[doc] Mention data consistency for categorical features. (#9678)
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Jiaming Yuan
GitHub
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commit
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@ -11,10 +11,13 @@ https://www.kaggle.com/shahules/an-overview-of-encoding-techniques
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And the data can be found at:
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https://www.kaggle.com/shahules/an-overview-of-encoding-techniques/data
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Also, see the tutorial for using XGBoost with categorical data:
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:doc:`/tutorials/categorical`.
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.. versionadded:: 1.6.0
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.. versionadded 1.6.0
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See Also
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--------
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- :doc:`Tutorial </tutorials/categorical>`
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- :ref:`sphx_glr_python_examples_categorical.py`
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- :ref:`sphx_glr_python_examples_cat_pipeline.py`
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"""
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145
demo/guide-python/cat_pipeline.py
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145
demo/guide-python/cat_pipeline.py
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@ -0,0 +1,145 @@
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"""
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Feature engineering pipeline for categorical data
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=================================================
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The script showcases how to keep the categorical data encoding consistent across
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training and inference. There are many ways to attain the same goal, this script can be
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used as a starting point.
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See Also
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--------
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- :doc:`Tutorial </tutorials/categorical>`
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- :ref:`sphx_glr_python_examples_categorical.py`
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- :ref:`sphx_glr_python_examples_cat_in_the_dat.py`
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"""
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from typing import List, Tuple
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import numpy as np
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import pandas as pd
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from sklearn.compose import make_column_selector, make_column_transformer
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from sklearn.model_selection import train_test_split
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from sklearn.pipeline import make_pipeline
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from sklearn.preprocessing import OrdinalEncoder
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import xgboost as xgb
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def make_example_data() -> Tuple[pd.DataFrame, pd.Series, List[str]]:
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"""Generate data for demo."""
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n_samples = 2048
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rng = np.random.default_rng(1994)
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# We have three categorical features, while the rest are numerical.
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categorical_features = ["brand_id", "retailer_id", "category_id"]
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df = pd.DataFrame(
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np.random.randint(32, 96, size=(n_samples, 3)),
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columns=categorical_features,
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)
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df["price"] = rng.integers(100, 200, size=(n_samples,))
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df["stock_status"] = rng.choice([True, False], n_samples)
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df["on_sale"] = rng.choice([True, False], n_samples)
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df["label"] = rng.normal(loc=0.0, scale=1.0, size=n_samples)
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X = df.drop(["label"], axis=1)
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y = df["label"]
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return X, y, categorical_features
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def native() -> None:
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"""Using the native XGBoost interface."""
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X, y, cat_feats = make_example_data()
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X_train, X_test, y_train, y_test = train_test_split(
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X, y, random_state=1994, test_size=0.2
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)
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# Create an encoder based on training data.
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enc = OrdinalEncoder(handle_unknown="use_encoded_value", unknown_value=np.nan)
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enc.set_output(transform="pandas")
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enc = enc.fit(X_train[cat_feats])
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def enc_transform(X: pd.DataFrame) -> pd.DataFrame:
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# don't make change inplace so that we can have demonstrations for encoding
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X = X.copy()
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cat_cols = enc.transform(X[cat_feats])
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for i, name in enumerate(cat_feats):
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# create pd.Series based on the encoder
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cat_cols[name] = pd.Categorical.from_codes(
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codes=cat_cols[name].astype(np.int32), categories=enc.categories_[i]
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)
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X[cat_feats] = cat_cols
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return X
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# Encode the data based on fitted encoder.
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X_train_enc = enc_transform(X_train)
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X_test_enc = enc_transform(X_test)
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# Train XGBoost model using the native interface.
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Xy_train = xgb.QuantileDMatrix(X_train_enc, y_train, enable_categorical=True)
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Xy_test = xgb.QuantileDMatrix(
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X_test_enc, y_test, enable_categorical=True, ref=Xy_train
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)
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booster = xgb.train({}, Xy_train)
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booster.predict(Xy_test)
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# Following shows that data are encoded consistently.
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# We first obtain result from newly encoded data
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predt0 = booster.inplace_predict(enc_transform(X_train.head(16)))
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# then we obtain result from already encoded data from training.
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predt1 = booster.inplace_predict(X_train_enc.head(16))
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np.testing.assert_allclose(predt0, predt1)
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def pipeline() -> None:
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"""Using the sklearn pipeline."""
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X, y, cat_feats = make_example_data()
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X_train, X_test, y_train, y_test = train_test_split(
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X, y, random_state=3, test_size=0.2
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)
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enc = make_column_transformer(
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(
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OrdinalEncoder(handle_unknown="use_encoded_value", unknown_value=np.nan),
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# all categorical feature names end with "_id"
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make_column_selector(pattern=".*_id"),
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),
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remainder="passthrough",
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verbose_feature_names_out=False,
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)
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# No need to set pandas output, we use `feature_types` to indicate the type of
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# features.
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# enc.set_output(transform="pandas")
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feature_types = ["c" if fn in cat_feats else "q" for fn in X_train.columns]
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reg = xgb.XGBRegressor(
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feature_types=feature_types, enable_categorical=True, n_estimators=10
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)
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p = make_pipeline(enc, reg)
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p.fit(X_train, y_train)
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# check XGBoost is using the feature type correctly.
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model_types = reg.get_booster().feature_types
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assert model_types is not None
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for a, b in zip(model_types, feature_types):
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assert a == b
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# Following shows that data are encoded consistently.
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# We first create a slice of data that doesn't contain all the categories
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predt0 = p.predict(X_train.iloc[:16, :])
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# Then we use the dataframe that contains all the categories
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predt1 = p.predict(X_train)[:16]
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# The resulting encoding is the same
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np.testing.assert_allclose(predt0, predt1)
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if __name__ == "__main__":
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pipeline()
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native()
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@ -8,10 +8,13 @@ In before, users need to run an encoder themselves before passing the data into
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which creates a sparse matrix and potentially increase memory usage. This demo
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showcases the experimental categorical data support, more advanced features are planned.
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Also, see :doc:`the tutorial </tutorials/categorical>` for using XGBoost with
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categorical data.
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.. versionadded:: 1.5.0
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.. versionadded:: 1.5.0
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See Also
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--------
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- :doc:`Tutorial </tutorials/categorical>`
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- :ref:`sphx_glr_python_examples_cat_in_the_dat.py`
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- :ref:`sphx_glr_python_examples_cat_pipeline.py`
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"""
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from typing import Tuple
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@ -52,11 +55,13 @@ def make_categorical(
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def main() -> None:
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# Use builtin categorical data support
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# For scikit-learn interface, the input data must be pandas DataFrame or cudf
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# DataFrame with categorical features
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# For scikit-learn interface, the input data should be pandas DataFrame or cudf
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# DataFrame with categorical features. If an numpy/cupy array is used instead, the
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# `feature_types` for `XGBRegressor` should be set accordingly.
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X, y = make_categorical(100, 10, 4, False)
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# Specify `enable_categorical` to True, also we use onehot encoding based split
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# here for demonstration. For details see the document of `max_cat_to_onehot`.
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# Specify `enable_categorical` to True, also we use onehot-encoding-based split here
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# for demonstration. For details see the document of `max_cat_to_onehot`.
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reg = xgb.XGBRegressor(
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tree_method="hist", enable_categorical=True, max_cat_to_onehot=5, device="cuda"
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)
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@ -137,7 +137,7 @@ To build and run C++ unit tests enable tests while running CMake:
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./testxgboost
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Flags like ``USE_CUDA``, ``USE_DMLC_GTEST`` are optional. For more info about how to build
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XGBoost from source, see :doc:`</build>`. One can also run all unit test using ctest tool
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XGBoost from source, see :doc:`/build`. One can also run all unit tests using ctest tool
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which provides higher flexibility. For example:
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.. code-block:: bash
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@ -94,11 +94,11 @@ Using native interface
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**********************
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The ``scikit-learn`` interface is user friendly, but lacks some features that are only
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available in native interface. For instance users cannot compute SHAP value directly or
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use quantized :class:`DMatrix <xgboost.DMatrix>`. Also native interface supports data
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types other than dataframe, like ``numpy/cupy array``. To use the native interface with
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categorical data, we need to pass the similar parameter to :class:`DMatrix
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<xgboost.DMatrix>` and the :func:`train <xgboost.train>` function. For dataframe input:
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available in native interface. For instance users cannot compute SHAP value directly.
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Also native interface supports more data types. To use the native interface with
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categorical data, we need to pass the similar parameter to :class:`~xgboost.DMatrix` or
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:py:class:`~xgboost.QuantileDMatrix` and the :func:`train <xgboost.train>` function. For
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dataframe input:
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.. code:: python
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@ -117,7 +117,6 @@ SHAP value computation:
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# categorical features are listed as "c"
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print(booster.feature_types)
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For other types of input, like ``numpy array``, we can tell XGBoost about the feature
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types by using the ``feature_types`` parameter in :class:`DMatrix <xgboost.DMatrix>`:
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@ -131,7 +130,31 @@ types by using the ``feature_types`` parameter in :class:`DMatrix <xgboost.DMatr
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For numerical data, the feature type can be ``"q"`` or ``"float"``, while for categorical
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feature it's specified as ``"c"``. The Dask module in XGBoost has the same interface so
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:class:`dask.Array <dask.Array>` can also be used for categorical data.
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:class:`dask.Array <dask.Array>` can also be used for categorical data. Lastly, the
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sklearn interface :py:class:`~xgboost.XGBRegressor` has the same parameter.
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****************
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Data Consistency
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****************
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XGBoost accepts parameters to indicate which feature is considered categorical, either through the ``dtypes`` of a dataframe or through the ``feature_types`` parameter. However, XGBoost by itself doesn't store information on how categories are encoded in the first place. For instance, given an encoding schema that maps music genres to integer codes:
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.. code-block:: python
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{"acoustic": 0, "indie": 1, "blues": 2, "country": 3}
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XGBoost doesn't know this mapping from the input and hence cannot store it in the model. The mapping usually happens in the users' data engineering pipeline with column transformers like :py:class:`sklearn.preprocessing.OrdinalEncoder`. To make sure correct result from XGBoost, users need to keep the pipeline for transforming data consistent across training and testing data. One should watch out for errors like:
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.. code-block:: python
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X_train["genre"] = X_train["genre"].astype("category")
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reg = xgb.XGBRegressor(enable_categorical=True).fit(X_train, y_train)
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# invalid encoding
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X_test["genre"] = X_test["genre"].astype("category")
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reg.predict(X_test)
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In the above snippet, training data and test data are encoded separately, resulting in two different encoding schemas and invalid prediction result. See :ref:`sphx_glr_python_examples_cat_pipeline.py` for a worked example using ordinal encoder.
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*************
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Miscellaneous
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@ -821,7 +821,7 @@ class DirectoryExcursion:
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"""
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def __init__(self, path: os.PathLike, cleanup: bool = False):
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def __init__(self, path: Union[os.PathLike, str], cleanup: bool = False):
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self.path = path
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self.curdir = os.path.normpath(os.path.abspath(os.path.curdir))
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self.cleanup = cleanup
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@ -21,6 +21,7 @@ class LintersPaths:
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"tests/python/test_data_iterator.py",
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"tests/python/test_dmatrix.py",
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"tests/python/test_dt.py",
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"tests/python/test_demos.py",
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"tests/python/test_predict.py",
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"tests/python/test_quantile_dmatrix.py",
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"tests/python/test_tree_regularization.py",
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@ -41,6 +42,7 @@ class LintersPaths:
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"demo/guide-python/cat_in_the_dat.py",
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"demo/guide-python/callbacks.py",
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"demo/guide-python/categorical.py",
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"demo/guide-python/cat_pipeline.py",
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"demo/guide-python/feature_weights.py",
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"demo/guide-python/sklearn_parallel.py",
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"demo/guide-python/spark_estimator_examples.py",
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@ -79,6 +81,7 @@ class LintersPaths:
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"python-package/",
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# tests
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"tests/python/test_dt.py",
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"tests/python/test_demos.py",
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"tests/python/test_data_iterator.py",
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"tests/python-gpu/test_gpu_data_iterator.py",
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"tests/python-gpu/load_pickle.py",
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@ -89,6 +92,8 @@ class LintersPaths:
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"demo/json-model/json_parser.py",
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"demo/guide-python/external_memory.py",
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"demo/guide-python/cat_in_the_dat.py",
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"demo/guide-python/categorical.py",
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"demo/guide-python/cat_pipeline.py",
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"demo/guide-python/feature_weights.py",
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"demo/guide-python/individual_trees.py",
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"demo/guide-python/quantile_regression.py",
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@ -11,129 +11,143 @@ from xgboost import testing as tm
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pytestmark = tm.timeout(30)
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DEMO_DIR = tm.demo_dir(__file__)
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PYTHON_DEMO_DIR = os.path.join(DEMO_DIR, 'guide-python')
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CLI_DEMO_DIR = os.path.join(DEMO_DIR, 'CLI')
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PYTHON_DEMO_DIR = os.path.join(DEMO_DIR, "guide-python")
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CLI_DEMO_DIR = os.path.join(DEMO_DIR, "CLI")
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def test_basic_walkthrough():
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script = os.path.join(PYTHON_DEMO_DIR, 'basic_walkthrough.py')
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cmd = ['python', script]
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def test_basic_walkthrough() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "basic_walkthrough.py")
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cmd = ["python", script]
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with tempfile.TemporaryDirectory() as tmpdir:
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subprocess.check_call(cmd, cwd=tmpdir)
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@pytest.mark.skipif(**tm.no_matplotlib())
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def test_custom_multiclass_objective():
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script = os.path.join(PYTHON_DEMO_DIR, 'custom_softmax.py')
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cmd = ['python', script, '--plot=0']
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@pytest.mark.skipif(**tm.no_pandas())
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def test_categorical() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "categorical.py")
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cmd = ["python", script]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_pandas())
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def test_cat_pipeline() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "cat_pipeline.py")
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cmd = ["python", script]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_matplotlib())
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def test_custom_rmsle_objective():
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script = os.path.join(PYTHON_DEMO_DIR, 'custom_rmsle.py')
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cmd = ['python', script, '--plot=0']
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def test_custom_multiclass_objective() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "custom_softmax.py")
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cmd = ["python", script, "--plot=0"]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_matplotlib())
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def test_feature_weights_demo():
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script = os.path.join(PYTHON_DEMO_DIR, 'feature_weights.py')
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cmd = ['python', script, '--plot=0']
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def test_custom_rmsle_objective() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "custom_rmsle.py")
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cmd = ["python", script, "--plot=0"]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_matplotlib())
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def test_feature_weights_demo() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "feature_weights.py")
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cmd = ["python", script, "--plot=0"]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_sklearn())
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def test_sklearn_demo():
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script = os.path.join(PYTHON_DEMO_DIR, 'sklearn_examples.py')
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cmd = ['python', script]
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def test_sklearn_demo() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "sklearn_examples.py")
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cmd = ["python", script]
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subprocess.check_call(cmd)
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assert os.path.exists('best_calif.pkl')
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os.remove('best_calif.pkl')
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assert os.path.exists("best_calif.pkl")
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os.remove("best_calif.pkl")
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@pytest.mark.skipif(**tm.no_sklearn())
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def test_sklearn_parallel_demo():
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script = os.path.join(PYTHON_DEMO_DIR, 'sklearn_parallel.py')
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cmd = ['python', script]
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def test_sklearn_parallel_demo() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "sklearn_parallel.py")
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cmd = ["python", script]
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subprocess.check_call(cmd)
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@pytest.mark.skipif(**tm.no_sklearn())
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def test_sklearn_evals_result_demo():
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script = os.path.join(PYTHON_DEMO_DIR, 'sklearn_evals_result.py')
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cmd = ['python', script]
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def test_sklearn_evals_result_demo() -> None:
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script = os.path.join(PYTHON_DEMO_DIR, "sklearn_evals_result.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_boost_from_prediction_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'boost_from_prediction.py')
|
||||
cmd = ['python', script]
|
||||
def test_boost_from_prediction_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "boost_from_prediction.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_predict_first_ntree_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'predict_first_ntree.py')
|
||||
cmd = ['python', script]
|
||||
def test_predict_first_ntree_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "predict_first_ntree.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_individual_trees():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'individual_trees.py')
|
||||
cmd = ['python', script]
|
||||
def test_individual_trees() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "individual_trees.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_predict_leaf_indices_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'predict_leaf_indices.py')
|
||||
cmd = ['python', script]
|
||||
def test_predict_leaf_indices_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "predict_leaf_indices.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_generalized_linear_model_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'generalized_linear_model.py')
|
||||
cmd = ['python', script]
|
||||
def test_generalized_linear_model_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "generalized_linear_model.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_cross_validation_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'cross_validation.py')
|
||||
cmd = ['python', script]
|
||||
def test_cross_validation_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "cross_validation.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_external_memory_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'external_memory.py')
|
||||
cmd = ['python', script]
|
||||
def test_external_memory_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "external_memory.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_evals_result_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'evals_result.py')
|
||||
cmd = ['python', script]
|
||||
def test_evals_result_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "evals_result.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
@pytest.mark.skipif(**tm.no_sklearn())
|
||||
@pytest.mark.skipif(**tm.no_pandas())
|
||||
def test_aft_demo():
|
||||
script = os.path.join(DEMO_DIR, 'aft_survival', 'aft_survival_demo.py')
|
||||
cmd = ['python', script]
|
||||
def test_aft_demo() -> None:
|
||||
script = os.path.join(DEMO_DIR, "aft_survival", "aft_survival_demo.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
assert os.path.exists('aft_model.json')
|
||||
os.remove('aft_model.json')
|
||||
assert os.path.exists("aft_model.json")
|
||||
os.remove("aft_model.json")
|
||||
|
||||
|
||||
@pytest.mark.skipif(**tm.no_matplotlib())
|
||||
def test_callbacks_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'callbacks.py')
|
||||
cmd = ['python', script, '--plot=0']
|
||||
def test_callbacks_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "callbacks.py")
|
||||
cmd = ["python", script, "--plot=0"]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
def test_continuation_demo():
|
||||
script = os.path.join(PYTHON_DEMO_DIR, 'continuation.py')
|
||||
cmd = ['python', script]
|
||||
def test_continuation_demo() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "continuation.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
@ -141,14 +155,14 @@ def test_continuation_demo():
|
||||
@pytest.mark.skipif(**tm.no_matplotlib())
|
||||
def test_multioutput_reg() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "multioutput_regression.py")
|
||||
cmd = ['python', script, "--plot=0"]
|
||||
cmd = ["python", script, "--plot=0"]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
@pytest.mark.skipif(**tm.no_sklearn())
|
||||
def test_quantile_reg() -> None:
|
||||
script = os.path.join(PYTHON_DEMO_DIR, "quantile_regression.py")
|
||||
cmd = ['python', script]
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd)
|
||||
|
||||
|
||||
@ -197,28 +211,30 @@ def test_json_model() -> None:
|
||||
# - aft tunning is not tested due to extra dependency.
|
||||
|
||||
|
||||
def test_cli_regression_demo():
|
||||
reg_dir = os.path.join(CLI_DEMO_DIR, 'regression')
|
||||
script = os.path.join(reg_dir, 'mapfeat.py')
|
||||
cmd = ['python', script]
|
||||
def test_cli_regression_demo() -> None:
|
||||
reg_dir = os.path.join(CLI_DEMO_DIR, "regression")
|
||||
script = os.path.join(reg_dir, "mapfeat.py")
|
||||
cmd = ["python", script]
|
||||
subprocess.check_call(cmd, cwd=reg_dir)
|
||||
|
||||
script = os.path.join(reg_dir, 'mknfold.py')
|
||||
cmd = ['python', script, 'machine.txt', '1']
|
||||
script = os.path.join(reg_dir, "mknfold.py")
|
||||
cmd = ["python", script, "machine.txt", "1"]
|
||||
subprocess.check_call(cmd, cwd=reg_dir)
|
||||
|
||||
exe = os.path.join(DEMO_DIR, os.path.pardir, 'xgboost')
|
||||
conf = os.path.join(reg_dir, 'machine.conf')
|
||||
exe = os.path.join(DEMO_DIR, os.path.pardir, "xgboost")
|
||||
conf = os.path.join(reg_dir, "machine.conf")
|
||||
subprocess.check_call([exe, conf], cwd=reg_dir)
|
||||
|
||||
|
||||
@pytest.mark.skipif(condition=sys.platform.startswith("win"),
|
||||
reason='Test requires sh execution.')
|
||||
def test_cli_binary_classification():
|
||||
cls_dir = os.path.join(CLI_DEMO_DIR, 'binary_classification')
|
||||
@pytest.mark.skipif(
|
||||
condition=sys.platform.startswith("win"), reason="Test requires sh execution."
|
||||
)
|
||||
def test_cli_binary_classification() -> None:
|
||||
cls_dir = os.path.join(CLI_DEMO_DIR, "binary_classification")
|
||||
with tm.DirectoryExcursion(cls_dir, cleanup=True):
|
||||
subprocess.check_call(['./runexp.sh'])
|
||||
os.remove('0002.model')
|
||||
subprocess.check_call(["./runexp.sh"])
|
||||
os.remove("0002.model")
|
||||
|
||||
|
||||
# year prediction is not tested due to data size being too large.
|
||||
# rank is not tested as it requires unrar command.
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user