modify xgb.getinfo to getinfo
This commit is contained in:
parent
a060a2e9a6
commit
0f0c12707c
@ -3,8 +3,8 @@ Type: Package
|
||||
Title: R wrapper of xgboost
|
||||
Version: 0.3-0
|
||||
Date: 2014-08-23
|
||||
Author: Tianqi Chen
|
||||
Maintainer: Tianqi Chen <tianqi.tchen@gmail.com>
|
||||
Author: Tianqi Chen, Tong He
|
||||
Maintainer: Tianqi Chen <tianqi.tchen@gmail.com>, Tong He <hetong007@gmail.com>
|
||||
Description: xgboost
|
||||
License: See LICENSE file
|
||||
URL: https://github.com/tqchen/xgboost
|
||||
|
||||
@ -2,8 +2,8 @@ importClassesFrom("Matrix", dgCMatrix, dgeMatrix)
|
||||
|
||||
export(xgboost)
|
||||
export(xgb.DMatrix)
|
||||
export(xgb.getinfo)
|
||||
exportMethods(predict)
|
||||
exportMethods(getinfo)
|
||||
export(xgb.train)
|
||||
export(xgb.save)
|
||||
export(xgb.load)
|
||||
|
||||
21
R-package/R/getinfo.xgb.DMatrix.R
Normal file
21
R-package/R/getinfo.xgb.DMatrix.R
Normal file
@ -0,0 +1,21 @@
|
||||
setClass('xgb.DMatrix')
|
||||
|
||||
getinfo <- function(object, ...){
|
||||
UseMethod("getinfo")
|
||||
}
|
||||
|
||||
setMethod("getinfo", signature = "xgb.DMatrix",
|
||||
definition = function(object, name) {
|
||||
if (typeof(name) != "character") {
|
||||
stop("xgb.getinfo: name must be character")
|
||||
}
|
||||
if (class(object) != "xgb.DMatrix") {
|
||||
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix")
|
||||
}
|
||||
if (name != "label" && name != "weight" && name != "base_margin") {
|
||||
stop(paste("xgb.getinfo: unknown info name", name))
|
||||
}
|
||||
ret <- .Call("XGDMatrixGetInfo_R", object, name, PACKAGE = "xgboost")
|
||||
return(ret)
|
||||
})
|
||||
|
||||
@ -2,15 +2,12 @@
|
||||
setClass("xgb.Booster")
|
||||
|
||||
#' @export
|
||||
setMethod("predict",
|
||||
signature = "xgb.Booster",
|
||||
definition = function(object, newdata, outputmargin = FALSE)
|
||||
{
|
||||
setMethod("predict", signature = "xgb.Booster",
|
||||
definition = function(object, newdata, outputmargin = FALSE) {
|
||||
if (class(newdata) != "xgb.DMatrix") {
|
||||
newdata = xgb.DMatrix(newdata)
|
||||
newdata <- xgb.DMatrix(newdata)
|
||||
}
|
||||
ret <- .Call("XGBoosterPredict_R", object, newdata,
|
||||
as.integer(outputmargin), PACKAGE="xgboost")
|
||||
ret <- .Call("XGBoosterPredict_R", object, newdata, as.integer(outputmargin), PACKAGE = "xgboost")
|
||||
return(ret)
|
||||
})
|
||||
})
|
||||
|
||||
|
||||
@ -1,30 +1,34 @@
|
||||
# depends on matrix
|
||||
.onLoad <- function(libname, pkgname) {
|
||||
library.dynam("xgboost", pkgname, libname);
|
||||
library.dynam("xgboost", pkgname, libname)
|
||||
}
|
||||
.onUnload <- function(libpath) {
|
||||
library.dynam.unload("xgboost", libpath);
|
||||
library.dynam.unload("xgboost", libpath)
|
||||
}
|
||||
|
||||
# set information into dmatrix, this mutate dmatrix
|
||||
xgb.setinfo <- function(dmat, name, info) {
|
||||
if (class(dmat) != "xgb.DMatrix") {
|
||||
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix");
|
||||
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix")
|
||||
}
|
||||
if (name == "label") {
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
if (name == "weight") {
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
if (name == "base_margin") {
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
if (name == "group") {
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.integer(info), PACKAGE="xgboost")
|
||||
.Call("XGDMatrixSetInfo_R", dmat, name, as.integer(info),
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
stop(paste("xgb.setinfo: unknown info name", name))
|
||||
@ -41,21 +45,22 @@ xgb.Booster <- function(params = list(), cachelist = list(), modelfile = NULL) {
|
||||
stop("xgb.Booster: only accepts list of DMatrix as cachelist")
|
||||
}
|
||||
}
|
||||
handle <- .Call("XGBoosterCreate_R", cachelist, PACKAGE="xgboost")
|
||||
.Call("XGBoosterSetParam_R", handle, "seed", "0", PACKAGE="xgboost")
|
||||
handle <- .Call("XGBoosterCreate_R", cachelist, PACKAGE = "xgboost")
|
||||
.Call("XGBoosterSetParam_R", handle, "seed", "0", PACKAGE = "xgboost")
|
||||
if (length(params) != 0) {
|
||||
for (i in 1:length(params)) {
|
||||
p <- params[i]
|
||||
.Call("XGBoosterSetParam_R", handle, names(p), as.character(p), PACKAGE="xgboost")
|
||||
.Call("XGBoosterSetParam_R", handle, names(p), as.character(p),
|
||||
PACKAGE = "xgboost")
|
||||
}
|
||||
}
|
||||
if (!is.null(modelfile)) {
|
||||
if (typeof(modelfile) != "character"){
|
||||
stop("xgb.Booster: modelfile must be character");
|
||||
if (typeof(modelfile) != "character") {
|
||||
stop("xgb.Booster: modelfile must be character")
|
||||
}
|
||||
.Call("XGBoosterLoadModel_R", handle, modelfile, PACKAGE="xgboost")
|
||||
.Call("XGBoosterLoadModel_R", handle, modelfile, PACKAGE = "xgboost")
|
||||
}
|
||||
return(structure(handle, class="xgb.Booster"))
|
||||
return(structure(handle, class = "xgb.Booster"))
|
||||
}
|
||||
|
||||
|
||||
@ -67,14 +72,13 @@ xgb.predict <- function(booster, dmat, outputmargin = FALSE) {
|
||||
if (class(dmat) != "xgb.DMatrix") {
|
||||
stop("xgb.predict: second argument must be type xgb.DMatrix")
|
||||
}
|
||||
ret <- .Call("XGBoosterPredict_R", booster, dmat, as.integer(outputmargin), PACKAGE="xgboost")
|
||||
ret <- .Call("XGBoosterPredict_R", booster, dmat, as.integer(outputmargin),
|
||||
PACKAGE = "xgboost")
|
||||
return(ret)
|
||||
}
|
||||
|
||||
##--------------------------------------
|
||||
# the following are low level iteratively function, not needed
|
||||
# if you do not want to use them
|
||||
#---------------------------------------
|
||||
## ----the following are low level iteratively function, not needed if
|
||||
## you do not want to use them ---------------------------------------
|
||||
|
||||
# iteratively update booster with dtrain
|
||||
xgb.iter.update <- function(booster, dtrain, iter) {
|
||||
@ -84,7 +88,8 @@ xgb.iter.update <- function(booster, dtrain, iter) {
|
||||
if (class(dtrain) != "xgb.DMatrix") {
|
||||
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
|
||||
}
|
||||
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain, PACKAGE="xgboost")
|
||||
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain,
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
|
||||
@ -96,7 +101,8 @@ xgb.iter.boost <- function(booster, dtrain, gpair) {
|
||||
if (class(dtrain) != "xgb.DMatrix") {
|
||||
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
|
||||
}
|
||||
.Call("XGBoosterBoostOneIter_R", booster, dtrain, gpair$grad, gpair$hess, PACKAGE="xgboost")
|
||||
.Call("XGBoosterBoostOneIter_R", booster, dtrain, gpair$grad, gpair$hess,
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
|
||||
@ -123,6 +129,7 @@ xgb.iter.eval <- function(booster, watchlist, iter) {
|
||||
evnames <- append(evnames, names(w))
|
||||
}
|
||||
}
|
||||
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist, evnames, PACKAGE="xgboost")
|
||||
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist,
|
||||
evnames, PACKAGE = "xgboost")
|
||||
return(msg)
|
||||
}
|
||||
|
||||
@ -1,21 +1,25 @@
|
||||
# constructing DMatrix
|
||||
xgb.DMatrix <- function(data, info=list(), missing=0.0, ...) {
|
||||
xgb.DMatrix <- function(data, info = list(), missing = 0, ...) {
|
||||
if (typeof(data) == "character") {
|
||||
handle <- .Call("XGDMatrixCreateFromFile_R", data, as.integer(FALSE), PACKAGE="xgboost")
|
||||
} else if(is.matrix(data)) {
|
||||
handle <- .Call("XGDMatrixCreateFromMat_R", data, missing, PACKAGE="xgboost")
|
||||
} else if(class(data) == "dgCMatrix") {
|
||||
handle <- .Call("XGDMatrixCreateFromCSC_R", data@p, data@i, data@x, PACKAGE="xgboost")
|
||||
handle <- .Call("XGDMatrixCreateFromFile_R", data, as.integer(FALSE),
|
||||
PACKAGE = "xgboost")
|
||||
} else if (is.matrix(data)) {
|
||||
handle <- .Call("XGDMatrixCreateFromMat_R", data, missing,
|
||||
PACKAGE = "xgboost")
|
||||
} else if (class(data) == "dgCMatrix") {
|
||||
handle <- .Call("XGDMatrixCreateFromCSC_R", data@p, data@i, data@x,
|
||||
PACKAGE = "xgboost")
|
||||
} else {
|
||||
stop(paste("xgb.DMatrix: does not support to construct from ", typeof(data)))
|
||||
stop(paste("xgb.DMatrix: does not support to construct from ",
|
||||
typeof(data)))
|
||||
}
|
||||
dmat <- structure(handle, class="xgb.DMatrix")
|
||||
dmat <- structure(handle, class = "xgb.DMatrix")
|
||||
|
||||
info = append(info,list(...))
|
||||
if (length(info)==0)
|
||||
info <- append(info, list(...))
|
||||
if (length(info) == 0)
|
||||
return(dmat)
|
||||
for (i in 1:length(info)) {
|
||||
p = info[i]
|
||||
p <- info[i]
|
||||
xgb.setinfo(dmat, names(p), p[[1]])
|
||||
}
|
||||
return(dmat)
|
||||
|
||||
@ -4,7 +4,8 @@ xgb.DMatrix.save <- function(handle, fname) {
|
||||
stop("xgb.save: fname must be character")
|
||||
}
|
||||
if (class(handle) == "xgb.DMatrix") {
|
||||
.Call("XGDMatrixSaveBinary_R", handle, fname, as.integer(FALSE), PACKAGE="xgboost")
|
||||
.Call("XGDMatrixSaveBinary_R", handle, fname, as.integer(FALSE),
|
||||
PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
stop("xgb.save: the input must be either xgb.DMatrix or xgb.Booster")
|
||||
|
||||
@ -3,9 +3,9 @@ xgb.dump <- function(booster, fname, fmap = "") {
|
||||
if (class(booster) != "xgb.Booster") {
|
||||
stop("xgb.dump: first argument must be type xgb.Booster")
|
||||
}
|
||||
if (typeof(fname) != "character"){
|
||||
if (typeof(fname) != "character") {
|
||||
stop("xgb.dump: second argument must be type character")
|
||||
}
|
||||
.Call("XGBoosterDumpModel_R", booster, fname, fmap, PACKAGE="xgboost")
|
||||
.Call("XGBoosterDumpModel_R", booster, fname, fmap, PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
|
||||
@ -1,16 +0,0 @@
|
||||
# get information from dmatrix
|
||||
xgb.getinfo <- function(dmat, name) {
|
||||
if (typeof(name) != "character") {
|
||||
stop("xgb.getinfo: name must be character")
|
||||
}
|
||||
if (class(dmat) != "xgb.DMatrix") {
|
||||
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix");
|
||||
}
|
||||
if (name != "label" &&
|
||||
name != "weight" &&
|
||||
name != "base_margin" ) {
|
||||
stop(paste("xgb.getinfo: unknown info name", name))
|
||||
}
|
||||
ret <- .Call("XGDMatrixGetInfo_R", dmat, name, PACKAGE="xgboost")
|
||||
return(ret)
|
||||
}
|
||||
@ -1,5 +1,5 @@
|
||||
xgb.load <- function(modelfile) {
|
||||
if (is.null(modelfile))
|
||||
stop('xgb.load: modelfile cannot be NULL')
|
||||
xgb.Booster(modelfile=modelfile)
|
||||
stop("xgb.load: modelfile cannot be NULL")
|
||||
xgb.Booster(modelfile = modelfile)
|
||||
}
|
||||
|
||||
@ -4,7 +4,7 @@ xgb.save <- function(handle, fname) {
|
||||
stop("xgb.save: fname must be character")
|
||||
}
|
||||
if (class(handle) == "xgb.Booster") {
|
||||
.Call("XGBoosterSaveModel_R", handle, fname, PACKAGE="xgboost")
|
||||
.Call("XGBoosterSaveModel_R", handle, fname, PACKAGE = "xgboost")
|
||||
return(TRUE)
|
||||
}
|
||||
stop("xgb.save: the input must be either xgb.DMatrix or xgb.Booster")
|
||||
|
||||
@ -1,15 +1,17 @@
|
||||
# train a model using given parameters
|
||||
xgb.train <- function(params, dtrain, nrounds=10, watchlist=list(), obj=NULL, feval=NULL) {
|
||||
xgb.train <- function(params=list(), dtrain, nrounds = 10, watchlist = list(),
|
||||
obj = NULL, feval = NULL, ...) {
|
||||
if (typeof(params) != "list") {
|
||||
stop("xgb.train: first argument params must be 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");
|
||||
stop("xgb.train: second argument dtrain must be xgb.DMatrix")
|
||||
}
|
||||
bst <- xgb.Booster(params, append(watchlist,dtrain))
|
||||
params = append(params, list(...))
|
||||
bst <- xgb.Booster(params, append(watchlist, dtrain))
|
||||
for (i in 1:nrounds) {
|
||||
if (is.null(obj)) {
|
||||
succ <- xgb.iter.update(bst, dtrain, i-1)
|
||||
succ <- xgb.iter.update(bst, dtrain, i - 1)
|
||||
} else {
|
||||
pred <- xgb.predict(bst, dtrain)
|
||||
gpair <- obj(pred, dtrain)
|
||||
@ -17,18 +19,25 @@ xgb.train <- function(params, dtrain, nrounds=10, watchlist=list(), obj=NULL, fe
|
||||
}
|
||||
if (length(watchlist) != 0) {
|
||||
if (is.null(feval)) {
|
||||
msg <- xgb.iter.eval(bst, watchlist, i-1)
|
||||
cat(msg); cat("\n")
|
||||
msg <- xgb.iter.eval(bst, watchlist, i - 1)
|
||||
cat(msg)
|
||||
cat("\n")
|
||||
} else {
|
||||
cat("["); cat(i); cat("]");
|
||||
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("\t")
|
||||
cat(names(w))
|
||||
cat("-")
|
||||
cat(ret$metric)
|
||||
cat(":")
|
||||
cat(ret$value)
|
||||
}
|
||||
cat("\n")
|
||||
}
|
||||
|
||||
@ -1,39 +1,28 @@
|
||||
# Main function for xgboost-package
|
||||
|
||||
xgboost = function(data=NULL, label = NULL, params=list(), nrounds=10,
|
||||
verbose = 1, ...)
|
||||
{
|
||||
inClass = class(data)
|
||||
if (inClass=='dgCMatrix' || inClass=='matrix')
|
||||
{
|
||||
xgboost <- function(data = NULL, label = NULL, params = list(), nrounds = 10,
|
||||
verbose = 1, ...) {
|
||||
inClass <- class(data)
|
||||
if (inClass == "dgCMatrix" || inClass == "matrix") {
|
||||
if (is.null(label))
|
||||
stop('xgboost: need label when data is a matrix')
|
||||
dtrain = xgb.DMatrix(data, label=y)
|
||||
}
|
||||
else
|
||||
{
|
||||
stop("xgboost: need label when data is a matrix")
|
||||
dtrain <- xgb.DMatrix(data, label = y)
|
||||
} else {
|
||||
if (!is.null(label))
|
||||
warning('xgboost: label will be ignored.')
|
||||
if (inClass=='character')
|
||||
dtrain = xgb.DMatrix(data)
|
||||
else if (inClass=='xgb.DMatrix')
|
||||
dtrain = data
|
||||
else
|
||||
stop('xgboost: Invalid input of data')
|
||||
warning("xgboost: label will be ignored.")
|
||||
if (inClass == "character")
|
||||
dtrain <- xgb.DMatrix(data) else if (inClass == "xgb.DMatrix")
|
||||
dtrain <- data else stop("xgboost: Invalid input of data")
|
||||
}
|
||||
|
||||
if (verbose>1)
|
||||
silent = 0
|
||||
else
|
||||
silent = 1
|
||||
if (verbose > 1)
|
||||
silent <- 0 else silent <- 1
|
||||
|
||||
params = append(params, list(silent=silent))
|
||||
params = append(params, list(...))
|
||||
params <- append(params, list(silent = silent))
|
||||
params <- append(params, list(...))
|
||||
|
||||
if (verbose>0)
|
||||
watchlist = list(train=dtrain)
|
||||
else
|
||||
watchlist = list()
|
||||
if (verbose > 0)
|
||||
watchlist <- list(train = dtrain) else watchlist <- list()
|
||||
|
||||
bst <- xgb.train(params, dtrain, nrounds, watchlist)
|
||||
|
||||
|
||||
@ -85,8 +85,8 @@ test.y <- csc$label
|
||||
test.x <- csc$data
|
||||
pred <- predict(bst, test.x)
|
||||
|
||||
# Extrac label with xgb.getinfo
|
||||
labels <- xgb.getinfo(dtest, "label")
|
||||
# Extrac label with getinfo
|
||||
labels <- getinfo(dtest, "label")
|
||||
err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
|
||||
print(paste("error=", err))
|
||||
|
||||
@ -126,7 +126,7 @@ param <- list(max_depth = 2, eta = 1, silent = 1)
|
||||
# user define objective function, given prediction, return gradient and second order gradient this is
|
||||
# loglikelihood loss
|
||||
logregobj <- function(preds, dtrain) {
|
||||
labels <- xgb.getinfo(dtrain, "label")
|
||||
labels <- getinfo(dtrain, "label")
|
||||
preds <- 1/(1 + exp(-preds))
|
||||
grad <- preds - labels
|
||||
hess <- preds * (1 - preds)
|
||||
@ -139,7 +139,7 @@ logregobj <- function(preds, dtrain) {
|
||||
# transformation Take this in mind when you use the customization, and maybe you need write customized
|
||||
# evaluation function
|
||||
evalerror <- function(preds, dtrain) {
|
||||
labels <- xgb.getinfo(dtrain, "label")
|
||||
labels <- getinfo(dtrain, "label")
|
||||
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
|
||||
return(list(metric = "error", value = err))
|
||||
}
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user