[R] Rename watchlist -> evals (#10032)
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@@ -74,17 +74,17 @@ print(paste("sum(abs(pred3-pred))=", sum(abs(pred3 - pred))))
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# to use advanced features, we need to put data in xgb.DMatrix
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dtrain <- xgb.DMatrix(data = train$data, label = train$label)
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dtest <- xgb.DMatrix(data = test$data, label = test$label)
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#---------------Using watchlist----------------
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# watchlist is a list of xgb.DMatrix, each of them is tagged with name
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watchlist <- list(train = dtrain, test = dtest)
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# to train with watchlist, use xgb.train, which contains more advanced features
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# watchlist allows us to monitor the evaluation result on all data in the list
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print("Train xgboost using xgb.train with watchlist")
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bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
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#---------------Using an evaluation set----------------
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# 'evals' is a list of xgb.DMatrix, each of them is tagged with name
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evals <- list(train = dtrain, test = dtest)
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# to train with an evaluation set, use xgb.train, which contains more advanced features
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# 'evals' argument allows us to monitor the evaluation result on all data in the list
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print("Train xgboost using xgb.train with evaluation data")
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bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, evals = evals,
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nthread = 2, objective = "binary:logistic")
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# we can change evaluation metrics, or use multiple evaluation metrics
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print("train xgboost using xgb.train with watchlist, watch logloss and error")
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bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
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print("train xgboost using xgb.train with evaluation data, watch logloss and error")
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bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, evals = evals,
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eval_metric = "error", eval_metric = "logloss",
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nthread = 2, objective = "binary:logistic")
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@@ -92,7 +92,7 @@ bst <- xgb.train(data = dtrain, max_depth = 2, eta = 1, nrounds = 2, watchlist =
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xgb.DMatrix.save(dtrain, "dtrain.buffer")
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# to load it in, simply call xgb.DMatrix
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dtrain2 <- xgb.DMatrix("dtrain.buffer")
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bst <- xgb.train(data = dtrain2, max_depth = 2, eta = 1, nrounds = 2, watchlist = watchlist,
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bst <- xgb.train(data = dtrain2, max_depth = 2, eta = 1, nrounds = 2, evals = evals,
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nthread = 2, objective = "binary:logistic")
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# information can be extracted from xgb.DMatrix using getinfo
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label <- getinfo(dtest, "label")
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@@ -5,14 +5,14 @@ data(agaricus.test, package = 'xgboost')
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dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
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dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
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watchlist <- list(eval = dtest, train = dtrain)
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evals <- list(eval = dtest, train = dtrain)
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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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# train xgboost for 1 round
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param <- list(max_depth = 2, eta = 1, nthread = 2, objective = 'binary:logistic')
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bst <- xgb.train(param, dtrain, 1, watchlist)
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bst <- xgb.train(param, dtrain, 1, evals)
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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 <- predict(bst, dtrain, outputmargin = TRUE)
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@@ -23,4 +23,4 @@ setinfo(dtrain, "base_margin", ptrain)
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setinfo(dtest, "base_margin", ptest)
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print('this is result of boost from initial prediction')
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bst <- xgb.train(params = param, data = dtrain, nrounds = 1, watchlist = watchlist)
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bst <- xgb.train(params = param, data = dtrain, nrounds = 1, evals = evals)
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@@ -8,7 +8,7 @@ dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
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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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watchlist <- list(eval = dtest, train = dtrain)
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evals <- list(eval = dtest, train = dtrain)
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num_round <- 2
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# user define objective function, given prediction, return gradient and second order gradient
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@@ -38,7 +38,7 @@ param <- list(max_depth = 2, eta = 1, nthread = 2, verbosity = 0,
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print('start training with user customized objective')
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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, num_round, watchlist)
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bst <- xgb.train(param, dtrain, num_round, evals)
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#
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# there can be cases where you want additional information
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@@ -62,4 +62,4 @@ param <- list(max_depth = 2, eta = 1, nthread = 2, verbosity = 0,
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print('start training with user customized objective, with additional attributes in DMatrix')
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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, num_round, watchlist)
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bst <- xgb.train(param, dtrain, num_round, evals)
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@@ -8,7 +8,7 @@ dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
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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(max_depth = 2, eta = 1, nthread = 2, verbosity = 0)
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watchlist <- list(eval = dtest)
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evals <- list(eval = dtest)
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num_round <- 20
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# user define objective function, given prediction, return gradient and second order gradient
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# this is log likelihood loss
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@@ -32,7 +32,7 @@ evalerror <- function(preds, dtrain) {
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}
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print('start training with early Stopping setting')
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bst <- xgb.train(param, dtrain, num_round, watchlist,
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bst <- xgb.train(param, dtrain, num_round, evals,
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objective = logregobj, eval_metric = evalerror, maximize = FALSE,
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early_stopping_round = 3)
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bst <- xgb.cv(param, dtrain, num_round, nfold = 5,
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@@ -25,9 +25,9 @@ param <- list(objective = "binary:logistic", booster = "gblinear",
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##
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# the rest of settings are the same
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##
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watchlist <- list(eval = dtest, train = dtrain)
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evals <- list(eval = dtest, train = dtrain)
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num_round <- 2
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bst <- xgb.train(param, dtrain, num_round, watchlist)
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bst <- xgb.train(param, dtrain, num_round, evals)
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ypred <- predict(bst, dtest)
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labels <- getinfo(dtest, 'label')
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cat('error of preds=', mean(as.numeric(ypred > 0.5) != labels), '\n')
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@@ -23,7 +23,7 @@ y <- rbinom(N, 1, plogis(m))
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tr <- sample.int(N, N * 0.75)
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dtrain <- xgb.DMatrix(X[tr, ], label = y[tr])
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dtest <- xgb.DMatrix(X[-tr, ], label = y[-tr])
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wl <- list(train = dtrain, test = dtest)
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evals <- list(train = dtrain, test = dtest)
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# An example of running 'gpu_hist' algorithm
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# which is
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@@ -35,11 +35,11 @@ wl <- list(train = dtrain, test = dtest)
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param <- list(objective = 'reg:logistic', eval_metric = 'auc', subsample = 0.5, nthread = 4,
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max_bin = 64, tree_method = 'gpu_hist')
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pt <- proc.time()
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bst_gpu <- xgb.train(param, dtrain, watchlist = wl, nrounds = 50)
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bst_gpu <- xgb.train(param, dtrain, evals = evals, nrounds = 50)
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proc.time() - pt
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# Compare to the 'hist' algorithm:
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param$tree_method <- 'hist'
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pt <- proc.time()
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bst_hist <- xgb.train(param, dtrain, watchlist = wl, nrounds = 50)
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bst_hist <- xgb.train(param, dtrain, evals = evals, nrounds = 50)
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proc.time() - pt
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@@ -6,11 +6,11 @@ dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
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dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
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param <- list(max_depth = 2, eta = 1, objective = 'binary:logistic')
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watchlist <- list(eval = dtest, train = dtrain)
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evals <- list(eval = dtest, train = dtrain)
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nrounds <- 2
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# training the model for two rounds
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bst <- xgb.train(param, dtrain, nrounds, nthread = 2, watchlist)
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bst <- xgb.train(param, dtrain, nrounds, nthread = 2, evals = evals)
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cat('start testing prediction from first n trees\n')
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labels <- getinfo(dtest, 'label')
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@@ -43,7 +43,6 @@ colnames(new.features.test) <- colnames(new.features.train)
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# learning with new features
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new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
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new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
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watchlist <- list(train = new.dtrain)
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bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
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# Model accuracy with new features
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@@ -39,7 +39,7 @@ bst <- xgb.train(
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data = d_train,
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params = params,
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maximize = FALSE,
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watchlist = list(train = d_train),
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evals = list(train = d_train),
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nrounds = 20)
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var_imp <- xgb.importance(attr(x, 'Dimnames')[[2]], model = bst)
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