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tqchen
2014-08-23 14:20:29 -07:00
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example to use python xgboost, the data is generated from demo/binary_classification, in libsvm format
for usage: see demo.py and comments in demo.py

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wrapper/python-example/demo.py Executable file
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#!/usr/bin/python
import sys
import numpy as np
import scipy.sparse
# append the path to xgboost, you may need to change the following line
# alternatively, you can add the path to PYTHONPATH environment variable
sys.path.append('../')
import xgboost as xgb
### simple example
# load file from text file, also binary buffer generated by xgboost
dtrain = xgb.DMatrix('agaricus.txt.train')
dtest = xgb.DMatrix('agaricus.txt.test')
# specify parameters via map, definition are same as c++ version
param = {'bst:max_depth':2, 'bst:eta':1, 'silent':1, 'objective':'binary:logistic' }
# specify validations set to watch performance
evallist = [(dtest,'eval'), (dtrain,'train')]
num_round = 2
bst = xgb.train(param, dtrain, num_round, evallist)
# this is prediction
preds = bst.predict(dtest)
labels = dtest.get_label()
print ('error=%f' % ( sum(1 for i in range(len(preds)) if int(preds[i]>0.5)!=labels[i]) /float(len(preds))))
bst.save_model('0001.model')
# dump model
bst.dump_model('dump.raw.txt')
# dump model with feature map
bst.dump_model('dump.nice.txt','featmap.txt')
###
# build dmatrix from scipy.sparse
print ('start running example of build DMatrix from scipy.sparse')
labels = []
row = []; col = []; dat = []
i = 0
for l in open('agaricus.txt.train'):
arr = l.split()
labels.append( int(arr[0]))
for it in arr[1:]:
k,v = it.split(':')
row.append(i); col.append(int(k)); dat.append(float(v))
i += 1
csr = scipy.sparse.csr_matrix( (dat, (row,col)) )
dtrain = xgb.DMatrix( csr )
dtrain.set_label(labels)
evallist = [(dtest,'eval'), (dtrain,'train')]
bst = xgb.train( param, dtrain, num_round, evallist )
print ('start running example of build DMatrix from numpy array')
# NOTE: npymat is numpy array, we will convert it into scipy.sparse.csr_matrix in internal implementation,then convert to DMatrix
npymat = csr.todense()
dtrain = xgb.DMatrix( npymat)
dtrain.set_label(labels)
evallist = [(dtest,'eval'), (dtrain,'train')]
bst = xgb.train( param, dtrain, num_round, evallist )
###
# advanced: cutomsized loss function, set loss_type to 0, so that predict get untransformed score
#
print ('start running example to used cutomized objective function')
# note: for customized objective function, we leave objective as default
# note: what we are getting is margin value in prediction
# you must know what you are doing
param = {'bst:max_depth':2, 'bst:eta':1, 'silent':1 }
# user define objective function, given prediction, return gradient and second order gradient
# this is loglikelihood loss
def logregobj(preds, dtrain):
labels = dtrain.get_label()
preds = 1.0 / (1.0 + np.exp(-preds))
grad = preds - labels
hess = preds * (1.0-preds)
return grad, hess
# user defined evaluation function, return a pair metric_name, result
# NOTE: when you do customized loss function, the default prediction value is margin
# this may make buildin evalution metric not function properly
# for example, we are doing logistic loss, the prediction is score before logistic transformation
# the buildin evaluation error assumes input is after logistic transformation
# Take this in mind when you use the customization, and maybe you need write customized evaluation function
def evalerror(preds, dtrain):
labels = dtrain.get_label()
# return a pair metric_name, result
# since preds are margin(before logistic transformation, cutoff at 0)
return 'error', float(sum(labels != (preds > 0.0))) / len(labels)
# training with customized objective, we can also do step by step training
# simply look at xgboost.py's implementation of train
bst = xgb.train(param, dtrain, num_round, evallist, logregobj, evalerror)
###
# advanced: start from a initial base prediction
#
print ('start running example to start from a initial prediction')
# specify parameters via map, definition are same as c++ version
param = {'bst:max_depth':2, 'bst:eta':1, 'silent':1, 'objective':'binary:logistic' }
# train xgboost for 1 round
bst = xgb.train( param, dtrain, 1, evallist )
# Note: we need the margin value instead of transformed prediction in set_base_margin
# do predict with output_margin=True, will always give you margin values before logistic transformation
ptrain = bst.predict(dtrain, output_margin=True)
ptest = bst.predict(dtest, output_margin=True)
dtrain.set_base_margin(ptrain)
dtest.set_base_margin(ptest)
print ('this is result of running from initial prediction')
bst = xgb.train( param, dtrain, 1, evallist )

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0 cap-shape=bell i
1 cap-shape=conical i
2 cap-shape=convex i
3 cap-shape=flat i
4 cap-shape=knobbed i
5 cap-shape=sunken i
6 cap-surface=fibrous i
7 cap-surface=grooves i
8 cap-surface=scaly i
9 cap-surface=smooth i
10 cap-color=brown i
11 cap-color=buff i
12 cap-color=cinnamon i
13 cap-color=gray i
14 cap-color=green i
15 cap-color=pink i
16 cap-color=purple i
17 cap-color=red i
18 cap-color=white i
19 cap-color=yellow i
20 bruises?=bruises i
21 bruises?=no i
22 odor=almond i
23 odor=anise i
24 odor=creosote i
25 odor=fishy i
26 odor=foul i
27 odor=musty i
28 odor=none i
29 odor=pungent i
30 odor=spicy i
31 gill-attachment=attached i
32 gill-attachment=descending i
33 gill-attachment=free i
34 gill-attachment=notched i
35 gill-spacing=close i
36 gill-spacing=crowded i
37 gill-spacing=distant i
38 gill-size=broad i
39 gill-size=narrow i
40 gill-color=black i
41 gill-color=brown i
42 gill-color=buff i
43 gill-color=chocolate i
44 gill-color=gray i
45 gill-color=green i
46 gill-color=orange i
47 gill-color=pink i
48 gill-color=purple i
49 gill-color=red i
50 gill-color=white i
51 gill-color=yellow i
52 stalk-shape=enlarging i
53 stalk-shape=tapering i
54 stalk-root=bulbous i
55 stalk-root=club i
56 stalk-root=cup i
57 stalk-root=equal i
58 stalk-root=rhizomorphs i
59 stalk-root=rooted i
60 stalk-root=missing i
61 stalk-surface-above-ring=fibrous i
62 stalk-surface-above-ring=scaly i
63 stalk-surface-above-ring=silky i
64 stalk-surface-above-ring=smooth i
65 stalk-surface-below-ring=fibrous i
66 stalk-surface-below-ring=scaly i
67 stalk-surface-below-ring=silky i
68 stalk-surface-below-ring=smooth i
69 stalk-color-above-ring=brown i
70 stalk-color-above-ring=buff i
71 stalk-color-above-ring=cinnamon i
72 stalk-color-above-ring=gray i
73 stalk-color-above-ring=orange i
74 stalk-color-above-ring=pink i
75 stalk-color-above-ring=red i
76 stalk-color-above-ring=white i
77 stalk-color-above-ring=yellow i
78 stalk-color-below-ring=brown i
79 stalk-color-below-ring=buff i
80 stalk-color-below-ring=cinnamon i
81 stalk-color-below-ring=gray i
82 stalk-color-below-ring=orange i
83 stalk-color-below-ring=pink i
84 stalk-color-below-ring=red i
85 stalk-color-below-ring=white i
86 stalk-color-below-ring=yellow i
87 veil-type=partial i
88 veil-type=universal i
89 veil-color=brown i
90 veil-color=orange i
91 veil-color=white i
92 veil-color=yellow i
93 ring-number=none i
94 ring-number=one i
95 ring-number=two i
96 ring-type=cobwebby i
97 ring-type=evanescent i
98 ring-type=flaring i
99 ring-type=large i
100 ring-type=none i
101 ring-type=pendant i
102 ring-type=sheathing i
103 ring-type=zone i
104 spore-print-color=black i
105 spore-print-color=brown i
106 spore-print-color=buff i
107 spore-print-color=chocolate i
108 spore-print-color=green i
109 spore-print-color=orange i
110 spore-print-color=purple i
111 spore-print-color=white i
112 spore-print-color=yellow i
113 population=abundant i
114 population=clustered i
115 population=numerous i
116 population=scattered i
117 population=several i
118 population=solitary i
119 habitat=grasses i
120 habitat=leaves i
121 habitat=meadows i
122 habitat=paths i
123 habitat=urban i
124 habitat=waste i
125 habitat=woods i