Merge pull request #503 from sinhrks/feature_types
Python: Add feature_types to DMatrix
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commit
db490d1c75
@ -146,10 +146,12 @@ class DMatrix(object):
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You can construct DMatrix from numpy.arrays
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"""
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feature_names = None # for previous version's pickle
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_feature_names = None # for previous version's pickle
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_feature_types = None
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def __init__(self, data, label=None, missing=0.0,
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weight=None, silent=False, feature_names=None):
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weight=None, silent=False,
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feature_names=None, feature_types=None):
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"""
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Data matrix used in XGBoost.
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@ -169,6 +171,8 @@ class DMatrix(object):
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Whether print messages during construction
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feature_names : list, optional
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Labels for features.
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feature_types : list, optional
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Labels for features.
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"""
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# force into void_p, mac need to pass things in as void_p
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if data is None:
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@ -196,20 +200,8 @@ class DMatrix(object):
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if weight is not None:
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self.set_weight(weight)
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# validate feature name
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if not feature_names is None:
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if not isinstance(feature_names, list):
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feature_names = list(feature_names)
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if len(feature_names) != len(set(feature_names)):
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raise ValueError('feature_names must be unique')
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if len(feature_names) != self.num_col():
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msg = 'feature_names must have the same length as data'
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raise ValueError(msg)
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# prohibit to use symbols may affect to parse. e.g. ``[]=.``
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if not all(isinstance(f, STRING_TYPES) and f.isalnum()
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for f in feature_names):
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raise ValueError('all feature_names must be alphanumerics')
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self.feature_names = feature_names
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self.feature_types = feature_types
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def _init_from_csr(self, csr):
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"""
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@ -461,6 +453,88 @@ class DMatrix(object):
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ctypes.byref(res.handle)))
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return res
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@property
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def feature_names(self):
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"""Get feature names (column labels).
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Returns
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-------
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feature_names : list or None
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"""
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return self._feature_names
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@property
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def feature_types(self):
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"""Get feature types (column types).
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Returns
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-------
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feature_types : list or None
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"""
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return self._feature_types
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@feature_names.setter
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def feature_names(self, feature_names):
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"""Set feature names (column labels).
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Parameters
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----------
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feature_names : list or None
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Labels for features. None will reset existing feature names
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"""
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if not feature_names is None:
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# validate feature name
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if not isinstance(feature_names, list):
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feature_names = list(feature_names)
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if len(feature_names) != len(set(feature_names)):
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raise ValueError('feature_names must be unique')
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if len(feature_names) != self.num_col():
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msg = 'feature_names must have the same length as data'
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raise ValueError(msg)
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# prohibit to use symbols may affect to parse. e.g. ``[]=.``
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if not all(isinstance(f, STRING_TYPES) and f.isalnum()
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for f in feature_names):
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raise ValueError('all feature_names must be alphanumerics')
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else:
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# reset feature_types also
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self.feature_types = None
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self._feature_names = feature_names
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@feature_types.setter
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def feature_types(self, feature_types):
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"""Set feature types (column types).
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This is for displaying the results and unrelated
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to the learning process.
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Parameters
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----------
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feature_types : list or None
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Labels for features. None will reset existing feature names
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"""
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if not feature_types is None:
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if self.feature_names is None:
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msg = 'Unable to set feature types before setting names'
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raise ValueError(msg)
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if isinstance(feature_types, STRING_TYPES):
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# single string will be applied to all columns
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feature_types = [feature_types] * self.num_col()
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if not isinstance(feature_types, list):
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feature_types = list(feature_types)
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if len(feature_types) != self.num_col():
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msg = 'feature_types must have the same length as data'
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raise ValueError(msg)
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# prohibit to use symbols may affect to parse. e.g. ``[]=.``
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valid = ('q', 'i', 'int', 'float')
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if not all(isinstance(f, STRING_TYPES) and f in valid
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for f in feature_types):
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raise ValueError('all feature_names must be {i, q, int, float}')
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self._feature_types = feature_types
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class Booster(object):
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""""A Booster of of XGBoost.
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@ -487,7 +561,8 @@ class Booster(object):
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for d in cache:
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if not isinstance(d, DMatrix):
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raise TypeError('invalid cache item: {}'.format(type(d).__name__))
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self._validate_feature_names(d)
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self._validate_features(d)
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dmats = c_array(ctypes.c_void_p, [d.handle for d in cache])
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self.handle = ctypes.c_void_p()
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_check_call(_LIB.XGBoosterCreate(dmats, len(cache), ctypes.byref(self.handle)))
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@ -572,7 +647,7 @@ class Booster(object):
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"""
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if not isinstance(dtrain, DMatrix):
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raise TypeError('invalid training matrix: {}'.format(type(dtrain).__name__))
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self._validate_feature_names(dtrain)
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self._validate_features(dtrain)
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if fobj is None:
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_check_call(_LIB.XGBoosterUpdateOneIter(self.handle, iteration, dtrain.handle))
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@ -598,7 +673,7 @@ class Booster(object):
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raise ValueError('grad / hess length mismatch: {} / {}'.format(len(grad), len(hess)))
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if not isinstance(dtrain, DMatrix):
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raise TypeError('invalid training matrix: {}'.format(type(dtrain).__name__))
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self._validate_feature_names(dtrain)
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self._validate_features(dtrain)
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_check_call(_LIB.XGBoosterBoostOneIter(self.handle, dtrain.handle,
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c_array(ctypes.c_float, grad),
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@ -629,7 +704,7 @@ class Booster(object):
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raise TypeError('expected DMatrix, got {}'.format(type(d[0]).__name__))
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if not isinstance(d[1], STRING_TYPES):
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raise TypeError('expected string, got {}'.format(type(d[1]).__name__))
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self._validate_feature_names(d[0])
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self._validate_features(d[0])
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dmats = c_array(ctypes.c_void_p, [d[0].handle for d in evals])
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evnames = c_array(ctypes.c_char_p, [c_str(d[1]) for d in evals])
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@ -664,7 +739,7 @@ class Booster(object):
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result: str
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Evaluation result string.
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"""
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self._validate_feature_names(data)
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self._validate_features(data)
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return self.eval_set([(data, name)], iteration)
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def predict(self, data, output_margin=False, ntree_limit=0, pred_leaf=False):
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@ -703,7 +778,7 @@ class Booster(object):
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if pred_leaf:
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option_mask |= 0x02
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self._validate_feature_names(data)
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self._validate_features(data)
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length = ctypes.c_ulong()
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preds = ctypes.POINTER(ctypes.c_float)()
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@ -805,9 +880,12 @@ class Booster(object):
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fname = from_pystr_to_cstr(self.feature_names)
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# supports quantitative type only
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if self.feature_types is None:
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# use quantitative as default
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# {'q': quantitative, 'i': indicator}
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ftype = from_pystr_to_cstr(['q'] * flen)
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else:
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ftype = from_pystr_to_cstr(self.feature_types)
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_check_call(_LIB.XGBoosterDumpModelWithFeatures(self.handle,
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flen,
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fname,
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@ -849,12 +927,14 @@ class Booster(object):
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fmap[fid] += 1
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return fmap
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def _validate_feature_names(self, data):
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def _validate_features(self, data):
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"""
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Validate Booster and data's feature_names are identical
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Validate Booster and data's feature_names are identical.
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Set feature_names and feature_types from DMatrix
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"""
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if self.feature_names is None:
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self.feature_names = data.feature_names
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self.feature_types = data.feature_types
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else:
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# Booster can't accept data with different feature names
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if self.feature_names != data.feature_names:
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@ -92,7 +92,7 @@ def plot_importance(booster, ax=None, height=0.2,
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_NODEPAT = re.compile(r'(\d+):\[(.+)\]')
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_LEAFPAT = re.compile(r'(\d+):(leaf=.+)')
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_EDGEPAT = re.compile(r'yes=(\d+),no=(\d+),missing=(\d+)')
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_EDGEPAT2 = re.compile(r'yes=(\d+),no=(\d+)')
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def _parse_node(graph, text):
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"""parse dumped node"""
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@ -111,6 +111,7 @@ def _parse_node(graph, text):
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def _parse_edge(graph, node, text, yes_color='#0000FF', no_color='#FF0000'):
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"""parse dumped edge"""
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try:
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match = _EDGEPAT.match(text)
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if match is not None:
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yes, no, missing = match.groups()
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@ -121,6 +122,14 @@ def _parse_edge(graph, node, text, yes_color='#0000FF', no_color='#FF0000'):
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graph.edge(node, yes, label='yes', color=yes_color)
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graph.edge(node, no, label='no, missing', color=no_color)
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return
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except ValueError:
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pass
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match = _EDGEPAT2.match(text)
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if match is not None:
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yes, no = match.groups()
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graph.edge(node, yes, label='yes', color=yes_color)
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graph.edge(node, no, label='no', color=no_color)
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return
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raise ValueError('Unable to parse edge: {0}'.format(text))
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@ -47,6 +47,25 @@ class TestBasic(unittest.TestCase):
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self.assertRaises(ValueError, xgb.DMatrix, data,
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feature_names=['a', 'b', 'c', 'd', 'e=1'])
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dm = xgb.DMatrix(data)
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dm.feature_names = list('abcde')
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assert dm.feature_names == list('abcde')
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dm.feature_types = 'q'
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assert dm.feature_types == list('qqqqq')
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dm.feature_types = list('qiqiq')
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assert dm.feature_types == list('qiqiq')
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def incorrect_type_set():
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dm.feature_types = list('abcde')
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self.assertRaises(ValueError, incorrect_type_set)
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# reset
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dm.feature_names = None
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assert dm.feature_names is None
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assert dm.feature_types is None
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def test_feature_names(self):
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data = np.random.randn(100, 5)
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target = np.array([0, 1] * 50)
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