merge with master
This commit is contained in:
commit
16008ebfb8
@ -82,16 +82,16 @@ public class BasicWalkThrough {
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booster.saveModel(modelPath);
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//dump model
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booster.dumpModel("./model/dump.raw.txt", false);
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booster.getModelDump("./model/dump.raw.txt", false);
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//dump model with feature map
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booster.dumpModel("./model/dump.nice.txt", "../../demo/data/featmap.txt", false);
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booster.getModelDump("../../demo/data/featmap.txt", false);
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//save dmatrix into binary buffer
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testMat.saveBinary("./model/dtest.buffer");
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//reload model and data
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Booster booster2 = XGBoost.loadBoostModel(params, "./model/xgb.model");
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Booster booster2 = XGBoost.loadModel("./model/xgb.model");
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DMatrix testMat2 = new DMatrix("./model/dtest.buffer");
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float[][] predicts2 = booster2.predict(testMat2);
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@ -1,79 +0,0 @@
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package ml.dmlc.xgboost4j.java.demo;
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import java.io.IOException;
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import java.util.HashMap;
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import java.util.Map;
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import org.apache.commons.logging.Log;
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import org.apache.commons.logging.LogFactory;
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import ml.dmlc.xgboost4j.java.*;
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/**
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* Distributed training example, used to quick test distributed training.
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*
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* @author tqchen
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*/
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public class DistTrain {
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private static final Log logger = LogFactory.getLog(DistTrain.class);
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private Map<String, String> envs = null;
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private class Worker implements Runnable {
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private final int workerId;
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Worker(int workerId) {
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this.workerId = workerId;
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}
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public void run() {
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try {
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Map<String, String> worker_env = new HashMap<String, String>(envs);
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worker_env.put("DMLC_TASK_ID", String.valueOf(workerId));
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// always initialize rabit module before training.
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Rabit.init(worker_env);
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// load file from text file, also binary buffer generated by xgboost4j
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DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
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DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
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HashMap<String, Object> params = new HashMap<String, Object>();
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params.put("eta", 1.0);
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params.put("max_depth", 2);
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params.put("silent", 1);
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params.put("nthread", 2);
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params.put("objective", "binary:logistic");
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HashMap<String, DMatrix> watches = new HashMap<String, DMatrix>();
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watches.put("train", trainMat);
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watches.put("test", testMat);
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//set round
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int round = 2;
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//train a boost model
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Booster booster = XGBoost.train(params, trainMat, round, watches, null, null);
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// always shutdown rabit module after training.
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Rabit.shutdown();
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} catch (Exception ex){
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logger.error(ex);
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}
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}
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}
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void start(int nWorkers) throws IOException, XGBoostError, InterruptedException {
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RabitTracker tracker = new RabitTracker(nWorkers);
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if (tracker.start()) {
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envs = tracker.getWorkerEnvs();
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for (int i = 0; i < nWorkers; ++i) {
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new Thread(new Worker(i)).start();
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}
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tracker.waitFor();
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}
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}
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public static void main(String[] args) throws IOException, XGBoostError, InterruptedException {
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new DistTrain().start(Integer.parseInt(args[0]));
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}
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}
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@ -52,13 +52,13 @@ public class PredictLeafIndices {
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Booster booster = XGBoost.train(params, trainMat, round, watches, null, null);
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//predict using first 2 tree
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float[][] leafindex = booster.predict(testMat, 2, true);
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float[][] leafindex = booster.predictLeaf(testMat, 2);
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for (float[] leafs : leafindex) {
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System.out.println(Arrays.toString(leafs));
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}
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//predict all trees
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leafindex = booster.predict(testMat, 0, true);
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leafindex = booster.predictLeaf(testMat, 0);
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for (float[] leafs : leafindex) {
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System.out.println(Arrays.toString(leafs));
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}
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@ -37,6 +37,8 @@ object Test {
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"objective" -> "binary:logistic").toMap
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val round = 2
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val model = XGBoost.train(paramMap, data, round)
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log.info(model)
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}
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}
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@ -25,6 +25,9 @@ import org.apache.flink.api.scala.DataSet
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import org.apache.flink.api.scala._
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import org.apache.flink.ml.common.LabeledVector
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import org.apache.flink.util.Collector
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import org.apache.hadoop.fs.FileSystem
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import org.apache.hadoop.fs.Path
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import org.apache.hadoop.conf.Configuration
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object XGBoost {
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/**
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@ -60,6 +63,20 @@ object XGBoost {
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val logger = LogFactory.getLog(this.getClass)
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/**
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* Load XGBoost model from path, using Hadoop Filesystem API.
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*
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* @param modelPath The path that is accessible by hadoop filesystem API.
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* @return The loaded model
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*/
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def loadModel(modelPath: String) : XGBoostModel = {
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new XGBoostModel(
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XGBoostScala.loadModel(
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FileSystem
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.get(new Configuration)
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.open(new Path(modelPath))))
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}
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/**
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* Train a xgboost model with link.
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*
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@ -16,8 +16,45 @@
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package ml.dmlc.xgboost4j.flink
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import ml.dmlc.xgboost4j.scala.Booster
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import ml.dmlc.xgboost4j.LabeledPoint
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import ml.dmlc.xgboost4j.scala.{DMatrix, Booster}
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import org.apache.flink.api.scala.DataSet
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import org.apache.flink.api.scala._
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import org.apache.flink.ml.math.Vector
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import org.apache.hadoop.fs.FileSystem
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import org.apache.hadoop.fs.Path
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import org.apache.hadoop.conf.Configuration
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class XGBoostModel (booster: Booster) extends Serializable {
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/**
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* Save the model as a Hadoop filesystem file.
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*
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* @param modelPath The model path as in Hadoop path.
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*/
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def saveModel(modelPath: String): Unit = {
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booster.saveModel(FileSystem
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.get(new Configuration)
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.create(new Path(modelPath)))
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}
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/**
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* Predict given vector dataset.
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*
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* @param data The dataset to be predicted.
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* @return The prediction result.
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*/
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def predict(data: DataSet[Vector]) : DataSet[Array[Float]] = {
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val predictMap: Iterator[Vector] => TraversableOnce[Array[Float]] =
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(it: Iterator[Vector]) => {
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val mapper = (x: Vector) => {
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val (index, value) = x.toSeq.unzip
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LabeledPoint.fromSparseVector(0.0f,
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index.toArray, value.map(z => z.toFloat).toArray)
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}
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val dataIter = for (x <- it) yield mapper(x)
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val dmat = new DMatrix(dataIter, null)
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this.booster.predict(dmat)
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}
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data.mapPartition(predictMap)
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}
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}
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@ -24,20 +24,17 @@ import org.apache.commons.logging.Log;
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import org.apache.commons.logging.LogFactory;
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/**
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* Booster for xgboost, similar to the python wrapper xgboost.py
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* but custom obj function and eval function not supported at present.
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*
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* @author hzx
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* Booster for xgboost, this is a model API that support interactive build of a XGBoost Model
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*/
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public class Booster implements Serializable {
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public class Booster implements Serializable {
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private static final Log logger = LogFactory.getLog(Booster.class);
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long handle = 0;
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// handle to the booster.
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private long handle = 0;
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//load native library
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static {
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try {
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NativeLibLoader.initXgBoost();
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NativeLibLoader.initXGBoost();
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} catch (IOException ex) {
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logger.error("load native library failed.");
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logger.error(ex);
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@ -45,60 +42,70 @@ public class Booster implements Serializable {
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}
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/**
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* init Booster from dMatrixs
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* Create a new Booster with empty stage.
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*
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* @param params parameters
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* @param dMatrixs DMatrix array
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* @param params Model parameters
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* @param cacheMats Cached DMatrix entries,
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* the prediction of these DMatrices will become faster than not-cached data.
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* @throws XGBoostError native error
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*/
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Booster(Map<String, Object> params, DMatrix[] dMatrixs) throws XGBoostError {
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init(dMatrixs);
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Booster(Map<String, Object> params, DMatrix[] cacheMats) throws XGBoostError {
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init(cacheMats);
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setParam("seed", "0");
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setParams(params);
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}
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/**
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* load model from modelPath
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*
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* @param params parameters
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* @param modelPath booster modelPath (model generated by booster.saveModel)
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* @throws XGBoostError native error
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* Load a new Booster model from modelPath
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* @param modelPath The path to the model.
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* @return The created Booster.
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* @throws XGBoostError
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*/
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Booster(Map<String, Object> params, String modelPath) throws XGBoostError {
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init(null);
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static Booster loadModel(String modelPath) throws XGBoostError {
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if (modelPath == null) {
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throw new NullPointerException("modelPath : null");
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}
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loadModel(modelPath);
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setParam("seed", "0");
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setParams(params);
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}
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private void init(DMatrix[] dMatrixs) throws XGBoostError {
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long[] handles = null;
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if (dMatrixs != null) {
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handles = dmatrixsToHandles(dMatrixs);
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}
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long[] out = new long[1];
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterCreate(handles, out));
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handle = out[0];
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Booster ret = new Booster(new HashMap<String, Object>(), new DMatrix[0]);
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterLoadModel(ret.handle, modelPath));
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return ret;
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}
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/**
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* set parameter
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* Load a new Booster model from a file opened as input stream.
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* The assumption is the input stream only contains one XGBoost Model.
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* This can be used to load existing booster models saved by other xgboost bindings.
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*
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* @param in The input stream of the file.
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* @return The create boosted
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* @throws XGBoostError
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* @throws IOException
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*/
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static Booster loadModel(InputStream in) throws XGBoostError, IOException {
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int size;
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byte[] buf = new byte[1<<20];
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ByteArrayOutputStream os = new ByteArrayOutputStream();
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while ((size = in.read(buf)) != -1) {
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os.write(buf, 0, size);
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}
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in.close();
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Booster ret = new Booster(new HashMap<String, Object>(), new DMatrix[0]);
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterLoadModelFromBuffer(ret.handle,os.toByteArray()));
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return ret;
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}
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/**
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* Set parameter to the Booster.
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*
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* @param key param name
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||||
* @param value param value
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* @throws XGBoostError native error
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*/
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public final void setParam(String key, String value) throws XGBoostError {
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterSetParam(handle, key, value));
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public final void setParam(String key, Object value) throws XGBoostError {
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterSetParam(handle, key, value.toString()));
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||||
}
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||||
/**
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||||
* set parameters
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||||
* Set parameters to the Booster.
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||||
*
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||||
* @param params parameters key-value map
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* @throws XGBoostError native error
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@ -111,9 +118,8 @@ public class Booster implements Serializable {
|
||||
}
|
||||
}
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/**
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* Update (one iteration)
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||||
* Update the booster for one iteration.
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||||
*
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||||
* @param dtrain training data
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||||
* @param iter current iteration number
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@ -124,14 +130,14 @@ public class Booster implements Serializable {
|
||||
}
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||||
|
||||
/**
|
||||
* update with customize obj func
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||||
* Update with customize obj func
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||||
*
|
||||
* @param dtrain training data
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||||
* @param obj customized objective class
|
||||
* @throws XGBoostError native error
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||||
*/
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||||
public void update(DMatrix dtrain, IObjective obj) throws XGBoostError {
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||||
float[][] predicts = predict(dtrain, true);
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float[][] predicts = this.predict(dtrain, true, 0, false);
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List<float[]> gradients = obj.getGradient(predicts, dtrain);
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boost(dtrain, gradients.get(0), gradients.get(1));
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||||
}
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@ -149,8 +155,8 @@ public class Booster implements Serializable {
|
||||
throw new AssertionError(String.format("grad/hess length mismatch %s / %s", grad.length,
|
||||
hess.length));
|
||||
}
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterBoostOneIter(handle, dtrain.getHandle(), grad,
|
||||
hess));
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JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterBoostOneIter(handle,
|
||||
dtrain.getHandle(), grad, hess));
|
||||
}
|
||||
|
||||
/**
|
||||
@ -193,18 +199,20 @@ public class Booster implements Serializable {
|
||||
}
|
||||
|
||||
/**
|
||||
* base function for Predict
|
||||
* Advanced predict function with all the options.
|
||||
*
|
||||
* @param data data
|
||||
* @param outPutMargin output margin
|
||||
* @param treeLimit limit number of trees
|
||||
* @param outputMargin output margin
|
||||
* @param treeLimit limit number of trees, 0 means all trees.
|
||||
* @param predLeaf prediction minimum to keep leafs
|
||||
* @return predict results
|
||||
*/
|
||||
private synchronized float[][] pred(DMatrix data, boolean outPutMargin, int treeLimit,
|
||||
boolean predLeaf) throws XGBoostError {
|
||||
private synchronized float[][] predict(DMatrix data,
|
||||
boolean outputMargin,
|
||||
int treeLimit,
|
||||
boolean predLeaf) throws XGBoostError {
|
||||
int optionMask = 0;
|
||||
if (outPutMargin) {
|
||||
if (outputMargin) {
|
||||
optionMask = 1;
|
||||
}
|
||||
if (predLeaf) {
|
||||
@ -225,6 +233,18 @@ public class Booster implements Serializable {
|
||||
return predicts;
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict leaf indices given the data
|
||||
*
|
||||
* @param data The input data.
|
||||
* @param treeLimit Number of trees to include, 0 means all trees.
|
||||
* @return The leaf indices of the instance.
|
||||
* @throws XGBoostError
|
||||
*/
|
||||
public float[][] predictLeaf(DMatrix data, int treeLimit) throws XGBoostError {
|
||||
return this.predict(data, false, treeLimit, true);
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict with data
|
||||
*
|
||||
@ -233,53 +253,34 @@ public class Booster implements Serializable {
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public float[][] predict(DMatrix data) throws XGBoostError {
|
||||
return pred(data, false, 0, false);
|
||||
return this.predict(data, false, 0, false);
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict with data
|
||||
*
|
||||
* @param data dmatrix storing the input
|
||||
* @param outPutMargin Whether to output the raw untransformed margin value.
|
||||
* @return predict result
|
||||
* @throws XGBoostError native error
|
||||
* @param data data
|
||||
* @param outputMargin output margin
|
||||
* @return predict results
|
||||
*/
|
||||
public float[][] predict(DMatrix data, boolean outPutMargin) throws XGBoostError {
|
||||
return pred(data, outPutMargin, 0, false);
|
||||
public float[][] predict(DMatrix data, boolean outputMargin) throws XGBoostError {
|
||||
return this.predict(data, outputMargin, 0, false);
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict with data
|
||||
* Advanced predict function with all the options.
|
||||
*
|
||||
* @param data dmatrix storing the input
|
||||
* @param outPutMargin Whether to output the raw untransformed margin value.
|
||||
* @param treeLimit Limit number of trees in the prediction; defaults to 0 (use all trees).
|
||||
* @return predict result
|
||||
* @throws XGBoostError native error
|
||||
* @param data data
|
||||
* @param outputMargin output margin
|
||||
* @param treeLimit limit number of trees, 0 means all trees.
|
||||
* @return predict results
|
||||
*/
|
||||
public float[][] predict(DMatrix data, boolean outPutMargin, int treeLimit) throws XGBoostError {
|
||||
return pred(data, outPutMargin, treeLimit, false);
|
||||
public float[][] predict(DMatrix data, boolean outputMargin, int treeLimit) throws XGBoostError {
|
||||
return this.predict(data, outputMargin, treeLimit, false);
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict with data
|
||||
*
|
||||
* @param data dmatrix storing the input
|
||||
* @param treeLimit Limit number of trees in the prediction; defaults to 0 (use all trees).
|
||||
* @param predLeaf When this option is on, the output will be a matrix of (nsample, ntrees),
|
||||
* nsample = data.numRow with each record indicating the predicted leaf index
|
||||
* of each sample in each tree.
|
||||
* Note that the leaf index of a tree is unique per tree, so you may find leaf 1
|
||||
* in both tree 1 and tree 0.
|
||||
* @return predict result
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public float[][] predict(DMatrix data, int treeLimit, boolean predLeaf) throws XGBoostError {
|
||||
return pred(data, false, treeLimit, predLeaf);
|
||||
}
|
||||
|
||||
/**
|
||||
* save model to modelPath
|
||||
* Save model to modelPath
|
||||
*
|
||||
* @param modelPath model path
|
||||
*/
|
||||
@ -287,8 +288,65 @@ public class Booster implements Serializable {
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterSaveModel(handle, modelPath));
|
||||
}
|
||||
|
||||
private void loadModel(String modelPath) {
|
||||
XGBoostJNI.XGBoosterLoadModel(handle, modelPath);
|
||||
/**
|
||||
* Save the model to file opened as output stream.
|
||||
* The model format is compatible with other xgboost bindings.
|
||||
* The output stream can only save one xgboost model.
|
||||
* This function will close the OutputStream after the save.
|
||||
*
|
||||
* @param out The output stream
|
||||
*/
|
||||
public void saveModel(OutputStream out) throws XGBoostError, IOException {
|
||||
out.write(this.toByteArray());
|
||||
out.close();
|
||||
}
|
||||
|
||||
/**
|
||||
* Get the dump of the model as a string array
|
||||
*
|
||||
* @param withStats Controls whether the split statistics are output.
|
||||
* @return dumped model information
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public String[] getModelDump(String featureMap, boolean withStats) throws XGBoostError {
|
||||
int statsFlag = 0;
|
||||
if (featureMap == null) {
|
||||
featureMap = "";
|
||||
}
|
||||
if (withStats) {
|
||||
statsFlag = 1;
|
||||
}
|
||||
String[][] modelInfos = new String[1][];
|
||||
JNIErrorHandle.checkCall(
|
||||
XGBoostJNI.XGBoosterDumpModel(handle, featureMap, statsFlag, modelInfos));
|
||||
return modelInfos[0];
|
||||
}
|
||||
|
||||
/**
|
||||
* Get importance of each feature
|
||||
*
|
||||
* @return featureMap key: feature index, value: feature importance score, can be nill
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public Map<String, Integer> getFeatureScore(String featureMap) throws XGBoostError {
|
||||
String[] modelInfos = getModelDump(featureMap, false);
|
||||
Map<String, Integer> featureScore = new HashMap<String, Integer>();
|
||||
for (String tree : modelInfos) {
|
||||
for (String node : tree.split("\n")) {
|
||||
String[] array = node.split("\\[");
|
||||
if (array.length == 1) {
|
||||
continue;
|
||||
}
|
||||
String fid = array[1].split("\\]")[0];
|
||||
fid = fid.split("<")[0];
|
||||
if (featureScore.containsKey(fid)) {
|
||||
featureScore.put(fid, 1 + featureScore.get(fid));
|
||||
} else {
|
||||
featureScore.put(fid, 1);
|
||||
}
|
||||
}
|
||||
}
|
||||
return featureScore;
|
||||
}
|
||||
|
||||
/**
|
||||
@ -309,152 +367,17 @@ public class Booster implements Serializable {
|
||||
}
|
||||
|
||||
/**
|
||||
* get the dump of the model as a string array
|
||||
* get the dump of the model as a byte array
|
||||
*
|
||||
* @param featureMap featureMap file
|
||||
* @param withStats Controls whether the split statistics are output.
|
||||
* @return dumped model information
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
private String[] getDumpInfo(String featureMap, boolean withStats) throws XGBoostError {
|
||||
int statsFlag = 0;
|
||||
if (withStats) {
|
||||
statsFlag = 1;
|
||||
}
|
||||
String[][] modelInfos = new String[1][];
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterDumpModel(handle, featureMap, statsFlag,
|
||||
modelInfos));
|
||||
return modelInfos[0];
|
||||
}
|
||||
|
||||
/**
|
||||
* Dump model into a text file.
|
||||
*
|
||||
* @param modelPath file to save dumped model info
|
||||
* @param withStats bool
|
||||
* Controls whether the split statistics are output.
|
||||
* @throws FileNotFoundException file not found
|
||||
* @throws UnsupportedEncodingException unsupported feature
|
||||
* @throws IOException error with model writing
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public void dumpModel(String modelPath, boolean withStats) throws IOException, XGBoostError {
|
||||
File tf = new File(modelPath);
|
||||
FileOutputStream out = new FileOutputStream(tf);
|
||||
BufferedWriter writer = new BufferedWriter(new OutputStreamWriter(out, "UTF-8"));
|
||||
String[] modelInfos = getDumpInfo(withStats);
|
||||
|
||||
for (int i = 0; i < modelInfos.length; i++) {
|
||||
writer.write("booster [" + i + "]:\n");
|
||||
writer.write(modelInfos[i]);
|
||||
}
|
||||
|
||||
writer.close();
|
||||
out.close();
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* Dump model into a text file.
|
||||
*
|
||||
* @param modelPath file to save dumped model info
|
||||
* @param featureMap featureMap file
|
||||
* @param withStats bool
|
||||
* Controls whether the split statistics are output.
|
||||
* @throws FileNotFoundException exception
|
||||
* @throws UnsupportedEncodingException exception
|
||||
* @throws IOException exception
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public void dumpModel(String modelPath, String featureMap, boolean withStats) throws
|
||||
IOException, XGBoostError {
|
||||
File tf = new File(modelPath);
|
||||
FileOutputStream out = new FileOutputStream(tf);
|
||||
BufferedWriter writer = new BufferedWriter(new OutputStreamWriter(out, "UTF-8"));
|
||||
String[] modelInfos = getDumpInfo(featureMap, withStats);
|
||||
|
||||
for (int i = 0; i < modelInfos.length; i++) {
|
||||
writer.write("booster [" + i + "]:\n");
|
||||
writer.write(modelInfos[i]);
|
||||
}
|
||||
|
||||
writer.close();
|
||||
out.close();
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* get importance of each feature
|
||||
*
|
||||
* @return featureMap key: feature index, value: feature importance score
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public Map<String, Integer> getFeatureScore() throws XGBoostError {
|
||||
String[] modelInfos = getDumpInfo(false);
|
||||
Map<String, Integer> featureScore = new HashMap<String, Integer>();
|
||||
for (String tree : modelInfos) {
|
||||
for (String node : tree.split("\n")) {
|
||||
String[] array = node.split("\\[");
|
||||
if (array.length == 1) {
|
||||
continue;
|
||||
}
|
||||
String fid = array[1].split("\\]")[0];
|
||||
fid = fid.split("<")[0];
|
||||
if (featureScore.containsKey(fid)) {
|
||||
featureScore.put(fid, 1 + featureScore.get(fid));
|
||||
} else {
|
||||
featureScore.put(fid, 1);
|
||||
}
|
||||
}
|
||||
}
|
||||
return featureScore;
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* get importance of each feature
|
||||
*
|
||||
* @param featureMap file to save dumped model info
|
||||
* @return featureMap key: feature index, value: feature importance score
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public Map<String, Integer> getFeatureScore(String featureMap) throws XGBoostError {
|
||||
String[] modelInfos = getDumpInfo(featureMap, false);
|
||||
Map<String, Integer> featureScore = new HashMap<String, Integer>();
|
||||
for (String tree : modelInfos) {
|
||||
for (String node : tree.split("\n")) {
|
||||
String[] array = node.split("\\[");
|
||||
if (array.length == 1) {
|
||||
continue;
|
||||
}
|
||||
String fid = array[1].split("\\]")[0];
|
||||
fid = fid.split("<")[0];
|
||||
if (featureScore.containsKey(fid)) {
|
||||
featureScore.put(fid, 1 + featureScore.get(fid));
|
||||
} else {
|
||||
featureScore.put(fid, 1);
|
||||
}
|
||||
}
|
||||
}
|
||||
return featureScore;
|
||||
}
|
||||
|
||||
/**
|
||||
* Save the model as byte array representation.
|
||||
* Write these bytes to a file will give compatible format with other xgboost bindings.
|
||||
*
|
||||
* If java natively support HDFS file API, use toByteArray and write the ByteArray,
|
||||
*
|
||||
* @return the saved byte array.
|
||||
* @throws XGBoostError
|
||||
*/
|
||||
public byte[] toByteArray() throws XGBoostError {
|
||||
byte[][] bytes = new byte[1][];
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterGetModelRaw(this.handle, bytes));
|
||||
return bytes[0];
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* Load the booster model from thread-local rabit checkpoint.
|
||||
* This is only used in distributed training.
|
||||
@ -476,6 +399,22 @@ public class Booster implements Serializable {
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterSaveRabitCheckpoint(this.handle));
|
||||
}
|
||||
|
||||
/**
|
||||
* Internal initialization function.
|
||||
* @param cacheMats The cached DMatrix.
|
||||
* @throws XGBoostError
|
||||
*/
|
||||
private void init(DMatrix[] cacheMats) throws XGBoostError {
|
||||
long[] handles = null;
|
||||
if (cacheMats != null) {
|
||||
handles = dmatrixsToHandles(cacheMats);
|
||||
}
|
||||
long[] out = new long[1];
|
||||
JNIErrorHandle.checkCall(XGBoostJNI.XGBoosterCreate(handles, out));
|
||||
|
||||
handle = out[0];
|
||||
}
|
||||
|
||||
/**
|
||||
* transfer DMatrix array to handle array (used for native functions)
|
||||
*
|
||||
@ -499,7 +438,8 @@ public class Booster implements Serializable {
|
||||
}
|
||||
}
|
||||
|
||||
private void readObject(java.io.ObjectInputStream in) throws IOException, ClassNotFoundException {
|
||||
private void readObject(java.io.ObjectInputStream in)
|
||||
throws IOException, ClassNotFoundException {
|
||||
try {
|
||||
this.init(null);
|
||||
byte[] bytes = (byte[])in.readObject();
|
||||
|
||||
@ -35,7 +35,7 @@ public class DMatrix {
|
||||
//load native library
|
||||
static {
|
||||
try {
|
||||
NativeLibLoader.initXgBoost();
|
||||
NativeLibLoader.initXGBoost();
|
||||
} catch (IOException ex) {
|
||||
logger.error("load native library failed.");
|
||||
logger.error(ex);
|
||||
|
||||
@ -30,7 +30,7 @@ class JNIErrorHandle {
|
||||
//load native library
|
||||
static {
|
||||
try {
|
||||
NativeLibLoader.initXgBoost();
|
||||
NativeLibLoader.initXGBoost();
|
||||
} catch (IOException ex) {
|
||||
logger.error("load native library failed.");
|
||||
logger.error(ex);
|
||||
|
||||
@ -35,7 +35,7 @@ class NativeLibLoader {
|
||||
private static final String nativeResourcePath = "/lib/";
|
||||
private static final String[] libNames = new String[]{"xgboost4j"};
|
||||
|
||||
public static synchronized void initXgBoost() throws IOException {
|
||||
public static synchronized void initXGBoost() throws IOException {
|
||||
if (!initialized) {
|
||||
for (String libName : libNames) {
|
||||
smartLoad(libName);
|
||||
|
||||
@ -15,7 +15,7 @@ public class Rabit implements Serializable {
|
||||
//load native library
|
||||
static {
|
||||
try {
|
||||
NativeLibLoader.initXgBoost();
|
||||
NativeLibLoader.initXGBoost();
|
||||
} catch (IOException ex) {
|
||||
logger.error("load native library failed.");
|
||||
logger.error(ex);
|
||||
|
||||
@ -15,6 +15,8 @@
|
||||
*/
|
||||
package ml.dmlc.xgboost4j.java;
|
||||
|
||||
import java.io.IOException;
|
||||
import java.io.InputStream;
|
||||
import java.util.*;
|
||||
|
||||
import org.apache.commons.logging.Log;
|
||||
@ -28,6 +30,33 @@ import org.apache.commons.logging.LogFactory;
|
||||
public class XGBoost {
|
||||
private static final Log logger = LogFactory.getLog(XGBoost.class);
|
||||
|
||||
/**
|
||||
* load model from modelPath
|
||||
*
|
||||
* @param modelPath booster modelPath (model generated by booster.saveModel)
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public static Booster loadModel(String modelPath)
|
||||
throws XGBoostError {
|
||||
return Booster.loadModel(modelPath);
|
||||
}
|
||||
|
||||
/**
|
||||
* Load a new Booster model from a file opened as input stream.
|
||||
* The assumption is the input stream only contains one XGBoost Model.
|
||||
* This can be used to load existing booster models saved by other xgboost bindings.
|
||||
*
|
||||
* @param in The input stream of the file,
|
||||
* will be closed after this function call.
|
||||
* @return The create boosted
|
||||
* @throws XGBoostError
|
||||
* @throws IOException
|
||||
*/
|
||||
public static Booster loadModel(InputStream in)
|
||||
throws XGBoostError, IOException {
|
||||
return Booster.loadModel(in);
|
||||
}
|
||||
|
||||
/**
|
||||
* Train a booster with given parameters.
|
||||
*
|
||||
@ -41,9 +70,11 @@ public class XGBoost {
|
||||
* @return trained booster
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public static Booster train(Map<String, Object> params, DMatrix dtrain, int round,
|
||||
Map<String, DMatrix> watches, IObjective obj,
|
||||
IEvaluation eval) throws XGBoostError {
|
||||
public static Booster train(Map<String, Object> params,
|
||||
DMatrix dtrain, int round,
|
||||
Map<String, DMatrix> watches,
|
||||
IObjective obj,
|
||||
IEvaluation eval) throws XGBoostError {
|
||||
|
||||
//collect eval matrixs
|
||||
String[] evalNames;
|
||||
@ -106,32 +137,7 @@ public class XGBoost {
|
||||
}
|
||||
|
||||
/**
|
||||
* init Booster from dMatrixs
|
||||
*
|
||||
* @param params parameters
|
||||
* @param dMatrixs DMatrix array
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public static Booster initBoostingModel(
|
||||
Map<String, Object> params,
|
||||
DMatrix[] dMatrixs) throws XGBoostError {
|
||||
return new Booster(params, dMatrixs);
|
||||
}
|
||||
|
||||
/**
|
||||
* load model from modelPath
|
||||
*
|
||||
* @param params parameters
|
||||
* @param modelPath booster modelPath (model generated by booster.saveModel)
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
public static Booster loadBoostModel(Map<String, Object> params, String modelPath)
|
||||
throws XGBoostError {
|
||||
return new Booster(params, modelPath);
|
||||
}
|
||||
|
||||
/**
|
||||
* Cross-validation with given paramaters.
|
||||
* Cross-validation with given parameters.
|
||||
*
|
||||
* @param params Booster params.
|
||||
* @param data Data to be trained.
|
||||
@ -294,7 +300,7 @@ public class XGBoost {
|
||||
public CVPack(DMatrix dtrain, DMatrix dtest, Map<String, Object> params)
|
||||
throws XGBoostError {
|
||||
dmats = new DMatrix[]{dtrain, dtest};
|
||||
booster = XGBoost.initBoostingModel(params, dmats);
|
||||
booster = new Booster(params, dmats);
|
||||
names = new String[]{"train", "test"};
|
||||
this.dtrain = dtrain;
|
||||
this.dtest = dtest;
|
||||
|
||||
@ -16,86 +16,177 @@
|
||||
|
||||
package ml.dmlc.xgboost4j.scala
|
||||
|
||||
import ml.dmlc.xgboost4j.java
|
||||
import java.io.IOException
|
||||
|
||||
import ml.dmlc.xgboost4j.java.{Booster => JBooster}
|
||||
import ml.dmlc.xgboost4j.java.XGBoostError
|
||||
import scala.collection.JavaConverters._
|
||||
import scala.collection.mutable
|
||||
|
||||
class Booster private[xgboost4j](booster: java.Booster) extends Serializable {
|
||||
class Booster private[xgboost4j](booster: JBooster) extends Serializable {
|
||||
|
||||
def setParam(key: String, value: String): Unit = {
|
||||
/**
|
||||
* Set parameter to the Booster.
|
||||
*
|
||||
* @param key param name
|
||||
* @param value param value
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def setParam(key: String, value: AnyRef): Unit = {
|
||||
booster.setParam(key, value)
|
||||
}
|
||||
|
||||
def update(dtrain: DMatrix, iter: Int): Unit = {
|
||||
booster.update(dtrain.jDMatrix, iter)
|
||||
}
|
||||
|
||||
def update(dtrain: DMatrix, obj: ObjectiveTrait): Unit = {
|
||||
booster.update(dtrain.jDMatrix, obj)
|
||||
}
|
||||
|
||||
def dumpModel(modelPath: String, withStats: Boolean): Unit = {
|
||||
booster.dumpModel(modelPath, withStats)
|
||||
}
|
||||
|
||||
def dumpModel(modelPath: String, featureMap: String, withStats: Boolean): Unit = {
|
||||
booster.dumpModel(modelPath, featureMap, withStats)
|
||||
}
|
||||
|
||||
/**
|
||||
* set parameters
|
||||
*
|
||||
* @param params parameters key-value map
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def setParams(params: Map[String, AnyRef]): Unit = {
|
||||
booster.setParams(params.asJava)
|
||||
}
|
||||
|
||||
def evalSet(evalMatrixs: Array[DMatrix], evalNames: Array[String], iter: Int): String = {
|
||||
booster.evalSet(evalMatrixs.map(_.jDMatrix), evalNames, iter)
|
||||
/**
|
||||
* Update (one iteration)
|
||||
*
|
||||
* @param dtrain training data
|
||||
* @param iter current iteration number
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def update(dtrain: DMatrix, iter: Int): Unit = {
|
||||
booster.update(dtrain.jDMatrix, iter)
|
||||
}
|
||||
|
||||
def evalSet(evalMatrixs: Array[DMatrix], evalNames: Array[String], eval: EvalTrait):
|
||||
String = {
|
||||
booster.evalSet(evalMatrixs.map(_.jDMatrix), evalNames, eval)
|
||||
}
|
||||
|
||||
def dispose: Unit = {
|
||||
booster.dispose()
|
||||
}
|
||||
|
||||
def predict(data: DMatrix): Array[Array[Float]] = {
|
||||
booster.predict(data.jDMatrix)
|
||||
}
|
||||
|
||||
def predict(data: DMatrix, outPutMargin: Boolean): Array[Array[Float]] = {
|
||||
booster.predict(data.jDMatrix, outPutMargin)
|
||||
}
|
||||
|
||||
def predict(data: DMatrix, outPutMargin: Boolean, treeLimit: Int):
|
||||
Array[Array[Float]] = {
|
||||
booster.predict(data.jDMatrix, outPutMargin, treeLimit)
|
||||
}
|
||||
|
||||
def predict(data: DMatrix, treeLimit: Int, predLeaf: Boolean): Array[Array[Float]] = {
|
||||
booster.predict(data.jDMatrix, treeLimit, predLeaf)
|
||||
/**
|
||||
* update with customize obj func
|
||||
*
|
||||
* @param dtrain training data
|
||||
* @param obj customized objective class
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def update(dtrain: DMatrix, obj: ObjectiveTrait): Unit = {
|
||||
booster.update(dtrain.jDMatrix, obj)
|
||||
}
|
||||
|
||||
/**
|
||||
* update with give grad and hess
|
||||
*
|
||||
* @param dtrain training data
|
||||
* @param grad first order of gradient
|
||||
* @param hess seconde order of gradient
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def boost(dtrain: DMatrix, grad: Array[Float], hess: Array[Float]): Unit = {
|
||||
booster.boost(dtrain.jDMatrix, grad, hess)
|
||||
}
|
||||
|
||||
def getFeatureScore: mutable.Map[String, Integer] = {
|
||||
booster.getFeatureScore.asScala
|
||||
/**
|
||||
* evaluate with given dmatrixs.
|
||||
*
|
||||
* @param evalMatrixs dmatrixs for evaluation
|
||||
* @param evalNames name for eval dmatrixs, used for check results
|
||||
* @param iter current eval iteration
|
||||
* @return eval information
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def evalSet(evalMatrixs: Array[DMatrix], evalNames: Array[String], iter: Int)
|
||||
: String = {
|
||||
booster.evalSet(evalMatrixs.map(_.jDMatrix), evalNames, iter)
|
||||
}
|
||||
|
||||
def getFeatureScore(featureMap: String): mutable.Map[String, Integer] = {
|
||||
/**
|
||||
* evaluate with given customized Evaluation class
|
||||
*
|
||||
* @param evalMatrixs evaluation matrix
|
||||
* @param evalNames evaluation names
|
||||
* @param eval custom evaluator
|
||||
* @return eval information
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def evalSet(evalMatrixs: Array[DMatrix], evalNames: Array[String], eval: EvalTrait)
|
||||
: String = {
|
||||
booster.evalSet(evalMatrixs.map(_.jDMatrix), evalNames, eval)
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* Predict with data
|
||||
*
|
||||
* @param data dmatrix storing the input
|
||||
* @param outPutMargin Whether to output the raw untransformed margin value.
|
||||
* @param treeLimit Limit number of trees in the prediction; defaults to 0 (use all trees).
|
||||
* @return predict result
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def predict(data: DMatrix, outPutMargin: Boolean = false, treeLimit: Int = 0)
|
||||
: Array[Array[Float]] = {
|
||||
booster.predict(data.jDMatrix, outPutMargin, treeLimit)
|
||||
}
|
||||
|
||||
/**
|
||||
* Predict the leaf indices
|
||||
*
|
||||
* @param data dmatrix storing the input
|
||||
* @param treeLimit Limit number of trees in the prediction; defaults to 0 (use all trees).
|
||||
* @return predict result
|
||||
* @throws XGBoostError native error
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def predictLeaf(data: DMatrix, treeLimit: Int = 0)
|
||||
: Array[Array[Float]] = {
|
||||
booster.predictLeaf(data.jDMatrix, treeLimit)
|
||||
}
|
||||
|
||||
/**
|
||||
* save model to modelPath
|
||||
*
|
||||
* @param modelPath model path
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def saveModel(modelPath: String): Unit = {
|
||||
booster.saveModel(modelPath)
|
||||
}
|
||||
/**
|
||||
* save model to Output stream
|
||||
*
|
||||
* @param out Output stream
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def saveModel(out: java.io.OutputStream): Unit = {
|
||||
booster.saveModel(out)
|
||||
}
|
||||
/**
|
||||
* Dump model as Array of string
|
||||
*
|
||||
* @param featureMap featureMap file
|
||||
* @param withStats bool
|
||||
* Controls whether the split statistics are output.
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def getModelDump(featureMap: String = null, withStats: Boolean = false)
|
||||
: Array[String] = {
|
||||
booster.getModelDump(featureMap, withStats)
|
||||
}
|
||||
|
||||
/**
|
||||
* Get importance of each feature
|
||||
*
|
||||
* @return featureMap key: feature index, value: feature importance score
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def getFeatureScore(featureMap: String = null): mutable.Map[String, Integer] = {
|
||||
booster.getFeatureScore(featureMap).asScala
|
||||
}
|
||||
|
||||
def saveModel(modelPath: String): Unit = {
|
||||
booster.saveModel(modelPath)
|
||||
/**
|
||||
* Dispose the booster when it is no longer needed
|
||||
*/
|
||||
def dispose: Unit = {
|
||||
booster.dispose()
|
||||
}
|
||||
|
||||
override def finalize(): Unit = {
|
||||
super.finalize()
|
||||
dispose
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
@ -16,12 +16,28 @@
|
||||
|
||||
package ml.dmlc.xgboost4j.scala
|
||||
|
||||
import java.io.InputStream
|
||||
|
||||
import ml.dmlc.xgboost4j.java.{XGBoost => JXGBoost, XGBoostError}
|
||||
import scala.collection.JavaConverters._
|
||||
|
||||
import ml.dmlc.xgboost4j.java.{XGBoost => JXGBoost}
|
||||
|
||||
/**
|
||||
* XGBoost Scala Training function.
|
||||
*/
|
||||
object XGBoost {
|
||||
|
||||
/**
|
||||
* Train a booster given parameters.
|
||||
*
|
||||
* @param params Parameters.
|
||||
* @param dtrain Data to be trained.
|
||||
* @param round Number of boosting iterations.
|
||||
* @param watches a group of items to be evaluated during training, this allows user to watch
|
||||
* performance on the validation set.
|
||||
* @param obj customized objective
|
||||
* @param eval customized evaluation
|
||||
* @return The trained booster.
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def train(
|
||||
params: Map[String, AnyRef],
|
||||
dtrain: DMatrix,
|
||||
@ -35,6 +51,19 @@ object XGBoost {
|
||||
new Booster(xgboostInJava)
|
||||
}
|
||||
|
||||
/**
|
||||
* Cross-validation with given parameters.
|
||||
*
|
||||
* @param params Booster params.
|
||||
* @param data Data to be trained.
|
||||
* @param round Number of boosting iterations.
|
||||
* @param nfold Number of folds in CV.
|
||||
* @param metrics Evaluation metrics to be watched in CV.
|
||||
* @param obj customized objective
|
||||
* @param eval customized evaluation
|
||||
* @return evaluation history
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def crossValidation(
|
||||
params: Map[String, AnyRef],
|
||||
data: DMatrix,
|
||||
@ -46,13 +75,28 @@ object XGBoost {
|
||||
JXGBoost.crossValidation(params.asJava, data.jDMatrix, round, nfold, metrics, obj, eval)
|
||||
}
|
||||
|
||||
def initBoostModel(params: Map[String, AnyRef], dMatrixs: Array[DMatrix]): Booster = {
|
||||
val xgboostInJava = JXGBoost.initBoostingModel(params.asJava, dMatrixs.map(_.jDMatrix))
|
||||
/**
|
||||
* load model from modelPath
|
||||
*
|
||||
* @param modelPath booster modelPath
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def loadModel(modelPath: String): Booster = {
|
||||
val xgboostInJava = JXGBoost.loadModel(modelPath)
|
||||
new Booster(xgboostInJava)
|
||||
}
|
||||
|
||||
def loadBoostModel(params: Map[String, AnyRef], modelPath: String): Booster = {
|
||||
val xgboostInJava = JXGBoost.loadBoostModel(params.asJava, modelPath)
|
||||
/**
|
||||
* Load a new Booster model from a file opened as input stream.
|
||||
* The assumption is the input stream only contains one XGBoost Model.
|
||||
* This can be used to load existing booster models saved by other XGBoost bindings.
|
||||
*
|
||||
* @param in The input stream of the file.
|
||||
* @return The create booster
|
||||
*/
|
||||
@throws(classOf[XGBoostError])
|
||||
def loadModel(in: InputStream): Booster = {
|
||||
val xgboostInJava = JXGBoost.loadModel(in)
|
||||
new Booster(xgboostInJava)
|
||||
}
|
||||
}
|
||||
|
||||
@ -15,6 +15,10 @@
|
||||
*/
|
||||
package ml.dmlc.xgboost4j.java;
|
||||
|
||||
import java.io.File;
|
||||
import java.io.FileInputStream;
|
||||
import java.io.IOException;
|
||||
import java.util.Arrays;
|
||||
import java.util.HashMap;
|
||||
import java.util.Map;
|
||||
|
||||
@ -67,7 +71,7 @@ public class BoosterImplTest {
|
||||
}
|
||||
|
||||
@Test
|
||||
public void testBoosterBasic() throws XGBoostError {
|
||||
public void testBoosterBasic() throws XGBoostError, IOException {
|
||||
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
|
||||
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
|
||||
|
||||
@ -94,15 +98,20 @@ public class BoosterImplTest {
|
||||
Booster booster = XGBoost.train(paramMap, trainMat, round, watches, null, null);
|
||||
|
||||
//predict raw output
|
||||
float[][] predicts = booster.predict(testMat, true);
|
||||
float[][] predicts = booster.predict(testMat, true, 0);
|
||||
|
||||
//eval
|
||||
IEvaluation eval = new EvalError();
|
||||
//error must be less than 0.1
|
||||
TestCase.assertTrue(eval.eval(predicts, testMat) < 0.1f);
|
||||
|
||||
//test dump model
|
||||
// save and load
|
||||
File temp = File.createTempFile("temp", "model");
|
||||
temp.deleteOnExit();
|
||||
booster.saveModel(temp.getAbsolutePath());
|
||||
|
||||
Booster bst2 = XGBoost.loadModel(new FileInputStream(temp.getAbsolutePath()));
|
||||
assert (Arrays.equals(bst2.toByteArray(), booster.toByteArray()));
|
||||
}
|
||||
|
||||
/**
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user