Added trees_to_df() method for Booster class (#4153)

* add test_parse_tree.py to tests/python

* Fix formatting

* Fix pylint error

* Ignore 'no member' error for Pandas dataframe

python-package/xgboost/core.py

@@ -913,6 +913,7 @@ class DMatrix(object):
 
 
 class Booster(object):
+    # pylint: disable=too-many-public-methods
     """A Booster of XGBoost.
 
     Booster is the model of xgboost, that contains low level routines for
@@ -1578,6 +1579,91 @@ class Booster(object):
 
             return gmap
 
+    def trees_to_dataframe(self, fmap=''):
+        """Parse a boosted tree model text dump into a pandas DataFrame structure.
+
+        This feature is only defined when the decision tree model is chosen as base
+        learner (`booster in {gbtree, dart}`). It is not defined for other base learner
+        types, such as linear learners (`booster=gblinear`).
+
+        Parameters
+        ----------
+        fmap: str (optional)
+           The name of feature map file.
+        """
+        # pylint: disable=too-many-locals
+        if not PANDAS_INSTALLED:
+            raise Exception(('pandas must be available to use this method.'
+                             'Install pandas before calling again.'))
+
+        if getattr(self, 'booster', None) is not None and self.booster not in {'gbtree', 'dart'}:
+            raise ValueError('This method is not defined for Booster type {}'
+                             .format(self.booster))
+
+        tree_ids = []
+        node_ids = []
+        fids = []
+        splits = []
+        y_directs = []
+        n_directs = []
+        missings = []
+        gains = []
+        covers = []
+
+        trees = self.get_dump(fmap, with_stats=True)
+        for i, tree in enumerate(trees):
+            for line in tree.split('\n'):
+                arr = line.split('[')
+                # Leaf node
+                if len(arr) == 1:
+                    # Last element of line.split is an empy string
+                    if arr == ['']:
+                        continue
+                    # parse string
+                    parse = arr[0].split(':')
+                    stats = re.split('=|,', parse[1])
+
+                    # append to lists
+                    tree_ids.append(i)
+                    node_ids.append(int(re.findall(r'\b\d+\b', parse[0])[0]))
+                    fids.append('Leaf')
+                    splits.append(float('NAN'))
+                    y_directs.append(float('NAN'))
+                    n_directs.append(float('NAN'))
+                    missings.append(float('NAN'))
+                    gains.append(float(stats[1]))
+                    covers.append(float(stats[3]))
+                # Not a Leaf Node
+                else:
+                    # parse string
+                    fid = arr[1].split(']')
+                    parse = fid[0].split('<')
+                    stats = re.split('=|,', fid[1])
+
+                    # append to lists
+                    tree_ids.append(i)
+                    node_ids.append(int(re.findall(r'\b\d+\b', arr[0])[0]))
+                    fids.append(parse[0])
+                    splits.append(float(parse[1]))
+                    str_i = str(i)
+                    y_directs.append(str_i + '-' + stats[1])
+                    n_directs.append(str_i + '-' + stats[3])
+                    missings.append(str_i + '-' + stats[5])
+                    gains.append(float(stats[7]))
+                    covers.append(float(stats[9]))
+
+        ids = [str(t_id) + '-' + str(n_id) for t_id, n_id in zip(tree_ids, node_ids)]
+        df = DataFrame({'Tree': tree_ids, 'Node': node_ids, 'ID': ids,
+                        'Feature': fids, 'Split': splits, 'Yes': y_directs,
+                        'No': n_directs, 'Missing': missings, 'Gain': gains,
+                        'Cover': covers})
+
+        if callable(getattr(df, 'sort_values', None)):
+            # pylint: disable=no-member
+            return df.sort_values(['Tree', 'Node']).reset_index(drop=True)
+        # pylint: disable=no-member
+        return df.sort(['Tree', 'Node']).reset_index(drop=True)
+
     def _validate_features(self, data):
         """
         Validate Booster and data's feature_names are identical.