Depends on dmlc/treelite#235, dmlc/treelite#236, dmlc/treelite#237, dmlc/treelite#240, dmlc/treelite#241, dmlc/treelite#242, dmlc/treelite#243

Depends on rapidsai/integration#201

Closes #2160
Closes #2795
Closes #2817

TODOs
- [x] Get code review for dmlc/treelite#235 and dmlc/treelite#236 and merge them
- [x]  Get code review for dmlc/treelite#237 and merge them
- [x] Merge dmlc/treelite#240, dmlc/treelite#241, dmlc/treelite#242, dmlc/treelite#243
- [x] Run tests locally
- [x] Tag a new version of Treelite
- [x] Release a new Conda package with the new version tag
- [x] Update `meta.yml` and the integration package to use the new Treelite
- [x] Run tests (this time build with new Conda package)

Authors:
  - Hyunsu Cho <[email protected]>

Approvers:
  - AJ Schmidt (@ajschmidt8)
  - William Hicks (@wphicks)
  - John Zedlewski (@JohnZed)

URL: #3316

This PR allows TSNE to accept sparse inputs.

It also removes long-standing warnings ```ptxas warning : Value of threads per SM for entry _ZN2ML4TSNE17IntegrationKernelEfffPfS1_PKfS3_S3_S3_S1_S1_S1_S1_S3_i is out of range. .minnctapersm will be ignored
ptxas warning : Value of threads per SM for entry _ZN2ML4TSNE15RepulsionKernelEffPKiS2_PKfS4_S4_PfS5_S5_fiiiS4_S2_ is out of range. .minnctapersm will be ignored
ptxas warning : Value of threads per SM for entry _ZN2ML4TSNE18TreeBuildingKernelEPiPKfS3_iiS1_S1_S3_ is out of range. .minnctapersm will be ignored
ptxas warning : Value of threads per SM for entry _ZN2ML4TSNE17BoundingBoxKernelEPiS1_PfS2_S2_S2_S2_S2_S2_iiiPjS2_ is out of range. .minnctapersm will be ignored``` from cuml builds which were caused by invalid parameters to `__launch_bounds__` in TSNE kernels.

Furthermore, I also created a class `TSNE_runner` to handle running separate components of the algorithm as well as to ensure the proper use of RAII buffers and their de-allocation once their use is done, without explicitly deleting those buffers.

closes #2751

Authors:
  - divyegala <[email protected]>

Approvers:
  - Corey J. Nolet (@cjnolet)

URL: #3293

…ns string to the client(#3341)

Closes #3280. In order to obtain outputs in MNMG setting, cuML should not print to stdout.

Authors:
  - Hyunsu Cho <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3341

Closes #3120 

Current WIP. Changed the lone test >4Gb in testing to be a stress param. Added a rmm.mr.PoolMemoryResource to limit the max memory that can be allocated. Only using the MR for testing in CI. Would be removed once PR is complete.

Authors:
  - Michael Demoret <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3306

Eliminate reference to manually updating the changelog in accordance with new system for automated changelog generation

Authors:
  - William Hicks <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3328

Authors:
  - Corey J. Nolet <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3352

This PR aims at promoting IncrementalPCA from experimental, and closes #2703.

Authors:
  - Mickael Ide <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)
  - John Zedlewski (@JohnZed)

URL: #3327

Follow-up to #2677.

Rename `dump_as_json()` to `get_json()`, and make it available from the Dask RF interface.

Authors:
  - Hyunsu Cho <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3340

Closes #3334 

This was missed in the large CumlDescriptor and Decorators update. Changing the decorator to correctly respect the output type and adding a test to check the functionality.

Authors:
  - Michael Demoret <[email protected]>

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3339

* [kmeans] bug fix

* update changelog

* Revert "update changelog"

This reverts commit 4bb39c3.

* Create labeler.yml

* Create labeler.yml

* update globs to minimatch globs

* Update labeler.yml

* FEA Add wrappers for scikit-learn multiclass

* FEA Multiclass SVM

* DOC Update changelog

* Rebased to use CumlArrayDestcriptor, intercept_ property fixed

* Move multiclass wrappers into a single source file

* TST Multiclass SVC pickle test

* ENH Use a multiclass wrapper, add test

* Fix style

* DOC Add description of D2H H2D copies to docstring

* Remove n_jobs arg, improve docstring

* TST Skip unfit pickle and unfit clone tests for multiclass wrappers

* DOC Improve doc format

* Skip subclass doc test for multiclass wrappers

* Fix get_parma_names

* Apply suggestions from code review

Co-authored-by: Michael Demoret <[email protected]>

* Improve doc, style and other smaller issues

* Add link to multiclass into the API doc

* Correct python style errors

* Fix param names

* Update example format

Co-authored-by: Michael Demoret <[email protected]>

Resolving #3267. It seems that model_selection is already properly exposed through `cuml.preprocessing.model_selection` A small test suite for `train_test_split` is included in this PR to demonstrate that it works as desired.

Authors:
  - Patrick Liu <[email protected]>

Approvers:
  - William Hicks (@wphicks)
  - John Zedlewski (@JohnZed)

URL: #3329

This PR contains the initial steps to move many of the sparse prims API over to raft, including:
- [x] Adjusting `MLCommon::Sparse` namespaces to `raft::sparse` 
- [x] Breaking csr/coo prims into multiple files (e.g. linalg, components, matrix, etc...)
- [x] Using RAFT namespaces for raft componentry used within the sparse prims, such as `device_buffer` and `deviceAllocator`. 
- [x] Use RAFT handle in public API
Closes #3106

Authors:
  - Corey J. Nolet <[email protected]>
  - Ray Douglass <[email protected]>

Approvers:
  - Divye Gala (@divyegala)
  - Divye Gala (@divyegala)
  - John Zedlewski (@JohnZed)

URL: #3157

….3.0(#3385)

In PR #3379, we observed this error in statsmodels (obtaining nans) that is unrelated to cuml but occurs with gcc 9.3.0. (See issue #3384.) For now, we will xfail.

Authors:
  - John Zedlewski <[email protected]>

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3385

This PR ports the corresponding fixes by @rlratzel for the cugraph [here](rapidsai/cugraph#1325) in order to re-enable copyright year checks in the CI scripts, over to cuML too.

In the process I also took the liberty to port other changes that had been done on cugraph's copyright.py over to cuML too.

~~Just like the above PR, I'm leaving the copyright years unmodified to verify that the CI really works.~~ [Verified]

Authors:
  - Thejaswi. N. S (@teju85)

Approvers:
  - William Hicks (@wphicks)
  - AJ Schmidt (@ajschmidt8)
  - Dante Gama Dessavre (@dantegd)
  - Rick Ratzel (@rlratzel)

URL: #3363

Answers #3318
This may fix the error observed in CI.

Before the change, the memory manager handler was released first, then the FAISS index.
After the change, the FAISS index is released first, then the memory manager handler is released.

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3391

Download errors can manifest as zlib.error as well as IOException it turns out (just saw this in CI)

Authors:
  - John Zedlewski (@JohnZed)

Approvers:
  - Dante Gama Dessavre (@dantegd)
  - Micka (@lowener)

URL: #3393

Perform construction of Treelite trees in parallel when converting from a cuML RF model
Improve speed of initial prediction for a model with 300 trees of approximately 4M nodes by an average of 2.04x on a system with 12 Intel Xeon Gold 6128 CPUs available

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Andy Adinets (@canonizer)
  - Philip Hyunsu Cho (@hcho3)
  - John Zedlewski (@JohnZed)

URL: #3395

* API update to match RAFT PR #120

* Update raft git tag

* Update copyrights

* Copyright update

Co-authored-by: Devin Robison <[email protected]>

* Add slow high-precision mode to KNN

Provide mode to perform a second high-precision pass over results
returned from brute-force KNN searches which make use of L2-derived
metrics. This provides a workaround for issues with numerical
instability in L2 distance calculations in FAISS when a query vector is
quite close to multiple retrieved samples relative to the typical
inter-sample distance.

* Correct axes selection and variable name

* Fix style

* Clarify documentation and use input_to_cupy_array

* Fix style

* Use expanded L2 directly in high-precision mode

* Update copyright headers

Convert Treelite trees to FIL in parallel
Improve speed of initial prediction for a model with 300 trees of approximately 4M nodes by an average of 5.9% on a system with 12 Intel Xeon Gold 6128 CPUs available

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Andy Adinets (@canonizer)
  - Philip Hyunsu Cho (@hcho3)
  - John Zedlewski (@JohnZed)

URL: #3396

cuDF group by now no longer performs a sort by default. This change just restores the old behavior in vectorizers by applying a sort to everything.

Authors:
  - John Zedlewski (@JohnZed)

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3416

Answers #1970
This PR fixes the `array_equal` function. More specifically, the calculation of the percentage of correct element in the array. This had as an effect a release in testing (necessary changes harder to detect). After verification, it appeared that the `total_tol` parameter was (explicitly or implicitly) set at default value everywhere. No change in pytests was necessary.

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3400

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Closes #3344.
This PR aims to convert the memory allocation strategy, to use RMM instead of Raft.

Linear model done:
- [X] Ridge
- [X] GLM
- [X] Primitives

Authors:
  - Micka (@lowener)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3365

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Update RAFT to allow linear regression with over 46340 rows and one column for CUDA versions >= 11.0
Provide test to ensure linear regression can be performed in this case
Close #3166

Authors:
  - William Hicks (@wphicks)
  - John Zedlewski (@JohnZed)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3417

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Temporary skipping IVFPQ tests.

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - Micka (@lowener)
  - Dante Gama Dessavre (@dantegd)

URL: #3429

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

This PR fixes some a few issues that were encountered recently with the new copyright check. Currently, if you get a copyright error in the style check, you get an error message that states: 
```
You can run ci/checks/copyright.py --update-current-year to fix 1 of these errors.
```
This unfortunately wouldn't work if you tried to run it locally for a few reasons:

1. If you run `ci/checks/copyright.py --update-current-year`, it wont work since you are missing `python`
2. The script `copyright.py` imports `gitutils` which is not on the `PYTHONPATH`
3. The script would determine which files to fix by looking for uncommited changes in your repo and fixing these files. If you have already gotten the error message in CI, all of your files have been committed already so it will report nothing to fix.

This PR fixes the above issues by printing the correct code to run to fix the error, appending `sys.path` with the location of `gitutils` and modifying the copyright.py script to more intelligently determine the PR target branch, even when running locally.

Authors:
  - Michael Demoret (@mdemoret-nv)

Approvers:
  - Thejaswi. N. S (@teju85)
  - AJ Schmidt (@ajschmidt8)

URL: #3398

Closes #3268 

General cleanup of sphinx documentation to eliminate all warnings and fix issue #3268. Main change was using `autofunction::` instead of `automethod::` (which is designed for class methods)

Authors:
  - Michael Demoret (@mdemoret-nv)

Approvers:
  - Dante Gama Dessavre (@dantegd)
  - John Zedlewski (@JohnZed)

URL: #3428

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Closes #3300.

This PR is changing the number of rows from 500k to 5k for the stress tests, and changing the dataset generator to cuml `make_blobs`. The stress tests are now running in just under 30 minutes.

Authors:
  - Micka (@lowener)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3401

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Closes #1448 

I'm not sure why/how the original PR for this was closed but I'm opening up a new PR for this. 

Please refer to original PR for more info: #2861

If reviewing this prim, you can start with `cpp/src_prims/sparse/distance/coo_spmv.cuh` and `cpp/src_prims/sparse/csr_spmv.cuh` and associated Gtest. cc @teju85

As mentioned in comments throughout this PR, there are a few tasks which will be pushed off to the next PR. Here are a few tasks that remain in this PR to prep for release 0.18:
- [x] Add explicit distance gtests for coo_spmv and csr_spmv
- [x] Add gtest case for Hellinger distance in distance prim tests
- [x] Add a pytest for very wide but very sparse input (to test switch to csr kernel)

Authors:
  - Corey J. Nolet (@cjnolet)
  - Ray Douglass (@raydouglass)

Approvers:
  - Tamas Bela Feher (@tfeher)
  - John Zedlewski (@JohnZed)

URL: #3146

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Speed up prediction time by an additional factor of 4.82
Build Treelite Trees directly to avoid deletion and `CommitModel` call for TreeBuilder (PoC by @canonizer)
Avoid use of stdlib queues where the growth of those queues is bounded and can be optimized via indexing into a vector of the appropriate size

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Andy Adinets (@canonizer)
  - Philip Hyunsu Cho (@hcho3)
  - John Zedlewski (@JohnZed)

URL: #3410

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

The stable 1.0.0 version of Treelite is [virtually identical to the 1.0.0 RC1 version](dmlc/treelite#246). Using `1.0.0rc1|1.0.0` so that the CI doesn't break until rapidsai/integration#210 is merged.

Authors:
  - Philip Hyunsu Cho (@hcho3)

Approvers:
  - AJ Schmidt (@ajschmidt8)

URL: #3394

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Closes #2969.

This PR add tolerance to dask test_kmeans in order to be flexible with small accumulation mistakes in a distributed context.

Authors:
  - Micka (@lowener)

Approvers:
  - John Zedlewski (@JohnZed)
  - Dante Gama Dessavre (@dantegd)

URL: #3426

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

closes #3255 

Local tests show that batched SilhouetteScore implementation does as well or better than the full SilhouetteScore implementation when chunksize is equal to the number of rows in input matrix. Hence, I have removed the full SilhouetteScore from Cython for now.

I have also created #3368 to investigate the improvement of perf using shared memory. The timeline for this is TBD.

Authors:
  - Divye Gala (@divyegala)

Approvers:
  - Corey J. Nolet (@cjnolet)

URL: #3362

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

This PR prepares the changelog to be automatically updated during releases.

Authors:
  - AJ Schmidt (@ajschmidt8)

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3442

#3331) (#3388)

This attempts to fix #3331. See that issue for a lot more details.

Today, `.get_combined_model()` for the Dask RandomForest model objects returns `None` if it's called immediately after training. That pattern is recommended in ["Distributed Model Pickling"](https://docs.rapids.ai/api/cuml/stable/pickling_cuml_models.html#Distributed-Model-Pickling). Without this support, there is not a way to save a Dask RandomForest model using only public methods / attributes on those classes.

Per #3331 (comment), this PR proposes populating the internal model object whenever `get_combined_model()` is called.

## Notes for Reviewers

* I have not tested this locally. I spent about 3 hours trying to build `cuml` from source following https://github.com/rapidsai/cuml/blob/main/BUILD.md, and was not successful. If there is a containerized setup for developing `cuml`, I'd greatly appreciate it and would be happy to try it out. I've added a unit test for this change, so I hope that will be enough to confirm that this works and that CI will catch any mistakes I've made.

Thanks for your time and consideration.

Authors:
  - James Lamb (@jameslamb)
  - John Zedlewski (@JohnZed)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3388

…#3364)

Feature sampling was not supported for experimental backend of Random Forest (RF). This PR implements feature sampling without needing any auxiliary memory storage. Thus the `colids` array is also removed.

Authors:
  - Vinay Deshpande (@vinaydes)

Approvers:
  - Thejaswi. N. S (@teju85)
  - Philip Hyunsu Cho (@hcho3)
  - John Zedlewski (@JohnZed)

URL: #3364

This PR sets the default type of "interpolated text" in sphinx to `:py:obj:`. This is very useful for us since we frequently use a single backtick in our python documentation to refer to another python object.

Currently, the docstring:
```
`cuml.datasets.make_blobs`
```
Would generate (italicized, variable spaced):
![image](https://user-images.githubusercontent.com/42954918/106529509-dd4c1900-64a7-11eb-9977-49a2594c7c3e.png)

This PR changes it to (bold, mono spaced):
![image](https://user-images.githubusercontent.com/42954918/106529282-77f82800-64a7-11eb-86e2-a38e37ccea0d.png)

The added benefit here is if the interpolated text is found in the index, it will link to that section. So in the above example, clicking on `cuml.datasets.make_blobs` will take you to the function documentation.

Finally, this PR adds a new type of interpolated text role: `:py:` . This should be used for inline python code. For example, the following code:
```
 * `cuml.cuml.datasets.make_blobs` for references do objects (functions, classes, modules, etc.)
 * :py:`import cupy as cp` for inline python code
 * ``import cupy as cp`` for literal code
```
will generate:
![image](https://user-images.githubusercontent.com/42954918/106530276-3f594e00-64a9-11eb-8edf-569fc9dd829e.png)

I also looked for a few examples to replace to help seed usage of these new options. Updating every location would be very time consuming and is best done over time.

Authors:
  - Michael Demoret (@mdemoret-nv)

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3445

This Pull Request adds initial support for multi-node multi-GPU DBSCAN, and fixes the bugs identified in #3094.

It works by copying the dataset on all the workers and giving ownership of a subset of points to each one. The workers compute a partial clustering with the knowledge of the relationships between their points and the rest of the dataset, and the partial clusterings are merged to form the final labeling. This merging algorithm is also used to accumulate the results in case a batch-wise approach is used on a worker to limit the memory consumption.

The multi-GPU implementation gives great speedups for large datasets, while for small datasets the performance is dominated by the Dask launch overhead, as shown in the figure below:

![mnmg_dbscan_perf](https://user-images.githubusercontent.com/17441062/104958437-55a6da80-59d0-11eb-8a18-fcca0d69c41b.png)

Notes:

- I have renamed variables in the DBSCAN implementation to match our style conventions (snake case). Sorry for the noise that it adds to this PR.
- I refactored some CSR tests to accept multiple test cases instead of hardcoded ones, in order to add corner cases to weak CC. PR #3157 by @cjnolet changed the location of these tests, so I moved those that I had already refactored accordingly. At the moment only the tests that were in `cpp/test/prims/csr.cu` previously have been refactored. I was thinking that the others can be refactored later, I'd like @cjnolet's opinion on this refactoring.
- Regarding testing, the MNMG tests are mostly a copy of the single-GPU ones, though I removed a few tests with very small datasets to avoid problems with MNMG (it doesn't really support the edge case where a worker owns 0 sample, as I think it's a fair assumption that MNMG DBSCAN isn't used with such a tiny dataset).
- Also regarding tests, I changed the comparison function to account for the fact that border points are ambiguous. It assumes that the labeling of core points is minimal in both our implementation and the reference, so if this assumption changes we will need to update the tests accordingly.

If you want to access a pseudo-code description and proof of the new algorithm, feel free to contact me.

Tagging people to whom this PR is relevant: @teju85 @tfeher @MatthiasKohl @canonizer

Authors:
  - Louis Sugy (@Nyrio)

Approvers:
  - Tamas Bela Feher (@tfeher)
  - Corey J. Nolet (@cjnolet)

URL: #3382

Answers #3197

Currently, MNMG KNN and MNMG KNN Cl&Re use separate code. This PR intends to refactor the code on both the Python and C++ sides to use common code as much as possible. In addition, the functions in the C++ code currently have a very large number of arguments, making them unreadable to newcomers. This PR will work on reducing their number with the use of parameter structures like it's done elsewhere in cuML's codebase.

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - Corey J. Nolet (@cjnolet)
  - Dante Gama Dessavre (@dantegd)

URL: #3307

Switch to api_return_generic decorator in order to get correct output type from make_classification
Provide tests of global_output_type compliance for all dataset generators

Authors:
  - William Hicks (@wphicks)

Approvers:
  - John Zedlewski (@JohnZed)
  - Corey J. Nolet (@cjnolet)

URL: #3415

This PR introduces/proposes some of the basic and core (gpu-friendly!) data structures for implementing gplearn in cuML in order to address the issue #2121 .

Tagging all who will be involved in this development: @vinaydes @venkywonka @vimarsh6739.

PS: It also contains an experimental register-based stack implementation that will be useful while implementing CUDA-based AST evaluation, which is needed for organizing tournaments.

Authors:
  - Thejaswi. N. S (@teju85)

Approvers:
  - Corey J. Nolet (@cjnolet)

URL: #3387

Authors:
  - Divye Gala (@divyegala)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3452

…screpancies (#3454)

Closes #3449

Authors:
  - Corey J. Nolet (@cjnolet)

Approvers:
  - William Hicks (@wphicks)
  - Dante Gama Dessavre (@dantegd)

URL: #3454

…3370)

currently, the new tests take 4s each to run, despite the bare minimum size.
We might be able to accelerate FIL for this usecase somwhat (later), so might make sense to merge the slow tests in once they all pass.

Authors:
  - @levsnv

Approvers:
  - Andy Adinets (@canonizer)
  - John Zedlewski (@JohnZed)

URL: #3370

Mark kbinsdiscretizer quantile tests as xfail to avoid cupy/cupy#4607

Authors:
  - William Hicks (@wphicks)

Approvers:
  - John Zedlewski (@JohnZed)
  - Michael Demoret (@mdemoret-nv)

URL: #3450

closes #3233

This PR introduces 64bit int arithmetic while accessing SVM kernel tile to avoid overflow.

Authors:
  - Tamas Bela Feher (@tfeher)
  - John Zedlewski (@JohnZed)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3420

This PR will exclude all files from `_thirdparty` from the copyright check, since these files are under different licenses.

Authors:
  - Micka (@lowener)

Approvers:
  - AJ Schmidt (@ajschmidt8)
  - John Zedlewski (@JohnZed)

URL: #3453

Opening a new PR for these changes because I don't seem to be able to have push access to John Z's branch.

Authors:
  - Corey J. Nolet (@cjnolet)
  - John Zedlewski (@JohnZed)

Approvers:
  - Michael Demoret (@mdemoret-nv)

URL: #3448

In CI, the test_nearest_neighbors tests can take up to 21 min - about 5x longer than any other test.
They cover a lot of functionality, so some time is expected, but there is also a lot of redundancy in parameters.

This change reduces the combinatorial explosion significantly in tests and removes a number of superfluous
"quality" test options we rarely use that add thousands of always-skipped tests.

Locally, this reduces test time from 278s to 50s.

Hopefully doesn't cause *too* many conflicts with @lowener's other knn test improvements.

Authors:
  - John Zedlewski (@JohnZed)

Approvers:
  - Victor Lafargue (@viclafargue)
  - Micka (@lowener)
  - Dante Gama Dessavre (@dantegd)

URL: #3411

When using default arguments on PCA I faced an error on the following line `PCA().fit(X).transform(X)`.

`transform` was failing because n_components was `None` so I introduced `n_components_` to store the number of components used by the fit function without overwriting the user' `n_components`.

I added some tests on this feature too.

Authors:
  - Micka (@lowener)

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3320

closes #3366 

Also removes an older build.sh script that to my knowledge we don't use anymore

cc @beckernick who pointed out we need to bump it due to using cupy.full order parameter

Authors:
  - Dante Gama Dessavre (@dantegd)

Approvers:
  - John Zedlewski (@JohnZed)
  - Dillon Cullinan (@dillon-cullinan)
  - AJ Schmidt (@ajschmidt8)

URL: #3378

Closes #2864.

This PR will replace `datasets.make_blobs` and `metrics.accuracy_score` from sklearn to cuml.

Authors:
  - Micka (@lowener)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3408

Closes #3376

This PR moves a few header files around to fix bad dependencies from `include` -> `src`. Moving forward, the only allowed `#include` direction will be:

- `src` -> `include`
- `src` -> `src_prims`
- `src_prims` -> `include`

To facilitate this, a few changes needed to be made:
1. Functions for the C-API have been separated into their own `*_api.cpp` file (some were combined with C++ files)
2. `host_buffer`, `device_buffer`, `hostAllocator` and `deviceAllocator` were moved from `src_prims` to `include`
3. `#include <common/cumlHandle.hpp>` has been removed from all C++ files.

This PR includes some additional improvements:
- Updated the `include_checker.py` script:
   - Added functionality to check for badly placed `#pragma once`
   - Added functionality to fix some of the existing warnings
   - General refactor to support more checks
- Fixed all incorrect uses of `#pragma once`
- Fixed incorrect uses of `using namespace ...` in header files outside of a namespace
- Removed some unnecessary `#include`

While this touches a lot of files, the actual number of changes is relatively small. Below is a before/after comparison of the include graphs:

**`src/include`:**
Before:
![image](https://user-images.githubusercontent.com/42954918/105561661-ab32fe00-5cd4-11eb-8850-bfeaffaba60f.png)
After:
![image](https://user-images.githubusercontent.com/42954918/105561673-b4bc6600-5cd4-11eb-8bb7-04be91f902b6.png)

**`src/src_prims`:**
Before:
![image](https://user-images.githubusercontent.com/42954918/105561616-79ba3280-5cd4-11eb-8a49-1d0c030df7c1.png)
After:
![image](https://user-images.githubusercontent.com/42954918/105561633-89397b80-5cd4-11eb-9702-27b2a809834b.png)

Authors:
  - Michael Demoret (@mdemoret-nv)

Approvers:
  - Dante Gama Dessavre (@dantegd)
  - John Zedlewski (@JohnZed)
  - Thejaswi. N. S (@teju85)

URL: #3402

This solve partially #3435 by fixing the documentation of `SimpleImputer`. The next step will be to allow usage of lists for this algorithm.

Authors:
  - Micka (@lowener)

Approvers:
  - Michael Demoret (@mdemoret-nv)

URL: #3447

Partially answers #3354.
The PR updates some of the failing MNMG tests so that nightly testing finally pass. This PR addresses MNMG RF and MNMG KNN tests failures.

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3348

Fixes the current CI issue dask/distributed#4492

Authors:
  - Dante Gama Dessavre (@dantegd)
  - Michael Demoret (@mdemoret-nv)

Approvers:
  - John Zedlewski (@JohnZed)
  - William Hicks (@wphicks)
  - @jakirkham
  - Corey J. Nolet (@cjnolet)

URL: #3474

Closes #1739 

Addresses most items of #3224

Authors:
  - Dante Gama Dessavre (@dantegd)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3433

Following observations in #3318

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - John Zedlewski (@JohnZed)

URL: #3472

Just small readme and api.rst updates for new algos.

Authors:
  - John Zedlewski (@JohnZed)

Approvers:
  - Michael Demoret (@mdemoret-nv)

URL: #3475

…merge-0.18

…#3480)

This is based on #3469. All of the credit for detecting the bug, and part of the credit for fixing it goes to @levsnv.

Authors:
  - Andy Adinets (@canonizer)

Approvers:
  - @levsnv
  - John Zedlewski (@JohnZed)

URL: #3480

…rge-0.18

…8/cuml into branch-0.19-merge-0.18

Fix forward-merger conflicts in #3444

…3488)

Ensure that documentation correctly refers to cuml.experimental.preprocessing rather than cuml.preprocessing where necessary
Close #3284

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Victor Lafargue (@viclafargue)
  - John Zedlewski (@JohnZed)

URL: #3488

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

)

Use `cmake --build` in build.sh rather than invoking `make` directly. This should not affect existing usage at all but will allow developers to build with e.g. Ninja simply by setting `CUML_EXTRA_CMAKE_ARGS='-GNinja'` when building.

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Dante Gama Dessavre (@dantegd)

URL: #3487

Temporarily mark KBinsDiscretizer tests with "uniform" strategy as xfail due to #3481

Authors:
  - William Hicks (@wphicks)

Approvers:
  - Dante Gama Dessavre (@dantegd)
  - John Zedlewski (@JohnZed)
  - Victor Lafargue (@viclafargue)

URL: #3494

[gpuCI] Auto-merge branch-0.18 to branch-0.19 [skip ci]

Partially answers #3435

Authors:
  - Victor Lafargue (@viclafargue)

Approvers:
  - Micka (@lowener)
  - Dante Gama Dessavre (@dantegd)

URL: #3489

This PR fixes the conflicts in #3502

Authors:
  - Dante Gama Dessavre (@dantegd)
  - Jordan Jacobelli (@Ethyling)
  - Joseph (@jolorunyomi)

Approvers:
  - AJ Schmidt (@ajschmidt8)

URL: #3506

Closes #3171 

This PR adjusts the CI build script to generate code coverage output for the dask tests that are run separately from the rest of the cuML tests. Ideally, the `codecov` CLI will detect this additional output and automatically upload it. 

Still a WIP. Testing alternative upload methods for Codecov.io.

Authors:
  - Michael Demoret (@mdemoret-nv)
  - John Zedlewski (@JohnZed)

Approvers:
  - AJ Schmidt (@ajschmidt8)
  - Dillon Cullinan (@dillon-cullinan)
  - John Zedlewski (@JohnZed)

URL: #3338