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natarajan-chidambaram / RABBIT

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Bump xgboost from 2.0.3 to 2.1.0 #40

Closed dependabot[bot] closed 5 months ago

dependabot[bot] commented 5 months ago

Bumps xgboost from 2.0.3 to 2.1.0.

Release notes

Sourced from xgboost's releases.

Release 2.1.0 stable

2.1.0 (2024 Jun 20)

We are thrilled to announce the XGBoost 2.1 release. This note will start by summarizing some general changes and then highlighting specific package updates. As we are working on a new R interface, this release will not include the R package. We'll update the R package as soon as it's ready. Stay tuned!

Networking Improvements

An important ongoing work for XGBoost, which we've been collaborating on, is to support resilience for improved scaling and federated learning on various platforms. The existing networking library in XGBoost, adopted from the RABIT project, can no longer meet the feature demand. We've revamped the RABIT module in this release to pave the way for future development. The choice of using an in-house version instead of an existing library is due to the active development status with frequent new feature requests like loading extra plugins for federated learning. The new implementation features:

  • Both CPU and GPU communication (based on NCCL).
  • A reusable tracker for both the Python package and JVM packages. With the new release, the JVM packages no longer require Python as a runtime dependency.
  • Supports federated communication patterns for both CPU and GPU.
  • Supports timeout. The high-level interface parameter is currently hard-coded to 30 minutes, which we plan to improve.
  • Supports significantly more data types.
  • Supports thread-based workers.
  • Improved handling for worker errors, including better error messages when one of the peers dies during training.
  • Work with IPv6. Currently, this is only supported by the dask interface.
  • Built-in support for various operations like broadcast, allgatherV, allreduce, etc.

Related PRs (#9597, #9576, #9523, #9524, #9593, #9596, #9661, #10319, #10152, #10125, #10332, #10306, #10208, #10203, #10199, #9784, #9777, #9773, #9772, #9759, #9745, #9695, #9738, #9732, #9726, #9688, #9681, #9679, #9659, #9650, #9644, #9649, #9917, #9990, #10313, #10315, #10112, #9531, #10075, #9805, #10198, #10414).

The existing option of using MPI in RABIT is removed in the release. (#9525)

NCCL is now fetched from PyPI.

In the previous version, XGBoost statically linked NCCL, which significantly increased the binary size and led to hitting the PyPI repository limit. With the new release, we have made a significant improvement. The new release can now dynamically load NCCL from an external source, reducing the binary size. For the PyPI package, the nvidia-nccl-cu12 package will be fetched during installation. With more downstream packages reusing NCCL, we expect the user environments to be slimmer in the future as well. (#9796, #9804, #10447)

Multi-output

We continue the work on multi-target and vector leaf in this release:

  • Revise the support for custom objectives with a new API, XGBoosterTrainOneIter. This new function supports strided matrices and CUDA inputs. In addition, custom objectives now return the correct shape for prediction. (#9508)
  • The hinge objective now supports multi-target regression (#9850)
  • Fix the gain calculation with vector leaf (#9978)
  • Support graphviz plot for multi-target tree. (#10093)
  • Fix multi-output with alternating strategies. (#9933)

Please note that the feature is still in progress and not suitable for production use.

Federated Learning

Progress has been made on federated learning with improved support for column-split, including the following updates:

Ongoing work for SYCL support.

XGBoost is developing a SYCL plugin for SYCL devices, starting with the hist tree method. (#10216, #9800, #10311, #9691, #10269, #10251, #10222, #10174, #10080, #10057, #10011, #10138, #10119, #10045, #9876, #9846, #9682) XGBoost now supports launchable inference on SYCL devices, and work on adding SYCL support for training is ongoing.

Looking ahead, we plan to complete the training in the coming releases and then focus on improving test coverage for SYCL, particularly for Python tests.

Optimizations

  • Implement column sampler in CUDA for GPU-based tree methods. This helps us get faster training time when column sampling is employed (#9785)
  • CMake LTO and CUDA arch (#9677)
  • Small optimization to external memory with a thread pool. This reduces the number of threads launched during iteration. (#9605, #10288, #10374)

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Changelog

Sourced from xgboost's changelog.

XGBoost Change Log

Starting from 2.1.0, release note is recorded in the documentation.

This file records the changes in xgboost library in reverse chronological order.

2.0.0 (2023 Aug 16)

We are excited to announce the release of XGBoost 2.0. This note will begin by covering some overall changes and then highlight specific updates to the package.

Initial work on multi-target trees with vector-leaf outputs

We have been working on vector-leaf tree models for multi-target regression, multi-label classification, and multi-class classification in version 2.0. Previously, XGBoost would build a separate model for each target. However, with this new feature that's still being developed, XGBoost can build one tree for all targets. The feature has multiple benefits and trade-offs compared to the existing approach. It can help prevent overfitting, produce smaller models, and build trees that consider the correlation between targets. In addition, users can combine vector leaf and scalar leaf trees during a training session using a callback. Please note that the feature is still a working in progress, and many parts are not yet available. See #9043 for the current status. Related PRs: (#8538, #8697, #8902, #8884, #8895, #8898, #8612, #8652, #8698, #8908, #8928, #8968, #8616, #8922, #8890, #8872, #8889, #9509) Please note that, only the hist (default) tree method on CPU can be used for building vector leaf trees at the moment.

New device parameter.

A new device parameter is set to replace the existing gpu_id, gpu_hist, gpu_predictor, cpu_predictor, gpu_coord_descent, and the PySpark specific parameter use_gpu. Onward, users need only the device parameter to select which device to run along with the ordinal of the device. For more information, please see our document page (https://xgboost.readthedocs.io/en/stable/parameter.html#general-parameters) . For example, with device="cuda", tree_method="hist", XGBoost will run the hist tree method on GPU. (#9363, #8528, #8604, #9354, #9274, #9243, #8896, #9129, #9362, #9402, #9385, #9398, #9390, #9386, #9412, #9507, #9536). The old behavior of gpu_hist is preserved but deprecated. In addition, the predictor parameter is removed.

hist is now the default tree method

Starting from 2.0, the hist tree method will be the default. In previous versions, XGBoost chooses approx or exact depending on the input data and training environment. The new default can help XGBoost train models more efficiently and consistently. (#9320, #9353)

GPU-based approx tree method

There's initial support for using the approx tree method on GPU. The performance of the approx is not yet well optimized but is feature complete except for the JVM packages. It can be accessed through the use of the parameter combination device="cuda", tree_method="approx". (#9414, #9399, #9478). Please note that the Scala-based Spark interface is not yet supported.

Optimize and bound the size of the histogram on CPU, to control memory footprint

XGBoost has a new parameter max_cached_hist_node for users to limit the CPU cache size for histograms. It can help prevent XGBoost from caching histograms too aggressively. Without the cache, performance is likely to decrease. However, the size of the cache grows exponentially with the depth of the tree. The limit can be crucial when growing deep trees. In most cases, users need not configure this parameter as it does not affect the model's accuracy. (#9455, #9441, #9440, #9427, #9400).

Along with the cache limit, XGBoost also reduces the memory usage of the hist and approx tree method on distributed systems by cutting the size of the cache by half. (#9433)

Improved external memory support

There is some exciting development around external memory support in XGBoost. It's still an experimental feature, but the performance has been significantly improved with the default hist tree method. We replaced the old file IO logic with memory map. In addition to performance, we have reduced CPU memory usage and added extensive documentation. Beginning from 2.0.0, we encourage users to try it with the hist tree method when the memory saving by QuantileDMatrix is not sufficient. (#9361, #9317, #9282, #9315, #8457)

Learning to rank

We created a brand-new implementation for the learning-to-rank task. With the latest version, XGBoost gained a set of new features for ranking task including:

  • A new parameter lambdarank_pair_method for choosing the pair construction strategy.
  • A new parameter lambdarank_num_pair_per_sample for controlling the number of samples for each group.
  • An experimental implementation of unbiased learning-to-rank, which can be accessed using the lambdarank_unbiased parameter.
  • Support for custom gain function with NDCG using the ndcg_exp_gain parameter.
  • Deterministic GPU computation for all objectives and metrics.
  • NDCG is now the default objective function.
  • Improved performance of metrics using caches.
  • Support scikit-learn utilities for XGBRanker.
  • Extensive documentation on how learning-to-rank works with XGBoost.

For more information, please see the tutorial. Related PRs: (#8771, #8692, #8783, #8789, #8790, #8859, #8887, #8893, #8906, #8931, #9075, #9015, #9381, #9336, #8822, #9222, #8984, #8785, #8786, #8768)

Automatically estimated intercept

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