[dask] Random forest estimators (#6602)

This commit is contained in:
Jiaming Yuan
2021-01-13 20:59:20 +08:00
committed by GitHub
parent 0027220aa0
commit 89a00a5866
4 changed files with 192 additions and 84 deletions

View File

@@ -34,7 +34,7 @@ from xgboost.dask import DaskDMatrix
if hasattr(HealthCheck, 'function_scoped_fixture'):
suppress = [HealthCheck.function_scoped_fixture]
else:
suppress = hypothesis.utils.conventions.not_set
suppress = hypothesis.utils.conventions.not_set # type:ignore
kRows = 1000
@@ -264,100 +264,127 @@ def test_dask_missing_value_cls() -> None:
assert hasattr(cls, 'missing')
def test_dask_regressor() -> None:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y, w = generate_array(with_weights=True)
regressor = xgb.dask.DaskXGBRegressor(verbosity=1, n_estimators=2)
assert regressor._estimator_type == "regressor"
assert sklearn.base.is_regressor(regressor)
@pytest.mark.parametrize("model", ["boosting", "rf"])
def test_dask_regressor(model: str, client: "Client") -> None:
X, y, w = generate_array(with_weights=True)
if model == "boosting":
regressor = xgb.dask.DaskXGBRegressor(verbosity=1, n_estimators=2)
else:
regressor = xgb.dask.DaskXGBRFRegressor(verbosity=1, n_estimators=2)
regressor.set_params(tree_method='hist')
regressor.client = client
regressor.fit(X, y, sample_weight=w, eval_set=[(X, y)])
prediction = regressor.predict(X)
assert regressor._estimator_type == "regressor"
assert sklearn.base.is_regressor(regressor)
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
regressor.set_params(tree_method='hist')
regressor.client = client
regressor.fit(X, y, sample_weight=w, eval_set=[(X, y)])
prediction = regressor.predict(X)
history = regressor.evals_result()
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
assert isinstance(prediction, da.Array)
assert isinstance(history, dict)
history = regressor.evals_result()
assert list(history['validation_0'].keys())[0] == 'rmse'
assert len(history['validation_0']['rmse']) == 2
assert isinstance(prediction, da.Array)
assert isinstance(history, dict)
assert list(history['validation_0'].keys())[0] == 'rmse'
forest = int(
json.loads(regressor.get_booster().save_config())["learner"][
"gradient_booster"
]["gbtree_train_param"]["num_parallel_tree"]
)
if model == "boosting":
assert len(history['validation_0']['rmse']) == 2
assert forest == 1
else:
assert len(history['validation_0']['rmse']) == 1
assert forest == 2
def test_dask_classifier() -> None:
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y, w = generate_array(with_weights=True)
y = (y * 10).astype(np.int32)
classifier = xgb.dask.DaskXGBClassifier(
verbosity=1, n_estimators=2, eval_metric='merror')
assert classifier._estimator_type == "classifier"
assert sklearn.base.is_classifier(classifier)
@pytest.mark.parametrize("model", ["boosting", "rf"])
def test_dask_classifier(model: str, client: "Client") -> None:
X, y, w = generate_array(with_weights=True)
y = (y * 10).astype(np.int32)
if model == "boosting":
classifier = xgb.dask.DaskXGBClassifier(
verbosity=1, n_estimators=2, eval_metric="merror"
)
else:
classifier = xgb.dask.DaskXGBRFClassifier(
verbosity=1, n_estimators=2, eval_metric="merror"
)
classifier.client = client
classifier.fit(X, y, sample_weight=w, eval_set=[(X, y)])
prediction = classifier.predict(X)
assert classifier._estimator_type == "classifier"
assert sklearn.base.is_classifier(classifier)
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
classifier.client = client
classifier.fit(X, y, sample_weight=w, eval_set=[(X, y)])
prediction = classifier.predict(X)
history = classifier.evals_result()
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
assert isinstance(prediction, da.Array)
assert isinstance(history, dict)
history = classifier.evals_result()
assert list(history.keys())[0] == 'validation_0'
assert list(history['validation_0'].keys())[0] == 'merror'
assert len(list(history['validation_0'])) == 1
assert len(history['validation_0']['merror']) == 2
assert isinstance(prediction, da.Array)
assert isinstance(history, dict)
# Test .predict_proba()
probas = classifier.predict_proba(X)
assert classifier.n_classes_ == 10
assert probas.ndim == 2
assert probas.shape[0] == kRows
assert probas.shape[1] == 10
assert list(history.keys())[0] == "validation_0"
assert list(history["validation_0"].keys())[0] == "merror"
assert len(list(history["validation_0"])) == 1
forest = int(
json.loads(classifier.get_booster().save_config())["learner"][
"gradient_booster"
]["gbtree_train_param"]["num_parallel_tree"]
)
if model == "boosting":
assert len(history["validation_0"]["merror"]) == 2
assert forest == 1
else:
assert len(history["validation_0"]["merror"]) == 1
assert forest == 2
cls_booster = classifier.get_booster()
single_node_proba = cls_booster.inplace_predict(X.compute())
# Test .predict_proba()
probas = classifier.predict_proba(X)
assert classifier.n_classes_ == 10
assert probas.ndim == 2
assert probas.shape[0] == kRows
assert probas.shape[1] == 10
np.testing.assert_allclose(single_node_proba,
probas.compute())
cls_booster = classifier.get_booster()
single_node_proba = cls_booster.inplace_predict(X.compute())
# Test with dataframe.
X_d = dd.from_dask_array(X)
y_d = dd.from_dask_array(y)
classifier.fit(X_d, y_d)
np.testing.assert_allclose(single_node_proba, probas.compute())
assert classifier.n_classes_ == 10
prediction = classifier.predict(X_d)
# Test with dataframe.
X_d = dd.from_dask_array(X)
y_d = dd.from_dask_array(y)
classifier.fit(X_d, y_d)
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
assert classifier.n_classes_ == 10
prediction = classifier.predict(X_d)
assert prediction.ndim == 1
assert prediction.shape[0] == kRows
@pytest.mark.skipif(**tm.no_sklearn())
def test_sklearn_grid_search() -> None:
def test_sklearn_grid_search(client: "Client") -> None:
from sklearn.model_selection import GridSearchCV
with LocalCluster(n_workers=kWorkers) as cluster:
with Client(cluster) as client:
X, y, _ = generate_array()
reg = xgb.dask.DaskXGBRegressor(learning_rate=0.1,
tree_method='hist')
reg.client = client
model = GridSearchCV(reg, {'max_depth': [2, 4],
'n_estimators': [5, 10]},
cv=2, verbose=1)
model.fit(X, y)
# Expect unique results for each parameter value This confirms
# sklearn is able to successfully update the parameter
means = model.cv_results_['mean_test_score']
assert len(means) == len(set(means))
X, y, _ = generate_array()
reg = xgb.dask.DaskXGBRegressor(learning_rate=0.1,
tree_method='hist')
reg.client = client
model = GridSearchCV(reg, {'max_depth': [2, 4],
'n_estimators': [5, 10]},
cv=2, verbose=1)
model.fit(X, y)
# Expect unique results for each parameter value This confirms
# sklearn is able to successfully update the parameter
means = model.cv_results_['mean_test_score']
assert len(means) == len(set(means))
def test_empty_dmatrix_training_continuation(client: "Client") -> None: