diff --git a/demo/guide-python/sklearn_examples.py b/demo/guide-python/sklearn_examples.py index 302361876..b30d785fa 100644 --- a/demo/guide-python/sklearn_examples.py +++ b/demo/guide-python/sklearn_examples.py @@ -11,7 +11,7 @@ import xgboost as xgb import numpy as np from sklearn.cross_validation import KFold from sklearn.grid_search import GridSearchCV -from sklearn.metrics import confusion_matrix +from sklearn.metrics import confusion_matrix, mean_squared_error from sklearn.datasets import load_iris, load_digits, load_boston rng = np.random.RandomState(31337) @@ -39,4 +39,26 @@ for train_index, test_index in kf: actuals = y[test_index] print(confusion_matrix(actuals, predictions)) +print("Boston Housing: regression") +boston = load_boston() +y = boston['target'] +X = boston['data'] +kf = KFold(y.shape[0], n_folds=2, shuffle=True, random_state=rng) +for train_index, test_index in kf: + xgb_model = xgb.XGBRegressor().fit(X[train_index],y[train_index]) + predictions = xgb_model.predict(X[test_index]) + actuals = y[test_index] + print(mean_squared_error(actuals, predictions)) + +print("Parameter optimization") +y = boston['target'] +X = boston['data'] +xgb_model = xgb.XGBRegressor() +clf = GridSearchCV(xgb_model, + {'max_depth': [2,4,6], + 'n_estimators': [50,100,200]}, verbose=1) +clf.fit(X,y) +print(clf.best_score_) +print(clf.best_params_) + diff --git a/wrapper/xgboost.py b/wrapper/xgboost.py index 96b027bec..ef841da14 100644 --- a/wrapper/xgboost.py +++ b/wrapper/xgboost.py @@ -16,6 +16,7 @@ import scipy.sparse try: from sklearn.base import BaseEstimator + from sklearn.base import RegressorMixin, ClassifierMixin from sklearn.preprocessing import LabelEncoder SKLEARN_INSTALLED = True except ImportError: @@ -715,41 +716,33 @@ class XGBModel(BaseEstimator): trainDmatrix = DMatrix(X, label=y) self._Booster = train(self.get_xgb_params(), trainDmatrix, self.n_rounds) return self + + def predict(self, X): + testDmatrix = DMatrix(X) + return self._Booster.predict(testDmatrix) -class XGBClassifier(XGBModel): +class XGBClassifier(XGBModel, ClassifierMixin): def __init__(self, max_depth=3, learning_rate=0.1, n_estimators=100, silent=True): super().__init__(max_depth, learning_rate, n_estimators, silent, objective="binary:logistic") def fit(self, X, y, sample_weight=None): y_values = list(np.unique(y)) - if len(y_values) == 2: - # Map the two classes in the y vector into {0,1}, and record the mapping so that - # the predict() method can return results in the original range - if not (-1 in y_values and 1 in y_values) or (0 in y_values and 1 in y_values) or (True in y_values and False in y_values): - raise ValueError("For a binary classifier, y must be in (0,1), or (-1,1), or (True,False).") - if -1 in y_values: - self._yspace = "svm_like" - training_labels = y.copy() - training_labels[training_labels == -1] = 0 - elif False in y_values: - self._yspace = "boolean" - training_labels = np.array(y, dtype=int) - else: - self._yspace = "zero_one" - training_labels = y - xgb_options = self.get_xgb_params() - else: + if len(y_values) > 2: # Switch to using a multiclass objective in the underlying XGB instance - self._yspace = "multiclass" self.objective = "multi:softprob" - self._le = LabelEncoder().fit(y) - training_labels = self._le.transform(y) xgb_options = self.get_xgb_params() xgb_options['num_class'] = len(y_values) + else: + xgb_options = self.get_xgb_params() + + self._le = LabelEncoder().fit(y) + training_labels = self._le.transform(y) + if sample_weight is not None: trainDmatrix = DMatrix(X, label=training_labels, weight=sample_weight) else: trainDmatrix = DMatrix(X, label=training_labels) + self._Booster = train(xgb_options, trainDmatrix, self.n_rounds) return self @@ -757,22 +750,12 @@ class XGBClassifier(XGBModel): def predict(self, X): testDmatrix = DMatrix(X) class_probs = self._Booster.predict(testDmatrix) - if self._yspace == "multiclass": + if len(class_probs.shape) > 1: column_indexes = np.argmax(class_probs, axis=1) - fitted_values = self._le.inverse_transform(column_indexes) else: - if self._yspace == "svm_like": - base_value = -1 - one_value = 1 - elif self._yspace == "boolean": - base_value = False - one_value = True - else: - base_value = 0 - one_value = 1 - fitted_values = np.repeat(base_value, X.shape[0]) - fitted_values[class_probs > 0.5] = one_value - return fitted_values + column_indexes = np.repeat(0, X.shape[0]) + column_indexes[class_probs > 0.5] = 1 + return self._le.inverse_transform(column_indexes) def predict_proba(self, X): testDmatrix = DMatrix(X) @@ -784,6 +767,7 @@ class XGBClassifier(XGBModel): classzero_probs = 1.0 - classone_probs return np.vstack((classzero_probs,classone_probs)).transpose() - +class XGBRegressor(XGBModel, RegressorMixin): + pass