GitLab

* Add R-squared metric, documentation, and tests

* Fix static ci checks: correct Sklearn r2_score URL link, fix cpp linting errors

* Replace non-static data members from pragma reduction with variables

* Update src/metric/metric.cpp

* Add additional asserts, remove needless y.copy()

* Add back y.copy()

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Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* dev

* dev

* dev

* Update static_analysis.yml

* Update .pre-commit-config.yaml

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Co-authored-by: James Lamb <jaylamb20@gmail.com>

[ci][docs] fix link checking action by switching from linkchecker to lychee and update some links (#7027)

* [ci] [c++] use 'pre-commit' to run 'cpplint', upgrade to 'cpplint' 2.0.2

* remove bashisms

* one more pipefail use

* another pipefail

* [ROCm] add support for ROCm/HIP

- CMakeLists.txt ROCm updates, also replace glob with explicit file list
- initial warpSize interop changes
- helpers/hipify.sh script added
- .gitignore to ignore generated hip source files

* more rocm updates

- disable compiler warnings
- move PercentileDevice __device__ template function into header
- bug fixes for __host__ __define__ and __HIP__ preprocessor symbols

* more bug fixes

* warp 32 vs 64 updates

* lint fixes

* missing device_index variable

* accidental inclusion of hip headers

* copyright notice compliance

* Update CMakeLists.txt
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix lint issue

* clean up

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update CMakeLists.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* clean up CMakeLists.txt

use WARPSIZE

* use WARPSIZE

* fix share buffer size

---------
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Yu Shi <yushi2@microsoft.com>

* add quantized training (first stage)

* add histogram construction functions for integer gradients

* add stochastic rounding

* update docs

* fix compilation errors by adding template instantiations

* update files for compilation

* fix compilation of gpu version

* initialize gradient discretizer before share states

* add a test case for quantized training

* add quantized training for data distributed training

* Delete origin.pred

* Delete ifelse.pred

* Delete LightGBM_model.txt

* remove useless changes

* fix lint error

* remove debug loggings

* fix mismatch of vector and allocator types

* remove changes in main.cpp

* fix bugs with uninitialized gradient discretizer

* initialize ordered gradients in gradient discretizer

* disable quantized training with gpu and cuda

fix msvc compilation errors and warnings

* fix bug in data parallel tree learner

* make quantized training test deterministic

* make quantized training in test case more accurate

* refactor test_quantized_training

* fix leaf splits initialization with quantized training

* check distributed quantized training result

* add cuda gradient discretizer

* add quantized training for CUDA version in tree learner

* remove cuda computability 6.1 and 6.2

* fix parts of gpu quantized training errors and warnings

* fix build-python.sh to install locally built version

* fix memory access bugs

* fix lint errors

* mark cuda quantized training on cuda with categorical features as unsupported

* rename cuda_utils.h to cuda_utils.hu

* enable quantized training with cuda

* fix cuda quantized training with sparse row data

* allow using global memory buffer in histogram construction with cuda quantized training

* recover build-python.sh

enlarge allowed package size to 100M

* add l1 metric for cuda_exp

* add huber/fair metric for cuda_exp

* add poisson/mape/gamma/gamma_deviance/tweedie  metrics for cuda_exp

* fix cpplint error

* fix return  error

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [ci] speed up if-else, swig, and lint conda setup

* add 'source activate'

* python constraint

* start removing cuda v1

* comment out CI

* remove more references

* revert some unnecessaary changes

* revert a few more mistakes

* revert another change that ignored params

* sigh

* remove CUDATreeLearner

* fix tests, docs

* fix quoting in setup.py

* restore all CI

* Apply suggestions from code review
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Apply suggestions from code review

* completely remove cuda_exp, update docs

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Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* fix rmse and add l2 metric for new cuda version

* use CUDAL2Metric

* explicit template instantiation

* write result only with the first thread

* pre allocate buffer for output converting

* fix l2 regression with cuda metric evaluation

* weighting loss in cuda metric evaluation

* mark CUDATree::AsConstantTree as override

* add rmse metric for new cuda version

* add Init for CUDAMetricInterface

* fix lint errors

* initial work for boosting and evaluation with CUDA

* fix compatibility with CPU code

* fix creating objective without USE_CUDA_EXP

* fix static analysis errors

* fix static analysis errors

* Correct spelling

Most changes were in comments, and there were a few changes to literals for log output.

There were no changes to variable names, function names, IDs, or functionality.

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Correct spelling

Most are code comments, but one case is a literal in a logging message.

There are a few grammar fixes too.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add check to prevent out of index lookup in the position discount table. Add debug logging to report number of queries found in the data.

* Change debug logging location so that we can print the data file name as well.

* Revert "Change debug logging location so that we can print the data file name as well."

This reverts commit 3981b34bd6e0530f89c4733e78e6b6603bf50d48.

* Add data file name to debug logging.

* Move log line to a place where it is output even when query IDs are read from a separate file.

* Also add the out-of-range check to rank metrics.

* Perform check after number of queries is initialized.

* Update

* fix warnings

* Apply suggestions from code review

* Update feature_group.h

* Update feature_group.h

* Update src/treelearner/serial_tree_learner.cpp

* Update multiclass_metric.hpp

* Implement average precision score

* Fix lint errors

* Change name to average_precision

* Add to R-package list of metrics

* Empty commit to trigger CI jobs

* Change name to average_precision

* Update auc_mu metric to use data weights if provided

* Calculate class sizes and total weights in Init so we only do it once

* Fix lint error

* Empty commit to trigger CI jobs

This reverts commit 656d2676.

* don't cache `num_thread`, to avoid change outside

* rename

* update document

* Update docs/Parameters.rst

* Update include/LightGBM/config.h

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Apply suggestions from code review
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* some refines

* more omp refactoring

* format define

* fix merge bug

* some fixes

* fix some warnings

* Apply suggestions from code review

* Apply suggestions from code review

* remove dup codes

* Fix bug where small values of max_bin cause crash.

* Revert "Fix bug where small values of max_bin cause crash."

This reverts commit fe5c8e2547057c1fa5750bcddd359dd7708fab4b.

* Add auc-mu multiclass metric.

* Fix bug where scores are equal.

* Merge.

* Change name to auc_mu everywhere (instead of auc-mu).

* Fix comparison between signed and unsigned int.

* Change name to AUC-mu in docs and output messages.

* Improve test.

* Use prefix increment.

* Update R package.

* Fix style issues.

* Tidy up test code.

* Read all lines first then process.

* Allow passing AUC-mu weights directly as a list in parameters.

* Remove unused code, improve example and docs.

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* fix metric alias

* fix format

* updated docs

* simplify alias in objective function

* move the alias parsing to config.cpp

* updated docs

* fix multi-class aliases

* updated regression aliases in docs

* fixed trailing space

* Implement top-k multiclass error metric. Add new parameter top_k_threshold.

* Add test for multiclass metrics

* Make test less sensitive to avoid floating-point issues.

* Change tabs to spaces.

* Fix problem with test in Python 2. Refactor to use np.testing. Decrease number of training rounds so loss is larger and easier to compare.

* Move multiclass tests into test_engine.py

* Change parameter name from top_k_threshold to multi_error_top_k.

* Fix top-k error metric to handle case where scores are equal. Update tests and docs.

* Change name of top-k metric to multi_error@k.

* Change tabs to spaces.

* Fix formatting.

* Fix minor issues in docs.

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)