexOf(object) > -1) {
-            score += Scorer.objPartialMatch;
-          }
-          var match = objects[prefix][name];
-          var objname = objnames[match[1]][2];
-          var title = titles[match[0]];
-          // If more than one term searched for, we require other words to be
-          // found in the name/title/description
-          if (otherterms.length > 0) {
-            var haystack = (prefix + ' ' + name + ' ' +
-                            objname + ' ' + title).toLowerCase();
-            var allfound = true;
-            for (i = 0; i < otherterms.length; i++) {
-              if (haystack.indexOf(otherterms[i]) == -1) {
-                allfound = false;
-                break;
-              }
-            }
-            if (!allfound) {
-              continue;
-            }
-          }
-          var descr = objname + _(', in ') + title;
-
-          var anchor = match[3];
-          if (anchor === '')
-            anchor = fullname;
-          else if (anchor == '-')
-            anchor = objnames[match[1]][1] + '-' + fullname;
-          // add custom score for some objects according to scorer
-          if (Scorer.objPrio.hasOwnProperty(match[2])) {
-            score += Scorer.objPrio[match[2]];
-          } else {
-            score += Scorer.objPrioDefault;
-          }
-          results.push([filenames[match[0]], fullname, '#'+anchor, descr, score]);
-        }
-      }
-    }
-
-    return results;
-  },
-
-  /**
-   * search for full-text terms in the index
-   */
-  performTermsSearch : function(searchterms, excluded, terms, titleterms) {
-    var filenames = this._index.docnames;
-    var titles = this._index.titles;
-
-    var i, j, file;
-    var fileMap = {};
-    var scoreMap = {};
-    var results = [];
-
-    // perform the search on the required terms
-    for (i = 0; i < searchterms.length; i++) {
-      var word = searchterms[i];
-      var files = [];
-      var _o = [
-        {files: terms[word], score: Scorer.term},
-        {files: titleterms[word], score: Scorer.title}
-      ];
-
-      // no match but word was a required one
-      if ($u.every(_o, function(o){return o.files === undefined;})) {
-        break;
-      }
-      // found search word in contents
-      $u.each(_o, function(o) {
-        var _files = o.files;
-        if (_files === undefined)
-          return
-
-        if (_files.length === undefined)
-          _files = [_files];
-        files = files.concat(_files);
-
-        // set score for the word in each file to Scorer.term
-        for (j = 0; j < _files.length; j++) {
-          file = _files[j];
-          if (!(file in scoreMap))
-            scoreMap[file] = {}
-          scoreMap[file][word] = o.score;
-        }
-      });
-
-      // create the mapping
-      for (j = 0; j < files.length; j++) {
-        file = files[j];
-        if (file in fileMap)
-          fileMap[file].push(word);
-        else
-          fileMap[file] = [word];
-      }
-    }
-
-    // now check if the files don't contain excluded terms
-    for (file in fileMap) {
-      var valid = true;
-
-      // check if all requirements are matched
-      if (fileMap[file].length != searchterms.length)
-          continue;
-
-      // ensure that none of the excluded terms is in the search result
-      for (i = 0; i < excluded.length; i++) {
-        if (terms[excluded[i]] == file ||
-            titleterms[excluded[i]] == file ||
-            $u.contains(terms[excluded[i]] || [], file) ||
-            $u.contains(titleterms[excluded[i]] || [], file)) {
-          valid = false;
-          break;
-        }
-      }
-
-      // if we have still a valid result we can add it to the result list
-      if (valid) {
-        // select one (max) score for the file.
-        // for better ranking, we should calculate ranking by using words statistics like basic tf-idf...
-        var score = $u.max($u.map(fileMap[file], function(w){return scoreMap[file][w]}));
-        results.push([filenames[file], titles[file], '', null, score]);
-      }
-    }
-    return results;
-  },
-
-  /**
-   * helper function to return a node containing the
-   * search summary for a given text. keywords is a list
-   * of stemmed words, hlwords is the list of normal, unstemmed
-   * words. the first one is used to find the occurrence, the
-   * latter for highlighting it.
-   */
-  makeSearchSummary : function(text, keywords, hlwords) {
-    var textLower = text.toLowerCase();
-    var start = 0;
-    $.each(keywords, function() {
-      var i = textLower.indexOf(this.toLowerCase());
-      if (i > -1)
-        start = i;
-    });
-    start = Math.max(start - 120, 0);
-    var excerpt = ((start > 0) ? '...' : '') +
-      $.trim(text.substr(start, 240)) +
-      ((start + 240 - text.length) ? '...' : '');
-    var rv = $('<div class="context"></div>').text(excerpt);
-    $.each(hlwords, function() {
-      rv = rv.highlightText(this, 'highlighted');
-    });
-    return rv;
-  }
-};
-
-/* Search initialization removed for Read the Docs */
-$(document).ready(function() {
-  Search.init();
-});

doc/_static/xgboost-theme/footer.html

@@ -1,5 +0,0 @@
-<div class="container">
-<div class="footer">
-  <p> © 2015-2016 DMLC. All rights reserved. </p>
-</div>
-</div>

doc/_static/xgboost-theme/index.html

@@ -1,58 +0,0 @@
-<div class="splash">
-  <div class="container">
-    <div class="row">
-      <div class="col-lg-12">
-        <h1>Scalable and Flexible Gradient Boosting</h1>
-        <div id="social">
-          <span>
-            <iframe src="https://ghbtns.com/github-btn.html?user=dmlc&repo=xgboost&type=star&count=true&v=2"
-                    frameborder="0" scrolling="0" width="120px" height="20px"></iframe>
-            <iframe src="https://ghbtns.com/github-btn.html?user=dmlc&repo=xgboost&type=fork&count=true&v=2"
-                    frameborder="0" scrolling="0" width="100px" height="20px"></iframe>
-          </span>
-        </div> <!-- end of social -->
-        <div class="get_start">
-          <a href="get_started/" class="get_start_btn">Get Started</a>
-        </div> <!-- end of get started button -->
-      </div>
-    </div>
-  </div>
-</div>
-
-<div class="section-tout">
-  <div class="container">
-    <div class="row">
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-flag"></i> Flexible</h3>
-        <p>Supports regression, classification, ranking and user defined objectives.
-        </p>
-      </div>
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-cube"></i> Portable</h3>
-        <p>Runs on Windows, Linux and OS X, as well as various cloud Platforms</p>
-      </div>
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-wrench"></i>Multiple Languages</h3>
-        <p>Supports multiple languages including C++, Python, R, Java, Scala, Julia.</p>
-      </div>
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-cogs"></i> Battle-tested</h3>
-        <p>Wins many data science and machine learning challenges.
-          Used in production by multiple companies.
-        </p>
-      </div>
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-cloud"></i>Distributed on Cloud</h3>
-        <p>Supports distributed training on multiple machines, including AWS,
-          GCE, Azure, and Yarn clusters. Can be integrated with Flink, Spark and other cloud dataflow systems.</p>
-      </div>
-      <div class="col-lg-4 col-sm-6">
-        <h3><i class="fa fa-rocket"></i> Performance</h3>
-        <p>The well-optimized backend system for the best performance with limited resources.
-          The distributed version solves problems beyond billions of examples with same code.
-        </p>
-      </div>
-    </div>
-  </div>
-</div>
-</div>

doc/_static/xgboost-theme/layout.html

@@ -1,156 +0,0 @@
-{%- block doctype -%}
-<!DOCTYPE html>
-{%- endblock %}
-{%- set reldelim1 = reldelim1 is not defined and ' &raquo;' or reldelim1 %}
-{%- set reldelim2 = reldelim2 is not defined and ' |' or reldelim2 %}
-{%- set render_sidebar = (not embedded) and (not theme_nosidebar|tobool) and
-                         (sidebars != []) %}
-{%- set url_root = pathto('', 1) %}
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-  {%- set titlesuffix = " &mdash; "|safe + docstitle|e %}
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-  {% endif %}
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-<ul class="globaltoc">
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-</ul>
-{%- endmacro %}
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-          {%- block sidebartoc %}
-          {%- include "localtoc.html" %}
-          {%- endblock %}
-        </div>
-      </div>
-      {%- endif %}
-{%- endmacro %}
-
-
-{%- macro script() %}
-    <script type="text/javascript">
-      var DOCUMENTATION_OPTIONS = {
-        URL_ROOT:    '{{ url_root }}',
-        VERSION:     '{{ release|e }}',
-        COLLAPSE_INDEX: false,
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-        HAS_SOURCE:  {{ has_source|lower }}
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-
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-    <script type="text/javascript" src="{{ pathto('_static/' + name, 1) }}"></script>
-    {% endfor %}
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-    {% if pagename == 'index' %}
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-    <link rel="stylesheet" href="{{ pathto('_static/' + style, 1) }}" type="text/css" />
-    <link rel="stylesheet" href="{{ pathto('_static/pygments.css', 1) }}" type="text/css" />
-    {%- endif %}
-
-    <link rel="stylesheet" href="{{ pathto('_static/xgboost.css', 1) }}">
-{%- endmacro %}
-
-<html lang="en">
-  <head>
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-       must come *after* these tags. #}
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-    {%- block htmltitle %}
-    {%- if pagename != 'index' %}
-    <title>{{ title|striptags|e }}{{ titlesuffix }}</title>
-    {%- else %}
-    <title>XGBoost Documents</title>
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-    <link rel="shortcut icon" href="{{ pathto('_static/' + favicon, 1) }}"/>
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-{%- block linktags %}
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-    {%- endif %}
-    {%- if hasdoc('genindex') %}
-    <link rel="index" title="{{ _('Index') }}" href="{{ pathto('genindex') }}" />
-    {%- endif %}
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-    {%- endif %}
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-    <link rel="up" title="{{ parents[-1].title|striptags|e }}" href="{{ parents[-1].link|e }}" />
-    {%- endif %}
-    {%- if next %}
-    <link rel="next" title="{{ next.title|striptags|e }}" href="{{ next.link|e }}" />
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-    {%- if prev %}
-    <link rel="prev" title="{{ prev.title|striptags|e }}" href="{{ prev.link|e }}" />
-    {%- endif %}
-{%- endblock %}
-{%- block extrahead %} {% endblock %}
-
-    <link rel="icon" type="image/png" href="https://raw.githubusercontent.com/dmlc/web-data/master/mxnet/image/mxnet-icon.png">
-  </head>
-  <body role="document">
-    {%- include "navbar.html" %}
-
-    {% if pagename != 'index' %}
-    <div class="container">
-      <div class="row">
-        {{ sidebar() }}
-        <div class="content">
-          {% block body %} {% endblock %}
-          {%- include "footer.html" %}
-        </div>
-      </div>
-    </div>
-    {%- else %}
-    {%- include "index.html" %}
-    {%- include "footer.html" %}
-    {%- endif %} <!-- pagename != index -->
-
-    <script src="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.6/js/bootstrap.min.js" integrity="sha384-0mSbJDEHialfmuBBQP6A4Qrprq5OVfW37PRR3j5ELqxss1yVqOtnepnHVP9aJ7xS" crossorigin="anonymous"></script>
-  </body>
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doc/_static/xgboost-theme/navbar.html

@@ -1,41 +0,0 @@
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-        <span class="icon-bar"></span>
-      </button>
-    </div>
-    <div id="navbar" class="navbar-collapse collapse">
-      <ul id="navbar" class="navbar navbar-left">
-        <li> <a href="{{url_root}}">XGBoost</a> </li>
-        {% for name in ['Get Started', 'Tutorials', 'How To'] %}
-        <li> <a href="{{url_root}}{{name.lower()|replace(" ", "_")}}/index.html">{{name}}</a> </li>
-        {% endfor %}
-        {% for name in ['Packages'] %}
-        <li class="dropdown">
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-            <li><a href="{{url_root}}python/index.html">Python</a></li>
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-            <li><a href="{{url_root}}jvm/index.html">JVM</a></li>
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-            <li><a href="{{url_root}}cli/index.html">CLI</a></li>
-            <li><a href="{{url_root}}gpu/index.html">GPU</a></li>
-          </ul>
-        </li>
-        {% endfor %}
-        <li> <a href="{{url_root}}/parameter.html"> Knobs </a> </li>
-        <li> {{searchform('', False)}} </li>
-      </ul>
-      <!--
-      <ul id="navbar" class="navbar navbar-right">
-        <li> <a href="{{url_root}}index.html"><span class="flag-icon flag-icon-us"></span></a> </li>
-        <li> <a href="{{url_root}}/zh/index.html"><span class="flag-icon flag-icon-cn"></span></a> </li>
-      </ul>
-      navbar -->
-    </div>
-  </div>
-</div>

doc/_static/xgboost-theme/theme.conf

@@ -1,2 +0,0 @@
-[theme]
-inherit = basic

doc/_static/xgboost.css

@@ -1,232 +0,0 @@
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-.section-inst img {
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doc/build.md

@@ -1,377 +0,0 @@
-Installation Guide
-==================
-
-This page gives instructions on how to build and install the xgboost package from
-scratch on various systems. It consists of two steps:
-
-1. First build the shared library from the C++ codes (`libxgboost.so` for Linux/OSX and `xgboost.dll` for Windows).
-   - Exception: for R-package installation please directly refer to the R package section.
-2. Then install the language packages (e.g. Python Package).
-
-***Important*** the newest version of xgboost uses submodule to maintain packages. So when you clone the repo, remember to use the recursive option as follows.
-```bash
-git clone --recursive https://github.com/dmlc/xgboost
-```
-For windows users who use github tools, you can open the git shell, and type the following command.
-```bash
-git submodule init
-git submodule update
-```
-
-Please refer to [Trouble Shooting Section](#trouble-shooting) first if you had any problem
-during installation. If the instructions do not work for you, please feel free
-to ask questions at [xgboost/issues](https://github.com/dmlc/xgboost/issues), or
-even better to send pull request if you can fix the problem.
-
-## Contents
-- [Build the Shared Library](#build-the-shared-library)
-  - [Building on Ubuntu/Debian](#building-on-ubuntu-debian)
-  - [Building on macOS](#building-on-macos)
-  - [Building on Windows](#building-on-windows)
-  - [Building with GPU support](#building-with-gpu-support)
-  - [Windows Binaries](#windows-binaries)
-  - [Customized Building](#customized-building)
-- [Python Package Installation](#python-package-installation)
-- [R Package Installation](#r-package-installation)
-- [Trouble Shooting](#trouble-shooting)
-
-## Build the Shared Library
-
-Our goal is to build the shared library:
-- On Linux/OSX the target library is `libxgboost.so`
-- On Windows the target library is `xgboost.dll`
-
-The minimal building requirement is
-
-- A recent c++ compiler supporting C++ 11 (g++-4.8 or higher)
-
-We can edit `make/config.mk` to change the compile options, and then build by
-`make`. If everything goes well, we can go to the specific language installation section.
-
-### Building on Ubuntu/Debian
-
-On Ubuntu, one builds xgboost by
-
-```bash
-git clone --recursive https://github.com/dmlc/xgboost
-cd xgboost; make -j4
-```
-
-### Building on macOS
-
-**Install with pip - simple method**
-
-First, make sure you obtained *gcc-5* (newer version does not work with this method yet). Note: installation of `gcc` can take a while (~ 30 minutes)
-
-```bash
-brew install gcc5
-```
-
-You might need to run the following command with `sudo` if you run into some permission errors:
-
-```bash
-pip install xgboost
-```
-
-**Build from the source code - advanced method**
-
-First, obtain gcc-7.x.x with brew (https://brew.sh/) if you want multi-threaded version, otherwise, Clang is ok if OpenMP / multi-threaded is not required. Note: installation of `gcc` can take a while (~ 30 minutes)
-
-```bash
-brew install gcc
-```
-
-Now, clone the repository
-
-```bash
-git clone --recursive https://github.com/dmlc/xgboost
-cd xgboost; cp make/config.mk ./config.mk
-```
-
-Open config.mk and uncomment these two lines
-
-```config.mk
-export CC = gcc
-export CXX = g++
-```
-
-and replace these two lines into(5 or 6 or 7; depending on your gcc-version)
-
-```config.mk
-export CC = gcc-7
-export CXX = g++-7
-```
-
-To find your gcc version
-
-```bash
-gcc-version
-```
-
-and build using the following commands
-
-```bash
-make -j4
-```
-head over to `Python Package Installation` for the next steps
-
-### Building on Windows
-You need to first clone the xgboost repo with recursive option clone the submodules.
-If you are using github tools, you can open the git-shell, and type the following command.
-We recommend using [Git for Windows](https://git-for-windows.github.io/)
-because it brings a standard bash shell. This will highly ease the installation process.
-
-```bash
-git submodule init
-git submodule update
-```
-
-XGBoost support both build by MSVC or MinGW. Here is how you can build xgboost library using MinGW.
-
-After installing [Git for Windows](https://git-for-windows.github.io/), you should have a shortcut `Git Bash`.
-All the following steps are in the `Git Bash`.
-
-In MinGW, `make` command comes with the name `mingw32-make`. You can add the following line into the `.bashrc` file.
-```bash
-alias make='mingw32-make'
-```
-(On 64-bit Windows, you should get [mingw64](https://sourceforge.net/projects/mingw-w64/) instead.) Make sure
-that the path to MinGW is in the system PATH.
-
-To build with MinGW, type:
-
-```bash
-cp make/mingw64.mk config.mk; make -j4
-```
-
-To build with Visual Studio 2013 use cmake. Make sure you have a recent version of cmake added to your path and then from the xgboost directory:
-
-```bash
-mkdir build
-cd build
-cmake .. -G"Visual Studio 12 2013 Win64"
-```
-
-This specifies an out of source build using the MSVC 12 64 bit generator. Open the .sln file in the build directory and build with Visual Studio. To use the Python module you can copy `xgboost.dll` into python-package\xgboost.
-
-Other versions of Visual Studio may work but are untested.
-
-### Building with GPU support
-
-XGBoost can be built with GPU support for both Linux and Windows using cmake. GPU support works with the Python package as well as the CLI version. See [Installing R package with GPU support](#installing-r-package-with-gpu-support) for special instructions for R.
-
-An up-to-date version of the CUDA toolkit is required.
-
-From the command line on Linux starting from the xgboost directory:
-
-```bash
-$ mkdir build
-$ cd build
-$ cmake .. -DUSE_CUDA=ON
-$ make -j
-```
-**Windows requirements** for GPU build: only Visual C++ 2015 or 2013 with CUDA v8.0 were fully tested. Either install Visual C++ 2015 Build Tools separately, or as a part of Visual Studio 2015. If you already have Visual Studio 2017, the Visual C++ 2015 Toolchain componenet has to be installed using the VS 2017 Installer. Likely, you would need to use the VS2015 x64 Native Tools command prompt to run the cmake commands given below. In some situations, however, things run just fine from MSYS2 bash command line.
-
-On Windows, using cmake, see what options for Generators you have for cmake, and choose one with [arch] replaced by Win64:
-```bash
-cmake -help
-```
-Then run cmake as:
-```bash
-$ mkdir build
-$ cd build
-$ cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON
-```
-To speed up compilation, compute version specific to your GPU could be passed to cmake as, e.g., `-DGPU_COMPUTE_VER=50`.
-The above cmake configuration run will create an xgboost.sln solution file in the build directory. Build this solution in release mode as a x64 build, either from Visual studio or from command line:
-```
-cmake --build . --target xgboost --config Release
-```
-If build seems to use only a single process, you might try to append an option like ` -- /m:6` to the above command.
-
-### Windows Binaries
-
-After the build process successfully ends, you will find a `xgboost.dll` library file inside `./lib/` folder, copy this file to the the API package folder like `python-package/xgboost` if you are using *python* API. And you are good to follow the below instructions.
-
-Unofficial windows binaries and instructions on how to use them are hosted on [Guido Tapia's blog](http://www.picnet.com.au/blogs/guido/post/2016/09/22/xgboost-windows-x64-binaries-for-download/)
-
-### Customized Building
-
-The configuration of xgboost can be modified by ```config.mk```
-- modify configuration on various distributed filesystem such as HDFS/Amazon S3/...
-- First copy [make/config.mk](../make/config.mk) to the project root, on which
-  any local modification will be ignored by git, then modify the according flags.
-
-
-
-## Python Package Installation
-
-The python package is located at [python-package](../python-package).
-There are several ways to install the package:
-
-1. Install system-widely, which requires root permission
-
-   ```bash
-   cd python-package; sudo python setup.py install
-   ```
-
-   You will however need Python `distutils` module for this to
-   work. It is often part of the core python package or it can be installed using your
-   package manager, e.g. in Debian use
-
-   ```bash
-   sudo apt-get install python-setuptools
-   ```
-
-   *NOTE: If you recompiled xgboost, then you need to reinstall it again to
-    make the new library take effect*
-
-2. Only set the environment variable `PYTHONPATH` to tell python where to find
-   the library. For example, assume we cloned `xgboost` on the home directory
-   `~`. then we can added the following line in `~/.bashrc`.
-    It is ***recommended for developers*** who may change the codes. The changes will be immediately reflected once you pulled the code and rebuild the project (no need to call ```setup``` again)
-
-    ```bash
-    export PYTHONPATH=~/xgboost/python-package
-    ```
-
-3. Install only for the current user.
-
-    ```bash
-    cd python-package; python setup.py develop --user
-    ```
-
-4. If you are installing the latest xgboost version which requires compilation, add MinGW to the system PATH:
-
-    ```python
-    import os
-    os.environ['PATH'] = os.environ['PATH'] + ';C:\\Program Files\\mingw-w64\\x86_64-5.3.0-posix-seh-rt_v4-rev0\\mingw64\\bin'
-    ```
-
-## R Package Installation
-
-### Installing pre-packaged version
-
-You can install xgboost from CRAN just like any other R package:
-
-```r
-install.packages("xgboost")
-```
-
-Or you can install it from our weekly updated drat repo:
-
-```r
-install.packages("drat", repos="https://cran.rstudio.com")
-drat:::addRepo("dmlc")
-install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
-```
-
-For OSX users, single threaded version will be installed. To install multi-threaded version,
-first follow [Building on OSX](#building-on-osx) to get the OpenMP enabled compiler, then:
-
-- Set the `Makevars` file in highest piority for R.
-
-  The point is, there are three `Makevars` : `~/.R/Makevars`, `xgboost/R-package/src/Makevars`, and `/usr/local/Cellar/r/3.2.0/R.framework/Resources/etc/Makeconf` (the last one obtained by running `file.path(R.home("etc"), "Makeconf")` in R), and `SHLIB_OPENMP_CXXFLAGS` is not set by default!! After trying, it seems that the first one has highest piority (surprise!).
-
-  Then inside R, run
-
-  ```R
-  install.packages("drat", repos="https://cran.rstudio.com")
-  drat:::addRepo("dmlc")
-  install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
-  ```
-
-### Installing the development version
-
-Make sure you have installed git and a recent C++ compiler supporting C++11 (e.g., g++-4.8 or higher).
-On Windows, Rtools must be installed, and its bin directory has to be added to PATH during the installation.
-And see the previous subsection for an OSX tip.
-
-Due to the use of git-submodules, `devtools::install_github` can no longer be used to install the latest version of R package.
-Thus, one has to run git to check out the code first:
-
-```bash
-git clone --recursive https://github.com/dmlc/xgboost
-cd xgboost
-git submodule init
-git submodule update
-cd R-package
-R CMD INSTALL .
-```
-
-If the last line fails because of "R: command not found", it means that R was not set up to run from command line.
-In this case, just start R as you would normally do and run the following:
-
-```r
-setwd('wherever/you/cloned/it/xgboost/R-package/')
-install.packages('.', repos = NULL, type="source")
-```
-
-The package could also be built and installed with cmake (and Visual C++ 2015 on Windows) using instructions from the next section, but without GPU support (omit the `-DUSE_CUDA=ON` cmake parameter).
-
-If all fails, try [building the shared library](#build-the-shared-library) to see whether a problem is specific to R package or not.
-
-### Installing R package with GPU support
-
-The procedure and requirements are similar as in [Building with GPU support](#building-with-gpu-support), so make sure to read it first.
-
-On Linux, starting from the xgboost directory:
-
-```bash
-mkdir build
-cd build
-cmake .. -DUSE_CUDA=ON -DR_LIB=ON
-make install -j
-```
-When default target is used, an R package shared library would be built in the `build` area.
-The `install` target, in addition, assembles the package files with this shared library under `build/R-package`, and runs `R CMD INSTALL`.
-
-On Windows, cmake with Visual C++ Build Tools (or Visual Studio) has to be used to build an R package with GPU support. Rtools must also be installed (perhaps, some other MinGW distributions with `gendef.exe` and `dlltool.exe` would work, but that was not tested).
-```bash
-mkdir build
-cd build
-cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON -DR_LIB=ON
-cmake --build . --target install --config Release
-```
-When `--target xgboost` is used, an R package dll would be built under `build/Release`.
-The `--target install`, in addition, assembles the package files with this dll under `build/R-package`, and runs `R CMD INSTALL`.
-
-If cmake can't find your R during the configuration step, you might provide the location of its executable to cmake like this: `-DLIBR_EXECUTABLE="C:/Program Files/R/R-3.4.1/bin/x64/R.exe"`.
-
-If on Windows you get a "permission denied" error when trying to write to ...Program Files/R/... during the package installation, create a `.Rprofile` file in your personal home directory (if you don't already have one in there), and add a line to it which specifies the location of your R packages user library, like the following:
-```r
-.libPaths( unique(c("C:/Users/USERNAME/Documents/R/win-library/3.4", .libPaths())))
-```
-You might find the exact location by running `.libPaths()` in R GUI or RStudio.
-
-## Trouble Shooting
-
-1. **Compile failed after `git pull`**
-
-   Please first update the submodules, clean all and recompile:
-
-   ```bash
-   git submodule update && make clean_all && make -j4
-   ```
-
-2. **Compile failed after `config.mk` is modified**
-
-   Need to clean all first:
-
-    ```bash
-    make clean_all && make -j4
-    ```
-
-
-3. **Makefile: dmlc-core/make/dmlc.mk: No such file or directory**
-
-   We need to recursively clone the submodule, you can do:
-
-    ```bash
-    git submodule init
-    git submodule update
-    ```
-    Alternatively, do another clone
-    ```bash
-    git clone https://github.com/dmlc/xgboost --recursive
-    ```

doc/build.rst

@@ -0,0 +1,461 @@
+##################
+Installation Guide
+##################
+
+.. note:: Pre-built binary wheel for Python
+
+  If you are planning to use Python, consider installing XGBoost from a pre-built binary wheel, available from Python Package Index (PyPI). You may download and install it by running
+
+  .. code-block:: bash
+
+    # Ensure that you are downloading one of the following:
+    #   * xgboost-{version}-py2.py3-none-manylinux1_x86_64.whl
+    #   * xgboost-{version}-py2.py3-none-win_amd64.whl
+    pip3 install xgboost
+
+  * The binary wheel will support GPU algorithms (`gpu_exact`, `gpu_hist`) on machines with NVIDIA GPUs. **However, it will not support multi-GPU training; only single GPU will be used.** To enable multi-GPU training, download and install the binary wheel from `this page <https://s3-us-west-2.amazonaws.com/xgboost-wheels/list.html>`_.
+  * Currently, we provide binary wheels for 64-bit Linux and Windows.
+
+****************************
+Building XGBoost from source
+****************************
+This page gives instructions on how to build and install XGBoost from scratch on various systems. It consists of two steps:
+
+1. First build the shared library from the C++ codes (``libxgboost.so`` for Linux/OSX and ``xgboost.dll`` for Windows).
+   (For R-package installation, please directly refer to `R Package Installation`_.)
+2. Then install the language packages (e.g. Python Package).
+
+.. note:: Use of Git submodules
+
+  XGBoost uses Git submodules to manage dependencies. So when you clone the repo, remember to specify ``--recursive`` option:
+  
+  .. code-block:: bash
+
+    git clone --recursive https://github.com/dmlc/xgboost
+
+For windows users who use github tools, you can open the git shell and type the following command:
+
+.. code-block:: batch
+
+  git submodule init
+  git submodule update
+
+Please refer to `Trouble Shooting`_ section first if you have any problem
+during installation. If the instructions do not work for you, please feel free
+to ask questions at `the user forum <https://discuss.xgboost.ai>`_.
+
+**Contents**
+
+* `Building the Shared Library`_
+
+  - `Building on Ubuntu/Debian`_
+  - `Building on OSX`_
+  - `Building on Windows`_
+  - `Building with GPU support`_
+  - `Customized Building`_
+
+* `Python Package Installation`_
+* `R Package Installation`_
+* `Trouble Shooting`_
+
+***************************
+Building the Shared Library
+***************************
+
+Our goal is to build the shared library:
+
+- On Linux/OSX the target library is ``libxgboost.so``
+- On Windows the target library is ``xgboost.dll``
+
+The minimal building requirement is
+
+- A recent C++ compiler supporting C++11 (g++-4.8 or higher)
+
+We can edit ``make/config.mk`` to change the compile options, and then build by
+``make``. If everything goes well, we can go to the specific language installation section.
+
+Building on Ubuntu/Debian
+=========================
+
+On Ubuntu, one builds XGBoost by running
+
+.. code-block:: bash
+
+  git clone --recursive https://github.com/dmlc/xgboost
+  cd xgboost; make -j4
+
+Building on OSX
+===============
+
+Install with pip: simple method
+--------------------------------
+
+First, obtain ``gcc-7`` with Homebrew (https://brew.sh/) to enable multi-threading (i.e. using multiple CPU threads for training). The default Apple Clang compiler does not support OpenMP, so using the default compiler would have disabled multi-threading.
+
+.. code-block:: bash
+
+  brew install gcc@7
+
+Then install XGBoost with ``pip``:
+
+.. code-block:: bash
+
+  pip3 install xgboost
+
+You might need to run the command with ``--user`` flag if you run into permission errors.
+
+Build from the source code - advanced method
+--------------------------------------------
+
+Obtain ``gcc-7`` from Homebrew:
+
+.. code-block:: bash
+
+  brew install gcc@7
+
+Now clone the repository:
+
+.. code-block:: bash
+
+  git clone --recursive https://github.com/dmlc/xgboost
+
+Create the ``build/`` directory and invoke CMake. Make sure to add ``CC=gcc-7 CXX=g++-7`` so that Homebrew GCC is selected. After invoking CMake, you can build XGBoost with ``make``:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  CC=gcc-7 CXX=g++-7 cmake ..
+  make -j4
+
+You may now continue to `Python Package Installation`_.
+
+Building on Windows
+===================
+You need to first clone the XGBoost repo with ``--recursive`` option, to clone the submodules.
+We recommend you use `Git for Windows <https://git-for-windows.github.io/>`_, as it comes with a standard Bash shell. This will highly ease the installation process.
+
+.. code-block:: bash
+
+  git submodule init
+  git submodule update
+
+XGBoost support compilation with Microsoft Visual Studio and MinGW.
+
+Compile XGBoost using MinGW
+---------------------------
+After installing `Git for Windows <https://git-for-windows.github.io/>`_, you should have a shortcut named ``Git Bash``. You should run all subsequent steps in ``Git Bash``.
+
+In MinGW, ``make`` command comes with the name ``mingw32-make``. You can add the following line into the ``.bashrc`` file:
+
+.. code-block:: bash
+
+  alias make='mingw32-make'
+
+(On 64-bit Windows, you should get `MinGW64 <https://sourceforge.net/projects/mingw-w64/>`_ instead.) Make sure
+that the path to MinGW is in the system PATH.
+
+To build with MinGW, type:
+
+.. code-block:: bash
+
+  cp make/mingw64.mk config.mk; make -j4
+
+See :ref:`mingw_python` for buildilng XGBoost for Python.
+
+Compile XGBoost with Microsoft Visual Studio
+--------------------------------------------
+To build with Visual Studio, we will need CMake. Make sure to install a recent version of CMake. Then run the following from the root of the XGBoost directory:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  cmake .. -G"Visual Studio 12 2013 Win64"
+
+This specifies an out of source build using the MSVC 12 64 bit generator. Open the ``.sln`` file in the build directory and build with Visual Studio. To use the Python module you can copy ``xgboost.dll`` into ``python-package/xgboost``.
+
+After the build process successfully ends, you will find a ``xgboost.dll`` library file inside ``./lib/`` folder, copy this file to the the API package folder like ``python-package/xgboost`` if you are using Python API.
+
+Unofficial windows binaries and instructions on how to use them are hosted on `Guido Tapia's blog <http://www.picnet.com.au/blogs/guido/post/2016/09/22/xgboost-windows-x64-binaries-for-download/>`_.
+
+.. _build_gpu_support:
+
+Building with GPU support
+=========================
+XGBoost can be built with GPU support for both Linux and Windows using CMake. GPU support works with the Python package as well as the CLI version. See `Installing R package with GPU support`_ for special instructions for R.
+
+An up-to-date version of the CUDA toolkit is required.
+
+From the command line on Linux starting from the XGBoost directory:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  cmake .. -DUSE_CUDA=ON
+  make -j4
+
+.. note:: Enabling multi-GPU training
+
+  By default, multi-GPU training is disabled and only a single GPU will be used. To enable multi-GPU training, set the option ``USE_NCCL=ON``. Multi-GPU training depends on NCCL2, available at `this link <https://developer.nvidia.com/nccl>`_. Since NCCL2 is only available for Linux machines, **multi-GPU training is available only for Linux**.
+
+  .. code-block:: bash
+
+    mkdir build
+    cd build
+    cmake .. -DUSE_CUDA=ON -DUSE_NCCL=ON -DNCCL_ROOT=/path/to/nccl2
+    make -j4
+
+On Windows, see what options for generators you have for CMake, and choose one with ``[arch]`` replaced with Win64:
+
+.. code-block:: bash
+
+  cmake -help
+
+Then run CMake as follows:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON
+
+.. note:: Visual Studio 2017 Win64 Generator may not work
+
+  Choosing the Visual Studio 2017 generator may cause compilation failure. When it happens, specify the 2015 compiler by adding the ``-T`` option:
+
+  .. code-block:: bash
+
+    make .. -G"Visual Studio 15 2017 Win64" -T v140,cuda=8.0 -DR_LIB=ON -DUSE_CUDA=ON
+
+To speed up compilation, the compute version specific to your GPU could be passed to cmake as, e.g., ``-DGPU_COMPUTE_VER=50``.
+The above cmake configuration run will create an ``xgboost.sln`` solution file in the build directory. Build this solution in release mode as a x64 build, either from Visual studio or from command line:
+
+.. code-block:: bash
+
+  cmake --build . --target xgboost --config Release
+
+To speed up compilation, run multiple jobs in parallel by appending option ``-- /MP``.
+
+Customized Building
+===================
+
+The configuration file ``config.mk`` modifies several compilation flags:
+- Whether to enable support for various distributed filesystems such as HDFS and Amazon S3
+- Which compiler to use
+- And some more
+
+To customize, first copy ``make/config.mk`` to the project root and then modify the copy.
+
+Alternatively, use CMake.
+
+Python Package Installation
+===========================
+
+The Python package is located at ``python-package/``.
+There are several ways to install the package:
+
+1. Install system-wide, which requires root permission:
+
+.. code-block:: bash
+
+  cd python-package; sudo python setup.py install
+
+You will however need Python ``distutils`` module for this to
+work. It is often part of the core Python package or it can be installed using your
+package manager, e.g. in Debian use
+
+.. code-block:: bash
+
+  sudo apt-get install python-setuptools
+
+.. note:: Re-compiling XGBoost
+
+  If you recompiled XGBoost, then you need to reinstall it again to make the new library take effect.
+
+2. Only set the environment variable ``PYTHONPATH`` to tell Python where to find
+   the library. For example, assume we cloned `xgboost` on the home directory
+   `~`. then we can added the following line in `~/.bashrc`.
+   This option is **recommended for developers** who change the code frequently. The changes will be immediately reflected once you pulled the code and rebuild the project (no need to call ``setup`` again)
+
+.. code-block:: bash
+
+  export PYTHONPATH=~/xgboost/python-package
+
+3. Install only for the current user.
+
+.. code-block:: bash
+
+  cd python-package; python setup.py develop --user
+
+4. If you are installing the latest XGBoost version which requires compilation, add MinGW to the system PATH:
+
+.. code-block:: bash
+
+    import os
+    os.environ['PATH'] = os.environ['PATH'] + ';C:\\Program Files\\mingw-w64\\x86_64-5.3.0-posix-seh-rt_v4-rev0\\mingw64\\bin'
+
+.. _mingw_python:
+
+Building XGBoost library for Python for Windows with MinGW-w64
+--------------------------------------------------------------
+
+Windows versions of Python are built with Microsoft Visual Studio. Usually Python binary modules are built with the same compiler the interpreter is built with, raising several potential concerns.
+
+1. VS is proprietary and commercial software. Microsoft provides a freeware "Community" edition, but its licensing terms are unsuitable for many organizations.
+2. Visual Studio contains telemetry, as documented in `Microsoft Visual Studio Licensing Terms <https://visualstudio.microsoft.com/license-terms/mt736442/>`_. It `has been inserting telemetry <https://old.reddit.com/r/cpp/comments/4ibauu/visual_studio_adding_telemetry_function_calls_to/>`_ into apps for some time. In order to download VS distribution from MS servers one has to run the application containing telemetry. These facts have raised privacy and security concerns among some users and system administrators. Running software with telemetry may be against the policy of your organization.
+3. g++ usually generates faster code on ``-O3``.
+
+So you may want to build XGBoost with g++ own your own risk. This opens a can of worms, because MSVC uses Microsoft runtime and MinGW-w64 uses own runtime, and the runtimes have different incompatible memory allocators. But in fact this setup is usable if you know how to deal with it. Here is some experience.
+
+1. The Python interpreter will crash on exit if XGBoost was used. This is usually not a big issue.
+2. ``-O3`` is OK.
+3. ``-mtune=native`` is also OK.
+4. Don't use ``-march=native`` gcc flag. Using it causes the Python interpreter to crash if the dll was actually used.
+5. You may need to provide the lib with the runtime libs. If ``mingw32/bin`` is not in ``PATH``, build a wheel (``python setup.py bdist_wheel``), open it with an archiver and put the needed dlls to the directory where ``xgboost.dll`` is situated. Then you can install the wheel with ``pip``.
+
+R Package Installation
+======================
+
+Installing pre-packaged version
+-------------------------------
+
+You can install xgboost from CRAN just like any other R package:
+
+.. code-block:: R
+
+  install.packages("xgboost")
+
+For OSX users, single-threaded version will be installed. So only one thread will be used for training. To enable use of multiple threads (and utilize capacity of multi-core CPUs), see the section :ref:`osx_multithread` to install XGBoost from source.
+
+Installing the development version
+----------------------------------
+
+Make sure you have installed git and a recent C++ compiler supporting C++11 (e.g., g++-4.8 or higher).
+On Windows, Rtools must be installed, and its bin directory has to be added to ``PATH`` during the installation.
+
+Due to the use of git-submodules, ``devtools::install_github`` can no longer be used to install the latest version of R package.
+Thus, one has to run git to check out the code first:
+
+.. code-block:: bash
+
+  git clone --recursive https://github.com/dmlc/xgboost
+  cd xgboost
+  git submodule init
+  git submodule update
+  cd R-package
+  R CMD INSTALL .
+
+If the last line fails because of the error ``R: command not found``, it means that R was not set up to run from command line.
+In this case, just start R as you would normally do and run the following:
+
+.. code-block:: R
+
+  setwd('wherever/you/cloned/it/xgboost/R-package/')
+  install.packages('.', repos = NULL, type="source")
+
+The package could also be built and installed with cmake (and Visual C++ 2015 on Windows) using instructions from the next section, but without GPU support (omit the ``-DUSE_CUDA=ON`` cmake parameter).
+
+If all fails, try `Building the shared library`_ to see whether a problem is specific to R package or not.
+
+.. _osx_multithread:
+
+Installing R package on Mac OSX with multi-threading
+----------------------------------------------------
+
+First, obtain ``gcc-7`` with Homebrew (https://brew.sh/) to enable multi-threading (i.e. using multiple CPU threads for training). The default Apple Clang compiler does not support OpenMP, so using the default compiler would have disabled multi-threading.
+
+.. code-block:: bash
+
+  brew install gcc@7
+
+Now, clone the repository:
+
+.. code-block:: bash
+
+  git clone --recursive https://github.com/dmlc/xgboost
+
+Create the ``build/`` directory and invoke CMake with option ``R_LIB=ON``. Make sure to add ``CC=gcc-7 CXX=g++-7`` so that Homebrew GCC is selected. After invoking CMake, you can install the R package by running ``make`` and ``make install``:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  CC=gcc-7 CXX=g++-7 cmake .. -DR_LIB=ON
+  make -j4
+  make install
+
+Installing R package with GPU support
+-------------------------------------
+
+The procedure and requirements are similar as in `Building with GPU support`_, so make sure to read it first.
+
+On Linux, starting from the XGBoost directory type:
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  cmake .. -DUSE_CUDA=ON -DR_LIB=ON
+  make install -j
+
+When default target is used, an R package shared library would be built in the ``build`` area.
+The ``install`` target, in addition, assembles the package files with this shared library under ``build/R-package``, and runs ``R CMD INSTALL``.
+
+On Windows, CMake with Visual C++ Build Tools (or Visual Studio) has to be used to build an R package with GPU support. Rtools must also be installed (perhaps, some other MinGW distributions with ``gendef.exe`` and ``dlltool.exe`` would work, but that was not tested).
+
+.. code-block:: bash
+
+  mkdir build
+  cd build
+  cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON -DR_LIB=ON
+  cmake --build . --target install --config Release
+
+When ``--target xgboost`` is used, an R package dll would be built under ``build/Release``.
+The ``--target install``, in addition, assembles the package files with this dll under ``build/R-package``, and runs ``R CMD INSTALL``.
+
+If cmake can't find your R during the configuration step, you might provide the location of its executable to cmake like this: ``-DLIBR_EXECUTABLE="C:/Program Files/R/R-3.4.1/bin/x64/R.exe"``.
+
+If on Windows you get a "permission denied" error when trying to write to ...Program Files/R/... during the package installation, create a ``.Rprofile`` file in your personal home directory (if you don't already have one in there), and add a line to it which specifies the location of your R packages user library, like the following:
+
+.. code-block:: R
+
+  .libPaths( unique(c("C:/Users/USERNAME/Documents/R/win-library/3.4", .libPaths())))
+
+You might find the exact location by running ``.libPaths()`` in R GUI or RStudio.
+
+Trouble Shooting
+================
+
+1. Compile failed after ``git pull``
+
+   Please first update the submodules, clean all and recompile:
+
+   .. code-block:: bash
+
+     git submodule update && make clean_all && make -j4
+
+2. Compile failed after ``config.mk`` is modified
+
+   Need to clean all first:
+
+   .. code-block:: bash
+
+     make clean_all && make -j4
+
+3. ``Makefile: dmlc-core/make/dmlc.mk: No such file or directory``
+
+   We need to recursively clone the submodule:
+
+   .. code-block:: bash
+
+     git submodule init
+     git submodule update
+
+   Alternatively, do another clone
+
+   .. code-block:: bash
+
+     git clone https://github.com/dmlc/xgboost --recursive
+

doc/cli.rst

@@ -0,0 +1,5 @@
+############################
+XGBoost Command Line version
+############################
+
+See `XGBoost Command Line walkthrough <https://github.com/dmlc/xgboost/blob/master/demo/binary_classification/README.md>`_.

doc/cli/index.md

@@ -1,3 +0,0 @@
-# XGBoost Command Line version
-
-See [XGBoost Command Line walkthrough](https://github.com/dmlc/xgboost/blob/master/demo/binary_classification/README.md)

doc/conf.py

@@ -11,9 +11,26 @@
 #
 # All configuration values have a default; values that are commented out
 # serve to show the default.
+from subprocess import call
+from sh.contrib import git
+import urllib.request
+from urllib.error import HTTPError
+from recommonmark.parser import CommonMarkParser
 import sys
+import re
 import os, subprocess
 import shlex
+import guzzle_sphinx_theme
+
+git_branch = [re.sub(r'origin/', '', x.lstrip(' ')) for x in str(git.branch('-r', '--contains', 'HEAD')).rstrip('\n').split('\n')]
+git_branch = [x for x in git_branch if 'HEAD' not in x]
+print('git_branch = {}'.format(git_branch[0]))
+try:
+  filename, _ = urllib.request.urlretrieve('https://s3-us-west-2.amazonaws.com/xgboost-docs/{}.tar.bz2'.format(git_branch[0]))
+  call('if [ -d tmp ]; then rm -rf tmp; fi; mkdir -p tmp/jvm; cd tmp/jvm; tar xvf {}'.format(filename), shell=True)
+except HTTPError:
+  print('JVM doc not found. Skipping...')
+
 # If extensions (or modules to document with autodoc) are in another directory,
 # add these directories to sys.path here. If the directory is relative to the
 # documentation root, use os.path.abspath to make it absolute, like shown here.
@@ -22,13 +39,11 @@ libpath = os.path.join(curr_path, '../python-package/')
 sys.path.insert(0, libpath)
 sys.path.insert(0, curr_path)
 
-from sphinx_util import MarkdownParser, AutoStructify
-
 # -- mock out modules
 import mock
-MOCK_MODULES = ['numpy', 'scipy', 'scipy.sparse', 'sklearn', 'matplotlib', 'pandas', 'graphviz']
+MOCK_MODULES = ['scipy', 'scipy.sparse', 'sklearn', 'pandas']
 for mod_name in MOCK_MODULES:
-    sys.modules[mod_name] = mock.Mock()
+  sys.modules[mod_name] = mock.Mock()
 
 # -- General configuration ------------------------------------------------
 
@@ -38,11 +53,6 @@ author = u'%s developers' % project
 copyright = u'2016, %s' % author
 github_doc_root = 'https://github.com/dmlc/xgboost/tree/master/doc/'
 
-# add markdown parser
-MarkdownParser.github_doc_root = github_doc_root
-source_parsers = {
-    '.md': MarkdownParser,
-}
 os.environ['XGBOOST_BUILD_DOC'] = '1'
 # Version information.
 import xgboost
@@ -52,17 +62,32 @@ release = xgboost.__version__
 # Add any Sphinx extension module names here, as strings. They can be
 # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom ones
 extensions = [
+    'matplotlib.sphinxext.plot_directive',
     'sphinx.ext.autodoc',
     'sphinx.ext.napoleon',
     'sphinx.ext.mathjax',
+    'sphinx.ext.intersphinx',
+    'breathe'
 ]
 
+graphviz_output_format = 'png'
+plot_formats = [('svg', 300), ('png', 100), ('hires.png', 300)]
+plot_html_show_source_link = False
+plot_html_show_formats = False
+
+# Breathe extension variables
+breathe_projects = {"xgboost": "doxyxml/"}
+breathe_default_project = "xgboost"
+
 # Add any paths that contain templates here, relative to this directory.
 templates_path = ['_templates']
 
+source_parsers = {
+  '.md': CommonMarkParser,
+}
+
 # The suffix(es) of source filenames.
 # You can specify multiple suffix as a list of string:
-# source_suffix = ['.rst', '.md']
 source_suffix = ['.rst', '.md']
 
 # The encoding of source files.
@@ -89,6 +114,7 @@ autoclass_content = 'both'
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
 exclude_patterns = ['_build']
+html_extra_path = ['./tmp']
 
 # The reST default role (used for this markup: `text`) to use for all
 # documents.
@@ -119,11 +145,23 @@ todo_include_todos = False
 
 # -- Options for HTML output ----------------------------------------------
 
-html_theme_path = ['_static']
 # The theme to use for HTML and HTML Help pages.  See the documentation for
 # a list of builtin themes.
-# html_theme = 'alabaster'
-html_theme = 'xgboost-theme'
+html_theme_path = guzzle_sphinx_theme.html_theme_path()
+html_theme = 'guzzle_sphinx_theme'
+
+# Register the theme as an extension to generate a sitemap.xml
+extensions.append("guzzle_sphinx_theme")
+
+# Guzzle theme options (see theme.conf for more information)
+html_theme_options = {
+    # Set the name of the project to appear in the sidebar
+    "project_nav_name": "XGBoost"
+}
+
+html_sidebars = {
+  '**': ['logo-text.html', 'globaltoc.html', 'searchbox.html']
+}
 
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
@@ -145,38 +183,27 @@ latex_documents = [
    author, 'manual'),
 ]
 
+intersphinx_mapping = {'python': ('https://docs.python.org/3.6', None),
+                       'numpy': ('http://docs.scipy.org/doc/numpy/', None),
+                       'scipy': ('http://docs.scipy.org/doc/scipy/reference/', None),
+                       'pandas': ('http://pandas-docs.github.io/pandas-docs-travis/', None),
+                       'sklearn': ('http://scikit-learn.org/stable', None)}
+
 # hook for doxygen
 def run_doxygen(folder):
-    """Run the doxygen make command in the designated folder."""
-    try:
-        retcode = subprocess.call("cd %s; make doxygen" % folder, shell=True)
-        if retcode < 0:
-            sys.stderr.write("doxygen terminated by signal %s" % (-retcode))
-    except OSError as e:
-        sys.stderr.write("doxygen execution failed: %s" % e)
+  """Run the doxygen make command in the designated folder."""
+  try:
+    retcode = subprocess.call("cd %s; make doxygen" % folder, shell=True)
+    if retcode < 0:
+      sys.stderr.write("doxygen terminated by signal %s" % (-retcode))
+  except OSError as e:
+    sys.stderr.write("doxygen execution failed: %s" % e)
 
 def generate_doxygen_xml(app):
-    """Run the doxygen make commands if we're on the ReadTheDocs server"""
-    read_the_docs_build = os.environ.get('READTHEDOCS', None) == 'True'
-    if read_the_docs_build:
-        run_doxygen('..')
+  """Run the doxygen make commands if we're on the ReadTheDocs server"""
+  read_the_docs_build = os.environ.get('READTHEDOCS', None) == 'True'
+  if read_the_docs_build:
+    run_doxygen('..')
 
 def setup(app):
-    # Add hook for building doxygen xml when needed
-    # no c++ API for now
-    # app.connect("builder-inited", generate_doxygen_xml)
-
-    # urlretrieve got moved in Python 3.x
-    try:
-      from urllib import urlretrieve
-    except ImportError:
-      from urllib.request import urlretrieve
-    urlretrieve('https://code.jquery.com/jquery-2.2.4.min.js',
-                '_static/jquery.js')
-    app.add_config_value('recommonmark_config', {
-            'url_resolver': lambda url: github_doc_root + url,
-            'enable_eval_rst': True,
-            }, True,
-            )
-    app.add_transform(AutoStructify)
-    app.add_javascript('jquery.js')
+  app.add_stylesheet('custom.css')

doc/contribute.rst

@@ -0,0 +1,290 @@
+#####################
+Contribute to XGBoost
+#####################
+XGBoost has been developed and used by a group of active community members.
+Everyone is more than welcome to contribute. It is a way to make the project better and more accessible to more users.
+
+- Please add your name to `CONTRIBUTORS.md <https://github.com/dmlc/xgboost/blob/master/CONTRIBUTORS.md>`_ after your patch has been merged.
+- Please also update `NEWS.md <https://github.com/dmlc/xgboost/blob/master/NEWS.md>`_ to add note on your changes to the API or XGBoost documentation.
+
+**Guidelines**
+
+* `Submit Pull Request`_
+* `Git Workflow Howtos`_
+
+  - `How to resolve conflict with master`_
+  - `How to combine multiple commits into one`_
+  - `What is the consequence of force push`_
+
+* `Documents`_
+* `Testcases`_
+* `Sanitizers`_
+* `clang-tidy`_
+* `Examples`_
+* `Core Library`_
+* `Python Package`_
+* `R Package`_
+
+*******************
+Submit Pull Request
+*******************
+
+* Before submit, please rebase your code on the most recent version of master, you can do it by
+
+  .. code-block:: bash
+
+    git remote add upstream https://github.com/dmlc/xgboost
+    git fetch upstream
+    git rebase upstream/master
+
+* If you have multiple small commits,
+  it might be good to merge them together(use git rebase then squash) into more meaningful groups.
+* Send the pull request!
+
+  - Fix the problems reported by automatic checks
+  - If you are contributing a new module, consider add a testcase in `tests <https://github.com/dmlc/xgboost/tree/master/tests>`_.
+
+*******************
+Git Workflow Howtos
+*******************
+
+How to resolve conflict with master
+===================================
+- First rebase to most recent master
+
+  .. code-block:: bash
+
+    # The first two steps can be skipped after you do it once.
+    git remote add upstream https://github.com/dmlc/xgboost
+    git fetch upstream
+    git rebase upstream/master
+
+- The git may show some conflicts it cannot merge, say ``conflicted.py``.
+
+  - Manually modify the file to resolve the conflict.
+  - After you resolved the conflict, mark it as resolved by
+
+    .. code-block:: bash
+
+      git add conflicted.py
+
+- Then you can continue rebase by
+
+  .. code-block:: bash
+
+    git rebase --continue
+
+- Finally push to your fork, you may need to force push here.
+
+  .. code-block:: bash
+
+    git push --force
+
+How to combine multiple commits into one
+========================================
+Sometimes we want to combine multiple commits, especially when later commits are only fixes to previous ones,
+to create a PR with set of meaningful commits. You can do it by following steps.
+
+- Before doing so, configure the default editor of git if you haven't done so before.
+
+  .. code-block:: bash
+
+    git config core.editor the-editor-you-like
+
+- Assume we want to merge last 3 commits, type the following commands
+
+  .. code-block:: bash
+
+    git rebase -i HEAD~3
+
+- It will pop up an text editor. Set the first commit as ``pick``, and change later ones to ``squash``.
+- After you saved the file, it will pop up another text editor to ask you modify the combined commit message.
+- Push the changes to your fork, you need to force push.
+
+  .. code-block:: bash
+
+    git push --force
+
+What is the consequence of force push
+=====================================
+The previous two tips requires force push, this is because we altered the path of the commits.
+It is fine to force push to your own fork, as long as the commits changed are only yours.
+
+*********
+Documents
+*********
+* Documentation is built using sphinx.
+* Each document is written in `reStructuredText <http://www.sphinx-doc.org/en/master/usage/restructuredtext/basics.html>`_.
+* You can build document locally to see the effect.
+
+*********
+Testcases
+*********
+* All the testcases are in `tests <https://github.com/dmlc/xgboost/tree/master/tests>`_.
+* We use python nose for python test cases.
+
+**********
+Sanitizers
+**********
+
+By default, sanitizers are bundled in GCC and Clang/LLVM. One can enable
+sanitizers with GCC >= 4.8 or LLVM >= 3.1, But some distributions might package
+sanitizers separately.  Here is a list of supported sanitizers with
+corresponding library names:
+
+- Address sanitizer: libasan
+- Leak sanitizer:    liblsan
+- Thread sanitizer:  libtsan
+
+Memory sanitizer is exclusive to LLVM, hence not supported in XGBoost.
+
+How to build XGBoost with sanitizers
+====================================
+One can build XGBoost with sanitizer support by specifying -DUSE_SANITIZER=ON.
+By default, address sanitizer and leak sanitizer are used when you turn the
+USE_SANITIZER flag on.  You can always change the default by providing a
+semicolon separated list of sanitizers to ENABLED_SANITIZERS.  Note that thread
+sanitizer is not compatible with the other two sanitizers.
+
+  .. code-block:: bash
+
+    cmake -DUSE_SANITIZER=ON -DENABLED_SANITIZERS="address;leak" /path/to/xgboost
+
+By default, CMake will search regular system paths for sanitizers, you can also
+supply a specified SANITIZER_PATH.
+
+  .. code-block:: bash
+
+    cmake -DUSE_SANITIZER=ON -DENABLED_SANITIZERS="address;leak" \
+    -DSANITIZER_PATH=/path/to/sanitizers /path/to/xgboost
+
+How to use sanitizers with CUDA support
+=======================================
+Runing XGBoost on CUDA with address sanitizer (asan) will raise memory error.
+To use asan with CUDA correctly, you need to configure asan via ASAN_OPTIONS
+environment variable:
+
+  .. code-block:: bash
+
+    ASAN_OPTIONS=protect_shadow_gap=0 ../testxgboost
+
+For details, please consult `official documentation <https://github.com/google/sanitizers/wiki>`_ for sanitizers.
+
+**********
+clang-tidy
+**********
+To run clang-tidy on both C++ and CUDA source code,  run the following command
+from the top level source tree:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --gtest-path=/path/to/google-test
+
+The script requires the full path of Google Test library via the ``--gtest-path`` argument.
+
+Also, the script accepts two optional integer arguments, namely ``--cpp`` and ``--cuda``.
+By default they are both set to 1.  If you want to exclude CUDA source from
+linting, use:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --cuda=0
+
+Similarly, if you want to exclude C++ source from linting:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --cpp=0
+
+********
+Examples
+********
+* Usecases and examples will be in `demo <https://github.com/dmlc/xgboost/tree/master/demo>`_.
+* We are super excited to hear about your story, if you have blogposts,
+  tutorials code solutions using XGBoost, please tell us and we will add
+  a link in the example pages.
+
+************
+Core Library
+************
+- Follow `Google style for C++ <https://google.github.io/styleguide/cppguide.html>`_.
+- Use C++11 features such as smart pointers, braced initializers, lambda functions, and ``std::thread``.
+- We use Doxygen to document all the interface code.
+- You can reproduce the linter checks by running ``make lint``
+
+**************
+Python Package
+**************
+- Always add docstring to the new functions in numpydoc format.
+- You can reproduce the linter checks by typing ``make lint``
+
+*********
+R Package
+*********
+
+Code Style
+==========
+- We follow Google's C++ Style guide for C++ code.
+
+  - This is mainly to be consistent with the rest of the project.
+  - Another reason is we will be able to check style automatically with a linter.
+
+- You can check the style of the code by typing the following command at root folder.
+
+  .. code-block:: bash
+
+    make rcpplint
+
+- When needed, you can disable the linter warning of certain line with ```// NOLINT(*)``` comments.
+- We use `roxygen <https://cran.r-project.org/web/packages/roxygen2/vignettes/roxygen2.html>`_ for documenting the R package.
+
+Rmarkdown Vignettes
+===================
+Rmarkdown vignettes are placed in `R-package/vignettes <https://github.com/dmlc/xgboost/tree/master/R-package/vignettes>`_.
+These Rmarkdown files are not compiled. We host the compiled version on `doc/R-package <https://github.com/dmlc/xgboost/tree/master/doc/R-package>`_.
+
+The following steps are followed to add a new Rmarkdown vignettes:
+
+- Add the original rmarkdown to ``R-package/vignettes``.
+- Modify ``doc/R-package/Makefile`` to add the markdown files to be build.
+- Clone the `dmlc/web-data <https://github.com/dmlc/web-data>`_ repo to folder ``doc``.
+- Now type the following command on ``doc/R-package``:
+
+  .. code-block:: bash
+
+    make the-markdown-to-make.md
+
+- This will generate the markdown, as well as the figures in ``doc/web-data/xgboost/knitr``.
+- Modify the ``doc/R-package/index.md`` to point to the generated markdown.
+- Add the generated figure to the ``dmlc/web-data`` repo.
+
+  - If you already cloned the repo to doc, this means ``git add``
+
+- Create PR for both the markdown  and ``dmlc/web-data``.
+- You can also build the document locally by typing the following command at the ``doc`` directory:
+
+  .. code-block:: bash
+
+    make html
+
+The reason we do this is to avoid exploded repo size due to generated images.
+
+R package versioning
+====================
+Since version 0.6.4.3, we have adopted a versioning system that uses x.y.z (or ``core_major.core_minor.cran_release``)
+format for CRAN releases and an x.y.z.p (or ``core_major.core_minor.cran_release.patch``) format for development patch versions.
+This approach is similar to the one described in Yihui Xie's
+`blog post on R Package Versioning <https://yihui.name/en/2013/06/r-package-versioning/>`_,
+except we need an additional field to accomodate the x.y core library version.
+
+Each new CRAN release bumps up the 3rd field, while developments in-between CRAN releases
+would be marked by an additional 4th field on the top of an existing CRAN release version.
+Some additional consideration is needed when the core library version changes.
+E.g., after the core changes from 0.6 to 0.7, the R package development version would become 0.7.0.1, working towards
+a 0.7.1 CRAN release. The 0.7.0 would not be released to CRAN, unless it would require almost no additional development.
+
+Registering native routines in R
+================================
+According to `R extension manual <https://cran.r-project.org/doc/manuals/r-release/R-exts.html#Registering-native-routines>`_,
+it is good practice to register native routines and to disable symbol search. When any changes or additions are made to the
+C++ interface of the R package, please make corresponding changes in ``src/init.c`` as well.

doc/faq.rst

@@ -1,46 +1,50 @@
+##########################
 Frequently Asked Questions
-========================
-This document contains frequently asked questions about xgboost.
+##########################
 
+This document contains frequently asked questions about XGBoost.
+
+**********************
 How to tune parameters
-----------------------
-See [Parameter Tunning Guide](how_to/param_tuning.md)
+**********************
+See :doc:`Parameter Tuning Guide </tutorials/param_tuning>`.
 
+************************
 Description on the model
-------------------------
-See [Introduction to Boosted Trees](model.md)
-
+************************
+See :doc:`Introduction to Boosted Trees </tutorials/model>`.
 
+********************
 I have a big dataset
---------------------
-XGBoost is designed to be memory efficient. Usually it can handle problems as long as the data fit into your memory
-(This usually means millions of instances).
-If you are running out of memory, checkout [external memory version](how_to/external_memory.md) or
-[distributed version](../demo/distributed-training) of xgboost.
+********************
+XGBoost is designed to be memory efficient. Usually it can handle problems as long as the data fit into your memory.
+(This usually means millions of instances)
+If you are running out of memory, checkout :doc:`external memory version </tutorials/external_memory>` or
+:doc:`distributed version </tutorials/aws_yarn>` of XGBoost.
 
-
-Running xgboost on Platform X (Hadoop/Yarn, Mesos)
---------------------------------------------------
+**************************************************
+Running XGBoost on Platform X (Hadoop/Yarn, Mesos)
+**************************************************
 The distributed version of XGBoost is designed to be portable to various environment.
-Distributed XGBoost can be ported to any platform that supports [rabit](https://github.com/dmlc/rabit).
-You can directly run xgboost on Yarn. In theory Mesos and other resource allocation engines can be easily supported as well.
+Distributed XGBoost can be ported to any platform that supports `rabit <https://github.com/dmlc/rabit>`_.
+You can directly run XGBoost on Yarn. In theory Mesos and other resource allocation engines can be easily supported as well.
 
-
-Why not implement distributed xgboost on top of X (Spark, Hadoop)
------------------------------------------------------------------
+*****************************************************************
+Why not implement distributed XGBoost on top of X (Spark, Hadoop)
+*****************************************************************
 The first fact we need to know is going distributed does not necessarily solve all the problems.
 Instead, it creates more problems such as more communication overhead and fault tolerance.
 The ultimate question will still come back to how to push the limit of each computation node
 and use less resources to complete the task (thus with less communication and chance of failure).
 
-To achieve these, we decide to reuse the optimizations in the single node xgboost and build distributed version on top of it.
+To achieve these, we decide to reuse the optimizations in the single node XGBoost and build distributed version on top of it.
 The demand of communication in machine learning is rather simple, in the sense that we can depend on a limited set of API (in our case rabit).
 Such design allows us to reuse most of the code, while being portable to major platforms such as Hadoop/Yarn, MPI, SGE.
 Most importantly, it pushes the limit of the computation resources we can use.
 
-
+*****************************************
 How can I port the model to my own system
------------------------------------------
+*****************************************
 The model and data format of XGBoost is exchangeable,
 which means the model trained by one language can be loaded in another.
 This means you can train the model using R, while running prediction using
@@ -48,26 +52,26 @@ Java or C++, which are more common in production systems.
 You can also train the model using distributed versions,
 and load them in from Python to do some interactive analysis.
 
-
+*************************
 Do you support LambdaMART
--------------------------
-Yes, xgboost implements LambdaMART. Checkout the objective section in [parameters](parameter.md)
-
+*************************
+Yes, XGBoost implements LambdaMART. Checkout the objective section in :doc:`parameters </parameter>`.
 
+******************************
 How to deal with Missing Value
-------------------------------
-xgboost supports missing value by default.
+******************************
+XGBoost supports missing value by default.
 In tree algorithms, branch directions for missing values are learned during training.
 Note that the gblinear booster treats missing values as zeros.
 
-
+**************************************
 Slightly different result between runs
---------------------------------------
+**************************************
 This could happen, due to non-determinism in floating point summation order and multi-threading.
 Though the general accuracy will usually remain the same.
 
-
+**********************************************************
 Why do I see different results with sparse and dense data?
---------------------------------------------------------
+**********************************************************
 "Sparse" elements are treated as if they were "missing" by the tree booster, and as zeros by the linear booster.
-For tree models, it is important to use consistent data formats during training and scoring.
+For tree models, it is important to use consistent data formats during training and scoring.