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[TREE] add interaction constraints (#3466)

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* add interaction constraints

* enable both interaction and monotonic constraints at the same time

* fix lint

* add R test, fix lint, update demo

* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping

* Add Python test for interaction constraints

* make R interaction constraints parameter based on feature index instead of column names, fix R coding style

* Fix lint

* Add BlueTea88 to CONTRIBUTORS.md

* Short circuit when no constraint is specified; address review comments

* Add tutorial for feature interaction constraints

* allow interaction constraints to be passed as string, remove redundant column_names argument

* Fix typo

* Address review comments

* Add comments to Python test
This commit is contained in:
Andrew Thia
2018-09-05 02:35:39 +10:00
committed by Philip Hyunsu Cho
parent dee0b69674
commit 9254c58e4d
12 changed files with 581 additions and 3 deletions
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13
R-package/R/utils.R
View File

@@ -74,6 +74,19 @@ check.booster.params <- function(params, ...) {
params[['monotone_constraints']] = vec2str
}
# interaction constraints parser (convert from list of column indices to string)
if (!is.null(params[['interaction_constraints']]) &&
typeof(params[['interaction_constraints']]) != "character"){
# check input class
if (class(params[['interaction_constraints']]) != 'list') stop('interaction_constraints should be class list')
if (!all(unique(sapply(params[['interaction_constraints']], class)) %in% c('numeric','integer'))) {
stop('interaction_constraints should be a list of numeric/integer vectors')
}
# recast parameter as string
interaction_constraints <- sapply(params[['interaction_constraints']], function(x) paste0('[', paste(x, collapse=','), ']'))
params[['interaction_constraints']] <- paste0('[', paste(interaction_constraints, collapse=','), ']')
}
return(params)
}

1
R-package/R/xgb.train.R
View File

@@ -26,6 +26,7 @@
#' \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
#' \item \code{num_parallel_tree} Experimental parameter. number of trees to grow per round. Useful to test Random Forest through Xgboost (set \code{colsample_bytree < 1}, \code{subsample < 1} and \code{round = 1}) accordingly. Default: 1
#' \item \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length equals to the number of features in the training data. \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.
#' \item \code{interaction_constraints} A list of vectors specifying feature indices of permitted interactions. Each item of the list represents one permitted interaction where specified features are allowed to interact with each other. Feature index values should start from \code{0} (\code{0} references the first column). Leave argument unspecified for no interaction constraints.
#' }
#'
#' 2.2. Parameter for Linear Booster