* 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
* 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
* 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.
* Ensure lists cannot be passed into DMatrix
The documentation does not include lists as an allowed type for the data inputted into DMatrix. Despite this, a list can be passed in without an error. This change would prevent a list form being passed in directly.
* 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
* 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
* 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
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.
* Fix#3397: early_stop callback does not maximize metric of form NDCG@n-
Early stopping callback makes splits with '-' letter, which interferes
with metrics of form NDCG@n-. As a result, XGBoost tries to minimize
NDCG@n-, where it should be maximized instead.
Fix. Specify maxsplit=1.
* Python 2.x compatibility fix
* 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
* 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
* 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
* 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
* 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
* Fix bug of using list(x) function when x is string
list('abcdcba') = ['a', 'b', 'c', 'd', 'c', 'b', 'a']
* Allow feature_names/feature_types to be of any type
If feature_names/feature_types is iterable, e.g. tuple, list, then convert the value to list, except for string; otherwise construct a list with a single value
* Delete excess whitespace
* Fix whitespace to pass lint
Add `'total_gain'` and `'total_cover'` as possible `importance_type`
arguments to `Booster.get_score` in the Python package.
`get_score` already accepts a `'gain'` argument, which returns each
feature's average gain over all of its splits. `'total_gain'` does the
same, but returns a total rather than an average. This seems more
intuitively meaningful, and also matches the behavior of the R package's
`xgb.importance` function.
I also added an analogous `'total_cover'` command for consistency.
This should resolve#3484.
* Improved library loading a bit
* Fixed indentation.
* Fixes according to the discussion
* Moved the comment to a separate line.
* specified exception type
