add save_period

R-package/R/xgb.train.R

@@ -72,6 +72,8 @@
 #'     keeps getting worse consecutively for \code{k} rounds.
 #' @param maximize If \code{feval} and \code{early.stop.round} are set, then \code{maximize} must be set as well.
 #'     \code{maximize=TRUE} means the larger the evaluation score the better.
+#' @param save_period save the model to the disk in every \code{save_period} rounds, 0 means no such action.
+#' @param save_name the name or path for periodically saved model file.
 #' @param ... other parameters to pass to \code{params}.
 #' 
 #' @details 
@@ -120,7 +122,8 @@
 #' 
 xgb.train <- function(params=list(), data, nrounds, watchlist = list(), 
                       obj = NULL, feval = NULL, verbose = 1, print.every.n=1L,
-                      early.stop.round = NULL, maximize = NULL, ...) {
+                      early.stop.round = NULL, maximize = NULL, 
+                      save_period = 0, save_name = "xgboost.model", ...) {
   dtrain <- data
   if (typeof(params) != "list") {
     stop("xgb.train: first argument params must be list")
@@ -215,6 +218,11 @@ xgb.train <- function(params=list(), data, nrounds, watchlist = list(),
         }
       }
     }
+    if (save_period > 0) {
+      if (i %% save_period == 0) {
+        xgb.save(bst, save_name)
+      }
+    }
   }
   bst <- xgb.Booster.check(bst)
   if (!is.null(early.stop.round)) {

R-package/R/xgboost.R

@@ -36,6 +36,8 @@
 #'     keeps getting worse consecutively for \code{k} rounds.
 #' @param maximize If \code{feval} and \code{early.stop.round} are set, then \code{maximize} must be set as well.
 #'     \code{maximize=TRUE} means the larger the evaluation score the better.
+#' @param save_period save the model to the disk in every \code{save_period} rounds, 0 means no such action.
+#' @param save_name the name or path for periodically saved model file.
 #' @param ... other parameters to pass to \code{params}.
 #' 
 #' @details 
@@ -58,7 +60,7 @@
 #' 
 xgboost <- function(data = NULL, label = NULL, missing = NULL, params = list(), nrounds, 
                     verbose = 1, print.every.n = 1L, early.stop.round = NULL,
-                    maximize = NULL, ...) {
+                    maximize = NULL, save_period = 0, save_name = "xgboost.model", ...) {
   if (is.null(missing)) {
     dtrain <- xgb.get.DMatrix(data, label)
   } else {
@@ -74,7 +76,8 @@ xgboost <- function(data = NULL, label = NULL, missing = NULL, params = list(),
   }
   
   bst <- xgb.train(params, dtrain, nrounds, watchlist, verbose = verbose, print.every.n=print.every.n,
-                   early.stop.round = early.stop.round)
+                   early.stop.round = early.stop.round, maximize = maximize,
+                   save_period = save_period, save_name = save_name)
   
   return(bst)
 } 

R-package/man/xgb.train.Rd

@@ -6,7 +6,8 @@
 \usage{
 xgb.train(params = list(), data, nrounds, watchlist = list(), obj = NULL,
   feval = NULL, verbose = 1, print.every.n = 1L,
-  early.stop.round = NULL, maximize = NULL, ...)
+  early.stop.round = NULL, maximize = NULL, save_period = 0,
+  save_name = "xgboost.model", ...)
 }
 \arguments{
 \item{params}{the list of parameters.
@@ -87,6 +88,10 @@ keeps getting worse consecutively for \code{k} rounds.}
 \item{maximize}{If \code{feval} and \code{early.stop.round} are set, then \code{maximize} must be set as well.
 \code{maximize=TRUE} means the larger the evaluation score the better.}
 
+\item{save_period}{save the model to the disk in every \code{save_period} rounds, 0 means no such action.}
+
+\item{save_name}{the name or path for periodically saved model file.}
+
 \item{...}{other parameters to pass to \code{params}.}
 }
 \description{

R-package/man/xgboost.Rd

@@ -6,7 +6,7 @@
 \usage{
 xgboost(data = NULL, label = NULL, missing = NULL, params = list(),
   nrounds, verbose = 1, print.every.n = 1L, early.stop.round = NULL,
-  maximize = NULL, ...)
+  maximize = NULL, save_period = 0, save_name = "xgboost.model", ...)
 }
 \arguments{
 \item{data}{takes \code{matrix}, \code{dgCMatrix}, local data file or
@@ -51,6 +51,10 @@ keeps getting worse consecutively for \code{k} rounds.}
 \item{maximize}{If \code{feval} and \code{early.stop.round} are set, then \code{maximize} must be set as well.
 \code{maximize=TRUE} means the larger the evaluation score the better.}
 
+\item{save_period}{save the model to the disk in every \code{save_period} rounds, 0 means no such action.}
+
+\item{save_name}{the name or path for periodically saved model file.}
+
 \item{...}{other parameters to pass to \code{params}.}
 }
 \description{