* Add interaction effects and cox loss
* Minimize whitespace changes
* Cox loss now no longer needs a pre-sorted dataset.
* Address code review comments
* Remove mem check, rename to pred_interactions, include bias
* Make lint happy
* More lint fixes
* Fix cox loss indexing
* Fix main effects and tests
* Fix lint
* Use half interaction values on the off-diagonals
* Fix lint again
* SHAP values for feature contributions
* Fix commenting error
* New polynomial time SHAP value estimation algorithm
* Update API to support SHAP values
* Fix merge conflicts with updates in master
* Correct submodule hashes
* Fix variable sized stack allocation
* Make lint happy
* Add docs
* Fix typo
* Adjust tolerances
* Remove unneeded def
* Fixed cpp test setup
* Updated R API and cleaned up
* Fixed test typo
* Added kwargs support for Sklearn API
* Updated NEWS and CONTRIBUTORS
* Fixed CONTRIBUTORS.md
* Added clarification of **kwargs and test for proper usage
* Fixed lint error
* Fixed more lint errors and clf assigned but never used
* Fixed more lint errors
* Fixed more lint errors
* Fixed issue with changes from different branch bleeding over
* Fixed issue with changes from other branch bleeding over
* Added note that kwargs may not be compatible with Sklearn
* Fixed linting on kwargs note
* Added n_jobs and random_state to keep up to date with sklearn API.
Deprecated nthread and seed. Added tests for new params and
deprecations.
* Fixed docstring to reflect updates to n_jobs and random_state.
* Fixed whitespace issues and removed nose import.
* Added deprecation note for nthread and seed in docstring.
* Attempted fix of deprecation tests.
* Second attempted fix to tests.
* Set n_jobs to 1.
* Add option to choose booster in scikit intreface (gbtree by default)
* Add option to choose booster in scikit intreface: complete docstring.
* Fix XGBClassifier to work with booster option
* Added test case for gblinear booster
* Add prediction of feature contributions
This implements the idea described at http://blog.datadive.net/interpreting-random-forests/
which tries to give insight in how a prediction is composed of its feature contributions
and a bias.
* Support multi-class models
* Calculate learning_rate per-tree instead of using the one from the first tree
* Do not rely on node.base_weight * learning_rate having the same value as the node mean value (aka leaf value, if it were a leaf); instead calculate them (lazily) on-the-fly
* Add simple test for contributions feature
* Check against param.num_nodes instead of checking for non-zero length
* Loop over all roots instead of only the first
* Bugfix 1: Fix segfault in multithreaded ApplySplitSparseData()
When there are more threads than rows in rowset, some threads end up
with empty ranges, causing them to crash. (iend - 1 needs to be
accessible as part of algorithm)
Fix: run only those threads with nonempty ranges.
* Add regression test for Bugfix 1
* Moving python_omp_test to existing python test group
Turns out you don't need to set "OMP_NUM_THREADS" to enable
multithreading. Just add nthread parameter.
* Bugfix 2: Fix corner case of ApplySplitSparseData() for categorical feature
When split value is less than all cut points, split_cond is set
incorrectly.
Fix: set split_cond = -1 to indicate this scenario
* Bugfix 3: Initialize data layout indicator before using it
data_layout_ is accessed before being set; this variable determines
whether feature 0 is included in feat_set.
Fix: re-order code in InitData() to initialize data_layout_ first
* Adding regression test for Bugfix 2
Unfortunately, no regression test for Bugfix 3, as there is no
way to deterministically assign value to an uninitialized variable.
* Add UpdatePredictionCache() option to updaters
Some updaters (e.g. fast_hist) has enough information to quickly compute
prediction cache for the training data. Each updater may override
UpdaterPredictionCache() method to update the prediction cache. Note: this
trick does not apply to validation data.
* Respond to code review
* Disable some debug messages by default
* Document UpdatePredictionCache() interface
* Remove base_margin logic from UpdatePredictionCache() implementation
* Do not take pointer to cfg, as reference may get stale
* Improve multi-threaded performance
* Use columnwise accessor to accelerate ApplySplit() step,
with support for a compressed representation
* Parallel sort for evaluation step
* Inline BuildHist() function
* Cache gradient pairs when building histograms in BuildHist()
* Add missing #if macro
* Respond to code review
* Use wrapper to enable parallel sort on Linux
* Fix C++ compatibility issues
* MSVC doesn't support unsigned in OpenMP loops
* gcc 4.6 doesn't support using keyword
* Fix lint issues
* Respond to code review
* Fix bug in ApplySplitSparseData()
* Attempting to read beyond the end of a sparse column
* Mishandling the case where an entire range of rows have missing values
* Fix training continuation bug
Disable UpdatePredictionCache() in the first iteration. This way, we can
accomodate the scenario where we build off of an existing (nonempty) ensemble.
* Add regression test for fast_hist
* Respond to code review
* Add back old version of ApplySplitSparseData
* Support histogram-based algorithm + multiple tree growing strategy
* Add a brand new updater to support histogram-based algorithm, which buckets
continuous features into discrete bins to speed up training. To use it, set
`tree_method = fast_hist` to configuration.
* Support multiple tree growing strategies. For now, two policies are supported:
* `grow_policy=depthwise` (default): favor splitting at nodes closest to the
root, i.e. grow depth-wise.
* `grow_policy=lossguide`: favor splitting at nodes with highest loss change
* Improve single-threaded performance
* Unroll critical loops
* Introduce specialized code for dense data (i.e. no missing values)
* Additional training parameters: `max_leaves`, `max_bin`, `grow_policy`, `verbose`
* Adding a small test for hist method
* Fix memory error in row_set.h
When std::vector is resized, a reference to one of its element may become
stale. Any such reference must be updated as well.
* Resolve cross-platform compilation issues
* Versions of g++ older than 4.8 lacks support for a few C++11 features, e.g.
alignas(*) and new initializer syntax. To support g++ 4.6, use pre-C++11
initializer and remove alignas(*).
* Versions of MSVC older than 2015 does not support alignas(*). To support
MSVC 2012, remove alignas(*).
* For g++ 4.8 and newer, alignas(*) is enabled for performance benefits.
* Some old compilers (MSVC 2012, g++ 4.6) do not support template aliases
(which uses `using` to declate type aliases). So always use `typedef`.
* Fix a host of CI issues
* Remove dependency for libz on osx
* Fix heading for hist_util
* Fix minor style issues
* Add missing #include
* Remove extraneous logging
* Enable tree_method=hist in R
* Renaming HistMaker to GHistBuilder to avoid confusion
* Fix R integration
* Respond to style comments
* Consistent tie-breaking for priority queue using timestamps
* Last-minute style fixes
* Fix issuecomment-271977647
The way we quantize data is broken. The agaricus data consists of all
categorical values. When NAs are converted into 0's,
`HistCutMatrix::Init` assign both 0's and 1's to the same single bin.
Why? gmat only the smallest value (0) and an upper bound (2), which is twice
the maximum value (1). Add the maximum value itself to gmat to fix the issue.
* Fix issuecomment-272266358
* Remove padding from cut values for the continuous case
* For categorical/ordinal values, use midpoints as bin boundaries to be safe
* Fix CI issue -- do not use xrange(*)
* Fix corner case in quantile sketch
Signed-off-by: Philip Cho <chohyu01@cs.washington.edu>
* Adding a test for an edge case in quantile sketcher
max_bin=2 used to cause an exception.
* Fix fast_hist test
The test used to require a strictly increasing Test AUC for all examples.
One of them exhibits a small blip in Test AUC before achieving a Test AUC
of 1. (See bottom.)
Solution: do not require monotonic increase for this particular example.
[0] train-auc:0.99989 test-auc:0.999497
[1] train-auc:1 test-auc:0.999749
[2] train-auc:1 test-auc:0.999749
[3] train-auc:1 test-auc:0.999749
[4] train-auc:1 test-auc:0.999749
[5] train-auc:1 test-auc:0.999497
[6] train-auc:1 test-auc:1
[7] train-auc:1 test-auc:1
[8] train-auc:1 test-auc:1
[9] train-auc:1 test-auc:1
* option to shuffle data in mknfolds
* removed possibility to run as stand alone test
* split function def in 2 lines for lint
* option to shuffle data in mknfolds
* removed possibility to run as stand alone test
* split function def in 2 lines for lint
* Add format to the params accepted by DumpModel
Currently, only the test format is supported when trying to dump
a model. The plan is to add more such formats like JSON which are
easy to read and/or parse by machines. And to make the interface
for this even more generic to allow other formats to be added.
Hence, we make some modifications to make these function generic
and accept a new parameter "format" which signifies the format of
the dump to be created.
* Fix typos and errors in docs
* plugin: Mention all the register macros available
Document the register macros currently available to the plugin
writers so they know what exactly can be extended using hooks.
* sparce_page_source: Use same arg name in .h and .cc
* gbm: Add JSON dump
The dump_format argument can be used to specify what type
of dump file should be created. Add functionality to dump
gblinear and gbtree into a JSON file.
The JSON file has an array, each item is a JSON object for the tree.
For gblinear:
- The item is the bias and weights vectors
For gbtree:
- The item is the root node. The root node has a attribute "children"
which holds the children nodes. This happens recursively.
* core.py: Add arg dump_format for get_dump()
* added new function to calculate other feature importances
* added capability to plot other feature importance measures
* changed plotting default to fscore
* added info on importance_type to boilerplate comment
* updated text of error statement
* added self module name to fix call
* added unit test for feature importances
* style fixes
- best_ntree_limit as new booster atrribute added
- usage of bst.best_ntree_limit in python doc added
- fixed wrong 'best_iteration' after training continuation
- allows feval to return a list of tuples (name, error/score value)
- changed behavior for multiple eval_metrics in conjunction with
early_stopping: Instead of raising an error, the last passed evel_metric
(or last entry in return value of feval) is used for early stopping
- allows list of eval_metrics in dict-typed params
- unittest for new features / behavior
documentation updated
- example for assigning a list to 'eval_metric'
- note about early stopping on last passed eval metric
- info msg for used eval metric added
