add error for data.frame, add weight to xgboost

R-package/R/utils.R

@@ -103,17 +103,21 @@ xgb.Booster.check <- function(bst, saveraw = TRUE)
 ## ----the following are low level iteratively function, not needed if
 ## you do not want to use them ---------------------------------------
 # get dmatrix from data, label
-xgb.get.DMatrix <- function(data, label = NULL, missing = NULL) {
+xgb.get.DMatrix <- function(data, label = NULL, missing = NULL, weight = NULL) {
   inClass <- class(data)
   if (inClass == "dgCMatrix" || inClass == "matrix") {
     if (is.null(label)) {
       stop("xgboost: need label when data is a matrix")
     }
+    dtrain <- xgb.DMatrix(data, label = label)
     if (is.null(missing)){
       dtrain <- xgb.DMatrix(data, label = label)
     } else {
       dtrain <- xgb.DMatrix(data, label = label, missing = missing)
     }
+    if (!is.null(weight)){
+      xgb.setinfo(dtrain, "weight", weight)
+    }
   } else {
     if (!is.null(label)) {
       warning("xgboost: label will be ignored.")
@@ -122,6 +126,9 @@ xgb.get.DMatrix <- function(data, label = NULL, missing = NULL) {
       dtrain <- xgb.DMatrix(data)
     } else if (inClass == "xgb.DMatrix") {
       dtrain <- data
+    } else if (inClass == "data.frame") {
+      stop("xgboost only support numerical matrix input, 
+           use 'data.frame' to transform the data.")
     } else {
       stop("xgboost: Invalid input of data")
     }

R-package/R/xgboost.R

@@ -31,6 +31,7 @@
 #' @param print.every.n Print every N progress messages when \code{verbose>0}. Default is 1 which means all messages are printed.
 #' @param missing Missing is only used when input is dense matrix, pick a float 
 #'     value that represents missing value. Sometimes a data use 0 or other extreme value to represents missing values.
+#' @param weight a vector indicating the weight for each row of the input.
 #' @param early.stop.round If \code{NULL}, the early stopping function is not triggered. 
 #'     If set to an integer \code{k}, training with a validation set will stop if the performance 
 #'     keeps getting worse consecutively for \code{k} rounds.
@@ -58,14 +59,11 @@
 #' 
 #' @export
 #' 
-xgboost <- function(data = NULL, label = NULL, missing = NULL, params = list(), nrounds, 
+xgboost <- function(data = NULL, label = NULL, missing = NULL, weight = NULL, 
+                    params = list(), nrounds, 
                     verbose = 1, print.every.n = 1L, early.stop.round = NULL,
                     maximize = NULL, save_period = 0, save_name = "xgboost.model", ...) {
-  if (is.null(missing)) {
-    dtrain <- xgb.get.DMatrix(data, label)
-  } else {
-    dtrain <- xgb.get.DMatrix(data, label, missing)
-  }
+  dtrain <- xgb.get.DMatrix(data, label, missing, weight)
     
   params <- append(params, list(...))