fixed typos in R package docs (#4345)
* fixed typos in R package docs * updated verbosity parameter in xgb.train docs
This commit is contained in:
@@ -1,26 +1,26 @@
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#' Callback closures for booster training.
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#'
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#' These are used to perform various service tasks either during boosting iterations or at the end.
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#' This approach helps to modularize many of such tasks without bloating the main training methods,
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#' This approach helps to modularize many of such tasks without bloating the main training methods,
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#' and it offers .
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#'
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#'
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#' @details
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#' By default, a callback function is run after each boosting iteration.
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#' An R-attribute \code{is_pre_iteration} could be set for a callback to define a pre-iteration function.
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#'
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#' When a callback function has \code{finalize} parameter, its finalizer part will also be run after
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#'
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#' When a callback function has \code{finalize} parameter, its finalizer part will also be run after
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#' the boosting is completed.
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#'
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#' WARNING: side-effects!!! Be aware that these callback functions access and modify things in
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#'
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#' WARNING: side-effects!!! Be aware that these callback functions access and modify things in
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#' the environment from which they are called from, which is a fairly uncommon thing to do in R.
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#'
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#' To write a custom callback closure, make sure you first understand the main concepts about R envoronments.
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#' Check either R documentation on \code{\link[base]{environment}} or the
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#' \href{http://adv-r.had.co.nz/Environments.html}{Environments chapter} from the "Advanced R"
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#'
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#' To write a custom callback closure, make sure you first understand the main concepts about R environments.
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#' Check either R documentation on \code{\link[base]{environment}} or the
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#' \href{http://adv-r.had.co.nz/Environments.html}{Environments chapter} from the "Advanced R"
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#' book by Hadley Wickham. Further, the best option is to read the code of some of the existing callbacks -
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#' choose ones that do something similar to what you want to achieve. Also, you would need to get familiar
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#' choose ones that do something similar to what you want to achieve. Also, you would need to get familiar
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#' with the objects available inside of the \code{xgb.train} and \code{xgb.cv} internal environments.
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#'
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#'
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#' @seealso
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#' \code{\link{cb.print.evaluation}},
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#' \code{\link{cb.evaluation.log}},
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@@ -30,42 +30,42 @@
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#' \code{\link{cb.cv.predict}},
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#' \code{\link{xgb.train}},
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#' \code{\link{xgb.cv}}
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#'
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#'
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#' @name callbacks
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NULL
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#
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# Callbacks -------------------------------------------------------------------
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#
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#
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#' Callback closure for printing the result of evaluation
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#'
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#'
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#' @param period results would be printed every number of periods
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#' @param showsd whether standard deviations should be printed (when available)
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#'
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#'
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#' @details
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#' The callback function prints the result of evaluation at every \code{period} iterations.
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#' The initial and the last iteration's evaluations are always printed.
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#'
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#'
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#' Callback function expects the following values to be set in its calling frame:
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#' \code{bst_evaluation} (also \code{bst_evaluation_err} when available),
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#' \code{iteration},
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#' \code{begin_iteration},
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#' \code{end_iteration}.
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#'
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#'
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#' @seealso
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#' \code{\link{callbacks}}
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#'
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#'
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#' @export
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cb.print.evaluation <- function(period = 1, showsd = TRUE) {
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callback <- function(env = parent.frame()) {
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if (length(env$bst_evaluation) == 0 ||
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period == 0 ||
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NVL(env$rank, 0) != 0 )
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return()
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i <- env$iteration
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i <- env$iteration
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if ((i-1) %% period == 0 ||
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i == env$begin_iteration ||
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i == env$end_iteration) {
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@@ -81,48 +81,48 @@ cb.print.evaluation <- function(period = 1, showsd = TRUE) {
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#' Callback closure for logging the evaluation history
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#'
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#'
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#' @details
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#' This callback function appends the current iteration evaluation results \code{bst_evaluation}
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#' available in the calling parent frame to the \code{evaluation_log} list in a calling frame.
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#'
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#' The finalizer callback (called with \code{finalize = TURE} in the end) converts
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#'
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#' The finalizer callback (called with \code{finalize = TURE} in the end) converts
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#' the \code{evaluation_log} list into a final data.table.
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#'
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#' The iteration evaluation result \code{bst_evaluation} must be a named numeric vector.
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#'
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#' Note: in the column names of the final data.table, the dash '-' character is replaced with
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#'
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#' The iteration evaluation result \code{bst_evaluation} must be a named numeric vector.
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#'
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#' Note: in the column names of the final data.table, the dash '-' character is replaced with
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#' the underscore '_' in order to make the column names more like regular R identifiers.
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#'
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#'
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#' Callback function expects the following values to be set in its calling frame:
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#' \code{evaluation_log},
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#' \code{bst_evaluation},
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#' \code{iteration}.
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#'
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#'
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#' @seealso
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#' \code{\link{callbacks}}
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#'
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#'
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#' @export
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cb.evaluation.log <- function() {
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mnames <- NULL
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init <- function(env) {
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if (!is.list(env$evaluation_log))
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stop("'evaluation_log' has to be a list")
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mnames <<- names(env$bst_evaluation)
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if (is.null(mnames) || any(mnames == ""))
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stop("bst_evaluation must have non-empty names")
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mnames <<- gsub('-', '_', names(env$bst_evaluation))
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if(!is.null(env$bst_evaluation_err))
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mnames <<- c(paste0(mnames, '_mean'), paste0(mnames, '_std'))
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}
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finalizer <- function(env) {
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env$evaluation_log <- as.data.table(t(simplify2array(env$evaluation_log)))
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setnames(env$evaluation_log, c('iter', mnames))
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if(!is.null(env$bst_evaluation_err)) {
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# rearrange col order from _mean,_mean,...,_std,_std,...
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# to be _mean,_std,_mean,_std,...
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@@ -135,18 +135,18 @@ cb.evaluation.log <- function() {
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env$evaluation_log <- env$evaluation_log[, c('iter', cnames), with = FALSE]
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}
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}
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callback <- function(env = parent.frame(), finalize = FALSE) {
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if (is.null(mnames))
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init(env)
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if (finalize)
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return(finalizer(env))
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ev <- env$bst_evaluation
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if(!is.null(env$bst_evaluation_err))
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ev <- c(ev, env$bst_evaluation_err)
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env$evaluation_log <- c(env$evaluation_log,
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env$evaluation_log <- c(env$evaluation_log,
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list(c(iter = env$iteration, ev)))
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}
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attr(callback, 'call') <- match.call()
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@@ -154,21 +154,21 @@ cb.evaluation.log <- function() {
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callback
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}
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#' Callback closure for restetting the booster's parameters at each iteration.
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#'
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#' Callback closure for resetting the booster's parameters at each iteration.
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#'
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#' @param new_params a list where each element corresponds to a parameter that needs to be reset.
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#' Each element's value must be either a vector of values of length \code{nrounds}
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#' to be set at each iteration,
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#' or a function of two parameters \code{learning_rates(iteration, nrounds)}
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#' which returns a new parameter value by using the current iteration number
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#' Each element's value must be either a vector of values of length \code{nrounds}
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#' to be set at each iteration,
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#' or a function of two parameters \code{learning_rates(iteration, nrounds)}
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#' which returns a new parameter value by using the current iteration number
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#' and the total number of boosting rounds.
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#'
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#' @details
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#'
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#' @details
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#' This is a "pre-iteration" callback function used to reset booster's parameters
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#' at the beginning of each iteration.
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#'
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#' Note that when training is resumed from some previous model, and a function is used to
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#' reset a parameter value, the \code{nrounds} argument in this function would be the
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#'
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#' Note that when training is resumed from some previous model, and a function is used to
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#' reset a parameter value, the \code{nrounds} argument in this function would be the
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#' the number of boosting rounds in the current training.
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#'
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#' Callback function expects the following values to be set in its calling frame:
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@@ -176,32 +176,32 @@ cb.evaluation.log <- function() {
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#' \code{iteration},
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#' \code{begin_iteration},
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#' \code{end_iteration}.
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#'
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#'
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#' @seealso
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#' \code{\link{callbacks}}
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#'
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#'
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#' @export
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cb.reset.parameters <- function(new_params) {
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if (typeof(new_params) != "list")
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if (typeof(new_params) != "list")
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stop("'new_params' must be a list")
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pnames <- gsub("\\.", "_", names(new_params))
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nrounds <- NULL
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# run some checks in the begining
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init <- function(env) {
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nrounds <<- env$end_iteration - env$begin_iteration + 1
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if (is.null(env$bst) && is.null(env$bst_folds))
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stop("Parent frame has neither 'bst' nor 'bst_folds'")
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# Some parameters are not allowed to be changed,
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# since changing them would simply wreck some chaos
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not_allowed <- pnames %in%
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not_allowed <- pnames %in%
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c('num_class', 'num_output_group', 'size_leaf_vector', 'updater_seq')
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if (any(not_allowed))
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stop('Parameters ', paste(pnames[not_allowed]), " cannot be changed during boosting.")
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for (n in pnames) {
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p <- new_params[[n]]
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if (is.function(p)) {
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@@ -215,18 +215,18 @@ cb.reset.parameters <- function(new_params) {
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}
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}
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}
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callback <- function(env = parent.frame()) {
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if (is.null(nrounds))
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init(env)
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i <- env$iteration
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pars <- lapply(new_params, function(p) {
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if (is.function(p))
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return(p(i, nrounds))
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p[i]
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})
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if (!is.null(env$bst)) {
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xgb.parameters(env$bst$handle) <- pars
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} else {
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@@ -242,23 +242,23 @@ cb.reset.parameters <- function(new_params) {
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#' Callback closure to activate the early stopping.
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#'
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#' @param stopping_rounds The number of rounds with no improvement in
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#'
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#' @param stopping_rounds The number of rounds with no improvement in
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#' the evaluation metric in order to stop the training.
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#' @param maximize whether to maximize the evaluation metric
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#' @param metric_name the name of an evaluation column to use as a criteria for early
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#' stopping. If not set, the last column would be used.
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#' Let's say the test data in \code{watchlist} was labelled as \code{dtest},
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#' and one wants to use the AUC in test data for early stopping regardless of where
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#' Let's say the test data in \code{watchlist} was labelled as \code{dtest},
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#' and one wants to use the AUC in test data for early stopping regardless of where
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#' it is in the \code{watchlist}, then one of the following would need to be set:
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#' \code{metric_name='dtest-auc'} or \code{metric_name='dtest_auc'}.
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#' All dash '-' characters in metric names are considered equivalent to '_'.
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#' @param verbose whether to print the early stopping information.
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#'
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#'
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#' @details
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#' This callback function determines the condition for early stopping
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#' This callback function determines the condition for early stopping
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#' by setting the \code{stop_condition = TRUE} flag in its calling frame.
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#'
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#'
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#' The following additional fields are assigned to the model's R object:
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#' \itemize{
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#' \item \code{best_score} the evaluation score at the best iteration
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@@ -266,13 +266,13 @@ cb.reset.parameters <- function(new_params) {
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#' \item \code{best_ntreelimit} to use with the \code{ntreelimit} parameter in \code{predict}.
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#' It differs from \code{best_iteration} in multiclass or random forest settings.
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#' }
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#'
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#'
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#' The Same values are also stored as xgb-attributes:
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#' \itemize{
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#' \item \code{best_iteration} is stored as a 0-based iteration index (for interoperability of binary models)
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#' \item \code{best_msg} message string is also stored.
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#' }
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#'
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#'
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#' At least one data element is required in the evaluation watchlist for early stopping to work.
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#'
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#' Callback function expects the following values to be set in its calling frame:
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@@ -284,13 +284,13 @@ cb.reset.parameters <- function(new_params) {
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#' \code{begin_iteration},
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#' \code{end_iteration},
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#' \code{num_parallel_tree}.
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#'
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#'
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#' @seealso
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#' \code{\link{callbacks}},
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#' \code{\link{xgb.attr}}
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#'
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#'
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#' @export
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cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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metric_name = NULL, verbose = TRUE) {
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# state variables
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best_iteration <- -1
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@@ -298,11 +298,11 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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best_score <- Inf
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best_msg <- NULL
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metric_idx <- 1
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init <- function(env) {
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if (length(env$bst_evaluation) == 0)
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stop("For early stopping, watchlist must have at least one element")
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eval_names <- gsub('-', '_', names(env$bst_evaluation))
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if (!is.null(metric_name)) {
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metric_idx <<- which(gsub('-', '_', metric_name) == eval_names)
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@@ -314,25 +314,25 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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length(env$bst_evaluation) > 1) {
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metric_idx <<- length(eval_names)
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if (verbose)
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cat('Multiple eval metrics are present. Will use ',
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cat('Multiple eval metrics are present. Will use ',
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eval_names[metric_idx], ' for early stopping.\n', sep = '')
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}
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metric_name <<- eval_names[metric_idx]
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# maximize is usually NULL when not set in xgb.train and built-in metrics
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if (is.null(maximize))
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maximize <<- grepl('(_auc|_map|_ndcg)', metric_name)
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if (verbose && NVL(env$rank, 0) == 0)
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cat("Will train until ", metric_name, " hasn't improved in ",
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cat("Will train until ", metric_name, " hasn't improved in ",
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stopping_rounds, " rounds.\n\n", sep = '')
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best_iteration <<- 1
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if (maximize) best_score <<- -Inf
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env$stop_condition <- FALSE
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if (!is.null(env$bst)) {
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if (!inherits(env$bst, 'xgb.Booster'))
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stop("'bst' in the parent frame must be an 'xgb.Booster'")
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@@ -348,7 +348,7 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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stop("Parent frame has neither 'bst' nor ('bst_folds' and 'basket')")
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}
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}
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finalizer <- function(env) {
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if (!is.null(env$bst)) {
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attr_best_score = as.numeric(xgb.attr(env$bst$handle, 'best_score'))
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@@ -367,16 +367,16 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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callback <- function(env = parent.frame(), finalize = FALSE) {
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if (best_iteration < 0)
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init(env)
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if (finalize)
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return(finalizer(env))
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i <- env$iteration
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score = env$bst_evaluation[metric_idx]
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if (( maximize && score > best_score) ||
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(!maximize && score < best_score)) {
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best_msg <<- format.eval.string(i, env$bst_evaluation, env$bst_evaluation_err)
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best_score <<- score
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best_iteration <<- i
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@@ -403,37 +403,37 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
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#' Callback closure for saving a model file.
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#'
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#' @param save_period save the model to disk after every
|
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#'
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#' @param save_period save the model to disk after every
|
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#' \code{save_period} iterations; 0 means save the model at the end.
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#' @param save_name the name or path for the saved model file.
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#' It can contain a \code{\link[base]{sprintf}} formatting specifier
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#' It can contain a \code{\link[base]{sprintf}} formatting specifier
|
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#' to include the integer iteration number in the file name.
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#' E.g., with \code{save_name} = 'xgboost_%04d.model',
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#' E.g., with \code{save_name} = 'xgboost_%04d.model',
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#' the file saved at iteration 50 would be named "xgboost_0050.model".
|
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#'
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#' @details
|
||||
#'
|
||||
#' @details
|
||||
#' This callback function allows to save an xgb-model file, either periodically after each \code{save_period}'s or at the end.
|
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#'
|
||||
#'
|
||||
#' Callback function expects the following values to be set in its calling frame:
|
||||
#' \code{bst},
|
||||
#' \code{iteration},
|
||||
#' \code{begin_iteration},
|
||||
#' \code{end_iteration}.
|
||||
#'
|
||||
#'
|
||||
#' @seealso
|
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#' \code{\link{callbacks}}
|
||||
#'
|
||||
#'
|
||||
#' @export
|
||||
cb.save.model <- function(save_period = 0, save_name = "xgboost.model") {
|
||||
|
||||
|
||||
if (save_period < 0)
|
||||
stop("'save_period' cannot be negative")
|
||||
|
||||
callback <- function(env = parent.frame()) {
|
||||
if (is.null(env$bst))
|
||||
stop("'save_model' callback requires the 'bst' booster object in its calling frame")
|
||||
|
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|
||||
if ((save_period > 0 && (env$iteration - env$begin_iteration) %% save_period == 0) ||
|
||||
(save_period == 0 && env$iteration == env$end_iteration))
|
||||
xgb.save(env$bst, sprintf(save_name, env$iteration))
|
||||
@@ -445,16 +445,16 @@ cb.save.model <- function(save_period = 0, save_name = "xgboost.model") {
|
||||
|
||||
|
||||
#' Callback closure for returning cross-validation based predictions.
|
||||
#'
|
||||
#'
|
||||
#' @param save_models a flag for whether to save the folds' models.
|
||||
#'
|
||||
#' @details
|
||||
#'
|
||||
#' @details
|
||||
#' This callback function saves predictions for all of the test folds,
|
||||
#' and also allows to save the folds' models.
|
||||
#'
|
||||
#'
|
||||
#' It is a "finalizer" callback and it uses early stopping information whenever it is available,
|
||||
#' thus it must be run after the early stopping callback if the early stopping is used.
|
||||
#'
|
||||
#'
|
||||
#' Callback function expects the following values to be set in its calling frame:
|
||||
#' \code{bst_folds},
|
||||
#' \code{basket},
|
||||
@@ -463,36 +463,36 @@ cb.save.model <- function(save_period = 0, save_name = "xgboost.model") {
|
||||
#' \code{params},
|
||||
#' \code{num_parallel_tree},
|
||||
#' \code{num_class}.
|
||||
#'
|
||||
#' @return
|
||||
#'
|
||||
#' @return
|
||||
#' Predictions are returned inside of the \code{pred} element, which is either a vector or a matrix,
|
||||
#' depending on the number of prediction outputs per data row. The order of predictions corresponds
|
||||
#' to the order of rows in the original dataset. Note that when a custom \code{folds} list is
|
||||
#' provided in \code{xgb.cv}, the predictions would only be returned properly when this list is a
|
||||
#' non-overlapping list of k sets of indices, as in a standard k-fold CV. The predictions would not be
|
||||
#' meaningful when user-profided folds have overlapping indices as in, e.g., random sampling splits.
|
||||
#' depending on the number of prediction outputs per data row. The order of predictions corresponds
|
||||
#' to the order of rows in the original dataset. Note that when a custom \code{folds} list is
|
||||
#' provided in \code{xgb.cv}, the predictions would only be returned properly when this list is a
|
||||
#' non-overlapping list of k sets of indices, as in a standard k-fold CV. The predictions would not be
|
||||
#' meaningful when user-provided folds have overlapping indices as in, e.g., random sampling splits.
|
||||
#' When some of the indices in the training dataset are not included into user-provided \code{folds},
|
||||
#' their prediction value would be \code{NA}.
|
||||
#'
|
||||
#'
|
||||
#' @seealso
|
||||
#' \code{\link{callbacks}}
|
||||
#'
|
||||
#'
|
||||
#' @export
|
||||
cb.cv.predict <- function(save_models = FALSE) {
|
||||
|
||||
|
||||
finalizer <- function(env) {
|
||||
if (is.null(env$basket) || is.null(env$bst_folds))
|
||||
stop("'cb.cv.predict' callback requires 'basket' and 'bst_folds' lists in its calling frame")
|
||||
|
||||
|
||||
N <- nrow(env$data)
|
||||
pred <-
|
||||
pred <-
|
||||
if (env$num_class > 1) {
|
||||
matrix(NA_real_, N, env$num_class)
|
||||
} else {
|
||||
rep(NA_real_, N)
|
||||
}
|
||||
|
||||
ntreelimit <- NVL(env$basket$best_ntreelimit,
|
||||
ntreelimit <- NVL(env$basket$best_ntreelimit,
|
||||
env$end_iteration * env$num_parallel_tree)
|
||||
if (NVL(env$params[['booster']], '') == 'gblinear') {
|
||||
ntreelimit <- 0 # must be 0 for gblinear
|
||||
@@ -569,7 +569,7 @@ cb.cv.predict <- function(save_models = FALSE) {
|
||||
#' # Extract the coefficients' path and plot them vs boosting iteration number:
|
||||
#' coef_path <- xgb.gblinear.history(bst)
|
||||
#' matplot(coef_path, type = 'l')
|
||||
#'
|
||||
#'
|
||||
#' # With the deterministic coordinate descent updater, it is safer to use higher learning rates.
|
||||
#' # Will try the classical componentwise boosting which selects a single best feature per round:
|
||||
#' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 200, eta = 0.8,
|
||||
@@ -586,7 +586,7 @@ cb.cv.predict <- function(save_models = FALSE) {
|
||||
#' # coefficients in the CV fold #3
|
||||
#' xgb.gblinear.history(bst)[[3]] %>% matplot(type = 'l')
|
||||
#'
|
||||
#'
|
||||
#'
|
||||
#' #### Multiclass classification:
|
||||
#' #
|
||||
#' dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1)
|
||||
@@ -681,9 +681,9 @@ cb.gblinear.history <- function(sparse=FALSE) {
|
||||
#' using the \code{cb.gblinear.history()} callback.
|
||||
#' @param class_index zero-based class index to extract the coefficients for only that
|
||||
#' specific class in a multinomial multiclass model. When it is NULL, all the
|
||||
#' coeffients are returned. Has no effect in non-multiclass models.
|
||||
#' coefficients are returned. Has no effect in non-multiclass models.
|
||||
#'
|
||||
#' @return
|
||||
#' @return
|
||||
#' For an \code{xgb.train} result, a matrix (either dense or sparse) with the columns
|
||||
#' corresponding to iteration's coefficients (in the order as \code{xgb.dump()} would
|
||||
#' return) and the rows corresponding to boosting iterations.
|
||||
@@ -731,7 +731,7 @@ xgb.gblinear.history <- function(model, class_index = NULL) {
|
||||
coef_path <- environment(model$callbacks$cb.gblinear.history)[["coefs"]]
|
||||
if (!is.null(class_index) && num_class > 1) {
|
||||
coef_path <- if (is.list(coef_path)) {
|
||||
lapply(coef_path,
|
||||
lapply(coef_path,
|
||||
function(x) x[, seq(1 + class_index, by=num_class, length.out=num_feat)])
|
||||
} else {
|
||||
coef_path <- coef_path[, seq(1 + class_index, by=num_class, length.out=num_feat)]
|
||||
@@ -743,7 +743,7 @@ xgb.gblinear.history <- function(model, class_index = NULL) {
|
||||
|
||||
#
|
||||
# Internal utility functions for callbacks ------------------------------------
|
||||
#
|
||||
#
|
||||
|
||||
# Format the evaluation metric string
|
||||
format.eval.string <- function(iter, eval_res, eval_err = NULL) {
|
||||
@@ -773,7 +773,7 @@ callback.calls <- function(cb_list) {
|
||||
unlist(lapply(cb_list, function(x) attr(x, 'call')))
|
||||
}
|
||||
|
||||
# Add a callback cb to the list and make sure that
|
||||
# Add a callback cb to the list and make sure that
|
||||
# cb.early.stop and cb.cv.predict are at the end of the list
|
||||
# with cb.cv.predict being the last (when present)
|
||||
add.cb <- function(cb_list, cb) {
|
||||
@@ -782,11 +782,11 @@ add.cb <- function(cb_list, cb) {
|
||||
if ('cb.early.stop' %in% names(cb_list)) {
|
||||
cb_list <- c(cb_list, cb_list['cb.early.stop'])
|
||||
# this removes only the first one
|
||||
cb_list['cb.early.stop'] <- NULL
|
||||
cb_list['cb.early.stop'] <- NULL
|
||||
}
|
||||
if ('cb.cv.predict' %in% names(cb_list)) {
|
||||
cb_list <- c(cb_list, cb_list['cb.cv.predict'])
|
||||
cb_list['cb.cv.predict'] <- NULL
|
||||
cb_list['cb.cv.predict'] <- NULL
|
||||
}
|
||||
cb_list
|
||||
}
|
||||
@@ -796,7 +796,7 @@ categorize.callbacks <- function(cb_list) {
|
||||
list(
|
||||
pre_iter = Filter(function(x) {
|
||||
pre <- attr(x, 'is_pre_iteration')
|
||||
!is.null(pre) && pre
|
||||
!is.null(pre) && pre
|
||||
}, cb_list),
|
||||
post_iter = Filter(function(x) {
|
||||
pre <- attr(x, 'is_pre_iteration')
|
||||
|
||||
Reference in New Issue
Block a user