major change in the design of R interface

R-package/R/xgb.train.R

@@ -0,0 +1,38 @@
+# train a model using given parameters
+xgb.train <- function(params, dtrain, nrounds=10, watchlist=list(), obj=NULL, feval=NULL) {
+    if (typeof(params) != "list") {
+        stop("xgb.train: first argument params must be list");
+    }
+    if (class(dtrain) != "xgb.DMatrix") {
+        stop("xgb.train: second argument dtrain must be xgb.DMatrix");
+    }
+    bst <- xgb.Booster(params, append(watchlist,dtrain))
+    for (i in 1:nrounds) {
+        if (is.null(obj)) {
+            succ <- xgb.iter.update(bst, dtrain, i-1)
+        } else {
+            pred <- xgb.predict(bst, dtrain)
+            gpair <- obj(pred, dtrain)
+            succ <- xgb.iter.boost(bst, dtrain, gpair)
+        }
+        if (length(watchlist) != 0) {
+            if (is.null(feval)) {      
+                msg <- xgb.iter.eval(bst, watchlist, i-1)
+                cat(msg); cat("\n")
+            } else {
+                cat("["); cat(i); cat("]");
+                for (j in 1:length(watchlist)) {
+                    w <- watchlist[j]
+                    if (length(names(w)) == 0) {
+                        stop("xgb.eval: name tag must be presented for every elements in watchlist")
+                    }
+                    ret <- feval(xgb.predict(bst, w[[1]]), w[[1]])
+                    cat("\t"); cat(names(w)); cat("-"); cat(ret$metric); 
+                    cat(":"); cat(ret$value)
+                }
+                cat("\n")        
+            }
+        }
+    }
+    return(bst)
+}