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696 Commits

Author SHA1 Message Date
dependabot[bot]
81d88acf39 Bump hadoop.version from 3.3.5 to 3.3.6 in /jvm-packages/xgboost4j-gpu
Bumps `hadoop.version` from 3.3.5 to 3.3.6.

Updates `hadoop-hdfs` from 3.3.5 to 3.3.6

Updates `hadoop-common` from 3.3.5 to 3.3.6

---
updated-dependencies:
- dependency-name: org.apache.hadoop:hadoop-hdfs
  dependency-type: direct:production
  update-type: version-update:semver-patch
- dependency-name: org.apache.hadoop:hadoop-common
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-06-26 03:02:12 +00:00
Jiaming Yuan
54da4b3185 Cleanup to prepare for using mmap pointer in external memory. (#9317)
- Update SparseDMatrix comment.
- Use a pointer in the bitfield. We will replace the `std::vector<bool>` in `ColumnMatrix` with bitfield.
- Clean up the page source. The timer is removed as it's inaccurate once we swap the mmap pointer into the page.
2023-06-22 06:43:11 +08:00
Jiaming Yuan
4066d68261 [doc] Clarify early stopping. (#9304) 2023-06-20 17:56:47 +08:00
Jiaming Yuan
6d22ea793c Test QDM with sparse data on CPU. (#9316) 2023-06-19 21:27:03 +08:00
Jiaming Yuan
ee6809e642 Use mmap for external memory. (#9282)
- Have basic infrastructure for mmap.
- Release file write handle.
2023-06-19 18:52:55 +08:00
Rong Ou
d8beb517ed Support bitwise allreduce in NCCL communicator (#9300) 2023-06-17 01:56:50 +08:00
George Othon
2718ff530c [doc] Variable 'label' is not defined in the pyspark application example (#9302) 2023-06-16 05:06:52 +08:00
Jacek Laskowski
0df1272695 [docs] How to build the docs using conda (#9276)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-06-15 07:39:26 +08:00
Rong Ou
e70810be8a Refactor device communicator to make allreduce more flexible (#9295) 2023-06-14 03:53:03 +08:00
Philip Hyunsu Cho
c2f0486d37 [CI] Run two pipeline loaders for responsiveness (#9294) 2023-06-12 09:52:40 -07:00
Jake Blitch
aad1313154 Fix community.rst typos. (#9291) 2023-06-11 09:09:27 +08:00
ZHAOKAI WANG
2b76061659 remove redundant method in expand_entry (#9283) 2023-06-10 05:18:21 +08:00
Jiaming Yuan
152e2fb072 Unify test helpers for creating ctx. (#9274) 2023-06-10 03:35:22 +08:00
Jiaming Yuan
ea0deeca68 Disable dense optimization in hist for distributed training. (#9272) 2023-06-10 02:31:34 +08:00
github-actions[bot]
8c1065f645 [CI] Update RAPIDS to latest stable (#9278)
Co-authored-by: hcho3 <hcho3@users.noreply.github.com>
2023-06-09 09:55:08 -07:00
Jiaming Yuan
1fcc26a6f8 Set ndcg to default for LTR. (#8822)
- Add document.
- Add tests.
- Use `ndcg` with `topk` as default.
2023-06-09 23:31:33 +08:00
Philip Hyunsu Cho
e4dd6051a0 Use good commit message when updating Rapids 2023-06-08 19:30:25 -07:00
Philip Hyunsu Cho
2ec2ecf013 Allow admin to manually trigger update_rapids workflow 2023-06-08 19:21:36 -07:00
Philip Hyunsu Cho
181dee13e9 Update update_rapids.yml 2023-06-08 19:11:49 -07:00
Rong Ou
ff122d61ff More tests for cpu predictor with column split (#9270) 2023-06-08 22:47:19 +08:00
ZHAOKAI WANG
84d3fcb7ea Fix cpu_predictor categorical feature disaptch (#9256) 2023-06-08 01:24:04 +08:00
dependabot[bot]
e229692572 Bump maven-surefire-plugin from 3.1.0 to 3.1.2 in /jvm-packages (#9265)
Bumps [maven-surefire-plugin](https://github.com/apache/maven-surefire) from 3.1.0 to 3.1.2.
- [Release notes](https://github.com/apache/maven-surefire/releases)
- [Commits](https://github.com/apache/maven-surefire/compare/surefire-3.1.0...surefire-3.1.2)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-surefire-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-06-07 20:53:20 +08:00
dependabot[bot]
4a5802ed2c Bump maven-project-info-reports-plugin in /jvm-packages (#9268)
Bumps [maven-project-info-reports-plugin](https://github.com/apache/maven-project-info-reports-plugin) from 3.4.4 to 3.4.5.
- [Commits](https://github.com/apache/maven-project-info-reports-plugin/compare/maven-project-info-reports-plugin-3.4.4...maven-project-info-reports-plugin-3.4.5)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-project-info-reports-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-06-07 19:07:36 +08:00
Jiaming Yuan
0cba2cdbb0 Support linalg data structures in check device. (#9243) 2023-06-06 09:47:24 +08:00
Jiaming Yuan
fc8110ef79 Remove document and demo in RABIT. (#9246) 2023-06-06 08:20:10 +08:00
Boris
7f9cb921f4 Rearranged maven profiles so that scala-2.13 artifacts are published without gpu-related libraries (#9253) 2023-06-05 13:52:10 -07:00
dependabot[bot]
a474a66573 Bump maven-release-plugin from 3.0.0 to 3.0.1 in /jvm-packages (#9252)
Bumps [maven-release-plugin](https://github.com/apache/maven-release) from 3.0.0 to 3.0.1.
- [Release notes](https://github.com/apache/maven-release/releases)
- [Commits](https://github.com/apache/maven-release/compare/maven-release-3.0.0...maven-release-3.0.1)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-release-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-06-05 21:29:59 +08:00
Rong Ou
962a20693f More support for column split in cpu predictor (#9244)
- Added column split support to `PredictInstance` and `PredictLeaf`.
- Refactoring of tests.
2023-06-05 08:05:38 +08:00
Philip Hyunsu Cho
3bf0f145bb Update update_rapids.yml 2023-06-03 13:12:12 -07:00
Philip Hyunsu Cho
a1fad72ab3 Update outdated build badges (#9232) 2023-06-02 08:22:25 -07:00
Philip Hyunsu Cho
288539ac78 [CI] Automatically bump Rapids version in containers (#9234)
* [CI] Use RAPIDS 23.04

* [CI] Remove outdated filters in dependabot

* [CI] Automatically bump Rapids version in containers

* Automate pull request
2023-06-02 08:17:41 -07:00
Jiaming Yuan
9fbde21e9d Rework the precision metric. (#9222)
- Rework the precision metric for both CPU and GPU.
- Mention it in the document.
- Cleanup old support code for GPU ranking metric.
- Deterministic GPU implementation.

* Drop support for classification.

* type.

* use batch shape.

* lint.

* cpu build.

* cpu build.

* lint.

* Tests.

* Fix.

* Cleanup error message.
2023-06-02 20:49:43 +08:00
Philip Hyunsu Cho
db8288121d Revert "Publishing scala-2.13 artifacts to the maven S3 repo. (#9224)" (#9233)
This reverts commit bb2a17b90c.
2023-06-01 14:39:39 -07:00
Boris
bb2a17b90c Publishing scala-2.13 artifacts to the maven S3 repo. (#9224) 2023-06-01 10:45:18 -07:00
dependabot[bot]
e93b805a75 Bump scala.version from 2.12.17 to 2.12.18 in /jvm-packages (#9230)
Bumps `scala.version` from 2.12.17 to 2.12.18.

Updates `scala-compiler` from 2.12.17 to 2.12.18
- [Release notes](https://github.com/scala/scala/releases)
- [Commits](https://github.com/scala/scala/compare/v2.12.17...v2.12.18)

Updates `scala-library` from 2.12.17 to 2.12.18
- [Release notes](https://github.com/scala/scala/releases)
- [Commits](https://github.com/scala/scala/compare/v2.12.17...v2.12.18)

---
updated-dependencies:
- dependency-name: org.scala-lang:scala-compiler
  dependency-type: direct:production
  update-type: version-update:semver-patch
- dependency-name: org.scala-lang:scala-library
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-06-01 10:44:43 -07:00
ZHAOKAI WANG
fa2ab1f021 TreeRefresher note word spelling modification (#9223) 2023-05-31 20:27:27 +08:00
Jiaming Yuan
aba4559c4f [doc] Update dask demo. (#9201) 2023-05-31 05:01:02 +08:00
Jiaming Yuan
7f20eaed93 [doc] Troubleshoot nccl shared memory. [skip ci] (#9206) 2023-05-31 05:00:02 +08:00
Jiaming Yuan
62e9387cd5 [ci] Update PySpark version. (#9214) 2023-05-31 03:00:44 +08:00
Jiaming Yuan
17fd3f55e9 Optimize adapter element counting on GPU. (#9209)
- Implement a simple `IterSpan` for passing iterators with size.
- Use shared memory for column size counts.
- Use one thread for each sample in row count to reduce atomic operations.
2023-05-30 23:28:43 +08:00
Jiaming Yuan
097f11b6e0 Support CUDA f16 without transformation. (#9207)
- Support f16 from cupy.
- Include CUDA header explicitly.
- Cleanup cmake nvtx support.
2023-05-30 20:54:31 +08:00
dependabot[bot]
6f83d9c69a Bump maven-project-info-reports-plugin in /jvm-packages (#9219)
Bumps [maven-project-info-reports-plugin](https://github.com/apache/maven-project-info-reports-plugin) from 3.4.3 to 3.4.4.
- [Commits](https://github.com/apache/maven-project-info-reports-plugin/compare/maven-project-info-reports-plugin-3.4.3...maven-project-info-reports-plugin-3.4.4)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-project-info-reports-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-05-30 19:10:07 +08:00
Jiaming Yuan
ae7450ce54 Skip optional synchronization in thrust. (#9212) 2023-05-30 17:23:09 +08:00
Jean Lescut-Muller
ddec0f378c [doc] Show derivative of the custom objective (#9213)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-05-30 04:07:12 +08:00
Bobby Wang
320323f533 [pyspark] add parameters in the ctor of all estimators. (#9202)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-05-29 05:58:16 +08:00
Jiaming Yuan
03bc6e6427 Remove unused variables. (#9210)
- remove used variables.
- Remove signed comparison warnings.
2023-05-28 05:24:15 +08:00
dependabot[bot]
d563d6d8f4 Bump scala-collection-compat_2.12 from 2.9.0 to 2.10.0 in /jvm-packages (#9208)
Bumps [scala-collection-compat_2.12](https://github.com/scala/scala-collection-compat) from 2.9.0 to 2.10.0.
- [Release notes](https://github.com/scala/scala-collection-compat/releases)
- [Commits](https://github.com/scala/scala-collection-compat/compare/v2.9.0...v2.10.0)

---
updated-dependencies:
- dependency-name: org.scala-lang.modules:scala-collection-compat_2.12
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2023-05-28 00:22:28 +08:00
Boris
a01df102c9 Scala 2.13 support. (#9099)
1. Updated the test logic
2. Added smoke tests for Spark examples.
3. Added integration tests for Spark with Scala 2.13
2023-05-27 19:34:02 +08:00
Jiaming Yuan
8c174ef2d3 [CI] Update images that are not related to binary release. (#9205)
* [CI] Update images that are not related to the binary release.

- Update clang-tidy, prefer tools from the Ubuntu repository.
- Update GPU image to 22.04.
- Small cleanup to the tidy script.
- Remove gpu_jvm, which seems to be unused.
2023-05-27 17:40:46 +08:00
michael-gendy-mention-me
c5677a2b2c Remove type: ignore hints (#9197) 2023-05-27 07:48:28 +08:00
Jiaming Yuan
053aababd4 Avoid thrust logical operation. (#9199)
Thrust implementation of `thrust::all_of/any_of/none_of` adopts an early stopping strategy
to bailout early by dividing the input into small batches. This is not ideal for data
validation as we expect all data to be valid. The strategy leads to excessive kernel
launches and stream synchronization.

* Use reduce from dh instead.
2023-05-27 01:36:58 +08:00
dependabot[bot]
614f47c477 Bump flink-clients from 1.17.0 to 1.17.1 in /jvm-packages (#9203)
Bumps [flink-clients](https://github.com/apache/flink) from 1.17.0 to 1.17.1.
- [Commits](https://github.com/apache/flink/compare/release-1.17.0...release-1.17.1)

---
updated-dependencies:
- dependency-name: org.apache.flink:flink-clients
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-05-26 18:42:24 +08:00
Rong Ou
5b69534b43 Support column split in multi-target hist (#9171) 2023-05-26 16:56:05 +08:00
Rong Ou
acd363033e Fix running MGPU gtests (#9200) 2023-05-26 05:26:38 +08:00
dependabot[bot]
5d99b441d5 Bump scalatest_2.12 from 3.2.15 to 3.2.16 in /jvm-packages/xgboost4j (#9160)
Bumps [scalatest_2.12](https://github.com/scalatest/scalatest) from 3.2.15 to 3.2.16.
- [Release notes](https://github.com/scalatest/scalatest/releases)
- [Commits](https://github.com/scalatest/scalatest/compare/release-3.2.15...release-3.2.16)

---
updated-dependencies:
- dependency-name: org.scalatest:scalatest_2.12
  dependency-type: direct:development
  update-type: version-update:semver-patch
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2023-05-24 09:09:25 +08:00
dependabot[bot]
e38e94ba4d Bump rapids-4-spark_2.12 from 23.04.0 to 23.04.1 in /jvm-packages (#9158)
Bumps rapids-4-spark_2.12 from 23.04.0 to 23.04.1.

---
updated-dependencies:
- dependency-name: com.nvidia:rapids-4-spark_2.12
  dependency-type: direct:production
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2023-05-24 07:15:46 +08:00
dependabot[bot]
d6d83c818f Bump maven-assembly-plugin from 3.5.0 to 3.6.0 in /jvm-packages (#9163)
Bumps [maven-assembly-plugin](https://github.com/apache/maven-assembly-plugin) from 3.5.0 to 3.6.0.
- [Commits](https://github.com/apache/maven-assembly-plugin/compare/maven-assembly-plugin-3.5.0...maven-assembly-plugin-3.6.0)

---
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- dependency-name: org.apache.maven.plugins:maven-assembly-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
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2023-05-23 13:56:12 -07:00
dependabot[bot]
22b0fc0992 Bump maven-source-plugin from 3.2.1 to 3.3.0 in /jvm-packages (#9184)
Bumps [maven-source-plugin](https://github.com/apache/maven-source-plugin) from 3.2.1 to 3.3.0.
- [Commits](https://github.com/apache/maven-source-plugin/compare/maven-source-plugin-3.2.1...maven-source-plugin-3.3.0)

---
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- dependency-name: org.apache.maven.plugins:maven-source-plugin
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  update-type: version-update:semver-minor
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2023-05-24 03:29:44 +08:00
dependabot[bot]
e67a0b8599 Bump maven-checkstyle-plugin from 3.2.2 to 3.3.0 in /jvm-packages (#9192)
Bumps [maven-checkstyle-plugin](https://github.com/apache/maven-checkstyle-plugin) from 3.2.2 to 3.3.0.
- [Commits](https://github.com/apache/maven-checkstyle-plugin/compare/maven-checkstyle-plugin-3.2.2...maven-checkstyle-plugin-3.3.0)

---
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- dependency-name: org.apache.maven.plugins:maven-checkstyle-plugin
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  update-type: version-update:semver-minor
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2023-05-24 01:43:47 +08:00
Jiaming Yuan
3913ff470f Import data lazily during tests. (#9176) 2023-05-23 03:58:31 +08:00
Bobby Wang
6274fba0a5 [pyspark] support tying (#9172) 2023-05-19 14:39:26 +08:00
Bobby Wang
caf326d508 [pyspark] Refactor and typing support for models (#9156) 2023-05-17 16:38:51 +08:00
Bobby Wang
cb370c4f7d [jvm] separate spark.version for cpu and gpu (#9166) 2023-05-17 07:12:20 +08:00
Stephan T. Lavavej
7375bd058b Fix IndexTransformIter. (#9155) 2023-05-12 21:25:54 +08:00
Stephan T. Lavavej
59edfdb315 Fix typo: _defined => defined (#9153) 2023-05-11 16:34:45 -07:00
Stephan T. Lavavej
779b82c098 Avoid redefining macros. (#9154) 2023-05-11 15:59:25 -07:00
Rong Ou
603f8ce2fa Support hist in the partition builder under column split (#9120) 2023-05-11 05:24:29 +08:00
Rong Ou
52311dcec9 Fix multi-threaded gtests (#9148) 2023-05-10 19:15:32 +08:00
Jiaming Yuan
e4129ed6ee [jvm-packages] Remove akka in tester. (#9149) 2023-05-10 14:10:58 +08:00
dependabot[bot]
2ab6660943 Bump maven-surefire-plugin in /jvm-packages/xgboost4j-spark (#9131)
Bumps [maven-surefire-plugin](https://github.com/apache/maven-surefire) from 3.0.0 to 3.1.0.
- [Release notes](https://github.com/apache/maven-surefire/releases)
- [Commits](https://github.com/apache/maven-surefire/compare/surefire-3.0.0...surefire-3.1.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-surefire-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
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2023-05-10 12:21:36 +08:00
dependabot[bot]
d21e7e5f82 Bump maven-gpg-plugin from 3.0.1 to 3.1.0 in /jvm-packages (#9136)
Bumps [maven-gpg-plugin](https://github.com/apache/maven-gpg-plugin) from 3.0.1 to 3.1.0.
- [Commits](https://github.com/apache/maven-gpg-plugin/compare/maven-gpg-plugin-3.0.1...maven-gpg-plugin-3.1.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-gpg-plugin
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2023-05-10 10:21:36 +08:00
Philip Hyunsu Cho
0cd4382d72 Fix config-settings handling in pip install (#9115)
* Fix config_settings handling in pip install

* Fix formatting

* Fix flag use_system_libxgboost

* Add setuptools to doc requirements.txt

* Fix mypy
2023-05-09 17:54:20 -07:00
Jiaming Yuan
09b44915e7 [doc] Replace recommonmark with myst-parser. (#9125) 2023-05-10 08:11:36 +08:00
Jiaming Yuan
85988a3178 Wait for data CUDA stream instead of sync. (#9144)
---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-05-09 09:52:21 +08:00
Uriya Harpeness
a075aa24ba Move python tool configurations to pyproject.toml, and add the python 3.11 classifier. (#9112) 2023-05-06 02:59:06 +08:00
Jiaming Yuan
55968ed3fa Fix monotone constraints on CPU. (#9122) 2023-05-06 01:07:54 +08:00
Rong Ou
250b22dd22 Fix nvflare horizontal demo (#9124) 2023-05-05 16:48:22 +08:00
Jiaming Yuan
47b3cb6fb7 Remove unused parameters in RABIT. (#9108) 2023-05-05 05:26:24 +08:00
Philip Hyunsu Cho
07b2d5a26d Add useful links to pyproject.toml (#9114) 2023-05-02 12:47:15 -07:00
Jiaming Yuan
08ce495b5d Use Booster context in DMatrix. (#8896)
- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
2023-04-28 21:47:14 +08:00
Jiaming Yuan
1f9a57d17b [Breaking] Require format to be specified in input URI. (#9077)
Previously, we use `libsvm` as default when format is not specified. However, the dmlc
data parser is not particularly robust against errors, and the most common type of error
is undefined format.

Along with which, we will recommend users to use other data loader instead. We will
continue the maintenance of the parsers as it's currently used for many internal tests
including federated learning.
2023-04-28 19:45:15 +08:00
Bobby Wang
e922004329 [doc] fix the cudf installation [skip ci] (#9106) 2023-04-28 19:43:58 +08:00
Jiaming Yuan
17ff471616 Optimize array interface input. (#9090) 2023-04-28 18:01:58 +08:00
Rong Ou
fb941262b4 Add demo for vertical federated learning (#9103) 2023-04-28 16:03:21 +08:00
Jiaming Yuan
e206b899ef Rework MAP and Pairwise for LTR. (#9075) 2023-04-28 02:39:12 +08:00
Jiaming Yuan
0e470ef606 Optimize prediction with QuantileDMatrix. (#9096)
- Reduce overhead in `FVecDrop`.
- Reduce overhead caused by `HostVector()` calls.
2023-04-28 00:51:41 +08:00
Jiaming Yuan
fa267ad093 [CI] Freeze R version to 4.2.0 with MSVC. (#9104) 2023-04-27 22:48:31 +08:00
Jiaming Yuan
96d3f8a6f3 [doc] Update document. (#9098)
- Mention flink is still under construction.
- Update doxygen version.
- Fix warnings from doxygen about defgroup title and mismatched parameter name.
2023-04-27 19:29:03 +08:00
Rong Ou
511d4996b5 Rely on gRPC to generate random port (#9102) 2023-04-27 09:48:26 +08:00
Jiaming Yuan
101a2e643d [jvm-packages] Bump rapids version. (#9097) 2023-04-27 09:46:46 +08:00
Scott Gustafson
353ed5339d Convert `DaskXGBClassifier.classes_` to an array (#8452)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-04-27 02:23:35 +08:00
Boris
0e7377ba9c Updated flink 1.8 -> 1.17. Added smoke tests for Flink (#9046) 2023-04-26 18:41:11 +08:00
Rong Ou
a320b402a5 More refactoring to take advantage of collective aggregators (#9081) 2023-04-26 03:36:09 +08:00
dependabot[bot]
49ccae7fb9 Bump spark.version from 3.1.1 to 3.4.0 in /jvm-packages (#9039)
Bumps `spark.version` from 3.1.1 to 3.4.0.

Updates `spark-mllib_2.12` from 3.1.1 to 3.4.0

Updates `spark-core_2.12` from 3.1.1 to 3.4.0

Updates `spark-sql_2.12` from 3.1.1 to 3.4.0

---
updated-dependencies:
- dependency-name: org.apache.spark:spark-mllib_2.12
  dependency-type: direct:production
  update-type: version-update:semver-minor
- dependency-name: org.apache.spark:spark-core_2.12
  dependency-type: direct:production
  update-type: version-update:semver-minor
- dependency-name: org.apache.spark:spark-sql_2.12
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2023-04-26 01:32:06 +08:00
Bobby Wang
17add4776f [pyspark] Don't stack for non feature columns (#9088) 2023-04-25 23:09:12 +08:00
dependabot[bot]
a2cc78c1fb Bump scala.version from 2.12.8 to 2.12.17 in /jvm-packages (#9083)
Bumps `scala.version` from 2.12.8 to 2.12.17.

Updates `scala-compiler` from 2.12.8 to 2.12.17
- [Release notes](https://github.com/scala/scala/releases)
- [Commits](https://github.com/scala/scala/compare/v2.12.8...v2.12.17)

Updates `scala-library` from 2.12.8 to 2.12.17
- [Release notes](https://github.com/scala/scala/releases)
- [Commits](https://github.com/scala/scala/compare/v2.12.8...v2.12.17)

---
updated-dependencies:
- dependency-name: org.scala-lang:scala-compiler
  dependency-type: direct:production
  update-type: version-update:semver-patch
- dependency-name: org.scala-lang:scala-library
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-04-25 21:30:38 +08:00
Bobby Wang
339f21e1bf [pyspark] fix a type hint with old pyspark release (#9079) 2023-04-24 20:04:14 +08:00
Bobby Wang
d237378452 [jvm-packages] Clean up the dependencies after removing scala versioned tracker (#9078) 2023-04-24 17:49:08 +08:00
Jiaming Yuan
c512c3f46b [jvm-packages] Bump rapids version. (#9056) 2023-04-22 15:46:44 +08:00
Rong Ou
8dbe0510de More collective aggregators (#9060) 2023-04-22 03:32:05 +08:00
Jiaming Yuan
7032981350 Fix timer annotation. (#9057) 2023-04-21 22:53:58 +08:00
austinzh
3b742dc4f1 Stop using Rabit in predition (#9054) 2023-04-21 19:38:07 +08:00
dependabot[bot]
39b0fde0e7 Bump kryo from 5.4.0 to 5.5.0 in /jvm-packages (#9070)
Bumps [kryo](https://github.com/EsotericSoftware/kryo) from 5.4.0 to 5.5.0.
- [Release notes](https://github.com/EsotericSoftware/kryo/releases)
- [Commits](https://github.com/EsotericSoftware/kryo/compare/kryo-parent-5.4.0...kryo-parent-5.5.0)

---
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- dependency-name: com.esotericsoftware:kryo
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2023-04-21 18:16:34 +08:00
dependabot[bot]
ee84e22c8d Bump maven-checkstyle-plugin from 3.2.1 to 3.2.2 in /jvm-packages (#9073)
Bumps [maven-checkstyle-plugin](https://github.com/apache/maven-checkstyle-plugin) from 3.2.1 to 3.2.2.
- [Release notes](https://github.com/apache/maven-checkstyle-plugin/releases)
- [Commits](https://github.com/apache/maven-checkstyle-plugin/compare/maven-checkstyle-plugin-3.2.1...maven-checkstyle-plugin-3.2.2)

---
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- dependency-name: org.apache.maven.plugins:maven-checkstyle-plugin
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2023-04-21 18:16:08 +08:00
Jiaming Yuan
b908680bec Fix race condition in cpp metric tests. (#9058) 2023-04-21 05:24:10 +08:00
Philip Hyunsu Cho
a5cd2412de Replace setup.py with pyproject.toml (#9021)
* Create pyproject.toml
* Implement a custom build backend (see below) in packager directory. Build logic from setup.py has been refactored and migrated into the new backend.
* Tested: pip wheel . (build wheel), python -m build --sdist . (source distribution)
2023-04-20 13:51:39 -07:00
Jiaming Yuan
a7b3dd3176 Fix compiler warnings. (#9055) 2023-04-21 02:26:47 +08:00
dependabot[bot]
2acd78b44b Bump maven-project-info-reports-plugin in /jvm-packages/xgboost4j (#9049)
Bumps [maven-project-info-reports-plugin](https://github.com/apache/maven-project-info-reports-plugin) from 3.4.2 to 3.4.3.
- [Release notes](https://github.com/apache/maven-project-info-reports-plugin/releases)
- [Commits](https://github.com/apache/maven-project-info-reports-plugin/compare/maven-project-info-reports-plugin-3.4.2...maven-project-info-reports-plugin-3.4.3)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-project-info-reports-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-04-21 00:10:45 +08:00
Emil Ejbyfeldt
a84a1fde02 [jvm-packages] Update scalatest to 3.2.15 (#8925)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-04-20 22:16:56 +08:00
Jiaming Yuan
564df59204 [breaking] [jvm-packages] Remove scala-implemented tracker. (#9045) 2023-04-20 16:29:35 +08:00
Rong Ou
42d100de18 Make sure metrics work with federated learning (#9037) 2023-04-19 15:39:11 +08:00
Jiaming Yuan
ef13dd31b1 Rework the NDCG objective. (#9015) 2023-04-18 21:16:06 +08:00
Rong Ou
ba9d24ff7b Make sure metrics work with column-wise distributed training (#9020) 2023-04-18 03:48:23 +08:00
WeichenXu
191d0aa5cf [spark] Make spark model have the same UID with its estimator (#9022)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-04-14 02:53:30 +08:00
Philip Hyunsu Cho
8e0f320db3 [CI] Don't run CI automatically for dependabot (#9034) 2023-04-13 08:19:56 -07:00
Jiaming Yuan
fe9dff339c Convert federated learner test into test suite. (#9018)
* Convert federated learner test into test suite.

- Add specialization to learning to rank.
2023-04-11 09:52:55 +08:00
Jiaming Yuan
2c8d735cb3 Fix tests with pandas 2.0. (#9014)
* Fix tests with pandas 2.0.

- `is_categorical` is replaced by `is_categorical_dtype`.
- one hot encoding returns boolean type instead of integer type.
2023-04-11 00:17:34 +08:00
Sarah Charlotte Johnson
ebd64f6e22 [doc] Update Dask deployment options (#9008) 2023-04-07 01:09:15 +08:00
Jiaming Yuan
1cf4d93246 Convert federated tests into test suite. (#9006)
- Add specialization for learning to rank.
2023-04-04 01:29:47 +08:00
Rong Ou
15e073ca9d Make objectives work with vertical distributed and federated learning (#9002) 2023-04-03 17:07:42 +08:00
Jiaming Yuan
720a8c3273 [doc] Remove parameter type in Python doc strings. (#9005) 2023-04-01 04:04:30 +08:00
Jiaming Yuan
4caca2947d Improve helper script for making release. [skip ci] (#9004)
* Merge source tarball generation script.
* Generate Python source wheel.
* Generate hashes and release note.
2023-03-31 23:14:58 +08:00
Jiaming Yuan
bcb55d3b6a Portable macro definition. (#8999) 2023-03-31 20:48:59 +08:00
Jiaming Yuan
bac22734fb Remove ntree limit in python package. (#8345)
- Remove `ntree_limit`. The parameter has been deprecated since 1.4.0.
- The SHAP package compatibility is broken.
2023-03-31 19:01:55 +08:00
Jiaming Yuan
b647403baa Update release news. [skip ci] (#9000) 2023-03-31 03:52:09 +08:00
Jiaming Yuan
cd05e38533 [doc][R] Update link. (#8998) 2023-03-30 19:09:07 +08:00
Jiaming Yuan
d062a9e009 Define pair generation strategies for LTR. (#8984) 2023-03-30 12:00:35 +08:00
Rong Ou
d385cc64e2 Fix aft_loss_distribution documentation (#8995) 2023-03-29 19:13:23 -07:00
Jiaming Yuan
a58055075b [dask] Return the first valid booster instead of all valid ones. (#8993)
* [dask] Return the first valid booster instead of all valid ones.

- Reduce memory footprint of the returned model.

* mypy error.

* lint.

* duplicated.
2023-03-30 03:16:18 +08:00
Philip Hyunsu Cho
6676c28cbc [CI] Fix Windows wheel to be compatible with Poetry (#8991)
* [CI] Fix Windows wheel to be compatible with Poetry

* Typo

* Eagerly scan globs to avoid patching same file twice
2023-03-28 21:32:54 -07:00
Rong Ou
ff26cd3212 More tests for column split and vertical federated learning (#8985)
Added some more tests for the learner and fit_stump, for both column-wise distributed learning and vertical federated learning.

Also moved the `IsRowSplit` and `IsColumnSplit` methods from the `DMatrix` to the `MetaInfo` since in some places we only have access to the `MetaInfo`. Added a new convenience method `IsVerticalFederatedLearning`.

Some refactoring of the testing fixtures.
2023-03-28 16:40:26 +08:00
Jiaming Yuan
401ce5cf5e Run linters with the multi output demo. (#8966) 2023-03-28 00:47:28 +08:00
Jiaming Yuan
acc110c251 [MT-TREE] Support prediction cache and model slicing. (#8968)
- Fix prediction range.
- Support prediction cache in mt-hist.
- Support model slicing.
- Make the booster a Python iterable by defining `__iter__`.
- Cleanup removed/deprecated parameters.
- A new field in the output model `iteration_indptr` for pointing to the ranges of trees for each iteration.
2023-03-27 23:10:54 +08:00
Jiaming Yuan
c2b3a13e70 [breaking][skl] Remove parameter serialization. (#8963)
- Remove parameter serialization in the scikit-learn interface.

The scikit-lear interface `save_model` will save only the model and discard all
hyper-parameters. This is to align with the native XGBoost interface, which distinguishes
the hyper-parameter and model parameters.

With the scikit-learn interface, model parameters are attributes of the estimator. For
instance, `n_features_in_`, `n_classes_` are always accessible with
`estimator.n_features_in_` and `estimator.n_classes_`, but not with the
`estimator.get_params`.

- Define a `load_model` method for classifier to load its own attributes.

- Set n_estimators to None by default.
2023-03-27 21:34:10 +08:00
dependabot[bot]
90645c4957 Bump maven-resources-plugin from 3.3.0 to 3.3.1 in /jvm-packages (#8980)
Bumps [maven-resources-plugin](https://github.com/apache/maven-resources-plugin) from 3.3.0 to 3.3.1.
- [Release notes](https://github.com/apache/maven-resources-plugin/releases)
- [Commits](https://github.com/apache/maven-resources-plugin/compare/maven-resources-plugin-3.3.0...maven-resources-plugin-3.3.1)

---
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- dependency-name: org.apache.maven.plugins:maven-resources-plugin
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-03-27 16:03:45 +08:00
dependabot[bot]
43878b10b6 Bump maven-deploy-plugin in /jvm-packages/xgboost4j-spark-gpu (#8973)
Bumps [maven-deploy-plugin](https://github.com/apache/maven-deploy-plugin) from 3.0.0 to 3.1.1.
- [Release notes](https://github.com/apache/maven-deploy-plugin/releases)
- [Commits](https://github.com/apache/maven-deploy-plugin/compare/maven-deploy-plugin-3.0.0...maven-deploy-plugin-3.1.1)

---
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- dependency-name: org.apache.maven.plugins:maven-deploy-plugin
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2023-03-27 12:47:13 +08:00
dependabot[bot]
cff50fe3ef Bump hadoop.version from 3.3.4 to 3.3.5 in /jvm-packages (#8962)
Bumps `hadoop.version` from 3.3.4 to 3.3.5.

Updates `hadoop-hdfs` from 3.3.4 to 3.3.5

Updates `hadoop-common` from 3.3.4 to 3.3.5

---
updated-dependencies:
- dependency-name: org.apache.hadoop:hadoop-hdfs
  dependency-type: direct:production
  update-type: version-update:semver-patch
- dependency-name: org.apache.hadoop:hadoop-common
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-03-23 16:12:04 +08:00
Jiaming Yuan
21a52c7f98 [doc] Add introduction and notes for the sklearn interface. (#8948) 2023-03-23 13:30:42 +08:00
Jiaming Yuan
bf88dadb61 [doc] Fix callback example. (#8944) 2023-03-23 03:27:04 +08:00
Jiaming Yuan
15a2724ff7 Removed outdated configuration serialization logic. (#8942)
- `saved_params` is empty.
- `saved_configs_` contains `num_round`, which is not used anywhere inside xgboost.
2023-03-23 01:31:46 +08:00
Jiaming Yuan
151882dd26 Initial support for multi-target tree. (#8616)
* Implement multi-target for hist.

- Add new hist tree builder.
- Move data fetchers for tests.
- Dispatch function calls in gbm base on the tree type.
2023-03-22 23:49:56 +08:00
Jiaming Yuan
ea04d4c46c [doc] [dask] Troubleshooting NCCL errors. (#8943) 2023-03-22 22:17:26 +08:00
Jiaming Yuan
a551bed803 Remove duplicated learning rate parameter. (#8941) 2023-03-22 20:51:14 +08:00
Jiaming Yuan
a05799ed39 Specify char type in JSON. (#8949)
char is defined as signed on x86 but unsigned on arm64

- Use `std::int8_t` instead of char.
- Fix include when clang is pretending to be gcc.
2023-03-22 19:13:44 +08:00
Jiaming Yuan
5891f752c8 Rework the MAP metric. (#8931)
- The new implementation is more strict as only binary labels are accepted. The previous implementation converts values greater than 1 to 1.
- Deterministic GPU. (no atomic add).
- Fix top-k handling.
- Precise definition of MAP. (There are other variants on how to handle top-k).
- Refactor GPU ranking tests.
2023-03-22 17:45:20 +08:00
Rong Ou
b240f055d3 Support vertical federated learning (#8932) 2023-03-22 14:25:26 +08:00
Philip Hyunsu Cho
8dc1e4b3ea Improve doxygen (#8959)
* Remove Sphinx build from GH Action

* Build Doxygen as part of RTD build

* Add jQuery
2023-03-21 09:22:11 -07:00
dependabot[bot]
34092d7fd0 Bump maven-release-plugin in /jvm-packages/xgboost4j-spark (#8952)
Bumps [maven-release-plugin](https://github.com/apache/maven-release) from 2.5.3 to 3.0.0.
- [Release notes](https://github.com/apache/maven-release/releases)
- [Commits](https://github.com/apache/maven-release/compare/maven-release-2.5.3...maven-release-3.0.0)

---
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- dependency-name: org.apache.maven.plugins:maven-release-plugin
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  update-type: version-update:semver-major
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2023-03-21 15:34:43 +08:00
Jiaming Yuan
9b6cc0ed07 Refactor hist to prepare for multi-target builder. (#8928)
- Extract the builder from the updater class. We need a new builder for multi-target.
- Extract `UpdateTree`, it can be reused for different builders. Eventually, other tree
  updaters can use it as well.
2023-03-17 17:21:04 +08:00
Philip Hyunsu Cho
36263dd109 [jvm-packages] Use akka 2.6 (#8920) 2023-03-16 20:06:42 -07:00
Quentin Fiard
55ed50c860 Fix a few typos in the C API tutorial (#8926) 2023-03-16 20:24:03 +08:00
Jiaming Yuan
a093770f36 Partitioner for multi-target tree. (#8922) 2023-03-16 18:49:34 +08:00
Jiaming Yuan
26209a42a5 Define git attributes for renormalization. (#8921) 2023-03-16 02:43:11 +08:00
Philip Hyunsu Cho
a2cdba51ce Use hi-res SVG logo (#8923) 2023-03-15 10:02:38 -07:00
dependabot[bot]
fd016e43c6 Bump maven-surefire-plugin from 2.22.2 to 3.0.0 in /jvm-packages (#8917)
Bumps [maven-surefire-plugin](https://github.com/apache/maven-surefire) from 2.22.2 to 3.0.0.
- [Release notes](https://github.com/apache/maven-surefire/releases)
- [Commits](https://github.com/apache/maven-surefire/compare/surefire-2.22.2...surefire-3.0.0)

---
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2023-03-15 18:51:46 +08:00
Jiaming Yuan
f186c87cf9 Check inf in data for all types of DMatrix. (#8911) 2023-03-15 11:24:35 +08:00
Jiaming Yuan
72e8331eab Reimplement the NDCG metric. (#8906)
- Add support for non-exp gain.
- Cache the DMatrix object to avoid re-calculating the IDCG.
- Make GPU implementation deterministic. (no atomic add)
2023-03-15 03:26:17 +08:00
Jiaming Yuan
8685556af2 Implement hist evaluator for multi-target tree. (#8908) 2023-03-15 01:42:51 +08:00
Jiaming Yuan
95e2baf7c2 [doc] Fix typo [skip ci] (#8907) 2023-03-15 00:55:17 +08:00
Jiaming Yuan
910ce580c8 Clear all cache after model load. (#8904) 2023-03-14 22:09:36 +08:00
Jiaming Yuan
c400fa1e8d Predictor for vector leaf. (#8898) 2023-03-14 19:07:10 +08:00
Jiaming Yuan
8be6095ece Implement NDCG cache. (#8893) 2023-03-13 22:16:31 +08:00
Jiaming Yuan
9bade7203a Remove public access to tree model param. (#8902)
* Make tree model param a private member.
* Number of features and targets are immutable after construction.

This is to reduce the number of places where we can run configuration.
2023-03-13 20:55:10 +08:00
Jiaming Yuan
5ba3509dd3 Define multi expand entry. (#8895) 2023-03-13 19:31:05 +08:00
Jiaming Yuan
bbee355b45 [doc][dask] Note on reproducible result. [skip ci] (#8903) 2023-03-13 19:30:35 +08:00
Jiaming Yuan
3689695d16 [CI] Run RMM gtests. (#8900)
* [CI] Run RMM gtests.

* Update test-cpp-gpu.sh

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2023-03-12 03:14:31 +08:00
Jiaming Yuan
36a7396658 Replace dmlc any with std any. (#8892) 2023-03-11 06:11:04 +08:00
Rong Ou
79efcd37f5 Pick up dmlc-core fix for CSV parser (#8897) 2023-03-11 04:51:43 +08:00
Jiaming Yuan
2aa838c75e Define multi-strategy parameter. (#8890) 2023-03-11 02:58:01 +08:00
Jiaming Yuan
6deaec8027 Pass obj info by reference instead of by value. (#8889)
- Pass obj info into tree updater as const pointer.

This way we don't have to initialize the learner model param before configuring gbm, hence
breaking up the dependency of configurations.
2023-03-11 01:38:28 +08:00
Jiaming Yuan
54e001bbf4 [doc][dask] Reference examples from coiled. [skip ci] (#8891) 2023-03-09 20:03:24 -08:00
Jiaming Yuan
c5c8f643f2 Remove the cub submodule. (#8888)
XGBoost now uses CTK-11.8 for binary packages, there's no need to maintain a cub
submodule anymore.
2023-03-09 19:43:02 -08:00
Jiaming Yuan
5feee8d4a9 Define core multi-target regression tree structure. (#8884)
- Define a new tree struct embedded in the `RegTree`.
- Provide dispatching functions in `RegTree`.
- Fix some c++-17 warnings about the use of nodiscard (currently we disable the warning on
  the CI).
- Use uint32_t instead of size_t for `bst_target_t` as it has a defined size and can be used
  as part of dmlc parameter.
- Hide the `Segment` struct inside the categorical split matrix.
2023-03-09 19:03:06 +08:00
Jiaming Yuan
46dfcc7d22 Define a new ranking parameter. (#8887) 2023-03-09 17:46:24 +08:00
Krzysztof Dyba
e8a69013e6 [R] update predict docs (#8886) 2023-03-09 05:58:39 +08:00
Jiaming Yuan
8c16da8863 [doc] Add note for rabit port. [skip ci] (#8879) 2023-03-08 19:00:10 +08:00
dependabot[bot]
85c3334c2b Bump hadoop-common from 3.2.4 to 3.3.4 in /jvm-packages (#8882)
Bumps hadoop-common from 3.2.4 to 3.3.4.

---
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2023-03-08 13:15:39 +08:00
Jiaming Yuan
f236640427 Support F order for the tensor type. (#8872)
- Add F order support for tensor and view.
- Use parameter pack for automatic type cast. (avoid excessive static cast for shape).
2023-03-08 03:27:49 +08:00
dependabot[bot]
f53055f75e Bump maven-assembly-plugin from 3.4.2 to 3.5.0 in /jvm-packages (#8837)
Bumps [maven-assembly-plugin](https://github.com/apache/maven-assembly-plugin) from 3.4.2 to 3.5.0.
- [Release notes](https://github.com/apache/maven-assembly-plugin/releases)
- [Commits](https://github.com/apache/maven-assembly-plugin/compare/maven-assembly-plugin-3.4.2...maven-assembly-plugin-3.5.0)

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2023-03-08 02:20:40 +08:00
Jiaming Yuan
f7ce0ec0df Upgrade gcc toolchain to 9.x. (#8878)
* Use new tool chain.

* Use gcc-9.

* Use cmake from system.

* DOn't link leak.
2023-03-07 08:25:23 -08:00
dependabot[bot]
2b2eb0d0f1 Bump scala-maven-plugin in /jvm-packages/xgboost4j-spark-gpu (#8877)
Bumps scala-maven-plugin from 4.8.0 to 4.8.1.

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2023-03-07 19:33:33 +08:00
dependabot[bot]
5eabcae27b Bump scala-maven-plugin from 4.8.0 to 4.8.1 in /jvm-packages/xgboost4j (#8876)
Bumps scala-maven-plugin from 4.8.0 to 4.8.1.

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2023-03-07 19:33:16 +08:00
dependabot[bot]
d06b1fc26e Bump scala-maven-plugin in /jvm-packages/xgboost4j-example (#8875)
Bumps scala-maven-plugin from 4.8.0 to 4.8.1.

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2023-03-07 19:32:06 +08:00
dependabot[bot]
ffa5eb2aa4 Bump scala-maven-plugin in /jvm-packages/xgboost4j-gpu (#8874)
Bumps scala-maven-plugin from 4.8.0 to 4.8.1.

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2023-03-07 19:31:50 +08:00
dependabot[bot]
0f6c502d36 Bump scala-maven-plugin in /jvm-packages/xgboost4j-spark (#8873)
Bumps scala-maven-plugin from 4.8.0 to 4.8.1.

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2023-03-07 19:31:23 +08:00
Jiaming Yuan
7eba285a1e Support sklearn cross validation for ranker. (#8859)
* Support sklearn cross validation for ranker.

- Add a convention for X to include a special `qid` column.

sklearn utilities consider only `X`, `y` and `sample_weight` for supervised learning
algorithms, but we need an additional qid array for ranking.

It's important to be able to support the cross validation function in sklearn since all
other tuning functions like grid search are based on cross validation.
2023-03-07 00:22:08 +08:00
Jiaming Yuan
cad7401783 Disable gcc parallel extension if openmp is not available. (#8871)
`<parallel/algorithm>` internally includes the <omp.h> header, which leads to an error
when openmp is not available.
2023-03-06 22:51:06 +08:00
Jiaming Yuan
228a46e8ad Support learning rate for zero-hessian objectives. (#8866) 2023-03-06 20:33:28 +08:00
Jiaming Yuan
173096a6a7 Discover libasan.so.6. (#8864) 2023-03-06 18:56:54 +08:00
Jiaming Yuan
6a892ce281 Specify src path for isort. (#8867) 2023-03-06 17:30:27 +08:00
Jiaming Yuan
4d665b3fb0 Restore clang tidy test. (#8861) 2023-03-03 13:47:04 -08:00
Rong Ou
2dc22e7aad Take advantage of C++17 features (#8858)
---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-04 00:24:13 +08:00
Rory Mitchell
69a50248b7 Fix scope of feature set pointers (#8850)
---------

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2023-03-02 12:37:14 +08:00
mzzhang95
6cef9a08e9 [pyspark] Update eval_metric validation to support list of strings (#8826) 2023-03-02 08:24:12 +08:00
Jiaming Yuan
803d5e3c4c Update c++ requirement to 17 for the R package. (#8860) 2023-03-01 14:49:39 -08:00
Rong Ou
a5852365fd Update dmlc-core to get C++17 deprecation warning (#8855) 2023-03-01 12:30:59 -08:00
Rong Ou
7cbaee9916 Support column split in approx tree method (#8847) 2023-03-02 03:59:07 +08:00
Philip Hyunsu Cho
6d8afb2218 [CI] Require C++17 + CMake 3.18; Use CUDA 11.8 in CI (#8853)
* Update to C++17

* Turn off unity build

* Update CMake to 3.18

* Use MSVC 2022 + CUDA 11.8

* Re-create stack for worker images

* Allocate more disk space for Windows

* Tempiorarily disable clang-tidy

* RAPIDS now requires Python 3.10+

* Unpin cuda-python

* Use latest NCCL

* Use Ubuntu 20.04 in RMM image

* Mark failing mgpu test as xfail
2023-03-01 09:22:24 -08:00
Jiaming Yuan
d54ef56f6f Fix cache with gc (#8851)
- Make DMatrixCache thread-safe.
- Remove the use of thread-local memory.
2023-03-01 00:39:06 +08:00
Rong Ou
d9688f93c7 Support column-split in row partitioner (#8828) 2023-02-26 04:43:35 +08:00
Mauro Leggieri
90c0633a28 Fixes compilation errors on MSVC x86 targets (#8823) 2023-02-26 03:20:28 +08:00
Rong Ou
a65ad0bd9c Support column split in histogram builder (#8811) 2023-02-17 22:37:01 +08:00
dependabot[bot]
40fd3d6d5f Bump maven-javadoc-plugin in /jvm-packages/xgboost4j-gpu (#8815)
Bumps [maven-javadoc-plugin](https://github.com/apache/maven-javadoc-plugin) from 3.4.1 to 3.5.0.
- [Release notes](https://github.com/apache/maven-javadoc-plugin/releases)
- [Commits](https://github.com/apache/maven-javadoc-plugin/compare/maven-javadoc-plugin-3.4.1...maven-javadoc-plugin-3.5.0)

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2023-02-17 16:39:16 +08:00
dependabot[bot]
6ce9a35f55 Bump maven-javadoc-plugin from 3.4.1 to 3.5.0 in /jvm-packages/xgboost4j (#8813)
Bumps [maven-javadoc-plugin](https://github.com/apache/maven-javadoc-plugin) from 3.4.1 to 3.5.0.
- [Release notes](https://github.com/apache/maven-javadoc-plugin/releases)
- [Commits](https://github.com/apache/maven-javadoc-plugin/compare/maven-javadoc-plugin-3.4.1...maven-javadoc-plugin-3.5.0)

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2023-02-17 15:04:06 +08:00
dependabot[bot]
d62daa0b32 Bump maven-javadoc-plugin from 3.4.1 to 3.5.0 in /jvm-packages (#8814)
Bumps [maven-javadoc-plugin](https://github.com/apache/maven-javadoc-plugin) from 3.4.1 to 3.5.0.
- [Release notes](https://github.com/apache/maven-javadoc-plugin/releases)
- [Commits](https://github.com/apache/maven-javadoc-plugin/compare/maven-javadoc-plugin-3.4.1...maven-javadoc-plugin-3.5.0)

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2023-02-16 23:16:11 +08:00
Jiaming Yuan
c0afdb6786 Fix CPU bin compression with categorical data. (#8809)
* Fix CPU bin compression with categorical data.

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

- Pass context object into argsort.
- Replace macros with inline functions.
2023-02-16 00:20:19 +08:00
Jiaming Yuan
c7c485d052 Extract fit intercept. (#8793) 2023-02-15 22:41:31 +08:00
Jiaming Yuan
594371e35b Fix CPP lint. (#8807) 2023-02-15 20:16:35 +08:00
Jiaming Yuan
e62167937b [CI] Update action cache for jvm tests. (#8806) 2023-02-15 18:43:48 +08:00
Rong Ou
74572b5d45 Add convenience method for allgather (#8804) 2023-02-15 11:37:11 +08:00
WeichenXu
f27a7258c6 Fix feature types param (#8772)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-02-14 02:16:42 +08:00
Jiaming Yuan
52d0230b58 Fix merge conflict. (#8791) 2023-02-13 23:43:42 +08:00
Jiaming Yuan
81b2ee1153 Pass DMatrix into metric for caching. (#8790) 2023-02-13 22:15:05 +08:00
Jiaming Yuan
31d3ec07af Extract device algorithms. (#8789) 2023-02-13 20:53:53 +08:00
Jiaming Yuan
457f704e3d Add quantile metric. (#8761) 2023-02-13 19:07:40 +08:00
Jiaming Yuan
d11a0044cf Generalize prediction cache. (#8783)
* Extract most of the functionality into `DMatrixCache`.
* Move API entry to independent file to reduce dependency on `predictor.h` file.
* Add test.

---------

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

* Run some gtests with multiple GPUs

* fix mgpu test naming

* Instruct NCCL to print extra logs

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

* use gtest_skip to skip mgpu tests

---------

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2023-02-12 17:00:26 -08:00
Jiaming Yuan
225b3158f6 Support custom metric in sklearn ranker. (#8786) 2023-02-12 13:14:07 +08:00
Jiaming Yuan
17b709acb9 Rename ranking utils to threading utils. (#8785) 2023-02-12 05:41:18 +08:00
Jiaming Yuan
70c9b885ef Extract floating point rounding routines. (#8771) 2023-02-12 04:26:41 +08:00
Jiaming Yuan
e9c178f402 [doc] Document update [skip ci] (#8784)
- Remove version specifics in cat demo.
- Remove aws yarn.
- Update faq.
- Stop mentioning MPI.
- Update sphinx inventory links.
- Fix typo.
2023-02-12 04:25:22 +08:00
Jiaming Yuan
8a16944664 Fix ranking with quantile dmatrix and group weight. (#8762) 2023-02-10 20:32:35 +08:00
Dai-Jie (Jay) Wu
ad0ccc6e4f [doc] fix inconsistent doc and minor typo for external memory (#8773) 2023-02-10 01:05:34 +08:00
Jiaming Yuan
199c421d60 Send default configuration from metric to objective. (#8760) 2023-02-09 20:18:07 +08:00
Jiaming Yuan
5f76edd296 Extract make metric name from ranking metric. (#8768)
- Extract the metric parsing routine from ranking.
- Add a test.
- Accept null for string view.
2023-02-09 18:30:21 +08:00
Jiaming Yuan
4ead65a28c Increase timeout limit for linear. (#8767) 2023-02-09 18:20:12 +08:00
Rong Ou
cbf98cb9c6 Add Allgather to collective communicator (#8765)
* Add Allgather to collective communicator
2023-02-09 11:31:22 +08:00
Jiaming Yuan
48cefa012e Support multiple alphas for segmented quantile. (#8758) 2023-02-07 17:17:59 +08:00
Jiaming Yuan
c4802bfcd0 Cleanup booster param types. (#8756) 2023-02-07 15:52:19 +08:00
Jiaming Yuan
7b3d473593 [doc] Add demo for inference using individual tree. (#8752) 2023-02-07 04:40:18 +08:00
Jiaming Yuan
28bb01aa22 Extract optional weight. (#8747)
- Extract optional weight from coommon.h to reduce dependency on this header.
- Add test.
2023-02-07 03:11:53 +08:00
Jiaming Yuan
0f37a01dd9 Require black formatter for the python package. (#8748) 2023-02-07 01:53:33 +08:00
Jiaming Yuan
a2e433a089 Fix empty DMatrix with categorical features. (#8739) 2023-02-07 00:40:11 +08:00
Rory Mitchell
7214a45e83 Fix different number of features in gpu_hist evaluator. (#8754) 2023-02-06 23:15:16 +08:00
Rong Ou
66191e9926 Support cpu quantile sketch with column-wise data split (#8742) 2023-02-05 14:26:24 +08:00
Jiaming Yuan
c1786849e3 Use array interface for CSC matrix. (#8672)
* Use array interface for CSC matrix.

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

- Fix nthread issue in the R package DMatrix.
- Unify the behavior of handling `missing` with other inputs.
- Unify the behavior of handling `missing` around R, Python, Java, and Scala DMatrix.
- Expose `num_non_missing` to the JVM interface.
- Deprecate old CSR and CSC constructors.
2023-02-05 01:59:46 +08:00
BenEfrati
213b5602d9 Add sample_weight to eval_metric (#8706) 2023-02-05 00:06:38 +08:00
Philip Hyunsu Cho
dd79ab846f [CI] Fix failing arm build (#8751)
* Always install Conda env into /opt/python; use Mamba

* Change ownership of Conda env to buildkite-agent user

* Use unique name

* Fix
2023-02-03 22:32:48 -08:00
Jiaming Yuan
0e61ba57d6 Fix GPU L1 error. (#8749) 2023-02-04 03:02:00 +08:00
Hamel Husain
16ef016ba7 [CI] Use bash -l {0} as the default in GitHub Actions (#8741) 2023-01-31 15:00:29 +08:00
James Lamb
0d8248ddcd [R] discourage use of regex for fixed string comparisons (#8736) 2023-01-30 18:47:21 +08:00
Jiaming Yuan
1325ba9251 Support primitive types of pyarrow-backed pandas dataframe. (#8653)
Categorical data (dictionary) is not supported at the moment.
2023-01-30 17:53:29 +08:00
Jiaming Yuan
3760cede0f Consistent use of context to specify number of threads. (#8733)
- Use context in all tests.
- Use context in R.
- Use context in C API DMatrix initialization. (0 threads is used as dft).
2023-01-30 15:25:31 +08:00
Jiaming Yuan
21a28f2cc5 Small refactor for hist builder. (#8698)
- Use span instead of vector as parameter. No perf change as the builder work on pointer.
- Use const pointer for reg tree.
2023-01-30 14:06:41 +08:00
Rong Ou
8af98e30fc Use in-memory communicator to test quantile (#8710) 2023-01-27 23:28:28 +08:00
James Lamb
96e6b6beba [ci] remove unused imports in tests (#8707) 2023-01-25 14:10:29 +08:00
Philip Hyunsu Cho
d29e45371f [R-package] Alter xgb.train() to accept multiple eval metrics as a list (#8657) 2023-01-24 17:14:14 -08:00
James Lamb
0f4d52a864 [R] add tests on print.xgb.DMatrix() (#8704) 2023-01-22 06:44:14 +08:00
Jiaming Yuan
9fb12b20a4 Cleanup the callback module. (#8702)
- Cleanup pylint markers.
- run formatter.
- Update examples of using callback.
2023-01-22 00:13:49 +08:00
Jiaming Yuan
34eee56256 Fix compiler warnings. (#8703)
Fix warnings about signed/unsigned comparisons.
2023-01-21 15:16:23 +08:00
Jiaming Yuan
e49e0998c0 Extract CPU sampling routines. (#8697) 2023-01-19 23:28:18 +08:00
Jiaming Yuan
7a068af1a3 Workaround CUDA warning. (#8696) 2023-01-19 09:16:08 +08:00
James Lamb
6933240837 [python-package] remove unused functions in xgboost.data (#8695) 2023-01-19 08:02:54 +08:00
Jiaming Yuan
4416452f94 Return single thread from context when called inside omp region. (#8693) 2023-01-18 09:23:37 +08:00
Jiaming Yuan
31b9cbab3d Make sure input numpy array is aligned. (#8690)
- use `np.require` to specify that the alignment is required.
- scipy csr as well.
- validate input pointer in `ArrayInterface`.
2023-01-18 08:12:13 +08:00
Jiaming Yuan
175986b739 [doc] Add missing document for pyspark ranker. [skip ci] (#8692) 2023-01-18 07:52:18 +08:00
Rong Ou
78396f8a6e Initial support for column-split cpu predictor (#8676) 2023-01-18 06:33:13 +08:00
James Lamb
980233e648 [R] remove XGBoosterPredict_R (fixes #8687) (#8689) 2023-01-17 14:19:01 +08:00
Jiaming Yuan
247946a875 Cache transformed in QuantileDMatrix for efficiency. (#8666) 2023-01-17 06:02:40 +08:00
James Lamb
06ba285f71 [R] fix OpenMP detection on macOS (#8684) 2023-01-17 05:01:26 +08:00
Jiaming Yuan
43152657d4 Extract JSON type check. (#8677)
- Reuse it in `GetMissing`.
- Add test.
2023-01-17 03:11:07 +08:00
Jiaming Yuan
9f598efc3e Rename context in Metric. (#8686) 2023-01-17 01:10:13 +08:00
Jiaming Yuan
d6018eb4b9 Remove all use of DeviceQuantileDMatrix. (#8665) 2023-01-17 00:04:10 +08:00
Jiaming Yuan
0ae8df9a65 Define default ctors for gpair. (#8660)
* Define default ctors for gpair.

Fix clang warning:

Definition of implicit copy assignment operator for 'GradientPairInternal<float>' is
deprecated because it has a user-declared copy constructor
2023-01-16 22:52:13 +08:00
dependabot[bot]
a9c6199723 Bump maven-project-info-reports-plugin in /jvm-packages (#8662)
Bumps [maven-project-info-reports-plugin](https://github.com/apache/maven-project-info-reports-plugin) from 3.4.1 to 3.4.2.
- [Release notes](https://github.com/apache/maven-project-info-reports-plugin/releases)
- [Commits](https://github.com/apache/maven-project-info-reports-plugin/compare/maven-project-info-reports-plugin-3.4.1...maven-project-info-reports-plugin-3.4.2)

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2023-01-16 04:57:28 +08:00
dependabot[bot]
37d4482e3e Bump maven-checkstyle-plugin from 3.2.0 to 3.2.1 in /jvm-packages (#8661)
Bumps [maven-checkstyle-plugin](https://github.com/apache/maven-checkstyle-plugin) from 3.2.0 to 3.2.1.
- [Release notes](https://github.com/apache/maven-checkstyle-plugin/releases)
- [Commits](https://github.com/apache/maven-checkstyle-plugin/compare/maven-checkstyle-plugin-3.2.0...maven-checkstyle-plugin-3.2.1)

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2023-01-16 02:02:03 +08:00
James Lamb
e227abc57a [R] avoid leaving test files behind (#8685) 2023-01-15 23:34:54 +08:00
Jiaming Yuan
e7d612d22c [R] Fix threads used to create DMatrix in predict. (#8681) 2023-01-15 03:09:08 +08:00
James Lamb
292df67824 [R] remove unused define XGBOOST_CUSTOMIZE_LOGGER (#8647) 2023-01-15 02:29:25 +08:00
Jiaming Yuan
f7a2f52136 [R] Get CXX flags from R CMD config. (#8669) 2023-01-14 16:48:21 +08:00
Jiaming Yuan
07cf3d3e53 Fix threads in DMatrix slice. (#8667) 2023-01-14 07:16:57 +08:00
Jiaming Yuan
e27cda7626 [CI] Skip pyspark sparse tests. (#8675) 2023-01-14 05:37:00 +08:00
Jiaming Yuan
b2b6a8aa39 [R] fix CSR input. (#8673) 2023-01-14 01:32:41 +08:00
Bobby Wang
72ec0c5484 [pyspark] support pred_contribs (#8633) 2023-01-11 16:51:12 +08:00
Jiaming Yuan
cfa994d57f Multi-target support for L1 error. (#8652)
- Add matrix support to the median function.
- Iterate through each target for quantile computation.
2023-01-11 05:51:14 +08:00
Jiaming Yuan
badeff1d74 Init estimation for regression. (#8272) 2023-01-11 02:04:56 +08:00
Jiaming Yuan
1b58d81315 [doc] Document Python inputs. (#8643) 2023-01-10 15:39:32 +08:00
Bobby Wang
4e12f3e1bc [Breaking][jvm-packages] Bump rapids version to 22.12.0 (#8648)
* [jvm-packages] Bump rapids version to 22.12.0

This PR bumps spark version to 3.1.1 and the rapids version
to 22.12.0, which results in the latest xgboost can't run
with the old rapids packages.
2023-01-07 18:59:17 +08:00
Jiaming Yuan
06a1cb6e03 Release news for patch releases including upcoming 1.7.3. [skip ci] (#8645) 2023-01-06 16:19:16 +08:00
Emre Batuhan Baloğlu
2b88099c74 [doc] Update custom_metric_obj.rst (#8626) 2023-01-06 05:08:25 +08:00
Jiaming Yuan
e68a152d9e Do not return internal value for get_params. (#8634) 2023-01-05 17:48:26 +08:00
Jiaming Yuan
26c9882e23 Fix loading GPU pickle with a CPU-only xgboost distribution. (#8632)
We can handle loading the pickle on a CPU-only machine if the XGBoost is built with CUDA
enabled (Linux and Windows PyPI package), but not if the distribution is CPU-only (macOS
PyPI package).
2023-01-05 02:14:30 +08:00
Bobby Wang
d3ad0524e7 [pyspark] Re-work _fit function (#8630) 2023-01-04 18:21:57 +08:00
Jiaming Yuan
beefd28471 Split up SHAP from RegTree. (#8612)
* Split up SHAP from `RegTree`.

Simplify the tree interface.
2023-01-04 18:17:47 +08:00
Jiaming Yuan
d308124910 Refactor PySpark tests. (#8605)
- Convert classifier tests to pytest tests.
- Replace hardcoded tests.
2023-01-04 17:05:16 +08:00
James Lamb
fa44a33ee6 remove unused variables in JSON-parsing code (#8627) 2023-01-04 15:50:33 +08:00
Jiaming Yuan
6eaddaa9c3 [CI] Fix CI with updated dependencies. (#8631)
* [CI] Fix CI with updated dependencies.

- Fix jvm package get iris.

* Skip SHAP test for now.

* Revert "Skip SHAP test for now."

This reverts commit 9aa28b4d8aee53fa95d92d2a879c6783ff4b2faa.

* Catch all exceptions.
2023-01-03 21:04:04 -08:00
Jiaming Yuan
8d545ab2a2 Implement fit stump. (#8607) 2023-01-04 04:14:51 +08:00
dependabot[bot]
20e6087579 Bump kryo from 5.3.0 to 5.4.0 in /jvm-packages (#8629)
Bumps [kryo](https://github.com/EsotericSoftware/kryo) from 5.3.0 to 5.4.0.
- [Release notes](https://github.com/EsotericSoftware/kryo/releases)
- [Commits](https://github.com/EsotericSoftware/kryo/compare/kryo-parent-5.3.0...kryo-parent-5.4.0)

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2023-01-03 18:44:39 +08:00
James Lamb
dd72af2620 [CI] fix git errors related to directory ownership (#8628) 2023-01-01 16:05:44 -08:00
James Lamb
9a98c3726c [R] [CI] add more linting checks (#8624) 2022-12-29 18:20:36 +08:00
James Lamb
b05abfc494 [CI] remove unused cpp test helper function (#8625) 2022-12-28 02:47:52 +08:00
Rong Ou
3ceeb8c61c Add data split mode to DMatrix MetaInfo (#8568) 2022-12-25 20:37:37 +08:00
Rong Ou
77b069c25d Support bitwise allreduce operations in the communicator (#8623) 2022-12-25 06:40:05 +08:00
James Lamb
c7e82b5914 [R] enforce lintr checks (fixes #8012) (#8613) 2022-12-25 05:02:56 +08:00
James Lamb
f489d824ca [R] remove unused imports in tests (#8614) 2022-12-25 03:45:47 +08:00
Jiaming Yuan
c430ae52f3 Fix mypy errors with the latest numpy. (#8617) 2022-12-21 01:42:05 -08:00
Philip Hyunsu Cho
5bf9e79413 [CI] Disable gtest with RMM (#8620) 2022-12-21 01:41:34 -08:00
Jiaming Yuan
c6a8754c62 Define CUDA Context. (#8604)
We will transition to non-default and non-blocking CUDA stream.
2022-12-20 15:15:07 +08:00
James Lamb
e01639548a [R] remove unused compiler flag RABIT_CUSTOMIZE_MSG_ (#8610) 2022-12-17 19:36:35 +08:00
James Lamb
17ce1f26c8 [R] address some lintr warnings (#8609) 2022-12-17 18:36:14 +08:00
James Lamb
53e6e32718 [R] resolve assignment_linter warnings (#8599) 2022-12-17 01:22:41 +08:00
Jiaming Yuan
f6effa1734 Support Series and Python primitives in inplace_predict and QDM (#8547) 2022-12-17 00:15:15 +08:00
Jiaming Yuan
a10e4cba4e Fix linalg iterator. (#8603) 2022-12-16 23:05:03 +08:00
Jiaming Yuan
38887a1876 Fix windows build on buildkite. (#8602) 2022-12-16 21:12:24 +08:00
Jiaming Yuan
43a647a4dd Fix inference with categorical feature. (#8591) 2022-12-15 17:57:26 +08:00
Esteban Djeordjian
7dc3e95a77 Added ranges for alpha and lambda in docs (#8597) 2022-12-15 16:51:04 +08:00
dependabot[bot]
0c38ca7f6e Bump nexus-staging-maven-plugin from 1.6.7 to 1.6.13 in /jvm-packages (#8600) 2022-12-15 08:44:05 +00:00
Jiaming Yuan
001e663d42 Set enable_categorical to True in predict. (#8592) 2022-12-15 05:27:06 +08:00
James Lamb
7a07dcf651 [R] resolve line_length_linter warnings (#8565)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2022-12-14 21:04:24 +08:00
dependabot[bot]
eac980fbfc Bump maven-checkstyle-plugin from 3.1.2 to 3.2.0 in /jvm-packages (#8594)
Bumps [maven-checkstyle-plugin](https://github.com/apache/maven-checkstyle-plugin) from 3.1.2 to 3.2.0.
- [Release notes](https://github.com/apache/maven-checkstyle-plugin/releases)
- [Commits](https://github.com/apache/maven-checkstyle-plugin/compare/maven-checkstyle-plugin-3.1.2...maven-checkstyle-plugin-3.2.0)

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2022-12-14 19:46:03 +08:00
James Lamb
06ea6c7e79 [python] remove unnecessary conversions between data structures (#8546)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2022-12-14 18:32:02 +08:00
dependabot[bot]
f64871c74a Bump spark.version from 3.0.1 to 3.0.3 in /jvm-packages (#8593)
Bumps `spark.version` from 3.0.1 to 3.0.3.

Updates `spark-mllib_2.12` from 3.0.1 to 3.0.3

Updates `spark-core_2.12` from 3.0.1 to 3.0.3

Updates `spark-sql_2.12` from 3.0.1 to 3.0.3

---
updated-dependencies:
- dependency-name: org.apache.spark:spark-mllib_2.12
  dependency-type: direct:production
  update-type: version-update:semver-patch
- dependency-name: org.apache.spark:spark-core_2.12
  dependency-type: direct:production
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2022-12-14 17:23:48 +08:00
Jiaming Yuan
40343c8ee1 Test dask demos. (#8557)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-12-13 18:37:31 +08:00
Rong Ou
15a88ceef0 Fix deprecated CUB calls in CUDA 12.0 (#8578) 2022-12-12 17:02:30 +08:00
Philip Hyunsu Cho
35d8447282 [CI] Use conda-forge channel in conda (#8583) 2022-12-11 23:25:29 -08:00
Rong Ou
42e6fbb0db Fix sklearn test that calls a removed field (#8579) 2022-12-09 13:06:44 -08:00
Jiaming Yuan
deb3edf562 Support list and tuple for QDM. (#8542) 2022-12-10 01:14:44 +08:00
Jiaming Yuan
8824b40961 Update date in release script. [skip ci] (#8574) 2022-12-09 23:16:10 +08:00
Rong Ou
0caf2be684 Update NVFlare demo to work with the latest release (#8576) 2022-12-09 02:48:20 +08:00
James Lamb
ffee35e0f0 [R] [ci] remove dependency on {devtools} (#8563) 2022-12-09 01:21:28 +08:00
James Lamb
fbe40d00d8 [R] resolve brace_linter warnings (#8564) 2022-12-08 23:01:00 +08:00
Bobby Wang
40a1a2ffa8 [pyspark] check use_qdm across all the workers (#8496) 2022-12-08 18:09:17 +08:00
dependabot[bot]
5aeb8f7009 Bump maven-gpg-plugin from 1.5 to 3.0.1 in /jvm-packages (#8571) 2022-12-08 06:59:11 +00:00
dependabot[bot]
f592a5125b Bump flink.version from 1.7.2 to 1.8.3 in /jvm-packages (#8561) 2022-12-07 20:53:22 +00:00
dependabot[bot]
27aea6c7b5 Bump maven-surefire-plugin from 2.19.1 to 2.22.2 in /jvm-packages (#8562) 2022-12-07 17:56:05 +00:00
Gianfrancesco Angelini
5540019373 feat(py, plot_importance): + values_format as arg (#8540) 2022-12-08 00:47:28 +08:00
François Bobot
8c6630c310 Typo in model schema (#8543)
categorical -> categories
2022-12-07 22:56:59 +08:00
Matthew Rocklin
b7ffdcdbb9 Properly await async method client.wait_for_workers (#8558)
* Properly await async method client.wait_for_workers

* ignore mypy error.

Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-12-07 21:49:30 +08:00
dependabot[bot]
4f1e453ff5 Bump maven-project-info-reports-plugin in /jvm-packages (#8560)
Bumps [maven-project-info-reports-plugin](https://github.com/apache/maven-project-info-reports-plugin) from 2.2 to 3.4.1.
- [Release notes](https://github.com/apache/maven-project-info-reports-plugin/releases)
- [Commits](https://github.com/apache/maven-project-info-reports-plugin/compare/maven-project-info-reports-plugin-2.2...maven-project-info-reports-plugin-3.4.1)

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2022-12-07 14:33:29 +08:00
Jiaming Yuan
3e26107a9c Rename and extract Context. (#8528)
* Rename `GenericParameter` to `Context`.
* Rename header file to reflect the change.
* Rename all references.
2022-12-07 04:58:54 +08:00
James Lamb
05fc6f3ca9 [R] [ci] move linting code out of package (#8545) 2022-12-07 03:18:17 +08:00
Jiaming Yuan
e38fe21e0d Cleanup regression objectives. (#8539) 2022-12-07 01:05:42 +08:00
dependabot[bot]
7774bf628e Bump scalatest-maven-plugin from 1.0 to 2.2.0 in /jvm-packages (#8509)
Bumps [scalatest-maven-plugin](https://github.com/scalatest/scalatest-maven-plugin) from 1.0 to 2.2.0.
- [Release notes](https://github.com/scalatest/scalatest-maven-plugin/releases)
- [Commits](https://github.com/scalatest/scalatest-maven-plugin/commits/release-2.2.0)

---
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2022-12-06 21:34:22 +08:00
dependabot[bot]
4a99c9bdb8 Bump commons-lang3 from 3.9 to 3.12.0 in /jvm-packages (#8548)
Bumps commons-lang3 from 3.9 to 3.12.0.

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2022-12-06 20:13:46 +08:00
Jiaming Yuan
d99bdd1b1e [CI] Fix github action mismatched glibcxx. (#8551)
* [CI] Fix github action mismatched glibcxx.

Split up the Linux test to use the toolchain from conda forge.
2022-12-06 17:42:15 +08:00
dependabot[bot]
ed1a4f3205 Bump maven-source-plugin from 2.2.1 to 3.2.1 in /jvm-packages (#8549)
Bumps [maven-source-plugin](https://github.com/apache/maven-source-plugin) from 2.2.1 to 3.2.1.
- [Release notes](https://github.com/apache/maven-source-plugin/releases)
- [Commits](https://github.com/apache/maven-source-plugin/compare/maven-source-plugin-2.2.1...maven-source-plugin-3.2.1)

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2022-12-06 14:10:19 +08:00
dependabot[bot]
e85c9b987b Bump maven-site-plugin from 3.0 to 3.12.1 in /jvm-packages (#8533)
Bumps [maven-site-plugin](https://github.com/apache/maven-site-plugin) from 3.0 to 3.12.1.
- [Release notes](https://github.com/apache/maven-site-plugin/releases)
- [Commits](https://github.com/apache/maven-site-plugin/compare/maven-site-plugin-3.0...maven-site-plugin-3.12.1)

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2022-12-06 11:35:53 +08:00
Jiaming Yuan
7ac52e674f [doc] Update model schema. (#8538)
* Update model schema with `num_target`.
2022-12-06 11:35:07 +08:00
dependabot[bot]
2790e3091f Bump maven-assembly-plugin from 2.6 to 3.4.2 in /jvm-packages (#8521)
Bumps [maven-assembly-plugin](https://github.com/apache/maven-assembly-plugin) from 2.6 to 3.4.2.
- [Release notes](https://github.com/apache/maven-assembly-plugin/releases)
- [Commits](https://github.com/apache/maven-assembly-plugin/compare/maven-assembly-plugin-2.6...maven-assembly-plugin-3.4.2)

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2022-12-06 04:07:04 +08:00
dependabot[bot]
0c1769b3a5 Bump maven-javadoc-plugin in /jvm-packages/xgboost4j (#8534)
Bumps [maven-javadoc-plugin](https://github.com/apache/maven-javadoc-plugin) from 2.10.3 to 3.4.1.
- [Release notes](https://github.com/apache/maven-javadoc-plugin/releases)
- [Commits](https://github.com/apache/maven-javadoc-plugin/compare/maven-javadoc-plugin-2.10.3...maven-javadoc-plugin-3.4.1)

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2022-12-06 02:30:46 +08:00
dependabot[bot]
67752e3967 Bump scala-maven-plugin from 3.2.2 to 4.8.0 in /jvm-packages (#8532)
Bumps scala-maven-plugin from 3.2.2 to 4.8.0.

---
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2022-12-06 00:58:30 +08:00
Jiaming Yuan
8afcecc025 [doc] Fix outdated document [skip ci] (#8527)
* [doc] Fix document around categorical parameters. [skip ci]

* note on validate parameter [skip ci]

* Fix dask doc as well [skip ci]
2022-12-06 00:56:17 +08:00
Jiaming Yuan
e143a4dd7e [pyspark] Refactor local tests. (#8525)
- Use pytest fixture for spark session.
- Replace hardcoded results.
2022-12-05 23:49:54 +08:00
Philip Hyunsu Cho
42c5ee5588 [jvm-packages] Bump version of akka packages (#8524) 2022-12-05 22:45:00 +08:00
Jiaming Yuan
e3bf5565ab Extract transform iterator. (#8498) 2022-12-05 21:37:07 +08:00
Jiaming Yuan
d8544e4d9e [R] Remove unused assert definition. (#8526) 2022-12-05 20:29:03 +08:00
dependabot[bot]
d8d2eefa63 Bump junit from 4.13.1 to 4.13.2 in /jvm-packages/xgboost4j-gpu (#8516)
Bumps [junit](https://github.com/junit-team/junit4) from 4.13.1 to 4.13.2.
- [Release notes](https://github.com/junit-team/junit4/releases)
- [Changelog](https://github.com/junit-team/junit4/blob/main/doc/ReleaseNotes4.13.1.md)
- [Commits](https://github.com/junit-team/junit4/compare/r4.13.1...r4.13.2)

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2022-12-05 19:11:33 +08:00
dependabot[bot]
8e8d3ac708 Bump kryo from 4.0.2 to 5.3.0 in /jvm-packages (#8503)
Bumps [kryo](https://github.com/EsotericSoftware/kryo) from 4.0.2 to 5.3.0.
- [Release notes](https://github.com/EsotericSoftware/kryo/releases)
- [Commits](https://github.com/EsotericSoftware/kryo/compare/kryo-parent-4.0.2...kryo-parent-5.3.0)

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2022-12-05 18:01:59 +08:00
dependabot[bot]
3bfe90c183 Bump exec-maven-plugin in /jvm-packages/xgboost4j-gpu (#8531)
Bumps [exec-maven-plugin](https://github.com/mojohaus/exec-maven-plugin) from 1.6.0 to 3.1.0.
- [Release notes](https://github.com/mojohaus/exec-maven-plugin/releases)
- [Commits](https://github.com/mojohaus/exec-maven-plugin/compare/exec-maven-plugin-1.6.0...exec-maven-plugin-3.1.0)

---
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2022-12-05 17:41:41 +08:00
dependabot[bot]
a903241fbf Bump maven-javadoc-plugin in /jvm-packages/xgboost4j-gpu (#8530)
Bumps [maven-javadoc-plugin](https://github.com/apache/maven-javadoc-plugin) from 2.10.3 to 3.4.1.
- [Release notes](https://github.com/apache/maven-javadoc-plugin/releases)
- [Commits](https://github.com/apache/maven-javadoc-plugin/compare/maven-javadoc-plugin-2.10.3...maven-javadoc-plugin-3.4.1)

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2022-12-05 16:32:08 +08:00
Bobby Wang
f1e9bbcee5 [breakinig] [jvm-packages] change DeviceQuantileDmatrix into QuantileDMatrix (#8461) 2022-12-05 12:23:21 +08:00
Rong Ou
78d65a1928 Initial support for column-wise data split (#8468) 2022-12-04 01:37:51 +08:00
dependabot[bot]
c0609b98f1 Bump exec-maven-plugin from 1.6.0 to 3.1.0 in /jvm-packages/xgboost4j (#8518)
Bumps [exec-maven-plugin](https://github.com/mojohaus/exec-maven-plugin) from 1.6.0 to 3.1.0.
- [Release notes](https://github.com/mojohaus/exec-maven-plugin/releases)
- [Commits](https://github.com/mojohaus/exec-maven-plugin/compare/exec-maven-plugin-1.6.0...exec-maven-plugin-3.1.0)

---
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2022-12-02 17:24:22 -08:00
dependabot[bot]
ba0ed255ef Bump maven-jar-plugin from 3.0.2 to 3.3.0 in /jvm-packages/xgboost4j-gpu (#8512)
Bumps [maven-jar-plugin](https://github.com/apache/maven-jar-plugin) from 3.0.2 to 3.3.0.
- [Release notes](https://github.com/apache/maven-jar-plugin/releases)
- [Commits](https://github.com/apache/maven-jar-plugin/compare/maven-jar-plugin-3.0.2...maven-jar-plugin-3.3.0)

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2022-12-02 17:23:03 -08:00
dependabot[bot]
1d8bb7332f Bump maven-resources-plugin in /jvm-packages/xgboost4j (#8515)
Bumps [maven-resources-plugin](https://github.com/apache/maven-resources-plugin) from 3.1.0 to 3.3.0.
- [Release notes](https://github.com/apache/maven-resources-plugin/releases)
- [Commits](https://github.com/apache/maven-resources-plugin/compare/maven-resources-plugin-3.1.0...maven-resources-plugin-3.3.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-resources-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-12-02 17:22:26 -08:00
dependabot[bot]
dcc92a6703 Bump maven-jar-plugin from 3.0.2 to 3.3.0 in /jvm-packages/xgboost4j (#8517)
Bumps [maven-jar-plugin](https://github.com/apache/maven-jar-plugin) from 3.0.2 to 3.3.0.
- [Release notes](https://github.com/apache/maven-jar-plugin/releases)
- [Commits](https://github.com/apache/maven-jar-plugin/compare/maven-jar-plugin-3.0.2...maven-jar-plugin-3.3.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-jar-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-12-02 17:21:42 -08:00
dependabot[bot]
fcafd3a777 Bump maven-jar-plugin from 3.0.2 to 3.3.0 in /jvm-packages (#8506)
Bumps [maven-jar-plugin](https://github.com/apache/maven-jar-plugin) from 3.0.2 to 3.3.0.
- [Release notes](https://github.com/apache/maven-jar-plugin/releases)
- [Commits](https://github.com/apache/maven-jar-plugin/compare/maven-jar-plugin-3.0.2...maven-jar-plugin-3.3.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-jar-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-12-02 17:21:01 -08:00
dependabot[bot]
b23e97f8b0 Bump maven-resources-plugin from 3.1.0 to 3.3.0 in /jvm-packages (#8504)
Bumps [maven-resources-plugin](https://github.com/apache/maven-resources-plugin) from 3.1.0 to 3.3.0.
- [Release notes](https://github.com/apache/maven-resources-plugin/releases)
- [Commits](https://github.com/apache/maven-resources-plugin/compare/maven-resources-plugin-3.1.0...maven-resources-plugin-3.3.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-resources-plugin
  dependency-type: direct:production
  update-type: version-update:semver-minor
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Signed-off-by: dependabot[bot] <support@github.com>

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-12-02 17:20:37 -08:00
Bobby Wang
8e41ad24f5 [pyspark] sort qid for SparkRanker (#8497)
* [pyspark] sort qid for SparkRandker

* resolve comments
2022-12-01 16:40:35 -08:00
dependabot[bot]
f747e05eac Bump maven-deploy-plugin from 2.8.2 to 3.0.0 in /jvm-packages (#8502)
Bumps [maven-deploy-plugin](https://github.com/apache/maven-deploy-plugin) from 2.8.2 to 3.0.0.
- [Release notes](https://github.com/apache/maven-deploy-plugin/releases)
- [Commits](https://github.com/apache/maven-deploy-plugin/compare/maven-deploy-plugin-2.8.2...maven-deploy-plugin-3.0.0)

---
updated-dependencies:
- dependency-name: org.apache.maven.plugins:maven-deploy-plugin
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-12-01 16:39:59 -08:00
Philip Hyunsu Cho
2546d139d6 [jvm-packages] Add missing commons-lang3 dependency to xgboost4j-gpu (#8508)
* [jvm-packages] Add missing commons-lang3 dependency to xgboost4j-gpu

* Update commons-lang3
2022-12-01 16:27:11 -08:00
Philip Hyunsu Cho
7c6f2346d3 [jvm-packages] Configure dependabot properly (#8507)
* [jvm-packages] Configure dependabot properly

* Allow automatic updates for Scala and Spark within the same major version
2022-12-01 16:26:47 -08:00
Philip Hyunsu Cho
f550109641 Bump some old dependencies of JVM packages (#8456) 2022-11-30 23:04:08 -08:00
Philip Hyunsu Cho
9a98e79649 [jvm-packages] Set up dependabot (#8501) 2022-11-30 22:46:17 -08:00
Rong Ou
a8255ea678 Add an in-memory collective communicator (#8494) 2022-12-01 00:24:12 +08:00
Jiaming Yuan
157e98edf7 Support half type from cupy. (#8487) 2022-11-30 17:56:42 +08:00
Jiaming Yuan
addaa63732 Support null value in CUDA array interface. (#8486)
* Support null value in CUDA array interface.

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

* Simple tests.

* Extract mask.
2022-11-28 17:48:25 -08:00
Jiaming Yuan
3fc1046fd3 Reduce compiler warnings on CPU-only build. (#8483) 2022-11-29 00:04:16 +08:00
Jiaming Yuan
d666ba775e Support all pandas nullable integer types. (#8480)
- Enumerate all pandas integer types.
- Tests for `None`, `nan`, and `pd.NA`
2022-11-28 22:38:16 +08:00
Jiaming Yuan
f2209c1fe4 Don't shuffle columns in categorical tests. (#8446) 2022-11-28 20:28:06 +08:00
WeichenXu
67ea1c3435 [pyspark] Make QDM optional based on cuDF check (#8471) 2022-11-27 14:58:54 +08:00
Jiaming Yuan
8f97c92541 Support half type for pandas. (#8481) 2022-11-24 12:47:40 +08:00
Jiaming Yuan
e07245f110 Take datatable as row major input. (#8472)
* Take datatable as row major input.

Try to avoid a transform with dense table.
2022-11-24 09:20:13 +08:00
Jiaming Yuan
284dcf8d22 Add script for change version. (#8443)
- Replace jvm regex replacement script with mvn command.
- Replace cmake script for python version with python script.
- Automate rest of the manual steps.

The script can handle dev branch, rc release, and formal release version.
2022-11-24 00:06:39 +08:00
Jiaming Yuan
5f1a6fca0d [R] Use new interface for creating DMatrix from CSR. (#8455)
* [R] Use new interface for creating DMatrix from CSR.

- CSC is still using the old API.

The old API is not aware of `nthread` parameter, which makes DMatrix to use all available
thread during construction and during transformation lie `SparsePage` -> `CSCPage`.
2022-11-23 21:36:43 +08:00
Nick Becker
58d211545f explain cpu/gpu interop and link to model IO tutorial (#8450) 2022-11-23 20:58:28 +08:00
Bobby Wang
2dde65f807 [ci] reduce pyspark test time (#8324) 2022-11-21 16:58:00 +08:00
Joyce
3b8a0e08f7 feat: use commit hash instead of version to actions workflows (#8460)
Signed-off-by: Joyce Brum <joycebrum@google.com>

Signed-off-by: Joyce Brum <joycebrum@google.com>
2022-11-17 22:04:11 +08:00
Rong Ou
30b1a26fc0 Remove unused page size constant (#8457) 2022-11-17 11:41:39 +08:00
Otto von Sperling
812d577597 Fix inline code blocks in 'spark_estimator.rst' (#8465) 2022-11-15 05:47:58 +08:00
Robert Maynard
16f96b6cfb Work with newer thrust and libcudacxx (#8454)
* Thrust 1.17 removes the experimental/pinned_allocator.

When xgboost is brought into a large project it can
be compiled against Thrust 1.17+ which don't offer
this experimental allocator.

To ensure that going forward xgboost works in all environments we provide a xgboost namespaced version of
the pinned_allocator that previously was in Thrust.
2022-11-11 04:22:53 +08:00
Gavin Zhang
0c6266bc4a SO_DOMAIN do not support on IBM i, using getsockname instead (#8437)
Co-authored-by: GavinZhang <zhanggan@cn.ibm.com>
2022-11-10 23:54:57 +08:00
Jiaming Yuan
9dd8d70f0e Fix mypy errors. (#8444) 2022-11-09 13:19:11 +08:00
Jiaming Yuan
0252d504d8 Fix R package build on CI. (#8445)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-11-09 12:18:36 +08:00
Jiaming Yuan
a83748eb45 [CI] Revise R tests. (#8430)
- Use the standard package check (check on the tarball instead of the source tree).
- Run commands in parallel.
- Cleanup dependencies installation.
- Replace makefile.
- Documentation.
- Test using the image from rhub.
2022-11-09 09:12:13 +08:00
Rong Ou
4449e30184 Always link federated proto statically (#8442) 2022-11-09 07:47:38 +08:00
Jiaming Yuan
ca0f7f2714 [doc] Update C tutorial. [skip ci] (#8436)
- Use rst references instead of doxygen links.
- Replace deprecated functions.

- Add SaveModel; put free step last [skip ci]

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-11-09 07:14:12 +08:00
Jiaming Yuan
0b36f8fba1 [R] Fix CRAN test notes. (#8428)
- Limit the number of used CPU cores in examples.
- Add a note for the constraint.
- Bring back the cleanup script.
2022-11-09 02:03:30 +08:00
Rong Ou
8e76f5f595 Use DataSplitMode to configure data loading (#8434)
* Use `DataSplitMode` to configure data loading
2022-11-08 16:21:50 +08:00
Jiaming Yuan
0d3da9869c Require isort on all Python files. (#8420) 2022-11-08 12:59:06 +08:00
James Lamb
bf8de227a9 [CI] remove unused import in python tests (#8409) 2022-11-03 22:27:25 +08:00
James Lamb
b1b2524dbb add files from python tests to .gitignore (#8410) 2022-11-03 07:57:45 +08:00
Rong Ou
99fa8dad2d Add back xgboost.rabit for backwards compatibility (#8408)
* Add back xgboost.rabit for backwards compatibility

* fix my errors

* Fix lint

* Use FutureWarning

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-11-01 21:47:41 -07:00
Philip Hyunsu Cho
0db903b471 Fix formatting in NEWS.md [skip ci] 2022-10-31 15:42:31 -07:00
Jiaming Yuan
917cbc0699 1.7 release note. [skip ci] (#8374)
* Draft for 1.7 release note. [skip ci]

* Wording [skip ci]

* Update with backports [skip ci]

* Apply suggestions from code review [skip ci]

* Apply suggestions from code review [skip ci]

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Update NEWS.md [skip ci]

Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com>

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Rory Mitchell <r.a.mitchell.nz@gmail.com>
2022-10-31 09:32:33 -07:00
Jiaming Yuan
2ed3c29c8a [CI] Cleanup github action tests. (#8397)
- Merge doxygen build with sphinx.
- Use mamba on non-windows Github Action.
2022-10-29 06:04:27 +08:00
Joyce
7174d60ed2 Fix Scorecard Github Action not working (#8402)
* chore: create security policy

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* chore: only latest release on security police

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* chore: security policy support on effort base

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* Use dedicated e-mail address for security reporting

* fix: upgrade scorecard action version

Signed-off-by: Joyce Brum <joycebrum@google.com>

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>
Signed-off-by: Joyce Brum <joycebrum@google.com>
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-10-28 16:25:43 -04:00
Jiaming Yuan
a408c34558 Update JSON parser demo with categorical feature. (#8401)
- Parse categorical features in the Python example.
- Add tests.
- Update document.
2022-10-28 20:57:43 +08:00
Jiaming Yuan
cfd2a9f872 Extract dask and spark test into distributed test. (#8395)
- Move test files.
- Run spark and dask separately to prevent conflicts.
- Gather common code into the testing module.
2022-10-28 16:24:32 +08:00
Jiaming Yuan
f73520bfff Bump development version to 2.0. (#8390) 2022-10-28 15:21:19 +08:00
Christian Clauss
ae27e228c4 xrange() was removed in Python 3 in favor or range() (#8371) 2022-10-27 16:36:14 +08:00
Yizhi Liu
5699f60a88 Type fix for WebAssembly: use bst_ulong instead of size_t for ncol in CSR conversion. (#8369) 2022-10-26 19:21:45 +08:00
Jiaming Yuan
a2593e60bf Speedup R test on github. (#8388) 2022-10-26 18:02:27 +08:00
Jiaming Yuan
786aa27134 [doc] Additional notes for release [skip ci] (#8367) 2022-10-26 17:55:15 +08:00
Jiaming Yuan
cf70864fa3 Move Python testing utilities into xgboost module. (#8379)
- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-26 16:56:11 +08:00
Jiaming Yuan
7e53189e7c [pyspark] Improve tutorial on enabling GPU support. (#8385)
- Quote the databricks doc on how to manage dependencies.
- Some wording changes.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-10-26 15:45:54 +08:00
Thomas Stanley
ba9cc43464 Fix acronym (#8386) 2022-10-26 06:22:30 +08:00
Philip Hyunsu Cho
8bb55949ef Fix building XGBoost with libomp 15 (#8384) 2022-10-25 12:01:11 -07:00
Jiaming Yuan
d0b99bdd95 [pyspark] Add type hint to basic utilities. (#8375) 2022-10-25 17:26:25 +08:00
Jiaming Yuan
1d2f6de573 remove travis status [skip ci] (#8382) 2022-10-24 14:37:33 +08:00
Jiaming Yuan
a3b8bca46a Remove travis configuration file. [skip ci] (#8381) 2022-10-23 02:49:29 +08:00
Jiaming Yuan
bb5e18c29c Fix CUDA async stream. (#8380) 2022-10-22 23:13:28 +08:00
Christian Clauss
5761f27e5e Use ==/!= to compare constant literals (str, bytes, int, float, tuple) (#8372) 2022-10-22 21:53:03 +08:00
Jiaming Yuan
99467f3999 [doc] Cleanup outdated documents for GPU. [skip ci] (#8378) 2022-10-21 20:13:31 +08:00
Jiaming Yuan
28a466ab51 Fixes for R checks. (#8330)
- Bump configure.ac version.
- Remove amalgamation to reduce the build time for a single object with the added benefit that we can use parallel build during development.
- Fix c function prototype warning.
- Remove Windows automake file generation step to make the build script easier to understand.
2022-10-20 02:52:54 +08:00
Dmitry Razdoburdin
5bd849f1b5 Unify the partitioner for hist and approx.
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-20 02:49:20 +08:00
Jiaming Yuan
c69af90319 Fix github action r tests. (#8364) 2022-10-20 01:07:18 +08:00
Jiaming Yuan
c884b9e888 Validate features for inplace predict. (#8359) 2022-10-19 23:05:36 +08:00
Joyce
52977f0cdf Create Security Police (#8360)
* chore: create security policy

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* chore: only latest release on security police

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* chore: security policy support on effort base

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* Use dedicated e-mail address for security reporting

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-10-18 17:15:30 -07:00
luca-s
c47c71e34f XGBRanker documentation: few clarifications (#8356) 2022-10-19 01:54:14 +08:00
Bobby Wang
76f95a6667 [pyspark] Filter out the unsupported train parameters (#8355) 2022-10-18 23:26:02 +08:00
Jiaming Yuan
3901f5d9db [pyspark] Cleanup data processing. (#8344)
* Enable additional combinations of ctor parameters.
* Unify procedures for QuantileDMatrix and DMatrix.
2022-10-18 14:56:23 +08:00
Rong Ou
521086d56b Make federated client more robust (#8351) 2022-10-18 13:52:44 +08:00
luca-s
5647fc6542 XGBRanker documentation: missing default objective (#8347) 2022-10-18 10:43:29 +08:00
Rong Ou
8f3dee58be Speed up tests with federated learning enabled (#8350)
* Speed up tests with federated learning enabled

* Re-enable timeouts

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-17 15:17:04 -07:00
Jiaming Yuan
031d66ec27 Configuration for init estimation. (#8343)
* Configuration for init estimation.

* Check whether the model needs configuration based on const attribute `ModelFitted`
instead of a mutable state.
* Add parameter `boost_from_average` to tell whether the user has specified base score.
* Add tests.
2022-10-18 01:52:24 +08:00
Jiaming Yuan
2176e511fc Disable pytest-timeout for now. (#8348) 2022-10-17 23:06:10 +08:00
Jiaming Yuan
fcddbc9264 FIx incorrect function name. (#8346) 2022-10-17 19:28:20 +08:00
Rong Ou
80e10e02ab Avoid blank lines with federated training (#8342) 2022-10-14 14:55:01 +08:00
Rong Ou
b3208aac4e Fix NVFLARE demo (#8340) 2022-10-14 12:18:34 +08:00
Jiaming Yuan
748d516c50 [pyspark] Enable running GPU tests on variable number of GPUs. (#8335) 2022-10-13 21:03:45 +08:00
Jiaming Yuan
4633b476e9 [doc] Display survival demos in sphinx doc. [skip ci] (#8328) 2022-10-13 20:51:23 +08:00
Jiaming Yuan
3ef1703553 Allow using string view to find JSON value. (#8332)
- Allow comparison between string and string view.
- Fix compiler warnings.
2022-10-13 17:10:13 +08:00
Philip Hyunsu Cho
29595102b9 [CI] Set up test analytics for CPU Python tests (#8333)
* [CI] Set up test analytics for CPU Python tests

* Install test collector
2022-10-12 23:15:50 -07:00
Philip Hyunsu Cho
2faa744aba [CI] Test federated learning plugin in the CI (#8325) 2022-10-12 13:57:39 -07:00
Jiaming Yuan
97a5b088a5 [pyspark] Use quantile dmatrix. (#8284) 2022-10-12 20:38:53 +08:00
Rory Mitchell
ce0382dcb0 [CI] Refactor tests to reduce CI time. (#8312) 2022-10-12 11:32:06 +02:00
Rong Ou
39afdac3be Better error message when world size and rank are set as strings (#8316)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-10-12 15:53:25 +08:00
Rory Mitchell
210915c985 Use integer gradients in gpu_hist split evaluation (#8274) 2022-10-11 12:16:27 +02:00
Jiaming Yuan
c68684ff4c Update parameter for categorical feature. (#8285) 2022-10-10 19:48:29 +08:00
Jiaming Yuan
5545c49cfc Require keyword args for data iterator. (#8327) 2022-10-10 17:47:13 +08:00
Jiaming Yuan
e1f9f80df2 Use gpu predictor for get csr test. (#8323) 2022-10-10 16:12:37 +08:00
Philip Hyunsu Cho
a71421e825 [CI] Update GitHub Actions to use macos-11 (#8321) 2022-10-08 00:40:43 -07:00
Philip Hyunsu Cho
d70e59fefc Fix Intel's link [skip ci] 2022-10-06 16:55:42 -07:00
Philip Hyunsu Cho
50ff8a2623 More CI improvements (#8313)
* Reduce clutter in log of Python test

* Set up BuildKite test analytics

* Add separate step for building containers

* Enable incremental update of CI stack; custom agent IAM policy
2022-10-06 06:33:46 -08:00
Philip Hyunsu Cho
bc7a6ec603 Fix clang tidy (#8314)
* Fix clang-tidy

* Exempt clang-tidy from budget check

* Move clang-tidy
2022-10-06 05:16:06 -08:00
Dmitry Razdoburdin
c24e9d712c Dispatcher for template parameters of BuildHist Kernels (#8259)
* Intoducing Column Wise Hist Building

* linting

* more linting

* bug fixing

* Removing column samping optimization for a while to simplify the review process.

* linting

* Removing unnecessary changes

* Use DispatchBinType in hist_util.cc

* Adding force_read_by column flag to buildhist. Adding tests for column wise buiilhist.

* Introducing new dispatcher for compile time flags in hist building

* fixing bug with using of DispatchBinType

* Fixing building

* Merging with master branch

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-10-06 03:02:29 -08:00
Rong Ou
8d4038da57 Don't split input data in federated mode (#8279)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 18:19:28 -08:00
Philip Hyunsu Cho
66fd9f5207 Update sponsors list [skip ci] (#8309) 2022-10-05 16:40:46 -08:00
Rory Mitchell
909e49e214 Reduce docker image size. (#8306) 2022-10-05 15:55:51 -08:00
Rong Ou
668b8a0ea4 [Breaking] Switch from rabit to the collective communicator (#8257)
* Switch from rabit to the collective communicator

* fix size_t specialization

* really fix size_t

* try again

* add include

* more include

* fix lint errors

* remove rabit includes

* fix pylint error

* return dict from communicator context

* fix communicator shutdown

* fix dask test

* reset communicator mocklist

* fix distributed tests

* do not save device communicator

* fix jvm gpu tests

* add python test for federated communicator

* Update gputreeshap submodule

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-05 14:39:01 -08:00
Jiaming Yuan
e47b3a3da3 Upgrade mypy. (#8302)
Some breaking changes were made in mypy.
2022-10-05 14:31:59 +08:00
Jiaming Yuan
97c3a80a34 Add C document to sphinx, fix arrow. (#8300)
- Group C API.
- Add C API sphinx doc.
- Consistent use of `OptionalArg` and the parameter name `config`.
- Remove call to deprecated functions in demo.
- Fix some formatting errors.
- Add links to c examples in the document (only visible with doxygen pages)
- Fix arrow.
2022-10-05 09:52:15 +08:00
Philip Hyunsu Cho
b2bbf49015 Additional improvements to CI (#8303)
* Wait until budget check is complete

* Ensure that multi-GPU tests run for the master branch

* Fix
2022-10-04 03:03:38 -08:00
Rory Mitchell
d686bf52a6 Reduce time for some multi-gpu tests (#8288)
* Faster dask tests

* Reuse AllReducer objects in tests.

* Faster boost from prediction tests.

* Use rmm dask fixture.

* Speed up dask demo.

* mypy

* Format with black.

* mypy

* Clang-tidy

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-10-04 02:49:33 -08:00
Philip Hyunsu Cho
ca0547bb65 [CI] Use RAPIDS 22.10 (#8298)
* [CI] Use RAPIDS 22.10

* Store CUDA and RAPIDS versions in one place

* Fix

* Add missing #include

* Update gputreeshap submodule

* Fix

* Remove outdated distributed tests
2022-10-03 23:18:07 -08:00
Philip Hyunsu Cho
37886a5dff [CI] Document the use of Docker wrapper script (#8297)
* [CI] Document the use of Docker wrapper script

* Grammer fixes

* Document buildkite pipeline defs

* tests/buildkite/*.sh isn't meant to run locally
2022-10-02 12:45:00 -07:00
Philip Hyunsu Cho
9af99760d4 Various CI savings (#8291) 2022-09-30 05:42:56 -07:00
Jiaming Yuan
299e5000a4 Fix buildkite label. (#8287) 2022-09-29 17:33:19 -07:00
Jiaming Yuan
55cf24cc32 Obtain CSR matrix from DMatrix. (#8269) 2022-09-29 20:41:43 +08:00
Philip Hyunsu Cho
b14c44ee5e [CI] Put Multi-GPU test suites in separate pipeline (#8286)
* [CI] Put Multi-GPU test suites in separate pipeline

* Avoid unset var error in Bash
2022-09-29 00:41:48 -08:00
Bobby Wang
cbf3a5f918 [pyspark][doc] add more doc for pyspark (#8271)
Co-authored-by: fis <jm.yuan@outlook.com>
2022-09-29 11:58:18 +08:00
Bobby Wang
c91fed083d [pyspark] disable repartition_random_shuffle by default (#8283) 2022-09-29 10:50:51 +08:00
Jiaming Yuan
6925b222e0 Fix mixed types with cuDF. (#8280) 2022-09-29 00:57:52 +08:00
Jiaming Yuan
f835368bcf Mark next release as 1.7 instead of 2.0 (#8281) 2022-09-28 14:33:37 +08:00
Jiaming Yuan
6d1452074a Remove MGPU cpp tests. (#8276)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-09-27 21:18:23 +08:00
Jiaming Yuan
fcab51aa82 Support more pandas nullable types (#8262)
- Float32/64
- Category.
2022-09-27 01:59:50 +08:00
Alex
1082ccd3cc GitHub Workflows security hardening (#8267)
Signed-off-by: Alex <aleksandrosansan@gmail.com>
2022-09-27 00:54:27 +08:00
Rory Mitchell
8f77677193 Use quantised gradients in gpu_hist histograms (#8246) 2022-09-26 17:35:35 +02:00
Jiaming Yuan
4056974e37 Fix sparse threshold warning. (#8268) 2022-09-26 22:22:11 +08:00
WeichenXu
ff71c69adf [pyspark] Add validation for param 'early_stopping_rounds' and 'validation_indicator_col' (#8250)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2022-09-26 17:43:03 +08:00
Jiaming Yuan
0cd11b893a [doc] Fix sphinx build. (#8270) 2022-09-26 12:33:31 +08:00
Joyce
be5b95e743 Enable OpenSSF Scorecard Github Action (#8263)
* chore: enable scorecard github action

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

* docs: add scorecard badge to the README file

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>

Signed-off-by: Joyce Brum <joycebrumu.u@gmail.com>
2022-09-25 13:02:36 -07:00
Bobby Wang
8d247f0d64 [jvm-packages] fix spark-rapids compatibility issue (#8240)
* [jvm-packages] fix spark-rapids compatibility issue

spark-rapids (from 22.10) has shimmed GpuColumnVector, which means
we can't call it directly. So this PR call the UnshimmedGpuColumnVector
2022-09-22 23:31:29 +08:00
WeichenXu
ab342af242 [pyspark] Fix xgboost spark estimator dataset repartition issues (#8231) 2022-09-22 21:31:41 +08:00
Jiaming Yuan
3fd331f8f2 Add checks to C pointer arguments. (#8254) 2022-09-22 19:02:22 +08:00
Dmitry Razdoburdin
eb7bbee2c9 Optional by-column histogram build. (#8233)
Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
2022-09-22 05:16:13 +08:00
Jiaming Yuan
b791446623 Initial support for IPv6 (#8225)
- Merge rabit socket into XGBoost.
- Dask interface support.
- Add test to the socket.
2022-09-21 18:06:50 +08:00
Rong Ou
7d43e74e71 JNI wrapper for the collective communicator (#8242) 2022-09-21 04:20:25 +08:00
Jiaming Yuan
fffb1fca52 Calculate base_score based on input labels for mae. (#8107)
Fit an intercept as base score for abs loss.
2022-09-20 20:53:54 +08:00
Bobby Wang
4f42aa5f12 [pyspark] make the model saved by pyspark compatible (#8219)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-09-20 16:43:49 +08:00
Bobby Wang
520586ffa7 [pyspark] fix empty data issue when constructing DMatrix (#8245)
Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>
2022-09-20 16:43:20 +08:00
Philip Hyunsu Cho
70df36c99c [CI] Retire Jenkins server (#8243) 2022-09-14 08:46:23 -07:00
Jiaming Yuan
2e63af6117 Mitigate flaky data iter test. (#8244)
- Reduce the number of batches.
- Verify labels.
2022-09-14 17:54:14 +08:00
Jiaming Yuan
bdf265076d Make QuantileDMatrix default to sklearn esitmators. (#8220) 2022-09-13 13:52:19 +08:00
Rong Ou
a2686543a9 Common interface for collective communication (#8057)
* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-09-12 15:21:12 -07:00
Jiaming Yuan
bc818316f2 Prepare for improving Windows networking compatibility. (#8234)
* Prepare for improving Windows networking compatibility.

* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
  conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
2022-09-10 15:16:49 +08:00
Jiaming Yuan
dd44ac91b8 [CI] Use binary R dependencies on Windows. (#8241) 2022-09-09 19:51:15 -07:00
Philip Hyunsu Cho
23faf656ad [CI] Don't require manual approval for master branch (#8235) 2022-09-08 09:26:22 -08:00
Philip Hyunsu Cho
e888eb2fa9 [CI] Migrate CI pipelines from Jenkins to BuildKite (#8142)
* [CI] Migrate CI pipelines from Jenkins to BuildKite

* Require manual approval

* Less verbose output when pulling Docker

* Remove us-east-2 from metadata.py

* Add documentation

* Add missing underscore

* Add missing punctuation

* More specific instruction

* Better paragraph structure
2022-09-07 16:29:25 -08:00
Philip Hyunsu Cho
b397d64c96 Drop use of deleted virtual function to support older MacOS (#8226)
* Support older MacOS

* Update json.h
2022-09-07 11:25:59 -08:00
Rehan Guha
dc07137a2c Updated dart.rst with correct links (#8229)
Updated the DART paper link as it was invalid and link was broken.
2022-09-08 00:57:09 +08:00
Jiaming Yuan
b5eb36f1af Add max_cat_threshold to GPU and handle missing cat values. (#8212) 2022-09-07 00:57:51 +08:00
Jiaming Yuan
441ffc017a Copy data from Ellpack to GHist. (#8215) 2022-09-06 23:05:49 +08:00
Bobby Wang
7ee10e3dbd [pyspark] Cleanup the comments (#8217) 2022-09-05 16:20:12 +08:00
Jiaming Yuan
ada4a86d1c Fix dask interface with latest cupy. (#8210) 2022-09-03 03:10:43 +08:00
Dmitry Razdoburdin
deae99e662 Optimization/buildhist/hist util (#8218)
* BuildHistKernel optimization

Co-authored-by: dmitry.razdoburdin <drazdobu@jfldaal005.jf.intel.com>
2022-09-02 19:39:45 +08:00
Rong Ou
b78bc734d9 Fix dask.py lint error (#8216) 2022-09-02 16:30:01 +08:00
Philip Hyunsu Cho
56395d120b Work around MSVC behavior wrt constexpr capture (#8211)
* Work around MSVC behavior wrt constexpr capture

* Fix lint
2022-08-31 11:42:08 -08:00
CW
a868498c18 [doc] Update prediction.rst (#8214) 2022-08-31 21:00:12 +08:00
Jiaming Yuan
8dac90a593 Mark parameter validation non-experimental. (#8206) 2022-08-30 15:49:43 +08:00
Rong Ou
d6e2013c5f Set max message size in insecure gRPC (#8203) 2022-08-26 16:33:51 +08:00
WeichenXu
651f0a8889 [pyspark] Fixing xgboost.spark python doc (#8200)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2022-08-25 14:41:48 +08:00
WeichenXu
d03794ce7a [pyspark] Add param validation for "objective" and "eval_metric" param, and remove invalid booster params (#8173)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2022-08-24 15:29:43 +08:00
Jiaming Yuan
9b32e6e2dc Fix release script. (#8187) (#8195) 2022-08-23 15:08:30 +08:00
WeichenXu
f4628c22a4 [pyspark] Implement SparkXGBRanker estimator (#8172)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2022-08-23 02:35:19 +08:00
Philip Hyunsu Cho
35ef8abc27 [CI] Prune unused archs from libnccl (#8179)
* [CI] Prune unused archs from libnccl

* Put pruning logic in CI directory

* Don't use --color in grep
2022-08-21 00:46:16 -08:00
Rong Ou
ad3bc0edee Allow insecure gRPC connections for federated learning (#8181)
* Allow insecure gRPC connections for federated learning

* format
2022-08-19 12:16:14 +08:00
WeichenXu
53d2a733b0 [pyspark] Make Xgboost estimator support using sparse matrix as optimization (#8145)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2022-08-19 01:57:28 +08:00
Rory Mitchell
1703dc330f Optimise histogram kernels (#8118) 2022-08-18 14:07:26 +02:00
Gavin Zhang
40a10c217d Use make on i system (#8178)
Co-authored-by: GavinZhang <zhanggan@cn.ibm.com>
2022-08-18 12:55:32 +08:00
dependabot[bot]
93966b0d19 Bump hadoop-common from 3.2.3 to 3.2.4 in /jvm-packages/xgboost4j-flink (#8157)
Bumps hadoop-common from 3.2.3 to 3.2.4.

---
updated-dependencies:
- dependency-name: org.apache.hadoop:hadoop-common
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-08-15 06:47:27 -08:00
Andy Kattine
a9458fd844 Grammar Fix in Introduction to Boosted Trees (#8166)
Added "of" to "objective functions is that they consist of two parts" in line 32 of ./doc/tutorials/model.rst
2022-08-15 15:19:47 +08:00
Ravi Makhija
fa869eebd9 Edit grammar in custom metric tutorial (#8163) 2022-08-13 01:02:25 +08:00
Rory Mitchell
f421c26d35 Tune cuda architectures (#8152) 2022-08-11 13:36:47 -07:00
Jiaming Yuan
16bca5d4a1 Support CPU input for device QuantileDMatrix. (#8136)
- Copy `GHistIndexMatrix` to `Ellpack` when needed.
2022-08-11 21:21:26 +08:00
Jiaming Yuan
36e7c5364d [dask] Deterministic rank assignment. (#8018) 2022-08-11 19:17:58 +08:00
Ravi Makhija
20d1bba1bb Simplify Python getting started example (#8153)
Load data set via `sklearn` rather than a local file path.
2022-08-11 16:42:09 +08:00
Jiaming Yuan
d868126c39 [CI] Fix R build on Jenkins. (#8154) 2022-08-11 14:50:03 +08:00
Jiaming Yuan
570f8ae4ba Use black on more Python files. (#8137) 2022-08-11 01:38:11 +08:00
Jiaming Yuan
bdb291f1c2 [doc] Clarification for feature importance. (#8151) 2022-08-11 00:30:42 +08:00
Jiaming Yuan
446d536c23 Fix loading DMatrix binary in distributed env. (#8149)
- Try to load DMatrix binary before trying to parse text input.
- Remove some unmaintained code.
2022-08-10 22:53:16 +08:00
Jiaming Yuan
8fc60b31bc Update PyPi wheel size limit. (#8150) 2022-08-10 18:49:57 +08:00
Jiaming Yuan
9ae547f994 Use config_context in sklearn interface. (#8141) 2022-08-09 14:48:54 +08:00
Bobby Wang
03cc3b359c [pyspark] support a list of feature column names (#8117) 2022-08-08 17:05:27 +08:00
Jiaming Yuan
bcc8679a05 Update CUDA docker image and NCCL. (#8139) 2022-08-07 16:32:41 +08:00
Praateek Mahajan
ff471b3fab In PySpark Estimator example use the model with validation_indicator (#8131)
* use the validation_indicator model

* use the validation_indicator model for regression
2022-08-03 13:57:41 +08:00
Jiaming Yuan
d87f69215e Quantile DMatrix for CPU. (#8130)
- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.
2022-08-02 15:51:23 +08:00
Jiaming Yuan
2cba1d9fcc Fix compatibility with latest cupy. (#8129)
* Fix compatibility with latest cupy.

* Freeze mypy.
2022-08-01 15:24:42 +08:00
Philip Hyunsu Cho
24c2373080 [Doc] Indicate lack of py-xgboost-gpu on Windows (#8127) 2022-07-28 12:57:16 -07:00
Jiaming Yuan
2c70751d1e Implement iterative DMatrix for CPU. (#8116) 2022-07-26 22:34:21 +08:00
Jiaming Yuan
546de5efd2 [pyspark] Cleanup data processing. (#8088)
- Use numpy stack for handling list of arrays.
- Reuse concat function from dask.
- Prepare for `QuantileDMatrix`.
- Remove unused code.
- Use iterator for prediction to avoid initializing xgboost model
2022-07-26 15:00:52 +08:00
Jiaming Yuan
3970e4e6bb Move pylint helper from dmlc-core. (#8101)
* Move pylint helper from dmlc-core.

- Move the helper into the XGBoost ci_build.
- Run it with multiprocessing.

* Fix original test.
2022-07-23 08:12:37 +08:00
Jiaming Yuan
7785d65c8a Fix feature weights with multiple column sampling. (#8100) 2022-07-22 20:23:05 +08:00
Jiaming Yuan
4a4e5c7c18 Prepare gradient index for Quantile DMatrix. (#8103)
* Prepare gradient index for Quantile DMatrix.

- Implement push batch with adapter batch.
- Implement `GetFvalue` for prediction.
2022-07-22 17:26:33 +08:00
Rory Mitchell
1be09848a7 Refactor split valuation kernel (#8073) 2022-07-21 15:41:50 +02:00
Tim Gates
cb40bbdadd docs: fix simple typo, cannonical -> canonical (#8099)
There is a small typo in src/common/partition_builder.h.

Should read `canonical` rather than `cannonical`.

Signed-off-by: Tim Gates <tim.gates@iress.com>
2022-07-20 21:04:50 +08:00
QuellaZhang
703261e78f [MSVC][std:c++latest] Fix compiler error (#8093)
Co-authored-by: QuellaZhang <zhangyi2090@163.com>
2022-07-20 15:15:39 +08:00
Jiaming Yuan
ef11b024e8 Cleanup data generator. (#8094)
- Avoid duplicated definition of data shape.
- Explicitly define numpy iterator for CPU data.
2022-07-20 13:48:52 +08:00
Jiaming Yuan
5156be0f49 Limit max_depth to 30 for GPU. (#8098) 2022-07-20 12:28:49 +08:00
Jiaming Yuan
8bdea72688 [Python] Require black and isort for new Python files. (#8096)
* [Python] Require black and isort for new Python files.

- Require black and isort for spark and dask module.

These files are relatively new and are more conform to the black formatter. We will
convert the rest of the library as we move forward.

Other libraries including dask/distributed and optuna use the same formatting style and
have a more strict standard. The black formatter is indeed quite nice, automating it can
help us unify the code style.

- Gather Python checks into a single script.
2022-07-20 10:25:24 +08:00
WeichenXu
f23cc92130 [pyspark] User guide doc and tutorials (#8082)
Co-authored-by: Bobby Wang <wbo4958@gmail.com>
2022-07-19 22:25:14 +08:00
Bobby Wang
f801d3cf15 [PySpark] change the returning model type to string from binary (#8085)
* [PySpark] change the returning model type to string from binary

XGBoost pyspark can be can be accelerated by RAPIDS Accelerator seamlessly by
changing the returning model type from binary to string.
2022-07-19 18:39:20 +08:00
Jiaming Yuan
2365f82750 [dask] Mitigate non-deterministic test. (#8077) 2022-07-19 16:55:59 +08:00
Rong Ou
7a6b711eb8 Remove unused updater basemaker (#8091) 2022-07-19 15:41:27 +08:00
Philip Hyunsu Cho
4325178822 [CI] Clear workspace after budget check (#8092)
* [CI] Clear workspace after budget check

* Windows too
2022-07-18 19:17:33 -07:00
Jiaming Yuan
4083440690 Small cleanups to various data types. (#8086)
- Use `bst_bin_t` in batch param constructor.
- Use `StringView` to avoid `std::string` when appropriate.
- Avoid using `MetaInfo` in quantile constructor to limit the scope of parameter.
2022-07-18 22:39:36 +08:00
Jiaming Yuan
e28f6f6657 [doc] Integrate pyspark module into sphinx doc [skip ci] (#8066) 2022-07-17 10:46:09 +08:00
Rafail Giavrimis
579ab23b10 Check cudf lazily (#8084) 2022-07-17 09:27:43 +08:00
Bobby Wang
a33f35eecf [PySpark] add gpu support for spark local mode (#8068) 2022-07-17 07:59:06 +08:00
Bobby Wang
91bb9e2cb3 [PySpark] fix raw_prediction_col parameter and minor cleanup (#8067) 2022-07-16 17:58:57 +08:00
Jiaming Yuan
0ce80b7bcf Mitigate flaky GPU test. (#8078)
The flakiness is caused by the global random engine, which will take some time to fix.
2022-07-16 13:45:32 +08:00
Jiaming Yuan
7a5586f3db Fix GPU quantile distributed test. (#8076) 2022-07-16 11:40:53 +08:00
Jiaming Yuan
8fccc3c4ad [dask] Fix potential error in demo. (#8079)
* Use dask_cudf instead.
2022-07-15 18:42:29 +08:00
Jiaming Yuan
647d3844dd Make test for categorical data deterministic. (#8080) 2022-07-15 14:48:39 +08:00
Jiaming Yuan
dae7a41baa Update Python requirement to >=3.8. (#8071)
Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests
2022-07-14 18:01:47 +08:00
Jiaming Yuan
8dd96013f1 Split up column matrix initialization. (#8060)
* Split up column matrix initialization.

This PR splits the column matrix initialization into 2 steps, the first one initializes
the storage while the second one does the transpose. By doing so, we can reuse the code
for Quantile DMatrix.
2022-07-14 10:34:47 +08:00
Philip Hyunsu Cho
36cf979b82 [CI] Fix S3 uploads (#8069)
* [CI] Fix S3 upload issues

* Don't launch Docker containers when uploading to S3
2022-07-13 16:23:00 -07:00
Jiaming Yuan
abaa593aa0 Fix compiler warnings. (#8059)
- Remove unused parameters.
- Avoid comparison of different signedness.
2022-07-14 05:29:56 +08:00
Jiaming Yuan
937352c78f Fix R package Windows build. (#8065) 2022-07-14 05:27:38 +08:00
WeichenXu
176fec8789 PySpark XGBoost integration (#8020)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2022-07-13 13:11:18 +08:00
Jiaming Yuan
8959622836 [dask] Use an invalid port for test. (#8064) 2022-07-13 11:59:02 +08:00
Rory Mitchell
0bdaca25ca Use single precision in gain calculation, use pointers instead of span. (#8051) 2022-07-12 21:56:27 +02:00
Jiaming Yuan
a5bc8e2c6a Fix mypy error with the latest dask. (#8052)
* Fix mypy error with latest dask.

Dask is adding type hints to its codebase and as the result, checks in XGBoost can be
performed more rigorously.

- Remove compatibility with old dask version where multi lock was missing.
- Restrict input of `X` to be non-series.
- Adopt latest definition of `Delayed`.
- Avoid passing optional `host_ip`.
- Avoid deprecated `worker.nthreads`.
2022-07-09 08:02:42 +08:00
Jiaming Yuan
210eb471e9 [R] Implement feature info for DMatrix. (#8048) 2022-07-09 05:57:39 +08:00
Jiaming Yuan
701f32b227 [py-sckl] Raise import error if skl is not installed. (#8049) 2022-07-09 05:56:46 +08:00
Rory Mitchell
794cbaa60a Fuse split evaluation kernels (#8026) 2022-07-05 10:24:31 +02:00
Jiaming Yuan
ff1c559084 Remove unused variable. (#8046) 2022-07-05 01:59:22 +08:00
Jiaming Yuan
8746f9cddf Rename IterativeDMatrix. (#8045) 2022-07-04 18:52:31 +08:00
Jiaming Yuan
f24bfc7684 Bump R cache version. (#8044) 2022-07-03 03:53:05 +08:00
Michael Chirico
3af02584c1 error early if missing DiagrammeR (#8037) 2022-07-02 19:37:53 +08:00
Rory Mitchell
bc4f802b17 Batch UpdatePosition using cudaMemcpy (#7964) 2022-06-30 17:52:40 +02:00
kiwiwarmnfuzzy
2407381c3d Force auc.cc to be statically linked (#8039) 2022-06-30 19:24:22 +08:00
Jiaming Yuan
e88d6e071d Fix compiler warning in JSON IO. (#8031)
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2022-06-30 01:13:22 +08:00
Jiaming Yuan
dcaf580476 Fix Python package source install. (#8036)
* Copy gputreeshap.
2022-06-29 21:45:09 +08:00
Rong Ou
6eb23353d7 Update nvflare demo for release 2.1.2 (#8038) 2022-06-29 17:58:06 +08:00
Joris LIMONIER
f470ad3af9 Fix multiple typos (#8028)
Fix 4 "graphiz" instead of "graphviz".
2022-06-27 19:21:58 +08:00
Rong Ou
45dc1f818a Make federated plugin work with cmake 3.16.3 (#8029) 2022-06-27 17:26:41 +08:00
Rong Ou
0725fd6081 fix federated learning plugin (#8027) 2022-06-24 08:41:07 +08:00
Bobby Wang
a68580e2a7 [jvm-packages] fix executor crashing issue when transforming on xgboost4j-spark-gpu (#8025)
* [jvm-packages] fix executor crashing issue when transforming on xgboost4j-spark-gpu

the API XGBoosterSetParam is not thread-safe. Dring the phase of transforming,
XGBoost runs several transforming tasks at a time, and each of them will set
the "gpu_id" and "predictor" parameters, so if several tasks (multi-threads)
all XGBoosterSetParam simultaneously, it may cause the memory to be corrupted
and cause SIGSEGV.

This PR first get the booster from broadcast and set to the correct gpu_id
and predictor, and then all transforming taskes will use the same booster to
do the transforming.
2022-06-24 01:18:41 +08:00
Jiaming Yuan
f0c1b842bf Implement sketching with adapter. (#8019) 2022-06-23 00:03:02 +08:00
Jiaming Yuan
142a208a90 Fix compiler warnings. (#8022)
- Remove/fix unused parameters
- Remove deprecated code in rabit.
- Update dmlc-core.
2022-06-22 21:29:10 +08:00
Bobby Wang
e44a082620 [jvm-packages] update nccl version to 2.12.12-1 (#8015) 2022-06-21 17:34:09 +08:00
Rong Ou
e5ec546da5 [Breaking] Remove rabit support for custom reductions and grow_local_histmaker updater (#7992) 2022-06-21 15:08:23 +08:00
Jiaming Yuan
4a87ea49b8 Reduce regularization for CPU gblinear. (#8013) 2022-06-21 01:05:27 +08:00
Jiaming Yuan
d285d6ba2a Reduce regularization in GPU gblinear test. (#8010) 2022-06-20 23:55:12 +08:00
Jiaming Yuan
e58e417603 [CI] Fix lintr error. (#8011) 2022-06-20 22:17:14 +08:00
Jiaming Yuan
9b0eb66b78 Fix GPU driver test. (#8008)
* Initialize the training parameter.
2022-06-20 19:37:31 +08:00
Jiaming Yuan
637e42a0c0 Use 22.04 for RMM. (#8001)
22.06 is not released yet.
2022-06-17 04:07:31 +08:00
Jiaming Yuan
bb47fd8c49 [jvm-packages] Change log level for tracker message. (#7968) 2022-06-09 18:15:08 +08:00
Jiaming Yuan
8f8bd8147a Fix LTR with weighted Quantile DMatrix. (#7975)
* Fix LTR with weighted Quantile DMatrix.

* Better tests.
2022-06-09 01:33:41 +08:00
Jiaming Yuan
1a33b50a0d Fix compiler warnings. (#7974)
- Remove unused parameters. There are still many warnings that are not yet
addressed. Currently, the warnings in dmlc-core dominate the error log.
- Remove `distributed` parameter from metric.
- Fixes some warnings about signed comparison.
2022-06-06 22:56:25 +08:00
Jiaming Yuan
d48123d23b Fix rmm build (#7973)
- Optionally switch to c++17
- Use rmm CMake target.
- Workaround compiler errors.
- Fix GPUMetric inheritance.
- Run death tests even if it's built with RMM support.

Co-authored-by: jakirkham <jakirkham@gmail.com>
2022-06-06 20:18:32 +08:00
Philip Hyunsu Cho
1ced638165 Document how to reproduce Docker environment from Jenkins (#7971) 2022-06-04 20:56:53 +09:00
Jiaming Yuan
b90c6d25e8 Implement max_cat_threshold for CPU. (#7957) 2022-06-04 11:02:46 +08:00
Bobby Wang
78694405a6 [jvm-packages] add jni for setting feature name and type (#7966) 2022-06-03 11:09:48 +08:00
Gavin Zhang
6426449c8b Support IBM i OS (#7920) 2022-06-02 23:38:35 +08:00
Rong Ou
31e6902e43 Support GPU training in the NVFlare demo (#7965) 2022-06-02 21:52:36 +08:00
Jiaming Yuan
6b55150e80 Fix pylint errors. (#7967) 2022-06-02 18:04:46 +08:00
Jiaming Yuan
13b15e07e8 Handle formatted JSON input. (#7953) 2022-06-01 16:20:58 +08:00
Rong Ou
d3429f2ff6 Increase gRPC max receive message size for federated learning (#7958) 2022-06-01 13:21:54 +08:00
Bobby Wang
545fd4548e [jvm-packages] refactor xgboost read/write (#7956)
1. Removed the duplicated Default XGBoost read/write which is copied from
  spark 2.3.x
2. Put some utils into util package
2022-06-01 11:38:49 +08:00
Yang Jiandan
27c66f12d1 set log level as ERROR for trackerProcess has some stderr output (#7952) 2022-05-31 22:54:38 +08:00
Bobby Wang
5a7dc41351 [doc] update doc for dumping model to be json or ubj for jvm packages (#7955) 2022-05-31 14:43:13 +08:00
Rong Ou
80339c3427 Enable distributed GPU training over Rabit (#7930) 2022-05-31 04:09:45 +08:00
Bobby Wang
6275cdc486 [jvm-packages] add format option when saving a model (#7940) 2022-05-30 15:49:59 +08:00
Gyeongjae Choi
cc6d57aa0d Add minimal emscripten build support (#7954) 2022-05-30 14:11:40 +08:00
Tim Sabsch
7a039e03fe Fix incomplete type hints for verbose (#7945) 2022-05-30 12:08:24 +08:00
Bobby Wang
fbc3d861bb [jvm-packages] remove default parameters (#7938) 2022-05-28 10:31:19 +08:00
Philip Hyunsu Cho
47224dd6d3 Use private mirror to host llvm-openmp tarballs (#7950) 2022-05-27 14:56:59 -07:00
Jiaming Yuan
bde4f25794 Handle missing categorical value in CPU evaluator. (#7948) 2022-05-27 14:15:47 +08:00
Philip Hyunsu Cho
2070afea02 [CI] Rotate package repository keys (#7943) 2022-05-26 17:06:46 -07:00
Jiaming Yuan
18cbebaeb9 Unify the cat split storage for CPU. (#7937)
* Unify the cat split storage for CPU.

* Cleanup.

* Workaround.
2022-05-26 04:14:40 -07:00
Daniel Clausen
755d9d4609 [JVM-Packages] Auto-detection of MUSL is replaced by system properties (#7921)
This PR removes auto-detection of MUSL-based Linux systems in favor of system properties the user can set to configure a specific path for a native library.
2022-05-26 10:53:15 +08:00
Jiaming Yuan
606be9e663 Handle missing values in one hot splits. (#7934) 2022-05-24 20:48:41 +08:00
Jiaming Yuan
18a38f7ca0 Refactor for GHistIndex. (#7923)
* Pass sparse page as adapter, which prepares for quantile dmatrix.
* Remove old external memory code like `rbegin` and extra `Init` function.
* Simplify type dispatch.
2022-05-23 23:04:53 +08:00
Jiaming Yuan
d314680a15 Verify shared object version at load. (#7928) 2022-05-23 20:53:30 +08:00
Jiaming Yuan
474366c020 Add convergence test for sparse datasets. (#7922) 2022-05-23 18:07:26 +08:00
Rory Mitchell
f6babc814c Do not initialise data structures to maximum possible tree size. (#7919) 2022-05-19 19:45:53 +02:00
Philip Hyunsu Cho
6f424d8d6c [Doc] Warn against loading JSON from external source (#7918) 2022-05-18 17:02:36 -07:00
Jiaming Yuan
f93a727869 Address remaining mypy errors in python package. (#7914) 2022-05-18 22:46:15 +08:00
Jiaming Yuan
edf9a9608e Fix type conversion warning. (#7916) 2022-05-18 20:14:14 +08:00
Jiaming Yuan
765097d514 Simplify inplace-predict. (#7910)
Pass the `X` as part of Proxy DMatrix instead of an independent `dmlc::any`.
2022-05-18 17:52:00 +08:00
Jiaming Yuan
19775ffe15 Use adapter to initialize column matrix. (#7912) 2022-05-18 16:15:12 +08:00
Bobby Wang
5ef33adf68 [jvm-packges] set the correct objective if user doesn't explicitly set it (#7781) 2022-05-18 14:05:18 +08:00
Chengyang
806c92c80b Add Type Hints for Python Package (#7742)
Co-authored-by: Chengyang Gu <bridgream@gmail.com>
Co-authored-by: Jiamingy <jm.yuan@outlook.com>
2022-05-17 22:14:09 +08:00
Rory Mitchell
71d3b2e036 Fuse gpu_hist all-reduce calls where possible (#7867) 2022-05-17 13:27:50 +02:00
Bobby Wang
b41cf92dc2 [jvm-packages] move dmatrix building into rabit context for cpu pipeline (#7908) 2022-05-17 14:52:25 +08:00
Rong Ou
77d4a53c32 use RabitContext intead of init/finalize (#7911) 2022-05-17 12:15:41 +08:00
Jiaming Yuan
4fcfd9c96e Fix and cleanup for column matrix. (#7901)
* Fix missed type dispatching for dense columns with missing values.
* Code cleanup to reduce special cases.
* Reduce memory usage.
2022-05-16 21:11:50 +08:00
Bobby Wang
1496789561 [doc] update the doc for jvm model compatibility (#7907) 2022-05-16 14:05:26 +08:00
Sze Yeung
a06d53688c Correct a mistake in Setting Parameters section (#7905) 2022-05-15 18:56:31 -07:00
Philip Hyunsu Cho
4cd14aee5a Rename misspelled config parameter for pseudo-Huber (#7904) 2022-05-15 06:38:33 -07:00
Jiaming Yuan
1baad8650c Small cleanup to Column. (#7898)
* Define forward iterator to hide the internal state.
2022-05-15 12:39:10 +08:00
Jiaming Yuan
ee382c4153 Update news for 1.6.1 (#7877) 2022-05-14 15:38:18 -07:00
Rong Ou
af907e2d0d Demo of federated learning using NVFlare (#7879)
Co-authored-by: jiamingy <jm.yuan@outlook.com>
2022-05-14 22:45:41 +08:00
Bobby Wang
11e46e4bc0 [Breaking][jvm-packages] make classification model be xgboost-compatible (#7896) 2022-05-14 15:43:05 +08:00
Jiaming Yuan
1b6538b4e5 [breaking] Drop single precision histogram (#7892)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-05-13 19:54:55 +08:00
Jiaming Yuan
c8f9d4b6e6 Show libxgboost.so path in build info. (#7893) 2022-05-13 18:08:56 +08:00
Bobby Wang
9fa7ed1743 [Breaking][jvm-packages] remove timeoutRequestWorkers parameter (#7839) 2022-05-13 16:26:25 +08:00
Jiaming Yuan
11d65fcb21 Extract partial sum into an independent function. (#7889) 2022-05-13 14:30:35 +08:00
Jiaming Yuan
db80671d6b Fix monotone constraint with tuple input. (#7891) 2022-05-13 04:00:03 +08:00
Jiaming Yuan
94ca52b7b7 Fix overflow in prediction size. (#7885) 2022-05-12 02:44:03 +08:00
Jiaming Yuan
8ba4722d04 Remove pyarrow workaround. (#7884) 2022-05-11 20:54:48 +08:00
Philip Hyunsu Cho
65e6d73b95 [CI] Automate artifact fetch step in JVM release process (#7882) 2022-05-11 00:35:22 -07:00
Jiaming Yuan
16ba74d008 Update CUDA version requirement in CMake script. (#7876) 2022-05-09 04:16:22 +08:00
Philip Hyunsu Cho
d2bc0f0f08 Allow loading old models from RDS (#7864) 2022-05-06 22:49:38 -07:00
Amit Bera
1823db53f2 updated winning solution under readme.md (#7862) 2022-05-06 17:38:07 +08:00
Rory Mitchell
7ef54e39ec Small refactor to categoricals (#7858) 2022-05-05 17:47:02 +02:00
Rong Ou
14ef38b834 Initial support for federated learning (#7831)
Federated learning plugin for xgboost:
* A gRPC server to aggregate MPI-style requests (allgather, allreduce, broadcast) from federated workers.
* A Rabit engine for the federated environment.
* Integration test to simulate federated learning.

Additional followups are needed to address GPU support, better security, and privacy, etc.
2022-05-05 21:49:22 +08:00
Jiaming Yuan
46e0bce212 Use maximum category in sketch. (#7853) 2022-05-05 19:56:49 +08:00
Jiaming Yuan
8ab5e13b5d Fix typo [skip ci] (#7861) 2022-05-04 18:34:45 +08:00
Jiaming Yuan
317d7be6ee Always use partition based categorical splits. (#7857) 2022-05-03 22:30:32 +08:00
Rory Mitchell
90cce38236 Remove single_precision_histogram for gpu_hist (#7828) 2022-05-03 14:53:19 +02:00
Jiaming Yuan
50d854e02e [CI] Test with latest RAPIDS. (#7816) 2022-04-30 11:55:10 -07:00
Bobby Wang
1b103e1f5f [CI] make container be able to re-attached (#7848)
When re-starting the container, it will fail in entrypoint.sh which
will exit when adding an existing group or user
2022-04-29 19:00:35 -07:00
Jiaming Yuan
288c52596c Define bin type. (#7850) 2022-04-29 19:41:39 +08:00
Michael Allman
f7db16add1 Ignore all Java exceptions when looking for Linux musl support (#7844) 2022-04-28 15:44:30 +08:00
Bobby Wang
a94e1b172e [jvm-packages] Fix model compatibility (#7845) 2022-04-28 02:05:38 +08:00
Bobby Wang
686caad40c [jvm-package] remove the coalesce in barrier mode (#7846) 2022-04-27 23:34:22 +08:00
Jiaming Yuan
fdf533f2b9 [POC] Experimental support for l1 error. (#7812)
Support adaptive tree, a feature supported by both sklearn and lightgbm.  The tree leaf is recomputed based on residue of labels and predictions after construction.

For l1 error, the optimal value is the median (50 percentile).

This is marked as experimental support for the following reasons:
- The value is not well defined for distributed training, where we might have empty leaves for local workers. Right now I just use the original leaf value for computing the average with other workers, which might cause significant errors.
- Some follow-ups are required, for exact, pruner, and optimization for quantile function. Also, we need to calculate the initial estimation.
2022-04-26 21:41:55 +08:00
Jiaming Yuan
ad06172c6b Refactor pandas dataframe handling. (#7843) 2022-04-26 18:53:43 +08:00
Bobby Wang
bef1f939ce [doc] remove the doc about killing SparkContext [skip ci] (#7840) 2022-04-25 19:29:16 +08:00
Bobby Wang
dc2e699656 [Breaking][jvm-packages] Use barrier execution mode (#7836)
With the introduction of the barrier execution mode. we don't need to kill SparkContext when some xgboost tasks failed. Instead, Spark will handle the errors for us. So in this PR, `killSparkContextOnWorkerFailure` parameter is deleted.
2022-04-25 17:09:52 +08:00
Bobby Wang
6ece549a90 [doc] update the jvm tutorial to 1.6.1 [skip ci] (#7834) 2022-04-24 14:25:22 +08:00
Jiaming Yuan
332380479b Avoid warning in np primitive type tests. (#7833) 2022-04-23 02:07:01 +08:00
Bobby Wang
c45665a55a [jvm-packages] move the dmatrix building into rabit context (#7823)
This fixes the QuantileDeviceDMatrix in distributed environment.
2022-04-23 00:06:50 +08:00
Jiaming Yuan
f0f76259c9 Remove STRING_TYPES. (#7827) 2022-04-22 19:07:51 +08:00
forestkey
c13a2a3114 [doc] "irrevelant" to "irrelevant" (#7832) 2022-04-22 16:54:30 +08:00
Jiaming Yuan
c70fa502a5 Expose feature_types to sklearn interface. (#7821) 2022-04-21 20:23:35 +08:00
Jiaming Yuan
401d451569 Clear configuration cache. (#7826) 2022-04-21 19:09:54 +08:00
Jiaming Yuan
52d4eda786 Deprecate use_label_encoder in XGBClassifier. (#7822)
* Deprecate `use_label_encoder` in XGBClassifier.

* We have removed the encoder, now prepare to remove the indicator.
2022-04-21 13:14:02 +08:00
Jiaming Yuan
5815df4c46 Remove warning in 1.4. (#7815) 2022-04-20 01:19:09 +08:00
Jiaming Yuan
d0de954af2 v1.6.0 release note. [skip ci] (#7746)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-04-16 16:27:54 +08:00
Jiaming Yuan
5dea21273a Fix training continuation with categorical model. (#7810)
* Make sure the task is initialized before construction of tree updater.

This is a quick fix meant to be backported to 1.6, for a full fix we should pass the model
param into tree updater by reference instead.
2022-04-15 18:21:02 +08:00
Bobby Wang
2d83b2ad8f [jvm-packages] add hostIp and python exec for rabit tracker (#7808) 2022-04-15 16:28:43 +08:00
Bobby Wang
6f032b7152 [doc] fix a typo in jvm/index.rst (#7806) 2022-04-13 17:02:42 -07:00
dependabot[bot]
1bb1913811 Bump hadoop-common from 2.10.1 to 3.2.3 in /jvm-packages/xgboost4j-flink (#7801)
Bumps hadoop-common from 2.10.1 to 3.2.3.

---
updated-dependencies:
- dependency-name: org.apache.hadoop:hadoop-common
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-04-13 22:24:44 +08:00
Ikko Ashimine
56e4baff7c [doc] Fix typo in build.rst (#7800)
avaiable -> available
2022-04-13 16:45:26 +08:00
Bobby Wang
3f536b5308 [jvm-packages] fix evaluation when featuresCols is used (#7798) 2022-04-13 12:52:50 +08:00
Bobby Wang
4b00c64d96 [doc] improve xgboost4j-spark-gpu doc [skip ci] (#7793)
Co-authored-by: Sameer Raheja <sameerz@users.noreply.github.com>
2022-04-12 12:02:16 +08:00
Bobby Wang
118192f116 [jvm-packages] xgboost4j-spark should work when featuresCols is specified (#7789) 2022-04-08 13:21:04 +08:00
Bobby Wang
729d227b89 [jvm-packages] remove the dep of com.fasterxml.jackson (#7791) 2022-04-08 13:04:34 +08:00
Bobby Wang
89d6419fd5 [jvm-packages] add doc for xgboost4j-spark-gpu (#7779)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2022-04-07 11:35:01 +08:00
Bobby Wang
2454407f3a [jvm-packages] unify setFeaturesCol API for XGBoostRegressor (#7784) 2022-04-05 13:35:33 +08:00
Philip Hyunsu Cho
e5ab8f3ebe [CI] Speed up CPU test pipeline (#7772) 2022-04-01 02:39:04 +08:00
Jiaming Yuan
bcce17e688 Remove text loading in basic walk through demo. (#7753) 2022-04-01 00:59:42 +08:00
giuliohome
c467e90ac1 [doc] Update doc for Kubernetes Operator (#7777) 2022-03-31 23:10:49 +08:00
Jiaming Yuan
fd78af404b Drop support for deprecated CUDA architectures. (#7774)
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
2022-03-31 21:42:23 +08:00
Jiaming Yuan
02dd7b6913 Remove use of distutils. (#7770)
distutils is deprecated and replaced by other stdlib constructs.
2022-03-31 19:03:10 +08:00
Philip Hyunsu Cho
e8eff3581b [CI] Enable faulthandler to show details when 0xC0000005 error occurs (#7771) (#7775) 2022-03-31 17:40:06 +08:00
Jiaming Yuan
6fa1afdffc Avoid compiler warning about comparison. (#7768) 2022-03-31 08:52:14 +08:00
Jiaming Yuan
522636cb52 Bump version. (#7769) 2022-03-31 06:33:22 +08:00
1002 changed files with 65558 additions and 35345 deletions

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@@ -1,4 +1,4 @@
Checks: 'modernize-*,-modernize-make-*,-modernize-use-auto,-modernize-raw-string-literal,-modernize-avoid-c-arrays,-modernize-use-trailing-return-type,google-*,-google-default-arguments,-clang-diagnostic-#pragma-messages,readability-identifier-naming'
Checks: 'modernize-*,-modernize-use-nodiscard,-modernize-concat-nested-namespaces,-modernize-make-*,-modernize-use-auto,-modernize-raw-string-literal,-modernize-avoid-c-arrays,-modernize-use-trailing-return-type,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 }

18
.gitattributes vendored Normal file
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@@ -0,0 +1,18 @@
* text=auto
*.c text eol=lf
*.h text eol=lf
*.cc text eol=lf
*.cuh text eol=lf
*.cu text eol=lf
*.py text eol=lf
*.txt text eol=lf
*.R text eol=lf
*.scala text eol=lf
*.java text eol=lf
*.sh text eol=lf
*.rst text eol=lf
*.md text eol=lf
*.csv text eol=lf

31
.github/dependabot.yml vendored Normal file
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@@ -0,0 +1,31 @@
# To get started with Dependabot version updates, you'll need to specify which
# package ecosystems to update and where the package manifests are located.
# Please see the documentation for all configuration options:
# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
version: 2
updates:
- package-ecosystem: "maven"
directory: "/jvm-packages"
schedule:
interval: "daily"
- package-ecosystem: "maven"
directory: "/jvm-packages/xgboost4j"
schedule:
interval: "daily"
- package-ecosystem: "maven"
directory: "/jvm-packages/xgboost4j-gpu"
schedule:
interval: "daily"
- package-ecosystem: "maven"
directory: "/jvm-packages/xgboost4j-example"
schedule:
interval: "daily"
- package-ecosystem: "maven"
directory: "/jvm-packages/xgboost4j-spark"
schedule:
interval: "daily"
- package-ecosystem: "maven"
directory: "/jvm-packages/xgboost4j-spark-gpu"
schedule:
interval: "daily"

View File

@@ -2,6 +2,9 @@ name: XGBoost-JVM-Tests
on: [push, pull_request]
permissions:
contents: read # to fetch code (actions/checkout)
jobs:
test-with-jvm:
name: Test JVM on OS ${{ matrix.os }}
@@ -9,19 +12,19 @@ jobs:
strategy:
fail-fast: false
matrix:
os: [windows-latest, ubuntu-latest, macos-10.15]
os: [windows-latest, ubuntu-latest, macos-11]
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: actions/setup-python@v2
- uses: actions/setup-python@7f80679172b057fc5e90d70d197929d454754a5a # v4.3.0
with:
python-version: '3.8'
architecture: 'x64'
- uses: actions/setup-java@v1
- uses: actions/setup-java@d202f5dbf7256730fb690ec59f6381650114feb2 # v3.6.0
with:
java-version: 1.8
@@ -31,13 +34,13 @@ jobs:
python -m pip install awscli
- name: Cache Maven packages
uses: actions/cache@v2
uses: actions/cache@6998d139ddd3e68c71e9e398d8e40b71a2f39812 # v3.2.5
with:
path: ~/.m2
key: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
restore-keys: ${{ runner.os }}-m2
restore-keys: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
- name: Test XGBoost4J
- name: Test XGBoost4J (Core)
run: |
cd jvm-packages
mvn test -B -pl :xgboost4j_2.12
@@ -64,7 +67,7 @@ jobs:
AWS_SECRET_ACCESS_KEY: ${{ secrets.AWS_SECRET_ACCESS_KEY_IAM_S3_UPLOADER }}
- name: Test XGBoost4J-Spark
- name: Test XGBoost4J (Core, Spark, Examples)
run: |
rm -rfv build/
cd jvm-packages
@@ -72,3 +75,13 @@ jobs:
if: matrix.os == 'ubuntu-latest' # Distributed training doesn't work on Windows
env:
RABIT_MOCK: ON
- name: Build and Test XGBoost4J with scala 2.13
run: |
rm -rfv build/
cd jvm-packages
mvn -B clean install test -Pdefault,scala-2.13
if: matrix.os == 'ubuntu-latest' # Distributed training doesn't work on Windows
env:
RABIT_MOCK: ON

View File

@@ -6,6 +6,9 @@ name: XGBoost-CI
# events but only for the master branch
on: [push, pull_request]
permissions:
contents: read # to fetch code (actions/checkout)
# A workflow run is made up of one or more jobs that can run sequentially or in parallel
jobs:
gtest-cpu:
@@ -14,9 +17,9 @@ jobs:
strategy:
fail-fast: false
matrix:
os: [macos-10.15]
os: [macos-11]
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install system packages
@@ -42,7 +45,7 @@ jobs:
matrix:
os: [ubuntu-latest]
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install system packages
@@ -63,30 +66,30 @@ jobs:
c-api-demo:
name: Test installing XGBoost lib + building the C API demo
runs-on: ${{ matrix.os }}
defaults:
run:
shell: bash -l {0}
strategy:
fail-fast: false
matrix:
os: ["ubuntu-latest"]
python-version: ["3.8"]
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends ninja-build
- uses: conda-incubator/setup-miniconda@v2
- uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
with:
auto-update-conda: true
python-version: ${{ matrix.python-version }}
activate-environment: test
cache-downloads: true
cache-env: true
environment-name: cpp_test
environment-file: tests/ci_build/conda_env/cpp_test.yml
- name: Display Conda env
shell: bash -l {0}
run: |
conda info
conda list
- name: Build and install XGBoost static library
shell: bash -l {0}
run: |
mkdir build
cd build
@@ -94,7 +97,6 @@ jobs:
ninja -v install
cd -
- name: Build and run C API demo with static
shell: bash -l {0}
run: |
pushd .
cd demo/c-api/
@@ -106,15 +108,14 @@ jobs:
cd ..
rm -rf ./build
popd
- name: Build and install XGBoost shared library
shell: bash -l {0}
run: |
cd build
cmake .. -DBUILD_STATIC_LIB=OFF -DCMAKE_INSTALL_PREFIX=$CONDA_PREFIX -GNinja
ninja -v install
cd -
- name: Build and run C API demo with shared
shell: bash -l {0}
run: |
pushd .
cd demo/c-api/
@@ -127,103 +128,31 @@ jobs:
./tests/ci_build/verify_link.sh ./demo/c-api/build/basic/api-demo
./tests/ci_build/verify_link.sh ./demo/c-api/build/external-memory/external-memory-demo
lint:
cpp-lint:
runs-on: ubuntu-latest
name: Code linting for Python and C++
name: Code linting for C++
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: actions/setup-python@v2
- uses: actions/setup-python@7f80679172b057fc5e90d70d197929d454754a5a # v4.3.0
with:
python-version: '3.7'
python-version: "3.8"
architecture: 'x64'
- name: Install Python packages
run: |
python -m pip install wheel setuptools
python -m pip install pylint cpplint numpy scipy scikit-learn
python -m pip install wheel setuptools cpplint pylint
- name: Run lint
run: |
make lint
python3 dmlc-core/scripts/lint.py xgboost cpp R-package/src
mypy:
runs-on: ubuntu-latest
name: Type checking for Python
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
- name: Install Python packages
run: |
python -m pip install wheel setuptools mypy pandas dask[complete] distributed
- name: Run mypy
run: |
make mypy
doxygen:
runs-on: ubuntu-latest
name: Generate C/C++ API doc using Doxygen
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends doxygen graphviz ninja-build
python -m pip install wheel setuptools
python -m pip install awscli
- name: Run Doxygen
run: |
mkdir build
cd build
cmake .. -DBUILD_C_DOC=ON -GNinja
ninja -v doc_doxygen
- name: Extract branch name
shell: bash
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
id: extract_branch
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
- name: Publish
run: |
cd build/
tar cvjf ${{ steps.extract_branch.outputs.branch }}.tar.bz2 doc_doxygen/
python -m awscli s3 cp ./${{ steps.extract_branch.outputs.branch }}.tar.bz2 s3://xgboost-docs/doxygen/ --acl public-read
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
env:
AWS_ACCESS_KEY_ID: ${{ secrets.AWS_ACCESS_KEY_ID_IAM_S3_UPLOADER }}
AWS_SECRET_ACCESS_KEY: ${{ secrets.AWS_SECRET_ACCESS_KEY_IAM_S3_UPLOADER }}
sphinx:
runs-on: ubuntu-latest
name: Build docs using Sphinx
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.8'
architecture: 'x64'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends graphviz
python -m pip install wheel setuptools
python -m pip install -r doc/requirements.txt
- name: Extract branch name
shell: bash
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
id: extract_branch
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
- name: Run Sphinx
run: |
make -C doc html
env:
SPHINX_GIT_BRANCH: ${{ steps.extract_branch.outputs.branch }}
python3 dmlc-core/scripts/lint.py --exclude_path \
python-package/xgboost/dmlc-core \
python-package/xgboost/include \
python-package/xgboost/lib \
python-package/xgboost/rabit \
python-package/xgboost/src \
--pylint-rc python-package/.pylintrc \
xgboost \
cpp \
include src python-package

View File

@@ -2,121 +2,139 @@ name: XGBoost-Python-Tests
on: [push, pull_request]
permissions:
contents: read # to fetch code (actions/checkout)
defaults:
run:
shell: bash -l {0}
jobs:
python-sdist-test:
python-mypy-lint:
runs-on: ubuntu-latest
name: Type and format checks for the Python package
strategy:
matrix:
os: [ubuntu-latest]
steps:
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
with:
cache-downloads: true
cache-env: true
environment-name: python_lint
environment-file: tests/ci_build/conda_env/python_lint.yml
- name: Display Conda env
run: |
conda info
conda list
- name: Run mypy
run: |
python tests/ci_build/lint_python.py --format=0 --type-check=1 --pylint=0
- name: Run formatter
run: |
python tests/ci_build/lint_python.py --format=1 --type-check=0 --pylint=0
- name: Run pylint
run: |
python tests/ci_build/lint_python.py --format=0 --type-check=0 --pylint=1
python-sdist-test-on-Linux:
# Mismatched glibcxx version between system and conda forge.
runs-on: ${{ matrix.os }}
name: Test installing XGBoost Python source package on ${{ matrix.os }}
strategy:
matrix:
os: [ubuntu-latest, macos-10.15, windows-latest]
python-version: ["3.8"]
os: [ubuntu-latest]
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install osx system dependencies
if: matrix.os == 'macos-10.15'
run: |
brew install ninja libomp
- name: Install Ubuntu system dependencies
if: matrix.os == 'ubuntu-latest'
run: |
sudo apt-get install -y --no-install-recommends ninja-build
- uses: conda-incubator/setup-miniconda@v2
- uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
with:
auto-update-conda: true
python-version: ${{ matrix.python-version }}
activate-environment: test
cache-downloads: true
cache-env: true
environment-name: sdist_test
environment-file: tests/ci_build/conda_env/sdist_test.yml
- name: Display Conda env
shell: bash -l {0}
run: |
conda info
conda list
- name: Build and install XGBoost
shell: bash -l {0}
run: |
cd python-package
python --version
python setup.py sdist
python -m build --sdist
pip install -v ./dist/xgboost-*.tar.gz --config-settings use_openmp=False
cd ..
python -c 'import xgboost'
python-sdist-test:
# Use system toolchain instead of conda toolchain for macos and windows.
# MacOS has linker error if clang++ from conda-forge is used
runs-on: ${{ matrix.os }}
name: Test installing XGBoost Python source package on ${{ matrix.os }}
strategy:
matrix:
os: [macos-11, windows-latest]
python-version: ["3.8"]
steps:
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install osx system dependencies
if: matrix.os == 'macos-11'
run: |
brew install ninja libomp
- uses: conda-incubator/setup-miniconda@35d1405e78aa3f784fe3ce9a2eb378d5eeb62169 # v2.1.1
with:
auto-update-conda: true
python-version: ${{ matrix.python-version }}
activate-environment: test
- name: Install build
run: |
conda install -c conda-forge python-build
- name: Display Conda env
run: |
conda info
conda list
- name: Build and install XGBoost
run: |
cd python-package
python --version
python -m build --sdist
pip install -v ./dist/xgboost-*.tar.gz
cd ..
python -c 'import xgboost'
python-tests-on-win:
name: Test XGBoost Python package on ${{ matrix.config.os }}
runs-on: ${{ matrix.config.os }}
strategy:
matrix:
config:
- {os: windows-latest, python-version: '3.8'}
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: conda-incubator/setup-miniconda@v2
with:
auto-update-conda: true
python-version: ${{ matrix.config.python-version }}
activate-environment: win64_env
environment-file: tests/ci_build/conda_env/win64_cpu_test.yml
- name: Display Conda env
shell: bash -l {0}
run: |
conda info
conda list
- name: Build XGBoost on Windows
shell: bash -l {0}
run: |
mkdir build_msvc
cd build_msvc
cmake .. -G"Visual Studio 17 2022" -DCMAKE_CONFIGURATION_TYPES="Release" -A x64 -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON
cmake --build . --config Release --parallel $(nproc)
- name: Install Python package
shell: bash -l {0}
run: |
cd python-package
python --version
python setup.py bdist_wheel --universal
pip install ./dist/*.whl
- name: Test Python package
shell: bash -l {0}
run: |
pytest -s -v ./tests/python
python-tests-on-macos:
name: Test XGBoost Python package on ${{ matrix.config.os }}
runs-on: ${{ matrix.config.os }}
timeout-minutes: 60
strategy:
matrix:
config:
- {os: macos-10.15, python-version "3.8" }
- {os: macos-11}
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: conda-incubator/setup-miniconda@v2
- uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
with:
auto-update-conda: true
python-version: ${{ matrix.config.python-version }}
activate-environment: macos_test
cache-downloads: true
cache-env: true
environment-name: macos_test
environment-file: tests/ci_build/conda_env/macos_cpu_test.yml
- name: Display Conda env
shell: bash -l {0}
run: |
conda info
conda list
- name: Build XGBoost on macos
shell: bash -l {0}
run: |
brew install ninja
@@ -125,18 +143,115 @@ jobs:
# Set prefix, to use OpenMP library from Conda env
# See https://github.com/dmlc/xgboost/issues/7039#issuecomment-1025038228
# to learn why we don't use libomp from Homebrew.
cmake .. -GNinja -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
cmake .. -GNinja -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
ninja
- name: Install Python package
shell: bash -l {0}
run: |
cd python-package
python --version
python setup.py bdist_wheel --universal
pip install -v .
- name: Test Python package
run: |
pytest -s -v -rxXs --durations=0 ./tests/python
- name: Test Dask Interface
run: |
pytest -s -v -rxXs --durations=0 ./tests/test_distributed/test_with_dask
python-tests-on-win:
name: Test XGBoost Python package on ${{ matrix.config.os }}
runs-on: ${{ matrix.config.os }}
timeout-minutes: 60
strategy:
matrix:
config:
- {os: windows-latest, python-version: '3.8'}
steps:
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: conda-incubator/setup-miniconda@35d1405e78aa3f784fe3ce9a2eb378d5eeb62169 # v2.1.1
with:
auto-update-conda: true
python-version: ${{ matrix.config.python-version }}
activate-environment: win64_env
environment-file: tests/ci_build/conda_env/win64_cpu_test.yml
- name: Display Conda env
run: |
conda info
conda list
- name: Build XGBoost on Windows
run: |
mkdir build_msvc
cd build_msvc
cmake .. -G"Visual Studio 17 2022" -DCMAKE_CONFIGURATION_TYPES="Release" -A x64 -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON
cmake --build . --config Release --parallel $(nproc)
- name: Install Python package
run: |
cd python-package
python --version
pip wheel -v . --wheel-dir dist/
pip install ./dist/*.whl
- name: Test Python package
run: |
pytest -s -v -rxXs --durations=0 ./tests/python
python-tests-on-ubuntu:
name: Test XGBoost Python package on ${{ matrix.config.os }}
runs-on: ${{ matrix.config.os }}
timeout-minutes: 90
strategy:
matrix:
config:
- {os: ubuntu-latest, python-version: "3.8"}
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
with:
cache-downloads: true
cache-env: true
environment-name: linux_cpu_test
environment-file: tests/ci_build/conda_env/linux_cpu_test.yml
- name: Display Conda env
run: |
conda info
conda list
- name: Build XGBoost on Ubuntu
run: |
mkdir build
cd build
cmake .. -GNinja -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
ninja
- name: Install Python package
run: |
cd python-package
python --version
pip install -v .
- name: Test Python package
run: |
pytest -s -v -rxXs --durations=0 ./tests/python
- name: Test Dask Interface
run: |
pytest -s -v -rxXs --durations=0 ./tests/test_distributed/test_with_dask
- name: Test PySpark Interface
shell: bash -l {0}
run: |
pytest -s -v ./tests/python
pytest -s -v -rxXs --durations=0 ./tests/test_distributed/test_with_spark

View File

@@ -2,6 +2,9 @@ name: XGBoost-Python-Wheels
on: [push, pull_request]
permissions:
contents: read # to fetch code (actions/checkout)
jobs:
python-wheels:
name: Build wheel for ${{ matrix.platform_id }}
@@ -14,13 +17,13 @@ jobs:
- os: macos-latest
platform_id: macosx_arm64
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Setup Python
uses: actions/setup-python@v2
uses: actions/setup-python@7f80679172b057fc5e90d70d197929d454754a5a # v4.3.0
with:
python-version: '3.9'
python-version: "3.8"
- name: Build wheels
run: bash tests/ci_build/build_python_wheels.sh ${{ matrix.platform_id }} ${{ github.sha }}
- name: Extract branch name

View File

@@ -1,4 +1,4 @@
# Run R tests with noLD R. Only triggered by a pull request review
# Run expensive R tests with the help of rhub. Only triggered by a pull request review
# See discussion at https://github.com/dmlc/xgboost/pull/6378
name: XGBoost-R-noLD
@@ -7,34 +7,30 @@ on:
pull_request_review_comment:
types: [created]
env:
R_PACKAGES: c('XML', 'igraph', 'data.table', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
permissions:
contents: read # to fetch code (actions/checkout)
jobs:
test-R-noLD:
if: github.event.comment.body == '/gha run r-nold-test' && contains('OWNER,MEMBER,COLLABORATOR', github.event.comment.author_association)
timeout-minutes: 120
runs-on: ubuntu-latest
container: rhub/debian-gcc-devel-nold
container:
image: rhub/debian-gcc-devel-nold
steps:
- name: Install git and system packages
shell: bash
run: |
apt-get update && apt-get install -y git libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev libxml2-dev
apt update && apt install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev libglpk-dev libxml2-dev libharfbuzz-dev libfribidi-dev git -y
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- name: Install dependencies
shell: bash
shell: bash -l {0}
run: |
cat > install_libs.R <<EOT
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
EOT
/tmp/R-devel/bin/Rscript install_libs.R
/tmp/R-devel/bin/Rscript -e "source('./R-package/tests/helper_scripts/install_deps.R')"
- name: Run R tests
shell: bash

View File

@@ -3,9 +3,11 @@ name: XGBoost-R-Tests
on: [push, pull_request]
env:
R_PACKAGES: c('XML', 'data.table', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
permissions:
contents: read # to fetch code (actions/checkout)
jobs:
lintr:
runs-on: ${{ matrix.config.os }}
@@ -13,46 +15,38 @@ jobs:
strategy:
matrix:
config:
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
- {os: ubuntu-latest, r: 'release'}
env:
R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
RSPM: ${{ matrix.config.rspm }}
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: r-lib/actions/setup-r@master
- uses: r-lib/actions/setup-r@50d1eae9b8da0bb3f8582c59a5b82225fa2fe7f2 # v2.3.1
with:
r-version: ${{ matrix.config.r }}
- name: Cache R packages
uses: actions/cache@v2
uses: actions/cache@937d24475381cd9c75ae6db12cb4e79714b926ed # v3.0.11
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-6-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-6-${{ hashFiles('R-package/DESCRIPTION') }}
- name: Install dependencies
shell: Rscript {0}
run: |
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
- name: Install igraph on Windows
shell: Rscript {0}
if: matrix.config.os == 'windows-latest'
run: |
install.packages('igraph', type='binary')
source("./R-package/tests/helper_scripts/install_deps.R")
- name: Run lintr
run: |
cd R-package
R.exe CMD INSTALL .
Rscript.exe tests/helper_scripts/run_lint.R
MAKEFLAGS="-j$(nproc)" R CMD INSTALL R-package/
Rscript tests/ci_build/lint_r.R $(pwd)
test-with-R:
test-R-on-Windows:
runs-on: ${{ matrix.config.os }}
name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
strategy:
@@ -60,90 +54,82 @@ jobs:
matrix:
config:
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
- {os: windows-latest, r: 'release', compiler: 'msvc', build: 'cmake'}
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'cmake'}
- {os: windows-latest, r: '4.2.0', compiler: 'msvc', build: 'cmake'}
env:
R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
RSPM: ${{ matrix.config.rspm }}
steps:
- uses: actions/checkout@v2
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: r-lib/actions/setup-r@master
- uses: r-lib/actions/setup-r@50d1eae9b8da0bb3f8582c59a5b82225fa2fe7f2 # v2.3.1
with:
r-version: ${{ matrix.config.r }}
- name: Cache R packages
uses: actions/cache@v2
uses: actions/cache@937d24475381cd9c75ae6db12cb4e79714b926ed # v3.0.11
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-6-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-6-${{ hashFiles('R-package/DESCRIPTION') }}
- uses: actions/setup-python@7f80679172b057fc5e90d70d197929d454754a5a # v4.3.0
with:
python-version: "3.8"
architecture: 'x64'
- uses: r-lib/actions/setup-tinytex@v2
- name: Install dependencies
shell: Rscript {0}
run: |
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
- name: Install igraph on Windows
shell: Rscript {0}
if: matrix.config.os == 'windows-latest'
run: |
install.packages('igraph', type='binary', dependencies = c('Depends', 'Imports', 'LinkingTo'))
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
source("./R-package/tests/helper_scripts/install_deps.R")
- name: Test R
run: |
python tests/ci_build/test_r_package.py --compiler='${{ matrix.config.compiler }}' --build-tool='${{ matrix.config.build }}'
python tests/ci_build/test_r_package.py --compiler='${{ matrix.config.compiler }}' --build-tool="${{ matrix.config.build }}" --task=check
test-R-CRAN:
test-R-on-Debian:
name: Test R package on Debian
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
config:
- {r: 'release'}
container:
image: rhub/debian-gcc-devel
steps:
- uses: actions/checkout@v2
- name: Install system dependencies
run: |
# Must run before checkout to have the latest git installed.
# No need to add pandoc, the container has it figured out.
apt update && apt install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev libglpk-dev libxml2-dev libharfbuzz-dev libfribidi-dev git -y
- name: Trust git cloning project sources
run: |
git config --global --add safe.directory "${GITHUB_WORKSPACE}"
- uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
with:
submodules: 'true'
- uses: r-lib/actions/setup-r@master
with:
r-version: ${{ matrix.config.r }}
- uses: r-lib/actions/setup-tinytex@master
- name: Install system packages
run: |
sudo apt-get update && sudo apt-get install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev pandoc pandoc-citeproc libglpk-dev
- name: Cache R packages
uses: actions/cache@v2
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-3-${{ hashFiles('R-package/DESCRIPTION') }}
- name: Install dependencies
shell: Rscript {0}
shell: bash -l {0}
run: |
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
install.packages('igraph', repos = 'http://cloud.r-project.org', dependencies = c('Depends', 'Imports', 'LinkingTo'))
/tmp/R-devel/bin/Rscript -e "source('./R-package/tests/helper_scripts/install_deps.R')"
- name: Check R Package
- name: Test R
shell: bash -l {0}
run: |
# Print stacktrace upon success of failure
make Rcheck || tests/ci_build/print_r_stacktrace.sh fail
tests/ci_build/print_r_stacktrace.sh success
python3 tests/ci_build/test_r_package.py --r=/tmp/R-devel/bin/R --build-tool=autotools --task=check
- uses: dorny/paths-filter@v2
id: changes
with:
filters: |
r_package:
- 'R-package/**'
- name: Run document check
if: steps.changes.outputs.r_package == 'true'
run: |
python3 tests/ci_build/test_r_package.py --r=/tmp/R-devel/bin/R --task=doc

54
.github/workflows/scorecards.yml vendored Normal file
View File

@@ -0,0 +1,54 @@
name: Scorecards supply-chain security
on:
# Only the default branch is supported.
branch_protection_rule:
schedule:
- cron: '17 2 * * 6'
push:
branches: [ "master" ]
# Declare default permissions as read only.
permissions: read-all
jobs:
analysis:
name: Scorecards analysis
runs-on: ubuntu-latest
permissions:
# Needed to upload the results to code-scanning dashboard.
security-events: write
# Used to receive a badge.
id-token: write
steps:
- name: "Checkout code"
uses: actions/checkout@a12a3943b4bdde767164f792f33f40b04645d846 # tag=v3.0.0
with:
persist-credentials: false
- name: "Run analysis"
uses: ossf/scorecard-action@99c53751e09b9529366343771cc321ec74e9bd3d # tag=v2.0.6
with:
results_file: results.sarif
results_format: sarif
# Publish the results for public repositories to enable scorecard badges. For more details, see
# https://github.com/ossf/scorecard-action#publishing-results.
# For private repositories, `publish_results` will automatically be set to `false`, regardless
# of the value entered here.
publish_results: true
# Upload the results as artifacts (optional). Commenting out will disable uploads of run results in SARIF
# format to the repository Actions tab.
- name: "Upload artifact"
uses: actions/upload-artifact@6673cd052c4cd6fcf4b4e6e60ea986c889389535 # tag=v3.0.0
with:
name: SARIF file
path: results.sarif
retention-days: 5
# Upload the results to GitHub's code scanning dashboard.
- name: "Upload to code-scanning"
uses: github/codeql-action/upload-sarif@5f532563584d71fdef14ee64d17bafb34f751ce5 # tag=v1.0.26
with:
sarif_file: results.sarif

44
.github/workflows/update_rapids.yml vendored Normal file
View File

@@ -0,0 +1,44 @@
name: update-rapids
on:
workflow_dispatch:
schedule:
- cron: "0 20 * * *" # Run once daily
permissions:
pull-requests: write
contents: write
defaults:
run:
shell: bash -l {0}
concurrency:
group: ${{ github.workflow }}-${{ github.event.pull_request.number || github.ref }}
cancel-in-progress: true
env:
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # To use GitHub CLI
jobs:
update-rapids:
name: Check latest RAPIDS
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- name: Check latest RAPIDS and update conftest.sh
run: |
bash tests/buildkite/update-rapids.sh
- name: Create Pull Request
uses: peter-evans/create-pull-request@v5
if: github.ref == 'refs/heads/master'
with:
add-paths: |
tests/buildkite
branch: create-pull-request/update-rapids
base: master
title: "[CI] Update RAPIDS to latest stable"
commit-message: "[CI] Update RAPIDS to latest stable"

24
.gitignore vendored
View File

@@ -52,6 +52,8 @@ Debug
R-package.Rproj
*.cache*
.mypy_cache/
doxygen
# java
java/xgboost4j/target
java/xgboost4j/tmp
@@ -97,8 +99,11 @@ metastore_db
R-package/src/Makevars
*.lib
# Visual Studio Code
/.vscode/
# Visual Studio
.vs/
CMakeSettings.json
*.ilk
*.pdb
# IntelliJ/CLion
.idea
@@ -130,4 +135,17 @@ credentials.csv
# Visual Studio code + extensions
.vscode
.metals
.bloop
.bloop
# python tests
demo/**/*.txt
*.dmatrix
.hypothesis
__MACOSX/
model*.json
# R tests
*.libsvm
*.rds
Rplots.pdf
*.zip

3
.gitmodules vendored
View File

@@ -2,9 +2,6 @@
path = dmlc-core
url = https://github.com/dmlc/dmlc-core
branch = main
[submodule "cub"]
path = cub
url = https://github.com/NVlabs/cub
[submodule "gputreeshap"]
path = gputreeshap
url = https://github.com/rapidsai/gputreeshap.git

35
.readthedocs.yaml Normal file
View File

@@ -0,0 +1,35 @@
# .readthedocs.yaml
# Read the Docs configuration file
# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
# Required
version: 2
submodules:
include: all
# Set the version of Python and other tools you might need
build:
os: ubuntu-22.04
tools:
python: "3.8"
apt_packages:
- graphviz
- cmake
- g++
- doxygen
- ninja-build
# Build documentation in the docs/ directory with Sphinx
sphinx:
configuration: doc/conf.py
# If using Sphinx, optionally build your docs in additional formats such as PDF
formats:
- pdf
# Optionally declare the Python requirements required to build your docs
python:
install:
- requirements: doc/requirements.txt
system_packages: true

View File

@@ -1,53 +0,0 @@
sudo: required
dist: bionic
env:
global:
- secure: "lqkL5SCM/CBwgVb1GWoOngpojsa0zCSGcvF0O3/45rBT1EpNYtQ4LRJ1+XcHi126vdfGoim/8i7AQhn5eOgmZI8yAPBeoUZ5zSrejD3RUpXr2rXocsvRRP25Z4mIuAGHD9VAHtvTdhBZRVV818W02pYduSzAeaY61q/lU3xmWsE="
- secure: "mzms6X8uvdhRWxkPBMwx+mDl3d+V1kUpZa7UgjT+dr4rvZMzvKtjKp/O0JZZVogdgZjUZf444B98/7AvWdSkGdkfz2QdmhWmXzNPfNuHtmfCYMdijsgFIGLuD3GviFL/rBiM2vgn32T3QqFiEJiC5StparnnXimPTc9TpXQRq5c="
jobs:
include:
- os: linux
arch: s390x
env: TASK=s390x_test
# dependent brew packages
# the dependencies from homebrew is installed manually from setup script due to outdated image from travis.
addons:
homebrew:
update: false
apt:
packages:
- unzip
before_install:
- source tests/travis/travis_setup_env.sh
install:
- source tests/travis/setup.sh
script:
- tests/travis/run_test.sh
cache:
directories:
- ${HOME}/.cache/usr
- ${HOME}/.cache/pip
before_cache:
- tests/travis/travis_before_cache.sh
after_failure:
- tests/travis/travis_after_failure.sh
after_success:
- tree build
- bash <(curl -s https://codecov.io/bash) -a '-o src/ src/*.c'
notifications:
email:
on_success: change
on_failure: always

View File

@@ -1,9 +1,10 @@
cmake_minimum_required(VERSION 3.14 FATAL_ERROR)
project(xgboost LANGUAGES CXX C VERSION 1.6.0)
cmake_minimum_required(VERSION 3.18 FATAL_ERROR)
project(xgboost LANGUAGES CXX C VERSION 2.0.0)
include(cmake/Utils.cmake)
list(APPEND CMAKE_MODULE_PATH "${xgboost_SOURCE_DIR}/cmake/modules")
cmake_policy(SET CMP0022 NEW)
cmake_policy(SET CMP0079 NEW)
cmake_policy(SET CMP0076 NEW)
set(CMAKE_POLICY_DEFAULT_CMP0063 NEW)
cmake_policy(SET CMP0063 NEW)
@@ -46,11 +47,11 @@ option(USE_NVTX "Build with cuda profiling annotations. Developers only." OFF)
set(NVTX_HEADER_DIR "" CACHE PATH "Path to the stand-alone nvtx header")
option(RABIT_MOCK "Build rabit with mock" OFF)
option(HIDE_CXX_SYMBOLS "Build shared library and hide all C++ symbols" OFF)
option(KEEP_BUILD_ARTIFACTS_IN_BINARY_DIR "Output build artifacts in CMake binary dir" OFF)
## CUDA
option(USE_CUDA "Build with GPU acceleration" OFF)
option(USE_NCCL "Build with NCCL to enable distributed GPU support." OFF)
option(BUILD_WITH_SHARED_NCCL "Build with shared NCCL library." OFF)
option(BUILD_WITH_CUDA_CUB "Build with cub in CUDA installation" OFF)
set(GPU_COMPUTE_VER "" CACHE STRING
"Semicolon separated list of compute versions to be built against, e.g. '35;61'")
## Copied From dmlc
@@ -66,6 +67,7 @@ address, leak, undefined and thread.")
## Plugins
option(PLUGIN_DENSE_PARSER "Build dense parser plugin" OFF)
option(PLUGIN_RMM "Build with RAPIDS Memory Manager (RMM)" OFF)
option(PLUGIN_FEDERATED "Build with Federated Learning" OFF)
## TODO: 1. Add check if DPC++ compiler is used for building
option(PLUGIN_UPDATER_ONEAPI "DPC++ updater" OFF)
option(ADD_PKGCONFIG "Add xgboost.pc into system." ON)
@@ -113,9 +115,20 @@ endif (ENABLE_ALL_WARNINGS)
if (BUILD_STATIC_LIB AND (R_LIB OR JVM_BINDINGS))
message(SEND_ERROR "Cannot build a static library libxgboost.a when R or JVM packages are enabled.")
endif (BUILD_STATIC_LIB AND (R_LIB OR JVM_BINDINGS))
if (PLUGIN_RMM AND (NOT BUILD_WITH_CUDA_CUB))
message(SEND_ERROR "Cannot build with RMM using cub submodule.")
endif (PLUGIN_RMM AND (NOT BUILD_WITH_CUDA_CUB))
if (PLUGIN_FEDERATED)
if (CMAKE_CROSSCOMPILING)
message(SEND_ERROR "Cannot cross compile with federated learning support")
endif ()
if (BUILD_STATIC_LIB)
message(SEND_ERROR "Cannot build static lib with federated learning support")
endif ()
if (R_LIB OR JVM_BINDINGS)
message(SEND_ERROR "Cannot enable federated learning support when R or JVM packages are enabled.")
endif ()
if (WIN32)
message(SEND_ERROR "Federated learning not supported for Windows platform")
endif ()
endif ()
#-- Sanitizer
if (USE_SANITIZER)
@@ -130,16 +143,14 @@ if (USE_CUDA)
message(STATUS "Configured CUDA host compiler: ${CMAKE_CUDA_HOST_COMPILER}")
enable_language(CUDA)
if (${CMAKE_CUDA_COMPILER_VERSION} VERSION_LESS 10.1)
message(FATAL_ERROR "CUDA version must be at least 10.1!")
if (${CMAKE_CUDA_COMPILER_VERSION} VERSION_LESS 11.0)
message(FATAL_ERROR "CUDA version must be at least 11.0!")
endif()
set(GEN_CODE "")
format_gencode_flags("${GPU_COMPUTE_VER}" GEN_CODE)
add_subdirectory(${PROJECT_SOURCE_DIR}/gputreeshap)
if ((${CMAKE_CUDA_COMPILER_VERSION} VERSION_GREATER_EQUAL 11.4) AND (NOT BUILD_WITH_CUDA_CUB))
set(BUILD_WITH_CUDA_CUB ON)
endif ()
find_package(CUDAToolkit REQUIRED)
endif (USE_CUDA)
if (FORCE_COLORED_OUTPUT AND (CMAKE_GENERATOR STREQUAL "Ninja") AND
@@ -152,12 +163,30 @@ find_package(Threads REQUIRED)
if (USE_OPENMP)
if (APPLE)
# Require CMake 3.16+ on Mac OSX, as previous versions of CMake had trouble locating
# OpenMP on Mac. See https://github.com/dmlc/xgboost/pull/5146#issuecomment-568312706
cmake_minimum_required(VERSION 3.16)
endif (APPLE)
find_package(OpenMP REQUIRED)
find_package(OpenMP)
if (NOT OpenMP_FOUND)
# Try again with extra path info; required for libomp 15+ from Homebrew
execute_process(COMMAND brew --prefix libomp
OUTPUT_VARIABLE HOMEBREW_LIBOMP_PREFIX
OUTPUT_STRIP_TRAILING_WHITESPACE)
set(OpenMP_C_FLAGS
"-Xpreprocessor -fopenmp -I${HOMEBREW_LIBOMP_PREFIX}/include")
set(OpenMP_CXX_FLAGS
"-Xpreprocessor -fopenmp -I${HOMEBREW_LIBOMP_PREFIX}/include")
set(OpenMP_C_LIB_NAMES omp)
set(OpenMP_CXX_LIB_NAMES omp)
set(OpenMP_omp_LIBRARY ${HOMEBREW_LIBOMP_PREFIX}/lib/libomp.dylib)
find_package(OpenMP REQUIRED)
endif ()
else ()
find_package(OpenMP REQUIRED)
endif ()
endif (USE_OPENMP)
#Add for IBM i
if (${CMAKE_SYSTEM_NAME} MATCHES "OS400")
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
set(CMAKE_CXX_ARCHIVE_CREATE "<CMAKE_AR> -X64 qc <TARGET> <OBJECTS>")
endif()
if (USE_NCCL)
find_package(Nccl REQUIRED)
@@ -200,6 +229,10 @@ endif (JVM_BINDINGS)
# Plugin
add_subdirectory(${xgboost_SOURCE_DIR}/plugin)
if (PLUGIN_RMM)
find_package(rmm REQUIRED)
endif (PLUGIN_RMM)
#-- library
if (BUILD_STATIC_LIB)
add_library(xgboost STATIC)
@@ -238,8 +271,13 @@ if (JVM_BINDINGS)
xgboost_target_defs(xgboost4j)
endif (JVM_BINDINGS)
set_output_directory(runxgboost ${xgboost_SOURCE_DIR})
set_output_directory(xgboost ${xgboost_SOURCE_DIR}/lib)
if (KEEP_BUILD_ARTIFACTS_IN_BINARY_DIR)
set_output_directory(runxgboost ${xgboost_BINARY_DIR})
set_output_directory(xgboost ${xgboost_BINARY_DIR}/lib)
else ()
set_output_directory(runxgboost ${xgboost_SOURCE_DIR})
set_output_directory(xgboost ${xgboost_SOURCE_DIR}/lib)
endif ()
# Ensure these two targets do not build simultaneously, as they produce outputs with conflicting names
add_dependencies(xgboost runxgboost)

453
Jenkinsfile vendored
View File

@@ -1,453 +0,0 @@
#!/usr/bin/groovy
// -*- mode: groovy -*-
// Jenkins pipeline
// See documents at https://jenkins.io/doc/book/pipeline/jenkinsfile/
// Command to run command inside a docker container
dockerRun = 'tests/ci_build/ci_build.sh'
// Which CUDA version to use when building reference distribution wheel
ref_cuda_ver = '11.0'
import groovy.transform.Field
@Field
def commit_id // necessary to pass a variable from one stage to another
pipeline {
// Each stage specify its own agent
agent none
environment {
DOCKER_CACHE_ECR_ID = '492475357299'
DOCKER_CACHE_ECR_REGION = 'us-west-2'
}
// Setup common job properties
options {
ansiColor('xterm')
timestamps()
timeout(time: 240, unit: 'MINUTES')
buildDiscarder(logRotator(numToKeepStr: '10'))
preserveStashes()
}
// Build stages
stages {
stage('Jenkins Linux: Initialize') {
agent { label 'job_initializer' }
steps {
script {
def buildNumber = env.BUILD_NUMBER as int
if (buildNumber > 1) milestone(buildNumber - 1)
milestone(buildNumber)
checkoutSrcs()
commit_id = "${GIT_COMMIT}"
}
sh 'python3 tests/jenkins_get_approval.py'
stash name: 'srcs'
}
}
stage('Jenkins Linux: Build') {
agent none
steps {
script {
parallel ([
'clang-tidy': { ClangTidy() },
'build-cpu': { BuildCPU() },
'build-cpu-arm64': { BuildCPUARM64() },
'build-cpu-rabit-mock': { BuildCPUMock() },
// Build reference, distribution-ready Python wheel with CUDA 11.0
// using CentOS 7 image
'build-gpu-cuda11.0': { BuildCUDA(cuda_version: '11.0', build_rmm: true) },
'build-gpu-rpkg': { BuildRPackageWithCUDA(cuda_version: '11.0') },
'build-jvm-packages-gpu-cuda11.0': { BuildJVMPackagesWithCUDA(spark_version: '3.0.1', cuda_version: '11.0') },
'build-jvm-packages': { BuildJVMPackages(spark_version: '3.0.1') },
'build-jvm-doc': { BuildJVMDoc() }
])
}
}
}
stage('Jenkins Linux: Test') {
agent none
steps {
script {
parallel ([
'test-python-cpu': { TestPythonCPU() },
'test-python-cpu-arm64': { TestPythonCPUARM64() },
// artifact_cuda_version doesn't apply to RMM tests; RMM tests will always match CUDA version between artifact and host env
'test-python-gpu-cuda11.0': { TestPythonGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0', test_rmm: true) },
'test-python-mgpu-cuda11.0': { TestPythonGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0', multi_gpu: true, test_rmm: true) },
'test-cpp-gpu-cuda11.0': { TestCppGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0', test_rmm: true) },
'test-jvm-jdk8': { CrossTestJVMwithJDK(jdk_version: '8', spark_version: '3.0.0') }
])
}
}
}
stage('Jenkins Linux: Deploy') {
agent none
steps {
script {
parallel ([
'deploy-jvm-packages': { DeployJVMPackages(spark_version: '3.0.0') }
])
}
}
}
}
}
// check out source code from git
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"
}
}
}
def GetCUDABuildContainerType(cuda_version) {
return (cuda_version == ref_cuda_ver) ? 'gpu_build_centos7' : 'gpu_build'
}
def ClangTidy() {
node('linux && cpu_build') {
unstash name: 'srcs'
echo "Running clang-tidy job..."
def container_type = "clang_tidy"
def docker_binary = "docker"
def dockerArgs = "--build-arg CUDA_VERSION_ARG=11.0"
sh """
${dockerRun} ${container_type} ${docker_binary} ${dockerArgs} python3 tests/ci_build/tidy.py --cuda-archs 75
"""
deleteDir()
}
}
def BuildCPU() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Build CPU"
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} rm -fv dmlc-core/include/dmlc/build_config_default.h
# This step is not necessary, but here we include it, to ensure that DMLC_CORE_USE_CMAKE flag is correctly propagated
# We want to make sure that we use the configured header build/dmlc/build_config.h instead of include/dmlc/build_config_default.h.
# See discussion at https://github.com/dmlc/xgboost/issues/5510
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh -DPLUGIN_DENSE_PARSER=ON
${dockerRun} ${container_type} ${docker_binary} bash -c "cd build && ctest --extra-verbose"
"""
// Sanitizer test
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='-e ASAN_SYMBOLIZER_PATH=/usr/bin/llvm-symbolizer -e ASAN_OPTIONS=symbolize=1 -e UBSAN_OPTIONS=print_stacktrace=1:log_path=ubsan_error.log --cap-add SYS_PTRACE'"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh -DUSE_SANITIZER=ON -DENABLED_SANITIZERS="address;leak;undefined" \
-DCMAKE_BUILD_TYPE=Debug -DSANITIZER_PATH=/usr/lib/x86_64-linux-gnu/
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} bash -c "cd build && ctest --exclude-regex AllTestsInDMLCUnitTests --extra-verbose"
"""
stash name: 'xgboost_cli', includes: 'xgboost'
deleteDir()
}
}
def BuildCPUARM64() {
node('linux && arm64') {
unstash name: 'srcs'
echo "Build CPU ARM64"
def container_type = "aarch64"
def docker_binary = "docker"
def wheel_tag = "manylinux2014_aarch64"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh --conda-env=aarch64_test -DOPEN_MP:BOOL=ON -DHIDE_CXX_SYMBOL=ON
${dockerRun} ${container_type} ${docker_binary} bash -c "cd build && ctest --extra-verbose"
${dockerRun} ${container_type} ${docker_binary} bash -c "cd python-package && rm -rf dist/* && python setup.py bdist_wheel --universal"
${dockerRun} ${container_type} ${docker_binary} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} ${wheel_tag}
${dockerRun} ${container_type} ${docker_binary} bash -c "auditwheel repair --plat ${wheel_tag} python-package/dist/*.whl && python tests/ci_build/rename_whl.py wheelhouse/*.whl ${commit_id} ${wheel_tag}"
mv -v wheelhouse/*.whl python-package/dist/
# Make sure that libgomp.so is vendored in the wheel
${dockerRun} ${container_type} ${docker_binary} bash -c "unzip -l python-package/dist/*.whl | grep libgomp || exit -1"
"""
echo 'Stashing Python wheel...'
stash name: "xgboost_whl_arm64_cpu", includes: 'python-package/dist/*.whl'
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Uploading Python wheel...'
sh """
${dockerRun} ${container_type} ${docker_binary} bash -c "source activate aarch64_test && python -m awscli s3 cp python-package/dist/*.whl s3://xgboost-nightly-builds/${BRANCH_NAME}/ --acl public-read --no-progress"
"""
}
stash name: 'xgboost_cli_arm64', includes: 'xgboost'
deleteDir()
}
}
def BuildCPUMock() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Build CPU with rabit mock"
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_mock_cmake.sh
"""
echo 'Stashing rabit C++ test executable (xgboost)...'
stash name: 'xgboost_rabit_tests', includes: 'xgboost'
deleteDir()
}
}
def BuildCUDA(args) {
node('linux && cpu_build') {
unstash name: 'srcs'
echo "Build with CUDA ${args.cuda_version}"
def container_type = GetCUDABuildContainerType(args.cuda_version)
def docker_binary = "docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
def arch_flag = ""
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
}
def wheel_tag = "manylinux2014_x86_64"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_via_cmake.sh -DUSE_CUDA=ON -DUSE_NCCL=ON -DOPEN_MP:BOOL=ON -DHIDE_CXX_SYMBOLS=ON ${arch_flag}
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "cd python-package && rm -rf dist/* && python setup.py bdist_wheel --universal"
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} ${wheel_tag}
"""
if (args.cuda_version == ref_cuda_ver) {
sh """
${dockerRun} auditwheel_x86_64 ${docker_binary} auditwheel repair --plat ${wheel_tag} python-package/dist/*.whl
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py wheelhouse/*.whl ${commit_id} ${wheel_tag}
mv -v wheelhouse/*.whl python-package/dist/
# Make sure that libgomp.so is vendored in the wheel
${dockerRun} auditwheel_x86_64 ${docker_binary} bash -c "unzip -l python-package/dist/*.whl | grep libgomp || exit -1"
"""
}
echo 'Stashing Python wheel...'
stash name: "xgboost_whl_cuda${args.cuda_version}", includes: 'python-package/dist/*.whl'
if (args.cuda_version == ref_cuda_ver && (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release'))) {
echo 'Uploading Python wheel...'
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python -m awscli s3 cp python-package/dist/*.whl s3://xgboost-nightly-builds/${BRANCH_NAME}/ --acl public-read --no-progress
"""
}
echo 'Stashing C++ test executable (testxgboost)...'
stash name: "xgboost_cpp_tests_cuda${args.cuda_version}", includes: 'build/testxgboost'
if (args.build_rmm) {
echo "Build with CUDA ${args.cuda_version} and RMM"
container_type = "rmm"
docker_binary = "docker"
docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
sh """
rm -rf build/
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_via_cmake.sh --conda-env=gpu_test -DUSE_CUDA=ON -DUSE_NCCL=ON -DPLUGIN_RMM=ON -DBUILD_WITH_CUDA_CUB=ON ${arch_flag}
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "cd python-package && rm -rf dist/* && python setup.py bdist_wheel --universal"
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} manylinux2014_x86_64
"""
echo 'Stashing Python wheel...'
stash name: "xgboost_whl_rmm_cuda${args.cuda_version}", includes: 'python-package/dist/*.whl'
echo 'Stashing C++ test executable (testxgboost)...'
stash name: "xgboost_cpp_tests_rmm_cuda${args.cuda_version}", includes: 'build/testxgboost'
}
deleteDir()
}
}
def BuildRPackageWithCUDA(args) {
node('linux && cpu_build') {
unstash name: 'srcs'
def container_type = 'gpu_build_r_centos7'
def docker_binary = "docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_r_pkg_with_cuda.sh ${commit_id}
"""
echo 'Uploading R tarball...'
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python -m awscli s3 cp xgboost_r_gpu_linux_*.tar.gz s3://xgboost-nightly-builds/${BRANCH_NAME}/ --acl public-read --no-progress
"""
}
deleteDir()
}
}
def BuildJVMPackagesWithCUDA(args) {
node('linux && mgpu') {
unstash name: 'srcs'
echo "Build XGBoost4J-Spark with Spark ${args.spark_version}, CUDA ${args.cuda_version}"
def container_type = "jvm_gpu_build"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
def arch_flag = ""
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
}
// Use only 4 CPU cores
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='--cpuset-cpus 0-3'"
sh """
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_jvm_packages.sh ${args.spark_version} -Duse.cuda=ON $arch_flag
"""
echo "Stashing XGBoost4J JAR with CUDA ${args.cuda_version} ..."
stash name: 'xgboost4j_jar_gpu', includes: "jvm-packages/xgboost4j-gpu/target/*.jar,jvm-packages/xgboost4j-spark-gpu/target/*.jar"
deleteDir()
}
}
def BuildJVMPackages(args) {
node('linux && cpu') {
unstash name: 'srcs'
echo "Build XGBoost4J-Spark with Spark ${args.spark_version}"
def container_type = "jvm"
def docker_binary = "docker"
// Use only 4 CPU cores
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='--cpuset-cpus 0-3'"
sh """
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_jvm_packages.sh ${args.spark_version}
"""
echo 'Stashing XGBoost4J JAR...'
stash name: 'xgboost4j_jar', includes: "jvm-packages/xgboost4j/target/*.jar,jvm-packages/xgboost4j-spark/target/*.jar,jvm-packages/xgboost4j-example/target/*.jar"
deleteDir()
}
}
def BuildJVMDoc() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Building JVM doc..."
def container_type = "jvm"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_jvm_doc.sh ${BRANCH_NAME}
"""
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Uploading doc...'
sh """
${dockerRun} ${container_type} ${docker_binary} python -m awscli s3 cp jvm-packages/${BRANCH_NAME}.tar.bz2 s3://xgboost-docs/${BRANCH_NAME}.tar.bz2 --acl public-read --no-progress
"""
}
deleteDir()
}
}
def TestPythonCPU() {
node('linux && cpu') {
unstash name: "xgboost_whl_cuda${ref_cuda_ver}"
unstash name: 'srcs'
unstash name: 'xgboost_cli'
echo "Test Python CPU"
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/test_python.sh cpu
"""
deleteDir()
}
}
def TestPythonCPUARM64() {
node('linux && arm64') {
unstash name: "xgboost_whl_arm64_cpu"
unstash name: 'srcs'
unstash name: 'xgboost_cli_arm64'
echo "Test Python CPU ARM64"
def container_type = "aarch64"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/test_python.sh cpu-arm64
"""
deleteDir()
}
}
def TestPythonGPU(args) {
def nodeReq = (args.multi_gpu) ? 'linux && mgpu' : 'linux && gpu'
def artifact_cuda_version = (args.artifact_cuda_version) ?: ref_cuda_ver
node(nodeReq) {
unstash name: "xgboost_whl_cuda${artifact_cuda_version}"
unstash name: "xgboost_cpp_tests_cuda${artifact_cuda_version}"
unstash name: 'srcs'
echo "Test Python GPU: CUDA ${args.host_cuda_version}"
def container_type = "gpu"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
def mgpu_indicator = (args.multi_gpu) ? 'mgpu' : 'gpu'
// Allocate extra space in /dev/shm to enable NCCL
def docker_extra_params = (args.multi_gpu) ? "CI_DOCKER_EXTRA_PARAMS_INIT='--shm-size=4g'" : ''
sh "${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh ${mgpu_indicator}"
if (args.test_rmm) {
sh "rm -rfv build/ python-package/dist/"
unstash name: "xgboost_whl_rmm_cuda${args.host_cuda_version}"
unstash name: "xgboost_cpp_tests_rmm_cuda${args.host_cuda_version}"
sh "${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh ${mgpu_indicator} --use-rmm-pool"
}
deleteDir()
}
}
def TestCppGPU(args) {
def nodeReq = 'linux && mgpu'
def artifact_cuda_version = (args.artifact_cuda_version) ?: ref_cuda_ver
node(nodeReq) {
unstash name: "xgboost_cpp_tests_cuda${artifact_cuda_version}"
unstash name: 'srcs'
echo "Test C++, CUDA ${args.host_cuda_version}"
def container_type = "gpu"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh "${dockerRun} ${container_type} ${docker_binary} ${docker_args} build/testxgboost"
if (args.test_rmm) {
sh "rm -rfv build/"
unstash name: "xgboost_cpp_tests_rmm_cuda${args.host_cuda_version}"
echo "Test C++, CUDA ${args.host_cuda_version} with RMM"
container_type = "rmm"
docker_binary = "nvidia-docker"
docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "source activate gpu_test && build/testxgboost --use-rmm-pool --gtest_filter=-*DeathTest.*"
"""
}
deleteDir()
}
}
def CrossTestJVMwithJDK(args) {
node('linux && cpu') {
unstash name: 'xgboost4j_jar'
unstash name: 'srcs'
if (args.spark_version != null) {
echo "Test XGBoost4J on a machine with JDK ${args.jdk_version}, Spark ${args.spark_version}"
} else {
echo "Test XGBoost4J on a machine with JDK ${args.jdk_version}"
}
def container_type = "jvm_cross"
def docker_binary = "docker"
def spark_arg = (args.spark_version != null) ? "--build-arg SPARK_VERSION=${args.spark_version}" : ""
def docker_args = "--build-arg JDK_VERSION=${args.jdk_version} ${spark_arg}"
// Run integration tests only when spark_version is given
def docker_extra_params = (args.spark_version != null) ? "CI_DOCKER_EXTRA_PARAMS_INIT='-e RUN_INTEGRATION_TEST=1'" : ""
sh """
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_jvm_cross.sh
"""
deleteDir()
}
}
def DeployJVMPackages(args) {
node('linux && cpu') {
unstash name: 'srcs'
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Deploying to xgboost-maven-repo S3 repo...'
sh """
${dockerRun} jvm_gpu_build docker --build-arg CUDA_VERSION_ARG=11.0 tests/ci_build/deploy_jvm_packages.sh ${args.spark_version}
"""
}
deleteDir()
}
}

View File

@@ -1,163 +0,0 @@
#!/usr/bin/groovy
// -*- mode: groovy -*-
/* Jenkins pipeline for Windows AMD64 target */
import groovy.transform.Field
@Field
def commit_id // necessary to pass a variable from one stage to another
pipeline {
agent none
// Setup common job properties
options {
timestamps()
timeout(time: 240, unit: 'MINUTES')
buildDiscarder(logRotator(numToKeepStr: '10'))
preserveStashes()
}
// Build stages
stages {
stage('Jenkins Win64: Initialize') {
agent { label 'job_initializer' }
steps {
script {
def buildNumber = env.BUILD_NUMBER as int
if (buildNumber > 1) milestone(buildNumber - 1)
milestone(buildNumber)
checkoutSrcs()
commit_id = "${GIT_COMMIT}"
}
sh 'python3 tests/jenkins_get_approval.py'
stash name: 'srcs'
}
}
stage('Jenkins Win64: Build') {
agent none
steps {
script {
parallel ([
'build-win64-cuda11.0': { BuildWin64() },
'build-rpkg-win64-cuda11.0': { BuildRPackageWithCUDAWin64() }
])
}
}
}
stage('Jenkins Win64: Test') {
agent none
steps {
script {
parallel ([
'test-win64-cuda11.0': { TestWin64() },
])
}
}
}
}
}
// check out source code from git
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"
}
}
}
def BuildWin64() {
node('win64 && cuda11_unified') {
deleteDir()
unstash name: 'srcs'
echo "Building XGBoost for Windows AMD64 target..."
bat "nvcc --version"
def arch_flag = ""
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
}
bat """
mkdir build
cd build
cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON ${arch_flag} -DCMAKE_UNITY_BUILD=ON
"""
bat """
cd build
"C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\Bin\\MSBuild.exe" xgboost.sln /m /p:Configuration=Release /nodeReuse:false
"""
bat """
cd python-package
conda activate && python setup.py bdist_wheel --universal && for /R %%i in (dist\\*.whl) DO python ../tests/ci_build/rename_whl.py "%%i" ${commit_id} win_amd64
"""
echo "Insert vcomp140.dll (OpenMP runtime) into the wheel..."
bat """
cd python-package\\dist
COPY /B ..\\..\\tests\\ci_build\\insert_vcomp140.py
conda activate && python insert_vcomp140.py *.whl
"""
echo 'Stashing Python wheel...'
stash name: 'xgboost_whl', includes: 'python-package/dist/*.whl'
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Uploading Python wheel...'
path = "${BRANCH_NAME}/"
s3Upload bucket: 'xgboost-nightly-builds', path: path, acl: 'PublicRead', workingDir: 'python-package/dist', includePathPattern:'**/*.whl'
}
echo 'Stashing C++ test executable (testxgboost)...'
stash name: 'xgboost_cpp_tests', includes: 'build/testxgboost.exe'
stash name: 'xgboost_cli', includes: 'xgboost.exe'
deleteDir()
}
}
def BuildRPackageWithCUDAWin64() {
node('win64 && cuda11_unified') {
deleteDir()
unstash name: 'srcs'
bat "nvcc --version"
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
bat """
bash tests/ci_build/build_r_pkg_with_cuda_win64.sh ${commit_id}
"""
echo 'Uploading R tarball...'
path = "${BRANCH_NAME}/"
s3Upload bucket: 'xgboost-nightly-builds', path: path, acl: 'PublicRead', includePathPattern:'xgboost_r_gpu_win64_*.tar.gz'
}
deleteDir()
}
}
def TestWin64() {
node('win64 && cuda11_unified') {
deleteDir()
unstash name: 'srcs'
unstash name: 'xgboost_whl'
unstash name: 'xgboost_cli'
unstash name: 'xgboost_cpp_tests'
echo "Test Win64"
bat "nvcc --version"
echo "Running C++ tests..."
bat "build\\testxgboost.exe"
echo "Installing Python dependencies..."
def env_name = 'win64_' + UUID.randomUUID().toString().replaceAll('-', '')
bat "conda activate && mamba env create -n ${env_name} --file=tests/ci_build/conda_env/win64_test.yml"
echo "Installing Python wheel..."
bat """
conda activate ${env_name} && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"
"""
echo "Running Python tests..."
bat "conda activate ${env_name} && python -m pytest -v -s -rxXs --fulltrace tests\\python"
bat """
conda activate ${env_name} && python -m pytest -v -s -rxXs --fulltrace -m "(not slow) and (not mgpu)" tests\\python-gpu
"""
bat "conda env remove --name ${env_name}"
deleteDir()
}
}

169
Makefile
View File

@@ -1,169 +0,0 @@
ifndef DMLC_CORE
DMLC_CORE = dmlc-core
endif
ifndef RABIT
RABIT = rabit
endif
ROOTDIR = $(CURDIR)
# workarounds for some buggy old make & msys2 versions seen in windows
ifeq (NA, $(shell test ! -d "$(ROOTDIR)" && echo NA ))
$(warning Attempting to fix non-existing ROOTDIR [$(ROOTDIR)])
ROOTDIR := $(shell pwd)
$(warning New ROOTDIR [$(ROOTDIR)] $(shell test -d "$(ROOTDIR)" && echo " is OK" ))
endif
MAKE_OK := $(shell "$(MAKE)" -v 2> /dev/null)
ifndef MAKE_OK
$(warning Attempting to recover non-functional MAKE [$(MAKE)])
MAKE := $(shell which make 2> /dev/null)
MAKE_OK := $(shell "$(MAKE)" -v 2> /dev/null)
endif
$(warning MAKE [$(MAKE)] - $(if $(MAKE_OK),checked OK,PROBLEM))
include $(DMLC_CORE)/make/dmlc.mk
# set compiler defaults for OSX versus *nix
# let people override either
OS := $(shell uname)
ifeq ($(OS), Darwin)
ifndef CC
export CC = $(if $(shell which clang), clang, gcc)
endif
ifndef CXX
export CXX = $(if $(shell which clang++), clang++, g++)
endif
else
# linux defaults
ifndef CC
export CC = gcc
endif
ifndef CXX
export CXX = g++
endif
endif
export CFLAGS= -DDMLC_LOG_CUSTOMIZE=1 -std=c++14 -Wall -Wno-unknown-pragmas -Iinclude $(ADD_CFLAGS)
CFLAGS += -I$(DMLC_CORE)/include -I$(RABIT)/include -I$(GTEST_PATH)/include
ifeq ($(TEST_COVER), 1)
CFLAGS += -g -O0 -fprofile-arcs -ftest-coverage
else
CFLAGS += -O3 -funroll-loops
endif
ifndef LINT_LANG
LINT_LANG= "all"
endif
# specify tensor path
.PHONY: clean all lint clean_all doxygen rcpplint pypack Rpack Rbuild Rcheck
build/%.o: src/%.cc
@mkdir -p $(@D)
$(CXX) $(CFLAGS) -MM -MT build/$*.o $< >build/$*.d
$(CXX) -c $(CFLAGS) $< -o $@
# The should be equivalent to $(ALL_OBJ) except for build/cli_main.o
amalgamation/xgboost-all0.o: amalgamation/xgboost-all0.cc
$(CXX) -c $(CFLAGS) $< -o $@
rcpplint:
python3 dmlc-core/scripts/lint.py xgboost ${LINT_LANG} R-package/src
lint: rcpplint
python3 dmlc-core/scripts/lint.py --exclude_path python-package/xgboost/dmlc-core \
python-package/xgboost/include python-package/xgboost/lib \
python-package/xgboost/make python-package/xgboost/rabit \
python-package/xgboost/src --pylint-rc ${PWD}/python-package/.pylintrc xgboost \
${LINT_LANG} include src python-package
ifeq ($(TEST_COVER), 1)
cover: check
@- $(foreach COV_OBJ, $(COVER_OBJ), \
gcov -pbcul -o $(shell dirname $(COV_OBJ)) $(COV_OBJ) > gcov.log || cat gcov.log; \
)
endif
# dask is required to pass, others are not
# If any of the dask tests failed, contributor won't see the other error.
mypy:
cd python-package; \
mypy ./xgboost/dask.py && \
mypy ./xgboost/rabit.py && \
mypy ./xgboost/tracker.py && \
mypy ./xgboost/sklearn.py && \
mypy ../demo/guide-python/external_memory.py && \
mypy ../demo/guide-python/categorical.py && \
mypy ../demo/guide-python/cat_in_the_dat.py && \
mypy ../tests/python-gpu/test_gpu_with_dask.py && \
mypy ../tests/python/test_data_iterator.py && \
mypy ../tests/python-gpu/test_gpu_data_iterator.py || exit 1; \
mypy . || true ;
clean:
$(RM) -rf build lib bin *~ */*~ */*/*~ */*/*/*~ */*.o */*/*.o */*/*/*.o #xgboost
$(RM) -rf build_tests *.gcov tests/cpp/xgboost_test
if [ -d "R-package/src" ]; then \
cd R-package/src; \
$(RM) -rf rabit src include dmlc-core amalgamation *.so *.dll; \
cd $(ROOTDIR); \
fi
clean_all: clean
cd $(DMLC_CORE); "$(MAKE)" clean; cd $(ROOTDIR)
cd $(RABIT); "$(MAKE)" clean; cd $(ROOTDIR)
# create pip source dist (sdist) pack for PyPI
pippack: clean_all
cd python-package; python setup.py sdist; mv dist/*.tar.gz ..; cd ..
# Script to make a clean installable R package.
Rpack: clean_all
rm -rf xgboost xgboost*.tar.gz
cp -r R-package xgboost
rm -rf xgboost/src/*.o xgboost/src/*.so xgboost/src/*.dll
rm -rf xgboost/src/*/*.o
rm -rf xgboost/demo/*.model xgboost/demo/*.buffer xgboost/demo/*.txt
rm -rf xgboost/demo/runall.R
cp -r src xgboost/src/src
cp -r include xgboost/src/include
cp -r amalgamation xgboost/src/amalgamation
mkdir -p xgboost/src/rabit
cp -r rabit/include xgboost/src/rabit/include
cp -r rabit/src xgboost/src/rabit/src
rm -rf xgboost/src/rabit/src/*.o
mkdir -p xgboost/src/dmlc-core
cp -r dmlc-core/include xgboost/src/dmlc-core/include
cp -r dmlc-core/src xgboost/src/dmlc-core/src
cp ./LICENSE xgboost
# Modify PKGROOT in Makevars.in
cat R-package/src/Makevars.in|sed '2s/.*/PKGROOT=./' > xgboost/src/Makevars.in
# Configure Makevars.win (Windows-specific Makevars, likely using MinGW)
cp xgboost/src/Makevars.in xgboost/src/Makevars.win
cat xgboost/src/Makevars.in| sed '3s/.*/ENABLE_STD_THREAD=0/' > 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
sed -i -e 's/@ENDIAN_FLAG@/-DDMLC_CMAKE_LITTLE_ENDIAN=1/g' xgboost/src/Makevars.win
sed -i -e 's/@BACKTRACE_LIB@//g' xgboost/src/Makevars.win
sed -i -e 's/@OPENMP_LIB@//g' xgboost/src/Makevars.win
rm -f xgboost/src/Makevars.win-e # OSX sed create this extra file; remove it
bash R-package/remove_warning_suppression_pragma.sh
bash xgboost/remove_warning_suppression_pragma.sh
rm xgboost/remove_warning_suppression_pragma.sh
rm xgboost/CMakeLists.txt
rm -rfv xgboost/tests/helper_scripts/
R ?= R
Rbuild: Rpack
$(R) CMD build xgboost
rm -rf xgboost
Rcheck: Rbuild
$(R) CMD check --as-cran xgboost*.tar.gz
-include build/*.d
-include build/*/*.d

460
NEWS.md
View File

@@ -3,6 +3,466 @@ XGBoost Change Log
This file records the changes in xgboost library in reverse chronological order.
## 1.7.5 (2023 Mar 30)
This is a patch release for bug fixes.
* C++ requirement is updated to C++-17, along with which, CUDA 11.8 is used as the default CTK. (#8860, #8855, #8853)
* Fix import for pyspark ranker. (#8692)
* Fix Windows binary wheel to be compatible with Poetry (#8991)
* Fix GPU hist with column sampling. (#8850)
* Make sure iterative DMatrix is properly initialized. (#8997)
* [R] Update link in document. (#8998)
## 1.7.4 (2023 Feb 16)
This is a patch release for bug fixes.
* [R] Fix OpenMP detection on macOS. (#8684)
* [Python] Make sure input numpy array is aligned. (#8690)
* Fix feature interaction with column sampling in gpu_hist evaluator. (#8754)
* Fix GPU L1 error. (#8749)
* [PySpark] Fix feature types param (#8772)
* Fix ranking with quantile dmatrix and group weight. (#8762)
## 1.7.3 (2023 Jan 6)
This is a patch release for bug fixes.
* [Breaking] XGBoost Sklearn estimator method `get_params` no longer returns internally configured values. (#8634)
* Fix linalg iterator, which may crash the L1 error. (#8603)
* Fix loading pickled GPU model with a CPU-only XGBoost build. (#8632)
* Fix inference with unseen categories with categorical features. (#8591, #8602)
* CI fixes. (#8620, #8631, #8579)
## v1.7.2 (2022 Dec 8)
This is a patch release for bug fixes.
* Work with newer thrust and libcudacxx (#8432)
* Support null value in CUDA array interface namespace. (#8486)
* Use `getsockname` instead of `SO_DOMAIN` on AIX. (#8437)
* [pyspark] Make QDM optional based on a cuDF check (#8471)
* [pyspark] sort qid for SparkRanker. (#8497)
* [dask] Properly await async method client.wait_for_workers. (#8558)
* [R] Fix CRAN test notes. (#8428)
* [doc] Fix outdated document [skip ci]. (#8527)
* [CI] Fix github action mismatched glibcxx. (#8551)
## v1.7.1 (2022 Nov 3)
This is a patch release to incorporate the following hotfix:
* Add back xgboost.rabit for backwards compatibility (#8411)
## v1.7.0 (2022 Oct 20)
We are excited to announce the feature packed XGBoost 1.7 release. The release note will walk through some of the major new features first, then make a summary for other improvements and language-binding-specific changes.
### PySpark
XGBoost 1.7 features initial support for PySpark integration. The new interface is adapted from the existing PySpark XGBoost interface developed by databricks with additional features like `QuantileDMatrix` and the rapidsai plugin (GPU pipeline) support. The new Spark XGBoost Python estimators not only benefit from PySpark ml facilities for powerful distributed computing but also enjoy the rest of the Python ecosystem. Users can define a custom objective, callbacks, and metrics in Python and use them with this interface on distributed clusters. The support is labeled as experimental with more features to come in future releases. For a brief introduction please visit the tutorial on XGBoost's [document page](https://xgboost.readthedocs.io/en/latest/tutorials/spark_estimator.html). (#8355, #8344, #8335, #8284, #8271, #8283, #8250, #8231, #8219, #8245, #8217, #8200, #8173, #8172, #8145, #8117, #8131, #8088, #8082, #8085, #8066, #8068, #8067, #8020, #8385)
Due to its initial support status, the new interface has some limitations; categorical features and multi-output models are not yet supported.
### Development of categorical data support
More progress on the experimental support for categorical features. In 1.7, XGBoost can handle missing values in categorical features and features a new parameter `max_cat_threshold`, which limits the number of categories that can be used in the split evaluation. The parameter is enabled when the partitioning algorithm is used and helps prevent over-fitting. Also, the sklearn interface can now accept the `feature_types` parameter to use data types other than dataframe for categorical features. (#8280, #7821, #8285, #8080, #7948, #7858, #7853, #8212, #7957, #7937, #7934)
### Experimental support for federated learning and new communication collective
An exciting addition to XGBoost is the experimental federated learning support. The federated learning is implemented with a gRPC federated server that aggregates allreduce calls, and federated clients that train on local data and use existing tree methods (approx, hist, gpu_hist). Currently, this only supports horizontal federated learning (samples are split across participants, and each participant has all the features and labels). Future plans include vertical federated learning (features split across participants), and stronger privacy guarantees with homomorphic encryption and differential privacy. See [Demo with NVFlare integration](demo/nvflare/README.md) for example usage with nvflare.
As part of the work, XGBoost 1.7 has replaced the old rabit module with the new collective module as the network communication interface with added support for runtime backend selection. In previous versions, the backend is defined at compile time and can not be changed once built. In this new release, users can choose between `rabit` and `federated.` (#8029, #8351, #8350, #8342, #8340, #8325, #8279, #8181, #8027, #7958, #7831, #7879, #8257, #8316, #8242, #8057, #8203, #8038, #7965, #7930, #7911)
The feature is available in the public PyPI binary package for testing.
### Quantile DMatrix
Before 1.7, XGBoost has an internal data structure called `DeviceQuantileDMatrix` (and its distributed version). We now extend its support to CPU and renamed it to `QuantileDMatrix`. This data structure is used for optimizing memory usage for the `hist` and `gpu_hist` tree methods. The new feature helps reduce CPU memory usage significantly, especially for dense data. The new `QuantileDMatrix` can be initialized from both CPU and GPU data, and regardless of where the data comes from, the constructed instance can be used by both the CPU algorithm and GPU algorithm including training and prediction (with some overhead of conversion if the device of data and training algorithm doesn't match). Also, a new parameter `ref` is added to `QuantileDMatrix`, which can be used to construct validation/test datasets. Lastly, it's set as default in the scikit-learn interface when a supported tree method is specified by users. (#7889, #7923, #8136, #8215, #8284, #8268, #8220, #8346, #8327, #8130, #8116, #8103, #8094, #8086, #7898, #8060, #8019, #8045, #7901, #7912, #7922)
### Mean absolute error
The mean absolute error is a new member of the collection of objectives in XGBoost. It's noteworthy since MAE has zero hessian value, which is unusual to XGBoost as XGBoost relies on Newton optimization. Without valid Hessian values, the convergence speed can be slow. As part of the support for MAE, we added line searches into the XGBoost training algorithm to overcome the difficulty of training without valid Hessian values. In the future, we will extend the line search to other objectives where it's appropriate for faster convergence speed. (#8343, #8107, #7812, #8380)
### XGBoost on Browser
With the help of the [pyodide](https://github.com/pyodide/pyodide) project, you can now run XGBoost on browsers. (#7954, #8369)
### Experimental IPv6 Support for Dask
With the growing adaption of the new internet protocol, XGBoost joined the club. In the latest release, the Dask interface can be used on IPv6 clusters, see XGBoost's Dask tutorial for details. (#8225, #8234)
### Optimizations
We have new optimizations for both the `hist` and `gpu_hist` tree methods to make XGBoost's training even more efficient.
* Hist
Hist now supports optional by-column histogram build, which is automatically configured based on various conditions of input data. This helps the XGBoost CPU hist algorithm to scale better with different shapes of training datasets. (#8233, #8259). Also, the build histogram kernel now can better utilize CPU registers (#8218)
* GPU Hist
GPU hist performance is significantly improved for wide datasets. GPU hist now supports batched node build, which reduces kernel latency and increases throughput. The improvement is particularly significant when growing deep trees with the default ``depthwise`` policy. (#7919, #8073, #8051, #8118, #7867, #7964, #8026)
### Breaking Changes
Breaking changes made in the 1.7 release are summarized below.
- The `grow_local_histmaker` updater is removed. This updater is rarely used in practice and has no test. We decided to remove it and focus have XGBoot focus on other more efficient algorithms. (#7992, #8091)
- Single precision histogram is removed due to its lack of accuracy caused by significant floating point error. In some cases the error can be difficult to detect due to log-scale operations, which makes the parameter dangerous to use. (#7892, #7828)
- Deprecated CUDA architectures are no longer supported in the release binaries. (#7774)
- As part of the federated learning development, the `rabit` module is replaced with the new `collective` module. It's a drop-in replacement with added runtime backend selection, see the federated learning section for more details (#8257)
### General new features and improvements
Before diving into package-specific changes, some general new features other than those listed at the beginning are summarized here.
* Users of `DMatrix` and `QuantileDMatrix` can get the data from XGBoost. In previous versions, only getters for meta info like labels are available. The new method is available in Python (`DMatrix::get_data`) and C. (#8269, #8323)
* In previous versions, the GPU histogram tree method may generate phantom gradient for missing values due to floating point error. We fixed such an error in this release and XGBoost is much better equated to handle floating point errors when training on GPU. (#8274, #8246)
* Parameter validation is no longer experimental. (#8206)
* C pointer parameters and JSON parameters are vigorously checked. (#8254, #8254)
* Improved handling of JSON model input. (#7953, #7918)
* Support IBM i OS (#7920, #8178)
### Fixes
Some noteworthy bug fixes that are not related to specific language binding are listed in this section.
* Rename misspelled config parameter for pseudo-Huber (#7904)
* Fix feature weights with nested column sampling. (#8100)
* Fix loading DMatrix binary in distributed env. (#8149)
* Force auc.cc to be statically linked for unusual compiler platforms. (#8039)
* New logic for detecting libomp on macos (#8384).
### Python Package
* Python 3.8 is now the minimum required Python version. (#8071)
* More progress on type hint support. Except for the new PySpark interface, the XGBoost module is fully typed. (#7742, #7945, #8302, #7914, #8052)
* XGBoost now validates the feature names in `inplace_predict`, which also affects the predict function in scikit-learn estimators as it uses `inplace_predict` internally. (#8359)
* Users can now get the data from `DMatrix` using `DMatrix::get_data` or `QuantileDMatrix::get_data`.
* Show `libxgboost.so` path in build info. (#7893)
* Raise import error when using the sklearn module while scikit-learn is missing. (#8049)
* Use `config_context` in the sklearn interface. (#8141)
* Validate features for inplace prediction. (#8359)
* Pandas dataframe handling is refactored to reduce data fragmentation. (#7843)
* Support more pandas nullable types (#8262)
* Remove pyarrow workaround. (#7884)
* Binary wheel size
We aim to enable as many features as possible in XGBoost's default binary distribution on PyPI (package installed with pip), but there's a upper limit on the size of the binary wheel. In 1.7, XGBoost reduces the size of the wheel by pruning unused CUDA architectures. (#8179, #8152, #8150)
* Fixes
Some noteworthy fixes are listed here:
- Fix the Dask interface with the latest cupy. (#8210)
- Check cuDF lazily to avoid potential errors with cuda-python. (#8084)
* Fix potential error in DMatrix constructor on 32-bit platform. (#8369)
* Maintenance work
- Linter script is moved from dmlc-core to XGBoost with added support for formatting, mypy, and parallel run, along with some fixes (#7967, #8101, #8216)
- We now require the use of `isort` and `black` for selected files. (#8137, #8096)
- Code cleanups. (#7827)
- Deprecate `use_label_encoder` in XGBClassifier. The label encoder has already been deprecated and removed in the previous version. These changes only affect the indicator parameter (#7822)
- Remove the use of distutils. (#7770)
- Refactor and fixes for tests (#8077, #8064, #8078, #8076, #8013, #8010, #8244, #7833)
* Documents
- [dask] Fix potential error in demo. (#8079)
- Improved documentation for the ranker. (#8356, #8347)
- Indicate lack of py-xgboost-gpu on Windows (#8127)
- Clarification for feature importance. (#8151)
- Simplify Python getting started example (#8153)
### R Package
We summarize improvements for the R package briefly here:
* Feature info including names and types are now passed to DMatrix in preparation for categorical feature support. (#804)
* XGBoost 1.7 can now gracefully load old R models from RDS for better compatibility with 3-party tuning libraries (#7864)
* The R package now can be built with parallel compilation, along with fixes for warnings in CRAN tests. (#8330)
* Emit error early if DiagrammeR is missing (#8037)
* Fix R package Windows build. (#8065)
### JVM Packages
The consistency between JVM packages and other language bindings is greatly improved in 1.7, improvements range from model serialization format to the default value of hyper-parameters.
* Java package now supports feature names and feature types for DMatrix in preparation for categorical feature support. (#7966)
* Models trained by the JVM packages can now be safely used with other language bindings. (#7896, #7907)
* Users can specify the model format when saving models with a stream. (#7940, #7955)
* The default value for training parameters is now sourced from XGBoost directly, which helps JVM packages be consistent with other packages. (#7938)
* Set the correct objective if the user doesn't explicitly set it (#7781)
* Auto-detection of MUSL is replaced by system properties (#7921)
* Improved error message for launching tracker. (#7952, #7968)
* Fix a race condition in parameter configuration. (#8025)
* [Breaking] ` timeoutRequestWorkers` is now removed. With the support for barrier mode, this parameter is no longer needed. (#7839)
* Dependencies updates. (#7791, #8157, #7801, #8240)
### Documents
- Document for the C interface is greatly improved and is now displayed at the [sphinx document page](https://xgboost.readthedocs.io/en/latest/c.html). Thanks to the breathe project, you can view the C API just like the Python API. (#8300)
- We now avoid having XGBoost internal text parser in demos and recommend users use dedicated libraries for loading data whenever it's feasible. (#7753)
- Python survival training demos are now displayed at [sphinx gallery](https://xgboost.readthedocs.io/en/latest/python/survival-examples/index.html). (#8328)
- Some typos, links, format, and grammar fixes. (#7800, #7832, #7861, #8099, #8163, #8166, #8229, #8028, #8214, #7777, #7905, #8270, #8309, d70e59fef, #7806)
- Updated winning solution under readme.md (#7862)
- New security policy. (#8360)
- GPU document is overhauled as we consider CUDA support to be feature-complete. (#8378)
### Maintenance
* Code refactoring and cleanups. (#7850, #7826, #7910, #8332, #8204)
* Reduce compiler warnings. (#7768, #7916, #8046, #8059, #7974, #8031, #8022)
* Compiler workarounds. (#8211, #8314, #8226, #8093)
* Dependencies update. (#8001, #7876, #7973, #8298, #7816)
* Remove warnings emitted in previous versions. (#7815)
* Small fixes occurred during development. (#8008)
### CI and Tests
* We overhauled the CI infrastructure to reduce the CI cost and lift the maintenance burdens. Jenkins is replaced with buildkite for better automation, with which, finer control of test runs is implemented to reduce overall cost. Also, we refactored some of the existing tests to reduce their runtime, drooped the size of docker images, and removed multi-GPU C++ tests. Lastly, `pytest-timeout` is added as an optional dependency for running Python tests to keep the test time in check. (#7772, #8291, #8286, #8276, #8306, #8287, #8243, #8313, #8235, #8288, #8303, #8142, #8092, #8333, #8312, #8348)
* New documents for how to reproduce the CI environment (#7971, #8297)
* Improved automation for JVM release. (#7882)
* GitHub Action security-related updates. (#8263, #8267, #8360)
* Other fixes and maintenance work. (#8154, #7848, #8069, #7943)
* Small updates and fixes to GitHub action pipelines. (#8364, #8321, #8241, #7950, #8011)
## v1.6.1 (2022 May 9)
This is a patch release for bug fixes and Spark barrier mode support. The R package is unchanged.
### Experimental support for categorical data
- Fix segfault when the number of samples is smaller than the number of categories. (https://github.com/dmlc/xgboost/pull/7853)
- Enable partition-based split for all model types. (https://github.com/dmlc/xgboost/pull/7857)
### JVM packages
We replaced the old parallelism tracker with spark barrier mode to improve the robustness of the JVM package and fix the GPU training pipeline.
- Fix GPU training pipeline quantile synchronization. (#7823, #7834)
- Use barrier model in spark package. (https://github.com/dmlc/xgboost/pull/7836, https://github.com/dmlc/xgboost/pull/7840, https://github.com/dmlc/xgboost/pull/7845, https://github.com/dmlc/xgboost/pull/7846)
- Fix shared object loading on some platforms. (https://github.com/dmlc/xgboost/pull/7844)
## v1.6.0 (2022 Apr 16)
After a long period of development, XGBoost v1.6.0 is packed with many new features and
improvements. We summarize them in the following sections starting with an introduction to
some major new features, then moving on to language binding specific changes including new
features and notable bug fixes for that binding.
### Development of categorical data support
This version of XGBoost features new improvements and full coverage of experimental
categorical data support in Python and C package with tree model. Both `hist`, `approx`
and `gpu_hist` now support training with categorical data. Also, partition-based
categorical split is introduced in this release. This split type is first available in
LightGBM in the context of gradient boosting. The previous XGBoost release supported one-hot split where the splitting criteria is of form `x \in {c}`, i.e. the categorical feature `x` is tested against a single candidate. The new release allows for more expressive conditions: `x \in S` where the categorical feature `x` is tested against multiple candidates. Moreover, it is now possible to use any tree algorithms (`hist`, `approx`, `gpu_hist`) when creating categorical splits. For more
information, please see our tutorial on [categorical
data](https://xgboost.readthedocs.io/en/latest/tutorials/categorical.html), along with
examples linked on that page. (#7380, #7708, #7695, #7330, #7307, #7322, #7705,
#7652, #7592, #7666, #7576, #7569, #7529, #7575, #7393, #7465, #7385, #7371, #7745, #7810)
In the future, we will continue to improve categorical data support with new features and
optimizations. Also, we are looking forward to bringing the feature beyond Python binding,
contributions and feedback are welcomed! Lastly, as a result of experimental status, the
behavior might be subject to change, especially the default value of related
hyper-parameters.
### Experimental support for multi-output model
XGBoost 1.6 features initial support for the multi-output model, which includes
multi-output regression and multi-label classification. Along with this, the XGBoost
classifier has proper support for base margin without to need for the user to flatten the
input. In this initial support, XGBoost builds one model for each target similar to the
sklearn meta estimator, for more details, please see our [quick
introduction](https://xgboost.readthedocs.io/en/latest/tutorials/multioutput.html).
(#7365, #7736, #7607, #7574, #7521, #7514, #7456, #7453, #7455, #7434, #7429, #7405, #7381)
### External memory support
External memory support for both approx and hist tree method is considered feature
complete in XGBoost 1.6. Building upon the iterator-based interface introduced in the
previous version, now both `hist` and `approx` iterates over each batch of data during
training and prediction. In previous versions, `hist` concatenates all the batches into
an internal representation, which is removed in this version. As a result, users can
expect higher scalability in terms of data size but might experience lower performance due
to disk IO. (#7531, #7320, #7638, #7372)
### Rewritten approx
The `approx` tree method is rewritten based on the existing `hist` tree method. The
rewrite closes the feature gap between `approx` and `hist` and improves the performance.
Now the behavior of `approx` should be more aligned with `hist` and `gpu_hist`. Here is a
list of user-visible changes:
- Supports both `max_leaves` and `max_depth`.
- Supports `grow_policy`.
- Supports monotonic constraint.
- Supports feature weights.
- Use `max_bin` to replace `sketch_eps`.
- Supports categorical data.
- Faster performance for many of the datasets.
- Improved performance and robustness for distributed training.
- Supports prediction cache.
- Significantly better performance for external memory when `depthwise` policy is used.
### New serialization format
Based on the existing JSON serialization format, we introduce UBJSON support as a more
efficient alternative. Both formats will be available in the future and we plan to
gradually [phase out](https://github.com/dmlc/xgboost/issues/7547) support for the old
binary model format. Users can opt to use the different formats in the serialization
function by providing the file extension `json` or `ubj`. Also, the `save_raw` function in
all supported languages bindings gains a new parameter for exporting the model in different
formats, available options are `json`, `ubj`, and `deprecated`, see document for the
language binding you are using for details. Lastly, the default internal serialization
format is set to UBJSON, which affects Python pickle and R RDS. (#7572, #7570, #7358,
#7571, #7556, #7549, #7416)
### General new features and improvements
Aside from the major new features mentioned above, some others are summarized here:
* Users can now access the build information of XGBoost binary in Python and C
interface. (#7399, #7553)
* Auto-configuration of `seed_per_iteration` is removed, now distributed training should
generate closer results to single node training when sampling is used. (#7009)
* A new parameter `huber_slope` is introduced for the `Pseudo-Huber` objective.
* During source build, XGBoost can choose cub in the system path automatically. (#7579)
* XGBoost now honors the CPU counts from CFS, which is usually set in docker
environments. (#7654, #7704)
* The metric `aucpr` is rewritten for better performance and GPU support. (#7297, #7368)
* Metric calculation is now performed in double precision. (#7364)
* XGBoost no longer mutates the global OpenMP thread limit. (#7537, #7519, #7608, #7590,
#7589, #7588, #7687)
* The default behavior of `max_leave` and `max_depth` is now unified (#7302, #7551).
* CUDA fat binary is now compressed. (#7601)
* Deterministic result for evaluation metric and linear model. In previous versions of
XGBoost, evaluation results might differ slightly for each run due to parallel reduction
for floating-point values, which is now addressed. (#7362, #7303, #7316, #7349)
* XGBoost now uses double for GPU Hist node sum, which improves the accuracy of
`gpu_hist`. (#7507)
### Performance improvements
Most of the performance improvements are integrated into other refactors during feature
developments. The `approx` should see significant performance gain for many datasets as
mentioned in the previous section, while the `hist` tree method also enjoys improved
performance with the removal of the internal `pruner` along with some other
refactoring. Lastly, `gpu_hist` no longer synchronizes the device during training. (#7737)
### General bug fixes
This section lists bug fixes that are not specific to any language binding.
* The `num_parallel_tree` is now a model parameter instead of a training hyper-parameter,
which fixes model IO with random forest. (#7751)
* Fixes in CMake script for exporting configuration. (#7730)
* XGBoost can now handle unsorted sparse input. This includes text file formats like
libsvm and scipy sparse matrix where column index might not be sorted. (#7731)
* Fix tree param feature type, this affects inputs with the number of columns greater than
the maximum value of int32. (#7565)
* Fix external memory with gpu_hist and subsampling. (#7481)
* Check the number of trees in inplace predict, this avoids a potential segfault when an
incorrect value for `iteration_range` is provided. (#7409)
* Fix non-stable result in cox regression (#7756)
### Changes in the Python package
Other than the changes in Dask, the XGBoost Python package gained some new features and
improvements along with small bug fixes.
* Python 3.7 is required as the lowest Python version. (#7682)
* Pre-built binary wheel for Apple Silicon. (#7621, #7612, #7747) Apple Silicon users will
now be able to run `pip install xgboost` to install XGBoost.
* MacOS users no longer need to install `libomp` from Homebrew, as the XGBoost wheel now
bundles `libomp.dylib` library.
* There are new parameters for users to specify the custom metric with new
behavior. XGBoost can now output transformed prediction values when a custom objective is
not supplied. See our explanation in the
[tutorial](https://xgboost.readthedocs.io/en/latest/tutorials/custom_metric_obj.html#reverse-link-function)
for details.
* For the sklearn interface, following the estimator guideline from scikit-learn, all
parameters in `fit` that are not related to input data are moved into the constructor
and can be set by `set_params`. (#6751, #7420, #7375, #7369)
* Apache arrow format is now supported, which can bring better performance to users'
pipeline (#7512)
* Pandas nullable types are now supported (#7760)
* A new function `get_group` is introduced for `DMatrix` to allow users to get the group
information in the custom objective function. (#7564)
* More training parameters are exposed in the sklearn interface instead of relying on the
`**kwargs`. (#7629)
* A new attribute `feature_names_in_` is defined for all sklearn estimators like
`XGBRegressor` to follow the convention of sklearn. (#7526)
* More work on Python type hint. (#7432, #7348, #7338, #7513, #7707)
* Support the latest pandas Index type. (#7595)
* Fix for Feature shape mismatch error on s390x platform (#7715)
* Fix using feature names for constraints with multiple groups (#7711)
* We clarified the behavior of the callback function when it contains mutable
states. (#7685)
* Lastly, there are some code cleanups and maintenance work. (#7585, #7426, #7634, #7665,
#7667, #7377, #7360, #7498, #7438, #7667, #7752, #7749, #7751)
### Changes in the Dask interface
* Dask module now supports user-supplied host IP and port address of scheduler node.
Please see [introduction](https://xgboost.readthedocs.io/en/latest/tutorials/dask.html#troubleshooting) and
[API document](https://xgboost.readthedocs.io/en/latest/python/python_api.html#optional-dask-configuration)
for reference. (#7645, #7581)
* Internal `DMatrix` construction in dask now honers thread configuration. (#7337)
* A fix for `nthread` configuration using the Dask sklearn interface. (#7633)
* The Dask interface can now handle empty partitions. An empty partition is different
from an empty worker, the latter refers to the case when a worker has no partition of an
input dataset, while the former refers to some partitions on a worker that has zero
sizes. (#7644, #7510)
* Scipy sparse matrix is supported as Dask array partition. (#7457)
* Dask interface is no longer considered experimental. (#7509)
### Changes in the R package
This section summarizes the new features, improvements, and bug fixes to the R package.
* `load.raw` can optionally construct a booster as return. (#7686)
* Fix parsing decision stump, which affects both transforming text representation to data
table and plotting. (#7689)
* Implement feature weights. (#7660)
* Some improvements for complying the CRAN release policy. (#7672, #7661, #7763)
* Support CSR data for predictions (#7615)
* Document update (#7263, #7606)
* New maintainer for the CRAN package (#7691, #7649)
* Handle non-standard installation of toolchain on macos (#7759)
### Changes in JVM-packages
Some new features for JVM-packages are introduced for a more integrated GPU pipeline and
better compatibility with musl-based Linux. Aside from this, we have a few notable bug
fixes.
* User can specify the tracker IP address for training, which helps running XGBoost on
restricted network environments. (#7808)
* Add support for detecting musl-based Linux (#7624)
* Add `DeviceQuantileDMatrix` to Scala binding (#7459)
* Add Rapids plugin support, now more of the JVM pipeline can be accelerated by RAPIDS (#7491, #7779, #7793, #7806)
* The setters for CPU and GPU are more aligned (#7692, #7798)
* Control logging for early stopping (#7326)
* Do not repartition when nWorker = 1 (#7676)
* Fix the prediction issue for `multi:softmax` (#7694)
* Fix for serialization of custom objective and eval (#7274)
* Update documentation about Python tracker (#7396)
* Remove jackson from dependency, which fixes CVE-2020-36518. (#7791)
* Some refactoring to the training pipeline for better compatibility between CPU and
GPU. (#7440, #7401, #7789, #7784)
* Maintenance work. (#7550, #7335, #7641, #7523, #6792, #4676)
### Deprecation
Other than the changes in the Python package and serialization, we removed some deprecated
features in previous releases. Also, as mentioned in the previous section, we plan to
phase out the old binary format in future releases.
* Remove old warning in 1.3 (#7279)
* Remove label encoder deprecated in 1.3. (#7357)
* Remove old callback deprecated in 1.3. (#7280)
* Pre-built binary will no longer support deprecated CUDA architectures including sm35 and
sm50. Users can continue to use these platforms with source build. (#7767)
### Documentation
This section lists some of the general changes to XGBoost's document, for language binding
specific change please visit related sections.
* Document is overhauled to use the new RTD theme, along with integration of Python
examples using Sphinx gallery. Also, we replaced most of the hard-coded URLs with sphinx
references. (#7347, #7346, #7468, #7522, #7530)
* Small update along with fixes for broken links, typos, etc. (#7684, #7324, #7334, #7655,
#7628, #7623, #7487, #7532, #7500, #7341, #7648, #7311)
* Update document for GPU. [skip ci] (#7403)
* Document the status of RTD hosting. (#7353)
* Update document for building from source. (#7664)
* Add note about CRAN release [skip ci] (#7395)
### Maintenance
This is a summary of maintenance work that is not specific to any language binding.
* Add CMake option to use /MD runtime (#7277)
* Add clang-format configuration. (#7383)
* Code cleanups (#7539, #7536, #7466, #7499, #7533, #7735, #7722, #7668, #7304, #7293,
#7321, #7356, #7345, #7387, #7577, #7548, #7469, #7680, #7433, #7398)
* Improved tests with better coverage and latest dependency (#7573, #7446, #7650, #7520,
#7373, #7723, #7611, #7771)
* Improved automation of the release process. (#7278, #7332, #7470)
* Compiler workarounds (#7673)
* Change shebang used in CLI demo. (#7389)
* Update affiliation (#7289)
### CI
Some fixes and update to XGBoost's CI infrastructure. (#7739, #7701, #7382, #7662, #7646,
#7582, #7407, #7417, #7475, #7474, #7479, #7472, #7626)
## v1.5.0 (2021 Oct 11)
This release comes with many exciting new features and optimizations, along with some bug

View File

@@ -16,7 +16,6 @@ target_compile_definitions(xgboost-r
-DDMLC_LOG_BEFORE_THROW=0
-DDMLC_DISABLE_STDIN=1
-DDMLC_LOG_CUSTOMIZE=1
-DRABIT_CUSTOMIZE_MSG_
-DRABIT_STRICT_CXX98_)
target_include_directories(xgboost-r
PRIVATE
@@ -31,7 +30,7 @@ if (USE_OPENMP)
endif (USE_OPENMP)
set_target_properties(
xgboost-r PROPERTIES
CXX_STANDARD 14
CXX_STANDARD 17
CXX_STANDARD_REQUIRED ON
POSITION_INDEPENDENT_CODE ON)

View File

@@ -1,8 +1,8 @@
Package: xgboost
Type: Package
Title: Extreme Gradient Boosting
Version: 1.6.0.1
Date: 2022-03-29
Version: 2.0.0.1
Date: 2022-10-18
Authors@R: c(
person("Tianqi", "Chen", role = c("aut"),
email = "tianqi.tchen@gmail.com"),
@@ -54,10 +54,8 @@ Suggests:
Ckmeans.1d.dp (>= 3.3.1),
vcd (>= 1.3),
testthat,
lintr,
igraph (>= 1.0.1),
float,
crayon,
titanic
Depends:
R (>= 3.3.0)
@@ -66,5 +64,6 @@ Imports:
methods,
data.table (>= 1.9.6),
jsonlite (>= 1.0),
RoxygenNote: 7.1.1
SystemRequirements: GNU make, C++14
RoxygenNote: 7.2.3
Encoding: UTF-8
SystemRequirements: GNU make, C++17

View File

@@ -1,9 +1,9 @@
Copyright (c) 2014 by Tianqi Chen and Contributors
Copyright (c) 2014-2023, Tianqi Chen and XBGoost Contributors
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

View File

@@ -114,7 +114,7 @@ cb.evaluation.log <- function() {
if (is.null(mnames) || any(mnames == ""))
stop("bst_evaluation must have non-empty names")
mnames <<- gsub('-', '_', names(env$bst_evaluation))
mnames <<- gsub('-', '_', names(env$bst_evaluation), fixed = TRUE)
if (!is.null(env$bst_evaluation_err))
mnames <<- c(paste0(mnames, '_mean'), paste0(mnames, '_std'))
}
@@ -185,7 +185,7 @@ cb.reset.parameters <- function(new_params) {
if (typeof(new_params) != "list")
stop("'new_params' must be a list")
pnames <- gsub("\\.", "_", names(new_params))
pnames <- gsub(".", "_", names(new_params), fixed = TRUE)
nrounds <- NULL
# run some checks in the beginning
@@ -300,9 +300,9 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
if (length(env$bst_evaluation) == 0)
stop("For early stopping, watchlist must have at least one element")
eval_names <- gsub('-', '_', names(env$bst_evaluation))
eval_names <- gsub('-', '_', names(env$bst_evaluation), fixed = TRUE)
if (!is.null(metric_name)) {
metric_idx <<- which(gsub('-', '_', metric_name) == eval_names)
metric_idx <<- which(gsub('-', '_', metric_name, fixed = TRUE) == eval_names)
if (length(metric_idx) == 0)
stop("'metric_name' for early stopping is not one of the following:\n",
paste(eval_names, collapse = ' '), '\n')
@@ -319,7 +319,7 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
# maximize is usually NULL when not set in xgb.train and built-in metrics
if (is.null(maximize))
maximize <<- grepl('(_auc|_map|_ndcg)', metric_name)
maximize <<- grepl('(_auc|_map|_ndcg|_pre)', metric_name)
if (verbose && NVL(env$rank, 0) == 0)
cat("Will train until ", metric_name, " hasn't improved in ",
@@ -544,9 +544,11 @@ cb.cv.predict <- function(save_models = FALSE) {
#'
#' @return
#' Results are stored in the \code{coefs} element of the closure.
#' The \code{\link{xgb.gblinear.history}} convenience function provides an easy way to access it.
#' The \code{\link{xgb.gblinear.history}} convenience function provides an easy
#' way to access it.
#' With \code{xgb.train}, it is either a dense of a sparse matrix.
#' While with \code{xgb.cv}, it is a list (an element per each fold) of such matrices.
#' While with \code{xgb.cv}, it is a list (an element per each fold) of such
#' matrices.
#'
#' @seealso
#' \code{\link{callbacks}}, \code{\link{xgb.gblinear.history}}.
@@ -558,7 +560,7 @@ cb.cv.predict <- function(save_models = FALSE) {
#' # without considering the 2nd order interactions:
#' x <- model.matrix(Species ~ .^2, iris)[,-1]
#' colnames(x)
#' dtrain <- xgb.DMatrix(scale(x), label = 1*(iris$Species == "versicolor"))
#' dtrain <- xgb.DMatrix(scale(x), label = 1*(iris$Species == "versicolor"), nthread = 2)
#' param <- list(booster = "gblinear", objective = "reg:logistic", eval_metric = "auc",
#' lambda = 0.0003, alpha = 0.0003, nthread = 2)
#' # For 'shotgun', which is a default linear updater, using high eta values may result in
@@ -583,19 +585,19 @@ cb.cv.predict <- function(save_models = FALSE) {
#'
#' # For xgb.cv:
#' bst <- xgb.cv(param, dtrain, nfold = 5, nrounds = 100, eta = 0.8,
#' callbacks = list(cb.gblinear.history()))
#' callbacks = list(cb.gblinear.history()))
#' # coefficients in the CV fold #3
#' matplot(xgb.gblinear.history(bst)[[3]], type = 'l')
#'
#'
#' #### Multiclass classification:
#' #
#' dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1)
#' dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1, nthread = 1)
#' param <- list(booster = "gblinear", objective = "multi:softprob", num_class = 3,
#' lambda = 0.0003, alpha = 0.0003, nthread = 2)
#' lambda = 0.0003, alpha = 0.0003, nthread = 1)
#' # For the default linear updater 'shotgun' it sometimes is helpful
#' # to use smaller eta to reduce instability
#' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 70, eta = 0.5,
#' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 50, eta = 0.5,
#' callbacks = list(cb.gblinear.history()))
#' # Will plot the coefficient paths separately for each class:
#' matplot(xgb.gblinear.history(bst, class_index = 0), type = 'l')
@@ -609,13 +611,15 @@ cb.cv.predict <- function(save_models = FALSE) {
#' matplot(xgb.gblinear.history(bst, class_index = 0)[[1]], type = 'l')
#'
#' @export
cb.gblinear.history <- function(sparse=FALSE) {
cb.gblinear.history <- function(sparse = FALSE) {
coefs <- NULL
init <- function(env) {
if (!is.null(env$bst)) { # xgb.train:
} else if (!is.null(env$bst_folds)) { # xgb.cv:
} else stop("Parent frame has neither 'bst' nor 'bst_folds'")
# xgb.train(): bst will be present
# xgb.cv(): bst_folds will be present
if (is.null(env$bst) && is.null(env$bst_folds)) {
stop("Parent frame has neither 'bst' nor 'bst_folds'")
}
}
# convert from list to (sparse) matrix

View File

@@ -38,11 +38,11 @@ check.booster.params <- function(params, ...) {
stop("params must be a list")
# in R interface, allow for '.' instead of '_' in parameter names
names(params) <- gsub("\\.", "_", names(params))
names(params) <- gsub(".", "_", names(params), fixed = TRUE)
# merge parameters from the params and the dots-expansion
dot_params <- list(...)
names(dot_params) <- gsub("\\.", "_", names(dot_params))
names(dot_params) <- gsub(".", "_", names(dot_params), fixed = TRUE)
if (length(intersect(names(params),
names(dot_params))) > 0)
stop("Same parameters in 'params' and in the call are not allowed. Please check your 'params' list.")
@@ -82,7 +82,7 @@ check.booster.params <- function(params, ...) {
# interaction constraints parser (convert from list of column indices to string)
if (!is.null(params[['interaction_constraints']]) &&
typeof(params[['interaction_constraints']]) != "character"){
typeof(params[['interaction_constraints']]) != "character") {
# check input class
if (!identical(class(params[['interaction_constraints']]), 'list')) stop('interaction_constraints should be class list')
if (!all(unique(sapply(params[['interaction_constraints']], class)) %in% c('numeric', 'integer'))) {
@@ -251,8 +251,7 @@ generate.cv.folds <- function(nfold, nrows, stratified, label, params) {
# Creates CV folds stratified by the values of y.
# It was borrowed from caret::createFolds and simplified
# by always returning an unnamed list of fold indices.
xgb.createFolds <- function(y, k = 10)
{
xgb.createFolds <- function(y, k = 10) {
if (is.numeric(y)) {
## Group the numeric data based on their magnitudes
## and sample within those groups.

View File

@@ -214,6 +214,10 @@ xgb.Booster.complete <- function(object, saveraw = TRUE) {
#' Since it quadratically depends on the number of features, it is recommended to perform selection
#' of the most important features first. See below about the format of the returned results.
#'
#' The \code{predict()} method uses as many threads as defined in \code{xgb.Booster} object (all by default).
#' If you want to change their number, then assign a new number to \code{nthread} using \code{\link{xgb.parameters<-}}.
#' Note also that converting a matrix to \code{\link{xgb.DMatrix}} uses multiple threads too.
#'
#' @return
#' The return type is different depending whether \code{strict_shape} is set to \code{TRUE}. By default,
#' for regression or binary classification, it returns a vector of length \code{nrows(newdata)}.
@@ -328,8 +332,9 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
predleaf = FALSE, predcontrib = FALSE, approxcontrib = FALSE, predinteraction = FALSE,
reshape = FALSE, training = FALSE, iterationrange = NULL, strict_shape = FALSE, ...) {
object <- xgb.Booster.complete(object, saveraw = FALSE)
if (!inherits(newdata, "xgb.DMatrix"))
newdata <- xgb.DMatrix(newdata, missing = missing)
newdata <- xgb.DMatrix(newdata, missing = missing, nthread = NVL(object$params[["nthread"]], -1))
if (!is.null(object[["feature_names"]]) &&
!is.null(colnames(newdata)) &&
!identical(object[["feature_names"]], colnames(newdata)))
@@ -629,7 +634,7 @@ xgb.attributes <- function(object) {
#' @export
xgb.config <- function(object) {
handle <- xgb.get.handle(object)
.Call(XGBoosterSaveJsonConfig_R, handle);
.Call(XGBoosterSaveJsonConfig_R, handle)
}
#' @rdname xgb.config
@@ -671,7 +676,7 @@ xgb.config <- function(object) {
if (is.null(names(p)) || any(nchar(names(p)) == 0)) {
stop("parameter names cannot be empty strings")
}
names(p) <- gsub("\\.", "_", names(p))
names(p) <- gsub(".", "_", names(p), fixed = TRUE)
p <- lapply(p, function(x) as.character(x)[1])
handle <- xgb.get.handle(object)
for (i in seq_along(p)) {

View File

@@ -18,7 +18,7 @@
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#' xgb.DMatrix.save(dtrain, 'xgb.DMatrix.data')
#' dtrain <- xgb.DMatrix('xgb.DMatrix.data')
#' if (file.exists('xgb.DMatrix.data')) file.remove('xgb.DMatrix.data')
@@ -36,25 +36,46 @@ xgb.DMatrix <- function(data, info = list(), missing = NA, silent = FALSE, nthre
cnames <- colnames(data)
} else if (inherits(data, "dgCMatrix")) {
handle <- .Call(
XGDMatrixCreateFromCSC_R, data@p, data@i, data@x, nrow(data), as.integer(NVL(nthread, -1))
XGDMatrixCreateFromCSC_R,
data@p,
data@i,
data@x,
nrow(data),
missing,
as.integer(NVL(nthread, -1))
)
cnames <- colnames(data)
} else if (inherits(data, "dgRMatrix")) {
handle <- .Call(
XGDMatrixCreateFromCSR_R, data@p, data@j, data@x, ncol(data), as.integer(NVL(nthread, -1))
XGDMatrixCreateFromCSR_R,
data@p,
data@j,
data@x,
ncol(data),
missing,
as.integer(NVL(nthread, -1))
)
cnames <- colnames(data)
} else if (inherits(data, "dsparseVector")) {
indptr <- c(0L, as.integer(length(data@i)))
ind <- as.integer(data@i) - 1L
handle <- .Call(
XGDMatrixCreateFromCSR_R, indptr, ind, data@x, length(data), as.integer(NVL(nthread, -1))
XGDMatrixCreateFromCSR_R,
indptr,
ind,
data@x,
length(data),
missing,
as.integer(NVL(nthread, -1))
)
} else {
stop("xgb.DMatrix does not support construction from ", typeof(data))
}
dmat <- handle
attributes(dmat) <- list(.Dimnames = list(NULL, cnames), class = "xgb.DMatrix")
attributes(dmat) <- list(class = "xgb.DMatrix")
if (!is.null(cnames)) {
setinfo(dmat, "feature_name", cnames)
}
info <- append(info, list(...))
for (i in seq_along(info)) {
@@ -73,7 +94,7 @@ xgb.get.DMatrix <- function(data, label = NULL, missing = NA, weight = NULL, nth
stop("label must be provided when data is a matrix")
}
dtrain <- xgb.DMatrix(data, label = label, missing = missing, nthread = nthread)
if (!is.null(weight)){
if (!is.null(weight)) {
setinfo(dtrain, "weight", weight)
}
} else {
@@ -107,7 +128,7 @@ xgb.get.DMatrix <- function(data, label = NULL, missing = NA, weight = NULL, nth
#' @examples
#' data(agaricus.train, package='xgboost')
#' train <- agaricus.train
#' dtrain <- xgb.DMatrix(train$data, label=train$label)
#' dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
#'
#' stopifnot(nrow(dtrain) == nrow(train$data))
#' stopifnot(ncol(dtrain) == ncol(train$data))
@@ -135,7 +156,7 @@ dim.xgb.DMatrix <- function(x) {
#' @examples
#' data(agaricus.train, package='xgboost')
#' train <- agaricus.train
#' dtrain <- xgb.DMatrix(train$data, label=train$label)
#' dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
#' dimnames(dtrain)
#' colnames(dtrain)
#' colnames(dtrain) <- make.names(1:ncol(train$data))
@@ -144,7 +165,9 @@ dim.xgb.DMatrix <- function(x) {
#' @rdname dimnames.xgb.DMatrix
#' @export
dimnames.xgb.DMatrix <- function(x) {
attr(x, '.Dimnames')
fn <- getinfo(x, "feature_name")
## row names is null.
list(NULL, fn)
}
#' @rdname dimnames.xgb.DMatrix
@@ -155,13 +178,13 @@ dimnames.xgb.DMatrix <- function(x) {
if (!is.null(value[[1L]]))
stop("xgb.DMatrix does not have rownames")
if (is.null(value[[2]])) {
attr(x, '.Dimnames') <- NULL
setinfo(x, "feature_name", NULL)
return(x)
}
if (ncol(x) != length(value[[2]]))
stop("can't assign ", length(value[[2]]), " colnames to a ",
ncol(x), " column xgb.DMatrix")
attr(x, '.Dimnames') <- value
if (ncol(x) != length(value[[2]])) {
stop("can't assign ", length(value[[2]]), " colnames to a ", ncol(x), " column xgb.DMatrix")
}
setinfo(x, "feature_name", value[[2]])
x
}
@@ -188,7 +211,7 @@ dimnames.xgb.DMatrix <- function(x) {
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#'
#' labels <- getinfo(dtrain, 'label')
#' setinfo(dtrain, 'label', 1-labels)
@@ -203,13 +226,17 @@ getinfo <- function(object, ...) UseMethod("getinfo")
#' @export
getinfo.xgb.DMatrix <- function(object, name, ...) {
if (typeof(name) != "character" ||
length(name) != 1 ||
!name %in% c('label', 'weight', 'base_margin', 'nrow',
'label_lower_bound', 'label_upper_bound')) {
stop("getinfo: name must be one of the following\n",
" 'label', 'weight', 'base_margin', 'nrow', 'label_lower_bound', 'label_upper_bound'")
length(name) != 1 ||
!name %in% c('label', 'weight', 'base_margin', 'nrow',
'label_lower_bound', 'label_upper_bound', "feature_type", "feature_name")) {
stop(
"getinfo: name must be one of the following\n",
" 'label', 'weight', 'base_margin', 'nrow', 'label_lower_bound', 'label_upper_bound', 'feature_type', 'feature_name'"
)
}
if (name != "nrow"){
if (name == "feature_name" || name == "feature_type") {
ret <- .Call(XGDMatrixGetStrFeatureInfo_R, object, name)
} else if (name != "nrow") {
ret <- .Call(XGDMatrixGetInfo_R, object, name)
} else {
ret <- nrow(object)
@@ -240,7 +267,7 @@ getinfo.xgb.DMatrix <- function(object, name, ...) {
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#'
#' labels <- getinfo(dtrain, 'label')
#' setinfo(dtrain, 'label', 1-labels)
@@ -294,8 +321,31 @@ setinfo.xgb.DMatrix <- function(object, name, info, ...) {
.Call(XGDMatrixSetInfo_R, object, name, as.numeric(info))
return(TRUE)
}
set_feat_info <- function(name) {
msg <- sprintf(
"The number of %s must equal to the number of columns in the input data. %s vs. %s",
name,
length(info),
ncol(object)
)
if (!is.null(info)) {
info <- as.list(info)
if (length(info) != ncol(object)) {
stop(msg)
}
}
.Call(XGDMatrixSetStrFeatureInfo_R, object, name, info)
}
if (name == "feature_name") {
set_feat_info("feature_name")
return(TRUE)
}
if (name == "feature_type") {
set_feat_info("feature_type")
return(TRUE)
}
stop("setinfo: unknown info name ", name)
return(FALSE)
}
@@ -312,7 +362,7 @@ setinfo.xgb.DMatrix <- function(object, name, info, ...) {
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#'
#' dsub <- slice(dtrain, 1:42)
#' labels1 <- getinfo(dsub, 'label')
@@ -368,7 +418,7 @@ slice.xgb.DMatrix <- function(object, idxset, ...) {
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#'
#' dtrain
#' print(dtrain, verbose=TRUE)
@@ -385,7 +435,7 @@ print.xgb.DMatrix <- function(x, verbose = FALSE, ...) {
cat(infos)
cnames <- colnames(x)
cat(' colnames:')
if (verbose & !is.null(cnames)) {
if (verbose && !is.null(cnames)) {
cat("\n'")
cat(cnames, sep = "','")
cat("'")

View File

@@ -7,7 +7,7 @@
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#' xgb.DMatrix.save(dtrain, 'xgb.DMatrix.data')
#' dtrain <- xgb.DMatrix('xgb.DMatrix.data')
#' if (file.exists('xgb.DMatrix.data')) file.remove('xgb.DMatrix.data')

View File

@@ -48,8 +48,8 @@
#' @examples
#' data(agaricus.train, package='xgboost')
#' data(agaricus.test, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtest <- with(agaricus.test, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#' dtest <- with(agaricus.test, xgb.DMatrix(data, label = label, nthread = 2))
#'
#' param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
#' nrounds = 4
@@ -65,8 +65,12 @@
#' new.features.test <- xgb.create.features(model = bst, agaricus.test$data)
#'
#' # learning with new features
#' new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
#' new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
#' new.dtrain <- xgb.DMatrix(
#' data = new.features.train, label = agaricus.train$label, nthread = 2
#' )
#' new.dtest <- xgb.DMatrix(
#' data = new.features.test, label = agaricus.test$label, nthread = 2
#' )
#' watchlist <- list(train = new.dtrain)
#' bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
#'
@@ -79,7 +83,7 @@
#' accuracy.after, "!\n"))
#'
#' @export
xgb.create.features <- function(model, data, ...){
xgb.create.features <- function(model, data, ...) {
check.deprecation(...)
pred_with_leaf <- predict(model, data, predleaf = TRUE)
cols <- lapply(as.data.frame(pred_with_leaf), factor)

View File

@@ -75,9 +75,11 @@
#' @details
#' The original sample is randomly partitioned into \code{nfold} equal size subsamples.
#'
#' Of the \code{nfold} subsamples, a single subsample is retained as the validation data for testing the model, and the remaining \code{nfold - 1} subsamples are used as training data.
#' Of the \code{nfold} subsamples, a single subsample is retained as the validation data for testing the model,
#' and the remaining \code{nfold - 1} subsamples are used as training data.
#'
#' The cross-validation process is then repeated \code{nrounds} times, with each of the \code{nfold} subsamples used exactly once as the validation data.
#' The cross-validation process is then repeated \code{nrounds} times, with each of the
#' \code{nfold} subsamples used exactly once as the validation data.
#'
#' All observations are used for both training and validation.
#'
@@ -110,17 +112,17 @@
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#' cv <- xgb.cv(data = dtrain, nrounds = 3, nthread = 2, nfold = 5, metrics = list("rmse","auc"),
#' max_depth = 3, eta = 1, objective = "binary:logistic")
#' max_depth = 3, eta = 1, objective = "binary:logistic")
#' print(cv)
#' print(cv, verbose=TRUE)
#'
#' @export
xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing = NA,
prediction = FALSE, showsd = TRUE, metrics=list(),
xgb.cv <- function(params = list(), data, nrounds, nfold, label = NULL, missing = NA,
prediction = FALSE, showsd = TRUE, metrics = list(),
obj = NULL, feval = NULL, stratified = TRUE, folds = NULL, train_folds = NULL,
verbose = TRUE, print_every_n=1L,
verbose = TRUE, print_every_n = 1L,
early_stopping_rounds = NULL, maximize = NULL, callbacks = list(), ...) {
check.deprecation(...)
@@ -192,7 +194,7 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
# create the booster-folds
# train_folds
dall <- xgb.get.DMatrix(data, label, missing)
dall <- xgb.get.DMatrix(data, label, missing, nthread = params$nthread)
bst_folds <- lapply(seq_along(folds), function(k) {
dtest <- slice(dall, folds[[k]])
# code originally contributed by @RolandASc on stackoverflow

View File

@@ -38,7 +38,7 @@
#' cat(xgb.dump(bst, with_stats = TRUE, dump_format='json'))
#'
#' @export
xgb.dump <- function(model, fname = NULL, fmap = "", with_stats=FALSE,
xgb.dump <- function(model, fname = NULL, fmap = "", with_stats = FALSE,
dump_format = c("text", "json"), ...) {
check.deprecation(...)
dump_format <- match.arg(dump_format)

View File

@@ -4,7 +4,7 @@
#' @rdname xgb.plot.importance
#' @export
xgb.ggplot.importance <- function(importance_matrix = NULL, top_n = NULL, measure = NULL,
rel_to_first = FALSE, n_clusters = c(1:10), ...) {
rel_to_first = FALSE, n_clusters = seq_len(10), ...) {
importance_matrix <- xgb.plot.importance(importance_matrix, top_n = top_n, measure = measure,
rel_to_first = rel_to_first, plot = FALSE, ...)

View File

@@ -82,7 +82,7 @@
#'
#' @export
xgb.importance <- function(feature_names = NULL, model = NULL, trees = NULL,
data = NULL, label = NULL, target = NULL){
data = NULL, label = NULL, target = NULL) {
if (!(is.null(data) && is.null(label) && is.null(target)))
warning("xgb.importance: parameters 'data', 'label' and 'target' are deprecated")
@@ -104,7 +104,11 @@ xgb.importance <- function(feature_names = NULL, model = NULL, trees = NULL,
XGBoosterFeatureScore_R, model$handle, jsonlite::toJSON(args, auto_unbox = TRUE, null = "null")
)
names(results) <- c("features", "shape", "weight")
n_classes <- if (length(results$shape) == 2) { results$shape[2] } else { 0 }
if (length(results$shape) == 2) {
n_classes <- results$shape[2]
} else {
n_classes <- 0
}
importance <- if (n_classes == 0) {
data.table(Feature = results$features, Weight = results$weight)[order(-abs(Weight))]
} else {

View File

@@ -62,7 +62,7 @@
#'
#' @export
xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
trees = NULL, use_int_id = FALSE, ...){
trees = NULL, use_int_id = FALSE, ...) {
check.deprecation(...)
if (!inherits(model, "xgb.Booster") && !is.character(text)) {
@@ -82,7 +82,7 @@ xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
stop("trees: must be a vector of integers.")
}
if (is.null(text)){
if (is.null(text)) {
text <- xgb.dump(model = model, with_stats = TRUE)
}

View File

@@ -102,7 +102,9 @@ xgb.plot.importance <- function(importance_matrix = NULL, top_n = NULL, measure
original_mar <- par()$mar
# reset margins so this function doesn't have side effects
on.exit({par(mar = original_mar)})
on.exit({
par(mar = original_mar)
})
mar <- original_mar
if (!is.null(left_margin))

View File

@@ -61,7 +61,10 @@
#'
#' @export
xgb.plot.multi.trees <- function(model, feature_names = NULL, features_keep = 5, plot_width = NULL, plot_height = NULL,
render = TRUE, ...){
render = TRUE, ...) {
if (!requireNamespace("DiagrammeR", quietly = TRUE)) {
stop("DiagrammeR is required for xgb.plot.multi.trees")
}
check.deprecation(...)
tree.matrix <- xgb.model.dt.tree(feature_names = feature_names, model = model)
@@ -94,9 +97,9 @@ xgb.plot.multi.trees <- function(model, feature_names = NULL, features_keep = 5,
, by = .(abs.node.position, Feature)
][, .(Text = paste0(
paste0(
Feature[1:min(length(Feature), features_keep)],
Feature[seq_len(min(length(Feature), features_keep))],
" (",
format(Quality[1:min(length(Quality), features_keep)], digits = 5),
format(Quality[seq_len(min(length(Quality), features_keep))], digits = 5),
")"
),
collapse = "\n"

View File

@@ -143,7 +143,7 @@ xgb.plot.shap <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
y <- shap_contrib[, f][ord]
x_lim <- range(x, na.rm = TRUE)
y_lim <- range(y, na.rm = TRUE)
do_na <- plot_NA && any(is.na(x))
do_na <- plot_NA && anyNA(x)
if (do_na) {
x_range <- diff(x_lim)
loc_na <- min(x, na.rm = TRUE) + x_range * pos_NA
@@ -272,8 +272,8 @@ xgb.shap.data <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
imp <- xgb.importance(model = model, trees = trees, feature_names = colnames(data))
}
top_n <- top_n[1]
if (top_n < 1 | top_n > 100) stop("top_n: must be an integer within [1, 100]")
features <- imp$Feature[1:min(top_n, NROW(imp))]
if (top_n < 1 || top_n > 100) stop("top_n: must be an integer within [1, 100]")
features <- imp$Feature[seq_len(min(top_n, NROW(imp)))]
}
if (is.character(features)) {
features <- match(features, colnames(data))

View File

@@ -34,7 +34,7 @@
#' The branches that also used for missing values are marked as bold
#' (as in "carrying extra capacity").
#'
#' This function uses \href{http://www.graphviz.org/}{GraphViz} as a backend of DiagrammeR.
#' This function uses \href{https://www.graphviz.org/}{GraphViz} as a backend of DiagrammeR.
#'
#' @return
#'
@@ -68,7 +68,7 @@
#'
#' @export
xgb.plot.tree <- function(feature_names = NULL, model = NULL, trees = NULL, plot_width = NULL, plot_height = NULL,
render = TRUE, show_node_id = FALSE, ...){
render = TRUE, show_node_id = FALSE, ...) {
check.deprecation(...)
if (!inherits(model, "xgb.Booster")) {
stop("model: Has to be an object of class xgb.Booster")

View File

@@ -18,17 +18,37 @@
#' 2.1. Parameters for Tree Booster
#'
#' \itemize{
#' \item \code{eta} control the learning rate: scale the contribution of each tree by a factor of \code{0 < eta < 1} when it is added to the current approximation. Used to prevent overfitting by making the boosting process more conservative. Lower value for \code{eta} implies larger value for \code{nrounds}: low \code{eta} value means model more robust to overfitting but slower to compute. Default: 0.3
#' \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{eta} control the learning rate: scale the contribution of each tree by a factor of \code{0 < eta < 1}
#' when it is added to the current approximation.
#' Used to prevent overfitting by making the boosting process more conservative.
#' Lower value for \code{eta} implies larger value for \code{nrounds}: low \code{eta} value means model
#' more robust to overfitting but slower to compute. Default: 0.3}
#' \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{nrounds}. Default: 1
#' \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{nrounds}. Default: 1}
#' \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
#' \item \code{lambda} L2 regularization term on weights. Default: 1
#' \item \code{alpha} L1 regularization term on weights. (there is no L1 reg on bias because it is not important). Default: 0
#' \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.
#' \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. Parameters for Linear Booster
@@ -42,29 +62,53 @@
#' 3. Task Parameters
#'
#' \itemize{
#' \item \code{objective} specify the learning task and the corresponding learning objective, users can pass a self-defined function to it. The default objective options are below:
#' \item{ \code{objective} specify the learning task and the corresponding learning objective, users can pass a self-defined function to it.
#' The default objective options are below:
#' \itemize{
#' \item \code{reg:squarederror} Regression with squared loss (Default).
#' \item \code{reg:squaredlogerror}: regression with squared log loss \eqn{1/2 * (log(pred + 1) - log(label + 1))^2}. All inputs are required to be greater than -1. Also, see metric rmsle for possible issue with this objective.
#' \item{ \code{reg:squaredlogerror}: regression with squared log loss \eqn{1/2 * (log(pred + 1) - log(label + 1))^2}.
#' All inputs are required to be greater than -1.
#' Also, see metric rmsle for possible issue with this objective.}
#' \item \code{reg:logistic} logistic regression.
#' \item \code{reg:pseudohubererror}: regression with Pseudo Huber loss, a twice differentiable alternative to absolute loss.
#' \item \code{binary:logistic} logistic regression for binary classification. Output probability.
#' \item \code{binary:logitraw} logistic regression for binary classification, output score before logistic transformation.
#' \item \code{binary:hinge}: hinge loss for binary classification. This makes predictions of 0 or 1, rather than producing probabilities.
#' \item \code{count:poisson}: Poisson regression for count data, output mean of Poisson distribution. \code{max_delta_step} is set to 0.7 by default in poisson regression (used to safeguard optimization).
#' \item \code{survival:cox}: Cox regression for right censored survival time data (negative values are considered right censored). Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional hazard function \code{h(t) = h0(t) * HR)}.
#' \item \code{survival:aft}: Accelerated failure time model for censored survival time data. See \href{https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html}{Survival Analysis with Accelerated Failure Time} for details.
#' \item{ \code{count:poisson}: Poisson regression for count data, output mean of Poisson distribution.
#' \code{max_delta_step} is set to 0.7 by default in poisson regression (used to safeguard optimization).}
#' \item{ \code{survival:cox}: Cox regression for right censored survival time data (negative values are considered right censored).
#' Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional
#' hazard function \code{h(t) = h0(t) * HR)}.}
#' \item{ \code{survival:aft}: Accelerated failure time model for censored survival time data. See
#' \href{https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html}{Survival Analysis with Accelerated Failure Time}
#' for details.}
#' \item \code{aft_loss_distribution}: Probability Density Function used by \code{survival:aft} and \code{aft-nloglik} metric.
#' \item \code{multi:softmax} set xgboost to do multiclass classification using the softmax objective. Class is represented by a number and should be from 0 to \code{num_class - 1}.
#' \item \code{multi:softprob} same as softmax, but prediction outputs a vector of ndata * nclass elements, which can be further reshaped to ndata, nclass matrix. The result contains predicted probabilities of each data point belonging to each class.
#' \item{ \code{multi:softmax} set xgboost to do multiclass classification using the softmax objective.
#' Class is represented by a number and should be from 0 to \code{num_class - 1}.}
#' \item{ \code{multi:softprob} same as softmax, but prediction outputs a vector of ndata * nclass elements, which can be
#' further reshaped to ndata, nclass matrix. The result contains predicted probabilities of each data point belonging
#' to each class.}
#' \item \code{rank:pairwise} set xgboost to do ranking task by minimizing the pairwise loss.
#' \item \code{rank:ndcg}: Use LambdaMART to perform list-wise ranking where \href{https://en.wikipedia.org/wiki/Discounted_cumulative_gain}{Normalized Discounted Cumulative Gain (NDCG)} is maximized.
#' \item \code{rank:map}: Use LambdaMART to perform list-wise ranking where \href{https://en.wikipedia.org/wiki/Evaluation_measures_(information_retrieval)#Mean_average_precision}{Mean Average Precision (MAP)} is maximized.
#' \item \code{reg:gamma}: gamma regression with log-link. Output is a mean of gamma distribution. It might be useful, e.g., for modeling insurance claims severity, or for any outcome that might be \href{https://en.wikipedia.org/wiki/Gamma_distribution#Applications}{gamma-distributed}.
#' \item \code{reg:tweedie}: Tweedie regression with log-link. It might be useful, e.g., for modeling total loss in insurance, or for any outcome that might be \href{https://en.wikipedia.org/wiki/Tweedie_distribution#Applications}{Tweedie-distributed}.
#' \item{ \code{rank:ndcg}: Use LambdaMART to perform list-wise ranking where
#' \href{https://en.wikipedia.org/wiki/Discounted_cumulative_gain}{Normalized Discounted Cumulative Gain (NDCG)} is maximized.}
#' \item{ \code{rank:map}: Use LambdaMART to perform list-wise ranking where
#' \href{https://en.wikipedia.org/wiki/Evaluation_measures_(information_retrieval)#Mean_average_precision}{Mean Average Precision (MAP)}
#' is maximized.}
#' \item{ \code{reg:gamma}: gamma regression with log-link.
#' Output is a mean of gamma distribution.
#' It might be useful, e.g., for modeling insurance claims severity, or for any outcome that might be
#' \href{https://en.wikipedia.org/wiki/Gamma_distribution#Applications}{gamma-distributed}.}
#' \item{ \code{reg:tweedie}: Tweedie regression with log-link.
#' It might be useful, e.g., for modeling total loss in insurance, or for any outcome that might be
#' \href{https://en.wikipedia.org/wiki/Tweedie_distribution#Applications}{Tweedie-distributed}.}
#' }
#' }
#' \item \code{base_score} the initial prediction score of all instances, global bias. Default: 0.5
#' \item \code{eval_metric} evaluation metrics for validation data. Users can pass a self-defined function to it. Default: metric will be assigned according to objective(rmse for regression, and error for classification, mean average precision for ranking). List is provided in detail section.
#' \item{ \code{eval_metric} evaluation metrics for validation data.
#' Users can pass a self-defined function to it.
#' Default: metric will be assigned according to objective
#' (rmse for regression, and error for classification, mean average precision for ranking).
#' List is provided in detail section.}
#' }
#'
#' @param data training dataset. \code{xgb.train} accepts only an \code{xgb.DMatrix} as the input.
@@ -141,7 +185,8 @@
#' \item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#' \item \code{mae} Mean absolute error
#' \item \code{mape} Mean absolute percentage error
#' \item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
#' \item{ \code{auc} Area under the curve.
#' \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.}
#' \item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
#' \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}
#' }
@@ -192,8 +237,8 @@
#' data(agaricus.train, package='xgboost')
#' data(agaricus.test, package='xgboost')
#'
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
#' dtest <- with(agaricus.test, xgb.DMatrix(data, label = label))
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
#' dtest <- with(agaricus.test, xgb.DMatrix(data, label = label, nthread = 2))
#' watchlist <- list(train = dtrain, eval = dtest)
#'
#' ## A simple xgb.train example:
@@ -276,6 +321,10 @@ xgb.train <- function(params = list(), data, nrounds, watchlist = list(),
if (is.null(evnames) || any(evnames == ""))
stop("each element of the watchlist must have a name tag")
}
# Handle multiple evaluation metrics given as a list
for (m in params$eval_metric) {
params <- c(params, list(eval_metric = m))
}
# evaluation printing callback
params <- c(params)
@@ -344,7 +393,7 @@ xgb.train <- function(params = list(), data, nrounds, watchlist = list(),
xgb.iter.update(bst$handle, dtrain, iteration - 1, obj)
if (length(watchlist) > 0)
bst_evaluation <- xgb.iter.eval(bst$handle, watchlist, iteration - 1, feval)
bst_evaluation <- xgb.iter.eval(bst$handle, watchlist, iteration - 1, feval) # nolint: object_usage_linter
xgb.attr(bst$handle, 'niter') <- iteration - 1

1842
R-package/configure vendored

File diff suppressed because it is too large Load Diff

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@@ -2,10 +2,25 @@
AC_PREREQ(2.69)
AC_INIT([xgboost],[1.6-0],[],[xgboost],[])
AC_INIT([xgboost],[2.0.0],[],[xgboost],[])
# Use this line to set CC variable to a C compiler
AC_PROG_CC
: ${R_HOME=`R RHOME`}
if test -z "${R_HOME}"; then
echo "could not determine R_HOME"
exit 1
fi
CXX17=`"${R_HOME}/bin/R" CMD config CXX17`
CXX17STD=`"${R_HOME}/bin/R" CMD config CXX17STD`
CXX="${CXX17} ${CXX17STD}"
CXXFLAGS=`"${R_HOME}/bin/R" CMD config CXXFLAGS`
CC=`"${R_HOME}/bin/R" CMD config CC`
CFLAGS=`"${R_HOME}/bin/R" CMD config CFLAGS`
CPPFLAGS=`"${R_HOME}/bin/R" CMD config CPPFLAGS`
LDFLAGS=`"${R_HOME}/bin/R" CMD config LDFLAGS`
AC_LANG(C++)
### Check whether backtrace() is part of libc or the external lib libexecinfo
AC_MSG_CHECKING([Backtrace lib])
@@ -28,12 +43,19 @@ fi
if test `uname -s` = "Darwin"
then
OPENMP_CXXFLAGS='-Xclang -fopenmp'
OPENMP_LIB='-lomp'
if command -v brew &> /dev/null
then
HOMEBREW_LIBOMP_PREFIX=`brew --prefix libomp`
else
# Homebrew not found
HOMEBREW_LIBOMP_PREFIX=''
fi
OPENMP_CXXFLAGS="-Xpreprocessor -fopenmp -I${HOMEBREW_LIBOMP_PREFIX}/include"
OPENMP_LIB="-lomp -L${HOMEBREW_LIBOMP_PREFIX}/lib"
ac_pkg_openmp=no
AC_MSG_CHECKING([whether OpenMP will work in a package])
AC_LANG_CONFTEST([AC_LANG_PROGRAM([[#include <omp.h>]], [[ return (omp_get_max_threads() <= 1); ]])])
${CC} -o conftest conftest.c ${CPPFLAGS} ${LDFLAGS} ${OPENMP_LIB} ${OPENMP_CXXFLAGS} 2>/dev/null && ./conftest && ac_pkg_openmp=yes
${CXX} -o conftest conftest.cpp ${CPPFLAGS} ${LDFLAGS} ${OPENMP_LIB} ${OPENMP_CXXFLAGS} 2>/dev/null && ./conftest && ac_pkg_openmp=yes
AC_MSG_RESULT([${ac_pkg_openmp}])
if test "${ac_pkg_openmp}" = no; then
OPENMP_CXXFLAGS=''

View File

@@ -1,5 +1,4 @@
# install development version of caret library that contains xgboost models
devtools::install_github("topepo/caret/pkg/caret")
require(caret)
require(xgboost)
require(data.table)
@@ -8,14 +7,23 @@ require(e1071)
# Load Arthritis dataset in memory.
data(Arthritis)
# Create a copy of the dataset with data.table package (data.table is 100% compliant with R dataframe but its syntax is a lot more consistent and its performance are really good).
# Create a copy of the dataset with data.table package
# (data.table is 100% compliant with R dataframe but its syntax is a lot more consistent
# and its performance are really good).
df <- data.table(Arthritis, keep.rownames = FALSE)
# Let's add some new categorical features to see if it helps. Of course these feature are highly correlated to the Age feature. Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features, even in case of highly correlated features.
# For the first feature we create groups of age by rounding the real age. Note that we transform it to factor (categorical data) so the algorithm treat them as independant values.
# Let's add some new categorical features to see if it helps.
# Of course these feature are highly correlated to the Age feature.
# Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features,
# even in case of highly correlated features.
# For the first feature we create groups of age by rounding the real age.
# Note that we transform it to factor (categorical data) so the algorithm treat them as independant values.
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old. I choose this value based on nothing. We will see later if simplifying the information based on arbitrary values is a good strategy (I am sure you already have an idea of how well it will work!).
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old.
# I choose this value based on nothing.
# We will see later if simplifying the information based on arbitrary values is a good strategy
# (I am sure you already have an idea of how well it will work!).
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
# We remove ID as there is nothing to learn from this feature (it will just add some noise as the dataset is small).
@@ -26,9 +34,10 @@ df[, ID := NULL]
# Here we use 10-fold cross-validation, repeating twice, and using random search for tuning hyper-parameters.
fitControl <- trainControl(method = "repeatedcv", number = 10, repeats = 2, search = "random")
# train a xgbTree model using caret::train
model <- train(factor(Improved)~., data = df, method = "xgbTree", trControl = fitControl)
model <- train(factor(Improved) ~ ., data = df, method = "xgbTree", trControl = fitControl)
# Instead of tree for our boosters, you can also fit a linear regression or logistic regression model using xgbLinear
# Instead of tree for our boosters, you can also fit a linear regression or logistic regression model
# using xgbLinear
# model <- train(factor(Improved)~., data = df, method = "xgbLinear", trControl = fitControl)
# See model results

View File

@@ -7,34 +7,47 @@ if (!require(vcd)) {
}
# According to its documentation, XGBoost works only on numbers.
# Sometimes the dataset we have to work on have categorical data.
# A categorical variable is one which have a fixed number of values. By example, if for each observation a variable called "Colour" can have only "red", "blue" or "green" as value, it is a categorical variable.
# A categorical variable is one which have a fixed number of values.
# By example, if for each observation a variable called "Colour" can have only
# "red", "blue" or "green" as value, it is a categorical variable.
#
# In R, categorical variable is called Factor.
# Type ?factor in console for more information.
#
# In this demo we will see how to transform a dense dataframe with categorical variables to a sparse matrix before analyzing it in XGBoost.
# In this demo we will see how to transform a dense dataframe with categorical variables to a sparse matrix
# before analyzing it in XGBoost.
# The method we are going to see is usually called "one hot encoding".
#load Arthritis dataset in memory.
data(Arthritis)
# create a copy of the dataset with data.table package (data.table is 100% compliant with R dataframe but its syntax is a lot more consistent and its performance are really good).
# create a copy of the dataset with data.table package
# (data.table is 100% compliant with R dataframe but its syntax is a lot more consistent
# and its performance are really good).
df <- data.table(Arthritis, keep.rownames = FALSE)
# Let's have a look to the data.table
cat("Print the dataset\n")
print(df)
# 2 columns have factor type, one has ordinal type (ordinal variable is a categorical variable with values which can be ordered, here: None > Some > Marked).
# 2 columns have factor type, one has ordinal type
# (ordinal variable is a categorical variable with values which can be ordered, here: None > Some > Marked).
cat("Structure of the dataset\n")
str(df)
# Let's add some new categorical features to see if it helps. Of course these feature are highly correlated to the Age feature. Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features, even in case of highly correlated features.
# Let's add some new categorical features to see if it helps.
# Of course these feature are highly correlated to the Age feature.
# Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features,
# even in case of highly correlated features.
# For the first feature we create groups of age by rounding the real age. Note that we transform it to factor (categorical data) so the algorithm treat them as independent values.
# For the first feature we create groups of age by rounding the real age.
# Note that we transform it to factor (categorical data) so the algorithm treat them as independent values.
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old. I choose this value based on nothing. We will see later if simplifying the information based on arbitrary values is a good strategy (I am sure you already have an idea of how well it will work!).
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old.
# I choose this value based on nothing.
# We will see later if simplifying the information based on arbitrary values is a good strategy
# (I am sure you already have an idea of how well it will work!).
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
# We remove ID as there is nothing to learn from this feature (it will just add some noise as the dataset is small).
@@ -48,7 +61,10 @@ print(levels(df[, Treatment]))
# This method is also called one hot encoding.
# The purpose is to transform each value of each categorical feature in one binary feature.
#
# Let's take, the column Treatment will be replaced by two columns, Placebo, and Treated. Each of them will be binary. For example an observation which had the value Placebo in column Treatment before the transformation will have, after the transformation, the value 1 in the new column Placebo and the value 0 in the new column Treated.
# Let's take, the column Treatment will be replaced by two columns, Placebo, and Treated.
# Each of them will be binary.
# For example an observation which had the value Placebo in column Treatment before the transformation will have, after the transformation,
# the value 1 in the new column Placebo and the value 0 in the new column Treated.
#
# Formulae Improved~.-1 used below means transform all categorical features but column Improved to binary values.
# Column Improved is excluded because it will be our output column, the one we want to predict.
@@ -70,7 +86,10 @@ bst <- xgboost(data = sparse_matrix, label = output_vector, max_depth = 9,
importance <- xgb.importance(feature_names = colnames(sparse_matrix), model = bst)
print(importance)
# According to the matrix below, the most important feature in this dataset to predict if the treatment will work is the Age. The second most important feature is having received a placebo or not. The sex is third. Then we see our generated features (AgeDiscret). We can see that their contribution is very low (Gain column).
# According to the matrix below, the most important feature in this dataset to predict if the treatment will work is the Age.
# The second most important feature is having received a placebo or not.
# The sex is third.
# Then we see our generated features (AgeDiscret). We can see that their contribution is very low (Gain column).
# Does these result make sense?
# Let's check some Chi2 between each of these features and the outcome.
@@ -82,8 +101,17 @@ print(chisq.test(df$AgeDiscret, df$Y))
# Our first simplification of Age gives a Pearson correlation of 8.
print(chisq.test(df$AgeCat, df$Y))
# The perfectly random split I did between young and old at 30 years old have a low correlation of 2. It's a result we may expect as may be in my mind > 30 years is being old (I am 32 and starting feeling old, this may explain that), but for the illness we are studying, the age to be vulnerable is not the same. Don't let your "gut" lower the quality of your model. In "data science", there is science :-)
# The perfectly random split I did between young and old at 30 years old have a low correlation of 2.
# It's a result we may expect as may be in my mind > 30 years is being old (I am 32 and starting feeling old, this may explain that),
# but for the illness we are studying, the age to be vulnerable is not the same.
# Don't let your "gut" lower the quality of your model. In "data science", there is science :-)
# As you can see, in general destroying information by simplifying it won't improve your model. Chi2 just demonstrates that. But in more complex cases, creating a new feature based on existing one which makes link with the outcome more obvious may help the algorithm and improve the model. The case studied here is not enough complex to show that. Check Kaggle forum for some challenging datasets.
# As you can see, in general destroying information by simplifying it won't improve your model.
# Chi2 just demonstrates that.
# But in more complex cases, creating a new feature based on existing one which makes link with the outcome
# more obvious may help the algorithm and improve the model.
# The case studied here is not enough complex to show that. Check Kaggle forum for some challenging datasets.
# However it's almost always worse when you add some arbitrary rules.
# Moreover, you can notice that even if we have added some not useful new features highly correlated with other features, the boosting tree algorithm have been able to choose the best one, which in this case is the Age. Linear model may not be that strong in these scenario.
# Moreover, you can notice that even if we have added some not useful new features highly correlated with
# other features, the boosting tree algorithm have been able to choose the best one, which in this case is the Age.
# Linear model may not be that strong in these scenario.

View File

@@ -12,7 +12,7 @@ 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, nrounds, 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

View File

@@ -33,7 +33,7 @@ treeInteractions <- function(input_tree, input_max_depth) {
}
# Extract nodes with interactions
interaction_trees <- trees[!is.na(Split) & !is.na(parent_1),
interaction_trees <- trees[!is.na(Split) & !is.na(parent_1), # nolint: object_usage_linter
c('Feature', paste0('parent_feat_', 1:(input_max_depth - 1))),
with = FALSE]
interaction_trees_split <- split(interaction_trees, seq_len(nrow(interaction_trees)))

View File

@@ -24,7 +24,7 @@ accuracy.before <- (sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.te
pred_with_leaf <- predict(bst, dtest, predleaf = TRUE)
head(pred_with_leaf)
create.new.tree.features <- function(model, original.features){
create.new.tree.features <- function(model, original.features) {
pred_with_leaf <- predict(model, original.features, predleaf = TRUE)
cols <- list()
for (i in 1:model$niter) {

View File

@@ -1,4 +1,4 @@
# running all scripts in demo folder
# running all scripts in demo folder, removed during packaging.
demo(basic_walkthrough, package = 'xgboost')
demo(custom_objective, package = 'xgboost')
demo(boost_from_prediction, package = 'xgboost')

View File

@@ -79,9 +79,9 @@ end_of_table <- empty_lines[empty_lines > start_index][1L]
# Read the contents of the table
exported_symbols <- objdump_results[(start_index + 1L):end_of_table]
exported_symbols <- gsub("\t", "", exported_symbols)
exported_symbols <- gsub("\t", "", exported_symbols, fixed = TRUE)
exported_symbols <- gsub(".*\\] ", "", exported_symbols)
exported_symbols <- gsub(" ", "", exported_symbols)
exported_symbols <- gsub(" ", "", exported_symbols, fixed = TRUE)
# Write R.def file
writeLines(

View File

@@ -15,9 +15,11 @@ selected per iteration.}
}
\value{
Results are stored in the \code{coefs} element of the closure.
The \code{\link{xgb.gblinear.history}} convenience function provides an easy way to access it.
The \code{\link{xgb.gblinear.history}} convenience function provides an easy
way to access it.
With \code{xgb.train}, it is either a dense of a sparse matrix.
While with \code{xgb.cv}, it is a list (an element per each fold) of such matrices.
While with \code{xgb.cv}, it is a list (an element per each fold) of such
matrices.
}
\description{
Callback closure for collecting the model coefficients history of a gblinear booster
@@ -38,7 +40,7 @@ Callback function expects the following values to be set in its calling frame:
# without considering the 2nd order interactions:
x <- model.matrix(Species ~ .^2, iris)[,-1]
colnames(x)
dtrain <- xgb.DMatrix(scale(x), label = 1*(iris$Species == "versicolor"))
dtrain <- xgb.DMatrix(scale(x), label = 1*(iris$Species == "versicolor"), nthread = 2)
param <- list(booster = "gblinear", objective = "reg:logistic", eval_metric = "auc",
lambda = 0.0003, alpha = 0.0003, nthread = 2)
# For 'shotgun', which is a default linear updater, using high eta values may result in
@@ -63,19 +65,19 @@ matplot(xgb.gblinear.history(bst), type = 'l')
# For xgb.cv:
bst <- xgb.cv(param, dtrain, nfold = 5, nrounds = 100, eta = 0.8,
callbacks = list(cb.gblinear.history()))
callbacks = list(cb.gblinear.history()))
# coefficients in the CV fold #3
matplot(xgb.gblinear.history(bst)[[3]], type = 'l')
#### Multiclass classification:
#
dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1)
dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1, nthread = 1)
param <- list(booster = "gblinear", objective = "multi:softprob", num_class = 3,
lambda = 0.0003, alpha = 0.0003, nthread = 2)
lambda = 0.0003, alpha = 0.0003, nthread = 1)
# For the default linear updater 'shotgun' it sometimes is helpful
# to use smaller eta to reduce instability
bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 70, eta = 0.5,
bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 50, eta = 0.5,
callbacks = list(cb.gblinear.history()))
# Will plot the coefficient paths separately for each class:
matplot(xgb.gblinear.history(bst, class_index = 0), type = 'l')

View File

@@ -19,7 +19,7 @@ be directly used with an \code{xgb.DMatrix} object.
\examples{
data(agaricus.train, package='xgboost')
train <- agaricus.train
dtrain <- xgb.DMatrix(train$data, label=train$label)
dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
stopifnot(nrow(dtrain) == nrow(train$data))
stopifnot(ncol(dtrain) == ncol(train$data))

View File

@@ -26,7 +26,7 @@ Since row names are irrelevant, it is recommended to use \code{colnames} directl
\examples{
data(agaricus.train, package='xgboost')
train <- agaricus.train
dtrain <- xgb.DMatrix(train$data, label=train$label)
dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
dimnames(dtrain)
colnames(dtrain)
colnames(dtrain) <- make.names(1:ncol(train$data))

View File

@@ -34,7 +34,7 @@ The \code{name} field can be one of the following:
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
labels <- getinfo(dtrain, 'label')
setinfo(dtrain, 'label', 1-labels)

View File

@@ -122,6 +122,10 @@ With \code{predinteraction = TRUE}, SHAP values of contributions of interaction
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 perform selection
of the most important features first. See below about the format of the returned results.
The \code{predict()} method uses as many threads as defined in \code{xgb.Booster} object (all by default).
If you want to change their number, then assign a new number to \code{nthread} using \code{\link{xgb.parameters<-}}.
Note also that converting a matrix to \code{\link{xgb.DMatrix}} uses multiple threads too.
}
\examples{
## binary classification:

View File

@@ -19,7 +19,7 @@ Currently it displays dimensions and presence of info-fields and colnames.
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
dtrain
print(dtrain, verbose=TRUE)

View File

@@ -33,7 +33,7 @@ The \code{name} field can be one of the following:
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
labels <- getinfo(dtrain, 'label')
setinfo(dtrain, 'label', 1-labels)

View File

@@ -28,7 +28,7 @@ original xgb.DMatrix object
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
dsub <- slice(dtrain, 1:42)
labels1 <- getinfo(dsub, 'label')

View File

@@ -38,7 +38,7 @@ Supported input file formats are either a LIBSVM text file or a binary file that
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
xgb.DMatrix.save(dtrain, 'xgb.DMatrix.data')
dtrain <- xgb.DMatrix('xgb.DMatrix.data')
if (file.exists('xgb.DMatrix.data')) file.remove('xgb.DMatrix.data')

View File

@@ -16,7 +16,7 @@ Save xgb.DMatrix object to binary file
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
xgb.DMatrix.save(dtrain, 'xgb.DMatrix.data')
dtrain <- xgb.DMatrix('xgb.DMatrix.data')
if (file.exists('xgb.DMatrix.data')) file.remove('xgb.DMatrix.data')

View File

@@ -59,8 +59,8 @@ a rule on certain features."
\examples{
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtest <- with(agaricus.test, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
dtest <- with(agaricus.test, xgb.DMatrix(data, label = label, nthread = 2))
param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
nrounds = 4
@@ -76,8 +76,12 @@ new.features.train <- xgb.create.features(model = bst, agaricus.train$data)
new.features.test <- xgb.create.features(model = bst, agaricus.test$data)
# learning with new features
new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
new.dtrain <- xgb.DMatrix(
data = new.features.train, label = agaricus.train$label, nthread = 2
)
new.dtest <- xgb.DMatrix(
data = new.features.test, label = agaricus.test$label, nthread = 2
)
watchlist <- list(train = new.dtrain)
bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)

View File

@@ -148,9 +148,11 @@ The cross validation function of xgboost
\details{
The original sample is randomly partitioned into \code{nfold} equal size subsamples.
Of the \code{nfold} subsamples, a single subsample is retained as the validation data for testing the model, and the remaining \code{nfold - 1} subsamples are used as training data.
Of the \code{nfold} subsamples, a single subsample is retained as the validation data for testing the model,
and the remaining \code{nfold - 1} subsamples are used as training data.
The cross-validation process is then repeated \code{nrounds} times, with each of the \code{nfold} subsamples used exactly once as the validation data.
The cross-validation process is then repeated \code{nrounds} times, with each of the
\code{nfold} subsamples used exactly once as the validation data.
All observations are used for both training and validation.
@@ -158,9 +160,9 @@ Adapted from \url{https://en.wikipedia.org/wiki/Cross-validation_\%28statistics\
}
\examples{
data(agaricus.train, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
cv <- xgb.cv(data = dtrain, nrounds = 3, nthread = 2, nfold = 5, metrics = list("rmse","auc"),
max_depth = 3, eta = 1, objective = "binary:logistic")
max_depth = 3, eta = 1, objective = "binary:logistic")
print(cv)
print(cv, verbose=TRUE)

View File

@@ -10,7 +10,7 @@ xgb.ggplot.importance(
top_n = NULL,
measure = NULL,
rel_to_first = FALSE,
n_clusters = c(1:10),
n_clusters = seq_len(10),
...
)

View File

@@ -67,7 +67,7 @@ The "Yes" branches are marked by the "< split_value" label.
The branches that also used for missing values are marked as bold
(as in "carrying extra capacity").
This function uses \href{http://www.graphviz.org/}{GraphViz} as a backend of DiagrammeR.
This function uses \href{https://www.graphviz.org/}{GraphViz} as a backend of DiagrammeR.
}
\examples{
data(agaricus.train, package='xgboost')

View File

@@ -57,17 +57,37 @@ xgboost(
2.1. Parameters for Tree Booster
\itemize{
\item \code{eta} control the learning rate: scale the contribution of each tree by a factor of \code{0 < eta < 1} when it is added to the current approximation. Used to prevent overfitting by making the boosting process more conservative. Lower value for \code{eta} implies larger value for \code{nrounds}: low \code{eta} value means model more robust to overfitting but slower to compute. Default: 0.3
\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{eta} control the learning rate: scale the contribution of each tree by a factor of \code{0 < eta < 1}
when it is added to the current approximation.
Used to prevent overfitting by making the boosting process more conservative.
Lower value for \code{eta} implies larger value for \code{nrounds}: low \code{eta} value means model
more robust to overfitting but slower to compute. Default: 0.3}
\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{nrounds}. Default: 1
\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{nrounds}. Default: 1}
\item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
\item \code{lambda} L2 regularization term on weights. Default: 1
\item \code{alpha} L1 regularization term on weights. (there is no L1 reg on bias because it is not important). Default: 0
\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.
\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. Parameters for Linear Booster
@@ -81,29 +101,53 @@ xgboost(
3. Task Parameters
\itemize{
\item \code{objective} specify the learning task and the corresponding learning objective, users can pass a self-defined function to it. The default objective options are below:
\item{ \code{objective} specify the learning task and the corresponding learning objective, users can pass a self-defined function to it.
The default objective options are below:
\itemize{
\item \code{reg:squarederror} Regression with squared loss (Default).
\item \code{reg:squaredlogerror}: regression with squared log loss \eqn{1/2 * (log(pred + 1) - log(label + 1))^2}. All inputs are required to be greater than -1. Also, see metric rmsle for possible issue with this objective.
\item{ \code{reg:squaredlogerror}: regression with squared log loss \eqn{1/2 * (log(pred + 1) - log(label + 1))^2}.
All inputs are required to be greater than -1.
Also, see metric rmsle for possible issue with this objective.}
\item \code{reg:logistic} logistic regression.
\item \code{reg:pseudohubererror}: regression with Pseudo Huber loss, a twice differentiable alternative to absolute loss.
\item \code{binary:logistic} logistic regression for binary classification. Output probability.
\item \code{binary:logitraw} logistic regression for binary classification, output score before logistic transformation.
\item \code{binary:hinge}: hinge loss for binary classification. This makes predictions of 0 or 1, rather than producing probabilities.
\item \code{count:poisson}: Poisson regression for count data, output mean of Poisson distribution. \code{max_delta_step} is set to 0.7 by default in poisson regression (used to safeguard optimization).
\item \code{survival:cox}: Cox regression for right censored survival time data (negative values are considered right censored). Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional hazard function \code{h(t) = h0(t) * HR)}.
\item \code{survival:aft}: Accelerated failure time model for censored survival time data. See \href{https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html}{Survival Analysis with Accelerated Failure Time} for details.
\item{ \code{count:poisson}: Poisson regression for count data, output mean of Poisson distribution.
\code{max_delta_step} is set to 0.7 by default in poisson regression (used to safeguard optimization).}
\item{ \code{survival:cox}: Cox regression for right censored survival time data (negative values are considered right censored).
Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional
hazard function \code{h(t) = h0(t) * HR)}.}
\item{ \code{survival:aft}: Accelerated failure time model for censored survival time data. See
\href{https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html}{Survival Analysis with Accelerated Failure Time}
for details.}
\item \code{aft_loss_distribution}: Probability Density Function used by \code{survival:aft} and \code{aft-nloglik} metric.
\item \code{multi:softmax} set xgboost to do multiclass classification using the softmax objective. Class is represented by a number and should be from 0 to \code{num_class - 1}.
\item \code{multi:softprob} same as softmax, but prediction outputs a vector of ndata * nclass elements, which can be further reshaped to ndata, nclass matrix. The result contains predicted probabilities of each data point belonging to each class.
\item{ \code{multi:softmax} set xgboost to do multiclass classification using the softmax objective.
Class is represented by a number and should be from 0 to \code{num_class - 1}.}
\item{ \code{multi:softprob} same as softmax, but prediction outputs a vector of ndata * nclass elements, which can be
further reshaped to ndata, nclass matrix. The result contains predicted probabilities of each data point belonging
to each class.}
\item \code{rank:pairwise} set xgboost to do ranking task by minimizing the pairwise loss.
\item \code{rank:ndcg}: Use LambdaMART to perform list-wise ranking where \href{https://en.wikipedia.org/wiki/Discounted_cumulative_gain}{Normalized Discounted Cumulative Gain (NDCG)} is maximized.
\item \code{rank:map}: Use LambdaMART to perform list-wise ranking where \href{https://en.wikipedia.org/wiki/Evaluation_measures_(information_retrieval)#Mean_average_precision}{Mean Average Precision (MAP)} is maximized.
\item \code{reg:gamma}: gamma regression with log-link. Output is a mean of gamma distribution. It might be useful, e.g., for modeling insurance claims severity, or for any outcome that might be \href{https://en.wikipedia.org/wiki/Gamma_distribution#Applications}{gamma-distributed}.
\item \code{reg:tweedie}: Tweedie regression with log-link. It might be useful, e.g., for modeling total loss in insurance, or for any outcome that might be \href{https://en.wikipedia.org/wiki/Tweedie_distribution#Applications}{Tweedie-distributed}.
\item{ \code{rank:ndcg}: Use LambdaMART to perform list-wise ranking where
\href{https://en.wikipedia.org/wiki/Discounted_cumulative_gain}{Normalized Discounted Cumulative Gain (NDCG)} is maximized.}
\item{ \code{rank:map}: Use LambdaMART to perform list-wise ranking where
\href{https://en.wikipedia.org/wiki/Evaluation_measures_(information_retrieval)#Mean_average_precision}{Mean Average Precision (MAP)}
is maximized.}
\item{ \code{reg:gamma}: gamma regression with log-link.
Output is a mean of gamma distribution.
It might be useful, e.g., for modeling insurance claims severity, or for any outcome that might be
\href{https://en.wikipedia.org/wiki/Gamma_distribution#Applications}{gamma-distributed}.}
\item{ \code{reg:tweedie}: Tweedie regression with log-link.
It might be useful, e.g., for modeling total loss in insurance, or for any outcome that might be
\href{https://en.wikipedia.org/wiki/Tweedie_distribution#Applications}{Tweedie-distributed}.}
}
}
\item \code{base_score} the initial prediction score of all instances, global bias. Default: 0.5
\item \code{eval_metric} evaluation metrics for validation data. Users can pass a self-defined function to it. Default: metric will be assigned according to objective(rmse for regression, and error for classification, mean average precision for ranking). List is provided in detail section.
\item{ \code{eval_metric} evaluation metrics for validation data.
Users can pass a self-defined function to it.
Default: metric will be assigned according to objective
(rmse for regression, and error for classification, mean average precision for ranking).
List is provided in detail section.}
}}
\item{data}{training dataset. \code{xgb.train} accepts only an \code{xgb.DMatrix} as the input.
@@ -223,7 +267,8 @@ The following is the list of built-in metrics for which XGBoost provides optimiz
\item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
\item \code{mae} Mean absolute error
\item \code{mape} Mean absolute percentage error
\item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
\item{ \code{auc} Area under the curve.
\url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.}
\item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
\item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}
}
@@ -241,8 +286,8 @@ The following callbacks are automatically created when certain parameters are se
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label))
dtest <- with(agaricus.test, xgb.DMatrix(data, label = label))
dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
dtest <- with(agaricus.test, xgb.DMatrix(data, label = label, nthread = 2))
watchlist <- list(train = dtrain, eval = dtest)
## A simple xgb.train example:

View File

@@ -3,12 +3,11 @@ PKGROOT=../../
ENABLE_STD_THREAD=1
# _*_ mode: Makefile; _*_
CXX_STD = CXX14
CXX_STD = CXX17
XGB_RFLAGS = -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0\
-DDMLC_ENABLE_STD_THREAD=$(ENABLE_STD_THREAD) -DDMLC_DISABLE_STDIN=1\
-DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1\
-DRABIT_CUSTOMIZE_MSG_
-DDMLC_LOG_CUSTOMIZE=1
# disable the use of thread_local for 32 bit windows:
ifeq ($(R_OSTYPE)$(WIN),windows)
@@ -19,7 +18,88 @@ $(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@ @ENDIAN_FLAG@ -pthread $(CXX_VISIBILITY)
PKG_LIBS = @OPENMP_CXXFLAGS@ @OPENMP_LIB@ @ENDIAN_FLAG@ @BACKTRACE_LIB@ -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.o $(PKGROOT)/rabit/src/rabit_c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o
OBJECTS= \
./xgboost_R.o \
./xgboost_custom.o \
./init.o \
$(PKGROOT)/src/metric/metric.o \
$(PKGROOT)/src/metric/elementwise_metric.o \
$(PKGROOT)/src/metric/multiclass_metric.o \
$(PKGROOT)/src/metric/rank_metric.o \
$(PKGROOT)/src/metric/auc.o \
$(PKGROOT)/src/metric/survival_metric.o \
$(PKGROOT)/src/objective/objective.o \
$(PKGROOT)/src/objective/regression_obj.o \
$(PKGROOT)/src/objective/multiclass_obj.o \
$(PKGROOT)/src/objective/lambdarank_obj.o \
$(PKGROOT)/src/objective/hinge.o \
$(PKGROOT)/src/objective/aft_obj.o \
$(PKGROOT)/src/objective/adaptive.o \
$(PKGROOT)/src/objective/init_estimation.o \
$(PKGROOT)/src/objective/quantile_obj.o \
$(PKGROOT)/src/gbm/gbm.o \
$(PKGROOT)/src/gbm/gbtree.o \
$(PKGROOT)/src/gbm/gbtree_model.o \
$(PKGROOT)/src/gbm/gblinear.o \
$(PKGROOT)/src/gbm/gblinear_model.o \
$(PKGROOT)/src/data/simple_dmatrix.o \
$(PKGROOT)/src/data/data.o \
$(PKGROOT)/src/data/sparse_page_raw_format.o \
$(PKGROOT)/src/data/ellpack_page.o \
$(PKGROOT)/src/data/gradient_index.o \
$(PKGROOT)/src/data/gradient_index_page_source.o \
$(PKGROOT)/src/data/gradient_index_format.o \
$(PKGROOT)/src/data/sparse_page_dmatrix.o \
$(PKGROOT)/src/data/proxy_dmatrix.o \
$(PKGROOT)/src/data/iterative_dmatrix.o \
$(PKGROOT)/src/predictor/predictor.o \
$(PKGROOT)/src/predictor/cpu_predictor.o \
$(PKGROOT)/src/predictor/cpu_treeshap.o \
$(PKGROOT)/src/tree/constraints.o \
$(PKGROOT)/src/tree/param.o \
$(PKGROOT)/src/tree/fit_stump.o \
$(PKGROOT)/src/tree/tree_model.o \
$(PKGROOT)/src/tree/tree_updater.o \
$(PKGROOT)/src/tree/multi_target_tree_model.o \
$(PKGROOT)/src/tree/updater_approx.o \
$(PKGROOT)/src/tree/updater_colmaker.o \
$(PKGROOT)/src/tree/updater_prune.o \
$(PKGROOT)/src/tree/updater_quantile_hist.o \
$(PKGROOT)/src/tree/updater_refresh.o \
$(PKGROOT)/src/tree/updater_sync.o \
$(PKGROOT)/src/linear/linear_updater.o \
$(PKGROOT)/src/linear/updater_coordinate.o \
$(PKGROOT)/src/linear/updater_shotgun.o \
$(PKGROOT)/src/learner.o \
$(PKGROOT)/src/context.o \
$(PKGROOT)/src/logging.o \
$(PKGROOT)/src/global_config.o \
$(PKGROOT)/src/collective/communicator.o \
$(PKGROOT)/src/collective/in_memory_communicator.o \
$(PKGROOT)/src/collective/in_memory_handler.o \
$(PKGROOT)/src/collective/socket.o \
$(PKGROOT)/src/common/charconv.o \
$(PKGROOT)/src/common/column_matrix.o \
$(PKGROOT)/src/common/common.o \
$(PKGROOT)/src/common/hist_util.o \
$(PKGROOT)/src/common/host_device_vector.o \
$(PKGROOT)/src/common/io.o \
$(PKGROOT)/src/common/json.o \
$(PKGROOT)/src/common/numeric.o \
$(PKGROOT)/src/common/pseudo_huber.o \
$(PKGROOT)/src/common/quantile.o \
$(PKGROOT)/src/common/random.o \
$(PKGROOT)/src/common/stats.o \
$(PKGROOT)/src/common/survival_util.o \
$(PKGROOT)/src/common/threading_utils.o \
$(PKGROOT)/src/common/ranking_utils.o \
$(PKGROOT)/src/common/quantile_loss_utils.o \
$(PKGROOT)/src/common/timer.o \
$(PKGROOT)/src/common/version.o \
$(PKGROOT)/src/c_api/c_api.o \
$(PKGROOT)/src/c_api/c_api_error.o \
$(PKGROOT)/amalgamation/dmlc-minimum0.o \
$(PKGROOT)/rabit/src/engine.o \
$(PKGROOT)/rabit/src/rabit_c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o

View File

@@ -1,26 +1,13 @@
# package root
PKGROOT=./
PKGROOT=../../
ENABLE_STD_THREAD=0
# _*_ mode: Makefile; _*_
# This file is only used for Windows compilation from GitHub
# It will be replaced with Makevars.in for the CRAN version
.PHONY: all xgblib
all: $(SHLIB)
$(SHLIB): xgblib
xgblib:
cp -r ../../src .
cp -r ../../rabit .
cp -r ../../dmlc-core .
cp -r ../../include .
cp -r ../../amalgamation .
CXX_STD = CXX14
CXX_STD = CXX17
XGB_RFLAGS = -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0\
-DDMLC_ENABLE_STD_THREAD=$(ENABLE_STD_THREAD) -DDMLC_DISABLE_STDIN=1\
-DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1\
-DRABIT_CUSTOMIZE_MSG_
-DDMLC_LOG_CUSTOMIZE=1
# disable the use of thread_local for 32 bit windows:
ifeq ($(R_OSTYPE)$(WIN),windows)
@@ -29,11 +16,90 @@ 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_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.o $(PKGROOT)/rabit/src/rabit_c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o
PKG_CXXFLAGS= $(SHLIB_OPENMP_CXXFLAGS) -DDMLC_CMAKE_LITTLE_ENDIAN=1 $(SHLIB_PTHREAD_FLAGS) $(CXX_VISIBILITY)
PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) -DDMLC_CMAKE_LITTLE_ENDIAN=1 $(SHLIB_PTHREAD_FLAGS) -lwsock32 -lws2_32
$(OBJECTS) : xgblib
OBJECTS= \
./xgboost_R.o \
./xgboost_custom.o \
./init.o \
$(PKGROOT)/src/metric/metric.o \
$(PKGROOT)/src/metric/elementwise_metric.o \
$(PKGROOT)/src/metric/multiclass_metric.o \
$(PKGROOT)/src/metric/rank_metric.o \
$(PKGROOT)/src/metric/auc.o \
$(PKGROOT)/src/metric/survival_metric.o \
$(PKGROOT)/src/objective/objective.o \
$(PKGROOT)/src/objective/regression_obj.o \
$(PKGROOT)/src/objective/multiclass_obj.o \
$(PKGROOT)/src/objective/lambdarank_obj.o \
$(PKGROOT)/src/objective/hinge.o \
$(PKGROOT)/src/objective/aft_obj.o \
$(PKGROOT)/src/objective/adaptive.o \
$(PKGROOT)/src/objective/init_estimation.o \
$(PKGROOT)/src/objective/quantile_obj.o \
$(PKGROOT)/src/gbm/gbm.o \
$(PKGROOT)/src/gbm/gbtree.o \
$(PKGROOT)/src/gbm/gbtree_model.o \
$(PKGROOT)/src/gbm/gblinear.o \
$(PKGROOT)/src/gbm/gblinear_model.o \
$(PKGROOT)/src/data/simple_dmatrix.o \
$(PKGROOT)/src/data/data.o \
$(PKGROOT)/src/data/sparse_page_raw_format.o \
$(PKGROOT)/src/data/ellpack_page.o \
$(PKGROOT)/src/data/gradient_index.o \
$(PKGROOT)/src/data/gradient_index_page_source.o \
$(PKGROOT)/src/data/gradient_index_format.o \
$(PKGROOT)/src/data/sparse_page_dmatrix.o \
$(PKGROOT)/src/data/proxy_dmatrix.o \
$(PKGROOT)/src/data/iterative_dmatrix.o \
$(PKGROOT)/src/predictor/predictor.o \
$(PKGROOT)/src/predictor/cpu_predictor.o \
$(PKGROOT)/src/predictor/cpu_treeshap.o \
$(PKGROOT)/src/tree/constraints.o \
$(PKGROOT)/src/tree/param.o \
$(PKGROOT)/src/tree/fit_stump.o \
$(PKGROOT)/src/tree/tree_model.o \
$(PKGROOT)/src/tree/multi_target_tree_model.o \
$(PKGROOT)/src/tree/tree_updater.o \
$(PKGROOT)/src/tree/updater_approx.o \
$(PKGROOT)/src/tree/updater_colmaker.o \
$(PKGROOT)/src/tree/updater_prune.o \
$(PKGROOT)/src/tree/updater_quantile_hist.o \
$(PKGROOT)/src/tree/updater_refresh.o \
$(PKGROOT)/src/tree/updater_sync.o \
$(PKGROOT)/src/linear/linear_updater.o \
$(PKGROOT)/src/linear/updater_coordinate.o \
$(PKGROOT)/src/linear/updater_shotgun.o \
$(PKGROOT)/src/learner.o \
$(PKGROOT)/src/context.o \
$(PKGROOT)/src/logging.o \
$(PKGROOT)/src/global_config.o \
$(PKGROOT)/src/collective/communicator.o \
$(PKGROOT)/src/collective/in_memory_communicator.o \
$(PKGROOT)/src/collective/in_memory_handler.o \
$(PKGROOT)/src/collective/socket.o \
$(PKGROOT)/src/common/charconv.o \
$(PKGROOT)/src/common/column_matrix.o \
$(PKGROOT)/src/common/common.o \
$(PKGROOT)/src/common/hist_util.o \
$(PKGROOT)/src/common/host_device_vector.o \
$(PKGROOT)/src/common/io.o \
$(PKGROOT)/src/common/json.o \
$(PKGROOT)/src/common/numeric.o \
$(PKGROOT)/src/common/pseudo_huber.o \
$(PKGROOT)/src/common/quantile.o \
$(PKGROOT)/src/common/random.o \
$(PKGROOT)/src/common/stats.o \
$(PKGROOT)/src/common/survival_util.o \
$(PKGROOT)/src/common/threading_utils.o \
$(PKGROOT)/src/common/ranking_utils.o \
$(PKGROOT)/src/common/quantile_loss_utils.o \
$(PKGROOT)/src/common/timer.o \
$(PKGROOT)/src/common/version.o \
$(PKGROOT)/src/c_api/c_api.o \
$(PKGROOT)/src/c_api/c_api_error.o \
$(PKGROOT)/amalgamation/dmlc-minimum0.o \
$(PKGROOT)/rabit/src/engine.o \
$(PKGROOT)/rabit/src/rabit_c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o

View File

@@ -30,25 +30,26 @@ extern SEXP XGBoosterSaveJsonConfig_R(SEXP handle);
extern SEXP XGBoosterLoadJsonConfig_R(SEXP handle, SEXP value);
extern SEXP XGBoosterSerializeToBuffer_R(SEXP handle);
extern SEXP XGBoosterUnserializeFromBuffer_R(SEXP handle, SEXP raw);
extern SEXP XGBoosterPredict_R(SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGBoosterPredictFromDMatrix_R(SEXP, SEXP, SEXP);
extern SEXP XGBoosterSaveModel_R(SEXP, SEXP);
extern SEXP XGBoosterSetAttr_R(SEXP, SEXP, SEXP);
extern SEXP XGBoosterSetParam_R(SEXP, SEXP, SEXP);
extern SEXP XGBoosterUpdateOneIter_R(SEXP, SEXP, SEXP);
extern SEXP XGCheckNullPtr_R(SEXP);
extern SEXP XGDMatrixCreateFromCSC_R(SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGDMatrixCreateFromCSR_R(SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGDMatrixCreateFromCSC_R(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGDMatrixCreateFromCSR_R(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGDMatrixCreateFromFile_R(SEXP, SEXP);
extern SEXP XGDMatrixCreateFromMat_R(SEXP, SEXP, SEXP);
extern SEXP XGDMatrixGetInfo_R(SEXP, SEXP);
extern SEXP XGDMatrixGetStrFeatureInfo_R(SEXP, SEXP);
extern SEXP XGDMatrixNumCol_R(SEXP);
extern SEXP XGDMatrixNumRow_R(SEXP);
extern SEXP XGDMatrixSaveBinary_R(SEXP, SEXP, SEXP);
extern SEXP XGDMatrixSetInfo_R(SEXP, SEXP, SEXP);
extern SEXP XGDMatrixSetStrFeatureInfo_R(SEXP, SEXP, SEXP);
extern SEXP XGDMatrixSliceDMatrix_R(SEXP, SEXP);
extern SEXP XGBSetGlobalConfig_R(SEXP);
extern SEXP XGBGetGlobalConfig_R();
extern SEXP XGBGetGlobalConfig_R(void);
extern SEXP XGBoosterFeatureScore_R(SEXP, SEXP);
static const R_CallMethodDef CallEntries[] = {
@@ -66,22 +67,23 @@ static const R_CallMethodDef CallEntries[] = {
{"XGBoosterLoadJsonConfig_R", (DL_FUNC) &XGBoosterLoadJsonConfig_R, 2},
{"XGBoosterSerializeToBuffer_R", (DL_FUNC) &XGBoosterSerializeToBuffer_R, 1},
{"XGBoosterUnserializeFromBuffer_R", (DL_FUNC) &XGBoosterUnserializeFromBuffer_R, 2},
{"XGBoosterPredict_R", (DL_FUNC) &XGBoosterPredict_R, 5},
{"XGBoosterPredictFromDMatrix_R", (DL_FUNC) &XGBoosterPredictFromDMatrix_R, 3},
{"XGBoosterSaveModel_R", (DL_FUNC) &XGBoosterSaveModel_R, 2},
{"XGBoosterSetAttr_R", (DL_FUNC) &XGBoosterSetAttr_R, 3},
{"XGBoosterSetParam_R", (DL_FUNC) &XGBoosterSetParam_R, 3},
{"XGBoosterUpdateOneIter_R", (DL_FUNC) &XGBoosterUpdateOneIter_R, 3},
{"XGCheckNullPtr_R", (DL_FUNC) &XGCheckNullPtr_R, 1},
{"XGDMatrixCreateFromCSC_R", (DL_FUNC) &XGDMatrixCreateFromCSC_R, 5},
{"XGDMatrixCreateFromCSR_R", (DL_FUNC) &XGDMatrixCreateFromCSR_R, 5},
{"XGDMatrixCreateFromCSC_R", (DL_FUNC) &XGDMatrixCreateFromCSC_R, 6},
{"XGDMatrixCreateFromCSR_R", (DL_FUNC) &XGDMatrixCreateFromCSR_R, 6},
{"XGDMatrixCreateFromFile_R", (DL_FUNC) &XGDMatrixCreateFromFile_R, 2},
{"XGDMatrixCreateFromMat_R", (DL_FUNC) &XGDMatrixCreateFromMat_R, 3},
{"XGDMatrixGetInfo_R", (DL_FUNC) &XGDMatrixGetInfo_R, 2},
{"XGDMatrixGetStrFeatureInfo_R", (DL_FUNC) &XGDMatrixGetStrFeatureInfo_R, 2},
{"XGDMatrixNumCol_R", (DL_FUNC) &XGDMatrixNumCol_R, 1},
{"XGDMatrixNumRow_R", (DL_FUNC) &XGDMatrixNumRow_R, 1},
{"XGDMatrixSaveBinary_R", (DL_FUNC) &XGDMatrixSaveBinary_R, 3},
{"XGDMatrixSetInfo_R", (DL_FUNC) &XGDMatrixSetInfo_R, 3},
{"XGDMatrixSetStrFeatureInfo_R", (DL_FUNC) &XGDMatrixSetStrFeatureInfo_R, 3},
{"XGDMatrixSliceDMatrix_R", (DL_FUNC) &XGDMatrixSliceDMatrix_R, 2},
{"XGBSetGlobalConfig_R", (DL_FUNC) &XGBSetGlobalConfig_R, 1},
{"XGBGetGlobalConfig_R", (DL_FUNC) &XGBGetGlobalConfig_R, 0},

View File

@@ -1,11 +1,11 @@
/**
* Copyright 2014-2022 by XGBoost Contributors
* Copyright 2014-2023 by XGBoost Contributors
*/
#include <dmlc/common.h>
#include <dmlc/omp.h>
#include <xgboost/c_api.h>
#include <xgboost/context.h>
#include <xgboost/data.h>
#include <xgboost/generic_parameters.h>
#include <xgboost/logging.h>
#include <cstdio>
@@ -16,9 +16,11 @@
#include <vector>
#include "../../src/c_api/c_api_error.h"
#include "../../src/c_api/c_api_utils.h" // MakeSparseFromPtr
#include "../../src/common/threading_utils.h"
#include "./xgboost_R.h"
#include "./xgboost_R.h" // Must follow other includes.
#include "Rinternals.h"
/*!
* \brief macro to annotate begin of api
@@ -46,14 +48,14 @@
using dmlc::BeginPtr;
xgboost::GenericParameter const *BoosterCtx(BoosterHandle handle) {
xgboost::Context const *BoosterCtx(BoosterHandle handle) {
CHECK_HANDLE();
auto *learner = static_cast<xgboost::Learner *>(handle);
CHECK(learner);
return learner->Ctx();
}
xgboost::GenericParameter const *DMatrixCtx(DMatrixHandle handle) {
xgboost::Context const *DMatrixCtx(DMatrixHandle handle) {
CHECK_HANDLE();
auto p_m = static_cast<std::shared_ptr<xgboost::DMatrix> *>(handle);
CHECK(p_m);
@@ -114,7 +116,9 @@ XGB_DLL SEXP XGDMatrixCreateFromMat_R(SEXP mat, SEXP missing, SEXP n_threads) {
din = REAL(mat);
}
std::vector<float> data(nrow * ncol);
int32_t threads = xgboost::common::OmpGetNumThreads(asInteger(n_threads));
xgboost::Context ctx;
ctx.nthread = asInteger(n_threads);
std::int32_t threads = ctx.Threads();
xgboost::common::ParallelFor(nrow, threads, [&](xgboost::omp_ulong i) {
for (size_t j = 0; j < ncol; ++j) {
@@ -131,66 +135,78 @@ XGB_DLL SEXP XGDMatrixCreateFromMat_R(SEXP mat, SEXP missing, SEXP n_threads) {
return ret;
}
XGB_DLL SEXP XGDMatrixCreateFromCSC_R(SEXP indptr, SEXP indices, SEXP data,
SEXP num_row, SEXP n_threads) {
SEXP ret;
R_API_BEGIN();
namespace {
void CreateFromSparse(SEXP indptr, SEXP indices, SEXP data, std::string *indptr_str,
std::string *indices_str, std::string *data_str) {
const int *p_indptr = INTEGER(indptr);
const int *p_indices = INTEGER(indices);
const double *p_data = REAL(data);
size_t nindptr = static_cast<size_t>(length(indptr));
size_t ndata = static_cast<size_t>(length(data));
size_t nrow = static_cast<size_t>(INTEGER(num_row)[0]);
std::vector<size_t> col_ptr_(nindptr);
std::vector<unsigned> indices_(ndata);
std::vector<float> data_(ndata);
for (size_t i = 0; i < nindptr; ++i) {
col_ptr_[i] = static_cast<size_t>(p_indptr[i]);
}
int32_t threads = xgboost::common::OmpGetNumThreads(asInteger(n_threads));
xgboost::common::ParallelFor(ndata, threads, [&](xgboost::omp_ulong i) {
indices_[i] = static_cast<unsigned>(p_indices[i]);
data_[i] = static_cast<float>(p_data[i]);
});
auto nindptr = static_cast<std::size_t>(length(indptr));
auto ndata = static_cast<std::size_t>(length(data));
CHECK_EQ(ndata, p_indptr[nindptr - 1]);
xgboost::detail::MakeSparseFromPtr(p_indptr, p_indices, p_data, nindptr, indptr_str, indices_str,
data_str);
}
} // namespace
XGB_DLL SEXP XGDMatrixCreateFromCSC_R(SEXP indptr, SEXP indices, SEXP data, SEXP num_row,
SEXP missing, SEXP n_threads) {
SEXP ret;
R_API_BEGIN();
std::int32_t threads = asInteger(n_threads);
using xgboost::Integer;
using xgboost::Json;
using xgboost::Object;
std::string sindptr, sindices, sdata;
CreateFromSparse(indptr, indices, data, &sindptr, &sindices, &sdata);
auto nrow = static_cast<std::size_t>(INTEGER(num_row)[0]);
DMatrixHandle handle;
CHECK_CALL(XGDMatrixCreateFromCSCEx(BeginPtr(col_ptr_), BeginPtr(indices_),
BeginPtr(data_), nindptr, ndata,
nrow, &handle));
Json jconfig{Object{}};
// Construct configuration
jconfig["nthread"] = Integer{threads};
jconfig["missing"] = xgboost::Number{asReal(missing)};
std::string config;
Json::Dump(jconfig, &config);
CHECK_CALL(XGDMatrixCreateFromCSC(sindptr.c_str(), sindices.c_str(), sdata.c_str(), nrow,
config.c_str(), &handle));
ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
R_API_END();
UNPROTECT(1);
return ret;
}
XGB_DLL SEXP XGDMatrixCreateFromCSR_R(SEXP indptr, SEXP indices, SEXP data,
SEXP num_col, SEXP n_threads) {
XGB_DLL SEXP XGDMatrixCreateFromCSR_R(SEXP indptr, SEXP indices, SEXP data, SEXP num_col,
SEXP missing, SEXP n_threads) {
SEXP ret;
R_API_BEGIN();
const int *p_indptr = INTEGER(indptr);
const int *p_indices = INTEGER(indices);
const double *p_data = REAL(data);
size_t nindptr = static_cast<size_t>(length(indptr));
size_t ndata = static_cast<size_t>(length(data));
size_t ncol = static_cast<size_t>(INTEGER(num_col)[0]);
std::vector<size_t> row_ptr_(nindptr);
std::vector<unsigned> indices_(ndata);
std::vector<float> data_(ndata);
std::int32_t threads = asInteger(n_threads);
using xgboost::Integer;
using xgboost::Json;
using xgboost::Object;
std::string sindptr, sindices, sdata;
CreateFromSparse(indptr, indices, data, &sindptr, &sindices, &sdata);
auto ncol = static_cast<std::size_t>(INTEGER(num_col)[0]);
for (size_t i = 0; i < nindptr; ++i) {
row_ptr_[i] = static_cast<size_t>(p_indptr[i]);
}
int32_t threads = xgboost::common::OmpGetNumThreads(asInteger(n_threads));
xgboost::common::ParallelFor(ndata, threads, [&](xgboost::omp_ulong i) {
indices_[i] = static_cast<unsigned>(p_indices[i]);
data_[i] = static_cast<float>(p_data[i]);
});
DMatrixHandle handle;
CHECK_CALL(XGDMatrixCreateFromCSREx(BeginPtr(row_ptr_), BeginPtr(indices_),
BeginPtr(data_), nindptr, ndata,
ncol, &handle));
Json jconfig{Object{}};
// Construct configuration
jconfig["nthread"] = Integer{threads};
jconfig["missing"] = xgboost::Number{asReal(missing)};
std::string config;
Json::Dump(jconfig, &config);
CHECK_CALL(XGDMatrixCreateFromCSR(sindptr.c_str(), sindices.c_str(), sdata.c_str(), ncol,
config.c_str(), &handle));
ret = PROTECT(R_MakeExternalPtr(handle, R_NilValue, R_NilValue));
R_RegisterCFinalizerEx(ret, _DMatrixFinalizer, TRUE);
R_API_END();
UNPROTECT(1);
@@ -249,15 +265,53 @@ XGB_DLL SEXP XGDMatrixSetInfo_R(SEXP handle, SEXP field, SEXP array) {
return R_NilValue;
}
XGB_DLL SEXP XGDMatrixSetStrFeatureInfo_R(SEXP handle, SEXP field, SEXP array) {
R_API_BEGIN();
size_t len{0};
if (!isNull(array)) {
len = length(array);
}
const char *name = CHAR(asChar(field));
std::vector<std::string> str_info;
for (size_t i = 0; i < len; ++i) {
str_info.emplace_back(CHAR(asChar(VECTOR_ELT(array, i))));
}
std::vector<char const*> vec(len);
std::transform(str_info.cbegin(), str_info.cend(), vec.begin(),
[](std::string const &str) { return str.c_str(); });
CHECK_CALL(XGDMatrixSetStrFeatureInfo(R_ExternalPtrAddr(handle), name, vec.data(), len));
R_API_END();
return R_NilValue;
}
XGB_DLL SEXP XGDMatrixGetStrFeatureInfo_R(SEXP handle, SEXP field) {
SEXP ret;
R_API_BEGIN();
char const **out_features{nullptr};
bst_ulong len{0};
const char *name = CHAR(asChar(field));
XGDMatrixGetStrFeatureInfo(R_ExternalPtrAddr(handle), name, &len, &out_features);
if (len > 0) {
ret = PROTECT(allocVector(STRSXP, len));
for (size_t i = 0; i < len; ++i) {
SET_STRING_ELT(ret, i, mkChar(out_features[i]));
}
} else {
ret = PROTECT(R_NilValue);
}
R_API_END();
UNPROTECT(1);
return ret;
}
XGB_DLL SEXP XGDMatrixGetInfo_R(SEXP handle, SEXP field) {
SEXP ret;
R_API_BEGIN();
bst_ulong olen;
const float *res;
CHECK_CALL(XGDMatrixGetFloatInfo(R_ExternalPtrAddr(handle),
CHAR(asChar(field)),
&olen,
&res));
CHECK_CALL(XGDMatrixGetFloatInfo(R_ExternalPtrAddr(handle), CHAR(asChar(field)), &olen, &res));
ret = PROTECT(allocVector(REALSXP, olen));
for (size_t i = 0; i < olen; ++i) {
REAL(ret)[i] = res[i];
@@ -384,27 +438,6 @@ XGB_DLL SEXP XGBoosterEvalOneIter_R(SEXP handle, SEXP iter, SEXP dmats, SEXP evn
return mkString(ret);
}
XGB_DLL SEXP XGBoosterPredict_R(SEXP handle, SEXP dmat, SEXP option_mask,
SEXP ntree_limit, SEXP training) {
SEXP ret;
R_API_BEGIN();
bst_ulong olen;
const float *res;
CHECK_CALL(XGBoosterPredict(R_ExternalPtrAddr(handle),
R_ExternalPtrAddr(dmat),
asInteger(option_mask),
asInteger(ntree_limit),
asInteger(training),
&olen, &res));
ret = PROTECT(allocVector(REALSXP, olen));
for (size_t i = 0; i < olen; ++i) {
REAL(ret)[i] = res[i];
}
R_API_END();
UNPROTECT(1);
return ret;
}
XGB_DLL SEXP XGBoosterPredictFromDMatrix_R(SEXP handle, SEXP dmat, SEXP json_config) {
SEXP r_out_shape;
SEXP r_out_result;

View File

@@ -59,11 +59,12 @@ XGB_DLL SEXP XGDMatrixCreateFromMat_R(SEXP mat,
* \param indices row indices
* \param data content of the data
* \param num_row numer of rows (when it's set to 0, then guess from data)
* \param missing which value to represent missing value
* \param n_threads Number of threads used to construct DMatrix from csc matrix.
* \return created dmatrix
*/
XGB_DLL SEXP XGDMatrixCreateFromCSC_R(SEXP indptr, SEXP indices, SEXP data, SEXP num_row,
SEXP n_threads);
SEXP missing, SEXP n_threads);
/*!
* \brief create a matrix content from CSR format
@@ -71,11 +72,12 @@ XGB_DLL SEXP XGDMatrixCreateFromCSC_R(SEXP indptr, SEXP indices, SEXP data, SEXP
* \param indices column indices
* \param data content of the data
* \param num_col numer of columns (when it's set to 0, then guess from data)
* \param missing which value to represent missing value
* \param n_threads Number of threads used to construct DMatrix from csr matrix.
* \return created dmatrix
*/
XGB_DLL SEXP XGDMatrixCreateFromCSR_R(SEXP indptr, SEXP indices, SEXP data, SEXP num_col,
SEXP n_threads);
SEXP missing, SEXP n_threads);
/*!
* \brief create a new dmatrix from sliced content of existing matrix
@@ -176,17 +178,6 @@ XGB_DLL SEXP XGBoosterBoostOneIter_R(SEXP handle, SEXP dtrain, SEXP grad, SEXP h
*/
XGB_DLL SEXP XGBoosterEvalOneIter_R(SEXP handle, SEXP iter, SEXP dmats, SEXP evnames);
/*!
* \brief (Deprecated) make prediction based on dmat
* \param handle handle
* \param dmat data matrix
* \param option_mask output_margin:1 predict_leaf:2
* \param ntree_limit limit number of trees used in prediction
* \param training Whether the prediction value is used for training.
*/
XGB_DLL SEXP XGBoosterPredict_R(SEXP handle, SEXP dmat, SEXP option_mask,
SEXP ntree_limit, SEXP training);
/*!
* \brief Run prediction on DMatrix, replacing `XGBoosterPredict_R`
* \param handle handle

View File

@@ -1,26 +0,0 @@
// Copyright (c) 2014 by Contributors
#include <stdio.h>
#include <stdarg.h>
#include <Rinternals.h>
// implements error handling
void XGBoostAssert_R(int exp, const char *fmt, ...) {
char buf[1024];
if (exp == 0) {
va_list args;
va_start(args, fmt);
vsprintf(buf, fmt, args);
va_end(args);
error("AssertError:%s\n", buf);
}
}
void XGBoostCheck_R(int exp, const char *fmt, ...) {
char buf[1024];
if (exp == 0) {
va_list args;
va_start(args, fmt);
vsprintf(buf, fmt, args);
va_end(args);
error("%s\n", buf);
}
}

View File

@@ -0,0 +1,51 @@
## Install dependencies of R package for testing. The list might not be
## up-to-date, check DESCRIPTION for the latest list and update this one if
## inconsistent is found.
pkgs <- c(
## CI
"caret",
"pkgbuild",
"roxygen2",
"XML",
"cplm",
"e1071",
## suggests
"knitr",
"rmarkdown",
"ggplot2",
"DiagrammeR",
"Ckmeans.1d.dp",
"vcd",
"lintr",
"testthat",
"igraph",
"float",
"titanic",
## imports
"Matrix",
"methods",
"data.table",
"jsonlite"
)
ncpus <- parallel::detectCores()
print(paste0("Using ", ncpus, " cores to install dependencies."))
if (.Platform$OS.type == "unix") {
print("Installing source packages on unix.")
install.packages(
pkgs,
repo = "https://cloud.r-project.org",
dependencies = c("Depends", "Imports", "LinkingTo"),
Ncpus = parallel::detectCores()
)
} else {
print("Installing binary packages on Windows.")
install.packages(
pkgs,
repo = "https://cloud.r-project.org",
dependencies = c("Depends", "Imports", "LinkingTo"),
Ncpus = parallel::detectCores(),
type = "binary"
)
}

View File

@@ -1,71 +0,0 @@
library(lintr)
library(crayon)
my_linters <- list(
absolute_path_linter = lintr::absolute_path_linter,
assignment_linter = lintr::assignment_linter,
closed_curly_linter = lintr::closed_curly_linter,
commas_linter = lintr::commas_linter,
equals_na = lintr::equals_na_linter,
infix_spaces_linter = lintr::infix_spaces_linter,
line_length_linter = lintr::line_length_linter,
no_tab_linter = lintr::no_tab_linter,
object_usage_linter = lintr::object_usage_linter,
object_length_linter = lintr::object_length_linter,
open_curly_linter = lintr::open_curly_linter,
semicolon = lintr::semicolon_terminator_linter,
seq = lintr::seq_linter,
spaces_inside_linter = lintr::spaces_inside_linter,
spaces_left_parentheses_linter = lintr::spaces_left_parentheses_linter,
trailing_blank_lines_linter = lintr::trailing_blank_lines_linter,
trailing_whitespace_linter = lintr::trailing_whitespace_linter,
true_false = lintr::T_and_F_symbol_linter,
unneeded_concatenation = lintr::unneeded_concatenation_linter
)
results <- lapply(
list.files(path = '.', pattern = '\\.[Rr]$', recursive = TRUE),
function (r_file) {
cat(sprintf("Processing %s ...\n", r_file))
list(r_file = r_file,
output = lintr::lint(filename = r_file, linters = my_linters))
})
num_issue <- Reduce(sum, lapply(results, function (e) length(e$output)))
lint2str <- function(lint_entry) {
color <- function(type) {
switch(type,
"warning" = crayon::magenta,
"error" = crayon::red,
"style" = crayon::blue,
crayon::bold
)
}
paste0(
lapply(lint_entry$output,
function (lint_line) {
paste0(
crayon::bold(lint_entry$r_file, ":",
as.character(lint_line$line_number), ":",
as.character(lint_line$column_number), ": ", sep = ""),
color(lint_line$type)(lint_line$type, ": ", sep = ""),
crayon::bold(lint_line$message), "\n",
lint_line$line, "\n",
lintr:::highlight_string(lint_line$message, lint_line$column_number, lint_line$ranges),
"\n",
collapse = "")
}),
collapse = "")
}
if (num_issue > 0) {
cat(sprintf('R linters found %d issues:\n', num_issue))
for (entry in results) {
if (length(entry$output)) {
cat(paste0('**** ', crayon::bold(entry$r_file), '\n'))
cat(paste0(lint2str(entry), collapse = ''))
}
}
quit(save = 'no', status = 1) # Signal error to parent shell
}

View File

@@ -1,6 +1,3 @@
require(xgboost)
library(Matrix)
context("basic functions")
data(agaricus.train, package = 'xgboost')
@@ -235,12 +232,20 @@ test_that("train and predict RF with softprob", {
test_that("use of multiple eval metrics works", {
expect_output(
bst <- xgboost(data = train$data, label = train$label, max_depth = 2,
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic",
eval_metric = 'error', eval_metric = 'auc', eval_metric = "logloss")
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic",
eval_metric = 'error', eval_metric = 'auc', eval_metric = "logloss")
, "train-error.*train-auc.*train-logloss")
expect_false(is.null(bst$evaluation_log))
expect_equal(dim(bst$evaluation_log), c(2, 4))
expect_equal(colnames(bst$evaluation_log), c("iter", "train_error", "train_auc", "train_logloss"))
expect_output(
bst2 <- xgboost(data = train$data, label = train$label, max_depth = 2,
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic",
eval_metric = list("error", "auc", "logloss"))
, "train-error.*train-auc.*train-logloss")
expect_false(is.null(bst2$evaluation_log))
expect_equal(dim(bst2$evaluation_log), c(2, 4))
expect_equal(colnames(bst2$evaluation_log), c("iter", "train_error", "train_auc", "train_logloss"))
})
@@ -404,7 +409,7 @@ test_that("Configuration works", {
config <- xgb.config(bst)
xgb.config(bst) <- config
reloaded_config <- xgb.config(bst)
expect_equal(config, reloaded_config);
expect_equal(config, reloaded_config)
})
test_that("strict_shape works", {

View File

@@ -1,9 +1,4 @@
# More specific testing of callbacks
require(xgboost)
require(data.table)
require(titanic)
context("callbacks")
data(agaricus.train, package = 'xgboost')
@@ -84,7 +79,7 @@ test_that("cb.evaluation.log works as expected", {
list(c(iter = 1, bst_evaluation), c(iter = 2, bst_evaluation)))
expect_silent(f(finalize = TRUE))
expect_equal(evaluation_log,
data.table(iter = 1:2, train_auc = c(0.9, 0.9), test_auc = c(0.8, 0.8)))
data.table::data.table(iter = 1:2, train_auc = c(0.9, 0.9), test_auc = c(0.8, 0.8)))
bst_evaluation_err <- c('train-auc' = 0.1, 'test-auc' = 0.2)
evaluation_log <- list()
@@ -101,7 +96,7 @@ test_that("cb.evaluation.log works as expected", {
c(iter = 2, c(bst_evaluation, bst_evaluation_err))))
expect_silent(f(finalize = TRUE))
expect_equal(evaluation_log,
data.table(iter = 1:2,
data.table::data.table(iter = 1:2,
train_auc_mean = c(0.9, 0.9), train_auc_std = c(0.1, 0.1),
test_auc_mean = c(0.8, 0.8), test_auc_std = c(0.2, 0.2)))
})
@@ -256,6 +251,9 @@ test_that("early stopping using a specific metric works", {
})
test_that("early stopping works with titanic", {
if (!requireNamespace("titanic")) {
testthat::skip("Optional testing dependency 'titanic' not found.")
}
# This test was inspired by https://github.com/dmlc/xgboost/issues/5935
# It catches possible issues on noLD R
titanic <- titanic::titanic_train
@@ -322,7 +320,7 @@ test_that("prediction in early-stopping xgb.cv works", {
expect_output(
cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.1, nrounds = 20,
early_stopping_rounds = 5, maximize = FALSE, stratified = FALSE,
prediction = TRUE)
prediction = TRUE, base_score = 0.5)
, "Stopping. Best iteration")
expect_false(is.null(cv$best_iteration))

View File

@@ -1,7 +1,5 @@
context('Test models with custom objective')
require(xgboost)
set.seed(1994)
data(agaricus.train, package = 'xgboost')

View File

@@ -1,9 +1,7 @@
require(xgboost)
require(Matrix)
library(Matrix)
context("testing xgb.DMatrix functionality")
data(agaricus.test, package = 'xgboost')
data(agaricus.test, package = "xgboost")
test_data <- agaricus.test$data[1:100, ]
test_label <- agaricus.test$label[1:100]
@@ -13,14 +11,49 @@ test_that("xgb.DMatrix: basic construction", {
# from dense matrix
dtest2 <- xgb.DMatrix(as.matrix(test_data), label = test_label)
expect_equal(getinfo(dtest1, 'label'), getinfo(dtest2, 'label'))
expect_equal(getinfo(dtest1, "label"), getinfo(dtest2, "label"))
expect_equal(dim(dtest1), dim(dtest2))
#from dense integer matrix
# from dense integer matrix
int_data <- as.matrix(test_data)
storage.mode(int_data) <- "integer"
dtest3 <- xgb.DMatrix(int_data, label = test_label)
expect_equal(dim(dtest1), dim(dtest3))
n_samples <- 100
X <- cbind(
x1 = sample(x = 4, size = n_samples, replace = TRUE),
x2 = sample(x = 4, size = n_samples, replace = TRUE),
x3 = sample(x = 4, size = n_samples, replace = TRUE)
)
X <- matrix(X, nrow = n_samples)
y <- rbinom(n = n_samples, size = 1, prob = 1 / 2)
fd <- xgb.DMatrix(X, label = y, missing = 1)
dgc <- as(X, "dgCMatrix")
fdgc <- xgb.DMatrix(dgc, label = y, missing = 1.0)
dgr <- as(X, "dgRMatrix")
fdgr <- xgb.DMatrix(dgr, label = y, missing = 1)
params <- list(tree_method = "hist")
bst_fd <- xgb.train(
params, nrounds = 8, fd, watchlist = list(train = fd)
)
bst_dgr <- xgb.train(
params, nrounds = 8, fdgr, watchlist = list(train = fdgr)
)
bst_dgc <- xgb.train(
params, nrounds = 8, fdgc, watchlist = list(train = fdgc)
)
raw_fd <- xgb.save.raw(bst_fd, raw_format = "ubj")
raw_dgr <- xgb.save.raw(bst_dgr, raw_format = "ubj")
raw_dgc <- xgb.save.raw(bst_dgc, raw_format = "ubj")
expect_equal(raw_fd, raw_dgr)
expect_equal(raw_fd, raw_dgc)
})
test_that("xgb.DMatrix: saving, loading", {
@@ -37,11 +70,25 @@ test_that("xgb.DMatrix: saving, loading", {
# from a libsvm text file
tmp <- c("0 1:1 2:1", "1 3:1", "0 1:1")
tmp_file <- 'tmp.libsvm'
tmp_file <- tempfile(fileext = ".libsvm")
writeLines(tmp, tmp_file)
dtest4 <- xgb.DMatrix(tmp_file, silent = TRUE)
dtest4 <- xgb.DMatrix(paste(tmp_file, "?format=libsvm", sep = ""), silent = TRUE)
expect_equal(dim(dtest4), c(3, 4))
expect_equal(getinfo(dtest4, 'label'), c(0, 1, 0))
# check that feature info is saved
data(agaricus.train, package = 'xgboost')
dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
cnames <- colnames(dtrain)
expect_equal(length(cnames), 126)
tmp_file <- tempfile('xgb.DMatrix_')
xgb.DMatrix.save(dtrain, tmp_file)
dtrain <- xgb.DMatrix(tmp_file)
expect_equal(colnames(dtrain), cnames)
ft <- rep(c("c", "q"), each = length(cnames) / 2)
setinfo(dtrain, "feature_type", ft)
expect_equal(ft, getinfo(dtrain, "feature_type"))
})
test_that("xgb.DMatrix: getinfo & setinfo", {
@@ -109,9 +156,62 @@ test_that("xgb.DMatrix: colnames", {
test_that("xgb.DMatrix: nrow is correct for a very sparse matrix", {
set.seed(123)
nr <- 1000
x <- rsparsematrix(nr, 100, density = 0.0005)
x <- Matrix::rsparsematrix(nr, 100, density = 0.0005)
# we want it very sparse, so that last rows are empty
expect_lt(max(x@i), nr)
dtest <- xgb.DMatrix(x)
expect_equal(dim(dtest), dim(x))
})
test_that("xgb.DMatrix: print", {
data(agaricus.train, package = 'xgboost')
# core DMatrix with just data and labels
dtrain <- xgb.DMatrix(
data = agaricus.train$data
, label = agaricus.train$label
)
txt <- capture.output({
print(dtrain)
})
expect_equal(txt, "xgb.DMatrix dim: 6513 x 126 info: label colnames: yes")
# verbose=TRUE prints feature names
txt <- capture.output({
print(dtrain, verbose = TRUE)
})
expect_equal(txt[[1L]], "xgb.DMatrix dim: 6513 x 126 info: label colnames:")
expect_equal(txt[[2L]], sprintf("'%s'", paste(colnames(dtrain), collapse = "','")))
# DMatrix with weights and base_margin
dtrain <- xgb.DMatrix(
data = agaricus.train$data
, label = agaricus.train$label
, weight = seq_along(agaricus.train$label)
, base_margin = agaricus.train$label
)
txt <- capture.output({
print(dtrain)
})
expect_equal(txt, "xgb.DMatrix dim: 6513 x 126 info: label weight base_margin colnames: yes")
# DMatrix with just features
dtrain <- xgb.DMatrix(
data = agaricus.train$data
)
txt <- capture.output({
print(dtrain)
})
expect_equal(txt, "xgb.DMatrix dim: 6513 x 126 info: NA colnames: yes")
# DMatrix with no column names
data_no_colnames <- agaricus.train$data
colnames(data_no_colnames) <- NULL
dtrain <- xgb.DMatrix(
data = data_no_colnames
)
txt <- capture.output({
print(dtrain)
})
expect_equal(txt, "xgb.DMatrix dim: 6513 x 126 info: NA colnames: no")
})

View File

@@ -1,5 +1,3 @@
library(xgboost)
context("feature weights")
test_that("training with feature weights works", {

View File

@@ -1,5 +1,3 @@
require(xgboost)
context("Garbage Collection Safety Check")
test_that("train and prediction when gctorture is on", {

View File

@@ -1,7 +1,5 @@
context('Test generalized linear models')
require(xgboost)
test_that("gblinear works", {
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')

View File

@@ -1,10 +1,11 @@
library(testthat)
context('Test helper functions')
require(xgboost)
require(data.table)
require(Matrix)
require(vcd, quietly = TRUE)
VCD_AVAILABLE <- requireNamespace("vcd", quietly = TRUE)
.skip_if_vcd_not_available <- function() {
if (!VCD_AVAILABLE) {
testthat::skip("Optional testing dependency 'vcd' not found.")
}
}
float_tolerance <- 5e-6
@@ -12,25 +13,30 @@ float_tolerance <- 5e-6
flag_32bit <- .Machine$sizeof.pointer != 8
set.seed(1982)
data(Arthritis)
df <- data.table(Arthritis, keep.rownames = FALSE)
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
df[, ID := NULL]
sparse_matrix <- sparse.model.matrix(Improved~.-1, data = df) # nolint
label <- df[, ifelse(Improved == "Marked", 1, 0)]
# binary
nrounds <- 12
bst.Tree <- xgboost(data = sparse_matrix, label = label, max_depth = 9,
eta = 1, nthread = 2, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gbtree")
if (isTRUE(VCD_AVAILABLE)) {
data(Arthritis, package = "vcd")
df <- data.table::data.table(Arthritis, keep.rownames = FALSE)
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
df[, ID := NULL]
sparse_matrix <- Matrix::sparse.model.matrix(Improved~.-1, data = df) # nolint
label <- df[, ifelse(Improved == "Marked", 1, 0)]
bst.GLM <- xgboost(data = sparse_matrix, label = label,
eta = 1, nthread = 1, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gblinear")
# binary
bst.Tree <- xgboost(data = sparse_matrix, label = label, max_depth = 9,
eta = 1, nthread = 2, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gbtree",
base_score = 0.5)
feature.names <- colnames(sparse_matrix)
bst.GLM <- xgboost(data = sparse_matrix, label = label,
eta = 1, nthread = 1, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gblinear",
base_score = 0.5)
feature.names <- colnames(sparse_matrix)
}
# multiclass
mlabel <- as.numeric(iris$Species) - 1
@@ -45,6 +51,7 @@ mbst.GLM <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0,
test_that("xgb.dump works", {
.skip_if_vcd_not_available()
if (!flag_32bit)
expect_length(xgb.dump(bst.Tree), 200)
dump_file <- file.path(tempdir(), 'xgb.model.dump')
@@ -56,10 +63,11 @@ test_that("xgb.dump works", {
dmp <- xgb.dump(bst.Tree, dump_format = "json")
expect_length(dmp, 1)
if (!flag_32bit)
expect_length(grep('nodeid', strsplit(dmp, '\n')[[1]]), 188)
expect_length(grep('nodeid', strsplit(dmp, '\n', fixed = TRUE)[[1]], fixed = TRUE), 188)
})
test_that("xgb.dump works for gblinear", {
.skip_if_vcd_not_available()
expect_length(xgb.dump(bst.GLM), 14)
# also make sure that it works properly for a sparse model where some coefficients
# are 0 from setting large L1 regularization:
@@ -72,10 +80,11 @@ test_that("xgb.dump works for gblinear", {
# JSON format
dmp <- xgb.dump(bst.GLM.sp, dump_format = "json")
expect_length(dmp, 1)
expect_length(grep('\\d', strsplit(dmp, '\n')[[1]]), 11)
expect_length(grep('\\d', strsplit(dmp, '\n', fixed = TRUE)[[1]]), 11)
})
test_that("predict leafs works", {
.skip_if_vcd_not_available()
# no error for gbtree
expect_error(pred_leaf <- predict(bst.Tree, sparse_matrix, predleaf = TRUE), regexp = NA)
expect_equal(dim(pred_leaf), c(nrow(sparse_matrix), nrounds))
@@ -84,6 +93,7 @@ test_that("predict leafs works", {
})
test_that("predict feature contributions works", {
.skip_if_vcd_not_available()
# gbtree binary classifier
expect_error(pred_contr <- predict(bst.Tree, sparse_matrix, predcontrib = TRUE), regexp = NA)
expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1))
@@ -170,8 +180,9 @@ test_that("SHAPs sum to predictions, with or without DART", {
label = y,
nrounds = nrounds)
pr <- function(...)
pr <- function(...) {
predict(fit, newdata = d, ...)
}
pred <- pr()
shap <- pr(predcontrib = TRUE)
shapi <- pr(predinteraction = TRUE)
@@ -186,6 +197,7 @@ test_that("SHAPs sum to predictions, with or without DART", {
})
test_that("xgb-attribute functionality", {
.skip_if_vcd_not_available()
val <- "my attribute value"
list.val <- list(my_attr = val, a = 123, b = 'ok')
list.ch <- list.val[order(names(list.val))]
@@ -219,10 +231,11 @@ test_that("xgb-attribute functionality", {
expect_null(xgb.attributes(bst))
})
if (grepl('Windows', Sys.info()[['sysname']]) ||
grepl('Linux', Sys.info()[['sysname']]) ||
grepl('Darwin', Sys.info()[['sysname']])) {
if (grepl('Windows', Sys.info()[['sysname']], fixed = TRUE) ||
grepl('Linux', Sys.info()[['sysname']], fixed = TRUE) ||
grepl('Darwin', Sys.info()[['sysname']], fixed = TRUE)) {
test_that("xgb-attribute numeric precision", {
.skip_if_vcd_not_available()
# check that lossless conversion works with 17 digits
# numeric -> character -> numeric
X <- 10^runif(100, -20, 20)
@@ -241,6 +254,7 @@ if (grepl('Windows', Sys.info()[['sysname']]) ||
}
test_that("xgb.Booster serializing as R object works", {
.skip_if_vcd_not_available()
saveRDS(bst.Tree, 'xgb.model.rds')
bst <- readRDS('xgb.model.rds')
dtrain <- xgb.DMatrix(sparse_matrix, label = label)
@@ -259,6 +273,7 @@ test_that("xgb.Booster serializing as R object works", {
})
test_that("xgb.model.dt.tree works with and without feature names", {
.skip_if_vcd_not_available()
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))
@@ -278,16 +293,18 @@ test_that("xgb.model.dt.tree works with and without feature names", {
# using integer node ID instead of character
dt.tree.int <- xgb.model.dt.tree(model = bst.Tree, use_int_id = TRUE)
expect_equal(as.integer(tstrsplit(dt.tree$Yes, '-')[[2]]), dt.tree.int$Yes)
expect_equal(as.integer(tstrsplit(dt.tree$No, '-')[[2]]), dt.tree.int$No)
expect_equal(as.integer(tstrsplit(dt.tree$Missing, '-')[[2]]), dt.tree.int$Missing)
expect_equal(as.integer(data.table::tstrsplit(dt.tree$Yes, '-', fixed = TRUE)[[2]]), dt.tree.int$Yes)
expect_equal(as.integer(data.table::tstrsplit(dt.tree$No, '-', fixed = TRUE)[[2]]), dt.tree.int$No)
expect_equal(as.integer(data.table::tstrsplit(dt.tree$Missing, '-', fixed = TRUE)[[2]]), dt.tree.int$Missing)
})
test_that("xgb.model.dt.tree throws error for gblinear", {
.skip_if_vcd_not_available()
expect_error(xgb.model.dt.tree(model = bst.GLM))
})
test_that("xgb.importance works with and without feature names", {
.skip_if_vcd_not_available()
importance.Tree <- xgb.importance(feature_names = feature.names, model = bst.Tree)
if (!flag_32bit)
expect_equal(dim(importance.Tree), c(7, 4))
@@ -345,7 +362,8 @@ test_that("xgb.importance works with and without feature names", {
m <- xgboost::xgboost(
data = as.matrix(data.frame(x = c(0, 1))),
label = c(1, 2),
nrounds = 1
nrounds = 1,
base_score = 0.5
)
df <- xgb.model.dt.tree(model = m)
expect_equal(df$Feature, "Leaf")
@@ -353,6 +371,7 @@ test_that("xgb.importance works with and without feature names", {
})
test_that("xgb.importance works with GLM model", {
.skip_if_vcd_not_available()
importance.GLM <- xgb.importance(feature_names = feature.names, model = bst.GLM)
expect_equal(dim(importance.GLM), c(10, 2))
expect_equal(colnames(importance.GLM), c("Feature", "Weight"))
@@ -368,6 +387,7 @@ test_that("xgb.importance works with GLM model", {
})
test_that("xgb.model.dt.tree and xgb.importance work with a single split model", {
.skip_if_vcd_not_available()
bst1 <- xgboost(data = sparse_matrix, label = label, max_depth = 1,
eta = 1, nthread = 2, nrounds = 1, verbose = 0,
objective = "binary:logistic")
@@ -379,16 +399,19 @@ test_that("xgb.model.dt.tree and xgb.importance work with a single split model",
})
test_that("xgb.plot.tree works with and without feature names", {
.skip_if_vcd_not_available()
expect_silent(xgb.plot.tree(feature_names = feature.names, model = bst.Tree))
expect_silent(xgb.plot.tree(model = bst.Tree))
})
test_that("xgb.plot.multi.trees works with and without feature names", {
.skip_if_vcd_not_available()
xgb.plot.multi.trees(model = bst.Tree, feature_names = feature.names, features_keep = 3)
xgb.plot.multi.trees(model = bst.Tree, features_keep = 3)
})
test_that("xgb.plot.deepness works", {
.skip_if_vcd_not_available()
d2p <- xgb.plot.deepness(model = bst.Tree)
expect_equal(colnames(d2p), c("ID", "Tree", "Depth", "Cover", "Weight"))
xgb.plot.deepness(model = bst.Tree, which = "med.depth")
@@ -396,6 +419,7 @@ test_that("xgb.plot.deepness works", {
})
test_that("xgb.shap.data works when top_n is provided", {
.skip_if_vcd_not_available()
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
expect_equal(names(data_list), c("data", "shap_contrib"))
expect_equal(NCOL(data_list$data), 2)
@@ -413,12 +437,14 @@ test_that("xgb.shap.data works when top_n is provided", {
})
test_that("xgb.shap.data works with subsampling", {
.skip_if_vcd_not_available()
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2, subsample = 0.8)
expect_equal(NROW(data_list$data), as.integer(0.8 * nrow(sparse_matrix)))
expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib))
})
test_that("prepare.ggplot.shap.data works", {
.skip_if_vcd_not_available()
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
plot_data <- prepare.ggplot.shap.data(data_list, normalize = TRUE)
expect_s3_class(plot_data, "data.frame")
@@ -429,17 +455,19 @@ test_that("prepare.ggplot.shap.data works", {
})
test_that("xgb.plot.shap works", {
.skip_if_vcd_not_available()
sh <- xgb.plot.shap(data = sparse_matrix, model = bst.Tree, top_n = 2, col = 4)
expect_equal(names(sh), c("data", "shap_contrib"))
})
test_that("xgb.plot.shap.summary works", {
.skip_if_vcd_not_available()
expect_silent(xgb.plot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
expect_silent(xgb.ggplot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
})
test_that("check.deprecation works", {
ttt <- function(a = NNULL, DUMMY=NULL, ...) {
ttt <- function(a = NNULL, DUMMY = NULL, ...) {
check.deprecation(...)
as.list((environment()))
}

View File

@@ -17,7 +17,7 @@ test_that("interaction constraints for regression", {
# Set all observations to have the same x3 values then increment
# by the same amount
preds <- lapply(c(1, 2, 3), function(x){
preds <- lapply(c(1, 2, 3), function(x) {
tmat <- matrix(c(x1, x2, rep(x, 1000)), ncol = 3)
return(predict(bst, tmat))
})

View File

@@ -1,7 +1,5 @@
context('Test prediction of feature interactions')
require(xgboost)
set.seed(123)
test_that("predict feature interactions works", {

View File

@@ -1,7 +1,4 @@
context("Test model IO.")
## some other tests are in test_basic.R
require(xgboost)
require(testthat)
data(agaricus.train, package = "xgboost")
data(agaricus.test, package = "xgboost")

View File

@@ -1,6 +1,3 @@
require(xgboost)
require(jsonlite)
context("Models from previous versions of XGBoost can be loaded")
metadata <- list(
@@ -62,11 +59,12 @@ test_that("Models from previous versions of XGBoost can be loaded", {
bucket <- 'xgboost-ci-jenkins-artifacts'
region <- 'us-west-2'
file_name <- 'xgboost_r_model_compatibility_test.zip'
zipfile <- file.path(getwd(), file_name)
model_dir <- file.path(getwd(), 'models')
zipfile <- tempfile(fileext = ".zip")
extract_dir <- tempdir()
download.file(paste('https://', bucket, '.s3-', region, '.amazonaws.com/', file_name, sep = ''),
destfile = zipfile, mode = 'wb', quiet = TRUE)
unzip(zipfile, overwrite = TRUE)
unzip(zipfile, exdir = extract_dir, overwrite = TRUE)
model_dir <- file.path(extract_dir, 'models')
pred_data <- xgb.DMatrix(matrix(c(0, 0, 0, 0), nrow = 1, ncol = 4))
@@ -77,6 +75,7 @@ test_that("Models from previous versions of XGBoost can be loaded", {
model_xgb_ver <- m[2]
name <- m[3]
is_rds <- endsWith(model_file, '.rds')
is_json <- endsWith(model_file, '.json')
cpp_warning <- capture.output({
# Expect an R warning when a model is loaded from RDS and it was generated by version < 1.1.x
@@ -95,15 +94,13 @@ test_that("Models from previous versions of XGBoost can be loaded", {
run_booster_check(booster, name)
}
})
if (compareVersion(model_xgb_ver, '1.0.0.0') < 0) {
# Expect a C++ warning when a model was generated in version < 1.0.x
m <- grepl(paste0('.*Loading model from XGBoost < 1\\.0\\.0, consider saving it again for ',
'improved compatibility.*'), cpp_warning, perl = TRUE)
expect_true(length(m) > 0 && all(m))
} else if (is_rds && model_xgb_ver == '1.1.1.1') {
# Expect a C++ warning when a model is loaded from RDS and it was generated by version 1.1.x
m <- grepl(paste0('.*Attempted to load internal configuration for a model file that was ',
'generated by a previous version of XGBoost.*'), cpp_warning, perl = TRUE)
cpp_warning <- paste0(cpp_warning, collapse = ' ')
if (is_rds && compareVersion(model_xgb_ver, '1.1.1.1') >= 0) {
# Expect a C++ warning when a model is loaded from RDS and it was generated by old XGBoost`
m <- grepl(paste0('.*If you are loading a serialized model ',
'\\(like pickle in Python, RDS in R\\).*',
'for more details about differences between ',
'saving model and serializing.*'), cpp_warning, perl = TRUE)
expect_true(length(m) > 0 && all(m))
}
})

View File

@@ -1,5 +1,3 @@
require(xgboost)
context("monotone constraints")
set.seed(1024)

View File

@@ -1,7 +1,5 @@
context('Test model params and call are exposed to R')
require(xgboost)
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')

View File

@@ -1,6 +1,5 @@
context('Test Poisson regression model')
require(xgboost)
set.seed(1994)
test_that("Poisson regression works", {

View File

@@ -1,12 +1,12 @@
require(xgboost)
require(Matrix)
context('Learning to rank')
test_that('Test ranking with unweighted data', {
X <- sparseMatrix(i = c(2, 3, 7, 9, 12, 15, 17, 18),
j = c(1, 1, 2, 2, 3, 3, 4, 4),
x = rep(1.0, 8), dims = c(20, 4))
X <- Matrix::sparseMatrix(
i = c(2, 3, 7, 9, 12, 15, 17, 18)
, j = c(1, 1, 2, 2, 3, 3, 4, 4)
, x = rep(1.0, 8)
, dims = c(20, 4)
)
y <- c(0, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 0, 0)
group <- c(5, 5, 5, 5)
dtrain <- xgb.DMatrix(X, label = y, group = group)
@@ -20,9 +20,12 @@ test_that('Test ranking with unweighted data', {
})
test_that('Test ranking with weighted data', {
X <- sparseMatrix(i = c(2, 3, 7, 9, 12, 15, 17, 18),
j = c(1, 1, 2, 2, 3, 3, 4, 4),
x = rep(1.0, 8), dims = c(20, 4))
X <- Matrix::sparseMatrix(
i = c(2, 3, 7, 9, 12, 15, 17, 18)
, j = c(1, 1, 2, 2, 3, 3, 4, 4)
, x = rep(1.0, 8)
, dims = c(20, 4)
)
y <- c(0, 1, 1, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 1, 0, 1, 1, 0, 0)
group <- c(5, 5, 5, 5)
weight <- c(1.0, 2.0, 3.0, 4.0)

View File

@@ -1,5 +1,3 @@
require(xgboost)
context("update trees in an existing model")
data(agaricus.train, package = 'xgboost')

View File

@@ -28,7 +28,9 @@ Package loading:
require(xgboost)
require(Matrix)
require(data.table)
if (!require('vcd')) install.packages('vcd')
if (!require('vcd')) {
install.packages('vcd')
}
```
> **VCD** package is used for one of its embedded dataset only.
@@ -100,7 +102,7 @@ Note that we transform it to `factor` so the algorithm treat these age groups as
Therefore, 20 is not closer to 30 than 60. To make it short, the distance between ages is lost in this transformation.
```{r}
head(df[,AgeDiscret := as.factor(round(Age/10,0))])
head(df[, AgeDiscret := as.factor(round(Age / 10, 0))])
```
##### Random split into two groups
@@ -108,7 +110,7 @@ head(df[,AgeDiscret := as.factor(round(Age/10,0))])
Following is an even stronger simplification of the real age with an arbitrary split at 30 years old. We choose this value **based on nothing**. We will see later if simplifying the information based on arbitrary values is a good strategy (you may already have an idea of how well it will work...).
```{r}
head(df[,AgeCat:= as.factor(ifelse(Age > 30, "Old", "Young"))])
head(df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))])
```
##### Risks in adding correlated features
@@ -124,13 +126,13 @@ Fortunately, decision tree algorithms (including boosted trees) are very robust
We remove ID as there is nothing to learn from this feature (it would just add some noise).
```{r, results='hide'}
df[,ID:=NULL]
df[, ID := NULL]
```
We will list the different values for the column `Treatment`:
```{r}
levels(df[,Treatment])
levels(df[, Treatment])
```
@@ -147,7 +149,7 @@ For example, the column `Treatment` will be replaced by two columns, `TreatmentP
Column `Improved` is excluded because it will be our `label` column, the one we want to predict.
```{r, warning=FALSE,message=FALSE}
sparse_matrix <- sparse.model.matrix(Improved ~ ., data = df)[,-1]
sparse_matrix <- sparse.model.matrix(Improved ~ ., data = df)[, -1]
head(sparse_matrix)
```
@@ -156,7 +158,7 @@ head(sparse_matrix)
Create the output `numeric` vector (not as a sparse `Matrix`):
```{r}
output_vector = df[,Improved] == "Marked"
output_vector <- df[, Improved] == "Marked"
```
1. set `Y` vector to `0`;
@@ -170,7 +172,7 @@ 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, nrounds = 10,objective = "binary:logistic")
eta = 1, nthread = 2, nrounds = 10, objective = "binary:logistic")
```
@@ -219,7 +221,7 @@ For that purpose we will execute the same function as above but using two more p
importanceRaw <- xgb.importance(feature_names = colnames(sparse_matrix), model = bst, data = sparse_matrix, label = output_vector)
# Cleaning for better display
importanceClean <- importanceRaw[,`:=`(Cover=NULL, Frequency=NULL)]
importanceClean <- importanceRaw[, `:=`(Cover = NULL, Frequency = NULL)]
head(importanceClean)
```
@@ -321,16 +323,31 @@ If you want to try Random Forests algorithm, you can tweak XGBoost parameters!
For instance, to compute a model with 1000 trees, with a 0.5 factor on sampling rows and columns:
```{r, warning=FALSE, message=FALSE}
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
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, nrounds = 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"
)
#Boosting - 3 rounds
bst <- xgboost(data = train$data, label = train$label, max_depth = 4, nrounds = 3, objective = "binary:logistic")
bst <- xgboost(
data = train$data
, label = train$label
, max_depth = 4
, nrounds = 3
, objective = "binary:logistic"
)
```
> Note that the parameter `round` is set to `1`.

View File

@@ -52,9 +52,9 @@ It has several features:
For weekly updated version (highly recommended), install from *GitHub*:
```{r installGithub, eval=FALSE}
install.packages("drat", repos="https://cran.rstudio.com")
install.packages("drat", repos = "https://cran.rstudio.com")
drat:::addRepo("dmlc")
install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
install.packages("xgboost", repos = "http://dmlc.ml/drat/", type = "source")
```
> *Windows* user will need to install [Rtools](https://cran.r-project.org/bin/windows/Rtools/) first.
@@ -101,8 +101,8 @@ Why *split* the dataset in two parts?
In the first part we will build our model. In the second part we will want to test it and assess its quality. Without dividing the dataset we would test the model on the data which the algorithm have already seen.
```{r datasetLoading, results='hold', message=F, warning=F}
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
train <- agaricus.train
test <- agaricus.test
```
@@ -152,7 +152,15 @@ We will train decision tree model using the following parameters:
* `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 trainingSparse, message=F, warning=F}
bstSparse <- xgboost(data = train$data, label = train$label, max_depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
bstSparse <- xgboost(
data = train$data
, label = train$label
, max_depth = 2
, eta = 1
, nthread = 2
, nrounds = 2
, objective = "binary:logistic"
)
```
> More complex the relationship between your features and your `label` is, more passes you need.
@@ -164,7 +172,15 @@ bstSparse <- xgboost(data = train$data, label = train$label, max_depth = 2, eta
Alternatively, you can put your dataset in a *dense* matrix, i.e. a basic **R** matrix.
```{r trainingDense, message=F, warning=F}
bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max_depth = 2, eta = 1, nthread = 2, nrounds = 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"
)
```
##### xgb.DMatrix
@@ -173,7 +189,14 @@ bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max_depth
```{r trainingDmatrix, message=F, warning=F}
dtrain <- xgb.DMatrix(data = train$data, label = train$label)
bstDMatrix <- xgboost(data = dtrain, max_depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
bstDMatrix <- xgboost(
data = dtrain
, max_depth = 2
, eta = 1
, nthread = 2
, nrounds = 2
, objective = "binary:logistic"
)
```
##### Verbose option
@@ -184,17 +207,41 @@ One of the simplest way to see the training progress is to set the `verbose` opt
```{r trainingVerbose0, message=T, warning=F}
# verbose = 0, no message
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1, nthread = 2, nrounds = 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 trainingVerbose1, message=T, warning=F}
# verbose = 1, print evaluation metric
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 1)
bst <- xgboost(
data = dtrain
, max_depth = 2
, eta = 1
, nthread = 2
, nrounds = 2
, objective = "binary:logistic"
, verbose = 1
)
```
```{r trainingVerbose2, message=T, warning=F}
# verbose = 2, also print information about tree
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 2)
bst <- xgboost(
data = dtrain
, max_depth = 2
, eta = 1
, nthread = 2
, nrounds = 2
, objective = "binary:logistic"
, verbose = 2
)
```
## Basic prediction using XGBoost
@@ -267,8 +314,8 @@ Most of the features below have been implemented to help you to improve your mod
For the following advanced features, we need to put data in `xgb.DMatrix` as explained above.
```{r DMatrix, message=F, warning=F}
dtrain <- xgb.DMatrix(data = train$data, label=train$label)
dtest <- xgb.DMatrix(data = test$data, label=test$label)
dtrain <- xgb.DMatrix(data = train$data, label = train$label)
dtest <- xgb.DMatrix(data = test$data, label = test$label)
```
### Measure learning progress with xgb.train
@@ -285,9 +332,17 @@ One way to measure progress in learning of a model is to provide to **XGBoost**
For the purpose of this example, we use `watchlist` parameter. It is a list of `xgb.DMatrix`, each of them tagged with a name.
```{r watchlist, message=F, warning=F}
watchlist <- list(train=dtrain, test=dtest)
watchlist <- list(train = dtrain, test = dtest)
bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nthread = 2, nrounds=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"
)
```
**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.
@@ -299,7 +354,17 @@ If with your own dataset you have not such results, you should think about how y
For a better understanding of the learning progression, you may want to have some specific metric or even use multiple evaluation metrics.
```{r watchlist2, message=F, warning=F}
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")
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"
)
```
> `eval_metric` allows us to monitor two new metrics for each round, `logloss` and `error`.
@@ -310,7 +375,17 @@ bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nthread = 2, nrounds=2, watchl
Until now, all the learnings we have performed were based on boosting trees. **XGBoost** implements a second algorithm, based on linear boosting. The only difference with previous command is `booster = "gblinear"` parameter (and removing `eta` parameter).
```{r linearBoosting, message=F, warning=F}
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")
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"
)
```
In this specific case, *linear boosting* gets slightly better performance metrics than decision trees based algorithm.
@@ -328,7 +403,15 @@ Like saving models, `xgb.DMatrix` object (which groups both dataset and outcome)
xgb.DMatrix.save(dtrain, "dtrain.buffer")
# to load it in, simply call xgb.DMatrix
dtrain2 <- xgb.DMatrix("dtrain.buffer")
bst <- xgb.train(data=dtrain2, max_depth=2, eta=1, nthread = 2, nrounds=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"
)
```
```{r DMatrixDel, include=FALSE}
@@ -340,9 +423,9 @@ file.remove("dtrain.buffer")
Information can be extracted from `xgb.DMatrix` using `getinfo` function. Hereafter we will extract `label` data.
```{r getinfo, message=F, warning=F}
label = getinfo(dtest, "label")
label <- getinfo(dtest, "label")
pred <- predict(bst, dtest)
err <- as.numeric(sum(as.integer(pred > 0.5) != label))/length(label)
err <- as.numeric(sum(as.integer(pred > 0.5) != label)) / length(label)
print(paste("test-error=", err))
```
@@ -396,7 +479,7 @@ bst2 <- xgb.load("xgboost.model")
pred2 <- predict(bst2, test$data)
# And now the test
print(paste("sum(abs(pred2-pred))=", sum(abs(pred2-pred))))
print(paste("sum(abs(pred2-pred))=", sum(abs(pred2 - pred))))
```
```{r clean, include=FALSE}
@@ -420,7 +503,7 @@ bst3 <- xgb.load(rawVec)
pred3 <- predict(bst3, test$data)
# pred2 should be identical to pred
print(paste("sum(abs(pred3-pred))=", sum(abs(pred2-pred))))
print(paste("sum(abs(pred3-pred))=", sum(abs(pred2 - pred))))
```
> Again `0`? It seems that `XGBoost` works pretty well!

View File

@@ -30,7 +30,7 @@ For the purpose of this tutorial we will load the xgboost, jsonlite, and float p
require(xgboost)
require(jsonlite)
require(float)
options(digits=22)
options(digits = 22)
```
We will create a toy binary logistic model based on the example first provided [here](https://github.com/dmlc/xgboost/issues/3960), so that we can easily understand the structure of the dumped JSON model object. This will allow us to understand where discrepancies can occur and how they should be handled.
@@ -50,10 +50,10 @@ labels <- c(1, 1, 1,
0, 0, 0,
0, 0, 0)
data <- data.frame(dates = dates, labels=labels)
data <- data.frame(dates = dates, labels = labels)
bst <- xgboost(
data = as.matrix(data$dates),
data = as.matrix(data$dates),
label = labels,
nthread = 2,
nrounds = 1,
@@ -69,7 +69,7 @@ We will now dump the model to JSON and attempt to illustrate a variety of issues
First let's dump the model to JSON:
```{r}
bst_json <- xgb.dump(bst, with_stats = FALSE, dump_format='json')
bst_json <- xgb.dump(bst, with_stats = FALSE, dump_format = 'json')
bst_from_json <- fromJSON(bst_json, simplifyDataFrame = FALSE)
node <- bst_from_json[[1]]
cat(bst_json)
@@ -78,10 +78,10 @@ cat(bst_json)
The tree JSON shown by the above code-chunk tells us that if the data is less than 20180132, the tree will output the value in the first leaf. Otherwise it will output the value in the second leaf. Let's try to reproduce this manually with the data we have and confirm that it matches the model predictions we've already calculated.
```{r}
bst_preds_logodds <- predict(bst,as.matrix(data$dates), outputmargin = TRUE)
bst_preds_logodds <- predict(bst, as.matrix(data$dates), outputmargin = TRUE)
# calculate the logodds values using the JSON representation
bst_from_json_logodds <- ifelse(data$dates<node$split_condition,
bst_from_json_logodds <- ifelse(data$dates < node$split_condition,
node$children[[1]]$leaf,
node$children[[2]]$leaf)
@@ -106,19 +106,19 @@ At this stage two things happened:
To explain this, let's repeat the comparison and round to two decimals:
```{r}
round(bst_preds_logodds,2) == round(bst_from_json_logodds,2)
round(bst_preds_logodds, 2) == round(bst_from_json_logodds, 2)
```
If we round to two decimals, we see that only the elements related to data values of `20180131` don't agree. If we convert the data to floats, they agree:
```{r}
# now convert the dates to floats first
bst_from_json_logodds <- ifelse(fl(data$dates)<node$split_condition,
bst_from_json_logodds <- ifelse(fl(data$dates) < node$split_condition,
node$children[[1]]$leaf,
node$children[[2]]$leaf)
# test that values are equal
round(bst_preds_logodds,2) == round(bst_from_json_logodds,2)
round(bst_preds_logodds, 2) == round(bst_from_json_logodds, 2)
```
What's the lesson? If we are going to work with an imported JSON model, any data must be converted to floats first. In this case, since '20180131' cannot be represented as a 32-bit float, it is rounded up to 20180132, as shown here:
@@ -143,7 +143,7 @@ None are exactly equal. What happened? Although we've converted the data to 32
```{r}
# now convert the dates to floats first
bst_from_json_logodds <- ifelse(fl(data$dates)<fl(node$split_condition),
bst_from_json_logodds <- ifelse(fl(data$dates) < fl(node$split_condition),
as.numeric(fl(node$children[[1]]$leaf)),
as.numeric(fl(node$children[[2]]$leaf)))
@@ -160,12 +160,13 @@ We were able to get the log-odds to agree, so now let's manually calculate the s
```{r}
bst_preds <- predict(bst,as.matrix(data$dates))
bst_preds <- predict(bst, as.matrix(data$dates))
# calculate the predictions casting doubles to floats
bst_from_json_preds <- ifelse(fl(data$dates)<fl(node$split_condition),
as.numeric(1/(1+exp(-1*fl(node$children[[1]]$leaf)))),
as.numeric(1/(1+exp(-1*fl(node$children[[2]]$leaf))))
bst_from_json_preds <- ifelse(
fl(data$dates) < fl(node$split_condition)
, as.numeric(1 / (1 + exp(-1 * fl(node$children[[1]]$leaf))))
, as.numeric(1 / (1 + exp(-1 * fl(node$children[[2]]$leaf))))
)
# test that values are equal
@@ -177,9 +178,10 @@ None are exactly equal again. What is going on here? Well, since we are using
How do we fix this? We have to ensure we use the correct data types everywhere and the correct operators. If we use only floats, the float library that we have loaded will ensure the 32-bit float exponentiation operator is applied.
```{r}
# calculate the predictions casting doubles to floats
bst_from_json_preds <- ifelse(fl(data$dates)<fl(node$split_condition),
as.numeric(fl(1)/(fl(1)+exp(fl(-1)*fl(node$children[[1]]$leaf)))),
as.numeric(fl(1)/(fl(1)+exp(fl(-1)*fl(node$children[[2]]$leaf))))
bst_from_json_preds <- ifelse(
fl(data$dates) < fl(node$split_condition)
, as.numeric(fl(1) / (fl(1) + exp(fl(-1) * fl(node$children[[1]]$leaf))))
, as.numeric(fl(1) / (fl(1) + exp(fl(-1) * fl(node$children[[2]]$leaf))))
)
# test that values are equal

View File

@@ -1,7 +1,6 @@
<img src=https://raw.githubusercontent.com/dmlc/dmlc.github.io/master/img/logo-m/xgboost.png width=135/> eXtreme Gradient Boosting
<img src="https://xgboost.ai/images/logo/xgboost-logo.svg" width=135/> eXtreme Gradient Boosting
===========
[![Build Status](https://xgboost-ci.net/job/xgboost/job/master/badge/icon)](https://xgboost-ci.net/blue/organizations/jenkins/xgboost/activity)
[![Build Status](https://img.shields.io/travis/dmlc/xgboost.svg?label=build&logo=travis&branch=master)](https://travis-ci.org/dmlc/xgboost)
[![Build Status](https://badge.buildkite.com/aca47f40a32735c00a8550540c5eeff6a4c1d246a580cae9b0.svg?branch=master)](https://buildkite.com/xgboost/xgboost-ci)
[![XGBoost-CI](https://github.com/dmlc/xgboost/workflows/XGBoost-CI/badge.svg?branch=master)](https://github.com/dmlc/xgboost/actions)
[![Documentation Status](https://readthedocs.org/projects/xgboost/badge/?version=latest)](https://xgboost.readthedocs.org)
[![GitHub license](http://dmlc.github.io/img/apache2.svg)](./LICENSE)
@@ -10,6 +9,7 @@
[![Conda version](https://img.shields.io/conda/vn/conda-forge/py-xgboost.svg)](https://anaconda.org/conda-forge/py-xgboost)
[![Optuna](https://img.shields.io/badge/Optuna-integrated-blue)](https://optuna.org)
[![Twitter](https://img.shields.io/badge/@XGBoostProject--_.svg?style=social&logo=twitter)](https://twitter.com/XGBoostProject)
[![OpenSSF Scorecard](https://api.securityscorecards.dev/projects/github.com/dmlc/xgboost/badge)](https://api.securityscorecards.dev/projects/github.com/dmlc/xgboost)
[Community](https://xgboost.ai/community) |
[Documentation](https://xgboost.readthedocs.org) |
@@ -20,7 +20,7 @@
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 (Kubernetes, Hadoop, SGE, MPI, Dask) and can solve problems beyond billions of examples.
The same code runs on major distributed environment (Kubernetes, Hadoop, SGE, Dask, Spark, PySpark) and can solve problems beyond billions of examples.
License
-------
@@ -46,24 +46,11 @@ Become a sponsor and get a logo here. See details at [Sponsoring the XGBoost Pro
### Sponsors
[[Become a sponsor](https://opencollective.com/xgboost#sponsor)]
<!--<a href="https://opencollective.com/xgboost/sponsor/0/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/0/avatar.svg"></a>-->
<a href="https://www.nvidia.com/en-us/" target="_blank"><img src="https://raw.githubusercontent.com/xgboost-ai/xgboost-ai.github.io/master/images/sponsors/nvidia.jpg" alt="NVIDIA" width="72" height="72"></a>
<a href="https://opencollective.com/xgboost/sponsor/1/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/1/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/2/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/2/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/3/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/3/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/4/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/4/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/5/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/5/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/6/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/6/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/7/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/7/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/8/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/8/avatar.svg"></a>
<a href="https://opencollective.com/xgboost/sponsor/9/website" target="_blank"><img src="https://opencollective.com/xgboost/sponsor/9/avatar.svg"></a>
<a href="https://www.intel.com/" target="_blank"><img src="https://images.opencollective.com/intel-corporation/2fa85c1/logo/256.png" width="72" height="72"></a>
<a href="https://getkoffie.com/?utm_source=opencollective&utm_medium=github&utm_campaign=xgboost" target="_blank"><img src="https://images.opencollective.com/koffielabs/f391ab8/logo/256.png" width="72" height="72"></a>
### Backers
[[Become a backer](https://opencollective.com/xgboost#backer)]
<a href="https://opencollective.com/xgboost#backers" target="_blank"><img src="https://opencollective.com/xgboost/backers.svg?width=890"></a>
## Other sponsors
The sponsors in this list are donating cloud hours in lieu of cash donation.
<a href="https://aws.amazon.com/" target="_blank"><img src="https://raw.githubusercontent.com/xgboost-ai/xgboost-ai.github.io/master/images/sponsors/aws.png" alt="Amazon Web Services" width="72" height="72"></a>

22
SECURITY.md Normal file
View File

@@ -0,0 +1,22 @@
# Security Policy
## Supported Versions
<!-- Use this section to tell people about which versions of your project are
currently being supported with security updates. -->
Security updates are applied only to the most recent release.
## Reporting a Vulnerability
<!-- Use this section to tell people how to report a vulnerability.
Tell them where to go, how often they can expect to get an update on a
reported vulnerability, what to expect if the vulnerability is accepted or
declined, etc. -->
To report a security issue, please email
[security@xgboost-ci.net](mailto:security@xgboost-ci.net)
with a description of the issue, the steps you took to create the issue,
affected versions, and, if known, mitigations for the issue.
All support will be made on the best effort base, so please indicate the "urgency level" of the vulnerability as Critical, High, Medium or Low.

View File

@@ -1,89 +0,0 @@
/*!
* Copyright 2015-2019 by Contributors.
* \brief XGBoost Amalgamation.
* This offers an alternative way to compile the entire library from this single file.
*
* Example usage command.
* - $(CXX) -std=c++0x -fopenmp -o -shared libxgboost.so xgboost-all0.cc -ldmlc -lrabit
*
* \author Tianqi Chen.
*/
// metrics
#include "../src/metric/metric.cc"
#include "../src/metric/elementwise_metric.cc"
#include "../src/metric/multiclass_metric.cc"
#include "../src/metric/rank_metric.cc"
#include "../src/metric/auc.cc"
#include "../src/metric/survival_metric.cc"
// objectives
#include "../src/objective/objective.cc"
#include "../src/objective/regression_obj.cc"
#include "../src/objective/multiclass_obj.cc"
#include "../src/objective/rank_obj.cc"
#include "../src/objective/hinge.cc"
#include "../src/objective/aft_obj.cc"
// gbms
#include "../src/gbm/gbm.cc"
#include "../src/gbm/gbtree.cc"
#include "../src/gbm/gbtree_model.cc"
#include "../src/gbm/gblinear.cc"
#include "../src/gbm/gblinear_model.cc"
// data
#include "../src/data/simple_dmatrix.cc"
#include "../src/data/data.cc"
#include "../src/data/sparse_page_raw_format.cc"
#include "../src/data/ellpack_page.cc"
#include "../src/data/gradient_index.cc"
#include "../src/data/gradient_index_page_source.cc"
#include "../src/data/gradient_index_format.cc"
#include "../src/data/sparse_page_dmatrix.cc"
#include "../src/data/proxy_dmatrix.cc"
// prediction
#include "../src/predictor/predictor.cc"
#include "../src/predictor/cpu_predictor.cc"
// trees
#include "../src/tree/constraints.cc"
#include "../src/tree/hist/param.cc"
#include "../src/tree/param.cc"
#include "../src/tree/tree_model.cc"
#include "../src/tree/tree_updater.cc"
#include "../src/tree/updater_approx.cc"
#include "../src/tree/updater_colmaker.cc"
#include "../src/tree/updater_histmaker.cc"
#include "../src/tree/updater_prune.cc"
#include "../src/tree/updater_quantile_hist.cc"
#include "../src/tree/updater_refresh.cc"
#include "../src/tree/updater_sync.cc"
// linear
#include "../src/linear/linear_updater.cc"
#include "../src/linear/updater_coordinate.cc"
#include "../src/linear/updater_shotgun.cc"
// global
#include "../src/learner.cc"
#include "../src/logging.cc"
#include "../src/global_config.cc"
#include "../src/common/common.cc"
#include "../src/common/random.cc"
#include "../src/common/charconv.cc"
#include "../src/common/timer.cc"
#include "../src/common/quantile.cc"
#include "../src/common/host_device_vector.cc"
#include "../src/common/hist_util.cc"
#include "../src/common/io.cc"
#include "../src/common/json.cc"
#include "../src/common/pseudo_huber.cc"
#include "../src/common/survival_util.cc"
#include "../src/common/threading_utils.cc"
#include "../src/common/version.cc"
// c_api
#include "../src/c_api/c_api.cc"
#include "../src/c_api/c_api_error.cc"

View File

@@ -1 +0,0 @@
@xgboost_VERSION_MAJOR@.@xgboost_VERSION_MINOR@.@xgboost_VERSION_PATCH@rc1

View File

@@ -8,9 +8,6 @@ macro(enable_sanitizer sanitizer)
if(${sanitizer} MATCHES "address")
find_package(ASan)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=address")
if (ASan_FOUND)
link_libraries(${ASan_LIBRARY})
endif (ASan_FOUND)
elseif(${sanitizer} MATCHES "thread")
find_package(TSan)
@@ -22,16 +19,10 @@ macro(enable_sanitizer sanitizer)
elseif(${sanitizer} MATCHES "leak")
find_package(LSan)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=leak")
if (LSan_FOUND)
link_libraries(${LSan_LIBRARY})
endif (LSan_FOUND)
elseif(${sanitizer} MATCHES "undefined")
find_package(UBSan)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=undefined -fno-sanitize-recover=undefined")
if (UBSan_FOUND)
link_libraries(${UBSan_LIBRARY})
endif (UBSan_FOUND)
else()
message(FATAL_ERROR "Santizer ${sanitizer} not supported.")

View File

@@ -91,21 +91,21 @@ function(format_gencode_flags flags out)
# Set up architecture flags
if(NOT flags)
if (CUDA_VERSION VERSION_GREATER_EQUAL "11.1")
set(flags "50;52;60;61;70;75;80;86")
set(flags "50;60;70;80")
elseif (CUDA_VERSION VERSION_GREATER_EQUAL "11.0")
set(flags "35;50;52;60;61;70;75;80")
set(flags "50;60;70;80")
elseif(CUDA_VERSION VERSION_GREATER_EQUAL "10.0")
set(flags "35;50;52;60;61;70;75")
set(flags "35;50;60;70")
elseif(CUDA_VERSION VERSION_GREATER_EQUAL "9.0")
set(flags "35;50;52;60;61;70")
set(flags "35;50;60;70")
else()
set(flags "35;50;52;60;61")
set(flags "35;50;60")
endif()
endif()
if (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
cmake_policy(SET CMP0104 NEW)
list(POP_BACK flags latest_arch)
list(GET flags -1 latest_arch)
list(TRANSFORM flags APPEND "-real")
list(APPEND flags ${latest_arch})
set(CMAKE_CUDA_ARCHITECTURES ${flags})
@@ -124,13 +124,6 @@ function(format_gencode_flags flags out)
endif (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
endfunction(format_gencode_flags flags)
macro(enable_nvtx target)
find_package(NVTX REQUIRED)
target_include_directories(${target} PRIVATE "${NVTX_INCLUDE_DIR}")
target_link_libraries(${target} PRIVATE "${NVTX_LIBRARY}")
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_NVTX=1)
endmacro()
# Set CUDA related flags to target. Must be used after code `format_gencode_flags`.
function(xgboost_set_cuda_flags target)
target_compile_options(${target} PRIVATE
@@ -144,6 +137,15 @@ function(xgboost_set_cuda_flags target)
set_property(TARGET ${target} PROPERTY CUDA_ARCHITECTURES ${CMAKE_CUDA_ARCHITECTURES})
endif (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
if (FORCE_COLORED_OUTPUT)
if (FORCE_COLORED_OUTPUT AND (CMAKE_GENERATOR STREQUAL "Ninja") AND
((CMAKE_CXX_COMPILER_ID STREQUAL "GNU") OR
(CMAKE_CXX_COMPILER_ID STREQUAL "Clang")))
target_compile_options(${target} PRIVATE
$<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=-fdiagnostics-color=always>)
endif()
endif (FORCE_COLORED_OUTPUT)
if (USE_DEVICE_DEBUG)
target_compile_options(${target} PRIVATE
$<$<AND:$<CONFIG:DEBUG>,$<COMPILE_LANGUAGE:CUDA>>:-G;-src-in-ptx>)
@@ -153,16 +155,14 @@ function(xgboost_set_cuda_flags target)
endif (USE_DEVICE_DEBUG)
if (USE_NVTX)
enable_nvtx(${target})
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_NVTX=1)
endif (USE_NVTX)
if (NOT BUILD_WITH_CUDA_CUB)
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1 -DTHRUST_IGNORE_CUB_VERSION_CHECK=1)
target_include_directories(${target} PRIVATE ${xgboost_SOURCE_DIR}/cub/ ${xgboost_SOURCE_DIR}/gputreeshap)
else ()
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1)
target_include_directories(${target} PRIVATE ${xgboost_SOURCE_DIR}/gputreeshap)
endif (NOT BUILD_WITH_CUDA_CUB)
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1)
target_include_directories(
${target} PRIVATE
${xgboost_SOURCE_DIR}/gputreeshap
${CUDAToolkit_INCLUDE_DIRS})
if (MSVC)
target_compile_options(${target} PRIVATE
@@ -170,7 +170,7 @@ function(xgboost_set_cuda_flags target)
endif (MSVC)
set_target_properties(${target} PROPERTIES
CUDA_STANDARD 14
CUDA_STANDARD 17
CUDA_STANDARD_REQUIRED ON
CUDA_SEPARABLE_COMPILATION OFF)
endfunction(xgboost_set_cuda_flags)
@@ -190,9 +190,10 @@ endmacro(xgboost_link_nccl)
# compile options
macro(xgboost_target_properties target)
set_target_properties(${target} PROPERTIES
CXX_STANDARD 14
CXX_STANDARD 17
CXX_STANDARD_REQUIRED ON
POSITION_INDEPENDENT_CODE ON)
if (HIDE_CXX_SYMBOLS)
#-- Hide all C++ symbols
set_target_properties(${target} PROPERTIES
@@ -204,7 +205,9 @@ macro(xgboost_target_properties target)
if (ENABLE_ALL_WARNINGS)
target_compile_options(${target} PUBLIC
$<IF:$<COMPILE_LANGUAGE:CUDA>,-Xcompiler=-Wall -Xcompiler=-Wextra,-Wall -Wextra>
$<IF:$<COMPILE_LANGUAGE:CUDA>,
-Xcompiler=-Wall -Xcompiler=-Wextra -Xcompiler=-Wno-expansion-to-defined,
-Wall -Wextra -Wno-expansion-to-defined>
)
endif(ENABLE_ALL_WARNINGS)
@@ -218,7 +221,7 @@ macro(xgboost_target_properties target)
$<$<NOT:$<COMPILE_LANGUAGE:CUDA>>:/utf-8>
-D_CRT_SECURE_NO_WARNINGS
-D_CRT_SECURE_NO_DEPRECATE
)
)
endif (MSVC)
if (WIN32 AND MINGW)
@@ -247,6 +250,10 @@ macro(xgboost_target_defs target)
PRIVATE
-DXGBOOST_BUILTIN_PREFETCH_PRESENT=1)
endif (XGBOOST_BUILTIN_PREFETCH_PRESENT)
if (PLUGIN_RMM)
target_compile_definitions(objxgboost PUBLIC -DXGBOOST_USE_RMM=1)
endif (PLUGIN_RMM)
endmacro(xgboost_target_defs)
# handles dependencies
@@ -269,15 +276,23 @@ macro(xgboost_target_link_libraries target)
xgboost_set_cuda_flags(${target})
endif (USE_CUDA)
if (PLUGIN_RMM)
target_link_libraries(${target} PRIVATE rmm::rmm)
endif (PLUGIN_RMM)
if (USE_NCCL)
xgboost_link_nccl(${target})
endif (USE_NCCL)
if (USE_NVTX)
enable_nvtx(${target})
target_link_libraries(${target} PRIVATE CUDA::nvToolsExt)
endif (USE_NVTX)
if (RABIT_BUILD_MPI)
target_link_libraries(${target} PRIVATE MPI::MPI_CXX)
endif (RABIT_BUILD_MPI)
if (MINGW)
target_link_libraries(${target} PRIVATE wsock32 ws2_32)
endif (MINGW)
endmacro(xgboost_target_link_libraries)

View File

@@ -3,7 +3,4 @@ function (write_version)
configure_file(
${xgboost_SOURCE_DIR}/cmake/version_config.h.in
${xgboost_SOURCE_DIR}/include/xgboost/version_config.h @ONLY)
configure_file(
${xgboost_SOURCE_DIR}/cmake/Python_version.in
${xgboost_SOURCE_DIR}/python-package/xgboost/VERSION @ONLY)
endfunction (write_version)

View File

@@ -1,7 +1,7 @@
set(ASan_LIB_NAME ASan)
find_library(ASan_LIBRARY
NAMES libasan.so libasan.so.5 libasan.so.4 libasan.so.3 libasan.so.2 libasan.so.1 libasan.so.0
NAMES libasan.so libasan.so.6 libasan.so.5 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)

View File

@@ -1,26 +0,0 @@
if (NVTX_LIBRARY)
unset(NVTX_LIBRARY CACHE)
endif (NVTX_LIBRARY)
set(NVTX_LIB_NAME nvToolsExt)
find_path(NVTX_INCLUDE_DIR
NAMES nvToolsExt.h
PATHS ${CUDA_HOME}/include ${CUDA_INCLUDE} /usr/local/cuda/include)
find_library(NVTX_LIBRARY
NAMES nvToolsExt
PATHS ${CUDA_HOME}/lib64 /usr/local/cuda/lib64)
message(STATUS "Using nvtx library: ${NVTX_LIBRARY}")
include(FindPackageHandleStandardArgs)
find_package_handle_standard_args(NVTX DEFAULT_MSG
NVTX_INCLUDE_DIR NVTX_LIBRARY)
mark_as_advanced(
NVTX_INCLUDE_DIR
NVTX_LIBRARY
)

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