remove old R demo files
This commit is contained in:
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require(xgboost)
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require(methods)
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# helper function to read libsvm format this is very badly written, load in dense, and convert to sparse
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# use this only for demo purpose adopted from
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# https://github.com/zygmuntz/r-libsvm-format-read-write/blob/master/f_read.libsvm.r
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read.libsvm <- function(fname, maxcol) {
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content <- readLines(fname)
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nline <- length(content)
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label <- numeric(nline)
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mat <- matrix(0, nline, maxcol + 1)
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for (i in 1:nline) {
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arr <- as.vector(strsplit(content[i], " ")[[1]])
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label[i] <- as.numeric(arr[[1]])
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for (j in 2:length(arr)) {
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kv <- strsplit(arr[j], ":")[[1]]
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# to avoid 0 index
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findex <- as.integer(kv[1]) + 1
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fvalue <- as.numeric(kv[2])
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mat[i, findex] <- fvalue
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}
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}
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mat <- as(mat, "sparseMatrix")
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return(list(label = label, data = mat))
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}
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############################ Test xgb.DMatrix with local file, sparse matrix and dense matrix in R.
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# Directly read in local file
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dtrain <- xgb.DMatrix("agaricus.txt.train")
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class(dtrain)
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# read file in R
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csc <- read.libsvm("agaricus.txt.train", 126)
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y <- csc$label
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x <- csc$data
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# x as Sparse Matrix
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class(x)
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dtrain <- xgb.DMatrix(x, label = y)
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# x as dense matrix
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dense.x <- as.matrix(x)
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dtrain <- xgb.DMatrix(dense.x, label = y)
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############################ Test xgboost with local file, sparse matrix and dense matrix in R.
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# Test with DMatrix object
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Verbose = 0,1,2
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 0)
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 1)
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 2)
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# Test with local file
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bst <- xgboost(data = "agaricus.txt.train", max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Test with Sparse Matrix
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bst <- xgboost(data = x, label = y, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Test with dense Matrix
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bst <- xgboost(data = dense.x, label = y, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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############################ Test predict
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# Prediction with DMatrix object
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dtest <- xgb.DMatrix("agaricus.txt.test")
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pred <- predict(bst, dtest)
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# Prediction with local test file
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pred <- predict(bst, "agaricus.txt.test")
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# Prediction with Sparse Matrix
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csc <- read.libsvm("agaricus.txt.test", 126)
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test.y <- csc$label
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test.x <- csc$data
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pred <- predict(bst, test.x)
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# Extrac label with xgb.getinfo
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labels <- xgb.getinfo(dtest, "label")
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err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
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print(paste("error=", err))
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############################ Save and load model to hard disk
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# save model to binary local file
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xgb.save(bst, "model.save")
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# load binary model to R
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bst <- xgb.load("model.save")
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pred <- predict(bst, test.x)
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# save model to text file
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xgb.dump(bst, "model.dump")
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# save a DMatrix object to hard disk
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xgb.DMatrix.save(dtrain, "dtrain.save")
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# load a DMatrix object to R
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dtrain <- xgb.DMatrix("dtrain.save")
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############################ More flexible training function xgb.train
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param <- list(max_depth = 2, eta = 1, silent = 1, objective = "binary:logistic")
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watchlist <- list(eval = dtest, train = dtrain)
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# training xgboost model
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bst <- xgb.train(param, dtrain, nround = 2, watchlist = watchlist)
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############################ cutomsized loss function
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param <- list(max_depth = 2, eta = 1, silent = 1)
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# note: for customized objective function, we leave objective as default note: what we are getting is
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# margin value in prediction you must know what you are doing
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# user define objective function, given prediction, return gradient and second order gradient this is
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# loglikelihood loss
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logregobj <- function(preds, dtrain) {
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labels <- xgb.getinfo(dtrain, "label")
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preds <- 1/(1 + exp(-preds))
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grad <- preds - labels
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hess <- preds * (1 - preds)
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return(list(grad = grad, hess = hess))
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}
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# user defined evaluation function, return a list(metric='metric-name', value='metric-value') NOTE: when
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# you do customized loss function, the default prediction value is margin this may make buildin
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# evalution metric not function properly for example, we are doing logistic loss, the prediction is
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# score before logistic transformation the buildin evaluation error assumes input is after logistic
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# transformation Take this in mind when you use the customization, and maybe you need write customized
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# evaluation function
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evalerror <- function(preds, dtrain) {
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labels <- xgb.getinfo(dtrain, "label")
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err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
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return(list(metric = "error", value = err))
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}
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# training with customized objective, we can also do step by step training simply look at xgboost.py's
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# implementation of train
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bst <- xgb.train(param, dtrain, nround = 2, watchlist, logregobj, evalerror)
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@ -1,127 +0,0 @@
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# load xgboost library
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require(xgboost)
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require(methods)
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# helper function to read libsvm format
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# this is very badly written, load in dense, and convert to sparse
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# use this only for demo purpose
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# adopted from https://github.com/zygmuntz/r-libsvm-format-read-write/blob/master/f_read.libsvm.r
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read.libsvm <- function(fname, maxcol) {
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content <- readLines(fname)
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nline <- length(content)
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label <- numeric(nline)
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mat <- matrix(0, nline, maxcol+1)
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for (i in 1:nline) {
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arr <- as.vector(strsplit(content[i], " ")[[1]])
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label[i] <- as.numeric(arr[[1]])
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for (j in 2:length(arr)) {
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kv <- strsplit(arr[j], ":")[[1]]
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# to avoid 0 index
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findex <- as.integer(kv[1]) + 1
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fvalue <- as.numeric(kv[2])
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mat[i,findex] <- fvalue
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}
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}
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mat <- as(mat, "sparseMatrix")
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return(list(label=label, data=mat))
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}
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# test code here
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dtrain <- xgb.DMatrix("agaricus.txt.train")
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dtest <- xgb.DMatrix("agaricus.txt.test")
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param = list("bst:max_depth"=2, "bst:eta"=1, "silent"=1, "objective"="binary:logistic")
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watchlist <- list("eval"=dtest,"train"=dtrain)
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# training xgboost model
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bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
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# make prediction
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preds <- xgb.predict(bst, dtest)
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labels <- xgb.getinfo(dtest, "label")
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err <- as.numeric(sum(as.integer(preds > 0.5) != labels)) / length(labels)
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# print error rate
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print(paste("error=",err))
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# dump model
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xgb.dump(bst, "dump.raw.txt")
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# dump model with feature map
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xgb.dump(bst, "dump.nice.txt", "featmap.txt")
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# save dmatrix into binary buffer
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succ <- xgb.save(dtest, "dtest.buffer")
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# save model into file
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succ <- xgb.save(bst, "xgb.model")
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# load model and data in
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bst2 <- xgb.Booster(modelfile="xgb.model")
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dtest2 <- xgb.DMatrix("dtest.buffer")
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preds2 <- xgb.predict(bst2, dtest2)
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# assert they are the same
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stopifnot(sum(abs(preds2-preds)) == 0)
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###
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# build dmatrix from sparseMatrix
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###
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print ('start running example of build DMatrix from R.sparseMatrix')
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csc <- read.libsvm("agaricus.txt.train", 126)
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label <- csc$label
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data <- csc$data
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dtrain <- xgb.DMatrix(data, info=list(label=label) )
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watchlist <- list("eval"=dtest,"train"=dtrain)
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bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
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###
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# build dmatrix from dense matrix
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###
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print ('start running example of build DMatrix from R.Matrix')
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mat = as.matrix(data)
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dtrain <- xgb.DMatrix(mat, info=list(label=label) )
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watchlist <- list("eval"=dtest,"train"=dtrain)
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bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
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###
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# advanced: cutomsized loss function
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#
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print("start running example to used cutomized objective function")
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# note: for customized objective function, we leave objective as default
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# note: what we are getting is margin value in prediction
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# you must know what you are doing
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param <- list("bst:max_depth" = 2, "bst:eta" = 1, "silent" =1)
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# user define objective function, given prediction, return gradient and second order gradient
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# this is loglikelihood loss
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logregobj <- function(preds, dtrain) {
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labels <- xgb.getinfo(dtrain, "label")
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preds <- 1.0 / (1.0 + exp(-preds))
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grad <- preds - labels
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hess <- preds * (1.0-preds)
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return(list(grad=grad, hess=hess))
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}
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# user defined evaluation function, return a list(metric="metric-name", value="metric-value")
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# NOTE: when you do customized loss function, the default prediction value is margin
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# this may make buildin evalution metric not function properly
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# for example, we are doing logistic loss, the prediction is score before logistic transformation
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# the buildin evaluation error assumes input is after logistic transformation
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# Take this in mind when you use the customization, and maybe you need write customized evaluation function
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evalerror <- function(preds, dtrain) {
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labels <- xgb.getinfo(dtrain, "label")
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err <- as.numeric(sum(labels != (preds > 0.0))) / length(labels)
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return(list(metric="error", value=err))
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}
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# training with customized objective, we can also do step by step training
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# simply look at xgboost.py"s implementation of train
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bst <- xgb.train(param, dtrain, nround=2, watchlist, logregobj, evalerror)
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###
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# advanced: start from a initial base prediction
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#
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print ("start running example to start from a initial prediction")
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# specify parameters via map, definition are same as c++ version
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param = list("bst:max_depth"=2, "bst:eta"=1, "silent"=1, "objective"="binary:logistic")
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# train xgboost for 1 round
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bst <- xgb.train( param, dtrain, 1, watchlist )
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# Note: we need the margin value instead of transformed prediction in set_base_margin
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# do predict with output_margin=True, will always give you margin values before logistic transformation
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ptrain <- xgb.predict(bst, dtrain, outputmargin=TRUE)
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ptest <- xgb.predict(bst, dtest, outputmargin=TRUE)
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succ <- xgb.setinfo(dtrain, "base_margin", ptrain)
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succ <- xgb.setinfo(dtest, "base_margin", ptest)
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print ("this is result of running from initial prediction")
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bst <- xgb.train( param, dtrain, 1, watchlist )
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@ -24,45 +24,104 @@ read.libsvm <- function(fname, maxcol) {
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return(list(label = label, data = mat))
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return(list(label = label, data = mat))
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}
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}
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# Parameter setting
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############################ Test xgb.DMatrix with local file, sparse matrix and dense matrix in R.
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# Directly read in local file
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dtrain <- xgb.DMatrix("agaricus.txt.train")
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dtrain <- xgb.DMatrix("agaricus.txt.train")
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dtest <- xgb.DMatrix("agaricus.txt.test")
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class(dtrain)
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param <- list(`bst:max_depth` = 2, `bst:eta` = 1, silent = 1, objective = "binary:logistic")
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watchlist <- list(eval = dtest, train = dtrain)
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########################### Train from local file
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# Training
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bst <- xgboost(file = "agaricus.txt.train", params = param, watchlist = watchlist)
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# Prediction
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pred <- predict(bst, "agaricus.txt.test")
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# Performance
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labels <- xgb.getinfo(dtest, "label")
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err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
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print(paste("error=", err))
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########################### Train from R object
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# read file in R
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csc <- read.libsvm("agaricus.txt.train", 126)
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csc <- read.libsvm("agaricus.txt.train", 126)
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y <- csc$label
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y <- csc$label
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x <- csc$data
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x <- csc$data
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# x as Sparse Matrix
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# x as Sparse Matrix
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class(x)
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class(x)
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dtrain <- xgb.DMatrix(x, label = y)
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# Training
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# x as dense matrix
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bst <- xgboost(x, y, params = param, watchlist = watchlist)
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dense.x <- as.matrix(x)
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# Prediction
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dtrain <- xgb.DMatrix(dense.x, label = y)
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############################ Test xgboost with local file, sparse matrix and dense matrix in R.
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# Test with DMatrix object
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Verbose = 0,1,2
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 0)
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 1)
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bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
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objective = "binary:logistic", verbose = 2)
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# Test with local file
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bst <- xgboost(data = "agaricus.txt.train", max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Test with Sparse Matrix
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bst <- xgboost(data = x, label = y, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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# Test with dense Matrix
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bst <- xgboost(data = dense.x, label = y, max_depth = 2, eta = 1,
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objective = "binary:logistic")
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############################ Test predict
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# Prediction with DMatrix object
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dtest <- xgb.DMatrix("agaricus.txt.test")
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pred <- predict(bst, dtest)
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||||||
|
|
||||||
|
# Prediction with local test file
|
||||||
pred <- predict(bst, "agaricus.txt.test")
|
pred <- predict(bst, "agaricus.txt.test")
|
||||||
# Performance
|
|
||||||
|
# Prediction with Sparse Matrix
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|
csc <- read.libsvm("agaricus.txt.test", 126)
|
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|
test.y <- csc$label
|
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|
test.x <- csc$data
|
||||||
|
pred <- predict(bst, test.x)
|
||||||
|
|
||||||
|
# Extrac label with xgb.getinfo
|
||||||
labels <- xgb.getinfo(dtest, "label")
|
labels <- xgb.getinfo(dtest, "label")
|
||||||
err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
|
err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
|
||||||
print(paste("error=", err))
|
print(paste("error=", err))
|
||||||
|
|
||||||
# Training with dense matrix
|
############################ Save and load model to hard disk
|
||||||
x <- as.matrix(x)
|
|
||||||
bst <- xgboost(x, y, params = param, watchlist = watchlist)
|
|
||||||
|
|
||||||
########################### Train with customization
|
# save model to binary local file
|
||||||
|
xgb.save(bst, "model.save")
|
||||||
|
|
||||||
|
# load binary model to R
|
||||||
|
bst <- xgb.load("model.save")
|
||||||
|
pred <- predict(bst, test.x)
|
||||||
|
|
||||||
|
# save model to text file
|
||||||
|
xgb.dump(bst, "model.dump")
|
||||||
|
|
||||||
|
# save a DMatrix object to hard disk
|
||||||
|
xgb.DMatrix.save(dtrain, "dtrain.save")
|
||||||
|
|
||||||
|
# load a DMatrix object to R
|
||||||
|
dtrain <- xgb.DMatrix("dtrain.save")
|
||||||
|
|
||||||
|
############################ More flexible training function xgb.train
|
||||||
|
|
||||||
|
param <- list(max_depth = 2, eta = 1, silent = 1, objective = "binary:logistic")
|
||||||
|
watchlist <- list(eval = dtest, train = dtrain)
|
||||||
|
|
||||||
|
# training xgboost model
|
||||||
|
bst <- xgb.train(param, dtrain, nround = 2, watchlist = watchlist)
|
||||||
|
|
||||||
|
############################ cutomsized loss function
|
||||||
|
|
||||||
|
param <- list(max_depth = 2, eta = 1, silent = 1)
|
||||||
|
|
||||||
|
# note: for customized objective function, we leave objective as default note: what we are getting is
|
||||||
|
# margin value in prediction you must know what you are doing
|
||||||
|
|
||||||
# user define objective function, given prediction, return gradient and second order gradient this is
|
# user define objective function, given prediction, return gradient and second order gradient this is
|
||||||
# loglikelihood loss
|
# loglikelihood loss
|
||||||
@ -85,10 +144,8 @@ evalerror <- function(preds, dtrain) {
|
|||||||
return(list(metric = "error", value = err))
|
return(list(metric = "error", value = err))
|
||||||
}
|
}
|
||||||
|
|
||||||
bst <- xgboost(x, y, params = param, watchlist = watchlist, obj = logregobj, feval = evalerror)
|
# training with customized objective, we can also do step by step training simply look at xgboost.py's
|
||||||
|
# implementation of train
|
||||||
|
bst <- xgb.train(param, dtrain, nround = 2, watchlist, logregobj, evalerror)
|
||||||
|
|
||||||
############################ Train with previous result
|
|
||||||
|
|
||||||
bst <- xgboost(x, y, params = param, watchlist = watchlist)
|
|
||||||
pred <- predict(bst, "agaricus.txt.train", outputmargin = TRUE)
|
|
||||||
bst2 <- xgboost(x, y, params = param, watchlist = watchlist, margin = pred)
|
|
||||||
|
|||||||
Loading…
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Reference in New Issue
Block a user