* Returns a series when input is dataframe.

* Merge assert client.

Thank you a lot. Good catch!

* [WIP] Add lower and upper bounds on the label for survival analysis

* Update test MetaInfo.SaveLoadBinary to account for extra two fields

* Don't clear qids_ for version 2 of MetaInfo

* Add SetInfo() and GetInfo() method for lower and upper bounds

* changes to aft

* Add parameter class for AFT; use enum's to represent distribution and event type

* Add AFT metric

* changes to neg grad to grad

* changes to binomial loss

* changes to overflow

* changes to eps

* changes to code refactoring

* changes to code refactoring

* changes to code refactoring

* Re-factor survival analysis

* Remove aft namespace

* Move function bodies out of AFTNormal and AFTLogistic, to reduce clutter

* Move function bodies out of AFTLoss, to reduce clutter

* Use smart pointer to store AFTDistribution and AFTLoss

* Rename AFTNoiseDistribution enum to AFTDistributionType for clarity

The enum class was not a distribution itself but a distribution type

* Add AFTDistribution::Create() method for convenience

* changes to extreme distribution

* changes to extreme distribution

* changes to extreme

* changes to extreme distribution

* changes to left censored

* deleted cout

* changes to x,mu and sd and code refactoring

* changes to print

* changes to hessian formula in censored and uncensored

* changes to variable names and pow

* changes to Logistic Pdf

* changes to parameter

* Expose lower and upper bound labels to R package

* Use example weights; normalize log likelihood metric

* changes to CHECK

* changes to logistic hessian to standard formula

* changes to logistic formula

* Comply with coding style guideline

* Revert back Rabit submodule

* Revert dmlc-core submodule

* Comply with coding style guideline (clang-tidy)

* Fix an error in AFTLoss::Gradient()

* Add missing files to amalgamation

* Address @RAMitchell's comment: minimize future change in MetaInfo interface

* Fix lint

* Fix compilation error on 32-bit target, when size_t == bst_uint

* Allocate sufficient memory to hold extra label info

* Use OpenMP to speed up

* Fix compilation on Windows

* Address reviewer's feedback

* Add unit tests for probability distributions

* Make Metric subclass of Configurable

* Address reviewer's feedback: Configure() AFT metric

* Add a dummy test for AFT metric configuration

* Complete AFT configuration test; remove debugging print

* Rename AFT parameters

* Clarify test comment

* Add a dummy test for AFT loss for uncensored case

* Fix a bug in AFT loss for uncensored labels

* Complete unit test for AFT loss metric

* Simplify unit tests for AFT metric

* Add unit test to verify aggregate output from AFT metric

* Use EXPECT_* instead of ASSERT_*, so that we run all unit tests

* Use aft_loss_param when serializing AFTObj

This is to be consistent with AFT metric

* Add unit tests for AFT Objective

* Fix OpenMP bug; clarify semantics for shared variables used in OpenMP loops

* Add comments

* Remove AFT prefix from probability distribution; put probability distribution in separate source file

* Add comments

* Define kPI and kEulerMascheroni in probability_distribution.h

* Add probability_distribution.cc to amalgamation

* Remove unnecessary diff

* Address reviewer's feedback: define variables where they're used

* Eliminate all INFs and NANs from AFT loss and gradient

* Add demo

* Add tutorial

* Fix lint

* Use 'survival:aft' to be consistent with 'survival:cox'

* Move sample data to demo/data

* Add visual demo with 1D toy data

* Add Python tests

Co-authored-by: Philip Cho <chohyu01@cs.washington.edu>

* Install dependencies by pip.

Normal prediction with DMatrix is now thread safe with locks.  Added inplace prediction is lock free thread safe.

When data is on device (cupy, cudf), the returned data is also on device.

* Implementation for numpy, csr, cudf and cupy.

* Implementation for dask.

* Remove sync in simple dmatrix.

…5465)

* Copy dmlc travis script to XGBoost.

* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.

* Robust regularization of AFT gradient and hessian

* Fix AFT doc; expose it to tutorial TOC

* Apply robust regularization to uncensored case too

* Revise unit test slightly

* Fix lint

* Update test_survival.py

* Use GradientPairPrecise

* Remove unused variables

* Correct all clang-tidy errors.
* Upgrade clang-tidy to 10 on CI.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

* fix type error

* Validate number of features.

* resolve comments

* add feature size for LabelPoint and DataBatch

* pass the feature size to native

* move feature size validating tests into a separate suite

* resolve comments

Co-authored-by: fis <jm.yuan@outlook.com>

* Use `get_params()` instead of `getattr` intrinsic.

* Fix GPU Hist feature importance.

Closes #5498.

* Update doc for parameter validation.

* Fix github rebase.

* Serialise booster after training to reset state

* Prevent process_type being set on load

* Check for correct updater sequence

* Add bindings for serialization.
* Change `xgb.save.raw' into full serialization instead of simple model.
* Add `xgb.load.raw' for unserialization.
* Run devtools.

…able (#5506)

* Use devtoolset-6.

* [CI] Use devtoolset-6 because devtoolset-4 is EOL and no longer available

* CUDA 9.0 doesn't work with devtoolset-6; use devtoolset-4 for GPU build only

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

…XGBoost (#5514)

* Ensure that configured header (build_config.h) from dmlc-core is picked up by Rabit and XGBoost

* Check which Rabit target is being used

* Use CMake 3.13 in all Jenkins tests

* Upgrade CMake in Travis CI

* Install CMake using Kitware installer

* Remove existing CMake (3.12.4)

* Update doc for copying booster. [skip ci]

The issue is resolved in  #5312 .

* Add version for new APIs. [skip ci]

…5533)

* Simplifications with caching_device_vector

* Purge device helpers

* Add inplace prediction for dask-cudf.

* Remove Dockerfile.release, since it's not used anywhere

* Use Conda exclusively in CUDF and GPU containers

* Improve cupy memory copying.

* Add skip marks to tests.

* Add mgpu-cudf category on the CI to run all distributed tests.

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

…5539)

* Add test for comparing Python and CLI training result.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* optimizations for subsampling in InitData

* optimizations for subsampling in InitData

Co-authored-by: SHVETS, KIRILL <kirill.shvets@intel.com>

* Unify the parsing code.

* Cleanup.

* Remove unnecessary cuda API calls

* Fix histogram memory growth

* Add test to Jenkins.
* Fix threading utils tests.
* Require thread library.

…tion output (#5546)

* Group aware GPU weighted sketching.

* Distribute group weights to each data point.
* Relax the test.
* Validate input meta info.
* Fix metainfo copy ctor.

* Set output margin to True for custom objective in Python and R.

* Add a demo for writing multi-class custom objective function.

* Run tests on selected demos.

#5491)

* Enable parameter validation for R.

* Add test.

* Don't use memset to set struct when compiling for R

* Support 32-bit Solaris target for R package

* [CI] Use Vault repository to re-gain access to devtoolset-4

* Use manylinux2010 tag

* Update Dockerfile.jvm

* Fix rename_whl.py

* Upgrade Pip, to handle manylinux2010 tag

* Update insert_vcomp140.py

* Update test_python.sh

* Hide C++ symbols in libxgboost.so when building Python wheel

* Update Jenkinsfile

* Add test

* Upgrade rabit

* Add setup.py option.

Co-authored-by: fis <jm.yuan@outlook.com>

* Fix compilation on Mac OSX High Sierra

* [CI] Build Mac OSX binary wheel using Travis CI

* [R] Address warnings to comply with CRAN submission policy

* Include <xgboost/logging.h>

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>

* Enable parameter validation.
* Enable JSON.
* Catch `dmlc::Error`.
* Show help message.

* Refactor

* Rewrite evaluate splits

* Add more tests

* Fix build on big endian CPUs

* Clang-tidy