fix pkl problem

wrapper/xgboost.py

@@ -31,6 +31,9 @@ except ImportError:
 class XGBoostLibraryNotFound(Exception):
     pass
 
+class XGBoostError(Exception):
+    pass
+
 __all__ = ['DMatrix', 'CVPack', 'Booster', 'aggcv', 'cv', 'mknfold', 'train']
 
 if sys.version_info[0] == 3:
@@ -483,7 +486,7 @@ class Booster(object):
         if isinstance(fname, string_types):  # assume file name
             xglib.XGBoosterSaveModel(self.handle, c_str(fname))
         else:
-            raise Exception("fname must be a string")
+            raise TypeError("fname must be a string")
 
     def save_raw(self):
         """
@@ -852,7 +855,7 @@ class XGBModel(XGBModelBase):
                  nthread=-1, gamma=0, min_child_weight=1, max_delta_step=0, subsample=1, colsample_bytree=1,
                  base_score=0.5, seed=0):
         if not SKLEARN_INSTALLED:
-            raise Exception('sklearn needs to be installed in order to use this module')
+            raise XGBError('sklearn needs to be installed in order to use this module')
         self.max_depth = max_depth
         self.learning_rate = learning_rate
         self.n_estimators = n_estimators
@@ -869,22 +872,36 @@ class XGBModel(XGBModelBase):
         self.base_score = base_score
         self.seed = seed
 
-        self._Booster = Booster()
+        self._Booster = None
 
     def __getstate__(self):
         # can't pickle ctypes pointers so put _Booster in a BytesIO obj
-
         this = self.__dict__.copy()  # don't modify in place        
-        raw = this["_Booster"].save_raw()
+        bst = this["_Booster"]
-        this["_Booster"] = raw
+        if bst is not None:
-        
+            raw = this["_Booster"].save_raw()
+            this["_Booster"] = raw        
         return this
 
     def __setstate__(self, state):
-        booster = state["_Booster"]
+        bst = state["_Booster"]
-        state["_Booster"] = Booster(model_file=booster)
+        if bst is not None:
+            state["_Booster"] = Booster(model_file=booster)
         self.__dict__.update(state)
 
+    def booster(self):
+        """
+        get the underlying xgboost Booster of this model
+        will raise an exception when fit was not called
+        
+        Returns
+        -------
+        booster : a xgboost booster of underlying model
+        """
+        if self._Booster is None:
+            raise XGBError('need to call fit beforehand')
+        return self._Booster
+    
     def get_xgb_params(self):
         xgb_params = self.get_params()
 
@@ -901,7 +918,7 @@ class XGBModel(XGBModelBase):
 
     def predict(self, X):
         testDmatrix = DMatrix(X)
-        return self._Booster.predict(testDmatrix)
+        return self.booster().predict(testDmatrix)
 
 
 class XGBClassifier(XGBModel, XGBClassifier):
@@ -942,7 +959,7 @@ class XGBClassifier(XGBModel, XGBClassifier):
 
     def predict(self, X):
         testDmatrix = DMatrix(X)
-        class_probs = self._Booster.predict(testDmatrix)
+        class_probs = self.booster().predict(testDmatrix)
         if len(class_probs.shape) > 1:
             column_indexes = np.argmax(class_probs, axis=1)
         else:
@@ -952,7 +969,7 @@ class XGBClassifier(XGBModel, XGBClassifier):
 
     def predict_proba(self, X):
         testDmatrix = DMatrix(X)
-        class_probs = self._Booster.predict(testDmatrix)
+        class_probs = self.booster().predict(testDmatrix)
         if self.objective == "multi:softprob":
             return class_probs
         else:

wrapper/xgboost_wrapper.cpp

@@ -62,6 +62,7 @@ class Booster: public learner::BoostLearner {
     this->init_model = true;    
   }
   inline const char *GetModelRaw(bst_ulong *out_len) {
+    this->CheckInitModel();
     model_str.resize(0);
     utils::MemoryBufferStream fs(&model_str);
     learner::BoostLearner::SaveModel(fs, false);
@@ -322,8 +323,10 @@ extern "C"{
   void XGBoosterLoadModel(void *handle, const char *fname) {
     static_cast<Booster*>(handle)->LoadModel(fname);
   }
-  void XGBoosterSaveModel(const void *handle, const char *fname) {
+  void XGBoosterSaveModel(void *handle, const char *fname) {
-    static_cast<const Booster*>(handle)->SaveModel(fname, false);
+    Booster *bst = static_cast<Booster*>(handle);
+    bst->CheckInitModel();
+    bst->SaveModel(fname, false);
   }
   void XGBoosterLoadModelFromBuffer(void *handle, const void *buf, bst_ulong len) {
     static_cast<Booster*>(handle)->LoadModelFromBuffer(buf, len);

wrapper/xgboost_wrapper.h

@@ -203,7 +203,7 @@ extern "C" {
    * \param handle handle
    * \param fname file name
    */
-  XGB_DLL void XGBoosterSaveModel(const void *handle, const char *fname);
+  XGB_DLL void XGBoosterSaveModel(void *handle, const char *fname);
   /*!
    * \brief load model from in memory buffer
    * \param handle handle