diff --git a/R-package/R/callbacks.R b/R-package/R/callbacks.R
index 39734ab09..a00678a2f 100644
--- a/R-package/R/callbacks.R
+++ b/R-package/R/callbacks.R
@@ -853,8 +853,7 @@ xgb.cb.cv.predict <- function(save_models = FALSE, outputmargin = FALSE) {
pr <- predict(
fd$bst,
fd$evals[[2L]],
- outputmargin = env$outputmargin,
- reshape = TRUE
+ outputmargin = env$outputmargin
)
if (is.null(pred)) {
if (NCOL(pr) > 1L) {
diff --git a/R-package/R/utils.R b/R-package/R/utils.R
index d08a411e2..8b87468a4 100644
--- a/R-package/R/utils.R
+++ b/R-package/R/utils.R
@@ -199,8 +199,7 @@ xgb.iter.update <- function(bst, dtrain, iter, obj) {
bst,
dtrain,
outputmargin = TRUE,
- training = TRUE,
- reshape = TRUE
+ training = TRUE
)
gpair <- obj(pred, dtrain)
n_samples <- dim(dtrain)[1]
@@ -246,7 +245,7 @@ xgb.iter.eval <- function(bst, evals, iter, feval) {
res <- sapply(seq_along(evals), function(j) {
w <- evals[[j]]
## predict using all trees
- preds <- predict(bst, w, outputmargin = TRUE, reshape = TRUE, iterationrange = "all")
+ preds <- predict(bst, w, outputmargin = TRUE, iterationrange = "all")
eval_res <- feval(preds, w)
out <- eval_res$value
names(out) <- paste0(evnames[j], "-", eval_res$metric)
diff --git a/R-package/R/xgb.Booster.R b/R-package/R/xgb.Booster.R
index cfea11ae3..4b2ba60c3 100644
--- a/R-package/R/xgb.Booster.R
+++ b/R-package/R/xgb.Booster.R
@@ -112,9 +112,6 @@ xgb.get.handle <- function(object) {
#' @param predcontrib Whether to return feature contributions to individual predictions (see Details).
#' @param approxcontrib Whether to use a fast approximation for feature contributions (see Details).
#' @param predinteraction Whether to return contributions of feature interactions to individual predictions (see Details).
-#' @param reshape Whether to reshape the vector of predictions to matrix form when there are several
-#' prediction outputs per case. No effect if `predleaf`, `predcontrib`,
-#' or `predinteraction` is `TRUE`.
#' @param training Whether the prediction result is used for training. For dart booster,
#' training predicting will perform dropout.
#' @param iterationrange Sequence of rounds/iterations from the model to use for prediction, specified by passing
@@ -128,8 +125,24 @@ xgb.get.handle <- function(object) {
#' of the iterations (rounds) otherwise.
#'
#' If passing "all", will use all of the rounds regardless of whether the model had early stopping or not.
-#' @param strict_shape Default is `FALSE`. When set to `TRUE`, the output
-#' type and shape of predictions are invariant to the model type.
+#' @param strict_shape Whether to always return an array with the same dimensions for the given prediction mode
+#' regardless of the model type - meaning that, for example, both a multi-class and a binary classification
+#' model would generate output arrays with the same number of dimensions, with the 'class' dimension having
+#' size equal to '1' for the binary model.
+#'
+#' If passing `FALSE` (the default), dimensions will be simplified according to the model type, so that a
+#' binary classification model for example would not have a redundant dimension for 'class'.
+#'
+#' See documentation for the return type for the exact shape of the output arrays for each prediction mode.
+#' @param avoid_transpose Whether to output the resulting predictions in the same memory layout in which they
+#' are generated by the core XGBoost library, without transposing them to match the expected output shape.
+#'
+#' Internally, XGBoost uses row-major order for the predictions it generates, while R arrays use column-major
+#' order, hence the result needs to be transposed in order to have the expected shape when represented as
+#' an R array or matrix, which might be a slow operation.
+#'
+#' If passing `TRUE`, then the result will have dimensions in reverse order - for example, rows
+#' will be the last dimensions instead of the first dimension.
#' @param base_margin Base margin used for boosting from existing model.
#'
#' Note that, if `newdata` is an `xgb.DMatrix` object, this argument will
@@ -180,28 +193,46 @@ xgb.get.handle <- function(object) {
#' Note that converting a matrix to [xgb.DMatrix()] uses multiple threads too.
#'
#' @return
-#' The return type depends on `strict_shape`. If `FALSE` (default):
-#' - For regression or binary classification: A vector of length `nrows(newdata)`.
-#' - For multiclass classification: A vector of length `num_class * nrows(newdata)` or
-#' a `(nrows(newdata), num_class)` matrix, depending on the `reshape` value.
-#' - When `predleaf = TRUE`: A matrix with one column per tree.
-#' - When `predcontrib = TRUE`: When not multiclass, a matrix with
-#' ` num_features + 1` columns. The last "+ 1" column corresponds to the baseline value.
-#' In the multiclass case, a list of `num_class` such matrices.
-#' The contribution values are on the scale of untransformed margin
-#' (e.g., for binary classification, the values are log-odds deviations from the baseline).
-#' - When `predinteraction = TRUE`: When not multiclass, the output is a 3d array of
-#' dimension `c(nrow, num_features + 1, num_features + 1)`. The off-diagonal (in the last two dimensions)
-#' elements represent different feature interaction contributions. The array is symmetric WRT the last
-#' two dimensions. The "+ 1" columns corresponds to the baselines. Summing this array along the last dimension should
-#' produce practically the same result as `predcontrib = TRUE`.
-#' In the multiclass case, a list of `num_class` such arrays.
+#' A numeric vector or array, with corresponding dimensions depending on the prediction mode and on
+#' parameter `strict_shape` as follows:
#'
-#' When `strict_shape = TRUE`, the output is always an array:
-#' - For normal predictions, the output has dimension `(num_class, nrow(newdata))`.
-#' - For `predcontrib = TRUE`, the dimension is `(ncol(newdata) + 1, num_class, nrow(newdata))`.
-#' - For `predinteraction = TRUE`, the dimension is `(ncol(newdata) + 1, ncol(newdata) + 1, num_class, nrow(newdata))`.
-#' - For `predleaf = TRUE`, the dimension is `(n_trees_in_forest, num_class, n_iterations, nrow(newdata))`.
+#' If passing `strict_shape=FALSE`:\itemize{
+#' \item For regression or binary classification: a vector of length `nrows`.
+#' \item For multi-class and multi-target objectives: a matrix of dimensions `[nrows, ngroups]`.
+#'
+#' Note that objective variant `multi:softmax` defaults towards predicting most likely class (a vector
+#' `nrows`) instead of per-class probabilities.
+#' \item For `predleaf`: a matrix with one column per tree.
+#'
+#' For multi-class / multi-target, they will be arranged so that columns in the output will have
+#' the leafs from one group followed by leafs of the other group (e.g. order will be `group1:feat1`,
+#' `group1:feat2`, ..., `group2:feat1`, `group2:feat2`, ...).
+#' \item For `predcontrib`: when not multi-class / multi-target, a matrix with dimensions
+#' `[nrows, nfeats+1]`. The last "+ 1" column corresponds to the baseline value.
+#'
+#' For multi-class and multi-target objectives, will be an array with dimensions `[nrows, ngroups, nfeats+1]`.
+#'
+#' The contribution values are on the scale of untransformed margin (e.g., for binary classification,
+#' the values are log-odds deviations from the baseline).
+#' \item For `predinteraction`: when not multi-class / multi-target, the output is a 3D array of
+#' dimensions `[nrows, nfeats+1, nfeats+1]`. The off-diagonal (in the last two dimensions)
+#' elements represent different feature interaction contributions. The array is symmetric w.r.t. the last
+#' two dimensions. The "+ 1" columns corresponds to the baselines. Summing this array along the last
+#' dimension should produce practically the same result as `predcontrib = TRUE`.
+#'
+#' For multi-class and multi-target, will be a 4D array with dimensions `[nrows, ngroups, nfeats+1, nfeats+1]`
+#' }
+#'
+#' If passing `strict_shape=FALSE`, the result is always an array:\itemize{
+#' \item For normal predictions, the dimension is `[nrows, ngroups]`.
+#' \item For `predcontrib=TRUE`, the dimension is `[nrows, ngroups, nfeats+1]`.
+#' \item For `predinteraction=TRUE`, the dimension is `[nrows, ngroups, nfeats+1, nfeats+1]`.
+#' \item For `predleaf=TRUE`, the dimension is `[nrows, niter, ngroups, num_parallel_tree]`.
+#' }
+#'
+#' If passing `avoid_transpose=TRUE`, then the dimensions in all cases will be in reverse order - for
+#' example, for `predinteraction`, they will be `[nfeats+1, nfeats+1, ngroups, nrows]`
+#' instead of `[nrows, ngroups, nfeats+1, nfeats+1]`.
#' @seealso [xgb.train()]
#' @references
#' 1. Scott M. Lundberg, Su-In Lee, "A Unified Approach to Interpreting Model Predictions",
@@ -279,8 +310,6 @@ xgb.get.handle <- function(object) {
#' # predict for softmax returns num_class probability numbers per case:
#' pred <- predict(bst, as.matrix(iris[, -5]))
#' str(pred)
-#' # reshape it to a num_class-columns matrix
-#' pred <- matrix(pred, ncol = num_class, byrow = TRUE)
#' # convert the probabilities to softmax labels
#' pred_labels <- max.col(pred) - 1
#' # the following should result in the same error as seen in the last iteration
@@ -311,8 +340,11 @@ xgb.get.handle <- function(object) {
#' @export
predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FALSE,
predleaf = FALSE, predcontrib = FALSE, approxcontrib = FALSE, predinteraction = FALSE,
- reshape = FALSE, training = FALSE, iterationrange = NULL, strict_shape = FALSE,
+ training = FALSE, iterationrange = NULL, strict_shape = FALSE, avoid_transpose = FALSE,
validate_features = FALSE, base_margin = NULL, ...) {
+ if (NROW(list(...))) {
+ warning("Passed unused prediction arguments: ", paste(names(list(...)), collapse = ", "), ".")
+ }
if (validate_features) {
newdata <- validate.features(object, newdata)
}
@@ -415,10 +447,9 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
return(val)
}
- ## We set strict_shape to TRUE then drop the dimensions conditionally
args <- list(
training = box(training),
- strict_shape = box(TRUE),
+ strict_shape = as.logical(strict_shape),
iteration_begin = box(as.integer(iterationrange[1])),
iteration_end = box(as.integer(iterationrange[2])),
type = box(as.integer(0))
@@ -445,96 +476,36 @@ predict.xgb.Booster <- function(object, newdata, missing = NA, outputmargin = FA
json_conf <- jsonlite::toJSON(args, auto_unbox = TRUE)
if (is_dmatrix) {
- predts <- .Call(
+ arr <- .Call(
XGBoosterPredictFromDMatrix_R, xgb.get.handle(object), newdata, json_conf
)
} else if (use_as_dense_matrix) {
- predts <- .Call(
+ arr <- .Call(
XGBoosterPredictFromDense_R, xgb.get.handle(object), newdata, missing, json_conf, base_margin
)
} else if (use_as_csr_matrix) {
- predts <- .Call(
+ arr <- .Call(
XGBoosterPredictFromCSR_R, xgb.get.handle(object), csr_data, missing, json_conf, base_margin
)
} else if (use_as_df) {
- predts <- .Call(
+ arr <- .Call(
XGBoosterPredictFromColumnar_R, xgb.get.handle(object), newdata, missing, json_conf, base_margin
)
}
- names(predts) <- c("shape", "results")
- shape <- predts$shape
- arr <- predts$results
-
- n_ret <- length(arr)
- if (n_row != shape[1]) {
- stop("Incorrect predict shape.")
- }
-
- .Call(XGSetArrayDimInplace_R, arr, rev(shape))
-
- cnames <- if (!is.null(colnames(newdata))) c(colnames(newdata), "(Intercept)") else NULL
- n_groups <- shape[2]
-
## Needed regardless of whether strict shape is being used.
- if (predcontrib) {
- .Call(XGSetArrayDimNamesInplace_R, arr, list(cnames, NULL, NULL))
- } else if (predinteraction) {
- .Call(XGSetArrayDimNamesInplace_R, arr, list(cnames, cnames, NULL, NULL))
- }
- if (strict_shape) {
- return(arr) # strict shape is calculated by libxgboost uniformly.
+ if ((predcontrib || predinteraction) && !is.null(colnames(newdata))) {
+ cnames <- c(colnames(newdata), "(Intercept)")
+ dim_names <- vector(mode = "list", length = length(dim(arr)))
+ dim_names[[1L]] <- cnames
+ if (predinteraction) dim_names[[2L]] <- cnames
+ .Call(XGSetArrayDimNamesInplace_R, arr, dim_names)
}
- if (predleaf) {
- ## Predict leaf
- if (n_ret == n_row) {
- .Call(XGSetArrayDimInplace_R, arr, c(n_row, 1L))
- } else {
- arr <- matrix(arr, nrow = n_row, byrow = TRUE)
- }
- } else if (predcontrib) {
- ## Predict contribution
- arr <- aperm(a = arr, perm = c(2, 3, 1)) # [group, row, col]
- if (n_ret == n_row) {
- .Call(XGSetArrayDimInplace_R, arr, c(n_row, 1L))
- .Call(XGSetArrayDimNamesInplace_R, arr, list(NULL, cnames))
- } else if (n_groups != 1) {
- ## turns array into list of matrices
- arr <- lapply(seq_len(n_groups), function(g) arr[g, , ])
- } else {
- ## remove the first axis (group)
- newdim <- dim(arr)[2:3]
- newdn <- dimnames(arr)[2:3]
- arr <- arr[1, , ]
- .Call(XGSetArrayDimInplace_R, arr, newdim)
- .Call(XGSetArrayDimNamesInplace_R, arr, newdn)
- }
- } else if (predinteraction) {
- ## Predict interaction
- arr <- aperm(a = arr, perm = c(3, 4, 1, 2)) # [group, row, col, col]
- if (n_ret == n_row) {
- .Call(XGSetArrayDimInplace_R, arr, c(n_row, 1L))
- .Call(XGSetArrayDimNamesInplace_R, arr, list(NULL, cnames))
- } else if (n_groups != 1) {
- ## turns array into list of matrices
- arr <- lapply(seq_len(n_groups), function(g) arr[g, , , ])
- } else {
- ## remove the first axis (group)
- arr <- arr[1, , , , drop = FALSE]
- newdim <- dim(arr)[2:4]
- newdn <- dimnames(arr)[2:4]
- .Call(XGSetArrayDimInplace_R, arr, newdim)
- .Call(XGSetArrayDimNamesInplace_R, arr, newdn)
- }
- } else {
- ## Normal prediction
- if (reshape && n_groups != 1) {
- arr <- matrix(arr, ncol = n_groups, byrow = TRUE)
- } else {
- .Call(XGSetArrayDimInplace_R, arr, NULL)
- }
+ if (!avoid_transpose && is.array(arr)) {
+ arr <- aperm(arr)
}
+
return(arr)
}
diff --git a/R-package/R/xgb.plot.shap.R b/R-package/R/xgb.plot.shap.R
index be3f71160..20e8f3f43 100644
--- a/R-package/R/xgb.plot.shap.R
+++ b/R-package/R/xgb.plot.shap.R
@@ -294,8 +294,10 @@ xgb.shap.data <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
if (is.null(features) && (is.null(model) || !inherits(model, "xgb.Booster")))
stop("when features are not provided, one must provide an xgb.Booster model to rank the features")
+ last_dim <- function(v) dim(v)[length(dim(v))]
+
if (!is.null(shap_contrib) &&
- (!is.matrix(shap_contrib) || nrow(shap_contrib) != nrow(data) || ncol(shap_contrib) != ncol(data) + 1))
+ (!is.array(shap_contrib) || nrow(shap_contrib) != nrow(data) || last_dim(shap_contrib) != ncol(data) + 1))
stop("shap_contrib is not compatible with the provided data")
if (is.character(features) && is.null(colnames(data)))
@@ -318,19 +320,39 @@ xgb.shap.data <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
colnames(data) <- paste0("X", seq_len(ncol(data)))
}
- if (!is.null(shap_contrib)) {
- if (is.list(shap_contrib)) { # multiclass: either choose a class or merge
- shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs))
- }
- shap_contrib <- shap_contrib[idx, ]
- if (is.null(colnames(shap_contrib))) {
- colnames(shap_contrib) <- paste0("X", seq_len(ncol(data)))
- }
- } else {
- shap_contrib <- predict(model, newdata = data, predcontrib = TRUE, approxcontrib = approxcontrib)
- if (is.list(shap_contrib)) { # multiclass: either choose a class or merge
- shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs))
+ reshape_3d_shap_contrib <- function(shap_contrib, target_class) {
+ # multiclass: either choose a class or merge
+ if (is.list(shap_contrib)) {
+ if (!is.null(target_class)) {
+ shap_contrib <- shap_contrib[[target_class + 1]]
+ } else {
+ shap_contrib <- Reduce("+", lapply(shap_contrib, abs))
+ }
+ } else if (length(dim(shap_contrib)) > 2) {
+ if (!is.null(target_class)) {
+ orig_shape <- dim(shap_contrib)
+ shap_contrib <- shap_contrib[, target_class + 1, , drop = TRUE]
+ if (!is.matrix(shap_contrib)) {
+ shap_contrib <- matrix(shap_contrib, orig_shape[c(1L, 3L)])
+ }
+ } else {
+ shap_contrib <- apply(abs(shap_contrib), c(1L, 3L), sum)
+ }
}
+ return(shap_contrib)
+ }
+
+ if (is.null(shap_contrib)) {
+ shap_contrib <- predict(
+ model,
+ newdata = data,
+ predcontrib = TRUE,
+ approxcontrib = approxcontrib
+ )
+ }
+ shap_contrib <- reshape_3d_shap_contrib(shap_contrib, target_class)
+ if (is.null(colnames(shap_contrib))) {
+ colnames(shap_contrib) <- paste0("X", seq_len(ncol(data)))
}
if (is.null(features)) {
diff --git a/R-package/man/predict.xgb.Booster.Rd b/R-package/man/predict.xgb.Booster.Rd
index 9c2e434d0..b7a2effee 100644
--- a/R-package/man/predict.xgb.Booster.Rd
+++ b/R-package/man/predict.xgb.Booster.Rd
@@ -13,10 +13,10 @@
predcontrib = FALSE,
approxcontrib = FALSE,
predinteraction = FALSE,
- reshape = FALSE,
training = FALSE,
iterationrange = NULL,
strict_shape = FALSE,
+ avoid_transpose = FALSE,
validate_features = FALSE,
base_margin = NULL,
...
@@ -66,10 +66,6 @@ logistic regression would return log-odds instead of probabilities.}
\item{predinteraction}{Whether to return contributions of feature interactions to individual predictions (see Details).}
-\item{reshape}{Whether to reshape the vector of predictions to matrix form when there are several
-prediction outputs per case. No effect if \code{predleaf}, \code{predcontrib},
-or \code{predinteraction} is \code{TRUE}.}
-
\item{training}{Whether the prediction result is used for training. For dart booster,
training predicting will perform dropout.}
@@ -86,8 +82,27 @@ base-1 indexing, and inclusive of both ends).
If passing "all", will use all of the rounds regardless of whether the model had early stopping or not.
}\if{html}{\out{}}}
-\item{strict_shape}{Default is \code{FALSE}. When set to \code{TRUE}, the output
-type and shape of predictions are invariant to the model type.}
+\item{strict_shape}{Whether to always return an array with the same dimensions for the given prediction mode
+regardless of the model type - meaning that, for example, both a multi-class and a binary classification
+model would generate output arrays with the same number of dimensions, with the 'class' dimension having
+size equal to '1' for the binary model.
+
+\if{html}{\out{
}}\preformatted{ If passing `FALSE` (the default), dimensions will be simplified according to the model type, so that a
+ binary classification model for example would not have a redundant dimension for 'class'.
+
+ See documentation for the return type for the exact shape of the output arrays for each prediction mode.
+}\if{html}{\out{
}}}
+
+\item{avoid_transpose}{Whether to output the resulting predictions in the same memory layout in which they
+are generated by the core XGBoost library, without transposing them to match the expected output shape.
+
+\if{html}{\out{}}\preformatted{ Internally, XGBoost uses row-major order for the predictions it generates, while R arrays use column-major
+ order, hence the result needs to be transposed in order to have the expected shape when represented as
+ an R array or matrix, which might be a slow operation.
+
+ If passing `TRUE`, then the result will have dimensions in reverse order - for example, rows
+ will be the last dimensions instead of the first dimension.
+}\if{html}{\out{
}}}
\item{validate_features}{When \code{TRUE}, validate that the Booster's and newdata's feature_names
match (only applicable when both \code{object} and \code{newdata} have feature names).
@@ -116,32 +131,46 @@ match (only applicable when both \code{object} and \code{newdata} have feature n
\item{...}{Not used.}
}
\value{
-The return type depends on \code{strict_shape}. If \code{FALSE} (default):
-\itemize{
-\item For regression or binary classification: A vector of length \code{nrows(newdata)}.
-\item For multiclass classification: A vector of length \code{num_class * nrows(newdata)} or
-a \verb{(nrows(newdata), num_class)} matrix, depending on the \code{reshape} value.
-\item When \code{predleaf = TRUE}: A matrix with one column per tree.
-\item When \code{predcontrib = TRUE}: When not multiclass, a matrix with
-\code{ num_features + 1} columns. The last "+ 1" column corresponds to the baseline value.
-In the multiclass case, a list of \code{num_class} such matrices.
-The contribution values are on the scale of untransformed margin
-(e.g., for binary classification, the values are log-odds deviations from the baseline).
-\item When \code{predinteraction = TRUE}: When not multiclass, the output is a 3d array of
-dimension \code{c(nrow, num_features + 1, num_features + 1)}. The off-diagonal (in the last two dimensions)
-elements represent different feature interaction contributions. The array is symmetric WRT the last
-two dimensions. The "+ 1" columns corresponds to the baselines. Summing this array along the last dimension should
-produce practically the same result as \code{predcontrib = TRUE}.
-In the multiclass case, a list of \code{num_class} such arrays.
+A numeric vector or array, with corresponding dimensions depending on the prediction mode and on
+parameter \code{strict_shape} as follows:
+
+If passing \code{strict_shape=FALSE}:\itemize{
+\item For regression or binary classification: a vector of length \code{nrows}.
+\item For multi-class and multi-target objectives: a matrix of dimensions \verb{[nrows, ngroups]}.
+
+Note that objective variant \code{multi:softmax} defaults towards predicting most likely class (a vector
+\code{nrows}) instead of per-class probabilities.
+\item For \code{predleaf}: a matrix with one column per tree.
+
+For multi-class / multi-target, they will be arranged so that columns in the output will have
+the leafs from one group followed by leafs of the other group (e.g. order will be \code{group1:feat1},
+\code{group1:feat2}, ..., \code{group2:feat1}, \code{group2:feat2}, ...).
+\item For \code{predcontrib}: when not multi-class / multi-target, a matrix with dimensions
+\verb{[nrows, nfeats+1]}. The last "+ 1" column corresponds to the baseline value.
+
+For multi-class and multi-target objectives, will be an array with dimensions \verb{[nrows, ngroups, nfeats+1]}.
+
+The contribution values are on the scale of untransformed margin (e.g., for binary classification,
+the values are log-odds deviations from the baseline).
+\item For \code{predinteraction}: when not multi-class / multi-target, the output is a 3D array of
+dimensions \verb{[nrows, nfeats+1, nfeats+1]}. The off-diagonal (in the last two dimensions)
+elements represent different feature interaction contributions. The array is symmetric w.r.t. the last
+two dimensions. The "+ 1" columns corresponds to the baselines. Summing this array along the last
+dimension should produce practically the same result as \code{predcontrib = TRUE}.
+
+For multi-class and multi-target, will be a 4D array with dimensions \verb{[nrows, ngroups, nfeats+1, nfeats+1]}
}
-When \code{strict_shape = TRUE}, the output is always an array:
-\itemize{
-\item For normal predictions, the output has dimension \verb{(num_class, nrow(newdata))}.
-\item For \code{predcontrib = TRUE}, the dimension is \verb{(ncol(newdata) + 1, num_class, nrow(newdata))}.
-\item For \code{predinteraction = TRUE}, the dimension is \verb{(ncol(newdata) + 1, ncol(newdata) + 1, num_class, nrow(newdata))}.
-\item For \code{predleaf = TRUE}, the dimension is \verb{(n_trees_in_forest, num_class, n_iterations, nrow(newdata))}.
+If passing \code{strict_shape=FALSE}, the result is always an array:\itemize{
+\item For normal predictions, the dimension is \verb{[nrows, ngroups]}.
+\item For \code{predcontrib=TRUE}, the dimension is \verb{[nrows, ngroups, nfeats+1]}.
+\item For \code{predinteraction=TRUE}, the dimension is \verb{[nrows, ngroups, nfeats+1, nfeats+1]}.
+\item For \code{predleaf=TRUE}, the dimension is \verb{[nrows, niter, ngroups, num_parallel_tree]}.
}
+
+If passing \code{avoid_transpose=TRUE}, then the dimensions in all cases will be in reverse order - for
+example, for \code{predinteraction}, they will be \verb{[nfeats+1, nfeats+1, ngroups, nrows]}
+instead of \verb{[nrows, ngroups, nfeats+1, nfeats+1]}.
}
\description{
Predict values on data based on xgboost model.
@@ -241,8 +270,6 @@ bst <- xgb.train(
# predict for softmax returns num_class probability numbers per case:
pred <- predict(bst, as.matrix(iris[, -5]))
str(pred)
-# reshape it to a num_class-columns matrix
-pred <- matrix(pred, ncol = num_class, byrow = TRUE)
# convert the probabilities to softmax labels
pred_labels <- max.col(pred) - 1
# the following should result in the same error as seen in the last iteration
diff --git a/R-package/src/init.c b/R-package/src/init.c
index 5db3218b4..16c1d3b14 100644
--- a/R-package/src/init.c
+++ b/R-package/src/init.c
@@ -45,7 +45,6 @@ extern SEXP XGBoosterSetAttr_R(SEXP, SEXP, SEXP);
extern SEXP XGBoosterSetParam_R(SEXP, SEXP, SEXP);
extern SEXP XGBoosterUpdateOneIter_R(SEXP, SEXP, SEXP);
extern SEXP XGCheckNullPtr_R(SEXP);
-extern SEXP XGSetArrayDimInplace_R(SEXP, SEXP);
extern SEXP XGSetArrayDimNamesInplace_R(SEXP, SEXP);
extern SEXP XGDMatrixCreateFromCSC_R(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
extern SEXP XGDMatrixCreateFromCSR_R(SEXP, SEXP, SEXP, SEXP, SEXP, SEXP);
@@ -108,7 +107,6 @@ static const R_CallMethodDef CallEntries[] = {
{"XGBoosterSetParam_R", (DL_FUNC) &XGBoosterSetParam_R, 3},
{"XGBoosterUpdateOneIter_R", (DL_FUNC) &XGBoosterUpdateOneIter_R, 3},
{"XGCheckNullPtr_R", (DL_FUNC) &XGCheckNullPtr_R, 1},
- {"XGSetArrayDimInplace_R", (DL_FUNC) &XGSetArrayDimInplace_R, 2},
{"XGSetArrayDimNamesInplace_R", (DL_FUNC) &XGSetArrayDimNamesInplace_R, 2},
{"XGDMatrixCreateFromCSC_R", (DL_FUNC) &XGDMatrixCreateFromCSC_R, 6},
{"XGDMatrixCreateFromCSR_R", (DL_FUNC) &XGDMatrixCreateFromCSR_R, 6},
diff --git a/R-package/src/xgboost_R.cc b/R-package/src/xgboost_R.cc
index 989d3bc0d..5faae8a9f 100644
--- a/R-package/src/xgboost_R.cc
+++ b/R-package/src/xgboost_R.cc
@@ -330,11 +330,6 @@ XGB_DLL SEXP XGCheckNullPtr_R(SEXP handle) {
return Rf_ScalarLogical(R_ExternalPtrAddr(handle) == nullptr);
}
-XGB_DLL SEXP XGSetArrayDimInplace_R(SEXP arr, SEXP dims) {
- Rf_setAttrib(arr, R_DimSymbol, dims);
- return R_NilValue;
-}
-
XGB_DLL SEXP XGSetArrayDimNamesInplace_R(SEXP arr, SEXP dim_names) {
Rf_setAttrib(arr, R_DimNamesSymbol, dim_names);
return R_NilValue;
@@ -1301,12 +1296,9 @@ enum class PredictionInputType {DMatrix, DenseMatrix, CSRMatrix, DataFrame};
SEXP XGBoosterPredictGeneric(SEXP handle, SEXP input_data, SEXP json_config,
PredictionInputType input_type, SEXP missing,
SEXP base_margin) {
- SEXP r_out_shape;
- SEXP r_out_result;
- SEXP r_out = Rf_protect(Rf_allocVector(VECSXP, 2));
- SEXP json_config_ = Rf_protect(Rf_asChar(json_config));
-
+ SEXP r_out_result = R_NilValue;
R_API_BEGIN();
+ SEXP json_config_ = Rf_protect(Rf_asChar(json_config));
char const *c_json_config = CHAR(json_config_);
bst_ulong out_dim;
@@ -1386,23 +1378,24 @@ SEXP XGBoosterPredictGeneric(SEXP handle, SEXP input_data, SEXP json_config,
}
CHECK_CALL(res_code);
- r_out_shape = Rf_protect(Rf_allocVector(INTSXP, out_dim));
+ SEXP r_out_shape = Rf_protect(Rf_allocVector(INTSXP, out_dim));
size_t len = 1;
int *r_out_shape_ = INTEGER(r_out_shape);
for (size_t i = 0; i < out_dim; ++i) {
- r_out_shape_[i] = out_shape[i];
+ r_out_shape_[out_dim - i - 1] = out_shape[i];
len *= out_shape[i];
}
r_out_result = Rf_protect(Rf_allocVector(REALSXP, len));
std::copy(out_result, out_result + len, REAL(r_out_result));
- SET_VECTOR_ELT(r_out, 0, r_out_shape);
- SET_VECTOR_ELT(r_out, 1, r_out_result);
+ if (out_dim > 1) {
+ Rf_setAttrib(r_out_result, R_DimSymbol, r_out_shape);
+ }
R_API_END();
- Rf_unprotect(4);
+ Rf_unprotect(3);
- return r_out;
+ return r_out_result;
}
} // namespace
diff --git a/R-package/src/xgboost_R.h b/R-package/src/xgboost_R.h
index 7f6554cb6..08f16bac1 100644
--- a/R-package/src/xgboost_R.h
+++ b/R-package/src/xgboost_R.h
@@ -26,14 +26,6 @@
*/
XGB_DLL SEXP XGCheckNullPtr_R(SEXP handle);
-/*!
- * \brief set the dimensions of an array in-place
- * \param arr
- * \param dims dimensions to set to the array
- * \return NULL value
- */
-XGB_DLL SEXP XGSetArrayDimInplace_R(SEXP arr, SEXP dims);
-
/*!
* \brief set the names of the dimensions of an array in-place
* \param arr
diff --git a/R-package/tests/testthat/test_basic.R b/R-package/tests/testthat/test_basic.R
index bbb8fb323..f0ebd7a1c 100644
--- a/R-package/tests/testthat/test_basic.R
+++ b/R-package/tests/testthat/test_basic.R
@@ -162,20 +162,20 @@ test_that("train and predict softprob", {
pred <- predict(bst, as.matrix(iris[, -5]))
expect_length(pred, nrow(iris) * 3)
# row sums add up to total probability of 1:
- expect_equal(rowSums(matrix(pred, ncol = 3, byrow = TRUE)), rep(1, nrow(iris)), tolerance = 1e-7)
+ expect_equal(rowSums(pred), rep(1, nrow(iris)), tolerance = 1e-7)
# manually calculate error at the last iteration:
- mpred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE)
- expect_equal(as.numeric(t(mpred)), pred)
+ mpred <- predict(bst, as.matrix(iris[, -5]))
+ expect_equal(mpred, pred)
pred_labels <- max.col(mpred) - 1
err <- sum(pred_labels != lb) / length(lb)
expect_equal(attributes(bst)$evaluation_log[5, train_merror], err, tolerance = 5e-6)
# manually calculate error at the 1st iteration:
- mpred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, iterationrange = c(1, 1))
+ mpred <- predict(bst, as.matrix(iris[, -5]), iterationrange = c(1, 1))
pred_labels <- max.col(mpred) - 1
err <- sum(pred_labels != lb) / length(lb)
expect_equal(attributes(bst)$evaluation_log[1, train_merror], err, tolerance = 5e-6)
- mpred1 <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, iterationrange = c(1, 1))
+ mpred1 <- predict(bst, as.matrix(iris[, -5]), iterationrange = c(1, 1))
expect_equal(mpred, mpred1)
d <- cbind(
@@ -190,7 +190,7 @@ test_that("train and predict softprob", {
data = dtrain, nrounds = 4, num_class = 10,
objective = "multi:softprob"
)
- predt <- predict(booster, as.matrix(d), reshape = TRUE, strict_shape = FALSE)
+ predt <- predict(booster, as.matrix(d), strict_shape = FALSE)
expect_equal(ncol(predt), 10)
expect_equal(rowSums(predt), rep(1, 100), tolerance = 1e-7)
})
@@ -254,13 +254,13 @@ test_that("train and predict RF with softprob", {
)
expect_equal(xgb.get.num.boosted.rounds(bst), 15)
# predict for all iterations:
- pred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE)
+ pred <- predict(bst, as.matrix(iris[, -5]))
expect_equal(dim(pred), c(nrow(iris), 3))
pred_labels <- max.col(pred) - 1
err <- sum(pred_labels != lb) / length(lb)
expect_equal(attributes(bst)$evaluation_log[nrounds, train_merror], err, tolerance = 5e-6)
# predict for 7 iterations and adjust for 4 parallel trees per iteration
- pred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, iterationrange = c(1, 7))
+ pred <- predict(bst, as.matrix(iris[, -5]), iterationrange = c(1, 7))
err <- sum((max.col(pred) - 1) != lb) / length(lb)
expect_equal(attributes(bst)$evaluation_log[7, train_merror], err, tolerance = 5e-6)
})
@@ -485,15 +485,25 @@ test_that("strict_shape works", {
n_rows <- nrow(X)
n_cols <- ncol(X)
- expect_equal(dim(predt), c(n_groups, n_rows))
- expect_equal(dim(margin), c(n_groups, n_rows))
- expect_equal(dim(contri), c(n_cols + 1, n_groups, n_rows))
- expect_equal(dim(interact), c(n_cols + 1, n_cols + 1, n_groups, n_rows))
- expect_equal(dim(leaf), c(1, n_groups, n_rounds, n_rows))
+ expect_equal(dim(predt), c(n_rows, n_groups))
+ expect_equal(dim(margin), c(n_rows, n_groups))
+ expect_equal(dim(contri), c(n_rows, n_groups, n_cols + 1))
+ expect_equal(dim(interact), c(n_rows, n_groups, n_cols + 1, n_cols + 1))
+ expect_equal(dim(leaf), c(n_rows, n_rounds, n_groups, 1))
if (n_groups != 1) {
for (g in seq_len(n_groups)) {
- expect_lt(max(abs(colSums(contri[, g, ]) - margin[g, ])), 1e-5)
+ expect_lt(max(abs(rowSums(contri[, g, ]) - margin[, g])), 1e-5)
+ }
+
+ leaf_no_strict <- predict(bst, X, strict_shape = FALSE, predleaf = TRUE)
+ for (g in seq_len(n_groups)) {
+ g_mask <- rep(FALSE, n_groups)
+ g_mask[g] <- TRUE
+ expect_equal(
+ leaf[, , g, 1L],
+ leaf_no_strict[, g_mask]
+ )
}
}
}
@@ -562,7 +572,7 @@ test_that("Quantile regression accepts multiple quantiles", {
),
nrounds = 15
)
- pred <- predict(model, x, reshape = TRUE)
+ pred <- predict(model, x)
expect_equal(dim(pred)[1], nrow(x))
expect_equal(dim(pred)[2], 3)
@@ -590,7 +600,7 @@ test_that("Can use multi-output labels with built-in objectives", {
data = dm,
nrounds = 5
)
- pred <- predict(model, x, reshape = TRUE)
+ pred <- predict(model, x)
expect_equal(pred[, 1], -pred[, 2])
expect_true(cor(y, pred[, 1]) > 0.9)
expect_true(cor(y, pred[, 2]) < -0.9)
@@ -619,7 +629,7 @@ test_that("Can use multi-output labels with custom objectives", {
data = dm,
nrounds = 5
)
- pred <- predict(model, x, reshape = TRUE)
+ pred <- predict(model, x)
expect_equal(pred[, 1], -pred[, 2])
expect_true(cor(y, pred[, 1]) > 0.9)
expect_true(cor(y, pred[, 2]) < -0.9)
@@ -666,8 +676,8 @@ test_that("Can predict on data.frame objects", {
nrounds = 5
)
- pred_mat <- predict(model, xgb.DMatrix(x_mat), nthread = n_threads)
- pred_df <- predict(model, x_df, nthread = n_threads)
+ pred_mat <- predict(model, xgb.DMatrix(x_mat))
+ pred_df <- predict(model, x_df)
expect_equal(pred_mat, pred_df)
})
@@ -737,7 +747,7 @@ test_that("Coefficients from gblinear have the expected shape and names", {
expect_equal(nrow(coefs), ncol(x) + 1)
expect_equal(ncol(coefs), 3)
expect_equal(row.names(coefs), c("(Intercept)", colnames(x)))
- pred_auto <- predict(model, x, outputmargin = TRUE, reshape = TRUE)
+ pred_auto <- predict(model, x, outputmargin = TRUE)
pred_manual <- unname(mm %*% coefs)
expect_equal(pred_manual, pred_auto, tolerance = 1e-7)
})
diff --git a/R-package/tests/testthat/test_booster_slicing.R b/R-package/tests/testthat/test_booster_slicing.R
index 711ccd8b6..f80968e06 100644
--- a/R-package/tests/testthat/test_booster_slicing.R
+++ b/R-package/tests/testthat/test_booster_slicing.R
@@ -9,7 +9,7 @@ model <- xgb.train(
data = dm,
nrounds = 20
)
-pred <- predict(model, dm, predleaf = TRUE, reshape = TRUE)
+pred <- predict(model, dm, predleaf = TRUE)
test_that("Slicing full model", {
new_model <- xgb.slice.Booster(model, 1, 0)
@@ -24,32 +24,32 @@ test_that("Slicing full model", {
test_that("Slicing sequence from start", {
new_model <- xgb.slice.Booster(model, 1, 10)
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(1, 10)])
new_model <- model[1:10]
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(1, 10)])
})
test_that("Slicing sequence from middle", {
new_model <- xgb.slice.Booster(model, 5, 10)
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(5, 10)])
new_model <- model[5:10]
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(5, 10)])
})
test_that("Slicing with non-unit step", {
for (s in 2:5) {
new_model <- xgb.slice.Booster(model, 1, 17, s)
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(1, 17, s)])
new_model <- model[seq(1, 17, s)]
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(1, 17, s)])
}
})
@@ -57,11 +57,11 @@ test_that("Slicing with non-unit step", {
test_that("Slicing with non-unit step from middle", {
for (s in 2:5) {
new_model <- xgb.slice.Booster(model, 4, 17, s)
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(4, 17, s)])
new_model <- model[seq(4, 17, s)]
- new_pred <- predict(new_model, dm, predleaf = TRUE, reshape = TRUE)
+ new_pred <- predict(new_model, dm, predleaf = TRUE)
expect_equal(new_pred, pred[, seq(4, 17, s)])
}
})
diff --git a/R-package/tests/testthat/test_dmatrix.R b/R-package/tests/testthat/test_dmatrix.R
index 548afece3..cca7b88da 100644
--- a/R-package/tests/testthat/test_dmatrix.R
+++ b/R-package/tests/testthat/test_dmatrix.R
@@ -400,12 +400,10 @@ test_that("xgb.DMatrix: can take multi-dimensional 'base_margin'", {
),
nround = 1
)
- pred_only_x <- predict(model, x, nthread = n_threads, reshape = TRUE)
+ pred_only_x <- predict(model, x)
pred_w_base <- predict(
model,
- xgb.DMatrix(data = x, base_margin = b, nthread = n_threads),
- nthread = n_threads,
- reshape = TRUE
+ xgb.DMatrix(data = x, base_margin = b)
)
expect_equal(pred_only_x, pred_w_base - b, tolerance = 1e-5)
})
diff --git a/R-package/tests/testthat/test_helpers.R b/R-package/tests/testthat/test_helpers.R
index 16831cf38..7724d6bc5 100644
--- a/R-package/tests/testthat/test_helpers.R
+++ b/R-package/tests/testthat/test_helpers.R
@@ -132,31 +132,31 @@ test_that("predict feature contributions works", {
tolerance = float_tolerance)
# gbtree multiclass
- pred <- predict(mbst.Tree, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE)
+ pred <- predict(mbst.Tree, as.matrix(iris[, -5]), outputmargin = TRUE)
pred_contr <- predict(mbst.Tree, as.matrix(iris[, -5]), predcontrib = TRUE)
- expect_is(pred_contr, "list")
- expect_length(pred_contr, 3)
- for (g in seq_along(pred_contr)) {
- expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "(Intercept)"))
- expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), 1e-5)
+ expect_is(pred_contr, "array")
+ expect_length(dim(pred_contr), 3)
+ for (g in seq_len(dim(pred_contr)[2])) {
+ expect_equal(colnames(pred_contr[, g, ]), c(colnames(iris[, -5]), "(Intercept)"))
+ expect_lt(max(abs(rowSums(pred_contr[, g, ]) - pred[, g])), 1e-5)
}
# gblinear multiclass (set base_score = 0, which is base margin in multiclass)
- pred <- predict(mbst.GLM, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE)
+ pred <- predict(mbst.GLM, as.matrix(iris[, -5]), outputmargin = TRUE)
pred_contr <- predict(mbst.GLM, as.matrix(iris[, -5]), predcontrib = TRUE)
- expect_length(pred_contr, 3)
+ expect_length(dim(pred_contr), 3)
coefs_all <- matrix(
data = as.numeric(xgb.dump(mbst.GLM)[-c(1, 2, 6)]),
ncol = 3,
byrow = TRUE
)
- for (g in seq_along(pred_contr)) {
- expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "(Intercept)"))
- expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), float_tolerance)
+ for (g in seq_along(dim(pred_contr)[2])) {
+ expect_equal(colnames(pred_contr[, g, ]), c(colnames(iris[, -5]), "(Intercept)"))
+ expect_lt(max(abs(rowSums(pred_contr[, g, ]) - pred[, g])), float_tolerance)
# manual calculation of linear terms
coefs <- c(coefs_all[-1, g], coefs_all[1, g]) # intercept needs to be the last
pred_contr_manual <- sweep(as.matrix(cbind(iris[, -5], 1)), 2, coefs, FUN = "*")
- expect_equal(as.numeric(pred_contr[[g]]), as.numeric(pred_contr_manual),
+ expect_equal(as.numeric(pred_contr[, g, ]), as.numeric(pred_contr_manual),
tolerance = float_tolerance)
}
})
diff --git a/R-package/tests/testthat/test_interactions.R b/R-package/tests/testthat/test_interactions.R
index 60cf9d800..1380225c7 100644
--- a/R-package/tests/testthat/test_interactions.R
+++ b/R-package/tests/testthat/test_interactions.R
@@ -127,41 +127,23 @@ test_that("multiclass feature interactions work", {
eta = 0.1, max_depth = 4, objective = 'multi:softprob', num_class = 3, nthread = n_threads
)
b <- xgb.train(param, dm, 40)
- pred <- t(
- array(
- data = predict(b, dm, outputmargin = TRUE),
- dim = c(3, 150)
- )
- )
+ pred <- predict(b, dm, outputmargin = TRUE)
# SHAP contributions:
cont <- predict(b, dm, predcontrib = TRUE)
- expect_length(cont, 3)
- # rewrap them as a 3d array
- cont <- array(
- data = unlist(cont),
- dim = c(150, 5, 3)
- )
+ expect_length(dim(cont), 3)
# make sure for each row they add up to marginal predictions
- expect_lt(max(abs(apply(cont, c(1, 3), sum) - pred)), 0.001)
+ expect_lt(max(abs(apply(cont, c(1, 2), sum) - pred)), 0.001)
# SHAP interaction contributions:
intr <- predict(b, dm, predinteraction = TRUE)
- expect_length(intr, 3)
- # rewrap them as a 4d array
- intr <- aperm(
- a = array(
- data = unlist(intr),
- dim = c(150, 5, 5, 3)
- ),
- perm = c(4, 1, 2, 3) # [grp, row, col, col]
- )
+ expect_length(dim(intr), 4)
# check the symmetry
expect_lt(max(abs(aperm(intr, c(1, 2, 4, 3)) - intr)), 0.00001)
# sums WRT columns must be close to feature contributions
- expect_lt(max(abs(apply(intr, c(1, 2, 3), sum) - aperm(cont, c(3, 1, 2)))), 0.00001)
+ expect_lt(max(abs(apply(intr, c(1, 2, 3), sum) - cont)), 0.00001)
})