diff --git a/python-package/xgboost/training.py b/python-package/xgboost/training.py index 2bfb2b0fb..ed1d692b1 100644 --- a/python-package/xgboost/training.py +++ b/python-package/xgboost/training.py @@ -108,6 +108,7 @@ def train(params, dtrain, num_boost_round=10, evals=(), obj=None, feval=None, bst = Booster(params, [dtrain] + [d[0] for d in evals]) _params = dict(params) if isinstance(params, list) else params + _eta_param_name = 'eta' if 'eta' in _params else 'learning_rate' if 'num_parallel_tree' in _params: num_parallel_tree = _params['num_parallel_tree'] nboost //= num_parallel_tree @@ -168,9 +169,9 @@ def train(params, dtrain, num_boost_round=10, evals=(), obj=None, feval=None, for i in range(start_iteration, num_boost_round): if learning_rates is not None: if isinstance(learning_rates, list): - bst.set_param({'eta': learning_rates[i]}) + bst.set_param(_eta_param_name, learning_rates[i]) else: - bst.set_param({'eta': learning_rates(i, num_boost_round)}) + bst.set_param(_eta_param_name, learning_rates(i, num_boost_round)) # Distributed code: need to resume to this point. # Skip the first update if it is a recovery step. diff --git a/tests/python/test_basic_models.py b/tests/python/test_basic_models.py index f1229d78d..c81935e9d 100644 --- a/tests/python/test_basic_models.py +++ b/tests/python/test_basic_models.py @@ -10,7 +10,6 @@ rng = np.random.RandomState(1994) class TestModels(unittest.TestCase): - def test_glm(self): param = {'silent': 1, 'objective': 'binary:logistic', 'booster': 'gblinear', 'alpha': 0.0001, 'lambda': 1} @@ -25,12 +24,39 @@ class TestModels(unittest.TestCase): assert err < 0.1 def test_eta_decay(self): - param = {'max_depth': 2, 'eta': 1, 'silent': 1, 'objective': 'binary:logistic'} watchlist = [(dtest, 'eval'), (dtrain, 'train')] - num_round = 2 + num_round = 4 + # learning_rates as a list - bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.4, 0.3]) + # init eta with 0 to check whether learning_rates work + param = {'max_depth': 2, 'eta': 0, 'silent': 1, 'objective': 'binary:logistic'} + evals_result = {} + bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.8, 0.7, 0.6, 0.5], + evals_result=evals_result) + eval_errors = list(map(float, evals_result['eval']['error'])) assert isinstance(bst, xgb.core.Booster) + # validation error should decrease, if eta > 0 + assert eval_errors[0] > eval_errors[-1] + + # init learning_rate with 0 to check whether learning_rates work + param = {'max_depth': 2, 'learning_rate': 0, 'silent': 1, 'objective': 'binary:logistic'} + evals_result = {} + bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.8, 0.7, 0.6, 0.5], + evals_result=evals_result) + eval_errors = list(map(float, evals_result['eval']['error'])) + assert isinstance(bst, xgb.core.Booster) + # validation error should decrease, if learning_rate > 0 + assert eval_errors[0] > eval_errors[-1] + + # check if learning_rates override default value of eta/learning_rate + param = {'max_depth': 2, 'silent': 1, 'objective': 'binary:logistic'} + evals_result = {} + bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0, 0, 0, 0], + evals_result=evals_result) + eval_errors = list(map(float, evals_result['eval']['error'])) + assert isinstance(bst, xgb.core.Booster) + # validation error should not decrease, if eta/learning_rate = 0 + assert eval_errors[0] == eval_errors[-1] # learning_rates as a customized decay function def eta_decay(ithround, num_boost_round):