Minimal Varianсe Sampling (MVS) booster #5091
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* Added base for minimal variance sampling booster * Implemented MVS booster with support for multioutput targets, deterministic execution on small datasets/ * Updated documentation and fixed some linting errors * fixed python sklearn documentation, tryed to fix R Cran CI * Second attempt to fix R pipeline * Fixed R package build for windows and linting error * Revert "Fixed R package build for windows and linting error" This reverts commit d50769e * Revert "Revert "Fixed R package build for windows and linting error"" This reverts commit f531f3a. * Fixed some documentation * Fixed intendation error in mvs.hpp, fixed some windows build issues, added spinx version upper bound * Fixed intendation error in mvs.hpp, fixed some windows build issues, added spinx version upper bound * Update requirements_base.txt * Update R-package/src/Makevars.in Co-authored-by: James Lamb <[email protected]> * Update R-package/src/Makevars.win.in Co-authored-by: James Lamb <[email protected]> * Added MVS booster support for dask tests * Moved CalculateThresholdSequential to array_args.h and renamed it to CalculateThresholdMVS * Added cpp tests for ArrayArgs::CalculateThresholdMVS and ArrayArgs::Partition. * Fix linter errors in test_dask.py * Fixed UB in ArrayArgs::Partition, when it is called with one element. * Fixed linter errors * Added more cpp tests and fixed linting errors * Fixed linting errors * Updated R-package documentation Updated documentation Updated test_mvs_threshold_search.cpp Added parallel computation of regularized absolute value term. Added new mvs parameter from constant. * Updated MVS Lambda algorithm * Updated documentation, MVS::GetLambda, MVS::GetThreshold, updated MVS::ResetConfig * [ci] fix current `master` fails with graphviz-related error (#5068) * Update test_windows.ps1 * Update .appveyor.yml * Update test_windows.ps1 * Update .appveyor.yml Co-authored-by: James Lamb <[email protected]> Co-authored-by: Nikita Titov <[email protected]> Co-authored-by: Yu Shi <[email protected]>
This was referenced Aug 29, 2022
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shiyu1994
changed the title
shiyu1994
requested review from
jameslamb,
jmoralez,
shiyu1994 and
guolinke
as code owners
jameslamb
requested changes
Jan 6, 2023
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Thanks for reviving this @shiyu1994 ! I left a few minor comments for your consideration, but I'm not qualified to review this thoroughly. Hopefully @guolinke will be able to review.
Please @ me if you need help with the failing CI jobs.
guolinke
reviewed
Jan 12, 2023
guolinke
approved these changes
Jan 12, 2023
|
This is still in progress, and I need to add some test cases for MVS before merging this. |
Co-authored-by: James Lamb <[email protected]>
Co-authored-by: James Lamb <[email protected]>
Co-authored-by: James Lamb <[email protected]>
Co-authored-by: James Lamb <[email protected]>
Co-authored-by: James Lamb <[email protected]>
Co-authored-by: Guolin Ke <[email protected]>
Co-authored-by: James Lamb <[email protected]>
jameslamb
requested changes
Feb 14, 2023
src/boosting/goss.hpp
Outdated
| Log::Info("Using GOSS"); | ||
| balanced_bagging_ = false; | ||
| bag_data_indices_.resize(num_data_); | ||
| #ifdef USE_CUDA_EXP |
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I'm surprised to see new commits referencing cuda_exp. cuda_exp was completely removed in #5677.
Please update this branch to latest master and replace any cuda_exp references with cuda.
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Thanks for the reminder. Will merge with the master branch.
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It's been over a year since the last commit to this PR, so I'm assuming that you're no longer working on this @shiyu1994. I'm closing this due to lack of activity, to make that clear to anyone else coming to the project interested in working on #2644. |
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Original PR #4266.
Fixed #2644.
Opening this PR to not accidentally remove underlying branch or forget about it existence.