merge with master

.clang-tidy

@@ -6,8 +6,8 @@ CheckOptions:
   - { key: readability-identifier-naming.TypedefCase,          value: CamelCase  }
   - { key: readability-identifier-naming.TypeTemplateParameterCase,          value: CamelCase  }
   - { key: readability-identifier-naming.MemberCase,          value: lower_case  }
-  - { key: readability-identifier-naming.PrivateMemberSuffix,           value: '_'  }
-  - { key: readability-identifier-naming.ProtectedMemberSuffix,           value: '_'  }
+  - { key: readability-identifier-naming.PrivateMemberSuffix,    value: '_'  }
+  - { key: readability-identifier-naming.ProtectedMemberSuffix,  value: '_'  }
   - { key: readability-identifier-naming.EnumCase,          value: CamelCase  }
   - { key: readability-identifier-naming.EnumConstant,          value: CamelCase  }
   - { key: readability-identifier-naming.EnumConstantPrefix,          value: k  }

CMakeLists.txt

@@ -10,9 +10,12 @@ msvc_use_static_runtime()
 # Options
 ## GPUs
 option(USE_CUDA  "Build with GPU acceleration" OFF)
+option(USE_NVTX  "Build with cuda profiling annotations. Developers only." OFF)
 option(USE_NCCL  "Build with multiple GPUs support" OFF)
 set(GPU_COMPUTE_VER "" CACHE STRING
   "Space separated list of compute versions to be built against, e.g. '35 61'")
+set(NVTX_HEADER_DIR "" CACHE PATH
+  "Path to the stand-alone nvtx header")
 
 ## Bindings
 option(JVM_BINDINGS "Build JVM bindings" OFF)
@@ -175,6 +178,11 @@ if(USE_CUDA AND (NOT GENERATE_COMPILATION_DATABASE))
     add_definitions(-DXGBOOST_USE_NCCL)
   endif()
 
+  if(USE_NVTX)
+    cuda_include_directories("${NVTX_HEADER_DIR}")
+    add_definitions(-DXGBOOST_USE_NVTX)
+  endif()
+
   set(GENCODE_FLAGS "")
   format_gencode_flags("${GPU_COMPUTE_VER}" GENCODE_FLAGS)
   message("cuda architecture flags: ${GENCODE_FLAGS}")
@@ -190,6 +198,7 @@ if(USE_CUDA AND (NOT GENERATE_COMPILATION_DATABASE))
     link_directories(${NCCL_LIBRARY})
     target_link_libraries(gpuxgboost ${NCCL_LIB_NAME})
   endif()
+
   list(APPEND LINK_LIBRARIES gpuxgboost)
 
 elseif (USE_CUDA AND GENERATE_COMPILATION_DATABASE)

R-package/DESCRIPTION

@@ -1,8 +1,8 @@
 Package: xgboost
 Type: Package
 Title: Extreme Gradient Boosting
-Version: 0.81.0.1
-Date: 2018-08-13
+Version: 0.82.0.1
+Date: 2019-03-11
 Authors@R: c(
   person("Tianqi", "Chen", role = c("aut"),
          email = "tianqi.tchen@gmail.com"),

R-package/R/utils.R

@@ -28,54 +28,54 @@ NVL <- function(x, val) {
 # Merges booster params with whatever is provided in ...
 # plus runs some checks
 check.booster.params <- function(params, ...) {
-  if (typeof(params) != "list") 
+  if (typeof(params) != "list")
     stop("params must be a list")
-  
+
   # in R interface, allow for '.' instead of '_' in parameter names
   names(params) <- gsub("\\.", "_", names(params))
-  
+
   # merge parameters from the params and the dots-expansion
   dot_params <- list(...)
   names(dot_params) <- gsub("\\.", "_", names(dot_params))
   if (length(intersect(names(params),
                        names(dot_params))) > 0)
     stop("Same parameters in 'params' and in the call are not allowed. Please check your 'params' list.")
   params <- c(params, dot_params)
-  
+
   # providing a parameter multiple times makes sense only for 'eval_metric'
   name_freqs <- table(names(params))
   multi_names <- setdiff(names(name_freqs[name_freqs > 1]), 'eval_metric')
   if (length(multi_names) > 0) {
     warning("The following parameters were provided multiple times:\n\t",
             paste(multi_names, collapse = ', '), "\n  Only the last value for each of them will be used.\n")
-    # While xgboost internals would choose the last value for a multiple-times parameter, 
-    # enforce it here in R as well (b/c multi-parameters might be used further in R code, 
+    # While xgboost internals would choose the last value for a multiple-times parameter,
+    # enforce it here in R as well (b/c multi-parameters might be used further in R code,
     # and R takes the 1st value when multiple elements with the same name are present in a list).
     for (n in multi_names) {
       del_idx <- which(n == names(params))
       del_idx <- del_idx[-length(del_idx)]
       params[[del_idx]] <- NULL
     }
   }
-  
+
   # for multiclass, expect num_class to be set
   if (typeof(params[['objective']]) == "character" &&
       substr(NVL(params[['objective']], 'x'), 1, 6) == 'multi:' &&
       as.numeric(NVL(params[['num_class']], 0)) < 2) {
         stop("'num_class' > 1 parameter must be set for multiclass classification")
   }
-  
+
   # monotone_constraints parser
-  
+
   if (!is.null(params[['monotone_constraints']]) &&
       typeof(params[['monotone_constraints']]) != "character") {
         vec2str = paste(params[['monotone_constraints']], collapse = ',')
         vec2str = paste0('(', vec2str, ')')
         params[['monotone_constraints']] = vec2str
   }
-  
+
   # interaction constraints parser (convert from list of column indices to string)
-  if (!is.null(params[['interaction_constraints']]) && 
+  if (!is.null(params[['interaction_constraints']]) &&
       typeof(params[['interaction_constraints']]) != "character"){
     # check input class
     if (class(params[['interaction_constraints']]) != 'list') stop('interaction_constraints should be class list')
@@ -96,10 +96,10 @@ check.booster.params <- function(params, ...) {
 check.custom.obj <- function(env = parent.frame()) {
   if (!is.null(env$params[['objective']]) && !is.null(env$obj))
     stop("Setting objectives in 'params' and 'obj' at the same time is not allowed")
-  
+
   if (!is.null(env$obj) && typeof(env$obj) != 'closure')
     stop("'obj' must be a function")
-  
+
   # handle the case when custom objective function was provided through params
   if (!is.null(env$params[['objective']]) &&
       typeof(env$params$objective) == 'closure') {
@@ -113,21 +113,21 @@ check.custom.obj <- function(env = parent.frame()) {
 check.custom.eval <- function(env = parent.frame()) {
   if (!is.null(env$params[['eval_metric']]) && !is.null(env$feval))
     stop("Setting evaluation metrics in 'params' and 'feval' at the same time is not allowed")
-  
+
   if (!is.null(env$feval) && typeof(env$feval) != 'closure')
     stop("'feval' must be a function")
-  
+
   # handle a situation when custom eval function was provided through params
   if (!is.null(env$params[['eval_metric']]) &&
       typeof(env$params$eval_metric) == 'closure') {
     env$feval <- env$params$eval_metric
     env$params$eval_metric <- NULL
   }
-  
+
   # require maximize to be set when custom feval and early stopping are used together
   if (!is.null(env$feval) &&
       is.null(env$maximize) && (
-        !is.null(env$early_stopping_rounds) || 
+        !is.null(env$early_stopping_rounds) ||
         has.callbacks(env$callbacks, 'cb.early.stop')))
     stop("Please set 'maximize' to indicate whether the evaluation metric needs to be maximized or not")
 }
@@ -154,15 +154,15 @@ xgb.iter.update <- function(booster_handle, dtrain, iter, obj = NULL) {
 
 
 # Evaluate one iteration.
-# Returns a named vector of evaluation metrics 
+# Returns a named vector of evaluation metrics
 # with the names in a 'datasetname-metricname' format.
 xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
   if (!identical(class(booster_handle), "xgb.Booster.handle"))
     stop("class of booster_handle must be xgb.Booster.handle")
 
-  if (length(watchlist) == 0) 
+  if (length(watchlist) == 0)
     return(NULL)
-  
+
   evnames <- names(watchlist)
   if (is.null(feval)) {
     msg <- .Call(XGBoosterEvalOneIter_R, booster_handle, as.integer(iter), watchlist, as.list(evnames))
@@ -189,7 +189,7 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
 
 # Generates random (stratified if needed) CV folds
 generate.cv.folds <- function(nfold, nrows, stratified, label, params) {
-  
+
   # cannot do it for rank
   if (exists('objective', where = params) &&
       is.character(params$objective) &&
@@ -209,13 +209,14 @@ generate.cv.folds <- function(nfold, nrows, stratified, label, params) {
     if (exists('objective', where = params) &&
         is.character(params$objective)) {
       # If 'objective' provided in params, assume that y is a classification label
-      # unless objective is reg:linear
-      if (params$objective != 'reg:linear')
+      # unless objective is reg:squarederror
+      if (params$objective != 'reg:squarederror')
         y <- factor(y)
     } else {
-      # If no 'objective' given in params, it means that user either wants to use
-      # the default 'reg:linear' objective or has provided a custom obj function.
-      # Here, assume classification setting when y has 5 or less unique values:
+      # If no 'objective' given in params, it means that user either wants to
+      # use the default 'reg:squarederror' objective or has provided a custom
+      # obj function.  Here, assume classification setting when y has 5 or less
+      # unique values:
       if (length(unique(y)) <= 5)
         y <- factor(y)
     }
@@ -293,22 +294,22 @@ xgb.createFolds <- function(y, k = 10)
 #
 
 #' Deprecation notices.
-#' 
+#'
 #' At this time, some of the parameter names were changed in order to make the code style more uniform.
 #' The deprecated parameters would be removed in the next release.
-#' 
+#'
 #' To see all the current deprecated and new parameters, check the \code{xgboost:::depr_par_lut} table.
-#' 
-#' A deprecation warning is shown when any of the deprecated parameters is used in a call. 
-#' An additional warning is shown when there was a partial match to a deprecated parameter 
+#'
+#' A deprecation warning is shown when any of the deprecated parameters is used in a call.
+#' An additional warning is shown when there was a partial match to a deprecated parameter
 #' (as R is able to partially match parameter names).
-#' 
+#'
 #' @name xgboost-deprecated
 NULL
 
 # Lookup table for the deprecated parameters bookkeeping
 depr_par_lut <- matrix(c(
-  'print.every.n', 'print_every_n', 
+  'print.every.n', 'print_every_n',
   'early.stop.round', 'early_stopping_rounds',
   'training.data', 'data',
   'with.stats', 'with_stats',