Bump xgboost from 1.0.2 to 1.1.1

[dependabot-preview]

Bumps xgboost from 1.0.2 to 1.1.1.

Release notes

Sourced from xgboost's releases.

1.1.1 Patch Release

This patch release applies the following patches to 1.1.0 release:

• CPU performance improvement in the PyPI wheels (#5720)
• Fix loading old model. (#5724)
• Install pkg-config file (#5744)

Release 1.1.0 stable

Better performance on multi-core CPUs (#5244, #5334, #5522)

• Poor performance scaling of the hist algorithm for multi-core CPUs has been under investigation (#3810). #5244 concludes the ongoing effort to improve performance scaling on multi-CPUs, in particular Intel CPUs. Roadmap: #5104
• #5334 makes steps toward reducing memory consumption for the hist tree method on CPU.
• #5522 optimizes random number generation for data sampling.

Deterministic GPU algorithm for regression and classification (#5361)

• GPU algorithm for regression and classification tasks is now deterministic.
• Roadmap: #5023. Currently only single-GPU training is deterministic. Distributed training with multiple GPUs is not yet deterministic.

Improve external memory support on GPUs (#5093, #5365)

• Starting from 1.0.0 release, we added support for external memory on GPUs to enable training with larger datasets. Gradient-based sampling (#5093) speeds up the external memory algorithm by intelligently sampling a subset of the training data to copy into the GPU memory. Learn more about out-of-core GPU gradient boosting.
• GPU-side data sketching now works with data from external memory (#5365).

Parameter validation: detection of unused or incorrect parameters (#5477, #5569, #5508)

• Mis-spelled training parameter is a common user mistake. In previous versions of XGBoost, mis-spelled parameters were silently ignored. Starting with 1.0.0 release, XGBoost will produce a warning message if there is any unused training parameters. The 1.1.0 release makes parameter validation available to the scikit-learn interface (#5477) and the R binding (#5569).

Thread-safe, in-place prediction method (#5389, #5512)

• Previously, the prediction method was not thread-safe (#5339). This release adds a new API function inplace_predict() that is thread-safe. It is now possible to serve concurrent requests for prediction using a shared model object.
• It is now possible to compute prediction in-place for selected data formats (numpy.ndarray / scipy.sparse.csr_matrix / cupy.ndarray / cudf.DataFrame / pd.DataFrame) without creating a DMatrix object.

Addition of Accelerated Failure Time objective for survival analysis (#4763, #5473, #5486, #5552, #5553)

• Survival analysis (regression) models the time it takes for an event of interest to occur. The target label is potentially censored, i.e. the label is a range rather than a single number. We added a new objective survival:aft to support survival analysis. Also added is the new API to specify the ranged labels. Check out the tutorial and the demos.
• GPU support is work in progress (#5714).

Improved installation experience on Mac OSX (#5597, #5602, #5606, #5701)

• It only takes two commands to install the XGBoost Python package: brew install libomp followed by pip install xgboost. The installed XGBoost will use all CPU cores. Even better, starting with this release, we distribute pre-compiled binary wheels targeting Mac OSX. Now the install command pip install xgboost finishes instantly, as it no longer compiles the C++ source of XGBoost. The last three Mac versions (High Sierra, Mojave, Catalina) are supported.
• R package: the 1.1.0 release fixes the error Initializing libomp.dylib, but found libomp.dylib already initialized (#5701)

Ranking metrics are now accelerated on GPUs (#5380, #5387, #5398)

GPU-side data matrix to ingest data directly from other GPU libraries (#5420, #5465)

• Previously, data on GPU memory had to be copied back to the main memory before it could be used by XGBoost. Starting with 1.1.0 release, XGBoost provides a dedicated interface (DeviceQuantileDMatrix) so that it can ingest data from GPU memory directly. The result is that XGBoost interoperates better with GPU-accelerated data science libraries, such as cuDF, cuPy, and PyTorch.
• Set device in device dmatrix. (#5596)

Robust model serialization with JSON (#5123, #5217)

• We continue efforts from the 1.0.0 release to adopt JSON as the format to save and load models robustly. Refer to the release note for 1.0.0 to learn more.
• It is now possible to store internal configuration of the trained model (Booster) object in R as a JSON string (#5123, #5217).

Improved integration with Dask

• Pass through verbose parameter for dask fit (#5413)
• Use DMLC_TASK_ID. (#5415)
• Order the prediction result. (#5416)

... (truncated)

Changelog

Sourced from xgboost's changelog.

XGBoost Change Log

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

v1.1.0 (2020.05.17)

Better performance on multi-core CPUs (#5244, #5334, #5522)

• Poor performance scaling of the hist algorithm for multi-core CPUs has been under investigation (#3810). #5244 concludes the ongoing effort to improve performance scaling on multi-CPUs, in particular Intel CPUs. Roadmap: #5104
• #5334 makes steps toward reducing memory consumption for the hist tree method on CPU.
• #5522 optimizes random number generation for data sampling.

Deterministic GPU algorithm for regression and classification (#5361)

• GPU algorithm for regression and classification tasks is now deterministic.
• Roadmap: #5023. Currently only single-GPU training is deterministic. Distributed training with multiple GPUs is not yet deterministic.

Improve external memory support on GPUs (#5093, #5365)

• Starting from 1.0.0 release, we added support for external memory on GPUs to enable training with larger datasets. Gradient-based sampling (#5093) speeds up the external memory algorithm by intelligently sampling a subset of the training data to copy into the GPU memory. Learn more about out-of-core GPU gradient boosting.
• GPU-side data sketching now works with data from external memory (#5365).

Parameter validation: detection of unused or incorrect parameters (#5477, #5569, #5508)

• Mis-spelled training parameter is a common user mistake. In previous versions of XGBoost, mis-spelled parameters were silently ignored. Starting with 1.0.0 release, XGBoost will produce a warning message if there is any unused training parameters. The 1.1.0 release makes parameter validation available to the scikit-learn interface (#5477) and the R binding (#5569).

Thread-safe, in-place prediction method (#5389, #5512)

• Previously, the prediction method was not thread-safe (#5339). This release adds a new API function inplace_predict() that is thread-safe. It is now possible to serve concurrent requests for prediction using a shared model object.
• It is now possible to compute prediction in-place for selected data formats (numpy.ndarray / scipy.sparse.csr_matrix / cupy.ndarray / cudf.DataFrame / pd.DataFrame) without creating a DMatrix object.

Addition of Accelerated Failure Time objective for survival analysis (#4763, #5473, #5486, #5552, #5553)

• Survival analysis (regression) models the time it takes for an event of interest to occur. The target label is potentially censored, i.e. the label is a range rather than a single number. We added a new objective survival:aft to support survival analysis. Also added is the new API to specify the ranged labels. Check out the tutorial and the demos.
• GPU support is work in progress (#5714).

Improved installation experience on Mac OSX (#5597, #5602, #5606, #5701)

• It only takes two commands to install the XGBoost Python package: brew install libomp followed by pip install xgboost. The installed XGBoost will use all CPU cores. Even better, starting with this release, we distribute pre-compiled binary wheels targeting Mac OSX. Now the install command pip install xgboost finishes instantly, as it no longer compiles the C++ source of XGBoost. The last three Mac versions (High Sierra, Mojave, Catalina) are supported.
• R package: the 1.1.0 release fixes the error Initializing libomp.dylib, but found libomp.dylib already initialized (#5701)

Ranking metrics are now accelerated on GPUs (#5380, #5387, #5398)

GPU-side data matrix to ingest data directly from other GPU libraries (#5420, #5465)

• Previously, data on GPU memory had to be copied back to the main memory before it could be used by XGBoost. Starting with 1.1.0 release, XGBoost provides a dedicated interface (DeviceQuantileDMatrix) so that it can ingest data from GPU memory directly. The result is that XGBoost interoperates better with GPU-accelerated data science libraries, such as cuDF, cuPy, and PyTorch.
• Set device in device dmatrix. (#5596)

Robust model serialization with JSON (#5123, #5217)

• We continue efforts from the 1.0.0 release to adopt JSON as the format to save and load models robustly. Refer to the release note for 1.0.0 to learn more.
• It is now possible to store internal configuration of the trained model (Booster) object in R as a JSON string (#5123, #5217).

Improved integration with Dask

• Pass through verbose parameter for dask fit (#5413)
• Use DMLC_TASK_ID. (#5415)
• Order the prediction result. (#5416)
• Honor nthreads from dask worker. (#5414)

... (truncated)

Commits

• 34408a7 Release patch release 1.1.1 with faster CPU performance (#5732)
• f9b246f Add pkgconfig to cmake (#5744) (#5748)
• 8467880 Fix loading old model. (#5724) (#5737)
• e74560c [CI] Backport Remove CUDA 9.0 from Windows CI. (#5674) (#5738)
• 882b966 [Doc] Fix typos in AFT tutorial
• 115e4c3 [R] Fix duplicated libomp.dylib error on Mac OSX (#5701)
• f5d4fdd Release 1.1.0
• 66690f3 Add JSON schema to model dump. (#5660)
• c42f533 Resolve vector<bool>::iterator crash (#5642)
• 751160b Upgrade to CUDA 10.0 (#5649)
• Additional commits viewable in compare view

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Blocked by #227.

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Coverage remained the same at 95.33% when pulling 9cccfa2 on dependabot/pip/xgboost-1.1.1 into dd61818 on master.