Add new multi.tree function to R package

R-package/R/xgb.plot.multi.trees.R

@@ -0,0 +1,100 @@
+library(stringr)
+library(data.table)
+library(xgboost)
+
+#' Project all trees on one and plot it
+#'
+#' Provide a way to display on one tree all trees of the model.
+#'
+#' @importFrom data.table data.table
+#' @importFrom data.table rbindlist
+#' @importFrom data.table setnames
+#' @importFrom data.table :=
+#' @importFrom magrittr %>%
+#' @param filename_dump the path to the text file storing the model. Model dump must include the gain per feature and per tree (parameter \code{with.stats = T} in function \code{xgb.dump}).
+#' @param model dump generated by the \code{xgb.train} function. Avoid the creation of a dump file.
+#'
+#' @return Two graphs showing the distribution of the model deepness.
+#' 
+#' @details
+#' 
+#' This function tries to capture the complexity of gradient boosted tree ensembles in a cohesive way. 
+#' The goal is to improve the interpretability of the model generally seen as black box.
+#' The function is dedicated to boosting applied to trees only. It won't work on GLM.
+#' 
+#' The purpose is to move from an ensemble of trees to a single tree only.
+#' It leverages the fact that the shape of a binary tree is only defined by its deepness.
+#' The second fact which is leverage is that all trees in a boosting model tend to share the features they use.
+#' 
+#' The function will project each trees on one tree, and keep the \code{keepN} first feature for each position.
+#' This function is inspired from this blog post:
+#' \url{https://wellecks.wordpress.com/2015/02/21/peering-into-the-black-box-visualizing-lambdamart/}
+#'
+#' @examples
+#' data(agaricus.train, package='xgboost')
+#'
+#' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max.depth = 15,
+#'                  eta = 1, nthread = 2, nround = 30, objective = "binary:logistic",
+#'                  min_child_weight = 50)
+#'
+#' p <- xgb.plot.multi.trees(bst, agaricus.train$data@Dimnames[[2]], 3)
+#' print(p)
+#'
+#' @export
+xgb.plot.multi.trees <- function(model, names, keepN = 5, plot.width = NULL, plot.height = NULL){
+  tree.matrix <- xgb.model.dt.tree(names, model = model)
+  
+  # first number of the path represents the tree, then the following numbers are related to the path to follow
+  # root init
+  root.nodes <- tree.matrix[str_detect(ID, "\\d+-0"), ID]
+  tree.matrix[ID %in% root.nodes, abs.node.position:=root.nodes]
+  
+  precedent.nodes <- root.nodes
+  
+  while(tree.matrix[,sum(is.na(abs.node.position))] > 0) {
+    yes.row.nodes <- tree.matrix[abs.node.position %in% precedent.nodes & !is.na(Yes)]
+    no.row.nodes <- tree.matrix[abs.node.position %in% precedent.nodes & !is.na(No)]
+    yes.nodes.abs.pos <- yes.row.nodes[, abs.node.position] %>% paste0("_0")
+    no.nodes.abs.pos <- no.row.nodes[, abs.node.position] %>% paste0("_1")
+    
+    tree.matrix[ID %in% yes.row.nodes[, Yes], abs.node.position := yes.nodes.abs.pos]
+    tree.matrix[ID %in% no.row.nodes[, No], abs.node.position := no.nodes.abs.pos]
+    precedent.nodes <- c(yes.nodes.abs.pos, no.nodes.abs.pos)
+  }
+  
+  tree.matrix[!is.na(Yes),Yes:= paste0(abs.node.position, "_0")]
+  tree.matrix[!is.na(No),No:= paste0(abs.node.position, "_1")]
+  
+  
+  
+  remove.tree <- . %>% str_replace(pattern = "^\\d+-", replacement = "")
+  
+  tree.matrix[,`:=`(abs.node.position=remove.tree(abs.node.position), Yes=remove.tree(Yes), No=remove.tree(No))]
+  
+  nodes.dt <- tree.matrix[,.(Quality = sum(Quality)),by = .(abs.node.position, Feature)][,.(Text =paste0(Feature[1:min(length(Feature), keepN)], " (", Quality[1:min(length(Quality), keepN)], ")") %>% paste0(collapse = "\n")), by=abs.node.position]
+  edges.dt <- tree.matrix[Feature != "Leaf",.(abs.node.position, Yes)] %>% list(tree.matrix[Feature != "Leaf",.(abs.node.position, No)]) %>% rbindlist() %>% setnames(c("From", "To")) %>% .[,.N,.(From, To)] %>% .[,N:=NULL]
+  
+  nodes <- DiagrammeR::create_nodes(nodes = nodes.dt[,abs.node.position],
+                                    label = nodes.dt[,Text],
+                                    style = "filled",
+                                    color = "DimGray",
+                                    fillcolor= "Blue",
+                                    shape = "oval", 
+                                    #data = allTrees[,Feature]
+                                    fontname = "Helvetica"
+  )
+  
+  edges <- DiagrammeR::create_edges(from = edges.dt[,From],
+                                    to = edges.dt[,To],
+                                    color = "DimGray", 
+                                    arrowsize = "1.5", 
+                                    arrowhead = "vee",
+                                    fontname = "Helvetica",
+                                    rel = "leading_to")
+  
+  graph <- DiagrammeR::create_graph(nodes_df = nodes,
+                                    edges_df = edges,
+                                    graph_attrs = "rankdir = LR")
+  
+  DiagrammeR::render_graph(graph, width = plot.width, height = plot.height)  
+}