Fix r interaction constraints (#5543)

* Unify the parsing code.

* Cleanup.
This commit is contained in:
Jiaming Yuan
2020-04-18 06:53:51 +08:00
committed by GitHub
parent 93df871c8c
commit c245eb8755
8 changed files with 107 additions and 55 deletions

View File

@@ -14,25 +14,42 @@ test_that("interaction constraints for regression", {
bst <- xgboost(data = train, label = y, max_depth = 3,
eta = 0.1, nthread = 2, nrounds = 100, verbose = 0,
interaction_constraints = list(c(0,1)))
# Set all observations to have the same x3 values then increment
# by the same amount
preds <- lapply(c(1,2,3), function(x){
tmat <- matrix(c(x1,x2,rep(x,1000)), ncol=3)
return(predict(bst, tmat))
})
preds <- lapply(c(1,2,3), function(x){
tmat <- matrix(c(x1,x2,rep(x,1000)), ncol=3)
return(predict(bst, tmat))
})
# Check incrementing x3 has the same effect on all observations
# since x3 is constrained to be independent of x1 and x2
# and all observations start off from the same x3 value
diff1 <- preds[[2]] - preds[[1]]
test1 <- all(abs(diff1 - diff1[1]) < 1e-4)
diff2 <- preds[[3]] - preds[[2]]
test2 <- all(abs(diff2 - diff2[1]) < 1e-4)
diff1 <- preds[[2]] - preds[[1]]
test1 <- all(abs(diff1 - diff1[1]) < 1e-4)
diff2 <- preds[[3]] - preds[[2]]
test2 <- all(abs(diff2 - diff2[1]) < 1e-4)
expect_true({
test1 & test2
}, "Interaction Contraint Satisfied")
})
test_that("interaction constraints scientific representation", {
rows <- 10
## When number exceeds 1e5, R paste function uses scientific representation.
## See: https://github.com/dmlc/xgboost/issues/5179
cols <- 1e5+10
d <- matrix(rexp(rows, rate=.1), nrow=rows, ncol=cols)
y <- rnorm(rows)
dtrain <- xgb.DMatrix(data=d, info = list(label=y))
inc <- list(c(seq.int(from = 0, to = cols, by = 1)))
with_inc <- xgb.train(data=dtrain, tree_method='hist',
interaction_constraints=inc, nrounds=10)
without_inc <- xgb.train(data=dtrain, tree_method='hist', nrounds=10)
expect_equal(xgb.save.raw(with_inc), xgb.save.raw(without_inc))
})