[tune](deps): Bump xgboost from 1.3.3 to 1.5.0 in /python/requirements/tune

[dependabot]

Bumps xgboost from 1.3.3 to 1.5.0.

Release notes

Sourced from xgboost's releases.

Release 1.5.0 stable

This release comes with many exciting new features and optimizations, along with some bug fixes. We will describe the experimental categorical data support and the external memory interface independently. Package-specific new features will be listed in respective sections.

Development on categorical data support

In version 1.3, XGBoost introduced an experimental feature for handling categorical data natively, without one-hot encoding. XGBoost can fit categorical splits in decision trees. (Currently, the generated splits will be of form x \in {v}, where the input is compared to a single category value. A future version of XGBoost will generate splits that compare the input against a list of multiple category values.)

Most of the other features, including prediction, SHAP value computation, feature importance, and model plotting were revised to natively handle categorical splits. Also, all Python interfaces including native interface with and without quantized DMatrix, scikit-learn interface, and Dask interface now accept categorical data with a wide range of data structures support including numpy/cupy array and cuDF/pandas/modin dataframe. In practice, the following are required for enabling categorical data support during training:

• Use Python package.
• Use gpu_hist to train the model.
• Use JSON model file format for saving the model.

Once the model is trained, it can be used with most of the features that are available on the Python package. For a quick introduction, see https://xgboost.readthedocs.io/en/latest/tutorials/categorical.html

Related PRs: (#7011, #7001, #7042, #7041, #7047, #7043, #7036, #7054, #7053, #7065, #7213, #7228, #7220, #7221, #7231, #7306)

• Next steps

  • Revise the CPU training algorithm to handle categorical data natively and generate categorical splits
  • Extend the CPU and GPU algorithms to generate categorical splits of form x \in S where the input is compared with multiple category values. split. (#7081)

External memory

This release features a brand-new interface and implementation for external memory (also known as out-of-core training). (#6901, #7064, #7088, #7089, #7087, #7092, #7070, #7216). The new implementation leverages the data iterator interface, which is currently used to create DeviceQuantileDMatrix. For a quick introduction, see https://xgboost.readthedocs.io/en/latest/tutorials/external_memory.html#data-iterator . During the development of this new interface, lz4 compression is removed. (#7076). Please note that external memory support is still experimental and not ready for production use yet. All future development will focus on this new interface and users are advised to migrate. (You are using the old interface if you are using a URL suffix to use external memory.)

New features in Python package

... (truncated)

Changelog

Sourced from xgboost's changelog.

v1.5.0 (2021 Oct 11)

This release comes with many exciting new features and optimizations, along with some bug fixes. We will describe the experimental categorical data support and the external memory interface independently. Package-specific new features will be listed in respective sections.

Development on categorical data support

In version 1.3, XGBoost introduced an experimental feature for handling categorical data natively, without one-hot encoding. XGBoost can fit categorical splits in decision trees. (Currently, the generated splits will be of form x \in {v}, where the input is compared to a single category value. A future version of XGBoost will generate splits that compare the input against a list of multiple category values.)

Most of the other features, including prediction, SHAP value computation, feature importance, and model plotting were revised to natively handle categorical splits. Also, all Python interfaces including native interface with and without quantized DMatrix, scikit-learn interface, and Dask interface now accept categorical data with a wide range of data structures support including numpy/cupy array and cuDF/pandas/modin dataframe. In practice, the following are required for enabling categorical data support during training:

• Use Python package.
• Use gpu_hist to train the model.
• Use JSON model file format for saving the model.

Once the model is trained, it can be used with most of the features that are available on the Python package. For a quick introduction, see https://xgboost.readthedocs.io/en/latest/tutorials/categorical.html

Related PRs: (#7011, #7001, #7042, #7041, #7047, #7043, #7036, #7054, #7053, #7065, #7213, #7228, #7220, #7221, #7231, #7306)

• Next steps

  • Revise the CPU training algorithm to handle categorical data natively and generate categorical splits
  • Extend the CPU and GPU algorithms to generate categorical splits of form x \in S where the input is compared with multiple category values. split. (#7081)

External memory

This release features a brand-new interface and implementation for external memory (also known as out-of-core training). (#6901, #7064, #7088, #7089, #7087, #7092, #7070, #7216). The new implementation leverages the data iterator interface, which is currently used to create DeviceQuantileDMatrix. For a quick introduction, see https://xgboost.readthedocs.io/en/latest/tutorials/external_memory.html#data-iterator . During the development of this new interface, lz4 compression is removed. (#7076). Please note that external memory support is still experimental and not ready for production use yet. All future development will focus on this new interface and users are advised to migrate. (You are using the old interface if you are using a URL suffix to use external memory.)

... (truncated)

Commits

• 584b45a Release 1.5.0. (#7317)
• 30c1b5c [backport] Fix prediction with cat data in sklearn interface. (#7306) (#7312)
• 36e247a Fix weighted samples in multi-class AUC. (#7300) (#7305)
• c4aff73 [backport] Fix cv verbose_eval (#7291) (#7296)
• cdbfd21 [backport] Fix gamma neg log likelihood. (#7275) (#7285)
• 508a0b0 [backport] [R] Fix document for nthread. (#7263) (#7269)
• e04e773 Add RC1 tag for building packages. (#7261)
• 1debabb Change version to 1.5.0. (#7258)
• d8a549e Avoid thread block with sparse data. (#7255)
• ca17f8a Dispatch thrust versions and upgrade rmm. (#7254)
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[dependabot]

Superseded by #80.