TST: Added test for models with custom objective

R-package/tests/testthat/test_custom_objective.R

@@ -0,0 +1,43 @@
+context('Test models with custom objective')
+
+require(xgboost)
+
+test_that("custom objective works", {
+  data(agaricus.train, package='xgboost')
+  data(agaricus.test, package='xgboost')
+  dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
+  dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
+  
+  watchlist <- list(eval = dtest, train = dtrain)
+  num_round <- 2
+  
+  logregobj <- function(preds, dtrain) {
+    labels <- getinfo(dtrain, "label")
+    preds <- 1/(1 + exp(-preds))
+    grad <- preds - labels
+    hess <- preds * (1 - preds)
+    return(list(grad = grad, hess = hess))
+  }
+  evalerror <- function(preds, dtrain) {
+    labels <- getinfo(dtrain, "label")
+    err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
+    return(list(metric = "error", value = err))
+  }
+  
+  param <- list(max.depth=2, eta=1, nthread = 2, silent=1, 
+                objective=logregobj, eval_metric=evalerror)
+  
+  bst <- xgb.train(param, dtrain, num_round, watchlist)
+  attr(dtrain, 'label') <- getinfo(dtrain, 'label')
+  
+  logregobjattr <- function(preds, dtrain) {
+    labels <- attr(dtrain, 'label')
+    preds <- 1/(1 + exp(-preds))
+    grad <- preds - labels
+    hess <- preds * (1 - preds)
+    return(list(grad = grad, hess = hess))
+  }
+  param <- list(max.depth=2, eta=1, nthread = 2, silent=1, 
+                objective=logregobjattr, eval_metric=evalerror)
+  bst <- xgb.train(param, dtrain, num_round, watchlist)
+})