diff --git a/R-package/R/xgb.importance.R b/R-package/R/xgb.importance.R index d5860e8a4..eaaad9ab8 100644 --- a/R-package/R/xgb.importance.R +++ b/R-package/R/xgb.importance.R @@ -6,7 +6,6 @@ #' @importFrom data.table data.table #' @importFrom magrittr %>% #' @importFrom data.table := -#' @importFrom stringr str_extract #' @param feature_names names of each feature as a character vector. Can be extracted from a sparse matrix (see example). If model dump already contains feature names, this argument should be \code{NULL}. #' @param filename_dump the path to the text file storing the model. Model dump must include the gain per feature and per tree (\code{with.stats = T} in function \code{xgb.dump}). #' @@ -21,7 +20,8 @@ #' There are 3 columns : #' \itemize{ #' \item \code{Features} name of the features as provided in \code{feature_names} or already present in the model dump. -#' \item \code{Gain} contribution of each feature to the model. For boosted tree model, each gain of each feature of each tree is taken into account, then average per feature to give a vision of the entire model. Highest percentage means most important feature regarding the \code{label} used for the training. +#' \item \code{Gain} contribution of each feature to the model. For boosted tree model, each gain of each feature of each tree is taken into account, then average per feature to give a vision of the entire model. Highest percentage means important feature to predict the \code{label} used for the training ; +#' \item \code{Cover} metric of the number of observation related to this feature (only available for tree models) ; #' \item \code{Weight} percentage representing the relative number of times a feature have been taken into trees. \code{Gain} should be prefered to search the most important feature. For boosted linear model, this column has no meaning. #' } #' @@ -59,21 +59,10 @@ xgb.importance <- function(feature_names = NULL, filename_dump = NULL){ result } -treeDump <- function(feature_names, text){ - featureVec <- c() - gainVec <- c() - for(line in text){ - p <- str_extract(line, "\\[f.*<") - if (!is.na(p)) { - featureVec <- substr(p, 3, nchar(p)-1) %>% c(featureVec) - gainVec <- str_extract(line, "gain.*,") %>% substr(x = ., 6, nchar(.)-1) %>% as.numeric %>% c(gainVec) - } - } - if(!is.null(feature_names)) { - featureVec %<>% as.numeric %>% {c =.+1; feature_names[c]} #+1 because in R indexing start with 1 instead of 0. - } - #1. Reduce, 2. %, 3. reorder - bigger top, 4. remove temp col - data.table(Feature = featureVec, Weight = gainVec)[,list(sum(Weight), .N), by = Feature][, Gain:= V1/sum(V1)][,Weight:= N/sum(N)][order(-rank(Gain))][,-c(2,3), with = F] +treeDump <- function(feature_names, text){ + result <- xgb.model.dt.tree(feature_names = feature_names, text = text)[Feature!="Leaf",][,.(sum(Quality), sum(Cover), .N),by = Feature][,V1:=V1/sum(V1)][,V2:=V2/sum(V2)][,N:=N/sum(N)][order(-rank(V1))] + setnames(result, c("Feature", "Gain", "Cover", "Frequence")) + result } linearDump <- function(feature_names, text){ diff --git a/R-package/R/xgb.model.dt.tree.R b/R-package/R/xgb.model.dt.tree.R index 2a65c30f7..1fc104cce 100644 --- a/R-package/R/xgb.model.dt.tree.R +++ b/R-package/R/xgb.model.dt.tree.R @@ -51,19 +51,29 @@ #' xgb.model.dt.tree(agaricus.train$data@@Dimnames[[2]], 'xgb.model.dump') #' #' @export -xgb.model.dt.tree <- function(feature_names = NULL, filename_dump = NULL, n_first_tree = NULL){ +xgb.model.dt.tree <- function(feature_names = NULL, filename_dump = NULL, text = NULL, n_first_tree = NULL){ if (!class(feature_names) %in% c("character", "NULL")) { stop("feature_names: Has to be a vector of character or NULL if the model dump already contains feature name. Look at this function documentation to see where to get feature names.") } - if (class(filename_dump) != "character" || !file.exists(filename_dump)) { - stop("filename_dump: Has to be a path to the model dump file.") + if (!class(filename_dump) %in% c("character", "NULL")) { + stop("filename_dump: Has to be a character vector representing the path to the model dump file.") + } else if (class(filename_dump) == "character" && !file.exists(filename_dump)) { + stop("filename_dump: path to the model doesn't exist.") + } else if(is.null(filename_dump) & is.null(text)){ + stop("filename_dump: no path and no string version of the model dump have been provided.") + } + if (!class(text) %in% c("character", "NULL")) { + stop("text: Has to be a vector of character or NULL if a path to the model dump has already been provided.") } if (!class(n_first_tree) %in% c("numeric", "NULL") | length(n_first_tree) > 1) { stop("n_first_tree: Has to be a numeric vector of size 1.") } - text <- readLines(filename_dump) %>% str_trim(side = "both") + if(is.null(text)){ + text <- readLines(filename_dump) %>% str_trim(side = "both") + } + position <- str_match(text, "booster") %>% is.na %>% not %>% which %>% c(length(text)+1) extract <- function(x, pattern) str_extract(x, pattern) %>% str_split("=") %>% lapply(function(x) x[2] %>% as.numeric) %>% unlist diff --git a/R-package/man/xgb.importance.Rd b/R-package/man/xgb.importance.Rd index a7a71cefc..8aa58cddd 100644 --- a/R-package/man/xgb.importance.Rd +++ b/R-package/man/xgb.importance.Rd @@ -27,7 +27,8 @@ Results are returned for both linear and tree models. There are 3 columns : \itemize{ \item \code{Features} name of the features as provided in \code{feature_names} or already present in the model dump. - \item \code{Gain} contribution of each feature to the model. For boosted tree model, each gain of each feature of each tree is taken into account, then average per feature to give a vision of the entire model. Highest percentage means most important feature regarding the \code{label} used for the training. + \item \code{Gain} contribution of each feature to the model. For boosted tree model, each gain of each feature of each tree is taken into account, then average per feature to give a vision of the entire model. Highest percentage means most important feature regarding the \code{label} used for the training ; + \item \code{Cover} metric of the number of observation related to this feature (only available for tree models) ; \item \code{Weight} percentage representing the relative number of times a feature have been taken into trees. \code{Gain} should be prefered to search the most important feature. For boosted linear model, this column has no meaning. } } diff --git a/R-package/man/xgb.model.dt.tree.Rd b/R-package/man/xgb.model.dt.tree.Rd index 8c46ffe4f..2bc48c4d0 100644 --- a/R-package/man/xgb.model.dt.tree.Rd +++ b/R-package/man/xgb.model.dt.tree.Rd @@ -4,7 +4,7 @@ \alias{xgb.model.dt.tree} \title{Convert tree model dump to data.table} \usage{ -xgb.model.dt.tree(feature_names = NULL, filename_dump = NULL, +xgb.model.dt.tree(feature_names = NULL, filename_dump = NULL, text = NULL, n_first_tree = NULL) } \arguments{