Fixes for multiple and default metric (#1239)
* fix multiple evaluation metrics * create DefaultEvalMetric only when really necessary * py test for #1239 * make travis happy
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@ -33,7 +33,10 @@ class Booster {
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inline void SetParam(const std::string& name, const std::string& val) {
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auto it = std::find_if(cfg_.begin(), cfg_.end(),
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[&name](decltype(*cfg_.begin()) &x) {
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[&name, &val](decltype(*cfg_.begin()) &x) {
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if (name == "eval_metric") {
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return x.first == name && x.second == val;
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}
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return x.first == name;
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});
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if (it == cfg_.end()) {
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@ -256,9 +256,6 @@ class LearnerImpl : public Learner {
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attributes_ = std::map<std::string, std::string>(
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attr.begin(), attr.end());
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}
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if (metrics_.size() == 0) {
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metrics_.emplace_back(Metric::Create(obj_->DefaultEvalMetric()));
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}
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this->base_score_ = mparam.base_score;
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gbm_->ResetPredBuffer(pred_buffer_size_);
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cfg_["num_class"] = common::ToString(mparam.num_class);
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@ -307,6 +304,9 @@ class LearnerImpl : public Learner {
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std::ostringstream os;
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os << '[' << iter << ']'
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<< std::setiosflags(std::ios::fixed);
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if (metrics_.size() == 0) {
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metrics_.emplace_back(Metric::Create(obj_->DefaultEvalMetric()));
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}
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for (size_t i = 0; i < data_sets.size(); ++i) {
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this->PredictRaw(data_sets[i], &preds_);
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obj_->EvalTransform(&preds_);
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@ -445,9 +445,6 @@ class LearnerImpl : public Learner {
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// reset the base score
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mparam.base_score = obj_->ProbToMargin(mparam.base_score);
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if (metrics_.size() == 0) {
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metrics_.emplace_back(Metric::Create(obj_->DefaultEvalMetric()));
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}
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this->base_score_ = mparam.base_score;
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gbm_->ResetPredBuffer(pred_buffer_size_);
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@ -105,6 +105,16 @@ class TestModels(unittest.TestCase):
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if int(preds2[i] > 0.5) != labels[i]) / float(len(preds2))
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assert err == err2
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def test_multi_eval_metric(self):
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watchlist = [(dtest, 'eval'), (dtrain, 'train')]
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param = {'max_depth': 2, 'eta': 0.2, 'silent': 1, 'objective': 'binary:logistic'}
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param['eval_metric'] = ["auc", "logloss", 'error']
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evals_result = {}
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bst = xgb.train(param, dtrain, 4, watchlist, evals_result=evals_result)
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assert isinstance(bst, xgb.core.Booster)
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assert len(evals_result['eval']) == 3
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assert set(evals_result['eval'].keys()) == {'auc', 'error', 'logloss'}
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def test_fpreproc(self):
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param = {'max_depth': 2, 'eta': 1, 'silent': 1,
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'objective': 'binary:logistic'}
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