GitLab

* add bagging by query for lambdarank

* fix pre-commit

* fix bagging by query with cuda

* fix bagging by query test case

* fix bagging by query test case

* fix bagging by query test case

* add #include <vector>

* Update include/LightGBM/objective_function.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

factor out uses of omp_get_num_threads() and omp_get_max_threads() outside of OpenMP wrapper (#6133)

* Update dataset.h

* Update metadata.cpp

* Update rank_objective.hpp

* Update metadata.cpp

* Update rank_objective.hpp

* Update metadata.cpp

* Update dataset.h

* Update rank_objective.hpp

* Update metadata.cpp

* Update test_engine.py

* Update test_engine.py

* Add files via upload

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update _rank.train.position

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update _rank.train.position

* Update _rank.train.position

* Update test_engine.py

* Update _rank.train.position

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update the position of import statement

* Update rank_objective.hpp

* Update config.h

* Update config_auto.cpp

* Update rank_objective.hpp

* Update rank_objective.hpp

* update documentation

* remove extra blank line

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove _rank.train.position

* add position in python API

* fix set_positions in basic.py

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* remove List from _LGBM_PositionType

* move new position parameter to the last in Dataset constructor

* add position_filename as a parameter

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Advanced-Topics.rst

* Update src/objective/rank_objective.hpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update metadata.cpp

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* more infomrative fatal message

address more comments

* update documentation for more flexible position specification

* fix SetPosition

add tests for get_position and set_position

* remove position_filename

* remove useless changes

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove useless files

* move position file when position set in Dataset

* warn when positions are overwritten

* skip ranking with position test in cuda

* split test case

* remove useless import

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Parameters.rst

* Update rank_objective.hpp

* Update config.h

* update config_auto.cppp

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix randomness in test case for gpu

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Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

[CUDA] Add Poisson regression objective for cuda_exp and refactor objective functions for cuda_exp (#5486)

* add poisson regression objective for cuda_exp

* enable Poisson regression for cuda_exp

* refactor cuda objective functions

* remove useless changes

* fix linter errors

* remove redundant buffer in cuda poisson regression objective

* fix log of cuda_exp binary objective

* fix threshold of poisson objective result

* remove useless changes

* fix compilation errors

* add cuda quantile regression objective

* remove cuda quantile regression objective
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add lambdarank for cuda_exp

* support unlimited number of ranks in labels

* fix lint errors

* remove warning for lambdarank with cuda_exp

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update src/objective/cuda/cuda_rank_objective.hpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* 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

* Add support to optimize for NDCG at a given truncation level

In order to correctly optimize for NDCG@_k_, one should exclude pairs containing both documents beyond the top-_k_ (as they don't affect NDCG@_k_ when swapped).

* Update rank_objective.hpp

* Apply suggestions from code review
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update rank_objective.hpp

remove the additional branching: get high_rank and low_rank by one "if".

* Update config.h

add description to lambdarank_truncation_level parameter

* Update Parameters.rst

* Update test_sklearn.py

update expected NDCG value for a test, as it was affected by the underlying change in the algorithm

* Update test_sklearn.py

update NDCG@3 reference value

* fix R learning-to-rank tests

* Update rank_objective.hpp

* Update include/LightGBM/config.h
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update Parameters.rst
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

This reverts commit 656d2676.

* Fix loss computation

* fix test

* Optimize ranking loss computation.

* Fix loss computation

* fix test

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* norm the lambda scores

* change default to false

* update doc

* typo

* Update Parameters.rst

* Update config.h

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update rank_objective.hpp

* Update Parameters.rst

* Update config.h

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Lambdas and hessians need to factor sigmoid_ into the computation. Additionally, the sigmoid function has an arbitrary factor of 2 in the exponent; it is not just non-standard but the gradients are not computed correctly anyway.

* Update unit test

* Also remove a heuristic that normalizes the gradient by the difference in scores.

* Also fix unit test after removing the heuristic

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* fix ndcg consistency.

* more stable sorts

* Update gbdt_model_text.cpp

* Update dataset.cpp

* Update gbdt_model_text.cpp

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .

* Revert "python-package: support valid_names in scikit-learn API (#420)"

This reverts commit de39dbcf.

* Revert "faster histogram sum up (#418)"

This reverts commit 98c7c2a3.

* some refactor.

* two stage sum up to reduce sum up error.

* add more two-stage sumup.

* some refactor.

* add alignment.

* change name to aligned_allocator.

* remove some useless sumup.

* fix a warning.

* add -march=native .

* remove the padding of gradients.

* no alignment.

* fix test.

* change KNumSumupGroup to 32768.

* change gcc flags.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

commit 70f88c54f6820d4c3824d97b34042c617fb21635
Author: Guolin Ke <i@yumumu.me>
Date:   Wed Feb 22 19:40:10 2017 +0800

    futher reduce guided

commit f54620b807c68f5ac6cef521d787ca2750efe464
Author: Guolin Ke <i@yumumu.me>
Date:   Wed Feb 22 19:32:36 2017 +0800

    avoid to use guided

* RAII for utils, application and c_api(partical)

* raii for class in include folder

* raii for application and boosting

* raii for dataset and dataset loader

* raii for dense bin and parser

* RAII refactor for almost all classes

* RAII for c_api

* clean code

* refine repeated code

* Decouple the "sigmoid" between objective and boosting.

* change std::vector<bool> back to std::vector<char> due to concurrence problem

* slight reduce some memory cost

Packages that parse LightGBM’s logs will require minor changes to
parsing logic to work correctly.

Support multiclass classification (#53)