replace nround with nrounds to match actual parameter (#3592)

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Jakob Richter 2018-08-15 20:13:53 +02:00 committed by Philip Cho
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17 changed files with 51 additions and 51 deletions

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@ -168,7 +168,7 @@ cb.evaluation.log <- function() {
#' at the beginning of each iteration.
#'
#' Note that when training is resumed from some previous model, and a function is used to
#' reset a parameter value, the \code{nround} argument in this function would be the
#' reset a parameter value, the \code{nrounds} argument in this function would be the
#' the number of boosting rounds in the current training.
#'
#' Callback function expects the following values to be set in its calling frame:

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@ -52,9 +52,9 @@
#' dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
#'
#' param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
#' nround = 4
#' nrounds = 4
#'
#' bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
#' bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
#'
#' # Model accuracy without new features
#' accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) /
@ -68,7 +68,7 @@
#' new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
#' new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
#' watchlist <- list(train = new.dtrain)
#' bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
#' bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
#'
#' # Model accuracy with new features
#' accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) /

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@ -22,7 +22,7 @@
#' \item \code{gamma} minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be.
#' \item \code{max_depth} maximum depth of a tree. Default: 6
#' \item \code{min_child_weight} minimum sum of instance weight (hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be. Default: 1
#' \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nround}. Default: 1
#' \item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nrounds}. Default: 1
#' \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
#' \item \code{num_parallel_tree} Experimental parameter. number of trees to grow per round. Useful to test Random Forest through Xgboost (set \code{colsample_bytree < 1}, \code{subsample < 1} and \code{round = 1}) accordingly. Default: 1
#' \item \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length equals to the number of features in the training data. \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.

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@ -5,20 +5,20 @@ data(agaricus.test, package='xgboost')
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
nround <- 2
nrounds <- 2
param <- list(max_depth=2, eta=1, silent=1, nthread=2, objective='binary:logistic')
cat('running cross validation\n')
# do cross validation, this will print result out as
# [iteration] metric_name:mean_value+std_value
# std_value is standard deviation of the metric
xgb.cv(param, dtrain, nround, nfold=5, metrics={'error'})
xgb.cv(param, dtrain, nrounds, nfold=5, metrics={'error'})
cat('running cross validation, disable standard deviation display\n')
# do cross validation, this will print result out as
# [iteration] metric_name:mean_value+std_value
# std_value is standard deviation of the metric
xgb.cv(param, dtrain, nround, nfold=5,
xgb.cv(param, dtrain, nrounds, nfold=5,
metrics='error', showsd = FALSE)
###
@ -43,9 +43,9 @@ evalerror <- function(preds, dtrain) {
param <- list(max_depth=2, eta=1, silent=1,
objective = logregobj, eval_metric = evalerror)
# train with customized objective
xgb.cv(params = param, data = dtrain, nrounds = nround, nfold = 5)
xgb.cv(params = param, data = dtrain, nrounds = nrounds, nfold = 5)
# do cross validation with prediction values for each fold
res <- xgb.cv(params = param, data = dtrain, nrounds = nround, nfold = 5, prediction = TRUE)
res <- xgb.cv(params = param, data = dtrain, nrounds = nrounds, nfold = 5, prediction = TRUE)
res$evaluation_log
length(res$pred)

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@ -7,10 +7,10 @@ dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
watchlist <- list(eval = dtest, train = dtrain)
nround = 2
nrounds = 2
# training the model for two rounds
bst = xgb.train(param, dtrain, nround, nthread = 2, watchlist)
bst = xgb.train(param, dtrain, nrounds, nthread = 2, watchlist)
cat('start testing prediction from first n trees\n')
labels <- getinfo(dtest,'label')

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@ -11,10 +11,10 @@ dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
nround = 4
nrounds = 4
# training the model for two rounds
bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
# Model accuracy without new features
accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)
@ -43,7 +43,7 @@ new.features.test <- create.new.tree.features(bst, agaricus.test$data)
new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
watchlist <- list(train = new.dtrain)
bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
# Model accuracy with new features
accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)

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@ -22,7 +22,7 @@ This is a "pre-iteration" callback function used to reset booster's parameters
at the beginning of each iteration.
Note that when training is resumed from some previous model, and a function is used to
reset a parameter value, the \code{nround} argument in this function would be the
reset a parameter value, the \code{nrounds} argument in this function would be the
the number of boosting rounds in the current training.
Callback function expects the following values to be set in its calling frame:

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@ -63,9 +63,9 @@ dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
nround = 4
nrounds = 4
bst = xgb.train(params = param, data = dtrain, nrounds = nround, nthread = 2)
bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
# Model accuracy without new features
accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) /
@ -79,7 +79,7 @@ new.features.test <- xgb.create.features(model = bst, agaricus.test$data)
new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
watchlist <- list(train = new.dtrain)
bst <- xgb.train(params = param, data = new.dtrain, nrounds = nround, nthread = 2)
bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
# Model accuracy with new features
accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) /

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@ -35,7 +35,7 @@ xgboost(data = NULL, label = NULL, missing = NA, weight = NULL,
\item \code{gamma} minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be.
\item \code{max_depth} maximum depth of a tree. Default: 6
\item \code{min_child_weight} minimum sum of instance weight (hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be. Default: 1
\item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nround}. Default: 1
\item \code{subsample} subsample ratio of the training instance. Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees and this will prevent overfitting. It makes computation shorter (because less data to analyse). It is advised to use this parameter with \code{eta} and increase \code{nrounds}. Default: 1
\item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
\item \code{num_parallel_tree} Experimental parameter. number of trees to grow per round. Useful to test Random Forest through Xgboost (set \code{colsample_bytree < 1}, \code{subsample < 1} and \code{round = 1}) accordingly. Default: 1
\item \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length equals to the number of features in the training data. \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.

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@ -9,7 +9,7 @@ test_that("train and prediction when gctorture is on", {
test <- agaricus.test
gctorture(TRUE)
bst <- xgboost(data = train$data, label = train$label, max.depth = 2,
eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
pred <- predict(bst, test$data)
gctorture(FALSE)
})

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@ -24,9 +24,9 @@ param <- list("objective" = "binary:logitraw",
"silent" = 1,
"nthread" = 16)
watchlist <- list("train" = xgmat)
nround = 120
nrounds = 120
print ("loading data end, start to boost trees")
bst = xgb.train(param, xgmat, nround, watchlist );
bst = xgb.train(param, xgmat, nrounds, watchlist );
# save out model
xgb.save(bst, "higgs.model")
print ('finish training')

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@ -39,9 +39,9 @@ for (i in 1:length(threads)){
"silent" = 1,
"nthread" = thread)
watchlist <- list("train" = xgmat)
nround = 120
nrounds = 120
print ("loading data end, start to boost trees")
bst = xgb.train(param, xgmat, nround, watchlist );
bst = xgb.train(param, xgmat, nrounds, watchlist );
# save out model
xgb.save(bst, "higgs.model")
print ('finish training')

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@ -23,13 +23,13 @@ param <- list("objective" = "multi:softprob",
"nthread" = 8)
# Run Cross Validation
cv.nround = 50
cv.nrounds = 50
bst.cv = xgb.cv(param=param, data = x[trind,], label = y,
nfold = 3, nrounds=cv.nround)
nfold = 3, nrounds=cv.nrounds)
# Train the model
nround = 50
bst = xgboost(param=param, data = x[trind,], label = y, nrounds=nround)
nrounds = 50
bst = xgboost(param=param, data = x[trind,], label = y, nrounds=nrounds)
# Make prediction
pred = predict(bst,x[teind,])

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@ -121,19 +121,19 @@ param <- list("objective" = "multi:softprob",
"eval_metric" = "mlogloss",
"num_class" = numberOfClasses)
cv.nround <- 5
cv.nrounds <- 5
cv.nfold <- 3
bst.cv = xgb.cv(param=param, data = trainMatrix, label = y,
nfold = cv.nfold, nrounds = cv.nround)
nfold = cv.nfold, nrounds = cv.nrounds)
```
> As we can see the error rate is low on the test dataset (for a 5mn trained model).
Finally, we are ready to train the real model!!!
```{r modelTraining}
nround = 50
bst = xgboost(param=param, data = trainMatrix, label = y, nrounds=nround)
nrounds = 50
bst = xgboost(param=param, data = trainMatrix, label = y, nrounds=nrounds)
```
Model understanding
@ -142,7 +142,7 @@ Model understanding
Feature importance
------------------
So far, we have built a model made of **`r nround`** trees.
So far, we have built a model made of **`r nrounds`** trees.
To build a tree, the dataset is divided recursively several times. At the end of the process, you get groups of observations (here, these observations are properties regarding **Otto** products).

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@ -222,7 +222,7 @@ The code below is very usual. For more information, you can look at the document
```r
bst <- xgboost(data = sparse_matrix, label = output_vector, max.depth = 4,
eta = 1, nthread = 2, nround = 10,objective = "binary:logistic")
eta = 1, nthread = 2, nrounds = 10,objective = "binary:logistic")
```
```
@ -244,7 +244,7 @@ A model which fits too well may [overfit](http://en.wikipedia.org/wiki/Overfitti
> Here you can see the numbers decrease until line 7 and then increase.
>
> It probably means we are overfitting. To fix that I should reduce the number of rounds to `nround = 4`. I will let things like that because I don't really care for the purpose of this example :-)
> It probably means we are overfitting. To fix that I should reduce the number of rounds to `nrounds = 4`. I will let things like that because I don't really care for the purpose of this example :-)
Feature importance
------------------
@ -448,7 +448,7 @@ train <- agaricus.train
test <- agaricus.test
#Random Forest™ - 1000 trees
bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parallel_tree = 1000, subsample = 0.5, colsample_bytree =0.5, nround = 1, objective = "binary:logistic")
bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parallel_tree = 1000, subsample = 0.5, colsample_bytree =0.5, nrounds = 1, objective = "binary:logistic")
```
```
@ -457,7 +457,7 @@ bst <- xgboost(data = train$data, label = train$label, max.depth = 4, num_parall
```r
#Boosting - 3 rounds
bst <- xgboost(data = train$data, label = train$label, max.depth = 4, nround = 3, objective = "binary:logistic")
bst <- xgboost(data = train$data, label = train$label, max.depth = 4, nrounds = 3, objective = "binary:logistic")
```
```

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@ -178,11 +178,11 @@ We will train decision tree model using the following parameters:
* `objective = "binary:logistic"`: we will train a binary classification model ;
* `max.deph = 2`: the trees won't be deep, because our case is very simple ;
* `nthread = 2`: the number of cpu threads we are going to use;
* `nround = 2`: there will be two passes on the data, the second one will enhance the model by further reducing the difference between ground truth and prediction.
* `nrounds = 2`: there will be two passes on the data, the second one will enhance the model by further reducing the difference between ground truth and prediction.
```r
bstSparse <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
bstSparse <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
```
```
@ -200,7 +200,7 @@ Alternatively, you can put your dataset in a *dense* matrix, i.e. a basic **R**
```r
bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
```
```
@ -215,7 +215,7 @@ bstDense <- xgboost(data = as.matrix(train$data), label = train$label, max.depth
```r
dtrain <- xgb.DMatrix(data = train$data, label = train$label)
bstDMatrix <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic")
bstDMatrix <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
```
```
@ -232,13 +232,13 @@ One of the simplest way to see the training progress is to set the `verbose` opt
```r
# verbose = 0, no message
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 0)
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 0)
```
```r
# verbose = 1, print evaluation metric
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 1)
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 1)
```
```
@ -249,7 +249,7 @@ bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, o
```r
# verbose = 2, also print information about tree
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nround = 2, objective = "binary:logistic", verbose = 2)
bst <- xgboost(data = dtrain, max.depth = 2, eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic", verbose = 2)
```
```
@ -372,7 +372,7 @@ For the purpose of this example, we use `watchlist` parameter. It is a list of `
```r
watchlist <- list(train=dtrain, test=dtest)
bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, objective = "binary:logistic")
bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, objective = "binary:logistic")
```
```
@ -380,7 +380,7 @@ bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchli
## [1] train-error:0.022263 test-error:0.021726
```
**XGBoost** has computed at each round the same average error metric than seen above (we set `nround` to 2, that is why we have two lines). Obviously, the `train-error` number is related to the training dataset (the one the algorithm learns from) and the `test-error` number to the test dataset.
**XGBoost** has computed at each round the same average error metric than seen above (we set `nrounds` to 2, that is why we have two lines). Obviously, the `train-error` number is related to the training dataset (the one the algorithm learns from) and the `test-error` number to the test dataset.
Both training and test error related metrics are very similar, and in some way, it makes sense: what we have learned from the training dataset matches the observations from the test dataset.
@ -390,7 +390,7 @@ For a better understanding of the learning progression, you may want to have som
```r
bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
bst <- xgb.train(data=dtrain, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
```
```
@ -407,7 +407,7 @@ Until now, all the learnings we have performed were based on boosting trees. **X
```r
bst <- xgb.train(data=dtrain, booster = "gblinear", max.depth=2, nthread = 2, nround=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
bst <- xgb.train(data=dtrain, booster = "gblinear", max.depth=2, nthread = 2, nrounds=2, watchlist=watchlist, eval.metric = "error", eval.metric = "logloss", objective = "binary:logistic")
```
```
@ -445,7 +445,7 @@ dtrain2 <- xgb.DMatrix("dtrain.buffer")
```
```r
bst <- xgb.train(data=dtrain2, max.depth=2, eta=1, nthread = 2, nround=2, watchlist=watchlist, objective = "binary:logistic")
bst <- xgb.train(data=dtrain2, max.depth=2, eta=1, nthread = 2, nrounds=2, watchlist=watchlist, objective = "binary:logistic")
```
```

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@ -42,7 +42,7 @@ R
train <- agaricus.train
test <- agaricus.test
# fit model
bst <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nround = 2,
bst <- xgboost(data = train$data, label = train$label, max.depth = 2, eta = 1, nrounds = 2,
nthread = 2, objective = "binary:logistic")
# predict
pred <- predict(bst, test$data)