initial trial package

2014-08-25 21:20:55 -07:00
parent c2484f3134
commit 68f38cf228
11 changed files with 9002 additions and 0 deletions
--- a/R-package/src/xgboost_R.h
+++ b/R-package/src/xgboost_R.h
@@ -0,0 +1,124 @@
+#ifndef XGBOOST_WRAPPER_R_H_
+#define XGBOOST_WRAPPER_R_H_
+/*!
+ * \file xgboost_wrapper_R.h
+ * \author Tianqi Chen
+ * \brief R wrapper of xgboost
+ */
+extern "C" {
+#include <Rinternals.h>
+}
+
+extern "C" {
+  /*!
+   * \brief load a data matrix 
+   * \param fname name of the content
+   * \param silent whether print messages
+   * \return a loaded data matrix
+   */
+  SEXP XGDMatrixCreateFromFile_R(SEXP fname, SEXP silent);
+  /*!
+   * \brief create matrix content from dense matrix
+   * This assumes the matrix is stored in column major format
+   * \param data R Matrix object
+   * \param missing which value to represent missing value
+   * \return created dmatrix
+   */
+  SEXP XGDMatrixCreateFromMat_R(SEXP mat, 
+                                SEXP missing);
+  /*! 
+   * \brief create a matrix content from CSC format
+   * \param indptr pointer to column headers
+   * \param indices row indices
+   * \param data content of the data
+   * \return created dmatrix
+   */
+  SEXP XGDMatrixCreateFromCSC_R(SEXP indptr,
+                                SEXP indices,
+                                SEXP data);
+  /*!
+   * \brief load a data matrix into binary file
+   * \param handle a instance of data matrix
+   * \param fname file name
+   * \param silent print statistics when saving
+   */
+  void XGDMatrixSaveBinary_R(SEXP handle, SEXP fname, SEXP silent);
+  /*!
+   * \brief set information to dmatrix
+   * \param handle a instance of data matrix
+   * \param field field name, can be label, weight
+   * \param array pointer to float vector
+   */
+  void XGDMatrixSetInfo_R(SEXP handle, SEXP field, SEXP array);
+  /*!
+   * \brief get info vector from matrix
+   * \param handle a instance of data matrix
+   * \param field field name
+   * \return info vector
+   */  
+  SEXP XGDMatrixGetInfo_R(SEXP handle, SEXP field);
+  /*! 
+   * \brief create xgboost learner 
+   * \param dmats a list of dmatrix handles that will be cached
+   */  
+  SEXP XGBoosterCreate_R(SEXP dmats);
+  /*! 
+   * \brief set parameters 
+   * \param handle handle
+   * \param name  parameter name
+   * \param val value of parameter
+   */
+  void XGBoosterSetParam_R(SEXP handle, SEXP name, SEXP val);
+  /*! 
+   * \brief update the model in one round using dtrain
+   * \param handle handle
+   * \param iter current iteration rounds
+   * \param dtrain training data
+   */
+  void XGBoosterUpdateOneIter_R(SEXP ext, SEXP iter, SEXP dtrain);
+  /*!
+   * \brief update the model, by directly specify gradient and second order gradient,
+   *        this can be used to replace UpdateOneIter, to support customized loss function
+   * \param handle handle
+   * \param dtrain training data
+   * \param grad gradient statistics
+   * \param hess second order gradient statistics
+   */
+  void XGBoosterBoostOneIter_R(SEXP handle, SEXP dtrain, SEXP grad, SEXP hess);
+  /*!
+   * \brief get evaluation statistics for xgboost
+   * \param handle handle
+   * \param iter current iteration rounds
+   * \param dmats list of handles to dmatrices
+   * \param evname name of evaluation
+   * \return the string containing evaluation stati
+   */
+  SEXP XGBoosterEvalOneIter_R(SEXP handle, SEXP iter, SEXP dmats, SEXP evnames);
+  /*!
+   * \brief make prediction based on dmat
+   * \param handle handle
+   * \param dmat data matrix
+   * \param output_margin whether only output raw margin value
+   */
+  SEXP XGBoosterPredict_R(SEXP handle, SEXP dmat, SEXP output_margin);
+  /*!
+   * \brief load model from existing file
+   * \param handle handle
+   * \param fname file name
+   */
+  void XGBoosterLoadModel_R(SEXP handle, SEXP fname);
+  /*!
+   * \brief save model into existing file
+   * \param handle handle
+   * \param fname file name
+   */    
+  void XGBoosterSaveModel_R(SEXP handle, SEXP fname);
+  /*!
+   * \brief dump model into text file 
+   * \param handle handle
+   * \param fname file name of model that can be dumped into
+   * \param fmap  name to fmap can be empty string
+   */
+  void XGBoosterDumpModel_R(SEXP handle, SEXP fname, SEXP fmap);
+};
+#endif  // XGBOOST_WRAPPER_R_H_