[CI] Improve R linter script (#5944)

* [CI] Move lint to a separate script

* [CI] Improved lintr launcher

* Add lintr as a separate action

* Add custom parsing logic to print out logs

* Fix lintr issues in demos

* Run R demos

* Fix CRAN checks

* Install XGBoost into R env before running lintr

* Install devtools (needed to run demos)
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Philip Hyunsu Cho 2020-07-27 00:55:35 -07:00 committed by GitHub
parent 8943eb4314
commit 5879acde9a
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22 changed files with 317 additions and 207 deletions

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@ -6,6 +6,9 @@ name: XGBoost-CI
# events but only for the master branch
on: [push, pull_request]
env:
R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'stringi', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools')
# A workflow run is made up of one or more jobs that can run sequentially or in parallel
jobs:
test-with-jvm:
@ -38,6 +41,49 @@ jobs:
mvn test -pl :xgboost4j_2.12
lintr:
runs-on: ${{ matrix.config.os }}
name: Run R linters on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
strategy:
matrix:
config:
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
env:
R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
RSPM: ${{ matrix.config.rspm }}
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: r-lib/actions/setup-r@master
with:
r-version: ${{ matrix.config.r }}
- name: Cache R packages
uses: actions/cache@v2
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
- name: Install dependencies
shell: Rscript {0}
run: |
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
- name: Run lintr
run: |
cd R-package
R.exe CMD INSTALL .
Rscript.exe tests/run_lint.R
test-with-R:
runs-on: ${{ matrix.config.os }}
@ -78,8 +124,9 @@ jobs:
- name: Install dependencies
shell: Rscript {0}
run: |
install.packages(c('XML','igraph'))
install.packages(c('data.table','magrittr','stringi','ggplot2','DiagrammeR','Ckmeans.1d.dp','vcd','testthat','lintr','knitr','rmarkdown'))
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
- uses: actions/setup-python@v2
with:

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@ -54,7 +54,8 @@ Suggests:
lintr,
igraph (>= 1.0.1),
jsonlite,
float
float,
crayon
Depends:
R (>= 3.3.0)
Imports:

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@ -17,4 +17,4 @@ Benchmarks
Notes
====
* Contribution of examples, benchmarks is more than welcomed!
* If you like to share how you use xgboost to solve your problem, send a pull request:)
* If you like to share how you use xgboost to solve your problem, send a pull request :)

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@ -3,8 +3,8 @@ require(methods)
# we load in the agaricus dataset
# In this example, we are aiming to predict whether a mushroom is edible
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
train <- agaricus.train
test <- agaricus.test
# the loaded data is stored in sparseMatrix, and label is a numeric vector in {0,1}
@ -58,31 +58,31 @@ xgb.save(bst, "xgboost.model")
bst2 <- xgb.load("xgboost.model")
pred2 <- predict(bst2, test$data)
# pred2 should be identical to pred
print(paste("sum(abs(pred2-pred))=", sum(abs(pred2-pred))))
print(paste("sum(abs(pred2-pred))=", sum(abs(pred2 - pred))))
# save model to R's raw vector
raw = xgb.save.raw(bst)
raw <- xgb.save.raw(bst)
# load binary model to R
bst3 <- xgb.load(raw)
pred3 <- predict(bst3, test$data)
# pred3 should be identical to pred
print(paste("sum(abs(pred3-pred))=", sum(abs(pred3-pred))))
print(paste("sum(abs(pred3-pred))=", sum(abs(pred3 - pred))))
#----------------Advanced features --------------
# to use advanced features, we need to put data in xgb.DMatrix
dtrain <- xgb.DMatrix(data = train$data, label=train$label)
dtest <- xgb.DMatrix(data = test$data, label=test$label)
dtrain <- xgb.DMatrix(data = train$data, label = train$label)
dtest <- xgb.DMatrix(data = test$data, label = test$label)
#---------------Using watchlist----------------
# watchlist is a list of xgb.DMatrix, each of them is tagged with name
watchlist <- list(train=dtrain, test=dtest)
watchlist <- list(train = dtrain, test = dtest)
# to train with watchlist, use xgb.train, which contains more advanced features
# watchlist allows us to monitor the evaluation result on all data in the list
print("Train xgboost using xgb.train with watchlist")
bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nrounds=2, watchlist=watchlist,
bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
nthread = 2, objective = "binary:logistic")
# we can change evaluation metrics, or use multiple evaluation metrics
print("train xgboost using xgb.train with watchlist, watch logloss and error")
bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nrounds=2, watchlist=watchlist,
bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
eval_metric = "error", eval_metric = "logloss",
nthread = 2, objective = "binary:logistic")
@ -90,16 +90,16 @@ bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nrounds=2, watchlist=watchlist
xgb.DMatrix.save(dtrain, "dtrain.buffer")
# to load it in, simply call xgb.DMatrix
dtrain2 <- xgb.DMatrix("dtrain.buffer")
bst <- xgb.train(data=dtrain2, max_depth=2, eta=1, nrounds=2, watchlist=watchlist,
bst <- xgb.train(data = dtrain2, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
nthread = 2, objective = "binary:logistic")
# information can be extracted from xgb.DMatrix using getinfo
label = getinfo(dtest, "label")
label <- getinfo(dtest, "label")
pred <- predict(bst, dtest)
err <- as.numeric(sum(as.integer(pred > 0.5) != label))/length(label)
err <- as.numeric(sum(as.integer(pred > 0.5) != label)) / length(label)
print(paste("test-error=", err))
# You can dump the tree you learned using xgb.dump into a text file
dump_path = file.path(tempdir(), 'dump.raw.txt')
dump_path <- file.path(tempdir(), 'dump.raw.txt')
xgb.dump(bst, dump_path, with_stats = TRUE)
# Finally, you can check which features are the most important.

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@ -1,7 +1,7 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
@ -11,12 +11,12 @@ watchlist <- list(eval = dtest, train = dtrain)
#
print('start running example to start from a initial prediction')
# train xgboost for 1 round
param <- list(max_depth=2, eta=1, nthread = 2, objective='binary:logistic')
param <- list(max_depth = 2, eta = 1, nthread = 2, objective = 'binary:logistic')
bst <- xgb.train(param, dtrain, 1, watchlist)
# Note: we need the margin value instead of transformed prediction in set_base_margin
# do predict with output_margin=TRUE, will always give you margin values before logistic transformation
ptrain <- predict(bst, dtrain, outputmargin=TRUE)
ptest <- predict(bst, dtest, outputmargin=TRUE)
ptrain <- predict(bst, dtrain, outputmargin = TRUE)
ptest <- predict(bst, dtest, outputmargin = TRUE)
# set the base_margin property of dtrain and dtest
# base margin is the base prediction we will boost from
setinfo(dtrain, "base_margin", ptrain)

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@ -13,13 +13,13 @@ df <- data.table(Arthritis, keep.rownames = FALSE)
# Let's add some new categorical features to see if it helps. Of course these feature are highly correlated to the Age feature. Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features, even in case of highly correlated features.
# For the first feature we create groups of age by rounding the real age. Note that we transform it to factor (categorical data) so the algorithm treat them as independant values.
df[,AgeDiscret:= as.factor(round(Age/10,0))]
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old. I choose this value based on nothing. We will see later if simplifying the information based on arbitrary values is a good strategy (I am sure you already have an idea of how well it will work!).
df[,AgeCat:= as.factor(ifelse(Age > 30, "Old", "Young"))]
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
# We remove ID as there is nothing to learn from this feature (it will just add some noise as the dataset is small).
df[,ID:=NULL]
df[, ID := NULL]
#-------------Basic Training using XGBoost in caret Library-----------------
# Set up control parameters for caret::train

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@ -32,17 +32,17 @@ str(df)
# Let's add some new categorical features to see if it helps. Of course these feature are highly correlated to the Age feature. Usually it's not a good thing in ML, but Tree algorithms (including boosted trees) are able to select the best features, even in case of highly correlated features.
# For the first feature we create groups of age by rounding the real age. Note that we transform it to factor (categorical data) so the algorithm treat them as independant values.
df[,AgeDiscret:= as.factor(round(Age/10,0))]
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
# Here is an even stronger simplification of the real age with an arbitrary split at 30 years old. I choose this value based on nothing. We will see later if simplifying the information based on arbitrary values is a good strategy (I am sure you already have an idea of how well it will work!).
df[,AgeCat:= as.factor(ifelse(Age > 30, "Old", "Young"))]
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
# We remove ID as there is nothing to learn from this feature (it will just add some noise as the dataset is small).
df[,ID:=NULL]
df[, ID := NULL]
# List the different values for the column Treatment: Placebo, Treated.
cat("Values of the categorical feature Treatment\n")
print(levels(df[,Treatment]))
print(levels(df[, Treatment]))
# Next step, we will transform the categorical data to dummy variables.
# This method is also called one hot encoding.
@ -52,7 +52,7 @@ print(levels(df[,Treatment]))
#
# Formulae Improved~.-1 used below means transform all categorical features but column Improved to binary values.
# Column Improved is excluded because it will be our output column, the one we want to predict.
sparse_matrix = sparse.model.matrix(Improved~.-1, data = df)
sparse_matrix <- sparse.model.matrix(Improved ~ . - 1, data = df)
cat("Encoding of the sparse Matrix\n")
print(sparse_matrix)
@ -61,7 +61,7 @@ print(sparse_matrix)
# 1. Set, for all rows, field in Y column to 0;
# 2. set Y to 1 when Improved == Marked;
# 3. Return Y column
output_vector = df[,Y:=0][Improved == "Marked",Y:=1][,Y]
output_vector <- df[, Y := 0][Improved == "Marked", Y := 1][, Y]
# Following is the same process as other demo
cat("Learning...\n")

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@ -1,25 +1,25 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
nrounds <- 2
param <- list(max_depth=2, eta=1, nthread=2, objective='binary:logistic')
param <- list(max_depth = 2, eta = 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, nrounds, 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, nrounds, nfold=5,
metrics='error', showsd = FALSE)
xgb.cv(param, dtrain, nrounds, nfold = 5,
metrics = 'error', showsd = FALSE)
###
# you can also do cross validation with cutomized loss function
@ -29,18 +29,18 @@ print ('running cross validation, with cutomsized loss function')
logregobj <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
preds <- 1/(1 + exp(-preds))
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
return(list(metric = "error", value = err))
}
param <- list(max_depth=2, eta=1,
param <- list(max_depth = 2, eta = 1,
objective = logregobj, eval_metric = evalerror)
# train with customized objective
xgb.cv(params = param, data = dtrain, nrounds = nrounds, nfold = 5)

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@ -1,7 +1,7 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
@ -15,7 +15,7 @@ num_round <- 2
# this is loglikelihood loss
logregobj <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
preds <- 1/(1 + exp(-preds))
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
@ -29,12 +29,12 @@ logregobj <- function(preds, dtrain) {
# Take this in mind when you use the customization, and maybe you need write customized evaluation function
evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
return(list(metric = "error", value = err))
}
param <- list(max_depth=2, eta=1, nthread = 2, verbosity=0,
objective=logregobj, eval_metric=evalerror)
param <- list(max_depth = 2, eta = 1, nthread = 2, verbosity = 0,
objective = logregobj, eval_metric = evalerror)
print ('start training with user customized objective')
# training with customized objective, we can also do step by step training
# simply look at xgboost.py's implementation of train
@ -52,13 +52,13 @@ attr(dtrain, 'label') <- getinfo(dtrain, 'label')
logregobjattr <- function(preds, dtrain) {
# now you can access the attribute in customized function
labels <- attr(dtrain, 'label')
preds <- 1/(1 + exp(-preds))
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
param <- list(max_depth=2, eta=1, nthread = 2, verbosity=0,
objective=logregobjattr, eval_metric=evalerror)
param <- list(max_depth = 2, eta = 1, nthread = 2, verbosity = 0,
objective = logregobjattr, eval_metric = evalerror)
print ('start training with user customized objective, with additional attributes in DMatrix')
# training with customized objective, we can also do step by step training
# simply look at xgboost.py's implementation of train

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@ -1,20 +1,20 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
# note: for customized objective function, we leave objective as default
# note: what we are getting is margin value in prediction
# you must know what you are doing
param <- list(max_depth=2, eta=1, nthread=2, verbosity=0)
param <- list(max_depth = 2, eta = 1, nthread = 2, verbosity = 0)
watchlist <- list(eval = dtest)
num_round <- 20
# user define objective function, given prediction, return gradient and second order gradient
# this is loglikelihood loss
logregobj <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
preds <- 1/(1 + exp(-preds))
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
@ -27,7 +27,7 @@ logregobj <- function(preds, dtrain) {
# Take this in mind when you use the customization, and maybe you need write customized evaluation function
evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
return(list(metric = "error", value = err))
}
print ('start training with early Stopping setting')

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@ -1,7 +1,7 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
##
@ -30,5 +30,4 @@ num_round <- 2
bst <- xgb.train(param, dtrain, num_round, watchlist)
ypred <- predict(bst, dtest)
labels <- getinfo(dtest, 'label')
cat('error of preds=', mean(as.numeric(ypred>0.5)!=labels),'\n')
cat('error of preds=', mean(as.numeric(ypred > 0.5) != labels), '\n')

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@ -21,8 +21,8 @@ m <- X[, sel] %*% betas - 1 + rnorm(N)
y <- rbinom(N, 1, plogis(m))
tr <- sample.int(N, N * 0.75)
dtrain <- xgb.DMatrix(X[tr,], label = y[tr])
dtest <- xgb.DMatrix(X[-tr,], label = y[-tr])
dtrain <- xgb.DMatrix(X[tr, ], label = y[tr])
dtest <- xgb.DMatrix(X[-tr, ], label = y[-tr])
wl <- list(train = dtrain, test = dtest)
# An example of running 'gpu_hist' algorithm

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@ -4,33 +4,38 @@ library(data.table)
set.seed(1024)
# Function to obtain a list of interactions fitted in trees, requires input of maximum depth
treeInteractions <- function(input_tree, input_max_depth){
trees <- copy(input_tree) # copy tree input to prevent overwriting
treeInteractions <- function(input_tree, input_max_depth) {
ID_merge <- i.id <- i.feature <- NULL # Suppress warning "no visible binding for global variable"
trees <- data.table::copy(input_tree) # copy tree input to prevent overwriting
if (input_max_depth < 2) return(list()) # no interactions if max depth < 2
if (nrow(input_tree) == 1) return(list())
# Attach parent nodes
for (i in 2:input_max_depth){
if (i == 2) trees[, ID_merge:=ID] else trees[, ID_merge:=get(paste0('parent_',i-2))]
parents_left <- trees[!is.na(Split), list(i.id=ID, i.feature=Feature, ID_merge=Yes)]
parents_right <- trees[!is.na(Split), list(i.id=ID, i.feature=Feature, ID_merge=No)]
for (i in 2:input_max_depth) {
if (i == 2) trees[, ID_merge := ID] else trees[, ID_merge := get(paste0('parent_', i - 2))]
parents_left <- trees[!is.na(Split), list(i.id = ID, i.feature = Feature, ID_merge = Yes)]
parents_right <- trees[!is.na(Split), list(i.id = ID, i.feature = Feature, ID_merge = No)]
setorderv(trees, 'ID_merge')
setorderv(parents_left, 'ID_merge')
setorderv(parents_right, 'ID_merge')
data.table::setorderv(trees, 'ID_merge')
data.table::setorderv(parents_left, 'ID_merge')
data.table::setorderv(parents_right, 'ID_merge')
trees <- merge(trees, parents_left, by='ID_merge', all.x=TRUE)
trees[!is.na(i.id), c(paste0('parent_', i-1), paste0('parent_feat_', i-1)):=list(i.id, i.feature)]
trees[, c('i.id','i.feature'):=NULL]
trees <- merge(trees, parents_left, by = 'ID_merge', all.x = TRUE)
trees[!is.na(i.id), c(paste0('parent_', i - 1), paste0('parent_feat_', i - 1))
:= list(i.id, i.feature)]
trees[, c('i.id', 'i.feature') := NULL]
trees <- merge(trees, parents_right, by='ID_merge', all.x=TRUE)
trees[!is.na(i.id), c(paste0('parent_', i-1), paste0('parent_feat_', i-1)):=list(i.id, i.feature)]
trees[, c('i.id','i.feature'):=NULL]
trees <- merge(trees, parents_right, by = 'ID_merge', all.x = TRUE)
trees[!is.na(i.id), c(paste0('parent_', i - 1), paste0('parent_feat_', i - 1))
:= list(i.id, i.feature)]
trees[, c('i.id', 'i.feature') := NULL]
}
# Extract nodes with interactions
interaction_trees <- trees[!is.na(Split) & !is.na(parent_1),
c('Feature',paste0('parent_feat_',1:(input_max_depth-1))), with=FALSE]
c('Feature', paste0('parent_feat_', 1:(input_max_depth - 1))),
with = FALSE]
interaction_trees_split <- split(interaction_trees, 1:nrow(interaction_trees))
interaction_list <- lapply(interaction_trees_split, as.character)
@ -47,56 +52,59 @@ treeInteractions <- function(input_tree, input_max_depth){
# Generate sample data
x <- list()
for (i in 1:10){
x[[i]] = i*rnorm(1000, 10)
for (i in 1:10) {
x[[i]] <- i * rnorm(1000, 10)
}
x <- as.data.table(x)
y = -1*x[, rowSums(.SD)] + x[['V1']]*x[['V2']] + x[['V3']]*x[['V4']]*x[['V5']] + rnorm(1000, 0.001) + 3*sin(x[['V7']])
y <- -1 * x[, rowSums(.SD)] + x[['V1']] * x[['V2']] + x[['V3']] * x[['V4']] * x[['V5']]
+ rnorm(1000, 0.001) + 3 * sin(x[['V7']])
train = as.matrix(x)
train <- as.matrix(x)
# Interaction constraint list (column names form)
interaction_list <- list(c('V1','V2'),c('V3','V4','V5'))
interaction_list <- list(c('V1', 'V2'), c('V3', 'V4', 'V5'))
# Convert interaction constraint list into feature index form
cols2ids <- function(object, col_names) {
LUT <- seq_along(col_names) - 1
names(LUT) <- col_names
rapply(object, function(x) LUT[x], classes="character", how="replace")
rapply(object, function(x) LUT[x], classes = "character", how = "replace")
}
interaction_list_fid = cols2ids(interaction_list, colnames(train))
interaction_list_fid <- cols2ids(interaction_list, colnames(train))
# Fit model with interaction constraints
bst = xgboost(data = train, label = y, max_depth = 4,
bst <- xgboost(data = train, label = y, max_depth = 4,
eta = 0.1, nthread = 2, nrounds = 1000,
interaction_constraints = interaction_list_fid)
bst_tree <- xgb.model.dt.tree(colnames(train), bst)
bst_interactions <- treeInteractions(bst_tree, 4) # interactions constrained to combinations of V1*V2 and V3*V4*V5
bst_interactions <- treeInteractions(bst_tree, 4)
# interactions constrained to combinations of V1*V2 and V3*V4*V5
# Fit model without interaction constraints
bst2 = xgboost(data = train, label = y, max_depth = 4,
bst2 <- xgboost(data = train, label = y, max_depth = 4,
eta = 0.1, nthread = 2, nrounds = 1000)
bst2_tree <- xgb.model.dt.tree(colnames(train), bst2)
bst2_interactions <- treeInteractions(bst2_tree, 4) # much more interactions
# Fit model with both interaction and monotonicity constraints
bst3 = xgboost(data = train, label = y, max_depth = 4,
bst3 <- xgboost(data = train, label = y, max_depth = 4,
eta = 0.1, nthread = 2, nrounds = 1000,
interaction_constraints = interaction_list_fid,
monotone_constraints = c(-1,0,0,0,0,0,0,0,0,0))
monotone_constraints = c(-1, 0, 0, 0, 0, 0, 0, 0, 0, 0))
bst3_tree <- xgb.model.dt.tree(colnames(train), bst3)
bst3_interactions <- treeInteractions(bst3_tree, 4) # interactions still constrained to combinations of V1*V2 and V3*V4*V5
bst3_interactions <- treeInteractions(bst3_tree, 4)
# interactions still constrained to combinations of V1*V2 and V3*V4*V5
# Show monotonic constraints still apply by checking scores after incrementing V1
x1 <- sort(unique(x[['V1']]))
for (i in 1:length(x1)){
testdata <- copy(x[, -c('V1')])
testdata[['V1']] <- x1[i]
testdata <- testdata[, paste0('V',1:10), with=FALSE]
testdata <- testdata[, paste0('V', 1:10), with = FALSE]
pred <- predict(bst3, as.matrix(testdata))
# Should not print out anything due to monotonic constraints

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@ -1,7 +1,6 @@
data(mtcars)
head(mtcars)
bst = xgboost(data=as.matrix(mtcars[,-11]),label=mtcars[,11],
objective='count:poisson',nrounds=5)
pred = predict(bst,as.matrix(mtcars[,-11]))
sqrt(mean((pred-mtcars[,11])^2))
bst <- xgboost(data = as.matrix(mtcars[, -11]), label = mtcars[, 11],
objective = 'count:poisson', nrounds = 5)
pred <- predict(bst, as.matrix(mtcars[, -11]))
sqrt(mean((pred - mtcars[, 11]) ^ 2))

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@ -1,23 +1,23 @@
require(xgboost)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
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)
param <- list(max_depth=2, eta=1, objective='binary:logistic')
param <- list(max_depth = 2, eta = 1, objective = 'binary:logistic')
watchlist <- list(eval = dtest, train = dtrain)
nrounds = 2
nrounds <- 2
# training the model for two rounds
bst = xgb.train(param, dtrain, nrounds, 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')
labels <- getinfo(dtest, 'label')
### predict using first 1 tree
ypred1 = predict(bst, dtest, ntreelimit=1)
ypred1 <- predict(bst, dtest, ntreelimit = 1)
# by default, we predict using all the trees
ypred2 = predict(bst, dtest)
ypred2 <- predict(bst, dtest)
cat('error of ypred1=', mean(as.numeric(ypred1>0.5)!=labels),'\n')
cat('error of ypred2=', mean(as.numeric(ypred2>0.5)!=labels),'\n')
cat('error of ypred1=', mean(as.numeric(ypred1 > 0.5) != labels), '\n')
cat('error of ypred2=', mean(as.numeric(ypred2 > 0.5) != labels), '\n')

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@ -5,34 +5,34 @@ require(Matrix)
set.seed(1982)
# load in the agaricus dataset
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
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, objective='binary:logistic')
nrounds = 4
param <- list(max_depth = 2, eta = 1, objective = 'binary:logistic')
nrounds <- 4
# training the model for two rounds
bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, 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$label)
accuracy.before <- (sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label)
/ length(agaricus.test$label))
# by default, we predict using all the trees
pred_with_leaf = predict(bst, dtest, predleaf = TRUE)
pred_with_leaf <- predict(bst, dtest, predleaf = TRUE)
head(pred_with_leaf)
create.new.tree.features <- function(model, original.features){
pred_with_leaf <- predict(model, original.features, predleaf = TRUE)
cols <- list()
for(i in 1:model$niter){
for (i in 1:model$niter) {
# max is not the real max but it s not important for the purpose of adding features
leaf.id <- sort(unique(pred_with_leaf[,i]))
cols[[i]] <- factor(x = pred_with_leaf[,i], level = leaf.id)
leaf.id <- sort(unique(pred_with_leaf[, i]))
cols[[i]] <- factor(x = pred_with_leaf[, i], level = leaf.id)
}
cbind(original.features, sparse.model.matrix( ~ . -1, as.data.frame(cols)))
cbind(original.features, sparse.model.matrix(~ . - 1, as.data.frame(cols)))
}
# Convert previous features to one hot encoding
@ -47,7 +47,9 @@ watchlist <- list(train = new.dtrain)
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)
accuracy.after <- (sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label)
/ length(agaricus.test$label))
# Here the accuracy was already good and is now perfect.
cat(paste("The accuracy was", accuracy.before, "before adding leaf features and it is now", accuracy.after, "!\n"))
cat(paste("The accuracy was", accuracy.before, "before adding leaf features and it is now",
accuracy.after, "!\n"))

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@ -1,14 +1,14 @@
# running all scripts in demo folder
demo(basic_walkthrough)
demo(custom_objective)
demo(boost_from_prediction)
demo(predict_first_ntree)
demo(generalized_linear_model)
demo(cross_validation)
demo(create_sparse_matrix)
demo(predict_leaf_indices)
demo(early_stopping)
demo(poisson_regression)
demo(caret_wrapper)
demo(tweedie_regression)
#demo(gpu_accelerated) # can only run when built with GPU support
demo(basic_walkthrough, package = 'xgboost')
demo(custom_objective, package = 'xgboost')
demo(boost_from_prediction, package = 'xgboost')
demo(predict_first_ntree, package = 'xgboost')
demo(generalized_linear_model, package = 'xgboost')
demo(cross_validation, package = 'xgboost')
demo(create_sparse_matrix, package = 'xgboost')
demo(predict_leaf_indices, package = 'xgboost')
demo(early_stopping, package = 'xgboost')
demo(poisson_regression, package = 'xgboost')
demo(caret_wrapper, package = 'xgboost')
demo(tweedie_regression, package = 'xgboost')
#demo(gpu_accelerated, package = 'xgboost') # can only run when built with GPU support

2
R-package/demo/tweedie_regression.R Executable file → Normal file
View File

@ -46,4 +46,4 @@ var_imp <- xgb.importance(attr(x, 'Dimnames')[[2]], model = bst)
preds <- predict(bst, d_train)
rmse <- sqrt(sum(mean((y - preds)^2)))
rmse <- sqrt(sum(mean((y - preds) ^ 2)))

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@ -0,0 +1,71 @@
library(lintr)
library(crayon)
my_linters <- list(
absolute_path_linter = lintr::absolute_path_linter,
assignment_linter = lintr::assignment_linter,
closed_curly_linter = lintr::closed_curly_linter,
commas_linter = lintr::commas_linter,
# commented_code_linter = lintr::commented_code_linter,
infix_spaces_linter = lintr::infix_spaces_linter,
line_length_linter = lintr::line_length_linter,
no_tab_linter = lintr::no_tab_linter,
object_usage_linter = lintr::object_usage_linter,
# snake_case_linter = lintr::snake_case_linter,
# multiple_dots_linter = lintr::multiple_dots_linter,
object_length_linter = lintr::object_length_linter,
open_curly_linter = lintr::open_curly_linter,
# single_quotes_linter = lintr::single_quotes_linter,
spaces_inside_linter = lintr::spaces_inside_linter,
spaces_left_parentheses_linter = lintr::spaces_left_parentheses_linter,
trailing_blank_lines_linter = lintr::trailing_blank_lines_linter,
trailing_whitespace_linter = lintr::trailing_whitespace_linter,
true_false = lintr::T_and_F_symbol_linter
)
results <- lapply(
list.files(path = '.', pattern = '\\.[Rr]$', recursive = TRUE),
function (r_file) {
cat(sprintf("Processing %s ...\n", r_file))
list(r_file = r_file,
output = lintr::lint(filename = r_file, linters = my_linters))
})
num_issue <- Reduce(sum, lapply(results, function (e) length(e$output)))
lint2str <- function(lint_entry) {
color <- function(type) {
switch(type,
"warning" = crayon::magenta,
"error" = crayon::red,
"style" = crayon::blue,
crayon::bold
)
}
paste0(
lapply(lint_entry$output,
function (lint_line) {
paste0(
crayon::bold(lint_entry$r_file, ":",
as.character(lint_line$line_number), ":",
as.character(lint_line$column_number), ": ", sep = ""),
color(lint_line$type)(lint_line$type, ": ", sep = ""),
crayon::bold(lint_line$message), "\n",
lint_line$line, "\n",
lintr:::highlight_string(lint_line$message, lint_line$column_number, lint_line$ranges),
"\n",
collapse = "")
}),
collapse = "")
}
if (num_issue > 0) {
cat(sprintf('R linters found %d issues:\n', num_issue))
for (entry in results) {
if (length(entry$output)) {
cat(paste0('**** ', crayon::bold(entry$r_file), '\n'))
cat(paste0(lint2str(entry), collapse = ''))
}
}
quit(save = 'no', status = 1) # Signal error to parent shell
}

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@ -1,26 +0,0 @@
context("Code is of high quality and lint free")
test_that("Code Lint", {
skip_on_cran()
my_linters <- list(
absolute_path_linter = lintr::absolute_path_linter,
assignment_linter = lintr::assignment_linter,
closed_curly_linter = lintr::closed_curly_linter,
commas_linter = lintr::commas_linter,
# commented_code_linter = lintr::commented_code_linter,
infix_spaces_linter = lintr::infix_spaces_linter,
line_length_linter = lintr::line_length_linter,
no_tab_linter = lintr::no_tab_linter,
object_usage_linter = lintr::object_usage_linter,
# snake_case_linter = lintr::snake_case_linter,
# multiple_dots_linter = lintr::multiple_dots_linter,
object_length_linter = lintr::object_length_linter,
open_curly_linter = lintr::open_curly_linter,
# single_quotes_linter = lintr::single_quotes_linter,
spaces_inside_linter = lintr::spaces_inside_linter,
spaces_left_parentheses_linter = lintr::spaces_left_parentheses_linter,
trailing_blank_lines_linter = lintr::trailing_blank_lines_linter,
trailing_whitespace_linter = lintr::trailing_whitespace_linter,
true_false = lintr::T_and_F_symbol_linter
)
lintr::expect_lint_free(linters = my_linters) # uncomment this if you want to check code quality
})

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@ -7,8 +7,8 @@ context("Models from previous versions of XGBoost can be loaded")
metadata <- model_generator_metadata()
run_model_param_check <- function (config) {
expect_equal(config$learner$learner_model_param$num_feature, '4')
expect_equal(config$learner$learner_train_param$booster, 'gbtree')
testthat::expect_equal(config$learner$learner_model_param$num_feature, '4')
testthat::expect_equal(config$learner$learner_train_param$booster, 'gbtree')
}
get_num_tree <- function (booster) {
@ -27,22 +27,24 @@ run_booster_check <- function (booster, name) {
config <- jsonlite::fromJSON(xgb.config(booster))
run_model_param_check(config)
if (name == 'cls') {
expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds * metadata$kClasses)
expect_equal(as.numeric(config$learner$learner_model_param$base_score), 0.5)
expect_equal(config$learner$learner_train_param$objective, 'multi:softmax')
expect_equal(as.numeric(config$learner$learner_model_param$num_class), metadata$kClasses)
testthat::expect_equal(get_num_tree(booster),
metadata$kForests * metadata$kRounds * metadata$kClasses)
testthat::expect_equal(as.numeric(config$learner$learner_model_param$base_score), 0.5)
testthat::expect_equal(config$learner$learner_train_param$objective, 'multi:softmax')
testthat::expect_equal(as.numeric(config$learner$learner_model_param$num_class),
metadata$kClasses)
} else if (name == 'logit') {
expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
expect_equal(as.numeric(config$learner$learner_model_param$num_class), 0)
expect_equal(config$learner$learner_train_param$objective, 'binary:logistic')
testthat::expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
testthat::expect_equal(as.numeric(config$learner$learner_model_param$num_class), 0)
testthat::expect_equal(config$learner$learner_train_param$objective, 'binary:logistic')
} else if (name == 'ltr') {
expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
expect_equal(config$learner$learner_train_param$objective, 'rank:ndcg')
testthat::expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
testthat::expect_equal(config$learner$learner_train_param$objective, 'rank:ndcg')
} else {
expect_equal(name, 'reg')
expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
expect_equal(as.numeric(config$learner$learner_model_param$base_score), 0.5)
expect_equal(config$learner$learner_train_param$objective, 'reg:squarederror')
testthat::expect_equal(name, 'reg')
testthat::expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
testthat::expect_equal(as.numeric(config$learner$learner_model_param$base_score), 0.5)
testthat::expect_equal(config$learner$learner_train_param$objective, 'reg:squarederror')
}
}
@ -73,5 +75,4 @@ test_that("Models from previous versions of XGBoost can be loaded", {
predict(booster, newdata = pred_data)
run_booster_check(booster, name)
})
expect_true(TRUE)
})

View File

@ -46,6 +46,10 @@ def test_with_autotools(args):
'R.exe', '-q', '-e',
"library(testthat); setwd('tests'); source('testthat.R')"
])
subprocess.check_call([
'R.exe', '-q', '-e',
"demo(runall, package = 'xgboost')"
])
def test_with_cmake(args):
@ -79,6 +83,10 @@ def test_with_cmake(args):
'R.exe', '-q', '-e',
"library(testthat); setwd('tests'); source('testthat.R')"
])
subprocess.check_call([
'R.exe', '-q', '-e',
"demo(runall, package = 'xgboost')"
])
def main(args):