Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[Doc] Document new objectives and metrics available on GPUs #5909

Merged
merged 1 commit into from
Jul 21, 2020
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
146 changes: 78 additions & 68 deletions doc/gpu/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -97,39 +97,43 @@ Objective functions
===================
Most of the objective functions implemented in XGBoost can be run on GPU. Following table shows current support status.

+--------------------+-------------+
| Objectives | GPU support |
+--------------------+-------------+
| reg:squarederror | |tick| |
+--------------------+-------------+
| reg:squaredlogerror| |tick| |
+--------------------+-------------+
| reg:logistic | |tick| |
+--------------------+-------------+
| binary:logistic | |tick| |
+--------------------+-------------+
| binary:logitraw | |tick| |
+--------------------+-------------+
| binary:hinge | |tick| |
+--------------------+-------------+
| count:poisson | |tick| |
+--------------------+-------------+
| reg:gamma | |tick| |
+--------------------+-------------+
| reg:tweedie | |tick| |
+--------------------+-------------+
| multi:softmax | |tick| |
+--------------------+-------------+
| multi:softprob | |tick| |
+--------------------+-------------+
| survival:cox | |cross| |
+--------------------+-------------+
| rank:pairwise | |tick| |
+--------------------+-------------+
| rank:ndcg | |tick| |
+--------------------+-------------+
| rank:map | |tick| |
+--------------------+-------------+
+----------------------+-------------+
| Objectives | GPU support |
+----------------------+-------------+
| reg:squarederror | |tick| |
+----------------------+-------------+
| reg:squaredlogerror | |tick| |
+----------------------+-------------+
| reg:logistic | |tick| |
+----------------------+-------------+
| reg:pseudohubererror | |tick| |
+----------------------+-------------+
| binary:logistic | |tick| |
+----------------------+-------------+
| binary:logitraw | |tick| |
+----------------------+-------------+
| binary:hinge | |tick| |
+----------------------+-------------+
| count:poisson | |tick| |
+----------------------+-------------+
| reg:gamma | |tick| |
+----------------------+-------------+
| reg:tweedie | |tick| |
+----------------------+-------------+
| multi:softmax | |tick| |
+----------------------+-------------+
| multi:softprob | |tick| |
+----------------------+-------------+
| survival:cox | |cross| |
+----------------------+-------------+
| survival:aft | |tick| |
+----------------------+-------------+
| rank:pairwise | |tick| |
+----------------------+-------------+
| rank:ndcg | |tick| |
+----------------------+-------------+
| rank:map | |tick| |
+----------------------+-------------+

Objective will run on GPU if GPU updater (``gpu_hist``), otherwise they will run on CPU by
default. For unsupported objectives XGBoost will fall back to using CPU implementation by
Expand All @@ -140,41 +144,47 @@ Metric functions
===================
Following table shows current support status for evaluation metrics on the GPU.

+-----------------+-------------+
| Metric | GPU Support |
+=================+=============+
| rmse | |tick| |
+-----------------+-------------+
| rmsle | |tick| |
+-----------------+-------------+
| mae | |tick| |
+-----------------+-------------+
| logloss | |tick| |
+-----------------+-------------+
| error | |tick| |
+-----------------+-------------+
| merror | |tick| |
+-----------------+-------------+
| mlogloss | |tick| |
+-----------------+-------------+
| auc | |tick| |
+-----------------+-------------+
| aucpr | |cross| |
+-----------------+-------------+
| ndcg | |tick| |
+-----------------+-------------+
| map | |tick| |
+-----------------+-------------+
| poisson-nloglik | |tick| |
+-----------------+-------------+
| gamma-nloglik | |tick| |
+-----------------+-------------+
| cox-nloglik | |cross| |
+-----------------+-------------+
| gamma-deviance | |tick| |
+-----------------+-------------+
| tweedie-nloglik | |tick| |
+-----------------+-------------+
+------------------------------+-------------+
| Metric | GPU Support |
+==============================+=============+
| rmse | |tick| |
+------------------------------+-------------+
| rmsle | |tick| |
+------------------------------+-------------+
| mae | |tick| |
+------------------------------+-------------+
| mphe | |tick| |
+------------------------------+-------------+
| logloss | |tick| |
+------------------------------+-------------+
| error | |tick| |
+------------------------------+-------------+
| merror | |tick| |
+------------------------------+-------------+
| mlogloss | |tick| |
+------------------------------+-------------+
| auc | |tick| |
+------------------------------+-------------+
| aucpr | |cross| |
+------------------------------+-------------+
| ndcg | |tick| |
+------------------------------+-------------+
| map | |tick| |
+------------------------------+-------------+
| poisson-nloglik | |tick| |
+------------------------------+-------------+
| gamma-nloglik | |tick| |
+------------------------------+-------------+
| cox-nloglik | |cross| |
+------------------------------+-------------+
| aft-nloglik | |tick| |
+------------------------------+-------------+
| interval-regression-accuracy | |tick| |
+------------------------------+-------------+
| gamma-deviance | |tick| |
+------------------------------+-------------+
| tweedie-nloglik | |tick| |
+------------------------------+-------------+

Similar to objective functions, default device for metrics is selected based on tree
updater and predictor (which is selected based on tree updater).
Expand Down
4 changes: 3 additions & 1 deletion doc/parameter.rst
Original file line number Diff line number Diff line change
Expand Up @@ -357,7 +357,7 @@ Specify the learning task and the corresponding learning objective. The objectiv
Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional hazard function ``h(t) = h0(t) * HR``).
- ``survival:aft``: Accelerated failure time model for censored survival time data.
See :doc:`/tutorials/aft_survival_analysis` for details.
- ``aft_loss_distribution``: Probabilty Density Function used by ``survival:aft`` and ``aft-nloglik`` metric.
- ``aft_loss_distribution``: Probabilty Density Function used by ``survival:aft`` objective and ``aft-nloglik`` metric.
- ``multi:softmax``: set XGBoost to do multiclass classification using the softmax objective, you also need to set num_class(number of classes)
- ``multi:softprob``: same as softmax, but output a vector of ``ndata * nclass``, which can be further reshaped to ``ndata * nclass`` matrix. The result contains predicted probability of each data point belonging to each class.
- ``rank:pairwise``: Use LambdaMART to perform pairwise ranking where the pairwise loss is minimized
Expand Down Expand Up @@ -399,6 +399,8 @@ Specify the learning task and the corresponding learning objective. The objectiv
- ``tweedie-nloglik``: negative log-likelihood for Tweedie regression (at a specified value of the ``tweedie_variance_power`` parameter)
- ``aft-nloglik``: Negative log likelihood of Accelerated Failure Time model.
See :doc:`/tutorials/aft_survival_analysis` for details.
- ``interval-regression-accuracy``: Fraction of data points whose predicted labels fall in the interval-censored labels.
Only applicable for interval-censored data. See :doc:`/tutorials/aft_survival_analysis` for details.

* ``seed`` [default=0]

Expand Down