More in-memory input support for column split (#9685)

This commit is contained in:
Rong Ou 2023-10-20 01:02:36 -07:00 committed by GitHub
parent 83cdf14b2c
commit 6fbe6248f4
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 479 additions and 213 deletions

View File

@ -8,6 +8,7 @@ import importlib.util
import multiprocessing
import os
import platform
import queue
import socket
import sys
import threading
@ -942,13 +943,20 @@ def project_root(path: str) -> str:
return normpath(os.path.join(demo_dir(path), os.path.pardir))
def run_with_rabit(world_size: int, test_fn: Callable) -> None:
tracker = RabitTracker(host_ip="127.0.0.1", n_workers=world_size)
tracker.start(world_size)
def run_with_rabit(
world_size: int, test_fn: Callable[..., Any], *args: Any, **kwargs: Any
) -> None:
exception_queue: queue.Queue = queue.Queue()
def run_worker(rabit_env: Dict[str, Union[str, int]]) -> None:
try:
with xgb.collective.CommunicatorContext(**rabit_env):
test_fn()
test_fn(*args, **kwargs)
except Exception as e: # pylint: disable=broad-except
exception_queue.put(e)
tracker = RabitTracker(host_ip="127.0.0.1", n_workers=world_size)
tracker.start(world_size)
workers = []
for _ in range(world_size):
@ -957,5 +965,20 @@ def run_with_rabit(world_size: int, test_fn: Callable) -> None:
worker.start()
for worker in workers:
worker.join()
assert exception_queue.empty(), f"Worker failed: {exception_queue.get()}"
tracker.join()
def column_split_feature_names(
feature_names: List[Union[str, int]], world_size: int
) -> List[str]:
"""Get the global list of feature names from the local feature names."""
return [
f"{rank}.{feature}" for rank in range(world_size) for feature in feature_names
]
def is_windows() -> bool:
"""Check if the current platform is Windows."""
return platform.system() == "Windows"

View File

@ -19,11 +19,13 @@ class LintersPaths:
# tests
"tests/python/test_config.py",
"tests/python/test_data_iterator.py",
"tests/python/test_dmatrix.py",
"tests/python/test_dt.py",
"tests/python/test_predict.py",
"tests/python/test_quantile_dmatrix.py",
"tests/python/test_tree_regularization.py",
"tests/python/test_shap.py",
"tests/python/test_with_pandas.py",
"tests/python-gpu/test_gpu_data_iterator.py",
"tests/python-gpu/test_gpu_prediction.py",
"tests/python-gpu/load_pickle.py",

View File

@ -1,3 +1,4 @@
import csv
import os
import sys
import tempfile
@ -15,7 +16,7 @@ from xgboost.testing.data import np_dtypes
rng = np.random.RandomState(1)
dpath = 'demo/data/'
dpath = "demo/data/"
rng = np.random.RandomState(1994)
@ -67,12 +68,13 @@ def set_base_margin_info(DType, DMatrixT, tm: str):
class TestDMatrix:
def test_warn_missing(self):
from xgboost import data
with pytest.warns(UserWarning):
data._warn_unused_missing('uri', 4)
data._warn_unused_missing("uri", 4)
with pytest.warns(None) as record:
data._warn_unused_missing('uri', None)
data._warn_unused_missing('uri', np.nan)
data._warn_unused_missing("uri", None)
data._warn_unused_missing("uri", np.nan)
assert len(record) == 0
@ -106,7 +108,7 @@ class TestDMatrix:
with pytest.raises(ValueError):
xgb.DMatrix(data)
# object dtype
data = np.array([['a', 'b'], ['c', 'd']])
data = np.array([["a", "b"], ["c", "d"]])
with pytest.raises(ValueError):
xgb.DMatrix(data)
@ -148,18 +150,18 @@ class TestDMatrix:
y = np.array([12, 34, 56], np.float32)[::2]
from_view = xgb.DMatrix(np.array([[]]), label=y).get_label()
from_array = xgb.DMatrix(np.array([[]]), label=y + 0).get_label()
assert (from_view.shape == from_array.shape)
assert from_view.shape == from_array.shape
assert (from_view == from_array).all()
# Sliced UInt array
z = np.array([12, 34, 56], np.uint32)[::2]
dmat = xgb.DMatrix(np.array([[]]))
dmat.set_uint_info('group', z)
from_view = dmat.get_uint_info('group_ptr')
dmat.set_uint_info("group", z)
from_view = dmat.get_uint_info("group_ptr")
dmat = xgb.DMatrix(np.array([[]]))
dmat.set_uint_info('group', z + 0)
from_array = dmat.get_uint_info('group_ptr')
assert (from_view.shape == from_array.shape)
dmat.set_uint_info("group", z + 0)
from_array = dmat.get_uint_info("group_ptr")
assert from_view.shape == from_array.shape
assert (from_view == from_array).all()
def test_slice(self):
@ -181,9 +183,11 @@ class TestDMatrix:
# Slicing works with label and other meta info fields
np.testing.assert_equal(sliced.get_label(), y[1:7])
np.testing.assert_equal(sliced.get_float_info('feature_weights'), fw)
np.testing.assert_equal(sliced.get_float_info("feature_weights"), fw)
np.testing.assert_equal(sliced.get_base_margin(), base_margin[1:7, :].flatten())
np.testing.assert_equal(sliced.get_base_margin(), sliced.get_float_info('base_margin'))
np.testing.assert_equal(
sliced.get_base_margin(), sliced.get_float_info("base_margin")
)
# Slicing a DMatrix results into a DMatrix that's equivalent to a DMatrix that's
# constructed from the corresponding NumPy slice
@ -191,11 +195,15 @@ class TestDMatrix:
d2.set_base_margin(base_margin[1:7, :])
eval_res = {}
_ = xgb.train(
{'num_class': 3, 'objective': 'multi:softprob',
'eval_metric': 'mlogloss'},
{"num_class": 3, "objective": "multi:softprob", "eval_metric": "mlogloss"},
d,
num_boost_round=2, evals=[(d2, 'd2'), (sliced, 'sliced')], evals_result=eval_res)
np.testing.assert_equal(eval_res['d2']['mlogloss'], eval_res['sliced']['mlogloss'])
num_boost_round=2,
evals=[(d2, "d2"), (sliced, "sliced")],
evals_result=eval_res,
)
np.testing.assert_equal(
eval_res["d2"]["mlogloss"], eval_res["sliced"]["mlogloss"]
)
ridxs_arr = np.array(ridxs)[1:] # handles numpy slice correctly
sliced = d.slice(ridxs_arr)
@ -206,17 +214,17 @@ class TestDMatrix:
# different length
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=list('abcdef'))
xgb.DMatrix(data, feature_names=list("abcdef"))
# contains duplicates
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=['a', 'b', 'c', 'd', 'd'])
xgb.DMatrix(data, feature_names=["a", "b", "c", "d", "d"])
# contains symbol
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=['a', 'b', 'c', 'd', 'e<1'])
xgb.DMatrix(data, feature_names=["a", "b", "c", "d", "e<1"])
dm = xgb.DMatrix(data)
dm.feature_names = list('abcde')
assert dm.feature_names == list('abcde')
dm.feature_names = list("abcde")
assert dm.feature_names == list("abcde")
assert dm.slice([0, 1]).num_col() == dm.num_col()
assert dm.slice([0, 1]).feature_names == dm.feature_names
@ -224,11 +232,11 @@ class TestDMatrix:
with pytest.raises(ValueError, match=r"Duplicates found: \['bar'\]"):
dm.feature_names = ["bar"] * (data.shape[1] - 2) + ["a", "b"]
dm.feature_types = list('qiqiq')
assert dm.feature_types == list('qiqiq')
dm.feature_types = list("qiqiq")
assert dm.feature_types == list("qiqiq")
with pytest.raises(ValueError):
dm.feature_types = list('abcde')
dm.feature_types = list("abcde")
# reset
dm.feature_names = None
@ -240,20 +248,23 @@ class TestDMatrix:
data = np.random.randn(100, 5)
target = np.array([0, 1] * 50)
cases = [['Feature1', 'Feature2', 'Feature3', 'Feature4', 'Feature5'],
[u'要因1', u'要因2', u'要因3', u'要因4', u'要因5']]
cases = [
["Feature1", "Feature2", "Feature3", "Feature4", "Feature5"],
["要因1", "要因2", "要因3", "要因4", "要因5"],
]
for features in cases:
dm = xgb.DMatrix(data, label=target,
feature_names=features)
dm = xgb.DMatrix(data, label=target, feature_names=features)
assert dm.feature_names == features
assert dm.num_row() == 100
assert dm.num_col() == 5
params = {'objective': 'multi:softprob',
'eval_metric': 'mlogloss',
'eta': 0.3,
'num_class': 3}
params = {
"objective": "multi:softprob",
"eval_metric": "mlogloss",
"eta": 0.3,
"num_class": 3,
}
bst = xgb.train(params, dm, num_boost_round=10)
scores = bst.get_fscore()
@ -264,22 +275,19 @@ class TestDMatrix:
bst.predict(dm)
# different feature name must raises error
dm = xgb.DMatrix(dummy, feature_names=list('abcde'))
dm = xgb.DMatrix(dummy, feature_names=list("abcde"))
with pytest.raises(ValueError):
bst.predict(dm)
@pytest.mark.skipif(**tm.no_pandas())
def test_save_binary(self):
import pandas as pd
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, 'm.dmatrix')
data = pd.DataFrame({
"a": [0, 1],
"b": [2, 3],
"c": [4, 5]
})
path = os.path.join(tmpdir, "m.dmatrix")
data = pd.DataFrame({"a": [0, 1], "b": [2, 3], "c": [4, 5]})
m0 = xgb.DMatrix(data.loc[:, ["a", "b"]], data["c"])
assert m0.feature_names == ['a', 'b']
assert m0.feature_names == ["a", "b"]
m0.save_binary(path)
m1 = xgb.DMatrix(path)
assert m0.feature_names == m1.feature_names
@ -287,10 +295,10 @@ class TestDMatrix:
def test_get_info(self):
dtrain, _ = tm.load_agaricus(__file__)
dtrain.get_float_info('label')
dtrain.get_float_info('weight')
dtrain.get_float_info('base_margin')
dtrain.get_uint_info('group_ptr')
dtrain.get_float_info("label")
dtrain.get_float_info("weight")
dtrain.get_float_info("base_margin")
dtrain.get_uint_info("group_ptr")
group_len = np.array([2, 3, 4])
dtrain.set_group(group_len)
@ -305,7 +313,7 @@ class TestDMatrix:
Xy = xgb.DMatrix(X, y)
Xy.set_info(qid=qid)
group_ptr = Xy.get_uint_info('group_ptr')
group_ptr = Xy.get_uint_info("group_ptr")
assert group_ptr[0] == 0
assert group_ptr[-1] == rows
@ -317,11 +325,11 @@ class TestDMatrix:
X = rng.randn(kRows, kCols)
m = xgb.DMatrix(X)
m.set_info(feature_weights=fw)
np.testing.assert_allclose(fw, m.get_float_info('feature_weights'))
np.testing.assert_allclose(fw, m.get_float_info("feature_weights"))
# Handle empty
m.set_info(feature_weights=np.empty((0, )))
m.set_info(feature_weights=np.empty((0,)))
assert m.get_float_info('feature_weights').shape[0] == 0
assert m.get_float_info("feature_weights").shape[0] == 0
fw -= 1
@ -331,13 +339,13 @@ class TestDMatrix:
def test_sparse_dmatrix_csr(self):
nrow = 100
ncol = 1000
x = rand(nrow, ncol, density=0.0005, format='csr', random_state=rng)
x = rand(nrow, ncol, density=0.0005, format="csr", random_state=rng)
assert x.indices.max() < ncol
x.data[:] = 1
dtrain = xgb.DMatrix(x, label=rng.binomial(1, 0.3, nrow))
assert (dtrain.num_row(), dtrain.num_col()) == (nrow, ncol)
watchlist = [(dtrain, 'train')]
param = {'max_depth': 3, 'objective': 'binary:logistic', 'verbosity': 0}
watchlist = [(dtrain, "train")]
param = {"max_depth": 3, "objective": "binary:logistic", "verbosity": 0}
bst = xgb.train(param, dtrain, 5, watchlist)
bst.predict(dtrain)
@ -369,13 +377,13 @@ class TestDMatrix:
def test_sparse_dmatrix_csc(self):
nrow = 1000
ncol = 100
x = rand(nrow, ncol, density=0.0005, format='csc', random_state=rng)
x = rand(nrow, ncol, density=0.0005, format="csc", random_state=rng)
assert x.indices.max() < nrow - 1
x.data[:] = 1
dtrain = xgb.DMatrix(x, label=rng.binomial(1, 0.3, nrow))
assert (dtrain.num_row(), dtrain.num_col()) == (nrow, ncol)
watchlist = [(dtrain, 'train')]
param = {'max_depth': 3, 'objective': 'binary:logistic', 'verbosity': 0}
watchlist = [(dtrain, "train")]
param = {"max_depth": 3, "objective": "binary:logistic", "verbosity": 0}
bst = xgb.train(param, dtrain, 5, watchlist)
bst.predict(dtrain)
@ -389,6 +397,7 @@ class TestDMatrix:
xgb.DMatrix(d)
from scipy import sparse
rng = np.random.RandomState(1994)
X = rng.rand(10, 10)
y = rng.rand(10)
@ -402,7 +411,7 @@ class TestDMatrix:
n_features = 10
X, y = tm.make_categorical(10, n_features, n_categories=4, onehot=False)
X = X.values.astype(np.float32)
feature_types = ['c'] * n_features
feature_types = ["c"] * n_features
assert isinstance(X, np.ndarray)
Xy = xgb.DMatrix(X, y, feature_types=feature_types)
@ -410,10 +419,11 @@ class TestDMatrix:
def test_scipy_categorical(self):
from scipy import sparse
n_features = 10
X, y = tm.make_categorical(10, n_features, n_categories=4, onehot=False)
X = X.values.astype(np.float32)
feature_types = ['c'] * n_features
feature_types = ["c"] * n_features
X[1, 3] = np.NAN
X[2, 4] = np.NAN
@ -433,7 +443,7 @@ class TestDMatrix:
np.testing.assert_equal(np.array(Xy.feature_types), np.array(feature_types))
def test_uri_categorical(self):
path = os.path.join(dpath, 'agaricus.txt.train')
path = os.path.join(dpath, "agaricus.txt.train")
feature_types = ["q"] * 5 + ["c"] + ["q"] * 120
Xy = xgb.DMatrix(
path + "?indexing_mode=1&format=libsvm", feature_types=feature_types
@ -471,6 +481,7 @@ class TestDMatrix:
assert tm.predictor_equal(m0, m1)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
class TestDMatrixColumnSplit:
def test_numpy(self):
def verify_numpy():
@ -487,14 +498,22 @@ class TestDMatrixColumnSplit:
def verify_numpy_feature_names():
world_size = xgb.collective.get_world_size()
data = np.random.randn(5, 5)
feature_names = [f'feature{x}' for x in range(5)]
feature_types = ['float'] * 5
dm = xgb.DMatrix(data, feature_names=feature_names, feature_types=feature_types,
data_split_mode=DataSplitMode.COL)
feature_names = [f"feature{x}" for x in range(5)]
feature_types = ["float"] * 5
dm = xgb.DMatrix(
data,
feature_names=feature_names,
feature_types=feature_types,
data_split_mode=DataSplitMode.COL,
)
assert dm.num_row() == 5
assert dm.num_col() == 5 * world_size
assert len(dm.feature_names) == 5 * world_size
assert dm.feature_names == tm.column_split_feature_names(
feature_names, world_size
)
assert len(dm.feature_types) == 5 * world_size
assert dm.feature_types == ["float"] * 5 * world_size
tm.run_with_rabit(world_size=3, test_fn=verify_numpy_feature_names)
@ -534,6 +553,23 @@ class TestDMatrixColumnSplit:
tm.run_with_rabit(world_size=3, test_fn=verify_coo)
def test_uri(self):
def verify_uri():
rank = xgb.collective.get_rank()
data = np.random.rand(5, 5)
filename = f"test_data_{rank}.csv"
with open(filename, mode="w", newline="") as file:
writer = csv.writer(file)
for row in data:
writer.writerow(row)
dtrain = xgb.DMatrix(
f"{filename}?format=csv", data_split_mode=DataSplitMode.COL
)
assert dtrain.num_row() == 5
assert dtrain.num_col() == 5 * xgb.collective.get_world_size()
tm.run_with_rabit(world_size=3, test_fn=verify_uri)
def test_list(self):
def verify_list():
data = [
@ -541,7 +577,7 @@ class TestDMatrixColumnSplit:
[6, 7, 8, 9, 10],
[11, 12, 13, 14, 15],
[16, 17, 18, 19, 20],
[21, 22, 23, 24, 25]
[21, 22, 23, 24, 25],
]
dm = xgb.DMatrix(data, data_split_mode=DataSplitMode.COL)
assert dm.num_row() == 5
@ -556,7 +592,7 @@ class TestDMatrixColumnSplit:
(6, 7, 8, 9, 10),
(11, 12, 13, 14, 15),
(16, 17, 18, 19, 20),
(21, 22, 23, 24, 25)
(21, 22, 23, 24, 25),
)
dm = xgb.DMatrix(data, data_split_mode=DataSplitMode.COL)
assert dm.num_row() == 5

View File

@ -1,6 +1,5 @@
import os
import sys
import unittest
import numpy as np
import pytest
@ -101,6 +100,7 @@ class TestArrowTable:
np.testing.assert_equal(y_np_low, y_lower_bound.to_pandas().values)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
class TestArrowTableColumnSplit:
def test_arrow_table(self):
def verify_arrow_table():

View File

@ -1,3 +1,4 @@
import sys
from typing import Type
import numpy as np
@ -6,6 +7,7 @@ from test_dmatrix import set_base_margin_info
import xgboost as xgb
from xgboost import testing as tm
from xgboost.core import DataSplitMode
from xgboost.testing.data import pd_arrow_dtypes, pd_dtypes
try:
@ -17,114 +19,194 @@ except ImportError:
pytestmark = pytest.mark.skipif(**tm.no_pandas())
dpath = 'demo/data/'
dpath = "demo/data/"
rng = np.random.RandomState(1994)
class TestPandas:
def test_pandas(self):
df = pd.DataFrame([[1, 2., True], [2, 3., False]],
columns=['a', 'b', 'c'])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
assert dm.feature_names == ['a', 'b', 'c']
assert dm.feature_types == ['int', 'float', 'i']
def test_pandas(self, data_split_mode=DataSplitMode.ROW):
world_size = xgb.collective.get_world_size()
df = pd.DataFrame([[1, 2.0, True], [2, 3.0, False]], columns=["a", "b", "c"])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]), data_split_mode=data_split_mode)
assert dm.num_row() == 2
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["a", "b", "c"]
assert dm.feature_types == ["int", "float", "i"]
assert dm.num_col() == 3
else:
assert dm.feature_names == tm.column_split_feature_names(
["a", "b", "c"], world_size
)
assert dm.feature_types == ["int", "float", "i"] * world_size
assert dm.num_col() == 3 * world_size
np.testing.assert_array_equal(dm.get_label(), np.array([1, 2]))
# overwrite feature_names and feature_types
dm = xgb.DMatrix(df, label=pd.Series([1, 2]),
feature_names=['x', 'y', 'z'],
feature_types=['q', 'q', 'q'])
assert dm.feature_names == ['x', 'y', 'z']
assert dm.feature_types == ['q', 'q', 'q']
dm = xgb.DMatrix(
df,
label=pd.Series([1, 2]),
feature_names=["x", "y", "z"],
feature_types=["q", "q", "q"],
data_split_mode=data_split_mode,
)
assert dm.num_row() == 2
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["x", "y", "z"]
assert dm.feature_types == ["q", "q", "q"]
assert dm.num_col() == 3
else:
assert dm.feature_names == tm.column_split_feature_names(
["x", "y", "z"], world_size
)
assert dm.feature_types == ["q", "q", "q"] * world_size
assert dm.num_col() == 3 * world_size
# incorrect dtypes
df = pd.DataFrame([[1, 2., 'x'], [2, 3., 'y']],
columns=['a', 'b', 'c'])
df = pd.DataFrame([[1, 2.0, "x"], [2, 3.0, "y"]], columns=["a", "b", "c"])
with pytest.raises(ValueError):
xgb.DMatrix(df)
xgb.DMatrix(df, data_split_mode=data_split_mode)
# numeric columns
df = pd.DataFrame([[1, 2., True], [2, 3., False]])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
assert dm.feature_names == ['0', '1', '2']
assert dm.feature_types == ['int', 'float', 'i']
df = pd.DataFrame([[1, 2.0, True], [2, 3.0, False]])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]), data_split_mode=data_split_mode)
assert dm.num_row() == 2
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["0", "1", "2"]
assert dm.feature_types == ["int", "float", "i"]
assert dm.num_col() == 3
else:
assert dm.feature_names == tm.column_split_feature_names(
["0", "1", "2"], world_size
)
assert dm.feature_types == ["int", "float", "i"] * world_size
assert dm.num_col() == 3 * world_size
np.testing.assert_array_equal(dm.get_label(), np.array([1, 2]))
df = pd.DataFrame([[1, 2., 1], [2, 3., 1]], columns=[4, 5, 6])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
assert dm.feature_names == ['4', '5', '6']
assert dm.feature_types == ['int', 'float', 'int']
df = pd.DataFrame([[1, 2.0, 1], [2, 3.0, 1]], columns=[4, 5, 6])
dm = xgb.DMatrix(df, label=pd.Series([1, 2]), data_split_mode=data_split_mode)
assert dm.num_row() == 2
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["4", "5", "6"]
assert dm.feature_types == ["int", "float", "int"]
assert dm.num_col() == 3
else:
assert dm.feature_names == tm.column_split_feature_names(
["4", "5", "6"], world_size
)
assert dm.feature_types == ["int", "float", "int"] * world_size
assert dm.num_col() == 3 * world_size
df = pd.DataFrame({'A': ['X', 'Y', 'Z'], 'B': [1, 2, 3]})
df = pd.DataFrame({"A": ["X", "Y", "Z"], "B": [1, 2, 3]})
dummies = pd.get_dummies(df)
# B A_X A_Y A_Z
# 0 1 1 0 0
# 1 2 0 1 0
# 2 3 0 0 1
result, _, _ = xgb.data._transform_pandas_df(dummies,
enable_categorical=False)
exp = np.array([[1., 1., 0., 0.],
[2., 0., 1., 0.],
[3., 0., 0., 1.]])
result, _, _ = xgb.data._transform_pandas_df(dummies, enable_categorical=False)
exp = np.array(
[[1.0, 1.0, 0.0, 0.0], [2.0, 0.0, 1.0, 0.0], [3.0, 0.0, 0.0, 1.0]]
)
np.testing.assert_array_equal(result, exp)
dm = xgb.DMatrix(dummies)
assert dm.feature_names == ['B', 'A_X', 'A_Y', 'A_Z']
dm = xgb.DMatrix(dummies, data_split_mode=data_split_mode)
assert dm.num_row() == 3
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["B", "A_X", "A_Y", "A_Z"]
if int(pd.__version__[0]) >= 2:
assert dm.feature_types == ['int', 'i', 'i', 'i']
assert dm.feature_types == ["int", "i", "i", "i"]
else:
assert dm.feature_types == ['int', 'int', 'int', 'int']
assert dm.num_row() == 3
assert dm.feature_types == ["int", "int", "int", "int"]
assert dm.num_col() == 4
else:
assert dm.feature_names == tm.column_split_feature_names(
["B", "A_X", "A_Y", "A_Z"], world_size
)
if int(pd.__version__[0]) >= 2:
assert dm.feature_types == ["int", "i", "i", "i"] * world_size
else:
assert dm.feature_types == ["int", "int", "int", "int"] * world_size
assert dm.num_col() == 4 * world_size
df = pd.DataFrame({'A=1': [1, 2, 3], 'A=2': [4, 5, 6]})
dm = xgb.DMatrix(df)
assert dm.feature_names == ['A=1', 'A=2']
assert dm.feature_types == ['int', 'int']
df = pd.DataFrame({"A=1": [1, 2, 3], "A=2": [4, 5, 6]})
dm = xgb.DMatrix(df, data_split_mode=data_split_mode)
assert dm.num_row() == 3
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["A=1", "A=2"]
assert dm.feature_types == ["int", "int"]
assert dm.num_col() == 2
else:
assert dm.feature_names == tm.column_split_feature_names(
["A=1", "A=2"], world_size
)
assert dm.feature_types == ["int", "int"] * world_size
assert dm.num_col() == 2 * world_size
df_int = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=[9, 10])
dm_int = xgb.DMatrix(df_int)
dm_int = xgb.DMatrix(df_int, data_split_mode=data_split_mode)
df_range = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=range(9, 11, 1))
dm_range = xgb.DMatrix(df_range)
assert dm_int.feature_names == ['9', '10'] # assert not "9 "
dm_range = xgb.DMatrix(df_range, data_split_mode=data_split_mode)
if data_split_mode == DataSplitMode.ROW:
assert dm_int.feature_names == ["9", "10"] # assert not "9 "
else:
assert dm_int.feature_names == tm.column_split_feature_names(
["9", "10"], world_size
)
assert dm_int.feature_names == dm_range.feature_names
# test MultiIndex as columns
df = pd.DataFrame(
[
(1, 2, 3, 4, 5, 6),
(6, 5, 4, 3, 2, 1)
],
columns=pd.MultiIndex.from_tuples((
('a', 1), ('a', 2), ('a', 3),
('b', 1), ('b', 2), ('b', 3),
))
[(1, 2, 3, 4, 5, 6), (6, 5, 4, 3, 2, 1)],
columns=pd.MultiIndex.from_tuples(
(
("a", 1),
("a", 2),
("a", 3),
("b", 1),
("b", 2),
("b", 3),
)
dm = xgb.DMatrix(df)
assert dm.feature_names == ['a 1', 'a 2', 'a 3', 'b 1', 'b 2', 'b 3']
assert dm.feature_types == ['int', 'int', 'int', 'int', 'int', 'int']
),
)
dm = xgb.DMatrix(df, data_split_mode=data_split_mode)
assert dm.num_row() == 2
if data_split_mode == DataSplitMode.ROW:
assert dm.feature_names == ["a 1", "a 2", "a 3", "b 1", "b 2", "b 3"]
assert dm.feature_types == ["int", "int", "int", "int", "int", "int"]
assert dm.num_col() == 6
else:
assert dm.feature_names == tm.column_split_feature_names(
["a 1", "a 2", "a 3", "b 1", "b 2", "b 3"], world_size
)
assert (
dm.feature_types
== ["int", "int", "int", "int", "int", "int"] * world_size
)
assert dm.num_col() == 6 * world_size
# test Index as columns
df = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=pd.Index([1, 2]))
Xy = xgb.DMatrix(df)
Xy = xgb.DMatrix(df, data_split_mode=data_split_mode)
if data_split_mode == DataSplitMode.ROW:
np.testing.assert_equal(np.array(Xy.feature_names), np.array(["1", "2"]))
else:
np.testing.assert_equal(
np.array(Xy.feature_names),
np.array(tm.column_split_feature_names(["1", "2"], world_size)),
)
# test pandas series
data_series = pd.Series([1, 2, 3, 4, 5])
dm = xgb.DMatrix(data_series, data_split_mode=data_split_mode)
assert dm.num_row() == 5
if data_split_mode == DataSplitMode.ROW:
assert dm.num_col() == 1
else:
assert dm.num_col() == 1 * world_size
def test_slice(self):
rng = np.random.RandomState(1994)
rows = 100
X = rng.randint(3, 7, size=rows)
X = pd.DataFrame({'f0': X})
X = pd.DataFrame({"f0": X})
y = rng.randn(rows)
ridxs = [1, 2, 3, 4, 5, 6]
m = xgb.DMatrix(X, y)
@ -132,15 +214,16 @@ class TestPandas:
assert m.feature_types == sliced.feature_types
def test_pandas_categorical(self):
def test_pandas_categorical(self, data_split_mode=DataSplitMode.ROW):
world_size = xgb.collective.get_world_size()
rng = np.random.RandomState(1994)
rows = 100
X = rng.randint(3, 7, size=rows)
X = pd.Series(X, dtype="category")
X = pd.DataFrame({'f0': X})
X = pd.DataFrame({"f0": X})
y = rng.randn(rows)
m = xgb.DMatrix(X, y, enable_categorical=True)
assert m.feature_types[0] == 'c'
m = xgb.DMatrix(X, y, enable_categorical=True, data_split_mode=data_split_mode)
assert m.feature_types[0] == "c"
X_0 = ["f", "o", "o"]
X_1 = [4, 3, 2]
@ -159,22 +242,29 @@ class TestPandas:
assert not np.any(arr == -1.0)
X = X["f0"]
y = y[:X.shape[0]]
y = y[: X.shape[0]]
with pytest.raises(ValueError, match=r".*enable_categorical.*"):
xgb.DMatrix(X, y)
xgb.DMatrix(X, y, data_split_mode=data_split_mode)
Xy = xgb.DMatrix(X, y, enable_categorical=True)
Xy = xgb.DMatrix(X, y, enable_categorical=True, data_split_mode=data_split_mode)
assert Xy.num_row() == 3
if data_split_mode == DataSplitMode.ROW:
assert Xy.num_col() == 1
else:
assert Xy.num_col() == 1 * world_size
def test_pandas_sparse(self):
import pandas as pd
rows = 100
X = pd.DataFrame(
{"A": pd.arrays.SparseArray(np.random.randint(0, 10, size=rows)),
{
"A": pd.arrays.SparseArray(np.random.randint(0, 10, size=rows)),
"B": pd.arrays.SparseArray(np.random.randn(rows)),
"C": pd.arrays.SparseArray(np.random.permutation(
[True, False] * (rows // 2)))}
"C": pd.arrays.SparseArray(
np.random.permutation([True, False] * (rows // 2))
),
}
)
y = pd.Series(pd.arrays.SparseArray(np.random.randn(rows)))
dtrain = xgb.DMatrix(X, y)
@ -183,27 +273,36 @@ class TestPandas:
predt_dense = booster.predict(xgb.DMatrix(X.sparse.to_dense()))
np.testing.assert_allclose(predt_sparse, predt_dense)
def test_pandas_label(self):
def test_pandas_label(self, data_split_mode=DataSplitMode.ROW):
world_size = xgb.collective.get_world_size()
# label must be a single column
df = pd.DataFrame({'A': ['X', 'Y', 'Z'], 'B': [1, 2, 3]})
df = pd.DataFrame({"A": ["X", "Y", "Z"], "B": [1, 2, 3]})
with pytest.raises(ValueError):
xgb.data._transform_pandas_df(df, False, None, None, 'label', 'float')
xgb.data._transform_pandas_df(df, False, None, None, "label", "float")
# label must be supported dtype
df = pd.DataFrame({'A': np.array(['a', 'b', 'c'], dtype=object)})
df = pd.DataFrame({"A": np.array(["a", "b", "c"], dtype=object)})
with pytest.raises(ValueError):
xgb.data._transform_pandas_df(df, False, None, None, 'label', 'float')
xgb.data._transform_pandas_df(df, False, None, None, "label", "float")
df = pd.DataFrame({'A': np.array([1, 2, 3], dtype=int)})
result, _, _ = xgb.data._transform_pandas_df(df, False, None, None,
'label', 'float')
np.testing.assert_array_equal(result, np.array([[1.], [2.], [3.]],
dtype=float))
dm = xgb.DMatrix(np.random.randn(3, 2), label=df)
df = pd.DataFrame({"A": np.array([1, 2, 3], dtype=int)})
result, _, _ = xgb.data._transform_pandas_df(
df, False, None, None, "label", "float"
)
np.testing.assert_array_equal(
result, np.array([[1.0], [2.0], [3.0]], dtype=float)
)
dm = xgb.DMatrix(
np.random.randn(3, 2), label=df, data_split_mode=data_split_mode
)
assert dm.num_row() == 3
if data_split_mode == DataSplitMode.ROW:
assert dm.num_col() == 2
else:
assert dm.num_col() == 2 * world_size
def test_pandas_weight(self):
def test_pandas_weight(self, data_split_mode=DataSplitMode.ROW):
world_size = xgb.collective.get_world_size()
kRows = 32
kCols = 8
@ -211,11 +310,13 @@ class TestPandas:
y = np.random.randn(kRows)
w = np.random.uniform(size=kRows).astype(np.float32)
w_pd = pd.DataFrame(w)
data = xgb.DMatrix(X, y, weight=w_pd)
data = xgb.DMatrix(X, y, weight=w_pd, data_split_mode=data_split_mode)
assert data.num_row() == kRows
if data_split_mode == DataSplitMode.ROW:
assert data.num_col() == kCols
else:
assert data.num_col() == kCols * world_size
np.testing.assert_array_equal(data.get_weight(), w)
def test_base_margin(self):
@ -223,81 +324,128 @@ class TestPandas:
def test_cv_as_pandas(self):
dm, _ = tm.load_agaricus(__file__)
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': 'error'}
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
"eval_metric": "error",
}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10)
assert isinstance(cv, pd.DataFrame)
exp = pd.Index([u'test-error-mean', u'test-error-std',
u'train-error-mean', u'train-error-std'])
exp = pd.Index(
["test-error-mean", "test-error-std", "train-error-mean", "train-error-std"]
)
assert len(cv.columns.intersection(exp)) == 4
# show progress log (result is the same as above)
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
verbose_eval=True)
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, verbose_eval=True)
assert isinstance(cv, pd.DataFrame)
exp = pd.Index([u'test-error-mean', u'test-error-std',
u'train-error-mean', u'train-error-std'])
exp = pd.Index(
["test-error-mean", "test-error-std", "train-error-mean", "train-error-std"]
)
assert len(cv.columns.intersection(exp)) == 4
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
verbose_eval=True, show_stdv=False)
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, verbose_eval=True, show_stdv=False
)
assert isinstance(cv, pd.DataFrame)
exp = pd.Index([u'test-error-mean', u'test-error-std',
u'train-error-mean', u'train-error-std'])
exp = pd.Index(
["test-error-mean", "test-error-std", "train-error-mean", "train-error-std"]
)
assert len(cv.columns.intersection(exp)) == 4
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': 'auc'}
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
"eval_metric": "auc",
}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, as_pandas=True)
assert 'eval_metric' in params
assert 'auc' in cv.columns[0]
assert "eval_metric" in params
assert "auc" in cv.columns[0]
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': ['auc']}
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
"eval_metric": ["auc"],
}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, as_pandas=True)
assert 'eval_metric' in params
assert 'auc' in cv.columns[0]
assert "eval_metric" in params
assert "auc" in cv.columns[0]
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': ['auc']}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, early_stopping_rounds=1)
assert 'eval_metric' in params
assert 'auc' in cv.columns[0]
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
"eval_metric": ["auc"],
}
cv = xgb.cv(
params,
dm,
num_boost_round=10,
nfold=10,
as_pandas=True,
early_stopping_rounds=1,
)
assert "eval_metric" in params
assert "auc" in cv.columns[0]
assert cv.shape[0] < 10
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic'}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, metrics='auc')
assert 'auc' in cv.columns[0]
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
}
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, as_pandas=True, metrics="auc"
)
assert "auc" in cv.columns[0]
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic'}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, metrics=['auc'])
assert 'auc' in cv.columns[0]
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
}
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, as_pandas=True, metrics=["auc"]
)
assert "auc" in cv.columns[0]
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': ['auc']}
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, metrics='error')
assert 'eval_metric' in params
assert 'auc' not in cv.columns[0]
assert 'error' in cv.columns[0]
params = {
"max_depth": 2,
"eta": 1,
"verbosity": 0,
"objective": "binary:logistic",
"eval_metric": ["auc"],
}
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, as_pandas=True, metrics="error"
)
assert "eval_metric" in params
assert "auc" not in cv.columns[0]
assert "error" in cv.columns[0]
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, metrics=['error'])
assert 'eval_metric' in params
assert 'auc' not in cv.columns[0]
assert 'error' in cv.columns[0]
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, as_pandas=True, metrics=["error"]
)
assert "eval_metric" in params
assert "auc" not in cv.columns[0]
assert "error" in cv.columns[0]
params = list(params.items())
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
as_pandas=True, metrics=['error'])
cv = xgb.cv(
params, dm, num_boost_round=10, nfold=10, as_pandas=True, metrics=["error"]
)
assert isinstance(params, list)
assert 'auc' not in cv.columns[0]
assert 'error' in cv.columns[0]
assert "auc" not in cv.columns[0]
assert "error" in cv.columns[0]
@pytest.mark.parametrize("DMatrixT", [xgb.DMatrix, xgb.QuantileDMatrix])
def test_nullable_type(self, DMatrixT) -> None:
@ -358,3 +506,60 @@ class TestPandas:
if y is not None:
np.testing.assert_allclose(m_orig.get_label(), m_etype.get_label())
np.testing.assert_allclose(m_etype.get_label(), y.values)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
def test_pandas_column_split(self):
tm.run_with_rabit(
world_size=3, test_fn=self.test_pandas, data_split_mode=DataSplitMode.COL
)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
def test_pandas_categorical_column_split(self):
tm.run_with_rabit(
world_size=3,
test_fn=self.test_pandas_categorical,
data_split_mode=DataSplitMode.COL,
)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
def test_pandas_sparse_column_split(self):
rows = 100
X = pd.DataFrame(
{
"A": pd.arrays.SparseArray(np.random.randint(0, 10, size=rows)),
"B": pd.arrays.SparseArray(np.random.randn(rows)),
"C": pd.arrays.SparseArray(
np.random.permutation([True, False] * (rows // 2))
),
}
)
y = pd.Series(pd.arrays.SparseArray(np.random.randn(rows)))
def verify_pandas_sparse():
dtrain = xgb.DMatrix(X, y, data_split_mode=DataSplitMode.COL)
booster = xgb.train({}, dtrain, num_boost_round=4)
predt_sparse = booster.predict(
xgb.DMatrix(X, data_split_mode=DataSplitMode.COL)
)
predt_dense = booster.predict(
xgb.DMatrix(X.sparse.to_dense(), data_split_mode=DataSplitMode.COL)
)
np.testing.assert_allclose(predt_sparse, predt_dense)
tm.run_with_rabit(world_size=3, test_fn=verify_pandas_sparse)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
def test_pandas_label_column_split(self):
tm.run_with_rabit(
world_size=3,
test_fn=self.test_pandas_label,
data_split_mode=DataSplitMode.COL,
)
@pytest.mark.skipif(tm.is_windows(), reason="Rabit does not run on windows")
def test_pandas_weight_column_split(self):
tm.run_with_rabit(
world_size=3,
test_fn=self.test_pandas_weight,
data_split_mode=DataSplitMode.COL,
)