152 Commits

Author SHA1 Message Date
Jiaming Yuan
93df871c8c
Assert matching length of evaluation inputs. (#5540) 2020-04-18 06:52:55 +08:00
Jiaming Yuan
c69a19e2b1
Fix skl nan tag. (#5538) 2020-04-18 06:52:17 +08:00
Jiaming Yuan
dc2950fd90
Fix checking booster. (#5505)
* Use `get_params()` instead of `getattr` intrinsic.
2020-04-10 12:21:21 +08:00
Jiaming Yuan
c218d8ffbf
Enable parameter validation for skl. (#5477) 2020-04-03 10:23:58 +08:00
Darius Kharazi
71a8b8c65a
Fix simple typo: information.c -> information (#5384)
Closes #5383
2020-03-03 08:50:14 +08:00
Philip Hyunsu Cho
7ac7e8778f
Port patches from 1.0.0 branch (#5336)
* Remove f-string, since it's not supported by Python 3.5 (#5330)

* Remove f-string, since it's not supported by Python 3.5

* Add Python 3.5 to CI, to ensure compatibility

* Remove duplicated matplotlib

* Show deprecation notice for Python 3.5

* Fix lint

* Fix lint

* Fix a unit test that mistook MINOR ver for PATCH ver

* Enforce only major version in JSON model schema

* Bump version to 1.1.0-SNAPSHOT
2020-02-21 13:13:21 -08:00
David Díaz Vico
71e7e3b96f
Improved sklearn compatibility (#5255) 2020-02-03 13:30:45 +08:00
Jiaming Yuan
a5cc112eea
Export JSON config in get_params. (#5256) 2020-02-03 12:46:51 +08:00
Jiaming Yuan
472ded549d
Save Scikit-Learn attributes into learner attributes. (#5245)
* Remove the recommendation for pickle.

* Save skl attributes in booster.attr

* Test loading scikit-learn model with native booster.
2020-01-30 16:00:18 +08:00
Jiaming Yuan
40680368cf
Add constraint parameters to Scikit-Learn interface. (#5227)
* Add document for constraints.

* Fix a format error in doc for objective function.
2020-01-25 11:12:02 +08:00
OrdoAbChao
b4f952bd22 [Breaking] Remove Scikit-Learn default parameters (#5130)
* Simplify Scikit-Learn parameter management.

* Copy base class for removing duplicated parameter signatures.
* Set all parameters to None.
* Handle None in set_param.
* Extract the doc.

Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2020-01-23 20:25:20 +08:00
Jiaming Yuan
ebc86a3afa
Disable parameter validation for Scikit-Learn interface. (#5167)
* Disable parameter validation for now.

Scikit-Learn passes all parameters down to XGBoost, whether they are used or
not.

* Add option `validate_parameters`.
2020-01-07 11:17:31 +08:00
Jiaming Yuan
0202e04a8e
Add base margin to sklearn interface. (#5151) 2019-12-24 09:43:41 +08:00
Jiaming Yuan
a4f5c86276
Allow using RandomState object from Numpy in sklearn interface. (#5049) 2019-11-19 10:56:39 +08:00
Jiaming Yuan
185e3f1916
Update GPU doc. (#4953) 2019-10-16 05:54:09 -04:00
Peter Badida
a9053aff83 Fix incorrectly displayed Note in the doc (#4943) 2019-10-14 03:45:23 -04:00
Jiaming Yuan
4bbf062ed3
[Breaking] Update sklearn interface. (#4929)
* Remove nthread, seed, silent. Add tree_method, gpu_id, num_parallel_tree. Fix #4909.
* Check data shape. Fix #4896.
* Check element of eval_set is tuple. Fix #4875
*  Add doc for random_state with hogwild. Fixes #4919
2019-10-12 02:50:09 -04:00
Jiaming Yuan
b8433c455a
Rewrite Dask interface. (#4819) 2019-09-25 01:30:14 -04:00
Philip Hyunsu Cho
1aaf4a679d
Fix early stopping in the Python package (#4638)
* Fix #4630, #4421: Preserve correct ordering between metrics, and always use last metric for early stopping

* Clarify semantics of early stopping in presence of multiple valid sets and metrics

* Add a test

* Fix lint
2019-07-07 01:01:03 -07:00
Philip Hyunsu Cho
4df246191f
Add warning when save_model() is called from scikit-learn interface (#4632) 2019-07-03 23:37:53 -07:00
Jiaming Yuan
2cff735126
Update doc for feature constraints and n_gpus. (#4596)
* Update doc for feature constraints. 

* Fix some warnings.

* Clean up doc for `n_gpus`.
2019-06-23 14:37:22 +08:00
Andy Adinets
9fa29ad753 Set reg_lambda=1e-5 for scikit-learn-like random forest classes. (#4558) 2019-06-22 08:02:13 +12:00
Philip Hyunsu Cho
30e1cb4e9e Fix docstring for XGBModel.predict() [skip ci] (#4592) 2019-06-21 12:44:42 +08:00
Jiaming Yuan
4591039eba
Remove remaining reg:linear. (#4544) 2019-06-11 16:04:09 +08:00
Philip Hyunsu Cho
c2a3902ba3
Fix #4497: Enable feature importance property for DART booster (#4525) 2019-05-31 15:11:57 -07:00
Philip Hyunsu Cho
bbe0dbd7ec
Migrate pylint check to Python 3 (#4381)
* Migrate lint to Python 3

* Fix lint errors

* Use Miniconda3 to use Python 3.7

* Use latest pylint and astroid
2019-04-21 01:01:54 -07:00
Jiaming Yuan
7b1b11390a
Mark Scikit-Learn RF interface as experimental in doc. (#4258)
* Mark Scikit-Learn RF interface as experimental in doc.
2019-03-16 00:45:32 +08:00
Andy Adinets
4352fcdb15 Brought the silent parameter for the SKLearn-like API back, marked it deprecated. (#4255)
* Brought the silent parameter for the SKLearn-like API back, marked it deprecated.

- added deprecation notice and warning
- removed silent from the tests for the SKLearn-like API
2019-03-14 09:45:08 +13:00
Andy Adinets
a36c3ed4f4 Added SKLearn-like random forest Python API. (#4148)
* Added SKLearn-like random forest Python API.

- added XGBRFClassifier and XGBRFRegressor classes to SKL-like xgboost API
- also added n_gpus and gpu_id parameters to SKL classes
- added documentation describing how to use xgboost for random forests,
  as well as existing caveats
2019-03-12 22:28:19 +08:00
Philip Hyunsu Cho
99a290489c
Update Python docstring for ranking functions (#4121)
* Update Python docstring for ranking functions

* Fix formatting
2019-02-10 12:22:02 -08:00
tmitanitky
59f868bc60 enable xgb_model in scklearn XGBClassifier and test. (#4092)
* Enable xgb_model parameter in XGClassifier scikit-learn API

https://github.com/dmlc/xgboost/issues/3049

* add test_XGBClassifier_resume():

test for xgb_model parameter in XGBClassifier API.

* Update test_with_sklearn.py

* Fix lint
2019-01-31 11:29:19 -08:00
Jiaming Yuan
e0a279114e
Unify logging facilities. (#3982)
* Unify logging facilities.

* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.
2018-12-14 19:29:58 +08:00
lyxthe
53f695acf2 scikit-learn api section documentation correction (#3967)
* update description of early stopping rounds

the description of early stopping round was quite inconsistent in the scikit-learn api section since the fit paragraph tells that when early stopping rounds occurs, the last iteration is returned not the best one, but the predict paragraph tells that when the predict is called without ntree_limit specified, then ntree_limit is equals to best_ntree_limit.

Thus, when reading the fit part, one could think that it is needed to specify what is the best iter when calling the predict, but when reading the predict part, then the best iter is given by default, it is the last iter that you have to specify if needed.

* Update sklearn.py

* Update sklearn.py

fix doc according to the python_lightweight_test error
2018-12-14 00:27:04 -08:00
Philip Hyunsu Cho
f9302a56fb
Fix #3894: Allow loading pickles without self.booster attributes (#3938)
The addition of self.booster attribute broke backward compatibility.
2018-11-23 12:15:50 -08:00
Dr. Kashif Rasul
143475b27b use gain for sklearn feature_importances_ (#3876)
* use gain for sklearn feature_importances_

`gain` is a better feature importance criteria than the currently used `weight`

* added importance_type to class

* fixed test

* white space

* fix variable name

* fix deprecation warning

* fix exp array

* white spaces
2018-11-13 03:30:40 -08:00
Philip Hyunsu Cho
ad6e0d55f1
Fix coef_ and intercept_ signature to be compatible with sklearn.RFECV (#3873)
* Fix coef_ and intercept_ signature to be compatible with sklearn.RFECV

* Fix lint

* Fix lint
2018-11-08 19:41:35 -08:00
Philip Hyunsu Cho
e04ab56b57
Fix #3747: Add coef_ and intercept_ as properties of sklearn wrapper (#3855)
* Fix #3747: Add coef_ and intercept_ as properties of sklearn wrapper

Scikit-learn expects linear learners to expose `coef_` and `intercept_`
as properties.

Closes #3747.

* Fix lint
2018-11-02 01:44:37 -07:00
Rory Mitchell
42200ec03e
Allow XGBRanker sklearn interface to use other xgboost ranking objectives (#3848) 2018-11-01 13:34:25 +13:00
Philip Hyunsu Cho
d83c818000
Recommend pickling as the way to save XGBClassifier / XGBRegressor / XGBRanker (#3829)
The `save_model()` and `load_model()` method only saves the part of the model
that's common to all language interfaces and do not preserve Python-specific
attributes, such as `feature_names`. More crucially, label encoder is not
preserved either; this is needed for the scikit-learn wrapper, since you may
have string labels.

Fix: Explicitly recommend pickling as the way to save scikit-learn model
objects.
2018-10-25 11:12:41 -07:00
Rory Mitchell
5d6baed998
Allow sklearn grid search over parameters specified as kwargs (#3791) 2018-10-14 12:44:53 +13:00
Philip Hyunsu Cho
c23783a0d1
Add notes to doc (#3765) 2018-10-07 14:09:09 -07:00
mrgutkun
4b43810f51 Fix #3663: Allow sklearn API to use callbacks (#3682)
* Fix #3663: Allow sklearn API to use callbacks

* Fix lint

* Add Callback API to Python API doc
2018-09-07 13:51:26 -07:00
Philip Hyunsu Cho
5a8bbb39a1
Revert #3677 and #3674 (#3678)
* Revert "Add scikit-learn as dependency for doc build (#3677)"

This reverts commit 308f664ade0547242608e21f6198c895415f03da.

* Revert "Add scikit-learn tests (#3674)"

This reverts commit d176a0fbc8165e3afe3e42ff464ab7b253211555.
2018-09-06 20:43:17 -07:00
Philip Hyunsu Cho
d176a0fbc8
Add scikit-learn tests (#3674)
* Add scikit-learn tests

Goal is to pass scikit-learn's check_estimator() for XGBClassifier,
XGBRegressor, and XGBRanker. It is actually not possible to do so
entirely, since check_estimator() assumes that NaN is disallowed,
but XGBoost allows for NaN as missing values. However, it is always
good ideas to add some checks inspired by check_estimator().

* Fix lint

* Fix lint
2018-09-06 09:55:28 -07:00
Philip Hyunsu Cho
86d88c0758
Fix #3648: XGBClassifier.predict() should return margin scores when output_margin=True (#3651)
* Fix #3648: XGBClassifier.predict() should return margin scores when output_margin=True

* Fix tests to reflect correct implementation of XGBClassifier.predict(output_margin=True)

* Fix flaky test test_with_sklearn.test_sklearn_api_gblinear
2018-08-30 21:05:05 -07:00
Philip Hyunsu Cho
7b1427f926
Add validate_features parameter to sklearn API (#3653) 2018-08-29 23:21:46 -07:00
Philip Hyunsu Cho
4ed8a88240
Update Python API doc (#3619)
* Add XGBRanker to Python API doc

* Show inherited members of XGBRegressor in API doc, since XGBRegressor uses default methods from XGBModel

* Add table of contents to Python API doc

* Skip JVM doc download if not available

* Show inherited members for XGBRegressor and XGBRanker

* Expose XGBRanker to Python XGBoost module directory

* Add docstring to XGBRegressor.predict() and XGBRanker.predict()

* Fix rendering errors in Python docstrings

* Fix lint
2018-08-22 18:59:30 -07:00
Shiki-H
24a268a2e3 sklearn api for ranking (#3560)
* added xgbranker

* fixed predict method and ranking test

* reformatted code in accordance with pep8

* fixed lint error

* fixed docstring and added checks on objective

* added ranking demo for python

* fixed suffix in rank.py
2018-08-21 08:26:48 -07:00
Philip Hyunsu Cho
3c72654e3b
Revert "Fix #3485, #3540: Don't use dropout for predicting test sets" (#3563)
* Revert "Fix #3485, #3540: Don't use dropout for predicting test sets (#3556)"

This reverts commit 44811f233071c5805d70c287abd22b155b732727.

* Document behavior of predict() for DART booster

* Add notice to parameter.rst
2018-08-08 09:48:55 -07:00
kodonnell
6bed54ac39 python sklearn api: defaulting to best_ntree_limit if defined, otherwise current behaviour (#3445)
* python sklearn api: defaulting to best_ntree_limit if defined, otherwise current behaviour

* Fix whitespace
2018-07-08 14:35:52 -07:00