GitLab

* add parameter data_sample_strategy

* abstract GOSS as a sample strategy(GOSS1), togetherwith origial GOSS (Normal Bagging has not been abstracted, so do NOT use it now)

* abstract Bagging as a subclass (BAGGING), but original Bagging members in GBDT are still kept

* fix some variables

* remove GOSS(as boost) and Bagging logic in GBDT

* rename GOSS1 to GOSS(as sample strategy)

* add warning about use GOSS as boosting_type

* a little ; bug

* remove CHECK when "gradients != nullptr"

* rename DataSampleStrategy to avoid confusion

* remove and add some ccomments, followingconvention

* fix bug about GBDT::ResetConfig (ObjectiveFunction inconsistencty bet…

* add std::ignore to avoid compiler warnings (anpotential fails)

* update Makevars and vcxproj

* handle constant hessian

move resize of gradient vectors out of sample strategy

* mark override for IsHessianChange

* fix lint errors

* rerun parameter_generator.py

* update config_auto.cpp

* delete redundant blank line

* update num_data_ when train_data_ is updated

set gradients and hessians when GOSS

* check bagging_freq is not zero

* reset config_ value

merge ResetBaggingConfig and ResetGOSS

* remove useless check

* add ttests in test_engine.py

* remove whitespace in blank line

* remove arguments verbose_eval and evals_result

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update tests/python_package_test/test_engine.py

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

* Update src/boosting/sample_strategy.cpp

modify warning about setting goss as `boosting_type`
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update tests/python_package_test/test_engine.py

replace load_boston() with make_regression()

remove value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Update tests/python_package_test/test_engine.py

add value checks of mean_squared_error in test_sample_strategy_with_boosting()

* Modify warnning about using goss as boosting type

* Update tests/python_package_test/test_engine.py

add random_state=42 for make_regression()

reduce the threshold of mean_square_error

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

* remove goss from boosting types in documentation

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

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

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

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

* rename GOSS with GOSSStrategy

* update doc

* address comments

* fix table in doc

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

* update documentation

* update test case

* revert useless change in test_engine.py

* add tests for evaluation results in test_sample_strategy_with_boosting

* include <string>

* change to assert_allclose in test_goss_boosting_and_strategy_equivalent

* more tolerance in result checking, due to minor difference in results of gpu versions

* change == to np.testing.assert_allclose

* fix test case

* set gpu_use_dp to true

* change --report to --report-level for rstcheck

* use gpu_use_dp=true in test_goss_boosting_and_strategy_equivalent

* revert unexpected changes of non-ascii characters

* revert unexpected changes of non-ascii characters

* remove useless changes

* allocate gradients_pointer_ and hessians_pointer when necessary

* add spaces

* remove redundant virtual

* include <LightGBM/utils/log.h> for USE_CUDA

* check for  in test_goss_boosting_and_strategy_equivalent

* check for identity in test_sample_strategy_with_boosting

* remove cuda  option in test_sample_strategy_with_boosting

* 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: James Lamb <jaylamb20@gmail.com>

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after ResetSampleConfig

* ResetGradientBuffers after bagging

* remove useless code

* check objective_function_ instead of gradients

* enable rf with goss

simplify params in test cases

* remove useless changes

* allow rf with feature subsampling alone

* change position of ResetGradientBuffers

* check for dask

* add parameter types for data_sample_strategy
Co-authored-by: Guangda Liu <v-guangdaliu@microsoft.com>
Co-authored-by: Yu Shi <shiyu_k1994@qq.com>
Co-authored-by: GuangdaLiu <90019144+GuangdaLiu@users.noreply.github.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[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 multiclass objective for cuda_exp

* remove debug code

* add includes requested by lint checks

* fix compilation failure for cuda with cuda-9.0

* clean code

* change percentile in CUDARegressionL1loss::BoostFromScore to 0.5

* 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>

* add (l2) regression objective for cuda_exp

* fix lint errors

* correct time tag

* add binary objective for cuda_exp

* include <string> and <vector>

* exchange include ordering

* fix length of score to copy in evaluation

* fix EvalOneMetric

* fix cuda binary objective and prediction when boosting on gpu

* Add white space

* fix BoostFromScore for CUDABinaryLogloss

update log in test_register_logger

* include <algorithm>

* simplify shared memory buffer

* fix cuda_exp ci

* fix ci failures introduced by #5279

* cleanup cuda.yml

* fix test.sh

* clean up test.sh

* clean up test.sh

* skip lines by cuda_exp in test_register_logger

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

* 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

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* 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

* Implementation of XE_NDCG loss function for ranking.

* Add citation

* Check in example usage for xe_ndcg loss.

* Seed the generator when a seed is provided in the config. Add unit-tests for xe_ndcg

* Update documentation

* Fix indentation

* Address issues raised by reviewers.

* Clean up include statements.

* Fix issues raised by reviewers.

* Regenerate parameters.rst

* Add a note to explain that reproducing xe_ndcg results requires num_threads to be one.

* Introduce objective_seed and use that in rank_xendcg instead of directly using seed

* Change default value of objective_seed

* 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

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment

* [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 the name of custom objective function

* fix multi-class alias

* Update GPU-Windows.rst

* added new aliases for regression_l2 to docs

* fixed new line

* fixed tweedie_variance_power description

* moved gamma and tweedie metrics to other regression metrics

* added new aliases for l2 to docs

* added new alias for l1 to docs

* added new alias for log loss to docs

* added new aliases for multiclass to docs

* added description for default value of metric param

* fixed link to poisson regression and capitalized regressions' names

* removed unused earlier alias type for gamma deviance

* added aliases for multiclass and multiclass_ova

* updated Quick-Start.rst according to Parameters.rst

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

* Support Poisson regression

Close #233

* update docs

http://research.microsoft.com/en-us/um/people/zhang/INRIA/Publis/Tutorial-Estim/node24.html

* fix typo

* fix hessians to approximate hessians with Gaussian function

* fix ApproximateHessianWithGaussian

* take fabs of gradient

* use atan(1) to calculate pi

* fix pi

* Add L1 objective function

* fix hessians

* update

* Add Huber loss

https://en.wikipedia.org/wiki/Huber_loss

* update

* update docs/Parameters.md

* update

Support multiclass classification (#53)