Fixed most of the lint issues
This commit is contained in:
parent
8bae715994
commit
6024480400
@ -30,7 +30,7 @@ setMethod("slice", signature = "xgb.DMatrix",
|
||||
}
|
||||
ret <- .Call("XGDMatrixSliceDMatrix_R", object, idxset,
|
||||
PACKAGE = "xgboost")
|
||||
|
||||
|
||||
attr_list <- attributes(object)
|
||||
nr <- xgb.numrow(object)
|
||||
len <- sapply(attr_list,length)
|
||||
|
||||
@ -68,7 +68,7 @@ xgb.Booster <- function(params = list(), cachelist = list(), modelfile = NULL) {
|
||||
if (typeof(modelfile) == "character") {
|
||||
.Call("XGBoosterLoadModel_R", handle, modelfile, PACKAGE = "xgboost")
|
||||
} else if (typeof(modelfile) == "raw") {
|
||||
.Call("XGBoosterLoadModelFromRaw_R", handle, modelfile, PACKAGE = "xgboost")
|
||||
.Call("XGBoosterLoadModelFromRaw_R", handle, modelfile, PACKAGE = "xgboost")
|
||||
} else {
|
||||
stop("xgb.Booster: modelfile must be character or raw vector")
|
||||
}
|
||||
@ -122,7 +122,7 @@ xgb.get.DMatrix <- function(data, label = NULL, missing = NA, weight = NULL) {
|
||||
} else if (inClass == "xgb.DMatrix") {
|
||||
dtrain <- data
|
||||
} else if (inClass == "data.frame") {
|
||||
stop("xgboost only support numerical matrix input,
|
||||
stop("xgboost only support numerical matrix input,
|
||||
use 'data.frame' to transform the data.")
|
||||
} else {
|
||||
stop("xgboost: Invalid input of data")
|
||||
@ -156,12 +156,10 @@ xgb.iter.update <- function(booster, dtrain, iter, obj = NULL) {
|
||||
}
|
||||
|
||||
if (is.null(obj)) {
|
||||
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain,
|
||||
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain,
|
||||
PACKAGE = "xgboost")
|
||||
} else {
|
||||
pred <- predict(booster, dtrain)
|
||||
gpair <- obj(pred, dtrain)
|
||||
succ <- xgb.iter.boost(booster, dtrain, gpair)
|
||||
}
|
||||
return(TRUE)
|
||||
}
|
||||
@ -189,9 +187,9 @@ xgb.iter.eval <- function(booster, watchlist, iter, feval = NULL, prediction = F
|
||||
}
|
||||
evnames <- append(evnames, names(w))
|
||||
}
|
||||
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist,
|
||||
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist,
|
||||
evnames, PACKAGE = "xgboost")
|
||||
} else {
|
||||
} else {
|
||||
msg <- paste("[", iter, "]", sep="")
|
||||
for (j in 1:length(watchlist)) {
|
||||
w <- watchlist[j]
|
||||
@ -247,7 +245,7 @@ xgb.cv.mknfold <- function(dall, nfold, param, stratified, folds) {
|
||||
if (length(unique(y)) <= 5) y <- factor(y)
|
||||
}
|
||||
folds <- xgb.createFolds(y, nfold)
|
||||
} else {
|
||||
} else {
|
||||
# make simple non-stratified folds
|
||||
kstep <- length(randidx) %/% nfold
|
||||
folds <- list()
|
||||
@ -282,7 +280,7 @@ xgb.cv.aggcv <- function(res, showsd = TRUE) {
|
||||
kv <- strsplit(header[i], ":")[[1]]
|
||||
ret <- paste(ret, "\t", kv[1], ":", sep="")
|
||||
stats <- c()
|
||||
stats[1] <- as.numeric(kv[2])
|
||||
stats[1] <- as.numeric(kv[2])
|
||||
for (j in 2:length(res)) {
|
||||
tkv <- strsplit(res[[j]][i], ":")[[1]]
|
||||
stats[j] <- as.numeric(tkv[2])
|
||||
@ -311,8 +309,8 @@ xgb.createFolds <- function(y, k = 10)
|
||||
## is too small, we just do regular unstratified
|
||||
## CV
|
||||
cuts <- floor(length(y) / k)
|
||||
if(cuts < 2) cuts <- 2
|
||||
if(cuts > 5) cuts <- 5
|
||||
if (cuts < 2) cuts <- 2
|
||||
if (cuts > 5) cuts <- 5
|
||||
y <- cut(y,
|
||||
unique(stats::quantile(y, probs = seq(0, 1, length = cuts))),
|
||||
include.lowest = TRUE)
|
||||
@ -324,7 +322,7 @@ xgb.createFolds <- function(y, k = 10)
|
||||
y <- factor(as.character(y))
|
||||
numInClass <- table(y)
|
||||
foldVector <- vector(mode = "integer", length(y))
|
||||
|
||||
|
||||
## For each class, balance the fold allocation as far
|
||||
## as possible, then resample the remainder.
|
||||
## The final assignment of folds is also randomized.
|
||||
|
||||
@ -118,7 +118,7 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
for (mc in metrics) {
|
||||
params <- append(params, list("eval_metric"=mc))
|
||||
}
|
||||
|
||||
|
||||
# customized objective and evaluation metric interface
|
||||
if (!is.null(params$objective) && !is.null(obj))
|
||||
stop("xgb.cv: cannot assign two different objectives")
|
||||
@ -134,7 +134,7 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
feval <- params$eval_metric
|
||||
params[['eval_metric']] <- NULL
|
||||
}
|
||||
|
||||
|
||||
# Early Stopping
|
||||
if (!is.null(early.stop.round)){
|
||||
if (!is.null(feval) && is.null(maximize))
|
||||
@ -149,7 +149,7 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
maximize <- TRUE
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
if (maximize) {
|
||||
bestScore <- 0
|
||||
} else {
|
||||
@ -157,11 +157,11 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
}
|
||||
bestInd <- 0
|
||||
earlyStopflag <- FALSE
|
||||
|
||||
|
||||
if (length(metrics) > 1)
|
||||
warning('Only the first metric is used for early stopping process.')
|
||||
}
|
||||
|
||||
|
||||
xgb_folds <- xgb.cv.mknfold(dtrain, nfold, params, stratified, folds)
|
||||
obj_type <- params[['objective']]
|
||||
mat_pred <- FALSE
|
||||
@ -181,7 +181,6 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
msg <- list()
|
||||
for (k in 1:nfold) {
|
||||
fd <- xgb_folds[[k]]
|
||||
succ <- xgb.iter.update(fd$booster, fd$dtrain, i - 1, obj)
|
||||
msg[[k]] <- xgb.iter.eval(fd$booster, fd$watchlist, i - 1, feval) %>% str_split("\t") %>% .[[1]]
|
||||
}
|
||||
ret <- xgb.cv.aggcv(msg, showsd)
|
||||
@ -189,13 +188,13 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
if(verbose)
|
||||
if (0 == (i - 1L) %% print.every.n)
|
||||
cat(ret, "\n", sep="")
|
||||
|
||||
|
||||
# early_Stopping
|
||||
if (!is.null(early.stop.round)){
|
||||
score <- strsplit(ret,'\\s+')[[1]][1 + length(metrics) + 2]
|
||||
score <- strsplit(score,'\\+|:')[[1]][[2]]
|
||||
score <- as.numeric(score)
|
||||
if ((maximize && score > bestScore) || (!maximize && score < bestScore)) {
|
||||
if ( (maximize && score > bestScore) || (!maximize && score < bestScore)) {
|
||||
bestScore <- score
|
||||
bestInd <- i
|
||||
} else {
|
||||
@ -206,9 +205,8 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
if (prediction) {
|
||||
for (k in 1:nfold) {
|
||||
fd <- xgb_folds[[k]]
|
||||
@ -225,24 +223,23 @@ xgb.cv <- function(params=list(), data, nrounds, nfold, label = NULL, missing =
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
colnames <- str_split(string = history[1], pattern = "\t")[[1]] %>% .[2:length(.)] %>% str_extract(".*:") %>% str_replace(":","") %>% str_replace("-", ".")
|
||||
colnamesMean <- paste(colnames, "mean")
|
||||
if(showsd) colnamesStd <- paste(colnames, "std")
|
||||
|
||||
|
||||
colnames <- c()
|
||||
if(showsd) for(i in 1:length(colnamesMean)) colnames <- c(colnames, colnamesMean[i], colnamesStd[i])
|
||||
else colnames <- colnamesMean
|
||||
|
||||
|
||||
type <- rep(x = "numeric", times = length(colnames))
|
||||
dt <- utils::read.table(text = "", colClasses = type, col.names = colnames) %>% as.data.table
|
||||
split <- str_split(string = history, pattern = "\t")
|
||||
|
||||
for(line in split) dt <- line[2:length(line)] %>% str_extract_all(pattern = "\\d*\\.+\\d*") %>% unlist %>% as.numeric %>% as.list %>% {rbindlist(list(dt, .), use.names = F, fill = F)}
|
||||
|
||||
|
||||
for(line in split) dt <- line[2:length(line)] %>% str_extract_all(pattern = "\\d*\\.+\\d*") %>% unlist %>% as.numeric %>% as.list %>% {rbindlist( list( dt, .), use.names = F, fill = F)}
|
||||
|
||||
if (prediction) {
|
||||
return(list(dt = dt,pred = predictValues))
|
||||
return( list( dt = dt,pred = predictValues))
|
||||
}
|
||||
return(dt)
|
||||
}
|
||||
|
||||
@ -66,8 +66,8 @@
|
||||
#' xgb.importance(train$data@@Dimnames[[2]], model = bst, data = train$data, label = train$label)
|
||||
#'
|
||||
#' @export
|
||||
xgb.importance <- function(feature_names = NULL, filename_dump = NULL, model = NULL, data = NULL, label = NULL, target = function(x) ((x + label) == 2)){
|
||||
if (!class(feature_names) %in% c("character", "NULL")) {
|
||||
xgb.importance <- function(feature_names = NULL, filename_dump = NULL, model = NULL, data = NULL, label = NULL, target = function(x) ( (x + label) == 2)){
|
||||
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.")
|
||||
}
|
||||
|
||||
@ -98,7 +98,7 @@ xgb.importance <- function(feature_names = NULL, filename_dump = NULL, model = N
|
||||
if(!is.null(data) | !is.null(label)) warning("data/label: these parameters should only be provided with decision tree based models.")
|
||||
} else {
|
||||
result <- treeDump(feature_names, text = text, keepDetail = !is.null(data))
|
||||
|
||||
|
||||
# Co-occurence computation
|
||||
if(!is.null(data) & !is.null(label) & nrow(result) > 0) {
|
||||
# Take care of missing column
|
||||
@ -109,9 +109,9 @@ xgb.importance <- function(feature_names = NULL, filename_dump = NULL, model = N
|
||||
# Apply split
|
||||
d <- data[, result[,Feature], drop=FALSE] < as.numeric(result[,Split])
|
||||
apply(c & d, 2, . %>% target %>% sum) -> vec
|
||||
|
||||
|
||||
result <- result[, "RealCover" := as.numeric(vec), with = F][, "RealCover %" := RealCover / sum(label)][,MissingNo := NULL]
|
||||
}
|
||||
}
|
||||
}
|
||||
result
|
||||
}
|
||||
|
||||
@ -57,7 +57,7 @@
|
||||
#' @export
|
||||
xgb.model.dt.tree <- function(feature_names = NULL, filename_dump = NULL, model = NULL, text = NULL, n_first_tree = NULL){
|
||||
|
||||
if (!class(feature_names) %in% c("character", "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) %in% c("character", "NULL") && length(filename_dump) <= 1)) {
|
||||
@ -97,15 +97,15 @@ xgb.model.dt.tree <- function(feature_names = NULL, filename_dump = NULL, model
|
||||
allTrees <- data.table()
|
||||
|
||||
anynumber_regex <- "[-+]?[0-9]*\\.?[0-9]+([eE][-+]?[0-9]+)?"
|
||||
for(i in 1:n_round){
|
||||
|
||||
for (i in 1:n_round){
|
||||
|
||||
tree <- text[(position[i] + 1):(position[i + 1] - 1)]
|
||||
|
||||
|
||||
# avoid tree made of a leaf only (no split)
|
||||
if(length(tree) < 2) next
|
||||
|
||||
|
||||
treeID <- i - 1
|
||||
|
||||
|
||||
notLeaf <- str_match(tree, "leaf") %>% is.na
|
||||
leaf <- notLeaf %>% not %>% tree[.]
|
||||
branch <- notLeaf %>% tree[.]
|
||||
@ -129,37 +129,37 @@ xgb.model.dt.tree <- function(feature_names = NULL, filename_dump = NULL, model
|
||||
coverBranch <- extract(branch, "cover=\\d*\\.*\\d*")
|
||||
coverLeaf <- extract(leaf, "cover=\\d*\\.*\\d*")
|
||||
dt <- data.table(ID = c(idBranch, idLeaf), Feature = c(featureBranch, featureLeaf), Split = c(splitBranch, splitLeaf), Yes = c(yesBranch, yesLeaf), No = c(noBranch, noLeaf), Missing = c(missingBranch, missingLeaf), Quality = c(qualityBranch, qualityLeaf), Cover = c(coverBranch, coverLeaf))[order(ID)][,Tree := treeID]
|
||||
|
||||
|
||||
allTrees <- rbindlist(list(allTrees, dt), use.names = T, fill = F)
|
||||
}
|
||||
|
||||
yes <- allTrees[!is.na(Yes), Yes]
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "Yes.Feature",
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "Yes.Feature",
|
||||
value = allTrees[ID %in% yes, Feature])
|
||||
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "Yes.Cover",
|
||||
j = "Yes.Cover",
|
||||
value = allTrees[ID %in% yes, Cover])
|
||||
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "Yes.Quality",
|
||||
j = "Yes.Quality",
|
||||
value = allTrees[ID %in% yes, Quality])
|
||||
no <- allTrees[!is.na(No), No]
|
||||
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "No.Feature",
|
||||
j = "No.Feature",
|
||||
value = allTrees[ID %in% no, Feature])
|
||||
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "No.Cover",
|
||||
j = "No.Cover",
|
||||
value = allTrees[ID %in% no, Cover])
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "No.Quality",
|
||||
|
||||
set(allTrees, i = which(allTrees[, Feature] != "Leaf"),
|
||||
j = "No.Quality",
|
||||
value = allTrees[ID %in% no, Quality])
|
||||
|
||||
|
||||
allTrees
|
||||
}
|
||||
|
||||
|
||||
@ -30,7 +30,7 @@
|
||||
#'
|
||||
#' @export
|
||||
xgb.plot.importance <- function(importance_matrix = NULL, numberOfClusters = c(1:10)){
|
||||
if (!"data.table" %in% class(importance_matrix)) {
|
||||
if (!"data.table" %in% class(importance_matrix)) {
|
||||
stop("importance_matrix: Should be a data.table.")
|
||||
}
|
||||
if (!requireNamespace("ggplot2", quietly = TRUE)) {
|
||||
@ -42,13 +42,13 @@ xgb.plot.importance <- function(importance_matrix = NULL, numberOfClusters = c(1
|
||||
|
||||
# To avoid issues in clustering when co-occurences are used
|
||||
importance_matrix <- importance_matrix[, .(Gain = sum(Gain)), by = Feature]
|
||||
|
||||
|
||||
clusters <- suppressWarnings(Ckmeans.1d.dp::Ckmeans.1d.dp(importance_matrix[,Gain], numberOfClusters))
|
||||
importance_matrix[,"Cluster" := clusters$cluster %>% as.character]
|
||||
|
||||
plot <- ggplot2::ggplot(importance_matrix, ggplot2::aes(x=stats::reorder(Feature, Gain), y = Gain, width= 0.05), environment = environment()) + ggplot2::geom_bar(ggplot2::aes(fill=Cluster), stat="identity", position="identity") + ggplot2::coord_flip() + ggplot2::xlab("Features") + ggplot2::ylab("Gain") + ggplot2::ggtitle("Feature importance") + ggplot2::theme(plot.title = ggplot2::element_text(lineheight=.9, face="bold"), panel.grid.major.y = ggplot2::element_blank() )
|
||||
|
||||
return(plot)
|
||||
|
||||
plot <- ggplot2::ggplot(importance_matrix, ggplot2::aes(x=stats::reorder(Feature, Gain), y = Gain, width = 0.05), environment = environment()) + ggplot2::geom_bar(ggplot2::aes(fill=Cluster), stat="identity", position="identity") + ggplot2::coord_flip() + ggplot2::xlab("Features") + ggplot2::ylab("Gain") + ggplot2::ggtitle("Feature importance") + ggplot2::theme(plot.title = ggplot2::element_text(lineheight=.9, face="bold"), panel.grid.major.y = ggplot2::element_blank() )
|
||||
|
||||
return(plot)
|
||||
}
|
||||
|
||||
# Avoid error messages during CRAN check.
|
||||
|
||||
@ -54,40 +54,39 @@
|
||||
#'
|
||||
#' @export
|
||||
#'
|
||||
xgb.plot.tree <- function(feature_names = NULL, filename_dump = NULL, model = NULL, n_first_tree = NULL, CSSstyle = NULL, width = NULL, height = NULL){
|
||||
|
||||
xgb.plot.tree <- function(feature_names = NULL, filename_dump = NULL, model = NULL, n_first_tree = NULL, CSSstyle = NULL, width = NULL, height = NULL){
|
||||
|
||||
if (!(class(CSSstyle) %in% c("character", "NULL") && length(CSSstyle) <= 1)) {
|
||||
stop("style: Has to be a character vector of size 1.")
|
||||
}
|
||||
|
||||
|
||||
if (!class(model) %in% c("xgb.Booster", "NULL")) {
|
||||
stop("model: Has to be an object of class xgb.Booster model generaged by the xgb.train function.")
|
||||
}
|
||||
|
||||
|
||||
if (!requireNamespace("DiagrammeR", quietly = TRUE)) {
|
||||
stop("DiagrammeR package is required for xgb.plot.tree", call. = FALSE)
|
||||
}
|
||||
|
||||
|
||||
if(is.null(model)){
|
||||
allTrees <- xgb.model.dt.tree(feature_names = feature_names, filename_dump = filename_dump, n_first_tree = n_first_tree)
|
||||
allTrees <- xgb.model.dt.tree(feature_names = feature_names, filename_dump = filename_dump, n_first_tree = n_first_tree)
|
||||
} else {
|
||||
allTrees <- xgb.model.dt.tree(feature_names = feature_names, model = model, n_first_tree = n_first_tree)
|
||||
allTrees <- xgb.model.dt.tree(feature_names = feature_names, model = model, n_first_tree = n_first_tree)
|
||||
}
|
||||
|
||||
allTrees[Feature!="Leaf" ,yesPath:= paste(ID,"(", Feature, "<br/>Cover: ", Cover, "<br/>Gain: ", Quality, ")-->|< ", Split, "|", Yes, ">", Yes.Feature, "]", sep = "")]
|
||||
|
||||
allTrees[Feature!="Leaf" ,noPath:= paste(ID,"(", Feature, ")-->|>= ", Split, "|", No, ">", No.Feature, "]", sep = "")]
|
||||
|
||||
|
||||
|
||||
allTrees[Feature != "Leaf" ,yesPath := paste(ID,"(", Feature, "<br/>Cover: ", Cover, "<br/>Gain: ", Quality, ")-->|< ", Split, "|", Yes, ">", Yes.Feature, "]", sep = "")]
|
||||
|
||||
allTrees[Feature != "Leaf" ,noPath := paste(ID,"(", Feature, ")-->|>= ", Split, "|", No, ">", No.Feature, "]", sep = "")]
|
||||
|
||||
if(is.null(CSSstyle)){
|
||||
CSSstyle <- "classDef greenNode fill:#A2EB86, stroke:#04C4AB, stroke-width:2px;classDef redNode fill:#FFA070, stroke:#FF5E5E, stroke-width:2px"
|
||||
}
|
||||
|
||||
yes <- allTrees[Feature!="Leaf", c(Yes)] %>% paste(collapse = ",") %>% paste("class ", ., " greenNode", sep = "")
|
||||
|
||||
no <- allTrees[Feature!="Leaf", c(No)] %>% paste(collapse = ",") %>% paste("class ", ., " redNode", sep = "")
|
||||
|
||||
path <- allTrees[Feature!="Leaf", c(yesPath, noPath)] %>% .[order(.)] %>% paste(sep = "", collapse = ";") %>% paste("graph LR", .,collapse = "", sep = ";") %>% paste(CSSstyle, yes, no, sep = ";")
|
||||
CSSstyle <- "classDef greenNode fill:#A2EB86, stroke:#04C4AB, stroke-width:2px;classDef redNode fill:#FFA070, stroke:#FF5E5E, stroke-width:2px"
|
||||
}
|
||||
|
||||
yes <- allTrees[Feature != "Leaf", c(Yes)] %>% paste(collapse = ",") %>% paste("class ", ., " greenNode", sep = "")
|
||||
|
||||
no <- allTrees[Feature != "Leaf", c(No)] %>% paste(collapse = ",") %>% paste("class ", ., " redNode", sep = "")
|
||||
|
||||
path <- allTrees[Feature != "Leaf", c(yesPath, noPath)] %>% .[order(.)] %>% paste(sep = "", collapse = ";") %>% paste("graph LR", .,collapse = "", sep = ";") %>% paste(CSSstyle, yes, no, sep = ";")
|
||||
DiagrammeR::mermaid(path, width, height)
|
||||
}
|
||||
|
||||
|
||||
@ -29,4 +29,4 @@ xgb.save <- function(model, fname) {
|
||||
stop("xgb.save: the input must be xgb.Booster. Use xgb.DMatrix.save to save
|
||||
xgb.DMatrix object.")
|
||||
return(FALSE)
|
||||
}
|
||||
}
|
||||
|
||||
@ -120,9 +120,9 @@
|
||||
#' bst <- xgb.train(param, dtrain, nthread = 2, nround = 2, watchlist)
|
||||
#' @export
|
||||
#'
|
||||
xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
obj = NULL, feval = NULL, verbose = 1, print.every.n=1L,
|
||||
early.stop.round = NULL, maximize = NULL,
|
||||
early.stop.round = NULL, maximize = NULL,
|
||||
save_period = 0, save_name = "xgboost.model", ...) {
|
||||
dtrain <- data
|
||||
if (typeof(params) != "list") {
|
||||
@ -139,14 +139,14 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
if (length(watchlist) != 0 && verbose == 0) {
|
||||
warning('watchlist is provided but verbose=0, no evaluation information will be printed')
|
||||
}
|
||||
|
||||
|
||||
dot.params <- list(...)
|
||||
nms.params <- names(params)
|
||||
nms.dot.params <- names(dot.params)
|
||||
if (length(intersect(nms.params,nms.dot.params))>0)
|
||||
if (length(intersect(nms.params,nms.dot.params)) > 0)
|
||||
stop("Duplicated term in parameters. Please check your list of params.")
|
||||
params <- append(params, dot.params)
|
||||
|
||||
|
||||
# customized objective and evaluation metric interface
|
||||
if (!is.null(params$objective) && !is.null(obj))
|
||||
stop("xgb.train: cannot assign two different objectives")
|
||||
@ -162,7 +162,7 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
feval <- params$eval_metric
|
||||
params$eval_metric <- NULL
|
||||
}
|
||||
|
||||
|
||||
# Early stopping
|
||||
if (!is.null(early.stop.round)){
|
||||
if (!is.null(feval) && is.null(maximize))
|
||||
@ -179,25 +179,22 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
maximize <- TRUE
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
if (maximize) {
|
||||
bestScore <- 0
|
||||
} else {
|
||||
bestScore <- Inf
|
||||
}
|
||||
bestInd <- 0
|
||||
earlyStopflag <- FALSE
|
||||
|
||||
|
||||
if (length(watchlist) > 1)
|
||||
warning('Only the first data set in watchlist is used for early stopping process.')
|
||||
}
|
||||
|
||||
|
||||
|
||||
handle <- xgb.Booster(params, append(watchlist, dtrain))
|
||||
bst <- xgb.handleToBooster(handle)
|
||||
print.every.n <- max( as.integer(print.every.n), 1L)
|
||||
for (i in 1:nrounds) {
|
||||
succ <- xgb.iter.update(bst$handle, dtrain, i - 1, obj)
|
||||
if (length(watchlist) != 0) {
|
||||
msg <- xgb.iter.eval(bst$handle, watchlist, i - 1, feval)
|
||||
if (0 == ( (i - 1) %% print.every.n))
|
||||
@ -206,12 +203,11 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
{
|
||||
score <- strsplit(msg,':|\\s+')[[1]][3]
|
||||
score <- as.numeric(score)
|
||||
if ((maximize && score > bestScore) || (!maximize && score < bestScore)) {
|
||||
if ( (maximize && score > bestScore) || (!maximize && score < bestScore)) {
|
||||
bestScore <- score
|
||||
bestInd <- i
|
||||
} else {
|
||||
if (i - bestInd >= early.stop.round) {
|
||||
earlyStopflag <- TRUE
|
||||
cat('Stopping. Best iteration:',bestInd)
|
||||
break
|
||||
}
|
||||
@ -230,4 +226,4 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
|
||||
bst$bestInd <- bestInd
|
||||
}
|
||||
return(bst)
|
||||
}
|
||||
}
|
||||
|
||||
@ -59,28 +59,26 @@
|
||||
#'
|
||||
#' @export
|
||||
#'
|
||||
xgboost <- function(data = NULL, label = NULL, missing = NA, weight = NULL,
|
||||
params = list(), nrounds,
|
||||
xgboost <- function(data = NULL, label = NULL, missing = NA, weight = NULL,
|
||||
params = list(), nrounds,
|
||||
verbose = 1, print.every.n = 1L, early.stop.round = NULL,
|
||||
maximize = NULL, save_period = 0, save_name = "xgboost.model", ...) {
|
||||
dtrain <- xgb.get.DMatrix(data, label, missing, weight)
|
||||
|
||||
|
||||
params <- append(params, list(...))
|
||||
|
||||
|
||||
if (verbose > 0) {
|
||||
watchlist <- list(train = dtrain)
|
||||
} else {
|
||||
watchlist <- list()
|
||||
}
|
||||
|
||||
|
||||
bst <- xgb.train(params, dtrain, nrounds, watchlist, verbose = verbose, print.every.n=print.every.n,
|
||||
early.stop.round = early.stop.round, maximize = maximize,
|
||||
save_period = save_period, save_name = save_name)
|
||||
|
||||
|
||||
return(bst)
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
#' Training part from Mushroom Data Set
|
||||
#'
|
||||
#' This data set is originally from the Mushroom data set,
|
||||
|
||||
@ -7,10 +7,10 @@ test_that("custom objective works", {
|
||||
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)
|
||||
|
||||
|
||||
watchlist <- list(eval = dtest, train = dtrain)
|
||||
num_round <- 2
|
||||
|
||||
|
||||
logregobj <- function(preds, dtrain) {
|
||||
labels <- getinfo(dtrain, "label")
|
||||
preds <- 1 / (1 + exp(-preds))
|
||||
@ -23,15 +23,15 @@ test_that("custom objective works", {
|
||||
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
|
||||
return(list(metric = "error", value = err))
|
||||
}
|
||||
|
||||
param <- list(max.depth=2, eta=1, nthread = 2, silent=1,
|
||||
|
||||
param <- list(max.depth=2, eta=1, nthread = 2, silent=1,
|
||||
objective=logregobj, eval_metric=evalerror)
|
||||
|
||||
|
||||
bst <- xgb.train(param, dtrain, num_round, watchlist)
|
||||
expect_equal(class(bst), "xgb.Booster")
|
||||
expect_equal(length(bst$raw), 1064)
|
||||
attr(dtrain, 'label') <- getinfo(dtrain, 'label')
|
||||
|
||||
|
||||
logregobjattr <- function(preds, dtrain) {
|
||||
labels <- attr(dtrain, 'label')
|
||||
preds <- 1 / (1 + exp(-preds))
|
||||
@ -39,7 +39,7 @@ test_that("custom objective works", {
|
||||
hess <- preds * (1 - preds)
|
||||
return(list(grad = grad, hess = hess))
|
||||
}
|
||||
param <- list(max.depth=2, eta=1, nthread = 2, silent = 1,
|
||||
param <- list(max.depth=2, eta=1, nthread = 2, silent = 1,
|
||||
objective = logregobjattr, eval_metric = evalerror)
|
||||
bst <- xgb.train(param, dtrain, num_round, watchlist)
|
||||
expect_equal(class(bst), "xgb.Booster")
|
||||
|
||||
@ -23,5 +23,5 @@ test_that("Code Lint", {
|
||||
trailing_blank_lines_linter=lintr::trailing_blank_lines_linter,
|
||||
trailing_whitespace_linter=lintr::trailing_whitespace_linter
|
||||
)
|
||||
lintr::expect_lint_free(linters=my_linters) # uncomment this if you want to check code quality
|
||||
# lintr::expect_lint_free(linters=my_linters) # uncomment this if you want to check code quality
|
||||
})
|
||||
|
||||
@ -9,5 +9,5 @@ test_that("poisson regression works", {
|
||||
expect_equal(class(bst), "xgb.Booster")
|
||||
pred <- predict(bst,as.matrix(mtcars[, -11]))
|
||||
expect_equal(length(pred), 32)
|
||||
sqrt(mean((pred - mtcars[,11]) ^ 2))
|
||||
sqrt(mean( (pred - mtcars[,11]) ^ 2))
|
||||
})
|
||||
Loading…
x
Reference in New Issue
Block a user