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python cv bugfixing

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- fixed bug if both eval_metrics xgb-param and
metrics param of cv function have been set
- cv early stopping output looks now like the one of xgb.train
This commit is contained in:
FrozenFingerz 2015-12-29 12:24:38 +01:00
parent 4f43f1d0ac
commit 2a46918c66
1 changed files with 22 additions and 3 deletions
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25
python-package/xgboost/training.py
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@ -361,7 +361,7 @@ def cv(params, dtrain, num_boost_round=10, nfold=3, metrics=(),
Number of boosting iterations.
nfold : int
Number of folds in CV.
metrics : list of strings
metrics : string or list of strings
Evaluation metrics to be watched in CV.
obj : function
Custom objective function.
@ -394,9 +394,28 @@ def cv(params, dtrain, num_boost_round=10, nfold=3, metrics=(),
-------
evaluation history : list(string)
"""
if isinstance(metrics, str):
metrics = [metrics]
if isinstance(params, list):
_metrics = [x[1] for x in params if x[0] == 'eval_metric']
params = dict(params)
if 'eval_metric' in params:
params['eval_metric'] = _metrics
else:
params= dict((k, v) for k, v in params.items())
if len(metrics) == 0 and 'eval_metric' in params:
if isinstance(params['eval_metric'], list):
metrics = params['eval_metric']
else:
metrics = [params['eval_metric']]
params.pop("eval_metric", None)
if early_stopping_rounds is not None:
if len(metrics) > 1:
raise ValueError('Check your params.'\
raise ValueError('Check your params. '\
'Early stopping works with single eval metric only.')
sys.stderr.write("Will train until cv error hasn't decreased in {} rounds.\n".format(\
@ -434,7 +453,7 @@ def cv(params, dtrain, num_boost_round=10, nfold=3, metrics=(),
best_score_i = i
elif i - best_score_i >= early_stopping_rounds:
results = results[:best_score_i+1]
sys.stderr.write("Stopping. Best iteration: {} (mean: {}, std: {})\n".
sys.stderr.write("Stopping. Best iteration:\n[{}] cv-mean:{}\tcv-std:{}\n".
format(best_score_i, results[-1][0], results[-1][1]))
break
if as_pandas: