* add SHAP summary plot using ggplot2
* Update xgb.plot.shap
* Update example in xgb.plot.shap documentation
* update logic, add tests
* whitespace fixes
* whitespace fixes for test_helpers
* namespace for sd function
* explicitly declare variables that are automatically evaluated by data.table
* Fix R lint
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* [CI] Move lint to a separate script
* [CI] Improved lintr launcher
* Add lintr as a separate action
* Add custom parsing logic to print out logs
* Fix lintr issues in demos
* Run R demos
* Fix CRAN checks
* Install XGBoost into R env before running lintr
* Install devtools (needed to run demos)
* [R] Add a compatibility layer to load Booster from an old RDS
* Modify QuantileHistMaker::LoadConfig() to be backward compatible with 1.1.x
* Add a big warning about compatibility in QuantileHistMaker::LoadConfig()
* Add testing suite
* Discourage use of saveRDS() in CRAN doc
* [R-package] replace uses of T and F with TRUE and FALSE
* enable linting
* Remove skip
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Set output margin to True for custom objective in Python and R.
* Add a demo for writing multi-class custom objective function.
* Run tests on selected demos.
* Add bindings for serialization.
* Change `xgb.save.raw' into full serialization instead of simple model.
* Add `xgb.load.raw' for unserialization.
* Run devtools.
* Simplify DropTrees calling logic
* Add `training` parameter for prediction method.
* [Breaking]: Add `training` to C API.
* Change for R and Python custom objective.
* Correct comment.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
This PR fixes tree weights in dart being ignored when computing contributions.
* Fix ellpack page source link.
* Add tree weights to compute contribution.
**Symptom** Apple Clang's implementation of `std::shuffle` expects doesn't work
correctly when it is run with the random bit generator for R package:
```cpp
CustomGlobalRandomEngine::result_type
CustomGlobalRandomEngine::operator()() {
return static_cast<result_type>(
std::floor(unif_rand() * CustomGlobalRandomEngine::max()));
}
```
Minimial reproduction of failure (compile using Apple Clang 10.0):
```cpp
std::vector<int> feature_set(100);
std::iota(feature_set.begin(), feature_set.end(), 0);
// initialize with 0, 1, 2, 3, ..., 99
std::shuffle(feature_set.begin(), feature_set.end(), common::GlobalRandom());
// This returns 0, 1, 2, ..., 99, so content didn't get shuffled at all!!!
```
Note that this bug is platform-dependent; it does not appear when GCC or
upstream LLVM Clang is used.
**Diagnosis** Apple Clang's `std::shuffle` expects 32-bit integer
inputs, whereas `CustomGlobalRandomEngine::operator()` produces 64-bit
integers.
**Fix** Have `CustomGlobalRandomEngine::operator()` produce 32-bit integers.
Closes#3523.
* add interaction constraints
* enable both interaction and monotonic constraints at the same time
* fix lint
* add R test, fix lint, update demo
* Use dmlc::JSONReader to express interaction constraints as nested lists; Use sparse arrays for bookkeeping
* Add Python test for interaction constraints
* make R interaction constraints parameter based on feature index instead of column names, fix R coding style
* Fix lint
* Add BlueTea88 to CONTRIBUTORS.md
* Short circuit when no constraint is specified; address review comments
* Add tutorial for feature interaction constraints
* allow interaction constraints to be passed as string, remove redundant column_names argument
* Fix typo
* Address review comments
* Add comments to Python test
* Fix#3545: XGDMatrixCreateFromCSCEx silently discards empty trailing rows
Description: The bug is triggered when
1. The data matrix has empty rows at the bottom. More precisely, the rows
`n-k+1`, `n-k+2`, ..., `n` of the matrix have missing values in all
dimensions (`n` number of instances, `k` number of trailing rows)
2. The data matrix is given as Compressed Sparse Column (CSC) format.
Diagnosis: When the CSC matrix is converted to Compressed Sparse Row (CSR)
format (this is common format used for DMatrix), the trailing empty rows
are silently ignored. More specifically, the row pointer (`offset`) of the
newly created CSR matrix does not take account of these rows.
Fix: Modify the row pointer.
* Add regression test
* fix rebase conflict
* [core] additional gblinear improvements
* [R] callback for gblinear coefficients history
* force eta=1 for gblinear python tests
* add top_k to GreedyFeatureSelector
* set eta=1 in shotgun test
* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater
* set sorted flag within TryInitColData
* gblinear tests: use scale, add external memory test
* fix multiclass for greedy updater
* fix whitespace
* fix typo
* [R] fix predict contributions for data with no colnames
* [R] add a render parameter for xgb.plot.multi.trees; fixes#2628
* [R] update Rd's
* [R] remove unnecessary dep-package from R cmake install
* silence type warnings; readability
* [R] silence complaint about incomplete line at the end
* [R] initial version of xgb.plot.shap()
* [R] more work on xgb.plot.shap
* [R] enforce black font in xgb.plot.tree; fixes#2640
* [R] if feature names are available, check in predict that they are the same; fixes#2857
* [R] cran check and lint fixes
* remove tabs
* [R] add references; a test for plot.shap
* 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
* [gblinear] add features contribution prediction; fix DumpModel bug
* [gbtree] minor changes to PredContrib
* [R] add feature contribution prediction to R
* [R] bump up version; update NEWS
* [gblinear] fix the base_margin issue; fixes#1969
* [R] list of matrices as output of multiclass feature contributions
* [gblinear] make order of DumpModel coefficients consistent: group index changes the fastest
* [R] make sure things work for a single split model; fixes#2191
* [R] add option use_int_id to xgb.model.dt.tree
* [R] add example of exporting tree plot to a file
* [R] set save_period = NULL as default in xgboost() to be the same as in xgb.train; fixes#2182
* [R] it's a good practice after CRAN releases to bump up package version in dev
* [R] allow xgb.DMatrix construction from integer dense matrices
* [R] xgb.DMatrix: silent parameter; improve documentation
* [R] xgb.model.dt.tree code style changes
* [R] update NEWS with parameter changes
* [R] code safety & style; handle non-strict matrix and inherited classes of input and model; fixes#2242
* [R] change to x.y.z.p R-package versioning scheme and set version to 0.6.4.3
* [R] add an R package versioning section to the contributors guide
* [R] R-package/README.md: clean up the redundant old installation instructions, link the contributors guide
* [R] xgb.save must work when handle in nil but raw exists
* [R] print.xgb.Booster should still print other info when handle is nil
* [R] rename internal function xgb.Booster to xgb.Booster.handle to make its intent clear
* [R] rename xgb.Booster.check to xgb.Booster.complete and make it visible; more docs
* [R] storing evaluation_log should depend only on watchlist, not on verbose
* [R] reduce the excessive chattiness of unit tests
* [R] only disable some tests in windows when it's not 64-bit
* [R] clean-up xgb.DMatrix
* [R] test xgb.DMatrix loading from libsvm text file
* [R] store feature_names in xgb.Booster, use them from utility functions
* [R] remove non-functional co-occurence computation from xgb.importance
* [R] verbose=0 is enough without a callback
* [R] added forgotten xgb.Booster.complete.Rd; cran check fixes
* [R] update installation instructions
* [R-package] JSON tree dump interface
* [R-package] precision bugfix in xgb.attributes
* [R-package] bugfix for cb.early.stop called from xgb.cv
* [R-package] a bit more clarity on labels checking in xgb.cv
* [R-package] test JSON dump for gblinear as well
* whitespace lint
