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Implement feature score for linear model. (#7048)

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* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
This commit is contained in:
Jiaming Yuan
2021-06-25 14:34:02 +08:00
committed by GitHub
parent b2d300e727
commit 663136aa08
18 changed files with 367 additions and 232 deletions
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81
jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/java/BoosterImplTest.java
View File

@@ -1,10 +1,10 @@
/*
Copyright (c) 2014 by Contributors
Copyright (c) 2014-2021 by Contributors
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
@@ -32,6 +32,9 @@ import org.junit.Test;
* @author hzx
*/
public class BoosterImplTest {
private String train_uri = "../../demo/data/agaricus.txt.train?indexing_mode=1";
private String test_uri = "../../demo/data/agaricus.txt.test?indexing_mode=1";
public static class EvalError implements IEvaluation {
@Override
public String getMetric() {
@@ -87,8 +90,8 @@ public class BoosterImplTest {
@Test
public void testBoosterBasic() throws XGBoostError, IOException {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
@@ -103,8 +106,8 @@ public class BoosterImplTest {
@Test
public void saveLoadModelWithPath() throws XGBoostError, IOException {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
IEvaluation eval = new EvalError();
Booster booster = trainBooster(trainMat, testMat);
@@ -121,8 +124,8 @@ public class BoosterImplTest {
@Test
public void saveLoadModelWithStream() throws XGBoostError, IOException {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
@@ -310,8 +313,8 @@ public class BoosterImplTest {
@Test
public void testBoosterEarlyStop() throws XGBoostError, IOException {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -363,8 +366,8 @@ public class BoosterImplTest {
@Test
public void testQuantileHistoDepthWise() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -383,8 +386,8 @@ public class BoosterImplTest {
@Test
public void testQuantileHistoLossGuide() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -404,8 +407,8 @@ public class BoosterImplTest {
@Test
public void testQuantileHistoLossGuideMaxBin() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -425,8 +428,8 @@ public class BoosterImplTest {
@Test
public void testDumpModelJson() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] dump = booster.getModelDump("", false, "json");
@@ -441,8 +444,8 @@ public class BoosterImplTest {
@Test
public void testGetFeatureScore() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] featureNames = new String[126];
@@ -453,8 +456,8 @@ public class BoosterImplTest {
@Test
public void testGetFeatureImportanceGain() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] featureNames = new String[126];
@@ -465,8 +468,8 @@ public class BoosterImplTest {
@Test
public void testGetFeatureImportanceTotalGain() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] featureNames = new String[126];
@@ -477,8 +480,8 @@ public class BoosterImplTest {
@Test
public void testGetFeatureImportanceCover() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] featureNames = new String[126];
@@ -489,8 +492,8 @@ public class BoosterImplTest {
@Test
public void testGetFeatureImportanceTotalCover() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
String[] featureNames = new String[126];
@@ -501,7 +504,7 @@ public class BoosterImplTest {
@Test
public void testQuantileHistoDepthwiseMaxDepth() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix trainMat = new DMatrix(this.train_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -519,8 +522,8 @@ public class BoosterImplTest {
@Test
public void testQuantileHistoDepthwiseMaxDepthMaxBin() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Map<String, Object> paramMap = new HashMap<String, Object>() {
{
put("max_depth", 3);
@@ -545,7 +548,7 @@ public class BoosterImplTest {
@Test
public void testCV() throws XGBoostError {
//load train mat
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix trainMat = new DMatrix(this.train_uri);
//set params
Map<String, Object> param = new HashMap<String, Object>() {
@@ -573,8 +576,8 @@ public class BoosterImplTest {
*/
@Test
public void testTrainFromExistingModel() throws XGBoostError, IOException {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
IEvaluation eval = new EvalError();
Map<String, Object> paramMap = new HashMap<String, Object>() {
@@ -624,8 +627,8 @@ public class BoosterImplTest {
*/
@Test
public void testSetAndGetAttrs() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
booster.setAttr("testKey1", "testValue1");
@@ -654,10 +657,10 @@ public class BoosterImplTest {
*/
@Test
public void testGetNumFeature() throws XGBoostError {
DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
DMatrix trainMat = new DMatrix(this.train_uri);
DMatrix testMat = new DMatrix(this.test_uri);
Booster booster = trainBooster(trainMat, testMat);
TestCase.assertEquals(booster.getNumFeature(), 127);
TestCase.assertEquals(booster.getNumFeature(), 126);
}
}