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Merge pull request #50 from tqchen/master

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pull master into unity
This commit is contained in:
Tianqi Chen 2014-08-27 19:19:48 -07:00
commit f9541efa01
28 changed files with 667 additions and 8763 deletions
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4
.gitignore vendored
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@ -36,3 +36,7 @@ Debug
*test* *test*
.Rhistory .Rhistory
*.dll *.dll
*i386
*x64
*dump
*save

4
R-package/DESCRIPTION
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@ -3,8 +3,8 @@ Type: Package
Title: R wrapper of xgboost Title: R wrapper of xgboost
Version: 0.3-0 Version: 0.3-0
Date: 2014-08-23 Date: 2014-08-23
Author: Tianqi Chen Author: Tianqi Chen, Tong He
Maintainer: Tianqi Chen <tianqi.tchen@gmail.com> Maintainer: Tianqi Chen <tianqi.tchen@gmail.com>, Tong He <hetong007@gmail.com>
Description: xgboost Description: xgboost
License: See LICENSE file License: See LICENSE file
URL: https://github.com/tqchen/xgboost URL: https://github.com/tqchen/xgboost

19
R-package/NAMESPACE
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@ -2,17 +2,10 @@ importClassesFrom("Matrix", dgCMatrix, dgeMatrix)
export(xgboost) export(xgboost)
export(xgb.DMatrix) export(xgb.DMatrix)
export(xgb.getinfo)
export(xgb.setinfo)
# exportClasses(xgb.Boost)
exportMethods(predict) exportMethods(predict)
exportMethods(getinfo)
# export(xgb.Booster) export(xgb.train)
# export(xgb.train) export(xgb.save)
# export(xgb.save) export(xgb.load)
# export(xgb.predict) export(xgb.dump)
# export(xgb.dump) export(xgb.DMatrix.save)

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R-package/R/getinfo.xgb.DMatrix.R Normal file
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@ -0,0 +1,21 @@
setClass('xgb.DMatrix')
getinfo <- function(object, ...){
UseMethod("getinfo")
}
setMethod("getinfo", signature = "xgb.DMatrix",
definition = function(object, name) {
if (typeof(name) != "character") {
stop("xgb.getinfo: name must be character")
}
if (class(object) != "xgb.DMatrix") {
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix")
}
if (name != "label" && name != "weight" && name != "base_margin") {
stop(paste("xgb.getinfo: unknown info name", name))
}
ret <- .Call("XGDMatrixGetInfo_R", object, name, PACKAGE = "xgboost")
return(ret)
})

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R-package/R/predict.xgb.Booster.R Normal file
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@ -0,0 +1,13 @@
#' @export
setClass("xgb.Booster")
#' @export
setMethod("predict", signature = "xgb.Booster",
definition = function(object, newdata, outputmargin = FALSE) {
if (class(newdata) != "xgb.DMatrix") {
newdata <- xgb.DMatrix(newdata)
}
ret <- .Call("XGBoosterPredict_R", object, newdata, as.integer(outputmargin), PACKAGE = "xgboost")
return(ret)
})

16
R-package/R/predict.xgboost.R
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@ -1,16 +0,0 @@
#' @export
setClass("xgb.Booster")
#' @export
setMethod("predict",
signature = "xgb.Booster",
definition = function(object, newdata, outputmargin = FALSE)
{
if (class(newdata) != "xgb.DMatrix") {
newdata = xgb.DMatrix(newdata)
}
ret <- .Call("XGBoosterPredict_R", object, newdata,
as.integer(outputmargin), PACKAGE="xgboost")
return(ret)
})

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R-package/R/utils.R Normal file
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@ -0,0 +1,135 @@
# depends on matrix
.onLoad <- function(libname, pkgname) {
library.dynam("xgboost", pkgname, libname)
}
.onUnload <- function(libpath) {
library.dynam.unload("xgboost", libpath)
}
# set information into dmatrix, this mutate dmatrix
xgb.setinfo <- function(dmat, name, info) {
if (class(dmat) != "xgb.DMatrix") {
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix")
}
if (name == "label") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
PACKAGE = "xgboost")
return(TRUE)
}
if (name == "weight") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
PACKAGE = "xgboost")
return(TRUE)
}
if (name == "base_margin") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info),
PACKAGE = "xgboost")
return(TRUE)
}
if (name == "group") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.integer(info),
PACKAGE = "xgboost")
return(TRUE)
}
stop(paste("xgb.setinfo: unknown info name", name))
return(FALSE)
}
# construct a Booster from cachelist
xgb.Booster <- function(params = list(), cachelist = list(), modelfile = NULL) {
if (typeof(cachelist) != "list") {
stop("xgb.Booster: only accepts list of DMatrix as cachelist")
}
for (dm in cachelist) {
if (class(dm) != "xgb.DMatrix") {
stop("xgb.Booster: only accepts list of DMatrix as cachelist")
}
}
handle <- .Call("XGBoosterCreate_R", cachelist, PACKAGE = "xgboost")
.Call("XGBoosterSetParam_R", handle, "seed", "0", PACKAGE = "xgboost")
if (length(params) != 0) {
for (i in 1:length(params)) {
p <- params[i]
.Call("XGBoosterSetParam_R", handle, names(p), as.character(p),
PACKAGE = "xgboost")
}
}
if (!is.null(modelfile)) {
if (typeof(modelfile) != "character") {
stop("xgb.Booster: modelfile must be character")
}
.Call("XGBoosterLoadModel_R", handle, modelfile, PACKAGE = "xgboost")
}
return(structure(handle, class = "xgb.Booster"))
}
# predict, depreciated
xgb.predict <- function(booster, dmat, outputmargin = FALSE) {
if (class(booster) != "xgb.Booster") {
stop("xgb.predict: first argument must be type xgb.Booster")
}
if (class(dmat) != "xgb.DMatrix") {
stop("xgb.predict: second argument must be type xgb.DMatrix")
}
ret <- .Call("XGBoosterPredict_R", booster, dmat, as.integer(outputmargin),
PACKAGE = "xgboost")
return(ret)
}
## ----the following are low level iteratively function, not needed if
## you do not want to use them ---------------------------------------
# iteratively update booster with dtrain
xgb.iter.update <- function(booster, dtrain, iter) {
if (class(booster) != "xgb.Booster") {
stop("xgb.iter.update: first argument must be type xgb.Booster")
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
}
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain,
PACKAGE = "xgboost")
return(TRUE)
}
# iteratively update booster with customized statistics
xgb.iter.boost <- function(booster, dtrain, gpair) {
if (class(booster) != "xgb.Booster") {
stop("xgb.iter.update: first argument must be type xgb.Booster")
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
}
.Call("XGBoosterBoostOneIter_R", booster, dtrain, gpair$grad, gpair$hess,
PACKAGE = "xgboost")
return(TRUE)
}
# iteratively evaluate one iteration
xgb.iter.eval <- function(booster, watchlist, iter) {
if (class(booster) != "xgb.Booster") {
stop("xgb.eval: first argument must be type xgb.Booster")
}
if (typeof(watchlist) != "list") {
stop("xgb.eval: only accepts list of DMatrix as watchlist")
}
for (w in watchlist) {
if (class(w) != "xgb.DMatrix") {
stop("xgb.eval: watch list can only contain xgb.DMatrix")
}
}
evnames <- list()
if (length(watchlist) != 0) {
for (i in 1:length(watchlist)) {
w <- watchlist[i]
if (length(names(w)) == 0) {
stop("xgb.eval: name tag must be presented for every elements in watchlist")
}
evnames <- append(evnames, names(w))
}
}
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist,
evnames, PACKAGE = "xgboost")
return(msg)
}

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R-package/R/xgb.DMatrix.R Normal file
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@ -0,0 +1,26 @@
# constructing DMatrix
xgb.DMatrix <- function(data, info = list(), missing = 0, ...) {
if (typeof(data) == "character") {
handle <- .Call("XGDMatrixCreateFromFile_R", data, as.integer(FALSE),
PACKAGE = "xgboost")
} else if (is.matrix(data)) {
handle <- .Call("XGDMatrixCreateFromMat_R", data, missing,
PACKAGE = "xgboost")
} else if (class(data) == "dgCMatrix") {
handle <- .Call("XGDMatrixCreateFromCSC_R", data@p, data@i, data@x,
PACKAGE = "xgboost")
} else {
stop(paste("xgb.DMatrix: does not support to construct from ",
typeof(data)))
}
dmat <- structure(handle, class = "xgb.DMatrix")
info <- append(info, list(...))
if (length(info) == 0)
return(dmat)
for (i in 1:length(info)) {
p <- info[i]
xgb.setinfo(dmat, names(p), p[[1]])
}
return(dmat)
}

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R-package/R/xgb.DMatrix.save.R Normal file
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@ -0,0 +1,13 @@
# save model or DMatrix to file
xgb.DMatrix.save <- function(handle, fname) {
if (typeof(fname) != "character") {
stop("xgb.save: fname must be character")
}
if (class(handle) == "xgb.DMatrix") {
.Call("XGDMatrixSaveBinary_R", handle, fname, as.integer(FALSE),
PACKAGE = "xgboost")
return(TRUE)
}
stop("xgb.save: the input must be either xgb.DMatrix or xgb.Booster")
return(FALSE)
}

222
R-package/R/xgb.Utils.R
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@ -1,222 +0,0 @@
# depends on matrix
.onLoad <- function(libname, pkgname) {
library.dynam("xgboost", pkgname, libname);
}
.onUnload <- function(libpath) {
library.dynam.unload("xgboost", libpath);
}
# constructing DMatrix
xgb.DMatrix <- function(data, info=list(), missing=0.0) {
if (typeof(data) == "character") {
handle <- .Call("XGDMatrixCreateFromFile_R", data, as.integer(FALSE), PACKAGE="xgboost")
} else if(is.matrix(data)) {
handle <- .Call("XGDMatrixCreateFromMat_R", data, missing, PACKAGE="xgboost")
} else if(class(data) == "dgCMatrix") {
handle <- .Call("XGDMatrixCreateFromCSC_R", data@p, data@i, data@x, PACKAGE="xgboost")
} else {
stop(paste("xgb.DMatrix: does not support to construct from ", typeof(data)))
}
dmat <- structure(handle, class="xgb.DMatrix")
if (length(info) != 0) {
for (i in 1:length(info)) {
p <- info[i]
xgb.setinfo(dmat, names(p), p[[1]])
}
}
return(dmat)
}
# get information from dmatrix
xgb.getinfo <- function(dmat, name) {
if (typeof(name) != "character") {
stop("xgb.getinfo: name must be character")
}
if (class(dmat) != "xgb.DMatrix") {
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix");
}
if (name != "label" &&
name != "weight" &&
name != "base_margin" ) {
stop(paste("xgb.getinfo: unknown info name", name))
}
ret <- .Call("XGDMatrixGetInfo_R", dmat, name, PACKAGE="xgboost")
return(ret)
}
# set information into dmatrix, this mutate dmatrix
xgb.setinfo <- function(dmat, name, info) {
if (class(dmat) != "xgb.DMatrix") {
stop("xgb.setinfo: first argument dtrain must be xgb.DMatrix");
}
if (name == "label") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
return(TRUE)
}
if (name == "weight") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
return(TRUE)
}
if (name == "base_margin") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.numeric(info), PACKAGE="xgboost")
return(TRUE)
}
if (name == "group") {
.Call("XGDMatrixSetInfo_R", dmat, name, as.integer(info), PACKAGE="xgboost")
return(TRUE)
}
stop(pase("xgb.setinfo: unknown info name", name))
return(FALSE)
}
# construct a Booster from cachelist
xgb.Booster <- function(params = list(), cachelist = list(), modelfile = NULL) {
if (typeof(cachelist) != "list") {
stop("xgb.Booster: only accepts list of DMatrix as cachelist")
}
for (dm in cachelist) {
if (class(dm) != "xgb.DMatrix") {
stop("xgb.Booster: only accepts list of DMatrix as cachelist")
}
}
handle <- .Call("XGBoosterCreate_R", cachelist, PACKAGE="xgboost")
.Call("XGBoosterSetParam_R", handle, "seed", "0", PACKAGE="xgboost")
if (length(params) != 0) {
for (i in 1:length(params)) {
p <- params[i]
.Call("XGBoosterSetParam_R", handle, names(p), as.character(p), PACKAGE="xgboost")
}
}
if (!is.null(modelfile)) {
if (typeof(modelfile) != "character"){
stop("xgb.Booster: modelfile must be character");
}
.Call("XGBoosterLoadModel_R", handle, modelfile, PACKAGE="xgboost")
}
return(structure(handle, class="xgb.Booster"))
}
# train a model using given parameters
xgb.train <- function(params, dtrain, nrounds=10, watchlist=list(), obj=NULL, feval=NULL) {
if (typeof(params) != "list") {
stop("xgb.train: first argument params must be list");
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.train: second argument dtrain must be xgb.DMatrix");
}
bst <- xgb.Booster(params, append(watchlist,dtrain))
for (i in 1:nrounds) {
if (is.null(obj)) {
succ <- xgb.iter.update(bst, dtrain, i-1)
} else {
pred <- xgb.predict(bst, dtrain)
gpair <- obj(pred, dtrain)
succ <- xgb.iter.boost(bst, dtrain, gpair)
}
if (length(watchlist) != 0) {
if (is.null(feval)) {
msg <- xgb.iter.eval(bst, watchlist, i-1)
cat(msg); cat("\n")
} else {
cat("["); cat(i); cat("]");
for (j in 1:length(watchlist)) {
w <- watchlist[j]
if (length(names(w)) == 0) {
stop("xgb.eval: name tag must be presented for every elements in watchlist")
}
ret <- feval(xgb.predict(bst, w[[1]]), w[[1]])
cat("\t"); cat(names(w)); cat("-"); cat(ret$metric);
cat(":"); cat(ret$value)
}
cat("\n")
}
}
}
return(bst)
}
# save model or DMatrix to file
xgb.save <- function(handle, fname) {
if (typeof(fname) != "character") {
stop("xgb.save: fname must be character")
}
if (class(handle) == "xgb.Booster") {
.Call("XGBoosterSaveModel_R", handle, fname, PACKAGE="xgboost")
return(TRUE)
}
if (class(handle) == "xgb.DMatrix") {
.Call("XGDMatrixSaveBinary_R", handle, fname, as.integer(FALSE), PACKAGE="xgboost")
return(TRUE)
}
stop("xgb.save: the input must be either xgb.DMatrix or xgb.Booster")
return(FALSE)
}
# predict
xgb.predict <- function(booster, dmat, outputmargin = FALSE) {
if (class(booster) != "xgb.Booster") {
stop("xgb.predict: first argument must be type xgb.Booster")
}
if (class(dmat) != "xgb.DMatrix") {
stop("xgb.predict: second argument must be type xgb.DMatrix")
}
ret <- .Call("XGBoosterPredict_R", booster, dmat, as.integer(outputmargin), PACKAGE="xgboost")
return(ret)
}
# dump model
xgb.dump <- function(booster, fname, fmap = "") {
if (class(booster) != "xgb.Booster") {
stop("xgb.dump: first argument must be type xgb.Booster")
}
if (typeof(fname) != "character"){
stop("xgb.dump: second argument must be type character")
}
.Call("XGBoosterDumpModel_R", booster, fname, fmap, PACKAGE="xgboost")
return(TRUE)
}
##--------------------------------------
# the following are low level iteratively function, not needed
# if you do not want to use them
#---------------------------------------
# iteratively update booster with dtrain
xgb.iter.update <- function(booster, dtrain, iter) {
if (class(booster) != "xgb.Booster") {
stop("xgb.iter.update: first argument must be type xgb.Booster")
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
}
.Call("XGBoosterUpdateOneIter_R", booster, as.integer(iter), dtrain, PACKAGE="xgboost")
return(TRUE)
}
# iteratively update booster with customized statistics
xgb.iter.boost <- function(booster, dtrain, gpair) {
if (class(booster) != "xgb.Booster") {
stop("xgb.iter.update: first argument must be type xgb.Booster")
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.iter.update: second argument must be type xgb.DMatrix")
}
.Call("XGBoosterBoostOneIter_R", booster, dtrain, gpair$grad, gpair$hess, PACKAGE="xgboost")
return(TRUE)
}
# iteratively evaluate one iteration
xgb.iter.eval <- function(booster, watchlist, iter) {
if (class(booster) != "xgb.Booster") {
stop("xgb.eval: first argument must be type xgb.Booster")
}
if (typeof(watchlist) != "list") {
stop("xgb.eval: only accepts list of DMatrix as watchlist")
}
for (w in watchlist) {
if (class(w) != "xgb.DMatrix") {
stop("xgb.eval: watch list can only contain xgb.DMatrix")
}
}
evnames <- list()
if (length(watchlist) != 0) {
for (i in 1:length(watchlist)) {
w <- watchlist[i]
if (length(names(w)) == 0) {
stop("xgb.eval: name tag must be presented for every elements in watchlist")
}
evnames <- append(evnames, names(w))
}
}
msg <- .Call("XGBoosterEvalOneIter_R", booster, as.integer(iter), watchlist, evnames, PACKAGE="xgboost")
return(msg)
}

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R-package/R/xgb.dump.R Normal file
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@ -0,0 +1,11 @@
# dump model
xgb.dump <- function(booster, fname, fmap = "") {
if (class(booster) != "xgb.Booster") {
stop("xgb.dump: first argument must be type xgb.Booster")
}
if (typeof(fname) != "character") {
stop("xgb.dump: second argument must be type character")
}
.Call("XGBoosterDumpModel_R", booster, fname, fmap, PACKAGE = "xgboost")
return(TRUE)
}

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R-package/R/xgb.load.R Normal file
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xgb.load <- function(modelfile) {
if (is.null(modelfile))
stop("xgb.load: modelfile cannot be NULL")
xgb.Booster(modelfile = modelfile)
}

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R-package/R/xgb.save.R Normal file
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# save model or DMatrix to file
xgb.save <- function(handle, fname) {
if (typeof(fname) != "character") {
stop("xgb.save: fname must be character")
}
if (class(handle) == "xgb.Booster") {
.Call("XGBoosterSaveModel_R", handle, fname, PACKAGE = "xgboost")
return(TRUE)
}
stop("xgb.save: the input must be either xgb.DMatrix or xgb.Booster")
return(FALSE)
}

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R-package/R/xgb.train.R Normal file
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# train a model using given parameters
xgb.train <- function(params=list(), dtrain, nrounds = 10, watchlist = list(),
obj = NULL, feval = NULL, ...) {
if (typeof(params) != "list") {
stop("xgb.train: first argument params must be list")
}
if (class(dtrain) != "xgb.DMatrix") {
stop("xgb.train: second argument dtrain must be xgb.DMatrix")
}
params = append(params, list(...))
bst <- xgb.Booster(params, append(watchlist, dtrain))
for (i in 1:nrounds) {
if (is.null(obj)) {
succ <- xgb.iter.update(bst, dtrain, i - 1)
} else {
pred <- xgb.predict(bst, dtrain)
gpair <- obj(pred, dtrain)
succ <- xgb.iter.boost(bst, dtrain, gpair)
}
if (length(watchlist) != 0) {
if (is.null(feval)) {
msg <- xgb.iter.eval(bst, watchlist, i - 1)
cat(msg)
cat("\n")
} else {
cat("[")
cat(i)
cat("]")
for (j in 1:length(watchlist)) {
w <- watchlist[j]
if (length(names(w)) == 0) {
stop("xgb.eval: name tag must be presented for every elements in watchlist")
}
ret <- feval(xgb.predict(bst, w[[1]]), w[[1]])
cat("\t")
cat(names(w))
cat("-")
cat(ret$metric)
cat(":")
cat(ret$value)
}
cat("\n")
}
}
}
return(bst)
}

45
R-package/R/xgboost.R
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@ -1,24 +1,33 @@
# Main function for xgboost-package # Main function for xgboost-package
xgboost = function(x=NULL,y=NULL,file=NULL,nrounds=10,params,watchlist=list(), xgboost <- function(data = NULL, label = NULL, params = list(), nrounds = 10,
obj=NULL, feval=NULL, margin=NULL) verbose = 1, ...) {
{ inClass <- class(data)
if (is.null(x) && is.null(y)) if (inClass == "dgCMatrix" || inClass == "matrix") {
{ if (is.null(label))
if (is.null(file)) stop("xgboost: need label when data is a matrix")
stop('xgboost need input data, either R objects or local files.') dtrain <- xgb.DMatrix(data, label = label)
dtrain = xgb.DMatrix(file) } else {
if (!is.null(label))
warning("xgboost: label will be ignored.")
if (inClass == "character")
dtrain <- xgb.DMatrix(data) else if (inClass == "xgb.DMatrix")
dtrain <- data else stop("xgboost: Invalid input of data")
} }
else
dtrain = xgb.DMatrix(x, info=list(label=y)) if (verbose > 1) {
if (!is.null(margin)) silent <- 0
{ } else {
succ <- xgb.setinfo(dtrain, "base_margin", margin) silent <- 1
if (!succ)
warning('Attemp to use margin failed.')
} }
bst <- xgb.train(params, dtrain, nrounds, watchlist, obj, feval)
params <- append(params, list(silent = silent))
params <- append(params, list(...))
if (verbose > 0)
watchlist <- list(train = dtrain) else watchlist <- list()
bst <- xgb.train(params, dtrain, nrounds, watchlist)
return(bst) return(bst)
} }

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R-package/README.md
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@ -1,10 +1,10 @@
This is subfolder for experimental version of R package. This is subfolder for experimental version of R package.
Not yet ready.
Installation: Installation:
```r ```r
require(devtools) require(devtools)
install_github('xgboost','tqchen',subdir='R-package') install_github('xgboost','tqchen',subdir='R-package')
``` ```
Please visit [demo](https://github.com/tqchen/xgboost/blob/master/R-package/demo/demo.R) for more details.

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require(xgboost)
require(methods)
# helper function to read libsvm format this is very badly written, load in dense, and convert to sparse
# use this only for demo purpose adopted from
# https://github.com/zygmuntz/r-libsvm-format-read-write/blob/master/f_read.libsvm.r
read.libsvm <- function(fname, maxcol) {
content <- readLines(fname)
nline <- length(content)
label <- numeric(nline)
mat <- matrix(0, nline, maxcol + 1)
for (i in 1:nline) {
arr <- as.vector(strsplit(content[i], " ")[[1]])
label[i] <- as.numeric(arr[[1]])
for (j in 2:length(arr)) {
kv <- strsplit(arr[j], ":")[[1]]
# to avoid 0 index
findex <- as.integer(kv[1]) + 1
fvalue <- as.numeric(kv[2])
mat[i, findex] <- fvalue
}
}
mat <- as(mat, "sparseMatrix")
return(list(label = label, data = mat))
}
############################ Test xgb.DMatrix with local file, sparse matrix and dense matrix in R.
# Directly read in local file
dtrain <- xgb.DMatrix("agaricus.txt.train")
class(dtrain)
# read file in R
csc <- read.libsvm("agaricus.txt.train", 126)
y <- csc$label
x <- csc$data
# x as Sparse Matrix
class(x)
dtrain <- xgb.DMatrix(x, label = y)
# x as dense matrix
dense.x <- as.matrix(x)
dtrain <- xgb.DMatrix(dense.x, label = y)
############################ Test xgboost with local file, sparse matrix and dense matrix in R.
# Test with DMatrix object
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
objective = "binary:logistic")
# Verbose = 0,1,2
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
objective = "binary:logistic", verbose = 0)
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
objective = "binary:logistic", verbose = 1)
bst <- xgboost(data = dtrain, max_depth = 2, eta = 1,
objective = "binary:logistic", verbose = 2)
# Test with local file
bst <- xgboost(data = "agaricus.txt.train", max_depth = 2, eta = 1,
objective = "binary:logistic")
# Test with Sparse Matrix
bst <- xgboost(data = x, label = y, max_depth = 2, eta = 1,
objective = "binary:logistic")
# Test with dense Matrix
bst <- xgboost(data = dense.x, label = y, max_depth = 2, eta = 1,
objective = "binary:logistic")
############################ Test predict
# Prediction with DMatrix object
dtest <- xgb.DMatrix("agaricus.txt.test")
pred <- predict(bst, dtest)
# Prediction with local test file
pred <- predict(bst, "agaricus.txt.test")
# Prediction with Sparse Matrix
csc <- read.libsvm("agaricus.txt.test", 126)
test.y <- csc$label
test.x <- csc$data
pred <- predict(bst, test.x)
# Extrac label with getinfo
labels <- getinfo(dtest, "label")
err <- as.numeric(sum(as.integer(pred > 0.5) != labels))/length(labels)
print(paste("error=", err))
############################ Save and load model to hard disk
# save model to binary local file
xgb.save(bst, "model.save")
# load binary model to R
bst <- xgb.load("model.save")
pred <- predict(bst, test.x)
# save model to text file
xgb.dump(bst, "model.dump")
# save a DMatrix object to hard disk
xgb.DMatrix.save(dtrain, "dtrain.save")
# load a DMatrix object to R
dtrain <- xgb.DMatrix("dtrain.save")
############################ More flexible training function xgb.train
param <- list(max_depth = 2, eta = 1, silent = 1, objective = "binary:logistic")
watchlist <- list(eval = dtest, train = dtrain)
# training xgboost model
bst <- xgb.train(param, dtrain, nround = 2, watchlist = watchlist)
############################ cutomsized loss function
param <- list(max_depth = 2, eta = 1, silent = 1)
# note: for customized objective function, we leave objective as default note: what we are getting is
# margin value in prediction you must know what you are doing
# user define objective function, given prediction, return gradient and second order gradient this is
# loglikelihood loss
logregobj <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
preds <- 1/(1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
# user defined evaluation function, return a list(metric='metric-name', value='metric-value') NOTE: when
# you do customized loss function, the default prediction value is margin this may make buildin
# evalution metric not function properly for example, we are doing logistic loss, the prediction is
# score before logistic transformation the buildin evaluation error assumes input is after logistic
# transformation Take this in mind when you use the customization, and maybe you need write customized
# evaluation function
evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
return(list(metric = "error", value = err))
}
# training with customized objective, we can also do step by step training simply look at xgboost.py's
# implementation of train
bst <- xgb.train(param, dtrain, nround = 2, watchlist, logregobj, evalerror)

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127
R-package/inst/examples/demo-old.R
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# load xgboost library
require(xgboost)
require(methods)
# helper function to read libsvm format
# this is very badly written, load in dense, and convert to sparse
# use this only for demo purpose
# adopted from https://github.com/zygmuntz/r-libsvm-format-read-write/blob/master/f_read.libsvm.r
read.libsvm <- function(fname, maxcol) {
content <- readLines(fname)
nline <- length(content)
label <- numeric(nline)
mat <- matrix(0, nline, maxcol+1)
for (i in 1:nline) {
arr <- as.vector(strsplit(content[i], " ")[[1]])
label[i] <- as.numeric(arr[[1]])
for (j in 2:length(arr)) {
kv <- strsplit(arr[j], ":")[[1]]
# to avoid 0 index
findex <- as.integer(kv[1]) + 1
fvalue <- as.numeric(kv[2])
mat[i,findex] <- fvalue
}
}
mat <- as(mat, "sparseMatrix")
return(list(label=label, data=mat))
}
# test code here
dtrain <- xgb.DMatrix("agaricus.txt.train")
dtest <- xgb.DMatrix("agaricus.txt.test")
param = list("bst:max_depth"=2, "bst:eta"=1, "silent"=1, "objective"="binary:logistic")
watchlist <- list("eval"=dtest,"train"=dtrain)
# training xgboost model
bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
# make prediction
preds <- xgb.predict(bst, dtest)
labels <- xgb.getinfo(dtest, "label")
err <- as.numeric(sum(as.integer(preds > 0.5) != labels)) / length(labels)
# print error rate
print(paste("error=",err))
# dump model
xgb.dump(bst, "dump.raw.txt")
# dump model with feature map
xgb.dump(bst, "dump.nice.txt", "featmap.txt")
# save dmatrix into binary buffer
succ <- xgb.save(dtest, "dtest.buffer")
# save model into file
succ <- xgb.save(bst, "xgb.model")
# load model and data in
bst2 <- xgb.Booster(modelfile="xgb.model")
dtest2 <- xgb.DMatrix("dtest.buffer")
preds2 <- xgb.predict(bst2, dtest2)
# assert they are the same
stopifnot(sum(abs(preds2-preds)) == 0)
###
# build dmatrix from sparseMatrix
###
print ('start running example of build DMatrix from R.sparseMatrix')
csc <- read.libsvm("agaricus.txt.train", 126)
label <- csc$label
data <- csc$data
dtrain <- xgb.DMatrix(data, info=list(label=label) )
watchlist <- list("eval"=dtest,"train"=dtrain)
bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
###
# build dmatrix from dense matrix
###
print ('start running example of build DMatrix from R.Matrix')
mat = as.matrix(data)
dtrain <- xgb.DMatrix(mat, info=list(label=label) )
watchlist <- list("eval"=dtest,"train"=dtrain)
bst <- xgb.train(param, dtrain, nround=2, watchlist=watchlist)
###
# advanced: cutomsized loss function
#
print("start running example to used cutomized objective function")
# note: for customized objective function, we leave objective as default
# note: what we are getting is margin value in prediction
# you must know what you are doing
param <- list("bst:max_depth" = 2, "bst:eta" = 1, "silent" =1)
# user define objective function, given prediction, return gradient and second order gradient
# this is loglikelihood loss
logregobj <- function(preds, dtrain) {
labels <- xgb.getinfo(dtrain, "label")
preds <- 1.0 / (1.0 + exp(-preds))
grad <- preds - labels
hess <- preds * (1.0-preds)
return(list(grad=grad, hess=hess))
}
# user defined evaluation function, return a list(metric="metric-name", value="metric-value")
# NOTE: when you do customized loss function, the default prediction value is margin
# this may make buildin evalution metric not function properly
# for example, we are doing logistic loss, the prediction is score before logistic transformation
# the buildin evaluation error assumes input is after logistic transformation
# Take this in mind when you use the customization, and maybe you need write customized evaluation function
evalerror <- function(preds, dtrain) {
labels <- xgb.getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0.0))) / length(labels)
return(list(metric="error", value=err))
}
# training with customized objective, we can also do step by step training
# simply look at xgboost.py"s implementation of train
bst <- xgb.train(param, dtrain, nround=2, watchlist, logregobj, evalerror)
###
# advanced: start from a initial base prediction
#
print ("start running example to start from a initial prediction")
# specify parameters via map, definition are same as c++ version
param = list("bst:max_depth"=2, "bst:eta"=1, "silent"=1, "objective"="binary:logistic")
# train xgboost for 1 round
bst <- xgb.train( param, dtrain, 1, watchlist )
# Note: we need the margin value instead of transformed prediction in set_base_margin
# do predict with output_margin=True, will always give you margin values before logistic transformation
ptrain <- xgb.predict(bst, dtrain, outputmargin=TRUE)
ptest <- xgb.predict(bst, dtest, outputmargin=TRUE)
succ <- xgb.setinfo(dtrain, "base_margin", ptrain)
succ <- xgb.setinfo(dtest, "base_margin", ptest)
print ("this is result of running from initial prediction")
bst <- xgb.train( param, dtrain, 1, watchlist )

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@ -1,102 +0,0 @@
require(xgboost)
# helper function to read libsvm format
# this is very badly written, load in dense, and convert to sparse
# use this only for demo purpose
# adopted from https://github.com/zygmuntz/r-libsvm-format-read-write/blob/master/f_read.libsvm.r
read.libsvm = function(fname, maxcol) {
content = readLines(fname)
nline = length(content)
label = numeric(nline)
mat = matrix(0, nline, maxcol+1)
for (i in 1:nline) {
arr = as.vector(strsplit(content[i], " ")[[1]])
label[i] = as.numeric(arr[[1]])
for (j in 2:length(arr)) {
kv = strsplit(arr[j], ":")[[1]]
# to avoid 0 index
findex = as.integer(kv[1]) + 1
fvalue = as.numeric(kv[2])
mat[i,findex] = fvalue
}
}
mat = as(mat, "sparseMatrix")
return(list(label=label, data=mat))
}
# Parameter setting
dtrain <- xgb.DMatrix("agaricus.txt.train")
dtest <- xgb.DMatrix("agaricus.txt.test")
param = list("bst:max_depth"=2, "bst:eta"=1, "silent"=1, "objective"="binary:logistic")
watchlist = list("eval"=dtest,"train"=dtrain)
###########################
# Train from local file
###########################
# Training
bst = xgboost(file='agaricus.txt.train',params=param,watchlist=watchlist)
# Prediction
pred = predict(bst, 'agaricus.txt.test')
# Performance
labels = xgb.getinfo(dtest, "label")
err = as.numeric(sum(as.integer(pred > 0.5) != labels)) / length(labels)
print(paste("error=",err))
###########################
# Train from R object
###########################
csc = read.libsvm("agaricus.txt.train", 126)
y = csc$label
x = csc$data
# x as Sparse Matrix
class(x)
# Training
bst = xgboost(x,y,params=param,watchlist=watchlist)
# Prediction
pred = predict(bst, 'agaricus.txt.test')
# Performance
labels = xgb.getinfo(dtest, "label")
err = as.numeric(sum(as.integer(pred > 0.5) != labels)) / length(labels)
print(paste("error=",err))
# Training with dense matrix
x = as.matrix(x)
bst = xgboost(x,y,params=param,watchlist=watchlist)
###########################
# Train with customization
###########################
# user define objective function, given prediction, return gradient and second order gradient
# this is loglikelihood loss
logregobj = function(preds, dtrain) {
labels = xgb.getinfo(dtrain, "label")
preds = 1.0 / (1.0 + exp(-preds))
grad = preds - labels
hess = preds * (1.0-preds)
return(list(grad=grad, hess=hess))
}
# user defined evaluation function, return a list(metric="metric-name", value="metric-value")
# NOTE: when you do customized loss function, the default prediction value is margin
# this may make buildin evalution metric not function properly
# for example, we are doing logistic loss, the prediction is score before logistic transformation
# the buildin evaluation error assumes input is after logistic transformation
# Take this in mind when you use the customization, and maybe you need write customized evaluation function
evalerror = function(preds, dtrain) {
labels = xgb.getinfo(dtrain, "label")
err = as.numeric(sum(labels != (preds > 0.0))) / length(labels)
return(list(metric="error", value=err))
}
bst = xgboost(x,y,params=param,watchlist=watchlist,obj=logregobj, feval=evalerror)
############################
# Train with previous result
############################
bst = xgboost(x,y,params=param,watchlist=watchlist)
pred = predict(bst, 'agaricus.txt.train', outputmargin=TRUE)
bst2 = xgboost(x,y,params=param,watchlist=watchlist,margin=pred)

126
R-package/inst/examples/featmap.txt
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@ -1,126 +0,0 @@
0 cap-shape=bell i
1 cap-shape=conical i
2 cap-shape=convex i
3 cap-shape=flat i
4 cap-shape=knobbed i
5 cap-shape=sunken i
6 cap-surface=fibrous i
7 cap-surface=grooves i
8 cap-surface=scaly i
9 cap-surface=smooth i
10 cap-color=brown i
11 cap-color=buff i
12 cap-color=cinnamon i
13 cap-color=gray i
14 cap-color=green i
15 cap-color=pink i
16 cap-color=purple i
17 cap-color=red i
18 cap-color=white i
19 cap-color=yellow i
20 bruises?=bruises i
21 bruises?=no i
22 odor=almond i
23 odor=anise i
24 odor=creosote i
25 odor=fishy i
26 odor=foul i
27 odor=musty i
28 odor=none i
29 odor=pungent i
30 odor=spicy i
31 gill-attachment=attached i
32 gill-attachment=descending i
33 gill-attachment=free i
34 gill-attachment=notched i
35 gill-spacing=close i
36 gill-spacing=crowded i
37 gill-spacing=distant i
38 gill-size=broad i
39 gill-size=narrow i
40 gill-color=black i
41 gill-color=brown i
42 gill-color=buff i
43 gill-color=chocolate i
44 gill-color=gray i
45 gill-color=green i
46 gill-color=orange i
47 gill-color=pink i
48 gill-color=purple i
49 gill-color=red i
50 gill-color=white i
51 gill-color=yellow i
52 stalk-shape=enlarging i
53 stalk-shape=tapering i
54 stalk-root=bulbous i
55 stalk-root=club i
56 stalk-root=cup i
57 stalk-root=equal i
58 stalk-root=rhizomorphs i
59 stalk-root=rooted i
60 stalk-root=missing i
61 stalk-surface-above-ring=fibrous i
62 stalk-surface-above-ring=scaly i
63 stalk-surface-above-ring=silky i
64 stalk-surface-above-ring=smooth i
65 stalk-surface-below-ring=fibrous i
66 stalk-surface-below-ring=scaly i
67 stalk-surface-below-ring=silky i
68 stalk-surface-below-ring=smooth i
69 stalk-color-above-ring=brown i
70 stalk-color-above-ring=buff i
71 stalk-color-above-ring=cinnamon i
72 stalk-color-above-ring=gray i
73 stalk-color-above-ring=orange i
74 stalk-color-above-ring=pink i
75 stalk-color-above-ring=red i
76 stalk-color-above-ring=white i
77 stalk-color-above-ring=yellow i
78 stalk-color-below-ring=brown i
79 stalk-color-below-ring=buff i
80 stalk-color-below-ring=cinnamon i
81 stalk-color-below-ring=gray i
82 stalk-color-below-ring=orange i
83 stalk-color-below-ring=pink i
84 stalk-color-below-ring=red i
85 stalk-color-below-ring=white i
86 stalk-color-below-ring=yellow i
87 veil-type=partial i
88 veil-type=universal i
89 veil-color=brown i
90 veil-color=orange i
91 veil-color=white i
92 veil-color=yellow i
93 ring-number=none i
94 ring-number=one i
95 ring-number=two i
96 ring-type=cobwebby i
97 ring-type=evanescent i
98 ring-type=flaring i
99 ring-type=large i
100 ring-type=none i
101 ring-type=pendant i
102 ring-type=sheathing i
103 ring-type=zone i
104 spore-print-color=black i
105 spore-print-color=brown i
106 spore-print-color=buff i
107 spore-print-color=chocolate i
108 spore-print-color=green i
109 spore-print-color=orange i
110 spore-print-color=purple i
111 spore-print-color=white i
112 spore-print-color=yellow i
113 population=abundant i
114 population=clustered i
115 population=numerous i
116 population=scattered i
117 population=several i
118 population=solitary i
119 habitat=grasses i
120 habitat=leaves i
121 habitat=meadows i
122 habitat=paths i
123 habitat=urban i
124 habitat=waste i
125 habitat=woods i

6
windows/README.md
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@ -1 +1,5 @@
This is a test for minimal files needed for windows version The solution has been created with Visual Studio Express 2013.
Make sure to compile the Release version, unless you need to debug the code
(and in the latter case modify the path in xgboost.py from release to test).
Note that you have two projects in one solution and they need to be compiled to use the standalone executable from the command line
or the python module respectively.

16
windows/xgboost.sln
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@ -1,8 +1,12 @@
 
Microsoft Visual Studio Solution File, Format Version 11.00 Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 2010 # Visual Studio Express 2013 for Windows Desktop
VisualStudioVersion = 12.0.30723.0
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "xgboost", "xgboost\xgboost.vcxproj", "{1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}" Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "xgboost", "xgboost\xgboost.vcxproj", "{1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}"
EndProject EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "xgboost_wrapper", "xgboost_wrapper\xgboost_wrapper.vcxproj", "{2E1AF937-28BB-4832-B916-309C9A0F6C4F}"
EndProject
Global Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Win32 = Debug|Win32 Debug|Win32 = Debug|Win32
@ -19,6 +23,14 @@ Global
{1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|Win32.Build.0 = Release|Win32 {1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|Win32.Build.0 = Release|Win32
{1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|x64.ActiveCfg = Release|x64 {1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|x64.ActiveCfg = Release|x64
{1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|x64.Build.0 = Release|x64 {1D6A56A5-5557-4D20-9D50-3DE4C30BE00C}.Release|x64.Build.0 = Release|x64
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Debug|Win32.ActiveCfg = Debug|Win32
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Debug|Win32.Build.0 = Debug|Win32
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Debug|x64.ActiveCfg = Debug|x64
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Debug|x64.Build.0 = Debug|x64
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Release|Win32.ActiveCfg = Release|Win32
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Release|Win32.Build.0 = Release|Win32
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Release|x64.ActiveCfg = Release|x64
{2E1AF937-28BB-4832-B916-309C9A0F6C4F}.Release|x64.Build.0 = Release|x64
EndGlobalSection EndGlobalSection
GlobalSection(SolutionProperties) = preSolution GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE HideSolutionNode = FALSE

6
windows/xgboost/xgboost.vcxproj
View File

@ -1,5 +1,5 @@
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<ItemGroup Label="ProjectConfigurations"> <ItemGroup Label="ProjectConfigurations">
<ProjectConfiguration Include="Debug|Win32"> <ProjectConfiguration Include="Debug|Win32">
<Configuration>Debug</Configuration> <Configuration>Debug</Configuration>
@ -27,23 +27,27 @@
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" /> <Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
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windows/xgboost_wrapper/xgboost_wrapper.vcxproj Normal file
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<PropertyGroup Label="Globals">
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9
wrapper/xgboost.py
View File

@ -9,7 +9,10 @@ import numpy.ctypeslib
import scipy.sparse as scp import scipy.sparse as scp
# set this line correctly # set this line correctly
XGBOOST_PATH = os.path.dirname(__file__)+'/libxgboostwrapper.so' if os.name == 'nt':
XGBOOST_PATH = os.path.dirname(__file__)+'/../windows/x64/Release/xgboost_wrapper.dll'
else:
XGBOOST_PATH = os.path.dirname(__file__)+'/../libxgboostwrapper.so'
# load in xgboost library # load in xgboost library
xglib = ctypes.cdll.LoadLibrary(XGBOOST_PATH) xglib = ctypes.cdll.LoadLibrary(XGBOOST_PATH)
@ -231,7 +234,7 @@ class Booster:
trees = self.get_dump(fmap) trees = self.get_dump(fmap)
fmap = {} fmap = {}
for tree in trees: for tree in trees:
print tree print (tree)
for l in tree.split('\n'): for l in tree.split('\n'):
arr = l.split('[') arr = l.split('[')
if len(arr) == 1: if len(arr) == 1:
@ -263,7 +266,7 @@ def train(params, dtrain, num_boost_round = 10, evals = [], obj=None, feval=None
for i in range(num_boost_round): for i in range(num_boost_round):
bst.update( dtrain, i ) bst.update( dtrain, i )
if len(evals) != 0: if len(evals) != 0:
sys.stderr.write(evaluate(bst, evals, i, feval)+'\n') sys.stderr.write(evaluate(bst, evals, i, feval).decode()+'\n')
else: else:
# try customized objective function # try customized objective function
for i in range(num_boost_round): for i in range(num_boost_round):

4
wrapper/xgboost_wrapper.h
View File

@ -7,7 +7,11 @@
* can be used to create wrapper of other languages * can be used to create wrapper of other languages
*/ */
#include <cstdio> #include <cstdio>
#ifdef _MSC_VER
#define XGB_DLL __declspec(dllexport)
#else
#define XGB_DLL #define XGB_DLL
#endif
// manually define unsign long // manually define unsign long
typedef unsigned long bst_ulong; typedef unsigned long bst_ulong;