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14 Commits

Author SHA1 Message Date
Philip Hyunsu Cho
bcb15a980f 1.2.1 patch release (#6206)
* Hide C++ symbols from dmlc-core (#6188)

* Up version to 1.2.1

* Fix lint

* [CI] Fix Docker build for CUDA 11 (#6202)

* Update Dockerfile.gpu
2020-10-12 15:10:16 -07:00
Tong He
0cd0dad0b5 Fix CRAN submission (#6076) 2020-09-01 23:38:27 -07:00
Philip Hyunsu Cho
884098ec22 [CI] Fix CRAN check (#6067) 2020-08-28 21:24:49 +08:00
Hyunsu Cho
738786680b Release 1.2.0 2020-08-22 18:25:18 -07:00
Philip Hyunsu Cho
04232c01b2 [CI] Fix broken tests (#6048) 2020-08-22 11:43:38 -07:00
Jiaming Yuan
0353a78ab7 Fix scikit learn cls doc. (#6041) 2020-08-20 19:25:12 -07:00
Hyunsu Cho
0089a0e6bf Fix another typo 2020-08-12 19:29:08 +00:00
Philip Hyunsu Cho
03a68a1714 Fix typo 2020-08-12 01:34:33 -07:00
Hyunsu Cho
a0da8a7e0a Make RC2 2020-08-12 00:50:51 -07:00
Hyunsu Cho
eee4eff49b [CI] Build GPU-enabled JAR artifact and deploy to xgboost-maven-repo 2020-08-12 00:50:47 -07:00
Jiaming Yuan
936a854baa Back port fixes to 1.2 (#6002)
* Fix sklearn doc. (#5980)

* Enforce tree order in JSON. (#5974)

* Make JSON model IO more future proof by using tree id in model loading.

* Fix dask predict shape infer. (#5989)

* [Breaking] Fix .predict() method and add .predict_proba() in xgboost.dask.DaskXGBClassifier (#5986)
2020-08-11 20:22:31 +08:00
Hyunsu Cho
7856da5827 [CI] Use mgpu machine to run gpu hist unit tests 2020-08-02 02:33:05 -07:00
Hyunsu Cho
50a0def6c3 Make RC1 2020-08-02 08:56:20 +00:00
Hyunsu Cho
9116a0ec10 Fix a unit test on CLI, to handle RC versions 2020-08-02 08:56:15 +00:00
459 changed files with 5942 additions and 21537 deletions

1
.github/FUNDING.yml vendored
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@@ -1,2 +1 @@
open_collective: xgboost
custom: https://xgboost.ai/sponsors

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@@ -7,110 +7,17 @@ name: XGBoost-CI
on: [push, pull_request]
env:
R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'stringi', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools')
# A workflow run is made up of one or more jobs that can run sequentially or in parallel
jobs:
gtest-cpu:
name: Test Google C++ test (CPU)
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [macos-10.15]
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- name: Install system packages
run: |
brew install lz4 ninja libomp
- name: Build gtest binary
run: |
mkdir build
cd build
cmake .. -DGOOGLE_TEST=ON -DUSE_OPENMP=ON -DUSE_DMLC_GTEST=ON -DPLUGIN_LZ4=ON -DPLUGIN_DENSE_PARSER=ON -GNinja
ninja -v
- name: Run gtest binary
run: |
cd build
ctest --extra-verbose
gtest-cpu-nonomp:
name: Test Google C++ unittest (CPU Non-OMP)
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [ubuntu-latest]
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends ninja-build
- name: Build and install XGBoost
shell: bash -l {0}
run: |
mkdir build
cd build
cmake .. -GNinja -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON -DUSE_OPENMP=OFF
ninja -v
- name: Run gtest binary
run: |
cd build
ctest --extra-verbose
c-api-demo:
name: Test installing XGBoost lib + building the C API demo
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: ["ubuntu-latest"]
python-version: ["3.8"]
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends ninja-build
- uses: conda-incubator/setup-miniconda@v2
with:
auto-update-conda: true
python-version: ${{ matrix.python-version }}
- name: Display Conda env
shell: bash -l {0}
run: |
conda info
conda list
- name: Build and install XGBoost
shell: bash -l {0}
run: |
mkdir build
cd build
cmake .. -DBUILD_STATIC_LIB=ON -DCMAKE_INSTALL_PREFIX=$CONDA_PREFIX -GNinja
ninja -v install
- name: Build and run C API demo
shell: bash -l {0}
run: |
cd demo/c-api/
mkdir build
cd build
cmake .. -GNinja -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
ninja -v
cd ..
./build/api-demo
test-with-jvm:
name: Test JVM on OS ${{ matrix.os }}
runs-on: ${{ matrix.os }}
strategy:
fail-fast: false
matrix:
os: [windows-latest, ubuntu-latest]
os: [windows-latest, windows-2016, ubuntu-latest]
steps:
- uses: actions/checkout@v2
@@ -128,106 +35,17 @@ jobs:
key: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
restore-keys: ${{ runner.os }}-m2
- name: Test XGBoost4J
- name: Test JVM packages
run: |
cd jvm-packages
mvn test -B -pl :xgboost4j_2.12
mvn test -pl :xgboost4j_2.12
- name: Test XGBoost4J-Spark
run: |
rm -rfv build/
cd jvm-packages
mvn -B test
if: matrix.os == 'ubuntu-latest' # Distributed training doesn't work on Windows
env:
RABIT_MOCK: ON
lint:
runs-on: ubuntu-latest
name: Code linting for Python and C++
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
- name: Install Python packages
run: |
python -m pip install wheel setuptools
python -m pip install pylint cpplint numpy scipy scikit-learn
- name: Run lint
run: |
make lint
doxygen:
runs-on: ubuntu-latest
name: Generate C/C++ API doc using Doxygen
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends doxygen graphviz ninja-build
python -m pip install wheel setuptools
python -m pip install awscli
- name: Run Doxygen
run: |
mkdir build
cd build
cmake .. -DBUILD_C_DOC=ON -GNinja
ninja -v doc_doxygen
- name: Extract branch name
shell: bash
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
id: extract_branch
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
- name: Publish
run: |
cd build/
tar cvjf ${{ steps.extract_branch.outputs.branch }}.tar.bz2 doc_doxygen/
python -m awscli s3 cp ./${{ steps.extract_branch.outputs.branch }}.tar.bz2 s3://xgboost-docs/doxygen/ --acl public-read
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
env:
AWS_ACCESS_KEY_ID: ${{ secrets.AWS_ACCESS_KEY_ID_IAM_S3_UPLOADER }}
AWS_SECRET_ACCESS_KEY: ${{ secrets.AWS_SECRET_ACCESS_KEY_IAM_S3_UPLOADER }}
sphinx:
runs-on: ubuntu-latest
name: Build docs using Sphinx
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
- name: Install system packages
run: |
sudo apt-get install -y --no-install-recommends graphviz
python -m pip install wheel setuptools
python -m pip install -r doc/requirements.txt
- name: Extract branch name
shell: bash
run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
id: extract_branch
if: github.ref == 'refs/heads/master' || contains(github.ref, 'refs/heads/release_')
- name: Run Sphinx
run: |
make -C doc html
env:
SPHINX_GIT_BRANCH: ${{ steps.extract_branch.outputs.branch }}
lintr:
runs-on: ${{ matrix.config.os }}
name: Run R linters on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
strategy:
matrix:
config:
@@ -265,15 +83,23 @@ jobs:
R.exe CMD INSTALL .
Rscript.exe tests/helper_scripts/run_lint.R
test-with-R:
runs-on: ${{ matrix.config.os }}
name: Test R on OS ${{ matrix.config.os }}, R ${{ matrix.config.r }}, Compiler ${{ matrix.config.compiler }}, Build ${{ matrix.config.build }}
strategy:
fail-fast: false
matrix:
config:
- {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
- {os: windows-latest, r: 'release', compiler: 'msvc', build: 'autotools'}
- {os: windows-2016, r: 'release', compiler: 'msvc', build: 'autotools'}
- {os: windows-latest, r: 'release', compiler: 'msvc', build: 'cmake'}
- {os: windows-2016, r: 'release', compiler: 'msvc', build: 'cmake'}
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
- {os: windows-2016, r: 'release', compiler: 'mingw', build: 'autotools'}
- {os: windows-latest, r: 'release', compiler: 'mingw', build: 'cmake'}
- {os: windows-2016, r: 'release', compiler: 'mingw', build: 'cmake'}
env:
R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
@@ -304,53 +130,9 @@ jobs:
- uses: actions/setup-python@v2
with:
python-version: '3.7'
architecture: 'x64'
python-version: '3.6' # Version range or exact version of a Python version to use, using SemVer's version range syntax
architecture: 'x64' # optional x64 or x86. Defaults to x64 if not specified
- name: Test R
run: |
python tests/ci_build/test_r_package.py --compiler="${{ matrix.config.compiler }}" --build-tool="${{ matrix.config.build }}"
test-R-CRAN:
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
config:
- {r: 'release'}
steps:
- uses: actions/checkout@v2
with:
submodules: 'true'
- uses: r-lib/actions/setup-r@master
with:
r-version: ${{ matrix.config.r }}
- uses: r-lib/actions/setup-tinytex@master
- name: Cache R packages
uses: actions/cache@v2
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-r-${{ matrix.config.r }}-1-${{ hashFiles('R-package/DESCRIPTION') }}
restore-keys: ${{ runner.os }}-r-${{ matrix.config.r }}-2-
- name: Install system packages
run: |
sudo apt-get update && sudo apt-get install libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev
- name: Install dependencies
shell: Rscript {0}
run: |
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
- name: Check R Package
run: |
# Print stacktrace upon success of failure
make Rcheck || tests/ci_build/print_r_stacktrace.sh fail
tests/ci_build/print_r_stacktrace.sh success

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@@ -1,44 +0,0 @@
# Run R tests with noLD R. Only triggered by a pull request review
# See discussion at https://github.com/dmlc/xgboost/pull/6378
name: XGBoost-R-noLD
on:
pull_request_review_comment:
types: [created]
env:
R_PACKAGES: c('XML', 'igraph', 'data.table', 'magrittr', 'ggplot2', 'DiagrammeR', 'Ckmeans.1d.dp', 'vcd', 'testthat', 'lintr', 'knitr', 'rmarkdown', 'e1071', 'cplm', 'devtools', 'float', 'titanic')
jobs:
test-R-noLD:
if: github.event.comment.body == '/gha run r-nold-test' && contains('OWNER,MEMBER,COLLABORATOR', github.event.comment.author_association)
timeout-minutes: 120
runs-on: ubuntu-latest
container: rhub/debian-gcc-devel-nold
steps:
- name: Install git and system packages
shell: bash
run: |
apt-get update && apt-get install -y git libcurl4-openssl-dev libssl-dev libssh2-1-dev libgit2-dev libxml2-dev
- uses: actions/checkout@v2
with:
submodules: 'true'
- name: Install dependencies
shell: bash
run: |
cat > install_libs.R <<EOT
install.packages(${{ env.R_PACKAGES }},
repos = 'http://cloud.r-project.org',
dependencies = c('Depends', 'Imports', 'LinkingTo'))
EOT
/tmp/R-devel/bin/Rscript install_libs.R
- name: Run R tests
shell: bash
run: |
cd R-package && \
/tmp/R-devel/bin/R CMD INSTALL . && \
/tmp/R-devel/bin/R -q -e "library(testthat); setwd('tests'); source('testthat.R')"

12
.gitignore vendored
View File

@@ -71,7 +71,6 @@ build
build_plugin
recommonmark/
tags
TAGS
*.class
target
*.swp
@@ -105,13 +104,4 @@ R-package/src/Makevars
/cmake-build-debug/
# GDB
.gdb_history
# Python joblib.Memory used in pytest.
cachedir/
# Files from local Dask work
dask-worker-space/
# Jupyter notebook checkpoints
.ipynb_checkpoints/
.gdb_history

6
.gitmodules vendored
View File

@@ -1,9 +1,9 @@
[submodule "dmlc-core"]
path = dmlc-core
url = https://github.com/dmlc/dmlc-core
[submodule "rabit"]
path = rabit
url = https://github.com/dmlc/rabit
[submodule "cub"]
path = cub
url = https://github.com/NVlabs/cub
[submodule "gputreeshap"]
path = gputreeshap
url = https://github.com/rapidsai/gputreeshap.git

View File

@@ -1,40 +1,38 @@
# disable sudo for container build.
sudo: required
# Enabling test OS X
os:
- linux
- osx
osx_image: xcode10.1
dist: bionic
# Use Build Matrix to do lint and build seperately
env:
matrix:
# python package test
- TASK=python_test
# test installation of Python source distribution
- TASK=python_sdist_test
# java package test
- TASK=java_test
# cmake test
- TASK=cmake_test
global:
- secure: "PR16i9F8QtNwn99C5NDp8nptAS+97xwDtXEJJfEiEVhxPaaRkOp0MPWhogCaK0Eclxk1TqkgWbdXFknwGycX620AzZWa/A1K3gAs+GrpzqhnPMuoBJ0Z9qxXTbSJvCyvMbYwVrjaxc/zWqdMU8waWz8A7iqKGKs/SqbQ3rO6v7c="
- secure: "dAGAjBokqm/0nVoLMofQni/fWIBcYSmdq4XvCBX1ZAMDsWnuOfz/4XCY6h2lEI1rVHZQ+UdZkc9PioOHGPZh5BnvE49/xVVWr9c4/61lrDOlkD01ZjSAeoV0fAZq+93V/wPl4QV+MM+Sem9hNNzFSbN5VsQLAiWCSapWsLdKzqA="
jobs:
include:
matrix:
exclude:
- os: linux
arch: amd64
env: TASK=python_sdist_test
- os: linux
arch: arm64
env: TASK=python_sdist_test
- os: linux
arch: arm64
env: TASK=python_test
services:
- docker
- os: osx
arch: amd64
osx_image: xcode10.2
env: TASK=python_test
- os: osx
arch: amd64
osx_image: xcode10.2
env: TASK=python_sdist_test
- os: osx
arch: amd64
osx_image: xcode10.2
- os: linux
env: TASK=java_test
- os: linux
arch: s390x
env: TASK=s390x_test
env: TASK=cmake_test
# dependent brew packages
addons:
@@ -49,10 +47,6 @@ addons:
- wget
- r
update: true
apt:
packages:
- snapd
- unzip
before_install:
- source tests/travis/travis_setup_env.sh

View File

@@ -1,5 +1,5 @@
cmake_minimum_required(VERSION 3.13)
project(xgboost LANGUAGES CXX C VERSION 1.3.3)
project(xgboost LANGUAGES CXX C VERSION 1.2.1)
include(cmake/Utils.cmake)
list(APPEND CMAKE_MODULE_PATH "${xgboost_SOURCE_DIR}/cmake/modules")
cmake_policy(SET CMP0022 NEW)
@@ -24,11 +24,9 @@ write_version()
set_default_configuration_release()
#-- Options
## User options
option(BUILD_C_DOC "Build documentation for C APIs using Doxygen." OFF)
option(USE_OPENMP "Build with OpenMP support." ON)
option(BUILD_STATIC_LIB "Build static library" OFF)
option(RABIT_BUILD_MPI "Build MPI" OFF)
## Bindings
option(JVM_BINDINGS "Build JVM bindings" OFF)
option(R_LIB "Build shared library for R package" OFF)
@@ -40,7 +38,6 @@ option(ENABLE_ALL_WARNINGS "Enable all compiler warnings. Only effective for GCC
option(LOG_CAPI_INVOCATION "Log all C API invocations for debugging" OFF)
option(GOOGLE_TEST "Build google tests" OFF)
option(USE_DMLC_GTEST "Use google tests bundled with dmlc-core submodule" OFF)
option(USE_DEVICE_DEBUG "Generate CUDA device debug info." OFF)
option(USE_NVTX "Build with cuda profiling annotations. Developers only." OFF)
set(NVTX_HEADER_DIR "" CACHE PATH "Path to the stand-alone nvtx header")
option(RABIT_MOCK "Build rabit with mock" OFF)
@@ -64,9 +61,6 @@ address, leak, undefined and thread.")
## Plugins
option(PLUGIN_LZ4 "Build lz4 plugin" OFF)
option(PLUGIN_DENSE_PARSER "Build dense parser plugin" OFF)
option(PLUGIN_RMM "Build with RAPIDS Memory Manager (RMM)" OFF)
## TODO: 1. Add check if DPC++ compiler is used for building
option(PLUGIN_UPDATER_ONEAPI "DPC++ updater" OFF)
option(ADD_PKGCONFIG "Add xgboost.pc into system." ON)
#-- Checks for building XGBoost
@@ -76,9 +70,6 @@ endif (USE_DEBUG_OUTPUT AND (NOT (CMAKE_BUILD_TYPE MATCHES Debug)))
if (USE_NCCL AND NOT (USE_CUDA))
message(SEND_ERROR "`USE_NCCL` must be enabled with `USE_CUDA` flag.")
endif (USE_NCCL AND NOT (USE_CUDA))
if (USE_DEVICE_DEBUG AND NOT (USE_CUDA))
message(SEND_ERROR "`USE_DEVICE_DEBUG` must be enabled with `USE_CUDA` flag.")
endif (USE_DEVICE_DEBUG AND NOT (USE_CUDA))
if (BUILD_WITH_SHARED_NCCL AND (NOT USE_NCCL))
message(SEND_ERROR "Build XGBoost with -DUSE_NCCL=ON to enable BUILD_WITH_SHARED_NCCL.")
endif (BUILD_WITH_SHARED_NCCL AND (NOT USE_NCCL))
@@ -92,23 +83,11 @@ endif (R_LIB AND GOOGLE_TEST)
if (USE_AVX)
message(SEND_ERROR "The option 'USE_AVX' is deprecated as experimental AVX features have been removed from XGBoost.")
endif (USE_AVX)
if (PLUGIN_RMM AND NOT (USE_CUDA))
message(SEND_ERROR "`PLUGIN_RMM` must be enabled with `USE_CUDA` flag.")
endif (PLUGIN_RMM AND NOT (USE_CUDA))
if (PLUGIN_RMM AND NOT ((CMAKE_CXX_COMPILER_ID STREQUAL "Clang") OR (CMAKE_CXX_COMPILER_ID STREQUAL "GNU")))
message(SEND_ERROR "`PLUGIN_RMM` must be used with GCC or Clang compiler.")
endif (PLUGIN_RMM AND NOT ((CMAKE_CXX_COMPILER_ID STREQUAL "Clang") OR (CMAKE_CXX_COMPILER_ID STREQUAL "GNU")))
if (PLUGIN_RMM AND NOT (CMAKE_SYSTEM_NAME STREQUAL "Linux"))
message(SEND_ERROR "`PLUGIN_RMM` must be used with Linux.")
endif (PLUGIN_RMM AND NOT (CMAKE_SYSTEM_NAME STREQUAL "Linux"))
if (ENABLE_ALL_WARNINGS)
if ((NOT CMAKE_CXX_COMPILER_ID MATCHES "Clang") AND (NOT CMAKE_CXX_COMPILER_ID STREQUAL "GNU"))
message(SEND_ERROR "ENABLE_ALL_WARNINGS is only available for Clang and GCC.")
endif ((NOT CMAKE_CXX_COMPILER_ID MATCHES "Clang") AND (NOT CMAKE_CXX_COMPILER_ID STREQUAL "GNU"))
endif (ENABLE_ALL_WARNINGS)
if (BUILD_STATIC_LIB AND (R_LIB OR JVM_BINDINGS))
message(SEND_ERROR "Cannot build a static library libxgboost.a when R or JVM packages are enabled.")
endif (BUILD_STATIC_LIB AND (R_LIB OR JVM_BINDINGS))
#-- Sanitizer
if (USE_SANITIZER)
@@ -128,7 +107,7 @@ if (USE_CUDA)
endif()
set(GEN_CODE "")
format_gencode_flags("${GPU_COMPUTE_VER}" GEN_CODE)
add_subdirectory(${PROJECT_SOURCE_DIR}/gputreeshap)
message(STATUS "CUDA GEN_CODE: ${GEN_CODE}")
endif (USE_CUDA)
if (FORCE_COLORED_OUTPUT AND (CMAKE_GENERATOR STREQUAL "Ninja") AND
@@ -148,6 +127,9 @@ if (USE_OPENMP)
find_package(OpenMP REQUIRED)
endif (USE_OPENMP)
# core xgboost
add_subdirectory(${xgboost_SOURCE_DIR}/src)
# dmlc-core
msvc_use_static_runtime()
add_subdirectory(${xgboost_SOURCE_DIR}/dmlc-core)
@@ -166,13 +148,37 @@ endif (MSVC)
if (ENABLE_ALL_WARNINGS)
target_compile_options(dmlc PRIVATE -Wall -Wextra)
endif (ENABLE_ALL_WARNINGS)
target_link_libraries(objxgboost PUBLIC dmlc)
# rabit
set(RABIT_BUILD_DMLC OFF)
set(DMLC_ROOT ${xgboost_SOURCE_DIR}/dmlc-core)
set(RABIT_WITH_R_LIB ${R_LIB})
add_subdirectory(rabit)
# core xgboost
add_subdirectory(${xgboost_SOURCE_DIR}/src)
target_link_libraries(objxgboost PUBLIC dmlc)
if (RABIT_MOCK)
target_link_libraries(objxgboost PUBLIC rabit_mock_static)
if (MSVC)
target_compile_options(rabit_mock_static PRIVATE
-D_CRT_SECURE_NO_WARNINGS -D_CRT_SECURE_NO_DEPRECATE)
endif (MSVC)
else()
target_link_libraries(objxgboost PUBLIC rabit)
if (MSVC)
target_compile_options(rabit PRIVATE
-D_CRT_SECURE_NO_WARNINGS -D_CRT_SECURE_NO_DEPRECATE)
endif (MSVC)
endif(RABIT_MOCK)
foreach(lib rabit rabit_base rabit_empty rabit_mock rabit_mock_static)
# Explicitly link dmlc to rabit, so that configured header (build_config.h)
# from dmlc is correctly applied to rabit.
if (TARGET ${lib})
target_link_libraries(${lib} dmlc ${CMAKE_THREAD_LIBS_INIT})
if (ENABLE_ALL_WARNINGS)
target_compile_options(${lib} PRIVATE -Wall -Wextra)
endif (ENABLE_ALL_WARNINGS)
endif (TARGET ${lib})
endforeach()
# Exports some R specific definitions and objects
if (R_LIB)
@@ -190,13 +196,13 @@ else (BUILD_STATIC_LIB)
endif (BUILD_STATIC_LIB)
target_link_libraries(xgboost PRIVATE objxgboost)
if (USE_CUDA)
xgboost_set_cuda_flags(xgboost)
endif (USE_CUDA)
if (USE_NVTX)
enable_nvtx(xgboost)
endif (USE_NVTX)
#-- Hide all C++ symbols
if (HIDE_CXX_SYMBOLS)
foreach(target objxgboost xgboost dmlc)
foreach(target objxgboost xgboost dmlc rabit rabit_mock_static)
set_target_properties(${target} PROPERTIES CXX_VISIBILITY_PRESET hidden)
endforeach()
endif (HIDE_CXX_SYMBOLS)
@@ -260,20 +266,7 @@ include(GNUInstallDirs)
install(DIRECTORY ${xgboost_SOURCE_DIR}/include/xgboost
DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
# Install libraries. If `xgboost` is a static lib, specify `objxgboost` also, to avoid the
# following error:
#
# > install(EXPORT ...) includes target "xgboost" which requires target "objxgboost" that is not
# > in any export set.
#
# https://github.com/dmlc/xgboost/issues/6085
if (BUILD_STATIC_LIB)
set(INSTALL_TARGETS xgboost runxgboost objxgboost dmlc)
else (BUILD_STATIC_LIB)
set(INSTALL_TARGETS xgboost runxgboost)
endif (BUILD_STATIC_LIB)
install(TARGETS ${INSTALL_TARGETS}
install(TARGETS xgboost runxgboost
EXPORT XGBoostTargets
ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}

213
Jenkinsfile vendored
View File

@@ -38,15 +38,26 @@ pipeline {
agent { label 'job_initializer' }
steps {
script {
def buildNumber = env.BUILD_NUMBER as int
if (buildNumber > 1) milestone(buildNumber - 1)
milestone(buildNumber)
checkoutSrcs()
commit_id = "${GIT_COMMIT}"
}
sh 'python3 tests/jenkins_get_approval.py'
stash name: 'srcs'
milestone ordinal: 1
}
}
stage('Jenkins Linux: Formatting Check') {
agent none
steps {
script {
parallel ([
'clang-tidy': { ClangTidy() },
'lint': { Lint() },
'sphinx-doc': { SphinxDoc() },
'doxygen': { Doxygen() }
])
}
milestone ordinal: 2
}
}
stage('Jenkins Linux: Build') {
@@ -54,21 +65,22 @@ pipeline {
steps {
script {
parallel ([
'clang-tidy': { ClangTidy() },
'build-cpu': { BuildCPU() },
'build-cpu-rabit-mock': { BuildCPUMock() },
'build-cpu-non-omp': { BuildCPUNonOmp() },
// Build reference, distribution-ready Python wheel with CUDA 10.0
// using CentOS 6 image
'build-gpu-cuda10.0': { BuildCUDA(cuda_version: '10.0') },
// The build-gpu-* builds below use Ubuntu image
'build-gpu-cuda10.1': { BuildCUDA(cuda_version: '10.1') },
'build-gpu-cuda10.2': { BuildCUDA(cuda_version: '10.2', build_rmm: true) },
'build-gpu-cuda10.2': { BuildCUDA(cuda_version: '10.2') },
'build-gpu-cuda11.0': { BuildCUDA(cuda_version: '11.0') },
'build-jvm-packages-gpu-cuda10.0': { BuildJVMPackagesWithCUDA(spark_version: '3.0.0', cuda_version: '10.0') },
'build-jvm-packages': { BuildJVMPackages(spark_version: '3.0.0') },
'build-jvm-doc': { BuildJVMDoc() }
])
}
milestone ordinal: 3
}
}
stage('Jenkins Linux: Test') {
@@ -77,18 +89,20 @@ pipeline {
script {
parallel ([
'test-python-cpu': { TestPythonCPU() },
// artifact_cuda_version doesn't apply to RMM tests; RMM tests will always match CUDA version between artifact and host env
'test-python-gpu-cuda10.2': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.2', test_rmm: true) },
'test-python-gpu-cuda10.2': { TestPythonGPU(host_cuda_version: '10.2') },
'test-python-gpu-cuda11.0-cross': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '11.0') },
'test-python-gpu-cuda11.0': { TestPythonGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0') },
'test-python-mgpu-cuda10.2': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.2', multi_gpu: true, test_rmm: true) },
'test-cpp-gpu-cuda10.2': { TestCppGPU(artifact_cuda_version: '10.2', host_cuda_version: '10.2', test_rmm: true) },
'test-python-mgpu-cuda10.2': { TestPythonGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.2', multi_gpu: true) },
'test-cpp-gpu-cuda10.2': { TestCppGPU(artifact_cuda_version: '10.2', host_cuda_version: '10.2') },
'test-cpp-gpu-cuda11.0': { TestCppGPU(artifact_cuda_version: '11.0', host_cuda_version: '11.0') },
'test-jvm-jdk8-cuda10.0': { CrossTestJVMwithJDKGPU(artifact_cuda_version: '10.0', host_cuda_version: '10.0') },
'test-jvm-jdk8': { CrossTestJVMwithJDK(jdk_version: '8', spark_version: '3.0.0') },
'test-jvm-jdk11': { CrossTestJVMwithJDK(jdk_version: '11') },
'test-jvm-jdk12': { CrossTestJVMwithJDK(jdk_version: '12') }
'test-jvm-jdk12': { CrossTestJVMwithJDK(jdk_version: '12') },
'test-r-3.5.3': { TestR(use_r35: true) }
])
}
milestone ordinal: 4
}
}
stage('Jenkins Linux: Deploy') {
@@ -99,6 +113,7 @@ pipeline {
'deploy-jvm-packages': { DeployJVMPackages(spark_version: '3.0.0') }
])
}
milestone ordinal: 5
}
}
}
@@ -137,6 +152,50 @@ def ClangTidy() {
}
}
def Lint() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Running lint..."
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} bash -c "source activate cpu_test && make lint"
"""
deleteDir()
}
}
def SphinxDoc() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Running sphinx-doc..."
def container_type = "cpu"
def docker_binary = "docker"
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='-e SPHINX_GIT_BRANCH=${BRANCH_NAME}'"
sh """#!/bin/bash
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} bash -c "source activate cpu_test && make -C doc html"
"""
deleteDir()
}
}
def Doxygen() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Running doxygen..."
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/doxygen.sh ${BRANCH_NAME}
"""
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Uploading doc...'
s3Upload file: "build/${BRANCH_NAME}.tar.bz2", bucket: 'xgboost-docs', acl: 'PublicRead', path: "doxygen/${BRANCH_NAME}.tar.bz2"
}
deleteDir()
}
}
def BuildCPU() {
node('linux && cpu') {
unstash name: 'srcs'
@@ -149,14 +208,14 @@ def BuildCPU() {
# We want to make sure that we use the configured header build/dmlc/build_config.h instead of include/dmlc/build_config_default.h.
# See discussion at https://github.com/dmlc/xgboost/issues/5510
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh -DPLUGIN_LZ4=ON -DPLUGIN_DENSE_PARSER=ON
${dockerRun} ${container_type} ${docker_binary} bash -c "cd build && ctest --extra-verbose"
${dockerRun} ${container_type} ${docker_binary} build/testxgboost
"""
// Sanitizer test
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='-e ASAN_SYMBOLIZER_PATH=/usr/bin/llvm-symbolizer -e ASAN_OPTIONS=symbolize=1 -e UBSAN_OPTIONS=print_stacktrace=1:log_path=ubsan_error.log --cap-add SYS_PTRACE'"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh -DUSE_SANITIZER=ON -DENABLED_SANITIZERS="address;leak;undefined" \
-DCMAKE_BUILD_TYPE=Debug -DSANITIZER_PATH=/usr/lib/x86_64-linux-gnu/
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} bash -c "cd build && ctest --exclude-regex AllTestsInDMLCUnitTests --extra-verbose"
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} build/testxgboost
"""
stash name: 'xgboost_cli', includes: 'xgboost'
@@ -179,6 +238,23 @@ def BuildCPUMock() {
}
}
def BuildCPUNonOmp() {
node('linux && cpu') {
unstash name: 'srcs'
echo "Build CPU without OpenMP"
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/build_via_cmake.sh -DUSE_OPENMP=OFF
"""
echo "Running Non-OpenMP C++ test..."
sh """
${dockerRun} ${container_type} ${docker_binary} build/testxgboost
"""
deleteDir()
}
}
def BuildCUDA(args) {
node('linux && cpu_build') {
unstash name: 'srcs'
@@ -190,20 +266,11 @@ def BuildCUDA(args) {
if (env.BRANCH_NAME != 'master' && !(env.BRANCH_NAME.startsWith('release'))) {
arch_flag = "-DGPU_COMPUTE_VER=75"
}
def wheel_tag = "manylinux2010_x86_64"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_via_cmake.sh -DUSE_CUDA=ON -DUSE_NCCL=ON -DOPEN_MP:BOOL=ON -DHIDE_CXX_SYMBOLS=ON ${arch_flag}
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "cd python-package && rm -rf dist/* && python setup.py bdist_wheel --universal"
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} ${wheel_tag}
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} manylinux2010_x86_64
"""
if (args.cuda_version == ref_cuda_ver) {
sh """
${dockerRun} auditwheel_x86_64 ${docker_binary} auditwheel repair --plat ${wheel_tag} python-package/dist/*.whl
mv -v wheelhouse/*.whl python-package/dist/
# Make sure that libgomp.so is vendored in the wheel
${dockerRun} auditwheel_x86_64 ${docker_binary} bash -c "unzip -l python-package/dist/*.whl | grep libgomp || exit -1"
"""
}
echo 'Stashing Python wheel...'
stash name: "xgboost_whl_cuda${args.cuda_version}", includes: 'python-package/dist/*.whl'
if (args.cuda_version == ref_cuda_ver && (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release'))) {
@@ -213,22 +280,6 @@ def BuildCUDA(args) {
}
echo 'Stashing C++ test executable (testxgboost)...'
stash name: "xgboost_cpp_tests_cuda${args.cuda_version}", includes: 'build/testxgboost'
if (args.build_rmm) {
echo "Build with CUDA ${args.cuda_version} and RMM"
container_type = "rmm"
docker_binary = "docker"
docker_args = "--build-arg CUDA_VERSION_ARG=${args.cuda_version}"
sh """
rm -rf build/
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_via_cmake.sh --conda-env=gpu_test -DUSE_CUDA=ON -DUSE_NCCL=ON -DPLUGIN_RMM=ON ${arch_flag}
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "cd python-package && rm -rf dist/* && python setup.py bdist_wheel --universal"
${dockerRun} ${container_type} ${docker_binary} ${docker_args} python tests/ci_build/rename_whl.py python-package/dist/*.whl ${commit_id} manylinux2010_x86_64
"""
echo 'Stashing Python wheel...'
stash name: "xgboost_whl_rmm_cuda${args.cuda_version}", includes: 'python-package/dist/*.whl'
echo 'Stashing C++ test executable (testxgboost)...'
stash name: "xgboost_cpp_tests_rmm_cuda${args.cuda_version}", includes: 'build/testxgboost'
}
deleteDir()
}
}
@@ -250,7 +301,7 @@ def BuildJVMPackagesWithCUDA(args) {
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_jvm_packages.sh ${args.spark_version} -Duse.cuda=ON $arch_flag
"""
echo "Stashing XGBoost4J JAR with CUDA ${args.cuda_version} ..."
stash name: 'xgboost4j_jar_gpu', includes: "jvm-packages/xgboost4j-gpu/target/*.jar,jvm-packages/xgboost4j-spark-gpu/target/*.jar"
stash name: 'xgboost4j_jar_gpu', includes: "jvm-packages/xgboost4j/target/*.jar,jvm-packages/xgboost4j-spark/target/*.jar,jvm-packages/xgboost4j-example/target/*.jar"
deleteDir()
}
}
@@ -315,20 +366,37 @@ def TestPythonGPU(args) {
def container_type = "gpu"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
def mgpu_indicator = (args.multi_gpu) ? 'mgpu' : 'gpu'
// Allocate extra space in /dev/shm to enable NCCL
def docker_extra_params = (args.multi_gpu) ? "CI_DOCKER_EXTRA_PARAMS_INIT='--shm-size=4g'" : ''
sh "${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh ${mgpu_indicator}"
if (args.test_rmm) {
sh "rm -rfv build/ python-package/dist/"
unstash name: "xgboost_whl_rmm_cuda${args.host_cuda_version}"
unstash name: "xgboost_cpp_tests_rmm_cuda${args.host_cuda_version}"
sh "${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh ${mgpu_indicator} --use-rmm-pool"
if (args.multi_gpu) {
echo "Using multiple GPUs"
// Allocate extra space in /dev/shm to enable NCCL
def docker_extra_params = "CI_DOCKER_EXTRA_PARAMS_INIT='--shm-size=4g'"
sh """
${docker_extra_params} ${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh mgpu
"""
} else {
echo "Using a single GPU"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_python.sh gpu
"""
}
deleteDir()
}
}
def TestCppRabit() {
node(nodeReq) {
unstash name: 'xgboost_rabit_tests'
unstash name: 'srcs'
echo "Test C++, rabit mock on"
def container_type = "cpu"
def docker_binary = "docker"
sh """
${dockerRun} ${container_type} ${docker_binary} tests/ci_build/runxgb.sh xgboost tests/ci_build/approx.conf.in
"""
deleteDir()
}
}
def TestCppGPU(args) {
def nodeReq = 'linux && mgpu'
def artifact_cuda_version = (args.artifact_cuda_version) ?: ref_cuda_ver
@@ -340,17 +408,24 @@ def TestCppGPU(args) {
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh "${dockerRun} ${container_type} ${docker_binary} ${docker_args} build/testxgboost"
if (args.test_rmm) {
sh "rm -rfv build/"
unstash name: "xgboost_cpp_tests_rmm_cuda${args.host_cuda_version}"
echo "Test C++, CUDA ${args.host_cuda_version} with RMM"
container_type = "rmm"
docker_binary = "nvidia-docker"
docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} bash -c "source activate gpu_test && build/testxgboost --use-rmm-pool --gtest_filter=-*DeathTest.*"
"""
deleteDir()
}
}
def CrossTestJVMwithJDKGPU(args) {
def nodeReq = 'linux && mgpu'
node(nodeReq) {
unstash name: "xgboost4j_jar_gpu"
unstash name: 'srcs'
if (args.spark_version != null) {
echo "Test XGBoost4J on a machine with JDK ${args.jdk_version}, Spark ${args.spark_version}, CUDA ${args.host_cuda_version}"
} else {
echo "Test XGBoost4J on a machine with JDK ${args.jdk_version}, CUDA ${args.host_cuda_version}"
}
def container_type = "gpu_jvm"
def docker_binary = "nvidia-docker"
def docker_args = "--build-arg CUDA_VERSION_ARG=${args.host_cuda_version}"
sh "${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/test_jvm_gpu_cross.sh"
deleteDir()
}
}
@@ -377,13 +452,31 @@ def CrossTestJVMwithJDK(args) {
}
}
def TestR(args) {
node('linux && cpu') {
unstash name: 'srcs'
echo "Test R package"
def container_type = "rproject"
def docker_binary = "docker"
def use_r35_flag = (args.use_r35) ? "1" : "0"
def docker_args = "--build-arg USE_R35=${use_r35_flag}"
sh """
${dockerRun} ${container_type} ${docker_binary} ${docker_args} tests/ci_build/build_test_rpkg.sh || tests/ci_build/print_r_stacktrace.sh
"""
deleteDir()
}
}
def DeployJVMPackages(args) {
node('linux && cpu') {
unstash name: 'srcs'
if (env.BRANCH_NAME == 'master' || env.BRANCH_NAME.startsWith('release')) {
echo 'Deploying to xgboost-maven-repo S3 repo...'
sh """
${dockerRun} jvm_gpu_build docker --build-arg CUDA_VERSION_ARG=10.0 tests/ci_build/deploy_jvm_packages.sh ${args.spark_version}
${dockerRun} jvm docker tests/ci_build/deploy_jvm_packages.sh ${args.spark_version} 0
"""
sh """
${dockerRun} jvm_gpu_build docker --build-arg CUDA_VERSION_ARG=10.0 tests/ci_build/deploy_jvm_packages.sh ${args.spark_version} 1
"""
}
deleteDir()

View File

@@ -25,14 +25,12 @@ pipeline {
agent { label 'job_initializer' }
steps {
script {
def buildNumber = env.BUILD_NUMBER as int
if (buildNumber > 1) milestone(buildNumber - 1)
milestone(buildNumber)
checkoutSrcs()
commit_id = "${GIT_COMMIT}"
}
sh 'python3 tests/jenkins_get_approval.py'
stash name: 'srcs'
milestone ordinal: 1
}
}
stage('Jenkins Win64: Build') {
@@ -43,6 +41,7 @@ pipeline {
'build-win64-cuda10.1': { BuildWin64() }
])
}
milestone ordinal: 2
}
}
stage('Jenkins Win64: Test') {
@@ -53,6 +52,7 @@ pipeline {
'test-win64-cuda10.1': { TestWin64() },
])
}
milestone ordinal: 3
}
}
}
@@ -85,7 +85,7 @@ def BuildWin64() {
bat """
mkdir build
cd build
cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON ${arch_flag} -DCMAKE_UNITY_BUILD=ON
cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON ${arch_flag}
"""
bat """
cd build

View File

@@ -133,19 +133,16 @@ Rpack: clean_all
sed -i -e 's/@BACKTRACE_LIB@//g' xgboost/src/Makevars.win
sed -i -e 's/@OPENMP_LIB@//g' xgboost/src/Makevars.win
rm -f xgboost/src/Makevars.win-e # OSX sed create this extra file; remove it
bash R-package/remove_warning_suppression_pragma.sh
bash xgboost/remove_warning_suppression_pragma.sh
rm xgboost/remove_warning_suppression_pragma.sh
rm -rfv xgboost/tests/helper_scripts/
R ?= R
Rbuild: Rpack
$(R) CMD build xgboost
R CMD build --no-build-vignettes xgboost
rm -rf xgboost
Rcheck: Rbuild
$(R) CMD check --as-cran xgboost*.tar.gz
R CMD check --as-cran xgboost*.tar.gz
-include build/*.d
-include build/*/*.d

181
NEWS.md
View File

@@ -3,177 +3,6 @@ XGBoost Change Log
This file records the changes in xgboost library in reverse chronological order.
## v1.2.0 (2020.08.22)
### XGBoost4J-Spark now supports the GPU algorithm (#5171)
* Now XGBoost4J-Spark is able to leverage NVIDIA GPU hardware to speed up training.
* There is on-going work for accelerating the rest of the data pipeline with NVIDIA GPUs (#5950, #5972).
### XGBoost now supports CUDA 11 (#5808)
* It is now possible to build XGBoost with CUDA 11. Note that we do not yet distribute pre-built binaries built with CUDA 11; all current distributions use CUDA 10.0.
### Better guidance for persisting XGBoost models in an R environment (#5940, #5964)
* Users are strongly encouraged to use `xgb.save()` and `xgb.save.raw()` instead of `saveRDS()`. This is so that the persisted models can be accessed with future releases of XGBoost.
* The previous release (1.1.0) had problems loading models that were saved with `saveRDS()`. This release adds a compatibility layer to restore access to the old RDS files. Note that this is meant to be a temporary measure; users are advised to stop using `saveRDS()` and migrate to `xgb.save()` and `xgb.save.raw()`.
### New objectives and metrics
* The pseudo-Huber loss `reg:pseudohubererror` is added (#5647). The corresponding metric is `mphe`. Right now, the slope is hard-coded to 1.
* The Accelerated Failure Time objective for survival analysis (`survival:aft`) is now accelerated on GPUs (#5714, #5716). The survival metrics `aft-nloglik` and `interval-regression-accuracy` are also accelerated on GPUs.
### Improved integration with scikit-learn
* Added `n_features_in_` attribute to the scikit-learn interface to store the number of features used (#5780). This is useful for integrating with some scikit-learn features such as `StackingClassifier`. See [this link](https://scikit-learn-enhancement-proposals.readthedocs.io/en/latest/slep010/proposal.html) for more details.
* `XGBoostError` now inherits `ValueError`, which conforms scikit-learn's exception requirement (#5696).
### Improved integration with Dask
* The XGBoost Dask API now exposes an asynchronous interface (#5862). See [the document](https://xgboost.readthedocs.io/en/latest/tutorials/dask.html#working-with-asyncio) for details.
* Zero-copy ingestion of GPU arrays via `DaskDeviceQuantileDMatrix` (#5623, #5799, #5800, #5803, #5837, #5874, #5901): Previously, the Dask interface had to make 2 data copies: one for concatenating the Dask partition/block into a single block and another for internal representation. To save memory, we introduce `DaskDeviceQuantileDMatrix`. As long as Dask partitions are resident in the GPU memory, `DaskDeviceQuantileDMatrix` is able to ingest them directly without making copies. This matrix type wraps `DeviceQuantileDMatrix`.
* The prediction function now returns GPU Series type if the input is from Dask-cuDF (#5710). This is to preserve the input data type.
### Robust handling of external data types (#5689, #5893)
- As we support more and more external data types, the handling logic has proliferated all over the code base and became hard to keep track. It also became unclear how missing values and threads are handled. We refactored the Python package code to collect all data handling logic to a central location, and now we have an explicit list of of all supported data types.
### Improvements in GPU-side data matrix (`DeviceQuantileDMatrix`)
* The GPU-side data matrix now implements its own quantile sketching logic, so that data don't have to be transported back to the main memory (#5700, #5747, #5760, #5846, #5870, #5898). The GK sketching algorithm is also now better documented.
- Now we can load extremely sparse dataset like URL, although performance is still sub-optimal.
* The GPU-side data matrix now exposes an iterative interface (#5783), so that users are able to construct a matrix from a data iterator. See the [Python demo](https://github.com/dmlc/xgboost/blob/release_1.2.0/demo/guide-python/data_iterator.py).
### New language binding: Swift (#5728)
* Visit https://github.com/kongzii/SwiftXGBoost for more details.
### Robust model serialization with JSON (#5772, #5804, #5831, #5857, #5934)
* We continue efforts from the 1.0.0 release to adopt JSON as the format to save and load models robustly.
* JSON model IO is significantly faster and produces smaller model files.
* Round-trip reproducibility is guaranteed, via the introduction of an efficient float-to-string conversion algorithm known as [the Ryū algorithm](https://dl.acm.org/doi/10.1145/3192366.3192369). The conversion is locale-independent, producing consistent numeric representation regardless of the locale setting of the user's machine.
* We fixed an issue in loading large JSON files to memory.
* It is now possible to load a JSON file from a remote source such as S3.
### Performance improvements
* CPU hist tree method optimization
- Skip missing lookup in hist row partitioning if data is dense. (#5644)
- Specialize training procedures for CPU hist tree method on distributed environment. (#5557)
- Add single point histogram for CPU hist. Previously gradient histogram for CPU hist is hard coded to be 64 bit, now users can specify the parameter `single_precision_histogram` to use 32 bit histogram instead for faster training performance. (#5624, #5811)
* GPU hist tree method optimization
- Removed some unnecessary synchronizations and better memory allocation pattern. (#5707)
- Optimize GPU Hist for wide dataset. Previously for wide dataset the atomic operation is performed on global memory, now it can run on shared memory for faster histogram building. But there's a known small regression on GeForce cards with dense data. (#5795, #5926, #5948, #5631)
### API additions
* Support passing fmap to importance plot (#5719). Now importance plot can show actual names of features instead of default ones.
* Support 64bit seed. (#5643)
* A new C API `XGBoosterGetNumFeature` is added for getting number of features in booster (#5856).
* Feature names and feature types are now stored in C++ core and saved in binary DMatrix (#5858).
### Breaking: The `predict()` method of `DaskXGBClassifier` now produces class predictions (#5986). Use `predict_proba()` to obtain probability predictions.
* Previously, `DaskXGBClassifier.predict()` produced probability predictions. This is inconsistent with the behavior of other scikit-learn classifiers, where `predict()` returns class predictions. We make a breaking change in 1.2.0 release so that `DaskXGBClassifier.predict()` now correctly produces class predictions and thus behave like other scikit-learn classifiers. Furthermore, we introduce the `predict_proba()` method for obtaining probability predictions, again to be in line with other scikit-learn classifiers.
### Breaking: Custom evaluation metric now receives raw prediction (#5954)
* Previously, the custom evaluation metric received a transformed prediction result when used with a classifier. Now the custom metric will receive a raw (untransformed) prediction and will need to transform the prediction itself. See [demo/guide-python/custom\_softmax.py](https://github.com/dmlc/xgboost/blob/release_1.2.0/demo/guide-python/custom_softmax.py) for an example.
* This change is to make the custom metric behave consistently with the custom objective, which already receives raw prediction (#5564).
### Breaking: XGBoost4J-Spark now requires Spark 3.0 and Scala 2.12 (#5836, #5890)
* Starting with version 3.0, Spark can manage GPU resources and allocate them among executors.
* Spark 3.0 dropped support for Scala 2.11 and now only supports Scala 2.12. Thus, XGBoost4J-Spark also only supports Scala 2.12.
### Breaking: XGBoost Python package now requires Python 3.6 and later (#5715)
* Python 3.6 has many useful features such as f-strings.
### Breaking: XGBoost now adopts the C++14 standard (#5664)
* Make sure to use a sufficiently modern C++ compiler that supports C++14, such as Visual Studio 2017, GCC 5.0+, and Clang 3.4+.
### Bug-fixes
* Fix a data race in the prediction function (#5853). As a byproduct, the prediction function now uses a thread-local data store and became thread-safe.
* Restore capability to run prediction when the test input has fewer features than the training data (#5955). This capability is necessary to support predicting with LIBSVM inputs. The previous release (1.1) had broken this capability, so we restore it in this version with better tests.
* Fix OpenMP build with CMake for R package, to support CMake 3.13 (#5895).
* Fix Windows 2016 build (#5902, #5918).
* Fix edge cases in scikit-learn interface with Pandas input by disabling feature validation. (#5953)
* [R] Enable weighted learning to rank (#5945)
* [R] Fix early stopping with custom objective (#5923)
* Fix NDK Build (#5886)
* Add missing explicit template specializations for greater portability (#5921)
* Handle empty rows in data iterators correctly (#5929). This bug affects file loader and JVM data frames.
* Fix `IsDense` (#5702)
* [jvm-packages] Fix wrong method name `setAllowZeroForMissingValue` (#5740)
* Fix shape inference for Dask predict (#5989)
### Usability Improvements, Documentation
* [Doc] Document that CUDA 10.0 is required (#5872)
* Refactored command line interface (CLI). Now CLI is able to handle user errors and output basic document. (#5574)
* Better error handling in Python: use `raise from` syntax to preserve full stacktrace (#5787).
* The JSON model dump now has a formal schema (#5660, #5818). The benefit is to prevent `dump_model()` function from breaking. See [this document](https://xgboost.readthedocs.io/en/latest/tutorials/saving_model.html#difference-between-saving-model-and-dumping-model) to understand the difference between saving and dumping models.
* Add a reference to the GPU external memory paper (#5684)
* Document more objective parameters in the R package (#5682)
* Document the existence of pre-built binary wheels for MacOS (#5711)
* Remove `max.depth` in the R gblinear example. (#5753)
* Added conda environment file for building docs (#5773)
* Mention dask blog post in the doc, which introduces using Dask with GPU and some internal workings. (#5789)
* Fix rendering of Markdown docs (#5821)
* Document new objectives and metrics available on GPUs (#5909)
* Better message when no GPU is found. (#5594)
* Remove the use of `silent` parameter from R demos. (#5675)
* Don't use masked array in array interface. (#5730)
* Update affiliation of @terrytangyuan: Ant Financial -> Ant Group (#5827)
* Move dask tutorial closer other distributed tutorials (#5613)
* Update XGBoost + Dask overview documentation (#5961)
* Show `n_estimators` in the docstring of the scikit-learn interface (#6041)
* Fix a type in a doctring of the scikit-learn interface (#5980)
### Maintenance: testing, continuous integration, build system
* [CI] Remove CUDA 9.0 from CI (#5674, #5745)
* Require CUDA 10.0+ in CMake build (#5718)
* [R] Remove dependency on gendef for Visual Studio builds (fixes #5608) (#5764). This enables building XGBoost with GPU support with R 4.x.
* [R-package] Reduce duplication in configure.ac (#5693)
* Bump com.esotericsoftware to 4.0.2 (#5690)
* Migrate some tests from AppVeyor to GitHub Actions to speed up the tests. (#5911, #5917, #5919, #5922, #5928)
* Reduce cost of the Jenkins CI server (#5884, #5904, #5892). We now enforce a daily budget via an automated monitor. We also dramatically reduced the workload for the Windows platform, since the cloud VM cost is vastly greater for Windows.
* [R] Set up automated R linter (#5944)
* [R] replace uses of T and F with TRUE and FALSE (#5778)
* Update Docker container 'CPU' (#5956)
* Simplify CMake build with modern CMake techniques (#5871)
* Use `hypothesis` package for testing (#5759, #5835, #5849).
* Define `_CRT_SECURE_NO_WARNINGS` to remove unneeded warnings in MSVC (#5434)
* Run all Python demos in CI, to ensure that they don't break (#5651)
* Enhance nvtx support (#5636). Now we can use unified timer between CPU and GPU. Also CMake is able to find nvtx automatically.
* Speed up python test. (#5752)
* Add helper for generating batches of data. (#5756)
* Add c-api-demo to .gitignore (#5855)
* Add option to enable all compiler warnings in GCC/Clang (#5897)
* Make Python model compatibility test runnable locally (#5941)
* Add cupy to Windows CI (#5797)
* [CI] Fix cuDF install; merge 'gpu' and 'cudf' test suite (#5814)
* Update rabit submodule (#5680, #5876)
* Force colored output for Ninja build. (#5959)
* [CI] Assign larger /dev/shm to NCCL (#5966)
* Add missing Pytest marks to AsyncIO unit test (#5968)
* [CI] Use latest cuDF and dask-cudf (#6048)
* Add CMake flag to log C API invocations, to aid debugging (#5925)
* Fix a unit test on CLI, to handle RC versions (#6050)
* [CI] Use mgpu machine to run gpu hist unit tests (#6050)
* [CI] Build GPU-enabled JAR artifact and deploy to xgboost-maven-repo (#6050)
### Maintenance: Refactor code for legibility and maintainability
* Remove dead code in DMatrix initialization. (#5635)
* Catch dmlc error by ref. (#5678)
* Refactor the `gpu_hist` split evaluation in preparation for batched nodes enumeration. (#5610)
* Remove column major specialization. (#5755)
* Remove unused imports in Python (#5776)
* Avoid including `c_api.h` in header files. (#5782)
* Remove unweighted GK quantile, which is unused. (#5816)
* Add Python binding for rabit ops. (#5743)
* Implement `Empty` method for host device vector. (#5781)
* Remove print (#5867)
* Enforce tree order in JSON (#5974)
### Acknowledgement
**Contributors**: Nan Zhu (@CodingCat), @LionOrCatThatIsTheQuestion, Dmitry Mottl (@Mottl), Rory Mitchell (@RAMitchell), @ShvetsKS, Alex Wozniakowski (@a-wozniakowski), Alexander Gugel (@alexanderGugel), @anttisaukko, @boxdot, Andy Adinets (@canonizer), Ram Rachum (@cool-RR), Elliot Hershberg (@elliothershberg), Jason E. Aten, Ph.D. (@glycerine), Philip Hyunsu Cho (@hcho3), @jameskrach, James Lamb (@jameslamb), James Bourbeau (@jrbourbeau), Peter Jung (@kongzii), Lorenz Walthert (@lorenzwalthert), Oleksandr Kuvshynov (@okuvshynov), Rong Ou (@rongou), Shaochen Shi (@shishaochen), Yuan Tang (@terrytangyuan), Jiaming Yuan (@trivialfis), Bobby Wang (@wbo4958), Zhang Zhang (@zhangzhang10)
**Reviewers**: Nan Zhu (@CodingCat), @LionOrCatThatIsTheQuestion, Hao Yang (@QuantHao), Rory Mitchell (@RAMitchell), @ShvetsKS, Egor Smirnov (@SmirnovEgorRu), Alex Wozniakowski (@a-wozniakowski), Amit Kumar (@aktech), Avinash Barnwal (@avinashbarnwal), @boxdot, Andy Adinets (@canonizer), Chandra Shekhar Reddy (@chandrureddy), Ram Rachum (@cool-RR), Cristiano Goncalves (@cristianogoncalves), Elliot Hershberg (@elliothershberg), Jason E. Aten, Ph.D. (@glycerine), Philip Hyunsu Cho (@hcho3), Tong He (@hetong007), James Lamb (@jameslamb), James Bourbeau (@jrbourbeau), Lee Drake (@leedrake5), DougM (@mengdong), Oleksandr Kuvshynov (@okuvshynov), RongOu (@rongou), Shaochen Shi (@shishaochen), Xu Xiao (@sperlingxx), Yuan Tang (@terrytangyuan), Theodore Vasiloudis (@thvasilo), Jiaming Yuan (@trivialfis), Bobby Wang (@wbo4958), Zhang Zhang (@zhangzhang10)
## v1.1.1 (2020.06.06)
This patch release applies the following patches to 1.1.0 release:
* CPU performance improvement in the PyPI wheels (#5720)
* Fix loading old model (#5724)
* Install pkg-config file (#5744)
## v1.1.0 (2020.05.17)
### Better performance on multi-core CPUs (#5244, #5334, #5522)
@@ -374,16 +203,6 @@ Upgrading to latest pip allows us to depend on newer versions of system librarie
**Reviewers**: Nan Zhu (@CodingCat), @LeZhengThu, Rory Mitchell (@RAMitchell), @ShvetsKS, Egor Smirnov (@SmirnovEgorRu), Steve Bronder (@SteveBronder), Nikita Titov (@StrikerRUS), Andrew Kane (@ankane), Avinash Barnwal (@avinashbarnwal), @brydag, Andy Adinets (@canonizer), Chandra Shekhar Reddy (@chandrureddy), Chen Qin (@chenqin), Codecov (@codecov-io), David Díaz Vico (@daviddiazvico), Darby Payne (@dpayne), Jason E. Aten, Ph.D. (@glycerine), Philip Hyunsu Cho (@hcho3), James Lamb (@jameslamb), @johnny-cat, Mu Li (@mli), Mate Soos (@msoos), @rnyak, Rong Ou (@rongou), Sriram Chandramouli (@sriramch), Toby Dylan Hocking (@tdhock), Yuan Tang (@terrytangyuan), Oleksandr Pryimak (@trams), Jiaming Yuan (@trivialfis), Liang-Chi Hsieh (@viirya), Bobby Wang (@wbo4958),
## v1.0.2 (2020.03.03)
This patch release applies the following patches to 1.0.0 release:
* Fix a small typo in sklearn.py that broke multiple eval metrics (#5341)
* Restore loading model from buffer (#5360)
* Use type name for data type check (#5364)
## v1.0.1 (2020.02.21)
This release is identical to the 1.0.0 release, except that it fixes a small bug that rendered 1.0.0 incompatible with Python 3.5. See #5328.
## v1.0.0 (2020.02.19)
This release marks a major milestone for the XGBoost project.

View File

@@ -1,7 +1,7 @@
Package: xgboost
Type: Package
Title: Extreme Gradient Boosting
Version: 1.3.3.1
Version: 1.2.0.1
Date: 2020-08-28
Authors@R: c(
person("Tianqi", "Chen", role = c("aut"),
@@ -55,8 +55,7 @@ Suggests:
igraph (>= 1.0.1),
jsonlite,
float,
crayon,
titanic
crayon
Depends:
R (>= 3.3.0)
Imports:
@@ -64,5 +63,6 @@ Imports:
methods,
data.table (>= 1.9.6),
magrittr (>= 1.5),
stringi (>= 0.5.2)
RoxygenNote: 7.1.1
SystemRequirements: GNU make, C++14

View File

@@ -38,7 +38,6 @@ export(xgb.dump)
export(xgb.gblinear.history)
export(xgb.ggplot.deepness)
export(xgb.ggplot.importance)
export(xgb.ggplot.shap.summary)
export(xgb.importance)
export(xgb.load)
export(xgb.load.raw)
@@ -47,7 +46,6 @@ export(xgb.plot.deepness)
export(xgb.plot.importance)
export(xgb.plot.multi.trees)
export(xgb.plot.shap)
export(xgb.plot.shap.summary)
export(xgb.plot.tree)
export(xgb.save)
export(xgb.save.raw)
@@ -81,6 +79,11 @@ importFrom(graphics,title)
importFrom(magrittr,"%>%")
importFrom(stats,median)
importFrom(stats,predict)
importFrom(stringi,stri_detect_regex)
importFrom(stringi,stri_match_first_regex)
importFrom(stringi,stri_replace_all_regex)
importFrom(stringi,stri_replace_first_regex)
importFrom(stringi,stri_split_regex)
importFrom(utils,head)
importFrom(utils,object.size)
importFrom(utils,str)

View File

@@ -352,15 +352,9 @@ cb.early.stop <- function(stopping_rounds, maximize = FALSE,
finalizer <- function(env) {
if (!is.null(env$bst)) {
attr_best_score <- as.numeric(xgb.attr(env$bst$handle, 'best_score'))
if (best_score != attr_best_score) {
# If the difference is too big, throw an error
if (abs(best_score - attr_best_score) >= 1e-14) {
stop("Inconsistent 'best_score' values between the closure state: ", best_score,
" and the xgb.attr: ", attr_best_score)
}
# If the difference is due to floating-point truncation, update best_score
best_score <- attr_best_score
}
if (best_score != attr_best_score)
stop("Inconsistent 'best_score' values between the closure state: ", best_score,
" and the xgb.attr: ", attr_best_score)
env$bst$best_iteration <- best_iteration
env$bst$best_ntreelimit <- best_ntreelimit
env$bst$best_score <- best_score

View File

@@ -20,12 +20,6 @@ NVL <- function(x, val) {
stop("typeof(x) == ", typeof(x), " is not supported by NVL")
}
# List of classification and ranking objectives
.CLASSIFICATION_OBJECTIVES <- function() {
return(c('binary:logistic', 'binary:logitraw', 'binary:hinge', 'multi:softmax',
'multi:softprob', 'rank:pairwise', 'rank:ndcg', 'rank:map'))
}
#
# Low-level functions for boosting --------------------------------------------
@@ -173,8 +167,9 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
evnames <- names(watchlist)
if (is.null(feval)) {
msg <- .Call(XGBoosterEvalOneIter_R, booster_handle, as.integer(iter), watchlist, as.list(evnames))
mat <- matrix(strsplit(msg, '\\s+|:')[[1]][-1], nrow = 2)
res <- structure(as.numeric(mat[2, ]), names = mat[1, ])
msg <- stri_split_regex(msg, '(\\s+|:|\\s+)')[[1]][-1]
res <- as.numeric(msg[c(FALSE, TRUE)]) # even indices are the values
names(res) <- msg[c(TRUE, FALSE)] # odds are the names
} else {
res <- sapply(seq_along(watchlist), function(j) {
w <- watchlist[[j]]
@@ -193,23 +188,13 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
# Helper functions for cross validation ---------------------------------------
#
# Possibly convert the labels into factors, depending on the objective.
# The labels are converted into factors only when the given objective refers to the classification
# or ranking tasks.
convert.labels <- function(labels, objective_name) {
if (objective_name %in% .CLASSIFICATION_OBJECTIVES()) {
return(as.factor(labels))
} else {
return(labels)
}
}
# Generates random (stratified if needed) CV folds
generate.cv.folds <- function(nfold, nrows, stratified, label, params) {
# cannot do it for rank
objective <- params$objective
if (is.character(objective) && strtrim(objective, 5) == 'rank:') {
if (exists('objective', where = params) &&
is.character(params$objective) &&
strtrim(params$objective, 5) == 'rank:') {
stop("\n\tAutomatic generation of CV-folds is not implemented for ranking!\n",
"\tConsider providing pre-computed CV-folds through the 'folds=' parameter.\n")
}
@@ -222,16 +207,19 @@ generate.cv.folds <- function(nfold, nrows, stratified, label, params) {
# - For classification, need to convert y labels to factor before making the folds,
# and then do stratification by factor levels.
# - For regression, leave y numeric and do stratification by quantiles.
if (is.character(objective)) {
y <- convert.labels(y, params$objective)
if (exists('objective', where = params) &&
is.character(params$objective)) {
# If 'objective' provided in params, assume that y is a classification label
# unless objective is reg:squarederror
if (params$objective != 'reg:squarederror')
y <- factor(y)
} else {
# If no 'objective' given in params, it means that user either wants to
# use the default 'reg:squarederror' objective or has provided a custom
# obj function. Here, assume classification setting when y has 5 or less
# unique values:
if (length(unique(y)) <= 5) {
if (length(unique(y)) <= 5)
y <- factor(y)
}
}
folds <- xgb.createFolds(y, nfold)
} else {

View File

@@ -357,7 +357,7 @@ slice.xgb.DMatrix <- function(object, idxset, ...) {
#' @export
print.xgb.DMatrix <- function(x, verbose = FALSE, ...) {
cat('xgb.DMatrix dim:', nrow(x), 'x', ncol(x), ' info: ')
infos <- character(0)
infos <- c()
if (length(getinfo(x, 'label')) > 0) infos <- 'label'
if (length(getinfo(x, 'weight')) > 0) infos <- c(infos, 'weight')
if (length(getinfo(x, 'base_margin')) > 0) infos <- c(infos, 'base_margin')

View File

@@ -36,8 +36,6 @@
#' \item \code{error} binary classification error rate
#' \item \code{rmse} Rooted mean square error
#' \item \code{logloss} negative log-likelihood function
#' \item \code{mae} Mean absolute error
#' \item \code{mape} Mean absolute percentage error
#' \item \code{auc} Area under curve
#' \item \code{aucpr} Area under PR curve
#' \item \code{merror} Exact matching error, used to evaluate multi-class classification

View File

@@ -56,10 +56,10 @@ xgb.dump <- function(model, fname = NULL, fmap = "", with_stats=FALSE,
as.character(dump_format))
if (is.null(fname))
model_dump <- gsub('\t', '', model_dump, fixed = TRUE)
model_dump <- stri_replace_all_regex(model_dump, '\t', '')
if (dump_format == "text")
model_dump <- unlist(strsplit(model_dump, '\n', fixed = TRUE))
model_dump <- unlist(stri_split_regex(model_dump, '\n'))
model_dump <- grep('^\\s*$', model_dump, invert = TRUE, value = TRUE)

View File

@@ -99,84 +99,6 @@ xgb.ggplot.deepness <- function(model = NULL, which = c("2x1", "max.depth", "med
}
}
#' @rdname xgb.plot.shap.summary
#' @export
xgb.ggplot.shap.summary <- function(data, shap_contrib = NULL, features = NULL, top_n = 10, model = NULL,
trees = NULL, target_class = NULL, approxcontrib = FALSE, subsample = NULL) {
data_list <- xgb.shap.data(
data = data,
shap_contrib = shap_contrib,
features = features,
top_n = top_n,
model = model,
trees = trees,
target_class = target_class,
approxcontrib = approxcontrib,
subsample = subsample,
max_observations = 10000 # 10,000 samples per feature.
)
p_data <- prepare.ggplot.shap.data(data_list, normalize = TRUE)
# Reverse factor levels so that the first level is at the top of the plot
p_data[, "feature" := factor(feature, rev(levels(feature)))]
p <- ggplot2::ggplot(p_data, ggplot2::aes(x = feature, y = p_data$shap_value, colour = p_data$feature_value)) +
ggplot2::geom_jitter(alpha = 0.5, width = 0.1) +
ggplot2::scale_colour_viridis_c(limits = c(-3, 3), option = "plasma", direction = -1) +
ggplot2::geom_abline(slope = 0, intercept = 0, colour = "darkgrey") +
ggplot2::coord_flip()
p
}
#' Combine and melt feature values and SHAP contributions for sample
#' observations.
#'
#' Conforms to data format required for ggplot functions.
#'
#' Internal utility function.
#'
#' @param data_list List containing 'data' and 'shap_contrib' returned by
#' \code{xgb.shap.data()}.
#' @param normalize Whether to standardize feature values to have mean 0 and
#' standard deviation 1 (useful for comparing multiple features on the same
#' plot). Default \code{FALSE}.
#'
#' @return A data.table containing the observation ID, the feature name, the
#' feature value (normalized if specified), and the SHAP contribution value.
prepare.ggplot.shap.data <- function(data_list, normalize = FALSE) {
data <- data_list[["data"]]
shap_contrib <- data_list[["shap_contrib"]]
data <- data.table::as.data.table(as.matrix(data))
if (normalize) {
data[, (names(data)) := lapply(.SD, normalize)]
}
data[, "id" := seq_len(nrow(data))]
data_m <- data.table::melt.data.table(data, id.vars = "id", variable.name = "feature", value.name = "feature_value")
shap_contrib <- data.table::as.data.table(as.matrix(shap_contrib))
shap_contrib[, "id" := seq_len(nrow(shap_contrib))]
shap_contrib_m <- data.table::melt.data.table(shap_contrib, id.vars = "id", variable.name = "feature", value.name = "shap_value")
p_data <- data.table::merge.data.table(data_m, shap_contrib_m, by = c("id", "feature"))
p_data
}
#' Scale feature value to have mean 0, standard deviation 1
#'
#' This is used to compare multiple features on the same plot.
#' Internal utility function
#'
#' @param x Numeric vector
#'
#' @return Numeric vector with mean 0 and sd 1.
normalize <- function(x) {
loc <- mean(x, na.rm = TRUE)
scale <- stats::sd(x, na.rm = TRUE)
(x - loc) / scale
}
# Plot multiple ggplot graph aligned by rows and columns.
# ... the plots
# cols number of columns
@@ -209,5 +131,5 @@ multiplot <- function(..., cols = 1) {
globalVariables(c(
"Cluster", "ggplot", "aes", "geom_bar", "coord_flip", "xlab", "ylab", "ggtitle", "theme",
"element_blank", "element_text", "V1", "Weight", "feature"
"element_blank", "element_text", "V1", "Weight"
))

View File

@@ -87,11 +87,11 @@ xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
}
if (length(text) < 2 ||
sum(grepl('yes=(\\d+),no=(\\d+)', text)) < 1) {
sum(stri_detect_regex(text, 'yes=(\\d+),no=(\\d+)')) < 1) {
stop("Non-tree model detected! This function can only be used with tree models.")
}
position <- which(grepl("booster", text, fixed = TRUE))
position <- which(!is.na(stri_match_first_regex(text, "booster")))
add.tree.id <- function(node, tree) if (use_int_id) node else paste(tree, node, sep = "-")
@@ -108,9 +108,9 @@ xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
}
td <- td[Tree %in% trees & !grepl('^booster', t)]
td[, Node := as.integer(sub("^([0-9]+):.*", "\\1", t))]
td[, Node := stri_match_first_regex(t, "(\\d+):")[, 2] %>% as.integer]
if (!use_int_id) td[, ID := add.tree.id(Node, Tree)]
td[, isLeaf := grepl("leaf", t, fixed = TRUE)]
td[, isLeaf := !is.na(stri_match_first_regex(t, "leaf"))]
# parse branch lines
branch_rx <- paste0("f(\\d+)<(", anynumber_regex, ")\\] yes=(\\d+),no=(\\d+),missing=(\\d+),",
@@ -118,11 +118,10 @@ xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
branch_cols <- c("Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover")
td[isLeaf == FALSE,
(branch_cols) := {
matches <- regmatches(t, regexec(branch_rx, t))
# skip some indices with spurious capture groups from anynumber_regex
xtr <- do.call(rbind, matches)[, c(2, 3, 5, 6, 7, 8, 10), drop = FALSE]
xtr[, 3:5] <- add.tree.id(xtr[, 3:5], Tree)
as.data.table(xtr)
# skip some indices with spurious capture groups from anynumber_regex
xtr <- stri_match_first_regex(t, branch_rx)[, c(2, 3, 5, 6, 7, 8, 10), drop = FALSE]
xtr[, 3:5] <- add.tree.id(xtr[, 3:5], Tree)
lapply(seq_len(ncol(xtr)), function(i) xtr[, i])
}]
# assign feature_names when available
if (!is.null(feature_names)) {
@@ -136,9 +135,8 @@ xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
leaf_cols <- c("Feature", "Quality", "Cover")
td[isLeaf == TRUE,
(leaf_cols) := {
matches <- regmatches(t, regexec(leaf_rx, t))
xtr <- do.call(rbind, matches)[, c(2, 4)]
c("Leaf", as.data.table(xtr))
xtr <- stri_match_first_regex(t, leaf_rx)[, c(2, 4)]
c("Leaf", lapply(seq_len(ncol(xtr)), function(i) xtr[, i]))
}]
# convert some columns to numeric

View File

@@ -99,20 +99,21 @@ xgb.plot.importance <- function(importance_matrix = NULL, top_n = NULL, measure
}
if (plot) {
original_mar <- par()$mar
# reset margins so this function doesn't have side effects
on.exit({par(mar = original_mar)})
mar <- original_mar
op <- par(no.readonly = TRUE)
mar <- op$mar
if (!is.null(left_margin))
mar[2] <- left_margin
par(mar = mar)
# reverse the order of rows to have the highest ranked at the top
importance_matrix[rev(seq_len(nrow(importance_matrix))),
importance_matrix[nrow(importance_matrix):1,
barplot(Importance, horiz = TRUE, border = NA, cex.names = cex,
names.arg = Feature, las = 1, ...)]
grid(NULL, NA)
# redraw over the grid
importance_matrix[nrow(importance_matrix):1,
barplot(Importance, horiz = TRUE, border = NA, add = TRUE)]
par(op)
}
invisible(importance_matrix)

View File

@@ -67,7 +67,7 @@ xgb.plot.multi.trees <- function(model, feature_names = NULL, features_keep = 5,
# first number of the path represents the tree, then the following numbers are related to the path to follow
# root init
root.nodes <- tree.matrix[Node == 0, ID]
root.nodes <- tree.matrix[stri_detect_regex(ID, "\\d+-0"), ID]
tree.matrix[ID %in% root.nodes, abs.node.position := root.nodes]
precedent.nodes <- root.nodes
@@ -86,8 +86,11 @@ xgb.plot.multi.trees <- function(model, feature_names = NULL, features_keep = 5,
tree.matrix[!is.na(Yes), Yes := paste0(abs.node.position, "_0")]
tree.matrix[!is.na(No), No := paste0(abs.node.position, "_1")]
for (nm in c("abs.node.position", "Yes", "No"))
data.table::set(tree.matrix, j = nm, value = sub("^\\d+-", "", tree.matrix[[nm]]))
remove.tree <- . %>% stri_replace_first_regex(pattern = "^\\d+-", replacement = "")
tree.matrix[, `:=`(abs.node.position = remove.tree(abs.node.position),
Yes = remove.tree(Yes),
No = remove.tree(No))]
nodes.dt <- tree.matrix[
, .(Quality = sum(Quality))

View File

@@ -81,7 +81,6 @@
#' xgb.plot.shap(agaricus.test$data, model = bst, features = "odor=none")
#' contr <- predict(bst, agaricus.test$data, predcontrib = TRUE)
#' xgb.plot.shap(agaricus.test$data, contr, model = bst, top_n = 12, n_col = 3)
#' xgb.ggplot.shap.summary(agaricus.test$data, contr, model = bst, top_n = 12) # Summary plot
#'
#' # multiclass example - plots for each class separately:
#' nclass <- 3
@@ -100,7 +99,6 @@
#' n_col = 2, col = col, pch = 16, pch_NA = 17)
#' xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4,
#' n_col = 2, col = col, pch = 16, pch_NA = 17)
#' xgb.ggplot.shap.summary(x, model = mbst, target_class = 0, top_n = 4) # Summary plot
#'
#' @rdname xgb.plot.shap
#' @export
@@ -111,33 +109,69 @@ xgb.plot.shap <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
plot_NA = TRUE, col_NA = rgb(0.7, 0, 1, 0.6), pch_NA = '.', pos_NA = 1.07,
plot_loess = TRUE, col_loess = 2, span_loess = 0.5,
which = c("1d", "2d"), plot = TRUE, ...) {
data_list <- xgb.shap.data(
data = data,
shap_contrib = shap_contrib,
features = features,
top_n = top_n,
model = model,
trees = trees,
target_class = target_class,
approxcontrib = approxcontrib,
subsample = subsample,
max_observations = 100000
)
data <- data_list[["data"]]
shap_contrib <- data_list[["shap_contrib"]]
features <- colnames(data)
if (!is.matrix(data) && !inherits(data, "dgCMatrix"))
stop("data: must be either matrix or dgCMatrix")
if (is.null(shap_contrib) && (is.null(model) || !inherits(model, "xgb.Booster")))
stop("when shap_contrib is not provided, one must provide an xgb.Booster model")
if (is.null(features) && (is.null(model) || !inherits(model, "xgb.Booster")))
stop("when features are not provided, one must provide an xgb.Booster model to rank the features")
if (!is.null(shap_contrib) &&
(!is.matrix(shap_contrib) || nrow(shap_contrib) != nrow(data) || ncol(shap_contrib) != ncol(data) + 1))
stop("shap_contrib is not compatible with the provided data")
nsample <- if (is.null(subsample)) min(100000, nrow(data)) else as.integer(subsample * nrow(data))
idx <- sample(1:nrow(data), nsample)
data <- data[idx, ]
if (is.null(shap_contrib)) {
shap_contrib <- predict(model, data, predcontrib = TRUE, approxcontrib = approxcontrib)
} else {
shap_contrib <- shap_contrib[idx, ]
}
which <- match.arg(which)
if (which == "2d")
stop("2D plots are not implemented yet")
if (is.null(features)) {
imp <- xgb.importance(model = model, trees = trees)
top_n <- as.integer(top_n[1])
if (top_n < 1 && top_n > 100)
stop("top_n: must be an integer within [1, 100]")
features <- imp$Feature[1:min(top_n, NROW(imp))]
}
if (is.character(features)) {
if (is.null(colnames(data)))
stop("Either provide `data` with column names or provide `features` as column indices")
features <- match(features, colnames(data))
}
if (n_col > length(features)) n_col <- length(features)
if (is.list(shap_contrib)) { # multiclass: either choose a class or merge
shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]]
else Reduce("+", lapply(shap_contrib, abs))
}
shap_contrib <- shap_contrib[, features, drop = FALSE]
data <- data[, features, drop = FALSE]
cols <- colnames(data)
if (is.null(cols)) cols <- colnames(shap_contrib)
if (is.null(cols)) cols <- paste0('X', 1:ncol(data))
colnames(data) <- cols
colnames(shap_contrib) <- cols
if (plot && which == "1d") {
op <- par(mfrow = c(ceiling(length(features) / n_col), n_col),
oma = c(0, 0, 0, 0) + 0.2,
mar = c(3.5, 3.5, 0, 0) + 0.1,
mgp = c(1.7, 0.6, 0))
for (f in features) {
for (f in cols) {
ord <- order(data[, f])
x <- data[, f][ord]
y <- shap_contrib[, f][ord]
@@ -182,108 +216,3 @@ xgb.plot.shap <- function(data, shap_contrib = NULL, features = NULL, top_n = 1,
}
invisible(list(data = data, shap_contrib = shap_contrib))
}
#' SHAP contribution dependency summary plot
#'
#' Compare SHAP contributions of different features.
#'
#' A point plot (each point representing one sample from \code{data}) is
#' produced for each feature, with the points plotted on the SHAP value axis.
#' Each point (observation) is coloured based on its feature value. The plot
#' hence allows us to see which features have a negative / positive contribution
#' on the model prediction, and whether the contribution is different for larger
#' or smaller values of the feature. We effectively try to replicate the
#' \code{summary_plot} function from https://github.com/slundberg/shap.
#'
#' @inheritParams xgb.plot.shap
#'
#' @return A \code{ggplot2} object.
#' @export
#'
#' @examples # See \code{\link{xgb.plot.shap}}.
#' @seealso \code{\link{xgb.plot.shap}}, \code{\link{xgb.ggplot.shap.summary}},
#' \url{https://github.com/slundberg/shap}
xgb.plot.shap.summary <- function(data, shap_contrib = NULL, features = NULL, top_n = 10, model = NULL,
trees = NULL, target_class = NULL, approxcontrib = FALSE, subsample = NULL) {
# Only ggplot implementation is available.
xgb.ggplot.shap.summary(data, shap_contrib, features, top_n, model, trees, target_class, approxcontrib, subsample)
}
#' Prepare data for SHAP plots. To be used in xgb.plot.shap, xgb.plot.shap.summary, etc.
#' Internal utility function.
#'
#' @inheritParams xgb.plot.shap
#' @keywords internal
#'
#' @return A list containing: 'data', a matrix containing sample observations
#' and their feature values; 'shap_contrib', a matrix containing the SHAP contribution
#' values for these observations.
xgb.shap.data <- function(data, shap_contrib = NULL, features = NULL, top_n = 1, model = NULL,
trees = NULL, target_class = NULL, approxcontrib = FALSE,
subsample = NULL, max_observations = 100000) {
if (!is.matrix(data) && !inherits(data, "dgCMatrix"))
stop("data: must be either matrix or dgCMatrix")
if (is.null(shap_contrib) && (is.null(model) || !inherits(model, "xgb.Booster")))
stop("when shap_contrib is not provided, one must provide an xgb.Booster model")
if (is.null(features) && (is.null(model) || !inherits(model, "xgb.Booster")))
stop("when features are not provided, one must provide an xgb.Booster model to rank the features")
if (!is.null(shap_contrib) &&
(!is.matrix(shap_contrib) || nrow(shap_contrib) != nrow(data) || ncol(shap_contrib) != ncol(data) + 1))
stop("shap_contrib is not compatible with the provided data")
if (is.character(features) && is.null(colnames(data)))
stop("either provide `data` with column names or provide `features` as column indices")
if (is.null(model$feature_names) && model$nfeatures != ncol(data))
stop("if model has no feature_names, columns in `data` must match features in model")
if (!is.null(subsample)) {
idx <- sample(x = seq_len(nrow(data)), size = as.integer(subsample * nrow(data)), replace = FALSE)
} else {
idx <- seq_len(min(nrow(data), max_observations))
}
data <- data[idx, ]
if (is.null(colnames(data))) {
colnames(data) <- paste0("X", seq_len(ncol(data)))
}
if (!is.null(shap_contrib)) {
if (is.list(shap_contrib)) { # multiclass: either choose a class or merge
shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs))
}
shap_contrib <- shap_contrib[idx, ]
if (is.null(colnames(shap_contrib))) {
colnames(shap_contrib) <- paste0("X", seq_len(ncol(data)))
}
} else {
shap_contrib <- predict(model, newdata = data, predcontrib = TRUE, approxcontrib = approxcontrib)
if (is.list(shap_contrib)) { # multiclass: either choose a class or merge
shap_contrib <- if (!is.null(target_class)) shap_contrib[[target_class + 1]] else Reduce("+", lapply(shap_contrib, abs))
}
}
if (is.null(features)) {
if (!is.null(model$feature_names)) {
imp <- xgb.importance(model = model, trees = trees)
} else {
imp <- xgb.importance(model = model, trees = trees, feature_names = colnames(data))
}
top_n <- top_n[1]
if (top_n < 1 | top_n > 100) stop("top_n: must be an integer within [1, 100]")
features <- imp$Feature[1:min(top_n, NROW(imp))]
}
if (is.character(features)) {
features <- match(features, colnames(data))
}
shap_contrib <- shap_contrib[, features, drop = FALSE]
data <- data[, features, drop = FALSE]
list(
data = data,
shap_contrib = shap_contrib
)
}

View File

@@ -137,8 +137,6 @@
#' By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
#' Different threshold (e.g., 0.) could be specified as "error@0."
#' \item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#' \item \code{mae} Mean absolute error
#' \item \code{mape} Mean absolute percentage error
#' \item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
#' \item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
#' \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}

View File

@@ -91,6 +91,11 @@ NULL
#' @importFrom data.table setkeyv
#' @importFrom data.table setnames
#' @importFrom magrittr %>%
#' @importFrom stringi stri_detect_regex
#' @importFrom stringi stri_match_first_regex
#' @importFrom stringi stri_replace_first_regex
#' @importFrom stringi stri_replace_all_regex
#' @importFrom stringi stri_split_regex
#' @importFrom utils object.size str tail
#' @importFrom stats predict
#' @importFrom stats median

2
R-package/configure vendored
View File

@@ -2732,7 +2732,7 @@ $as_echo "${ac_pkg_openmp}" >&6; }
OPENMP_CXXFLAGS=''
OPENMP_LIB=''
echo '*****************************************************************************************'
echo ' OpenMP is unavailable on this Mac OSX system. Training speed may be suboptimal.'
echo 'WARNING: OpenMP is unavailable on this Mac OSX system. Training speed may be suboptimal.'
echo ' To use all CPU cores for training jobs, you should install OpenMP by running\n'
echo ' brew install libomp'
echo '*****************************************************************************************'

View File

@@ -39,7 +39,7 @@ then
OPENMP_CXXFLAGS=''
OPENMP_LIB=''
echo '*****************************************************************************************'
echo ' OpenMP is unavailable on this Mac OSX system. Training speed may be suboptimal.'
echo 'WARNING: OpenMP is unavailable on this Mac OSX system. Training speed may be suboptimal.'
echo ' To use all CPU cores for training jobs, you should install OpenMP by running\n'
echo ' brew install libomp'
echo '*****************************************************************************************'
@@ -52,3 +52,4 @@ AC_SUBST(ENDIAN_FLAG)
AC_SUBST(BACKTRACE_LIB)
AC_CONFIG_FILES([src/Makevars])
AC_OUTPUT

View File

@@ -36,7 +36,7 @@ treeInteractions <- function(input_tree, input_max_depth) {
interaction_trees <- trees[!is.na(Split) & !is.na(parent_1),
c('Feature', paste0('parent_feat_', 1:(input_max_depth - 1))),
with = FALSE]
interaction_trees_split <- split(interaction_trees, seq_len(nrow(interaction_trees)))
interaction_trees_split <- split(interaction_trees, 1:nrow(interaction_trees))
interaction_list <- lapply(interaction_trees_split, as.character)
# Remove NAs (no parent interaction)
@@ -101,8 +101,8 @@ bst3_interactions <- treeInteractions(bst3_tree, 4)
# Show monotonic constraints still apply by checking scores after incrementing V1
x1 <- sort(unique(x[['V1']]))
for (i in seq_along(x1)){
testdata <- copy(x[, - ('V1')])
for (i in 1:length(x1)){
testdata <- copy(x[, -c('V1')])
testdata[['V1']] <- x1[i]
testdata <- testdata[, paste0('V', 1:10), with = FALSE]
pred <- predict(bst3, as.matrix(testdata))

View File

@@ -1,18 +0,0 @@
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/xgb.ggplot.R
\name{normalize}
\alias{normalize}
\title{Scale feature value to have mean 0, standard deviation 1}
\usage{
normalize(x)
}
\arguments{
\item{x}{Numeric vector}
}
\value{
Numeric vector with mean 0 and sd 1.
}
\description{
This is used to compare multiple features on the same plot.
Internal utility function
}

View File

@@ -1,27 +0,0 @@
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/xgb.ggplot.R
\name{prepare.ggplot.shap.data}
\alias{prepare.ggplot.shap.data}
\title{Combine and melt feature values and SHAP contributions for sample
observations.}
\usage{
prepare.ggplot.shap.data(data_list, normalize = FALSE)
}
\arguments{
\item{data_list}{List containing 'data' and 'shap_contrib' returned by
\code{xgb.shap.data()}.}
\item{normalize}{Whether to standardize feature values to have mean 0 and
standard deviation 1 (useful for comparing multiple features on the same
plot). Default \code{FALSE}.}
}
\value{
A data.table containing the observation ID, the feature name, the
feature value (normalized if specified), and the SHAP contribution value.
}
\description{
Conforms to data format required for ggplot functions.
}
\details{
Internal utility function.
}

View File

@@ -70,8 +70,6 @@ from each CV model. This parameter engages the \code{\link{cb.cv.predict}} callb
\item \code{error} binary classification error rate
\item \code{rmse} Rooted mean square error
\item \code{logloss} negative log-likelihood function
\item \code{mae} Mean absolute error
\item \code{mape} Mean absolute percentage error
\item \code{auc} Area under curve
\item \code{aucpr} Area under PR curve
\item \code{merror} Exact matching error, used to evaluate multi-class classification

View File

@@ -131,7 +131,6 @@ bst <- xgboost(agaricus.train$data, agaricus.train$label, nrounds = 50,
xgb.plot.shap(agaricus.test$data, model = bst, features = "odor=none")
contr <- predict(bst, agaricus.test$data, predcontrib = TRUE)
xgb.plot.shap(agaricus.test$data, contr, model = bst, top_n = 12, n_col = 3)
xgb.ggplot.shap.summary(agaricus.test$data, contr, model = bst, top_n = 12) # Summary plot
# multiclass example - plots for each class separately:
nclass <- 3
@@ -150,7 +149,6 @@ xgb.plot.shap(x, model = mbst, trees = trees0 + 1, target_class = 1, top_n = 4,
n_col = 2, col = col, pch = 16, pch_NA = 17)
xgb.plot.shap(x, model = mbst, trees = trees0 + 2, target_class = 2, top_n = 4,
n_col = 2, col = col, pch = 16, pch_NA = 17)
xgb.ggplot.shap.summary(x, model = mbst, target_class = 0, top_n = 4) # Summary plot
}
\references{

View File

@@ -1,78 +0,0 @@
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/xgb.ggplot.R, R/xgb.plot.shap.R
\name{xgb.ggplot.shap.summary}
\alias{xgb.ggplot.shap.summary}
\alias{xgb.plot.shap.summary}
\title{SHAP contribution dependency summary plot}
\usage{
xgb.ggplot.shap.summary(
data,
shap_contrib = NULL,
features = NULL,
top_n = 10,
model = NULL,
trees = NULL,
target_class = NULL,
approxcontrib = FALSE,
subsample = NULL
)
xgb.plot.shap.summary(
data,
shap_contrib = NULL,
features = NULL,
top_n = 10,
model = NULL,
trees = NULL,
target_class = NULL,
approxcontrib = FALSE,
subsample = NULL
)
}
\arguments{
\item{data}{data as a \code{matrix} or \code{dgCMatrix}.}
\item{shap_contrib}{a matrix of SHAP contributions that was computed earlier for the above
\code{data}. When it is NULL, it is computed internally using \code{model} and \code{data}.}
\item{features}{a vector of either column indices or of feature names to plot. When it is NULL,
feature importance is calculated, and \code{top_n} high ranked features are taken.}
\item{top_n}{when \code{features} is NULL, top_n [1, 100] most important features in a model are taken.}
\item{model}{an \code{xgb.Booster} model. It has to be provided when either \code{shap_contrib}
or \code{features} is missing.}
\item{trees}{passed to \code{\link{xgb.importance}} when \code{features = NULL}.}
\item{target_class}{is only relevant for multiclass models. When it is set to a 0-based class index,
only SHAP contributions for that specific class are used.
If it is not set, SHAP importances are averaged over all classes.}
\item{approxcontrib}{passed to \code{\link{predict.xgb.Booster}} when \code{shap_contrib = NULL}.}
\item{subsample}{a random fraction of data points to use for plotting. When it is NULL,
it is set so that up to 100K data points are used.}
}
\value{
A \code{ggplot2} object.
}
\description{
Compare SHAP contributions of different features.
}
\details{
A point plot (each point representing one sample from \code{data}) is
produced for each feature, with the points plotted on the SHAP value axis.
Each point (observation) is coloured based on its feature value. The plot
hence allows us to see which features have a negative / positive contribution
on the model prediction, and whether the contribution is different for larger
or smaller values of the feature. We effectively try to replicate the
\code{summary_plot} function from https://github.com/slundberg/shap.
}
\examples{
# See \code{\link{xgb.plot.shap}}.
}
\seealso{
\code{\link{xgb.plot.shap}}, \code{\link{xgb.ggplot.shap.summary}},
\url{https://github.com/slundberg/shap}
}

View File

@@ -1,55 +0,0 @@
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/xgb.plot.shap.R
\name{xgb.shap.data}
\alias{xgb.shap.data}
\title{Prepare data for SHAP plots. To be used in xgb.plot.shap, xgb.plot.shap.summary, etc.
Internal utility function.}
\usage{
xgb.shap.data(
data,
shap_contrib = NULL,
features = NULL,
top_n = 1,
model = NULL,
trees = NULL,
target_class = NULL,
approxcontrib = FALSE,
subsample = NULL,
max_observations = 1e+05
)
}
\arguments{
\item{data}{data as a \code{matrix} or \code{dgCMatrix}.}
\item{shap_contrib}{a matrix of SHAP contributions that was computed earlier for the above
\code{data}. When it is NULL, it is computed internally using \code{model} and \code{data}.}
\item{features}{a vector of either column indices or of feature names to plot. When it is NULL,
feature importance is calculated, and \code{top_n} high ranked features are taken.}
\item{top_n}{when \code{features} is NULL, top_n [1, 100] most important features in a model are taken.}
\item{model}{an \code{xgb.Booster} model. It has to be provided when either \code{shap_contrib}
or \code{features} is missing.}
\item{trees}{passed to \code{\link{xgb.importance}} when \code{features = NULL}.}
\item{target_class}{is only relevant for multiclass models. When it is set to a 0-based class index,
only SHAP contributions for that specific class are used.
If it is not set, SHAP importances are averaged over all classes.}
\item{approxcontrib}{passed to \code{\link{predict.xgb.Booster}} when \code{shap_contrib = NULL}.}
\item{subsample}{a random fraction of data points to use for plotting. When it is NULL,
it is set so that up to 100K data points are used.}
}
\value{
A list containing: 'data', a matrix containing sample observations
and their feature values; 'shap_contrib', a matrix containing the SHAP contribution
values for these observations.
}
\description{
Prepare data for SHAP plots. To be used in xgb.plot.shap, xgb.plot.shap.summary, etc.
Internal utility function.
}
\keyword{internal}

View File

@@ -222,8 +222,6 @@ The following is the list of built-in metrics for which Xgboost provides optimiz
By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
Different threshold (e.g., 0.) could be specified as "error@0."
\item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
\item \code{mae} Mean absolute error
\item \code{mape} Mean absolute percentage error
\item \code{auc} Area under the curve. \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.
\item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
\item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}

View File

@@ -8,7 +8,7 @@ CXX_STD = CXX14
XGB_RFLAGS = -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0\
-DDMLC_ENABLE_STD_THREAD=$(ENABLE_STD_THREAD) -DDMLC_DISABLE_STDIN=1\
-DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1\
-DRABIT_CUSTOMIZE_MSG_
-DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_
# disable the use of thread_local for 32 bit windows:
ifeq ($(R_OSTYPE)$(WIN),windows)
@@ -19,7 +19,6 @@ $(foreach v, $(XGB_RFLAGS), $(warning $(v)))
PKG_CPPFLAGS= -I$(PKGROOT)/include -I$(PKGROOT)/dmlc-core/include -I$(PKGROOT)/rabit/include -I$(PKGROOT) $(XGB_RFLAGS)
PKG_CXXFLAGS= @OPENMP_CXXFLAGS@ @ENDIAN_FLAG@ -pthread
PKG_LIBS = @OPENMP_CXXFLAGS@ @OPENMP_LIB@ @ENDIAN_FLAG@ @BACKTRACE_LIB@ -pthread
OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o \
$(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o \
$(PKGROOT)/rabit/src/engine.o $(PKGROOT)/rabit/src/c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o
OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o\
$(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o\
$(PKGROOT)/rabit/src/engine_empty.o $(PKGROOT)/rabit/src/c_api.o

View File

@@ -20,7 +20,7 @@ CXX_STD = CXX14
XGB_RFLAGS = -DXGBOOST_STRICT_R_MODE=1 -DDMLC_LOG_BEFORE_THROW=0\
-DDMLC_ENABLE_STD_THREAD=$(ENABLE_STD_THREAD) -DDMLC_DISABLE_STDIN=1\
-DDMLC_LOG_CUSTOMIZE=1 -DXGBOOST_CUSTOMIZE_LOGGER=1\
-DRABIT_CUSTOMIZE_MSG_
-DRABIT_CUSTOMIZE_MSG_ -DRABIT_STRICT_CXX98_
# disable the use of thread_local for 32 bit windows:
ifeq ($(R_OSTYPE)$(WIN),windows)
@@ -31,9 +31,8 @@ $(foreach v, $(XGB_RFLAGS), $(warning $(v)))
PKG_CPPFLAGS= -I$(PKGROOT)/include -I$(PKGROOT)/dmlc-core/include -I$(PKGROOT)/rabit/include -I$(PKGROOT) $(XGB_RFLAGS)
PKG_CXXFLAGS= $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(SHLIB_PTHREAD_FLAGS)
OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o \
$(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o \
$(PKGROOT)/rabit/src/engine.o $(PKGROOT)/rabit/src/c_api.o \
$(PKGROOT)/rabit/src/allreduce_base.o
OBJECTS= ./xgboost_R.o ./xgboost_custom.o ./xgboost_assert.o ./init.o\
$(PKGROOT)/amalgamation/xgboost-all0.o $(PKGROOT)/amalgamation/dmlc-minimum0.o\
$(PKGROOT)/rabit/src/engine_empty.o $(PKGROOT)/rabit/src/c_api.o
$(OBJECTS) : xgblib

View File

@@ -13,6 +13,23 @@ void CustomLogMessage::Log(const std::string& msg) {
}
} // namespace dmlc
// implements rabit error handling.
extern "C" {
void XGBoostAssert_R(int exp, const char *fmt, ...);
void XGBoostCheck_R(int exp, const char *fmt, ...);
}
namespace rabit {
namespace utils {
extern "C" {
void (*Printf)(const char *fmt, ...) = Rprintf;
void (*Assert)(int exp, const char *fmt, ...) = XGBoostAssert_R;
void (*Check)(int exp, const char *fmt, ...) = XGBoostCheck_R;
void (*Error)(const char *fmt, ...) = error;
}
}
}
namespace xgboost {
ConsoleLogger::~ConsoleLogger() {
if (cur_verbosity_ == LogVerbosity::kIgnore ||

View File

@@ -2,6 +2,7 @@
# of saved model files from XGBoost version 0.90 and 1.0.x.
library(xgboost)
library(Matrix)
source('./generate_models_params.R')
set.seed(0)
metadata <- list(
@@ -52,16 +53,11 @@ generate_logistic_model <- function () {
y <- sample(0:1, size = metadata$kRows, replace = TRUE)
stopifnot(max(y) == 1, min(y) == 0)
objective <- c('binary:logistic', 'binary:logitraw')
name <- c('logit', 'logitraw')
for (i in seq_len(length(objective))) {
data <- xgb.DMatrix(X, label = y, weight = w)
params <- list(tree_method = 'hist', num_parallel_tree = metadata$kForests,
max_depth = metadata$kMaxDepth, objective = objective[i])
booster <- xgb.train(params, data, nrounds = metadata$kRounds)
save_booster(booster, name[i])
}
data <- xgb.DMatrix(X, label = y, weight = w)
params <- list(tree_method = 'hist', num_parallel_tree = metadata$kForests,
max_depth = metadata$kMaxDepth, objective = 'binary:logistic')
booster <- xgb.train(params, data, nrounds = metadata$kRounds)
save_booster(booster, 'logit')
}
generate_classification_model <- function () {

View File

@@ -6,21 +6,21 @@ my_linters <- list(
assignment_linter = lintr::assignment_linter,
closed_curly_linter = lintr::closed_curly_linter,
commas_linter = lintr::commas_linter,
equals_na = lintr::equals_na_linter,
# commented_code_linter = lintr::commented_code_linter,
infix_spaces_linter = lintr::infix_spaces_linter,
line_length_linter = lintr::line_length_linter,
no_tab_linter = lintr::no_tab_linter,
object_usage_linter = lintr::object_usage_linter,
# snake_case_linter = lintr::snake_case_linter,
# multiple_dots_linter = lintr::multiple_dots_linter,
object_length_linter = lintr::object_length_linter,
open_curly_linter = lintr::open_curly_linter,
semicolon = lintr::semicolon_terminator_linter,
seq = lintr::seq_linter,
# single_quotes_linter = lintr::single_quotes_linter,
spaces_inside_linter = lintr::spaces_inside_linter,
spaces_left_parentheses_linter = lintr::spaces_left_parentheses_linter,
trailing_blank_lines_linter = lintr::trailing_blank_lines_linter,
trailing_whitespace_linter = lintr::trailing_whitespace_linter,
true_false = lintr::T_and_F_symbol_linter,
unneeded_concatenation = lintr::unneeded_concatenation_linter
true_false = lintr::T_and_F_symbol_linter
)
results <- lapply(

View File

@@ -17,8 +17,7 @@ test_that("train and predict binary classification", {
nrounds <- 2
expect_output(
bst <- xgboost(data = train$data, label = train$label, max_depth = 2,
eta = 1, nthread = 2, nrounds = nrounds, objective = "binary:logistic",
eval_metric = "error")
eta = 1, nthread = 2, nrounds = nrounds, objective = "binary:logistic")
, "train-error")
expect_equal(class(bst), "xgb.Booster")
expect_equal(bst$niter, nrounds)
@@ -123,7 +122,7 @@ test_that("train and predict softprob", {
expect_output(
bst <- xgboost(data = as.matrix(iris[, -5]), label = lb,
max_depth = 3, eta = 0.5, nthread = 2, nrounds = 5,
objective = "multi:softprob", num_class = 3, eval_metric = "merror")
objective = "multi:softprob", num_class = 3)
, "train-merror")
expect_false(is.null(bst$evaluation_log))
expect_lt(bst$evaluation_log[, min(train_merror)], 0.025)
@@ -151,7 +150,7 @@ test_that("train and predict softmax", {
expect_output(
bst <- xgboost(data = as.matrix(iris[, -5]), label = lb,
max_depth = 3, eta = 0.5, nthread = 2, nrounds = 5,
objective = "multi:softmax", num_class = 3, eval_metric = "merror")
objective = "multi:softmax", num_class = 3)
, "train-merror")
expect_false(is.null(bst$evaluation_log))
expect_lt(bst$evaluation_log[, min(train_merror)], 0.025)
@@ -168,7 +167,7 @@ test_that("train and predict RF", {
lb <- train$label
# single iteration
bst <- xgboost(data = train$data, label = lb, max_depth = 5,
nthread = 2, nrounds = 1, objective = "binary:logistic", eval_metric = "error",
nthread = 2, nrounds = 1, objective = "binary:logistic",
num_parallel_tree = 20, subsample = 0.6, colsample_bytree = 0.1)
expect_equal(bst$niter, 1)
expect_equal(xgb.ntree(bst), 20)
@@ -194,8 +193,7 @@ test_that("train and predict RF with softprob", {
set.seed(11)
bst <- xgboost(data = as.matrix(iris[, -5]), label = lb,
max_depth = 3, eta = 0.9, nthread = 2, nrounds = nrounds,
objective = "multi:softprob", eval_metric = "merror",
num_class = 3, verbose = 0,
objective = "multi:softprob", num_class = 3, verbose = 0,
num_parallel_tree = 4, subsample = 0.5, colsample_bytree = 0.5)
expect_equal(bst$niter, 15)
expect_equal(xgb.ntree(bst), 15 * 3 * 4)
@@ -247,12 +245,11 @@ test_that("training continuation works", {
expect_equal(bst$raw, bst2$raw)
expect_equal(dim(bst2$evaluation_log), c(2, 2))
# test continuing from a model in file
xgb.save(bst1, "xgboost.json")
bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, xgb_model = "xgboost.json")
xgb.save(bst1, "xgboost.model")
bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, xgb_model = "xgboost.model")
if (!windows_flag && !solaris_flag)
expect_equal(bst$raw, bst2$raw)
expect_equal(dim(bst2$evaluation_log), c(2, 2))
file.remove("xgboost.json")
})
test_that("model serialization works", {
@@ -276,7 +273,7 @@ test_that("xgb.cv works", {
expect_output(
cv <- xgb.cv(data = train$data, label = train$label, max_depth = 2, nfold = 5,
eta = 1., nthread = 2, nrounds = 2, objective = "binary:logistic",
eval_metric = "error", verbose = TRUE)
verbose = TRUE)
, "train-error:")
expect_is(cv, 'xgb.cv.synchronous')
expect_false(is.null(cv$evaluation_log))
@@ -301,7 +298,7 @@ test_that("xgb.cv works with stratified folds", {
eta = 1., nthread = 2, nrounds = 2, objective = "binary:logistic",
verbose = TRUE, stratified = TRUE)
# Stratified folds should result in a different evaluation logs
expect_true(all(cv$evaluation_log[, test_logloss_mean] != cv2$evaluation_log[, test_logloss_mean]))
expect_true(all(cv$evaluation_log[, test_error_mean] != cv2$evaluation_log[, test_error_mean]))
})
test_that("train and predict with non-strict classes", {

View File

@@ -2,7 +2,6 @@
require(xgboost)
require(data.table)
require(titanic)
context("callbacks")
@@ -27,8 +26,7 @@ watchlist <- list(train = dtrain, test = dtest)
err <- function(label, pr) sum((pr > 0.5) != label) / length(label)
param <- list(objective = "binary:logistic", eval_metric = "error",
max_depth = 2, nthread = 2)
param <- list(objective = "binary:logistic", max_depth = 2, nthread = 2)
test_that("cb.print.evaluation works as expected", {
@@ -107,8 +105,7 @@ test_that("cb.evaluation.log works as expected", {
})
param <- list(objective = "binary:logistic", eval_metric = "error",
max_depth = 4, nthread = 2)
param <- list(objective = "binary:logistic", max_depth = 4, nthread = 2)
test_that("can store evaluation_log without printing", {
expect_silent(
@@ -176,16 +173,16 @@ test_that("cb.reset.parameters works as expected", {
})
test_that("cb.save.model works as expected", {
files <- c('xgboost_01.json', 'xgboost_02.json', 'xgboost.json')
files <- c('xgboost_01.model', 'xgboost_02.model', 'xgboost.model')
for (f in files) if (file.exists(f)) file.remove(f)
bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0,
save_period = 1, save_name = "xgboost_%02d.json")
expect_true(file.exists('xgboost_01.json'))
expect_true(file.exists('xgboost_02.json'))
b1 <- xgb.load('xgboost_01.json')
save_period = 1, save_name = "xgboost_%02d.model")
expect_true(file.exists('xgboost_01.model'))
expect_true(file.exists('xgboost_02.model'))
b1 <- xgb.load('xgboost_01.model')
expect_equal(xgb.ntree(b1), 1)
b2 <- xgb.load('xgboost_02.json')
b2 <- xgb.load('xgboost_02.model')
expect_equal(xgb.ntree(b2), 2)
xgb.config(b2) <- xgb.config(bst)
@@ -194,9 +191,9 @@ test_that("cb.save.model works as expected", {
# save_period = 0 saves the last iteration's model
bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0,
save_period = 0, save_name = 'xgboost.json')
expect_true(file.exists('xgboost.json'))
b2 <- xgb.load('xgboost.json')
save_period = 0)
expect_true(file.exists('xgboost.model'))
b2 <- xgb.load('xgboost.model')
xgb.config(b2) <- xgb.config(bst)
expect_equal(bst$raw, b2$raw)
@@ -239,7 +236,7 @@ test_that("early stopping xgb.train works", {
test_that("early stopping using a specific metric works", {
set.seed(11)
expect_output(
bst <- xgb.train(param[-2], dtrain, nrounds = 20, watchlist, eta = 0.6,
bst <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.6,
eval_metric = "logloss", eval_metric = "auc",
callbacks = list(cb.early.stop(stopping_rounds = 3, maximize = FALSE,
metric_name = 'test_logloss')))
@@ -255,26 +252,6 @@ test_that("early stopping using a specific metric works", {
expect_equal(logloss_log, logloss_pred, tolerance = 1e-5)
})
test_that("early stopping works with titanic", {
# This test was inspired by https://github.com/dmlc/xgboost/issues/5935
# It catches possible issues on noLD R
titanic <- titanic::titanic_train
titanic$Pclass <- as.factor(titanic$Pclass)
dtx <- model.matrix(~ 0 + ., data = titanic[, c("Pclass", "Sex")])
dty <- titanic$Survived
xgboost::xgboost(
data = dtx,
label = dty,
objective = "binary:logistic",
eval_metric = "auc",
nrounds = 100,
early_stopping_rounds = 3
)
expect_true(TRUE) # should not crash
})
test_that("early stopping xgb.cv works", {
set.seed(11)
expect_output(

View File

@@ -47,7 +47,7 @@ test_that("custom objective with early stop works", {
bst <- xgb.train(param, dtrain, 10, watchlist)
expect_equal(class(bst), "xgb.Booster")
train_log <- bst$evaluation_log$train_error
expect_true(all(diff(train_log) <= 0))
expect_true(all(diff(train_log)) <= 0)
})
test_that("custom objective using DMatrix attr works", {

View File

@@ -64,8 +64,8 @@ test_that("xgb.DMatrix: getinfo & setinfo", {
expect_true(setinfo(dtest, 'group', c(50, 50)))
expect_error(setinfo(dtest, 'group', test_label))
# providing character values will give an error
expect_error(setinfo(dtest, 'weight', rep('a', nrow(test_data))))
# providing character values will give a warning
expect_warning(setinfo(dtest, 'weight', rep('a', nrow(test_data))))
# any other label should error
expect_error(setinfo(dtest, 'asdf', test_label))
@@ -99,7 +99,7 @@ test_that("xgb.DMatrix: colnames", {
dtest <- xgb.DMatrix(test_data, label = test_label)
expect_equal(colnames(dtest), colnames(test_data))
expect_error(colnames(dtest) <- 'asdf')
new_names <- make.names(seq_len(ncol(test_data)))
new_names <- make.names(1:ncol(test_data))
expect_silent(colnames(dtest) <- new_names)
expect_equal(colnames(dtest), new_names)
expect_silent(colnames(dtest) <- NULL)

View File

@@ -9,8 +9,7 @@ test_that("train and prediction when gctorture is on", {
test <- agaricus.test
gctorture(TRUE)
bst <- xgboost(data = train$data, label = train$label, max.depth = 2,
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")
pred <- predict(bst, test$data)
gctorture(FALSE)
expect_length(pred, length(test$label))
})

View File

@@ -8,7 +8,7 @@ test_that("gblinear works", {
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
param <- list(objective = "binary:logistic", eval_metric = "error", booster = "gblinear",
param <- list(objective = "binary:logistic", booster = "gblinear",
nthread = 2, eta = 0.8, alpha = 0.0001, lambda = 0.0001)
watchlist <- list(eval = dtest, train = dtrain)

View File

@@ -174,7 +174,7 @@ test_that("SHAPs sum to predictions, with or without DART", {
expect_equal(rowSums(shap), pred, tol = tol)
expect_equal(apply(shapi, 1, sum), pred, tol = tol)
for (i in seq_len(nrow(d)))
for (i in 1 : nrow(d))
for (f in list(rowSums, colSums))
expect_equal(f(shapi[i, , ]), shap[i, ], tol = tol)
}
@@ -335,8 +335,8 @@ test_that("xgb.model.dt.tree and xgb.importance work with a single split model",
})
test_that("xgb.plot.tree works with and without feature names", {
expect_silent(xgb.plot.tree(feature_names = feature.names, model = bst.Tree))
expect_silent(xgb.plot.tree(model = bst.Tree))
xgb.plot.tree(feature_names = feature.names, model = bst.Tree)
xgb.plot.tree(model = bst.Tree)
})
test_that("xgb.plot.multi.trees works with and without feature names", {
@@ -351,47 +351,11 @@ test_that("xgb.plot.deepness works", {
xgb.ggplot.deepness(model = bst.Tree)
})
test_that("xgb.shap.data works when top_n is provided", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
expect_equal(names(data_list), c("data", "shap_contrib"))
expect_equal(NCOL(data_list$data), 2)
expect_equal(NCOL(data_list$shap_contrib), 2)
expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib))
expect_gt(length(colnames(data_list$data)), 0)
expect_gt(length(colnames(data_list$shap_contrib)), 0)
# for multiclass without target class provided
data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2)
expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2))
# for multiclass with target class provided
data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2, target_class = 0)
expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2))
})
test_that("xgb.shap.data works with subsampling", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2, subsample = 0.8)
expect_equal(NROW(data_list$data), as.integer(0.8 * nrow(sparse_matrix)))
expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib))
})
test_that("prepare.ggplot.shap.data works", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
plot_data <- prepare.ggplot.shap.data(data_list, normalize = TRUE)
expect_s3_class(plot_data, "data.frame")
expect_equal(names(plot_data), c("id", "feature", "feature_value", "shap_value"))
expect_s3_class(plot_data$feature, "factor")
# Each observation should have 1 row for each feature
expect_equal(nrow(plot_data), nrow(sparse_matrix) * 2)
})
test_that("xgb.plot.shap works", {
sh <- xgb.plot.shap(data = sparse_matrix, model = bst.Tree, top_n = 2, col = 4)
expect_equal(names(sh), c("data", "shap_contrib"))
})
test_that("xgb.plot.shap.summary works", {
expect_silent(xgb.plot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
expect_silent(xgb.ggplot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
expect_equal(NCOL(sh$data), 2)
expect_equal(NCOL(sh$shap_contrib), 2)
})
test_that("check.deprecation works", {
@@ -410,26 +374,3 @@ test_that("check.deprecation works", {
, "\'dumm\' was partially matched to \'dummy\'")
expect_equal(res, list(a = 1, DUMMY = 22))
})
test_that('convert.labels works', {
y <- c(0, 1, 0, 0, 1)
for (objective in c('binary:logistic', 'binary:logitraw', 'binary:hinge')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_s3_class(res, 'factor')
expect_equal(res, factor(res))
}
y <- c(0, 1, 3, 2, 1, 4)
for (objective in c('multi:softmax', 'multi:softprob', 'rank:pairwise', 'rank:ndcg',
'rank:map')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_s3_class(res, 'factor')
expect_equal(res, factor(res))
}
y <- c(1.2, 3.0, -1.0, 10.0)
for (objective in c('reg:squarederror', 'reg:squaredlogerror', 'reg:logistic',
'reg:pseudohubererror', 'count:poisson', 'survival:cox', 'survival:aft',
'reg:gamma', 'reg:tweedie')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_equal(class(res), 'numeric')
}
})

View File

@@ -39,10 +39,6 @@ run_booster_check <- function (booster, name) {
testthat::expect_equal(config$learner$learner_train_param$objective, 'multi:softmax')
testthat::expect_equal(as.numeric(config$learner$learner_model_param$num_class),
metadata$kClasses)
} else if (name == 'logitraw') {
testthat::expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
testthat::expect_equal(as.numeric(config$learner$learner_model_param$num_class), 0)
testthat::expect_equal(config$learner$learner_train_param$objective, 'binary:logitraw')
} else if (name == 'logit') {
testthat::expect_equal(get_num_tree(booster), metadata$kForests * metadata$kRounds)
testthat::expect_equal(as.numeric(config$learner$learner_model_param$num_class), 0)
@@ -65,7 +61,7 @@ test_that("Models from previous versions of XGBoost can be loaded", {
zipfile <- file.path(getwd(), file_name)
model_dir <- file.path(getwd(), 'models')
download.file(paste('https://', bucket, '.s3-', region, '.amazonaws.com/', file_name, sep = ''),
destfile = zipfile, mode = 'wb', quiet = TRUE)
destfile = zipfile, mode = 'wb')
unzip(zipfile, overwrite = TRUE)
pred_data <- xgb.DMatrix(matrix(c(0, 0, 0, 0), nrow = 1, ncol = 4))
@@ -76,34 +72,13 @@ test_that("Models from previous versions of XGBoost can be loaded", {
m <- regmatches(model_file, m)[[1]]
model_xgb_ver <- m[2]
name <- m[3]
is_rds <- endsWith(model_file, '.rds')
cpp_warning <- capture.output({
# Expect an R warning when a model is loaded from RDS and it was generated by version < 1.1.x
if (is_rds && compareVersion(model_xgb_ver, '1.1.1.1') < 0) {
booster <- readRDS(model_file)
expect_warning(predict(booster, newdata = pred_data))
expect_warning(run_booster_check(booster, name))
} else {
if (is_rds) {
booster <- readRDS(model_file)
} else {
booster <- xgb.load(model_file)
}
predict(booster, newdata = pred_data)
run_booster_check(booster, name)
}
})
if (compareVersion(model_xgb_ver, '1.0.0.0') < 0) {
# Expect a C++ warning when a model was generated in version < 1.0.x
m <- grepl(paste0('.*Loading model from XGBoost < 1\\.0\\.0, consider saving it again for ',
'improved compatibility.*'), cpp_warning, perl = TRUE)
expect_true(length(m) > 0 && all(m))
} else if (is_rds && model_xgb_ver == '1.1.1.1') {
# Expect a C++ warning when a model is loaded from RDS and it was generated by version 1.1.x
m <- grepl(paste0('.*Attempted to load internal configuration for a model file that was ',
'generated by a previous version of XGBoost.*'), cpp_warning, perl = TRUE)
expect_true(length(m) > 0 && all(m))
if (endsWith(model_file, '.rds')) {
booster <- readRDS(model_file)
} else {
booster <- xgb.load(model_file)
}
predict(booster, newdata = pred_data)
run_booster_check(booster, name)
})
})

View File

@@ -1,15 +1,13 @@
<img src=https://raw.githubusercontent.com/dmlc/dmlc.github.io/master/img/logo-m/xgboost.png width=135/> eXtreme Gradient Boosting
===========
[![Build Status](https://xgboost-ci.net/job/xgboost/job/master/badge/icon)](https://xgboost-ci.net/blue/organizations/jenkins/xgboost/activity)
[![Build Status](https://xgboost-ci.net/job/xgboost/job/master/badge/icon?style=plastic)](https://xgboost-ci.net/blue/organizations/jenkins/xgboost/activity)
[![Build Status](https://img.shields.io/travis/dmlc/xgboost.svg?label=build&logo=travis&branch=master)](https://travis-ci.org/dmlc/xgboost)
[![Build Status](https://ci.appveyor.com/api/projects/status/5ypa8vaed6kpmli8?svg=true)](https://ci.appveyor.com/project/tqchen/xgboost)
[![XGBoost-CI](https://github.com/dmlc/xgboost/workflows/XGBoost-CI/badge.svg?branch=master)](https://github.com/dmlc/xgboost/actions)
[![Documentation Status](https://readthedocs.org/projects/xgboost/badge/?version=latest)](https://xgboost.readthedocs.org)
[![GitHub license](http://dmlc.github.io/img/apache2.svg)](./LICENSE)
[![CRAN Status Badge](http://www.r-pkg.org/badges/version/xgboost)](http://cran.r-project.org/web/packages/xgboost)
[![PyPI version](https://badge.fury.io/py/xgboost.svg)](https://pypi.python.org/pypi/xgboost/)
[![Optuna](https://img.shields.io/badge/Optuna-integrated-blue)](https://optuna.org)
[![Twitter](https://img.shields.io/badge/@XGBoostProject--_.svg?style=social&logo=twitter)](https://twitter.com/XGBoostProject)
[Community](https://xgboost.ai/community) |
[Documentation](https://xgboost.readthedocs.org) |

View File

@@ -12,3 +12,5 @@
#include "../dmlc-core/src/data.cc"
#include "../dmlc-core/src/io.cc"
#include "../dmlc-core/src/recordio.cc"

View File

@@ -44,11 +44,11 @@
#if DMLC_ENABLE_STD_THREAD
#include "../src/data/sparse_page_dmatrix.cc"
#include "../src/data/sparse_page_source.cc"
#endif
// trees
#include "../src/tree/param.cc"
#include "../src/tree/split_evaluator.cc"
#include "../src/tree/tree_model.cc"
#include "../src/tree/tree_updater.cc"
#include "../src/tree/updater_colmaker.cc"
@@ -57,6 +57,7 @@
#include "../src/tree/updater_refresh.cc"
#include "../src/tree/updater_sync.cc"
#include "../src/tree/updater_histmaker.cc"
#include "../src/tree/updater_skmaker.cc"
#include "../src/tree/constraints.cc"
// linear
@@ -68,10 +69,8 @@
#include "../src/learner.cc"
#include "../src/logging.cc"
#include "../src/common/common.cc"
#include "../src/common/random.cc"
#include "../src/common/charconv.cc"
#include "../src/common/timer.cc"
#include "../src/common/quantile.cc"
#include "../src/common/host_device_vector.cc"
#include "../src/common/hist_util.cc"
#include "../src/common/json.cc"

View File

@@ -6,11 +6,11 @@ function(setup_rpackage_install_target rlib_target build_dir)
install(
DIRECTORY "${xgboost_SOURCE_DIR}/R-package"
DESTINATION "${build_dir}"
PATTERN "src/*" EXCLUDE
PATTERN "R-package/configure" EXCLUDE
REGEX "src/*" EXCLUDE
REGEX "R-package/configure" EXCLUDE
)
install(TARGETS ${rlib_target}
LIBRARY DESTINATION "${build_dir}/R-package/src/"
RUNTIME DESTINATION "${build_dir}/R-package/src/")
install(SCRIPT ${PROJECT_BINARY_DIR}/RPackageInstall.cmake)
endfunction()
endfunction()

View File

@@ -6,32 +6,24 @@
# Add flags
macro(enable_sanitizer sanitizer)
if(${sanitizer} MATCHES "address")
find_package(ASan)
find_package(ASan REQUIRED)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=address")
if (ASan_FOUND)
link_libraries(${ASan_LIBRARY})
endif (ASan_FOUND)
link_libraries(${ASan_LIBRARY})
elseif(${sanitizer} MATCHES "thread")
find_package(TSan)
find_package(TSan REQUIRED)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=thread")
if (TSan_FOUND)
link_libraries(${TSan_LIBRARY})
endif (TSan_FOUND)
link_libraries(${TSan_LIBRARY})
elseif(${sanitizer} MATCHES "leak")
find_package(LSan)
find_package(LSan REQUIRED)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=leak")
if (LSan_FOUND)
link_libraries(${LSan_LIBRARY})
endif (LSan_FOUND)
link_libraries(${LSan_LIBRARY})
elseif(${sanitizer} MATCHES "undefined")
find_package(UBSan)
find_package(UBSan REQUIRED)
set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=undefined -fno-sanitize-recover=undefined")
if (UBSan_FOUND)
link_libraries(${UBSan_LIBRARY})
endif (UBSan_FOUND)
link_libraries(${UBSan_LIBRARY})
else()
message(FATAL_ERROR "Santizer ${sanitizer} not supported.")

View File

@@ -54,22 +54,23 @@ endfunction(msvc_use_static_runtime)
# Set output directory of target, ignoring debug or release
function(set_output_directory target dir)
set_target_properties(${target} PROPERTIES
RUNTIME_OUTPUT_DIRECTORY ${dir}
RUNTIME_OUTPUT_DIRECTORY_DEBUG ${dir}
RUNTIME_OUTPUT_DIRECTORY_RELEASE ${dir}
RUNTIME_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
RUNTIME_OUTPUT_DIRECTORY_MINSIZEREL ${dir}
LIBRARY_OUTPUT_DIRECTORY ${dir}
LIBRARY_OUTPUT_DIRECTORY_DEBUG ${dir}
LIBRARY_OUTPUT_DIRECTORY_RELEASE ${dir}
LIBRARY_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
LIBRARY_OUTPUT_DIRECTORY_MINSIZEREL ${dir}
ARCHIVE_OUTPUT_DIRECTORY ${dir}
ARCHIVE_OUTPUT_DIRECTORY_DEBUG ${dir}
ARCHIVE_OUTPUT_DIRECTORY_RELEASE ${dir}
ARCHIVE_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
ARCHIVE_OUTPUT_DIRECTORY_MINSIZEREL ${dir})
set_target_properties(${target} PROPERTIES
RUNTIME_OUTPUT_DIRECTORY ${dir}
RUNTIME_OUTPUT_DIRECTORY_DEBUG ${dir}
RUNTIME_OUTPUT_DIRECTORY_RELEASE ${dir}
RUNTIME_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
RUNTIME_OUTPUT_DIRECTORY_MINSIZEREL ${dir}
LIBRARY_OUTPUT_DIRECTORY ${dir}
LIBRARY_OUTPUT_DIRECTORY_DEBUG ${dir}
LIBRARY_OUTPUT_DIRECTORY_RELEASE ${dir}
LIBRARY_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
LIBRARY_OUTPUT_DIRECTORY_MINSIZEREL ${dir}
ARCHIVE_OUTPUT_DIRECTORY ${dir}
ARCHIVE_OUTPUT_DIRECTORY_DEBUG ${dir}
ARCHIVE_OUTPUT_DIRECTORY_RELEASE ${dir}
ARCHIVE_OUTPUT_DIRECTORY_RELWITHDEBINFO ${dir}
ARCHIVE_OUTPUT_DIRECTORY_MINSIZEREL ${dir}
)
endfunction(set_output_directory)
# Set a default build type to release if none was specified
@@ -90,9 +91,7 @@ function(format_gencode_flags flags out)
endif()
# Set up architecture flags
if(NOT flags)
if (CUDA_VERSION VERSION_GREATER_EQUAL "11.0")
set(flags "35;50;52;60;61;70;75;80")
elseif(CUDA_VERSION VERSION_GREATER_EQUAL "10.0")
if(CUDA_VERSION VERSION_GREATER_EQUAL "10.0")
set(flags "35;50;52;60;61;70;75")
elseif(CUDA_VERSION VERSION_GREATER_EQUAL "9.0")
set(flags "35;50;52;60;61;70")
@@ -100,25 +99,15 @@ function(format_gencode_flags flags out)
set(flags "35;50;52;60;61")
endif()
endif()
# Generate SASS
foreach(ver ${flags})
set(${out} "${${out}}--generate-code=arch=compute_${ver},code=sm_${ver};")
endforeach()
# Generate PTX for last architecture
list(GET flags -1 ver)
set(${out} "${${out}}--generate-code=arch=compute_${ver},code=compute_${ver};")
if (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
cmake_policy(SET CMP0104 NEW)
foreach(ver ${flags})
set(CMAKE_CUDA_ARCHITECTURES "${ver}-real;${ver}-virtual;${CMAKE_CUDA_ARCHITECTURES}")
endforeach()
set(CMAKE_CUDA_ARCHITECTURES "${CMAKE_CUDA_ARCHITECTURES}" PARENT_SCOPE)
message(STATUS "CMAKE_CUDA_ARCHITECTURES: ${CMAKE_CUDA_ARCHITECTURES}")
else()
# Generate SASS
foreach(ver ${flags})
set(${out} "${${out}}--generate-code=arch=compute_${ver},code=sm_${ver};")
endforeach()
# Generate PTX for last architecture
list(GET flags -1 ver)
set(${out} "${${out}}--generate-code=arch=compute_${ver},code=compute_${ver};")
set(${out} "${${out}}" PARENT_SCOPE)
message(STATUS "CUDA GEN_CODE: ${GEN_CODE}")
endif (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
set(${out} "${${out}}" PARENT_SCOPE)
endfunction(format_gencode_flags flags)
macro(enable_nvtx target)
@@ -127,56 +116,3 @@ macro(enable_nvtx target)
target_link_libraries(${target} PRIVATE "${NVTX_LIBRARY}")
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_NVTX=1)
endmacro()
# Set CUDA related flags to target. Must be used after code `format_gencode_flags`.
function(xgboost_set_cuda_flags target)
find_package(OpenMP REQUIRED)
target_link_libraries(${target} PUBLIC OpenMP::OpenMP_CXX)
target_compile_options(${target} PRIVATE
$<$<COMPILE_LANGUAGE:CUDA>:--expt-extended-lambda>
$<$<COMPILE_LANGUAGE:CUDA>:--expt-relaxed-constexpr>
$<$<COMPILE_LANGUAGE:CUDA>:${GEN_CODE}>
$<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=${OpenMP_CXX_FLAGS}>)
if (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
set_property(TARGET ${target} PROPERTY CUDA_ARCHITECTURES ${CMAKE_CUDA_ARCHITECTURES})
endif (CMAKE_VERSION VERSION_GREATER_EQUAL "3.18")
if (USE_DEVICE_DEBUG)
target_compile_options(${target} PRIVATE
$<$<AND:$<CONFIG:DEBUG>,$<COMPILE_LANGUAGE:CUDA>>:-G;-src-in-ptx>)
else (USE_DEVICE_DEBUG)
target_compile_options(${target} PRIVATE
$<$<COMPILE_LANGUAGE:CUDA>:-lineinfo>)
endif (USE_DEVICE_DEBUG)
if (USE_NVTX)
enable_nvtx(${target})
endif (USE_NVTX)
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_CUDA=1 -DTHRUST_IGNORE_CUB_VERSION_CHECK=1)
target_include_directories(${target} PRIVATE ${xgboost_SOURCE_DIR}/cub/)
if (MSVC)
target_compile_options(${target} PRIVATE
$<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=/utf-8>)
endif (MSVC)
set_target_properties(${target} PROPERTIES
CUDA_STANDARD 14
CUDA_STANDARD_REQUIRED ON
CUDA_SEPARABLE_COMPILATION OFF)
if (HIDE_CXX_SYMBOLS)
target_compile_options(${target} PRIVATE
$<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=-fvisibility=hidden>)
endif (HIDE_CXX_SYMBOLS)
if (USE_NCCL)
find_package(Nccl REQUIRED)
target_include_directories(${target} PRIVATE ${NCCL_INCLUDE_DIR})
target_compile_definitions(${target} PRIVATE -DXGBOOST_USE_NCCL=1)
target_link_libraries(${target} PUBLIC ${NCCL_LIBRARY})
endif (USE_NCCL)
endfunction(xgboost_set_cuda_flags)

View File

@@ -22,24 +22,19 @@
#
# NCCL_ROOT - When set, this path is inspected instead of standard library
# locations as the root of the NCCL installation.
# The environment variable NCCL_ROOT overrides this variable.
# The environment variable NCCL_ROOT overrides this veriable.
#
# This module defines
# Nccl_FOUND, whether nccl has been found
# NCCL_INCLUDE_DIR, directory containing header
# NCCL_LIBRARY, directory containing nccl library
# NCCL_LIB_NAME, nccl library name
# USE_NCCL_LIB_PATH, when set, NCCL_LIBRARY path is also inspected for the
# location of the nccl library. This would disable
# switching between static and shared.
#
# This module assumes that the user has already called find_package(CUDA)
if (NCCL_LIBRARY)
if(NOT USE_NCCL_LIB_PATH)
# Don't cache NCCL_LIBRARY to enable switching between static and shared.
unset(NCCL_LIBRARY CACHE)
endif(NOT USE_NCCL_LIB_PATH)
# Don't cache NCCL_LIBRARY to enable switching between static and shared.
unset(NCCL_LIBRARY CACHE)
endif()
if (BUILD_WITH_SHARED_NCCL)

View File

@@ -1,24 +1,5 @@
@PACKAGE_INIT@
include(CMakeFindDependencyMacro)
set(USE_OPENMP @USE_OPENMP@)
set(USE_CUDA @USE_CUDA@)
set(USE_NCCL @USE_NCCL@)
find_dependency(Threads)
if(USE_OPENMP)
find_dependency(OpenMP)
endif()
if(USE_CUDA)
find_dependency(CUDA)
endif()
if(USE_NCCL)
find_dependency(Nccl)
endif()
if(NOT TARGET xgboost::xgboost)
include(${CMAKE_CURRENT_LIST_DIR}/XGBoostTargets.cmake)
endif()
message(STATUS "Found XGBoost (found version \"${xgboost_VERSION}\")")

2
cub

Submodule cub updated: af39ee264f...c3cceac115

View File

@@ -1,11 +0,0 @@
# This is the example script to run distributed xgboost on AWS.
# Change the following two lines for configuration
export BUCKET=mybucket
# submit the job to YARN
../../../dmlc-core/tracker/dmlc-submit --cluster=yarn --num-workers=2 --worker-cores=2\
../../../xgboost mushroom.aws.conf nthread=2\
data=s3://${BUCKET}/xgb-demo/train\
eval[test]=s3://${BUCKET}/xgb-demo/test\
model_dir=s3://${BUCKET}/xgb-demo/model

View File

@@ -1,33 +0,0 @@
#!/usr/bin/python
fo = open('machine.txt', 'w')
cnt = 6
fmap = {}
for l in open('machine.data'):
arr = l.split(',')
fo.write(arr[8])
for i in range(0, 6):
fo.write(' %d:%s' % (i, arr[i + 2]))
if arr[0] not in fmap:
fmap[arr[0]] = cnt
cnt += 1
fo.write(' %d:1' % fmap[arr[0]])
fo.write('\n')
fo.close()
# create feature map for machine data
fo = open('featmap.txt', 'w')
# list from machine.names
names = [
'vendor', 'MYCT', 'MMIN', 'MMAX', 'CACH', 'CHMIN', 'CHMAX', 'PRP', 'ERP'
]
for i in range(0, 6):
fo.write('%d\t%s\tint\n' % (i, names[i + 1]))
for v, k in sorted(fmap.items(), key=lambda x: x[1]):
fo.write('%d\tvendor=%s\ti\n' % (k, v))
fo.close()

View File

@@ -1,28 +0,0 @@
#!/usr/bin/python
import sys
import random
if len(sys.argv) < 2:
print('Usage:<filename> <k> [nfold = 5]')
exit(0)
random.seed(10)
k = int(sys.argv[2])
if len(sys.argv) > 3:
nfold = int(sys.argv[3])
else:
nfold = 5
fi = open(sys.argv[1], 'r')
ftr = open(sys.argv[1] + '.train', 'w')
fte = open(sys.argv[1] + '.test', 'w')
for l in fi:
if random.randint(1, nfold) == k:
fte.write(l)
else:
ftr.write(l)
fi.close()
ftr.close()
fte.close()

View File

@@ -60,9 +60,9 @@ This is a list of short codes introducing different functionalities of xgboost p
Most of examples in this section are based on CLI or python version.
However, the parameter settings can be applied to all versions
- [Binary classification](CLI/binary_classification)
- [Binary classification](binary_classification)
- [Multiclass classification](multiclass_classification)
- [Regression](CLI/regression)
- [Regression](regression)
- [Learning to Rank](rank)
### Benchmarks
@@ -78,14 +78,6 @@ XGBoost is extensively used by machine learning practitioners to create state of
this is a list of machine learning winning solutions with XGBoost.
Please send pull requests if you find ones that are missing here.
- Benedikt Schifferer, Gilberto Titericz, Chris Deotte, Christof Henkel, Kazuki Onodera, Jiwei Liu, Bojan Tunguz, Even Oldridge, Gabriel De Souza Pereira Moreira and Ahmet Erdem, 1st place winner of [Twitter RecSys Challenge 2020](https://recsys-twitter.com/) conducted from June,20-August,20. [GPU Accelerated Feature Engineering and Training for Recommender Systems](https://medium.com/rapids-ai/winning-solution-of-recsys2020-challenge-gpu-accelerated-feature-engineering-and-training-for-cd67c5a87b1f)
- Eugene Khvedchenya,Jessica Fridrich, Jan Butora, Yassine Yousfi 1st place winner in [ALASKA2 Image Steganalysis](https://www.kaggle.com/c/alaska2-image-steganalysis/overview). Link to [discussion](https://www.kaggle.com/c/alaska2-image-steganalysis/discussion/168546)
- Dan Ofer, Seffi Cohen, Noa Dagan, Nurit, 1st place in WiDS Datathon 2020. Link to [discussion](https://www.kaggle.com/c/widsdatathon2020/discussion/133189)
- Chris Deotte, Konstantin Yakovlev 1st place in [IEEE-CIS Fraud Detection](https://www.kaggle.com/c/ieee-fraud-detection/overview). Link to [discussion](https://www.kaggle.com/c/ieee-fraud-detection/discussion/111308)
- Giba, Lucasz, 1st place winner in [Santander Value Prediction Challenge](https://www.kaggle.com/c/santander-value-prediction-challenge) organized on August,2018. Solution [discussion](https://www.kaggle.com/c/santander-value-prediction-challenge/discussion/65272) and [code](https://www.kaggle.com/titericz/winner-model-giba-single-xgb-lb0-5178/comments)
- Beluga, 2nd place and Evgeny Nekrasov, 3rd place winner in Statoil/C-CORE Iceberg Classifier Challenge'2018. Link to [discussion](https://www.kaggle.com/c/statoil-iceberg-classifier-challenge/discussion/48294)
- Radek Osmulski, 1st place of the [iMaterialist Challenge (Fashion) at FGVC5](https://www.kaggle.com/c/imaterialist-challenge-fashion-2018/overview). Link to [the winning solution](https://www.kaggle.com/c/imaterialist-challenge-fashion-2018/discussion/57944).
- Maksims Volkovs, Guangwei Yu and Tomi Poutanen, 1st place of the [2017 ACM RecSys challenge](http://2017.recsyschallenge.com/). Link to [paper](http://www.cs.toronto.edu/~mvolkovs/recsys2017_challenge.pdf).
- Vlad Sandulescu, Mihai Chiru, 1st place of the [KDD Cup 2016 competition](https://kddcup2016.azurewebsites.net). Link to [the arxiv paper](http://arxiv.org/abs/1609.02728).
- Marios Michailidis, Mathias Müller and HJ van Veen, 1st place of the [Dato Truely Native? competition](https://www.kaggle.com/c/dato-native). Link to [the Kaggle interview](http://blog.kaggle.com/2015/12/03/dato-winners-interview-1st-place-mad-professors/).
@@ -99,11 +91,6 @@ Please send pull requests if you find ones that are missing here.
- Owen Zhang, 1st place of the [Avito Context Ad Clicks competition](https://www.kaggle.com/c/avito-context-ad-clicks). Link to [the Kaggle interview](http://blog.kaggle.com/2015/08/26/avito-winners-interview-1st-place-owen-zhang/).
- Keiichi Kuroyanagi, 2nd place of the [Airbnb New User Bookings](https://www.kaggle.com/c/airbnb-recruiting-new-user-bookings). Link to [the Kaggle interview](http://blog.kaggle.com/2016/03/17/airbnb-new-user-bookings-winners-interview-2nd-place-keiichi-kuroyanagi-keiku/).
- Marios Michailidis, Mathias Müller and Ning Situ, 1st place [Homesite Quote Conversion](https://www.kaggle.com/c/homesite-quote-conversion). Link to [the Kaggle interview](http://blog.kaggle.com/2016/04/08/homesite-quote-conversion-winners-write-up-1st-place-kazanova-faron-clobber/).
- Gilberto Titericz, Stanislav Semenov, 1st place in challenge to classify products into the correct category organized by Otto Group in 2015. Link to [challenge](https://www.kaggle.com/c/otto-group-product-classification-challenge). Link to [kaggle winning solution](https://www.kaggle.com/c/otto-group-product-classification-challenge/discussion/14335)
- Darius Barušauskas, 1st place winner in [Predicting Red Hat Business Value](https://www.kaggle.com/c/predicting-red-hat-business-value). Link to [interview](https://medium.com/kaggle-blog/red-hat-business-value-competition-1st-place-winners-interview-darius-baru%C5%A1auskas-646692a2841b). Link to [discussion](https://www.kaggle.com/c/predicting-red-hat-business-value/discussion/23786)
- David Austin, Weimin Wang, 1st place winner in [Iceberg-classifier-challenge](https://www.kaggle.com/c/statoil-iceberg-classifier-challenge/leaderboard) Link to [discussion](https://www.kaggle.com/c/statoil-iceberg-classifier-challenge/discussion/48241)
- Kazuki Onodera, Kazuki Fujikawa, 2nd place winner in [OpenVaccine: COVID-19 mRNA Vaccine Degradation Prediction](https://www.kaggle.com/c/stanford-covid-vaccine/overview) Link to [Discussion](https://www.kaggle.com/c/stanford-covid-vaccine/discussion/189709)
- Prarthana Bhat, 2nd place winner in [DYD Competition](https://datahack.analyticsvidhya.com/contest/date-your-data/). Link to [Solution](https://github.com/analyticsvidhya/DateYourData/blob/master/Prathna_Bhat_Model.R).
## Talks
- [XGBoost: A Scalable Tree Boosting System](http://datascience.la/xgboost-workshop-and-meetup-talk-with-tianqi-chen/) (video+slides) by Tianqi Chen at the Los Angeles Data Science meetup
@@ -151,7 +138,6 @@ Send a PR to add a one sentence description:)
Open source integrations with XGBoost:
* [Neptune.ai](http://neptune.ai/) - Experiment management and collaboration tool for ML/DL/RL specialists. Integration has a form of the [XGBoost callback](https://docs.neptune.ai/integrations/xgboost.html) that automatically logs training and evaluation metrics, as well as saved model (booster), feature importance chart and visualized trees.
* [Optuna](https://optuna.org/) - An open source hyperparameter optimization framework to automate hyperparameter search. Optuna integrates with XGBoost in the [XGBoostPruningCallback](https://optuna.readthedocs.io/en/stable/reference/integration.html#optuna.integration.XGBoostPruningCallback) that let users easily prune unpromising trials.
* [dtreeviz](https://github.com/parrt/dtreeviz) - A python library for decision tree visualization and model interpretation. Starting from version 1.0, dtreeviz is able to visualize tree ensembles produced by XGBoost.
## Awards
- [John Chambers Award](http://stat-computing.org/awards/jmc/winners.html) - 2016 Winner: XGBoost R Package, by Tong He (Simon Fraser University) and Tianqi Chen (University of Washington)

View File

@@ -62,7 +62,7 @@ test:data = "agaricus.txt.test"
We use the tree booster and logistic regression objective in our setting. This indicates that we accomplish our task using classic gradient boosting regression tree(GBRT), which is a promising method for binary classification.
The parameters shown in the example gives the most common ones that are needed to use xgboost.
If you are interested in more parameter settings, the complete parameter settings and detailed descriptions are [here](https://xgboost.readthedocs.io/en/stable/parameter.html). Besides putting the parameters in the configuration file, we can set them by passing them as arguments as below:
If you are interested in more parameter settings, the complete parameter settings and detailed descriptions are [here](../../doc/parameter.rst). Besides putting the parameters in the configuration file, we can set them by passing them as arguments as below:
```
../../xgboost mushroom.conf max_depth=6
@@ -161,3 +161,4 @@ Eg. ```nthread=10```
Set nthread to be the number of your real cpu (On Unix, this can be found using ```lscpu```)
Some systems will have ```Thread(s) per core = 2```, for example, a 4 core cpu with 8 threads, in such case set ```nthread=4``` and not 8.

View File

@@ -18,7 +18,7 @@ max_depth = 3
# the number of round to do boosting
num_round = 2
# 0 means do not save any model except the final round model
save_period = 2
save_period = 0
# The path of training data
data = "agaricus.txt.train"
# The path of validation data, used to monitor training process, here [test] sets name of the validation set

View File

@@ -3,15 +3,13 @@
python mapfeat.py
# split train and test
python mknfold.py agaricus.txt 1
XGBOOST=../../../xgboost
# training and output the models
$XGBOOST mushroom.conf
# output prediction task=pred
$XGBOOST mushroom.conf task=pred model_in=0002.model
../../xgboost mushroom.conf
# output prediction task=pred
../../xgboost mushroom.conf task=pred model_in=0002.model
# print the boosters of 00002.model in dump.raw.txt
$XGBOOST mushroom.conf task=dump model_in=0002.model name_dump=dump.raw.txt
../../xgboost mushroom.conf task=dump model_in=0002.model name_dump=dump.raw.txt
# use the feature map in printing for better visualization
$XGBOOST mushroom.conf task=dump model_in=0002.model fmap=featmap.txt name_dump=dump.nice.txt
../../xgboost mushroom.conf task=dump model_in=0002.model fmap=featmap.txt name_dump=dump.nice.txt
cat dump.nice.txt

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@@ -1,5 +1,4 @@
cmake_minimum_required(VERSION 3.13)
project(api-demo LANGUAGES C CXX VERSION 0.0.1)
cmake_minimum_required(VERSION 3.12)
find_package(xgboost REQUIRED)
add_executable(api-demo c-api-demo.c)
target_link_libraries(api-demo PRIVATE xgboost::xgboost)
target_link_libraries(api-demo xgboost::xgboost)

View File

@@ -5,7 +5,6 @@
* \brief A simple example of using xgboost C API.
*/
#include <assert.h>
#include <stdio.h>
#include <stdlib.h>
#include <xgboost/c_api.h>
@@ -63,7 +62,7 @@ int main(int argc, char** argv) {
bst_ulong num_feature = 0;
safe_xgboost(XGBoosterGetNumFeature(booster, &num_feature));
printf("num_feature: %lu\n", (unsigned long)(num_feature));
printf("num_feature: %llu\n", num_feature);
// predict
bst_ulong out_len = 0;
@@ -85,86 +84,6 @@ int main(int argc, char** argv) {
}
printf("\n");
{
printf("Dense Matrix Example (XGDMatrixCreateFromMat): ");
const float values[] = {0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0,
0, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 1, 0, 0,
1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0,
0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0,
1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1, 0, 0, 0, 0, 1, 0, 0, 0, 0};
DMatrixHandle dmat;
safe_xgboost(XGDMatrixCreateFromMat(values, 1, 127, 0.0, &dmat));
bst_ulong out_len = 0;
const float* out_result = NULL;
safe_xgboost(XGBoosterPredict(booster, dmat, 0, 0, 0, &out_len,
&out_result));
assert(out_len == 1);
printf("%1.4f \n", out_result[0]);
safe_xgboost(XGDMatrixFree(dmat));
}
{
printf("Sparse Matrix Example (XGDMatrixCreateFromCSREx): ");
const size_t indptr[] = {0, 22};
const unsigned indices[] = {1, 9, 19, 21, 24, 34, 36, 39, 42, 53, 56, 65,
69, 77, 86, 88, 92, 95, 102, 106, 117, 122};
const float data[] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0,
1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
DMatrixHandle dmat;
safe_xgboost(XGDMatrixCreateFromCSREx(indptr, indices, data, 2, 22, 127,
&dmat));
bst_ulong out_len = 0;
const float* out_result = NULL;
safe_xgboost(XGBoosterPredict(booster, dmat, 0, 0, 0, &out_len,
&out_result));
assert(out_len == 1);
printf("%1.4f \n", out_result[0]);
safe_xgboost(XGDMatrixFree(dmat));
}
{
printf("Sparse Matrix Example (XGDMatrixCreateFromCSCEx): ");
const size_t col_ptr[] = {0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 3, 3, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 6, 6, 7, 7, 7, 8,
8, 8, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 10, 10, 10, 11, 11, 11, 11, 11, 11,
11, 11, 11, 12, 12, 12, 12, 13, 13, 13, 13, 13, 13, 13, 13, 14, 14, 14,
14, 14, 14, 14, 14, 14, 15, 15, 16, 16, 16, 16, 17, 17, 17, 18, 18, 18,
18, 18, 18, 18, 19, 19, 19, 19, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20,
20, 21, 21, 21, 21, 21, 22, 22, 22, 22, 22};
const unsigned indices[] = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0};
const float data[] = {1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0,
1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0};
DMatrixHandle dmat;
safe_xgboost(XGDMatrixCreateFromCSCEx(col_ptr, indices, data, 128, 22, 1,
&dmat));
bst_ulong out_len = 0;
const float* out_result = NULL;
safe_xgboost(XGBoosterPredict(booster, dmat, 0, 0, 0, &out_len,
&out_result));
assert(out_len == 1);
printf("%1.4f \n", out_result[0]);
safe_xgboost(XGDMatrixFree(dmat));
}
// free everything
safe_xgboost(XGBoosterFree(booster));
safe_xgboost(XGDMatrixFree(dtrain));

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@@ -2,13 +2,16 @@ from dask_cuda import LocalCUDACluster
from dask.distributed import Client
from dask import array as da
import xgboost as xgb
from xgboost import dask as dxgb
from xgboost.dask import DaskDMatrix
import cupy as cp
import argparse
def using_dask_matrix(client: Client, X, y):
def main(client):
# generate some random data for demonstration
m = 100000
n = 100
X = da.random.random(size=(m, n), chunks=100)
y = da.random.random(size=(m, ), chunks=100)
# DaskDMatrix acts like normal DMatrix, works as a proxy for local
# DMatrix scatter around workers.
dtrain = DaskDMatrix(client, X, y)
@@ -28,56 +31,15 @@ def using_dask_matrix(client: Client, X, y):
# you can pass output directly into `predict` too.
prediction = xgb.dask.predict(client, bst, dtrain)
prediction = prediction.compute()
print('Evaluation history:', history)
return prediction
def using_quantile_device_dmatrix(client: Client, X, y):
'''`DaskDeviceQuantileDMatrix` is a data type specialized for `gpu_hist`, tree
method that reduces memory overhead. When training on GPU pipeline, it's
preferred over `DaskDMatrix`.
.. versionadded:: 1.2.0
'''
# Input must be on GPU for `DaskDeviceQuantileDMatrix`.
X = X.map_blocks(cp.array)
y = y.map_blocks(cp.array)
# `DaskDeviceQuantileDMatrix` is used instead of `DaskDMatrix`, be careful
# that it can not be used for anything else than training.
dtrain = dxgb.DaskDeviceQuantileDMatrix(client, X, y)
output = xgb.dask.train(client,
{'verbosity': 2,
'tree_method': 'gpu_hist'},
dtrain,
num_boost_round=4)
prediction = xgb.dask.predict(client, output, X)
return prediction
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument(
'--ddqdm', choices=[0, 1], type=int, default=1,
help='''Whether should we use `DaskDeviceQuantileDMatrix`''')
args = parser.parse_args()
# `LocalCUDACluster` is used for assigning GPU to XGBoost processes. Here
# `n_workers` represents the number of GPUs since we use one GPU per worker
# process.
with LocalCUDACluster(n_workers=2, threads_per_worker=4) as cluster:
with Client(cluster) as client:
# generate some random data for demonstration
m = 100000
n = 100
X = da.random.random(size=(m, n), chunks=100)
y = da.random.random(size=(m, ), chunks=100)
if args.ddqdm == 1:
print('Using DaskDeviceQuantileDMatrix')
from_ddqdm = using_quantile_device_dmatrix(client, X, y)
else:
print('Using DMatrix')
from_dmatrix = using_dask_matrix(client, X, y)
main(client)

View File

@@ -0,0 +1,11 @@
# This is the example script to run distributed xgboost on AWS.
# Change the following two lines for configuration
export BUCKET=mybucket
# submit the job to YARN
../../dmlc-core/tracker/dmlc-submit --cluster=yarn --num-workers=2 --worker-cores=2\
../../xgboost mushroom.aws.conf nthread=2\
data=s3://${BUCKET}/xgb-demo/train\
eval[test]=s3://${BUCKET}/xgb-demo/test\
model_dir=s3://${BUCKET}/xgb-demo/model

View File

@@ -1,5 +1,3 @@
# GPU Acceleration Demo
`cover_type.py` shows how to train a model on the [forest cover type](https://archive.ics.uci.edu/ml/datasets/covertype) dataset using GPU acceleration. The forest cover type dataset has 581,012 rows and 54 features, making it time consuming to process. We compare the run-time and accuracy of the GPU and CPU histogram algorithms.
`shap.ipynb` demonstrates using GPU acceleration to compute SHAP values for feature importance.
`cover_type.py` shows how to train a model on the [forest cover type](https://archive.ics.uci.edu/ml/datasets/covertype) dataset using GPU acceleration. The forest cover type dataset has 581,012 rows and 54 features, making it time consuming to process. We compare the run-time and accuracy of the GPU and CPU histogram algorithms.

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@@ -1,130 +0,0 @@
'''
Demo for using and defining callback functions.
.. versionadded:: 1.3.0
'''
import xgboost as xgb
import tempfile
import os
import numpy as np
from sklearn.datasets import load_breast_cancer
from sklearn.model_selection import train_test_split
from matplotlib import pyplot as plt
import argparse
class Plotting(xgb.callback.TrainingCallback):
'''Plot evaluation result during training. Only for demonstration purpose as it's quite
slow to draw.
'''
def __init__(self, rounds):
self.fig = plt.figure()
self.ax = self.fig.add_subplot(111)
self.rounds = rounds
self.lines = {}
self.fig.show()
self.x = np.linspace(0, self.rounds, self.rounds)
plt.ion()
def _get_key(self, data, metric):
return f'{data}-{metric}'
def after_iteration(self, model, epoch, evals_log):
'''Update the plot.'''
if not self.lines:
for data, metric in evals_log.items():
for metric_name, log in metric.items():
key = self._get_key(data, metric_name)
expanded = log + [0] * (self.rounds - len(log))
self.lines[key], = self.ax.plot(self.x, expanded, label=key)
self.ax.legend()
else:
# https://pythonspot.com/matplotlib-update-plot/
for data, metric in evals_log.items():
for metric_name, log in metric.items():
key = self._get_key(data, metric_name)
expanded = log + [0] * (self.rounds - len(log))
self.lines[key].set_ydata(expanded)
self.fig.canvas.draw()
# False to indicate training should not stop.
return False
def custom_callback():
'''Demo for defining a custom callback function that plots evaluation result during
training.'''
X, y = load_breast_cancer(return_X_y=True)
X_train, X_valid, y_train, y_valid = train_test_split(X, y, random_state=0)
D_train = xgb.DMatrix(X_train, y_train)
D_valid = xgb.DMatrix(X_valid, y_valid)
num_boost_round = 100
plotting = Plotting(num_boost_round)
# Pass it to the `callbacks` parameter as a list.
xgb.train(
{
'objective': 'binary:logistic',
'eval_metric': ['error', 'rmse'],
'tree_method': 'gpu_hist'
},
D_train,
evals=[(D_train, 'Train'), (D_valid, 'Valid')],
num_boost_round=num_boost_round,
callbacks=[plotting])
def check_point_callback():
# only for demo, set a larger value (like 100) in practice as checkpointing is quite
# slow.
rounds = 2
def check(as_pickle):
for i in range(0, 10, rounds):
if i == 0:
continue
if as_pickle:
path = os.path.join(tmpdir, 'model_' + str(i) + '.pkl')
else:
path = os.path.join(tmpdir, 'model_' + str(i) + '.json')
assert(os.path.exists(path))
X, y = load_breast_cancer(return_X_y=True)
m = xgb.DMatrix(X, y)
# Check point to a temporary directory for demo
with tempfile.TemporaryDirectory() as tmpdir:
# Use callback class from xgboost.callback
# Feel free to subclass/customize it to suit your need.
check_point = xgb.callback.TrainingCheckPoint(directory=tmpdir,
iterations=rounds,
name='model')
xgb.train({'objective': 'binary:logistic'}, m,
num_boost_round=10,
verbose_eval=False,
callbacks=[check_point])
check(False)
# This version of checkpoint saves everything including parameters and
# model. See: doc/tutorials/saving_model.rst
check_point = xgb.callback.TrainingCheckPoint(directory=tmpdir,
iterations=rounds,
as_pickle=True,
name='model')
xgb.train({'objective': 'binary:logistic'}, m,
num_boost_round=10,
verbose_eval=False,
callbacks=[check_point])
check(True)
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument('--plot', default=1, type=int)
args = parser.parse_args()
check_point_callback()
if args.plot:
custom_callback()

View File

@@ -14,15 +14,15 @@ print('running cross validation')
# std_value is standard deviation of the metric
xgb.cv(param, dtrain, num_round, nfold=5,
metrics={'error'}, seed=0,
callbacks=[xgb.callback.EvaluationMonitor(show_stdv=True)])
callbacks=[xgb.callback.print_evaluation(show_stdv=True)])
print('running cross validation, disable standard deviation display')
# do cross validation, this will print result out as
# [iteration] metric_name:mean_value
res = xgb.cv(param, dtrain, num_boost_round=10, nfold=5,
metrics={'error'}, seed=0,
callbacks=[xgb.callback.EvaluationMonitor(show_stdv=False),
xgb.callback.EarlyStopping(3)])
callbacks=[xgb.callback.print_evaluation(show_stdv=False),
xgb.callback.early_stop(3)])
print(res)
print('running cross validation, with preprocessing function')
# define the preprocessing function

View File

@@ -1,28 +1,28 @@
###
# advanced: customized loss function
#
import os
import numpy as np
import xgboost as xgb
###
# advanced: customized loss function
#
print('start running example to used customized objective function')
CURRENT_DIR = os.path.dirname(__file__)
dtrain = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.train'))
dtest = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.test'))
# note: what we are getting is margin value in prediction you must know what
# you are doing
param = {'max_depth': 2, 'eta': 1, 'objective': 'reg:logistic'}
# 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 = {'max_depth': 2, 'eta': 1}
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
num_round = 10
num_round = 2
# user define objective function, given prediction, return gradient and second
# order gradient this is log likelihood loss
def logregobj(preds, dtrain):
labels = dtrain.get_label()
preds = 1.0 / (1.0 + np.exp(-preds)) # transform raw leaf weight
preds = 1.0 / (1.0 + np.exp(-preds))
grad = preds - labels
hess = preds * (1.0 - preds)
return grad, hess
@@ -31,31 +31,20 @@ def logregobj(preds, dtrain):
# user defined evaluation function, return a pair metric_name, result
# NOTE: when you do customized loss function, the default prediction value is
# margin, which means the prediction is score before logistic transformation.
# margin. this may make builtin evaluation metric not function properly for
# example, we are doing logistic loss, the prediction is score before logistic
# transformation the builtin 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
def evalerror(preds, dtrain):
labels = dtrain.get_label()
preds = 1.0 / (1.0 + np.exp(-preds)) # transform raw leaf weight
# return a pair metric_name, result. The metric name must not contain a
# colon (:) or a space
return 'my-error', float(sum(labels != (preds > 0.5))) / len(labels)
# colon (:) or a space since preds are margin(before logistic
# transformation, cutoff at 0)
return 'my-error', float(sum(labels != (preds > 0.0))) / len(labels)
py_evals_result = {}
# training with customized objective, we can also do step by step training
# simply look at training.py's implementation of train
py_params = param.copy()
py_params.update({'disable_default_eval_metric': True})
py_logreg = xgb.train(py_params, dtrain, num_round, watchlist, obj=logregobj,
feval=evalerror, evals_result=py_evals_result)
evals_result = {}
params = param.copy()
params.update({'eval_metric': 'error'})
logreg = xgb.train(params, dtrain, num_boost_round=num_round, evals=watchlist,
evals_result=evals_result)
for i in range(len(py_evals_result['train']['my-error'])):
np.testing.assert_almost_equal(py_evals_result['train']['my-error'],
evals_result['train']['error'])
# simply look at xgboost.py's implementation of train
bst = xgb.train(param, dtrain, num_round, watchlist, obj=logregobj,
feval=evalerror)

View File

@@ -142,8 +142,7 @@ def main(args):
native_results = {}
# Use the same objective function defined in XGBoost.
booster_native = xgb.train({'num_class': kClasses,
'eval_metric': 'merror'},
booster_native = xgb.train({'num_class': kClasses},
m,
num_boost_round=kRounds,
evals_result=native_results,

View File

@@ -1,7 +1,5 @@
'''A demo for defining data iterator.
.. versionadded:: 1.2.0
The demo that defines a customized iterator for passing batches of data into
`xgboost.DeviceQuantileDMatrix` and use this `DeviceQuantileDMatrix` for
training. The feature is used primarily designed to reduce the required GPU
@@ -41,7 +39,7 @@ class IterForDMatrixDemo(xgboost.core.DataIter):
rng = cupy.random.RandomState(1994)
self._data = [rng.randn(self.rows, self.cols)] * BATCHES
self._labels = [rng.randn(self.rows)] * BATCHES
self._weights = [rng.uniform(size=self.rows)] * BATCHES
self._weights = [rng.randn(self.rows)] * BATCHES
self.it = 0 # set iterator to 0
super().__init__()

View File

@@ -7,8 +7,8 @@ import xgboost as xgb
# several cache file with the prefix will be generated
# currently only support convert from libsvm file
CURRENT_DIR = os.path.dirname(__file__)
dtrain = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.train#dtrain.cache'))
dtest = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.test#dtest.cache'))
dtrain = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.train'))
dtest = xgb.DMatrix(os.path.join(CURRENT_DIR, '../data/agaricus.txt.test'))
# specify validations set to watch performance
param = {'max_depth':2, 'eta':1, 'objective':'binary:logistic'}

View File

@@ -1,49 +0,0 @@
'''Using feature weight to change column sampling.
.. versionadded:: 1.3.0
'''
import numpy as np
import xgboost
from matplotlib import pyplot as plt
import argparse
def main(args):
rng = np.random.RandomState(1994)
kRows = 1000
kCols = 10
X = rng.randn(kRows, kCols)
y = rng.randn(kRows)
fw = np.ones(shape=(kCols,))
for i in range(kCols):
fw[i] *= float(i)
dtrain = xgboost.DMatrix(X, y)
dtrain.set_info(feature_weights=fw)
bst = xgboost.train({'tree_method': 'hist',
'colsample_bynode': 0.5},
dtrain, num_boost_round=10,
evals=[(dtrain, 'd')])
featue_map = bst.get_fscore()
# feature zero has 0 weight
assert featue_map.get('f0', None) is None
assert max(featue_map.values()) == featue_map.get('f9')
if args.plot:
xgboost.plot_importance(bst)
plt.show()
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument(
'--plot',
type=int,
default=1,
help='Set to 0 to disable plotting the evaluation history.')
args = parser.parse_args()
main(args)

View File

@@ -19,7 +19,7 @@ y = digits['target']
X = digits['data']
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X):
xgb_model = xgb.XGBClassifier(n_jobs=1).fit(X[train_index], y[train_index])
xgb_model = xgb.XGBClassifier().fit(X[train_index], y[train_index])
predictions = xgb_model.predict(X[test_index])
actuals = y[test_index]
print(confusion_matrix(actuals, predictions))
@@ -30,7 +30,7 @@ y = iris['target']
X = iris['data']
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X):
xgb_model = xgb.XGBClassifier(n_jobs=1).fit(X[train_index], y[train_index])
xgb_model = xgb.XGBClassifier().fit(X[train_index], y[train_index])
predictions = xgb_model.predict(X[test_index])
actuals = y[test_index]
print(confusion_matrix(actuals, predictions))
@@ -41,7 +41,7 @@ y = boston['target']
X = boston['data']
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X):
xgb_model = xgb.XGBRegressor(n_jobs=1).fit(X[train_index], y[train_index])
xgb_model = xgb.XGBRegressor().fit(X[train_index], y[train_index])
predictions = xgb_model.predict(X[test_index])
actuals = y[test_index]
print(mean_squared_error(actuals, predictions))
@@ -49,10 +49,10 @@ for train_index, test_index in kf.split(X):
print("Parameter optimization")
y = boston['target']
X = boston['data']
xgb_model = xgb.XGBRegressor(n_jobs=1)
xgb_model = xgb.XGBRegressor()
clf = GridSearchCV(xgb_model,
{'max_depth': [2, 4, 6],
'n_estimators': [50, 100, 200]}, verbose=1, n_jobs=1)
'n_estimators': [50, 100, 200]}, verbose=1)
clf.fit(X, y)
print(clf.best_score_)
print(clf.best_params_)
@@ -69,6 +69,6 @@ print(np.allclose(clf.predict(X), clf2.predict(X)))
X = digits['data']
y = digits['target']
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
clf = xgb.XGBClassifier(n_jobs=1)
clf = xgb.XGBClassifier()
clf.fit(X_train, y_train, early_stopping_rounds=10, eval_metric="auc",
eval_set=[(X_test, y_test)])

View File

@@ -1,7 +1,6 @@
from sklearn.model_selection import GridSearchCV
from sklearn.datasets import load_boston
import xgboost as xgb
import multiprocessing
if __name__ == "__main__":
print("Parallel Parameter optimization")
@@ -9,7 +8,7 @@ if __name__ == "__main__":
y = boston['target']
X = boston['data']
xgb_model = xgb.XGBRegressor(n_jobs=multiprocessing.cpu_count() // 2)
xgb_model = xgb.XGBRegressor()
clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6],
'n_estimators': [50, 100, 200]}, verbose=1,
n_jobs=2)

View File

@@ -18,6 +18,7 @@ class Tree:
_loss_chg = 0
_sum_hess = 1
_base_weight = 2
_child_cnt = 3
def __init__(self, tree_id: int, nodes, stats):
self.tree_id = tree_id
@@ -36,6 +37,10 @@ class Tree:
'''Base weight of a node.'''
return self.stats[node_id][self._base_weight]
def num_children(self, node_id: int):
'''Number of children of a node.'''
return self.stats[node_id][self._child_cnt]
def split_index(self, node_id: int):
'''Split feature index of node.'''
return self.nodes[node_id][self._ind]
@@ -89,7 +94,7 @@ class Tree:
class Model:
'''Gradient boosted tree model.'''
def __init__(self, model: dict):
def __init__(self, m: dict):
'''Construct the Model from JSON object.
parameters
@@ -133,6 +138,7 @@ class Model:
base_weights = tree['base_weights']
loss_changes = tree['loss_changes']
sum_hessian = tree['sum_hessian']
leaf_child_counts = tree['leaf_child_counts']
stats = []
nodes = []
@@ -146,7 +152,7 @@ class Model:
])
stats.append([
loss_changes[node_id], sum_hessian[node_id],
base_weights[node_id]
base_weights[node_id], leaf_child_counts[node_id]
])
tree = Tree(tree_id, nodes, stats)

View File

@@ -5,9 +5,9 @@ objective="rank:pairwise"
# Tree Booster Parameters
# step size shrinkage
eta = 0.1
eta = 0.1
# minimum loss reduction required to make a further partition
gamma = 1.0
gamma = 1.0
# minimum sum of instance weight(hessian) needed in a child
min_child_weight = 0.1
# maximum depth of a tree
@@ -17,10 +17,12 @@ max_depth = 6
# the number of round to do boosting
num_round = 4
# 0 means do not save any model except the final round model
save_period = 0
save_period = 0
# The path of training data
data = "mq2008.train"
data = "mq2008.train"
# The path of validation data, used to monitor training process, here [test] sets name of the validation set
eval[test] = "mq2008.vali"
# The path of test data
test:data = "mq2008.test"
eval[test] = "mq2008.vali"
# The path of test data
test:data = "mq2008.test"

View File

@@ -1,4 +1,5 @@
#!/bin/bash
../../xgboost mq2008.conf
../../xgboost mq2008.conf task=pred model_in=0004.model

View File

@@ -7,7 +7,7 @@ def save_data(group_data,output_feature,output_group):
output_group.write(str(len(group_data))+"\n")
for data in group_data:
# only include nonzero features
feats = [ p for p in data[2:] if float(p.split(':')[1]) != 0.0 ]
feats = [ p for p in data[2:] if float(p.split(':')[1]) != 0.0 ]
output_feature.write(data[0] + " " + " ".join(feats) + "\n")
if __name__ == "__main__":
@@ -18,7 +18,7 @@ if __name__ == "__main__":
fi = open(sys.argv[1])
output_feature = open(sys.argv[2],"w")
output_group = open(sys.argv[3],"w")
group_data = []
group = ""
for line in fi:
@@ -38,3 +38,4 @@ if __name__ == "__main__":
fi.close()
output_feature.close()
output_group.close()

View File

@@ -1,13 +1,7 @@
#!/bin/bash
if [ -f MQ2008.rar ]
then
echo "Use downloaded data to run experiment."
else
echo "Downloading data."
wget https://s3-us-west-2.amazonaws.com/xgboost-examples/MQ2008.rar
unrar x MQ2008.rar
mv -f MQ2008/Fold1/*.txt .
fi
wget https://s3-us-west-2.amazonaws.com/xgboost-examples/MQ2008.rar
unrar x MQ2008.rar
mv -f MQ2008/Fold1/*.txt .
python trans_data.py train.txt mq2008.train mq2008.train.group

View File

@@ -1,6 +1,6 @@
Regression
====
Using XGBoost for regression is very similar to using it for binary classification. We suggest that you can refer to the [binary classification demo](../binary_classification) first. In XGBoost if we use negative log likelihood as the loss function for regression, the training procedure is same as training binary classifier of XGBoost.
Using XGBoost for regression is very similar to using it for binary classification. We suggest that you can refer to the [binary classification demo](../binary_classification) first. In XGBoost if we use negative log likelihood as the loss function for regression, the training procedure is same as training binary classifier of XGBoost.
### Tutorial
The dataset we used is the [computer hardware dataset from UCI repository](https://archive.ics.uci.edu/ml/datasets/Computer+Hardware). The demo for regression is almost the same as the [binary classification demo](../binary_classification), except a little difference in general parameter:
@@ -14,3 +14,4 @@ objective = reg:squarederror
```
The input format is same as binary classification, except that the label is now the target regression values. We use linear regression here, if we want use objective = reg:logistic logistic regression, the label needed to be pre-scaled into [0,1].

31
demo/regression/mapfeat.py Executable file
View File

@@ -0,0 +1,31 @@
#!/usr/bin/python
fo = open( 'machine.txt', 'w' )
cnt = 6
fmap = {}
for l in open( 'machine.data' ):
arr = l.split(',')
fo.write(arr[8])
for i in range( 0,6 ):
fo.write( ' %d:%s' %(i,arr[i+2]) )
if arr[0] not in fmap:
fmap[arr[0]] = cnt
cnt += 1
fo.write( ' %d:1' % fmap[arr[0]] )
fo.write('\n')
fo.close()
# create feature map for machine data
fo = open('featmap.txt', 'w')
# list from machine.names
names = ['vendor','MYCT', 'MMIN', 'MMAX', 'CACH', 'CHMIN', 'CHMAX', 'PRP', 'ERP' ];
for i in range(0,6):
fo.write( '%d\t%s\tint\n' % (i, names[i+1]))
for v, k in sorted( fmap.items(), key = lambda x:x[1] ):
fo.write( '%d\tvendor=%s\ti\n' % (k, v))
fo.close()

29
demo/regression/mknfold.py Executable file
View File

@@ -0,0 +1,29 @@
#!/usr/bin/python
import sys
import random
if len(sys.argv) < 2:
print ('Usage:<filename> <k> [nfold = 5]')
exit(0)
random.seed( 10 )
k = int( sys.argv[2] )
if len(sys.argv) > 3:
nfold = int( sys.argv[3] )
else:
nfold = 5
fi = open( sys.argv[1], 'r' )
ftr = open( sys.argv[1]+'.train', 'w' )
fte = open( sys.argv[1]+'.test', 'w' )
for l in fi:
if random.randint( 1 , nfold ) == k:
fte.write( l )
else:
ftr.write( l )
fi.close()
ftr.close()
fte.close()

View File

@@ -1,31 +0,0 @@
Using XGBoost with RAPIDS Memory Manager (RMM) plugin (EXPERIMENTAL)
====================================================================
[RAPIDS Memory Manager (RMM)](https://github.com/rapidsai/rmm) library provides a collection of
efficient memory allocators for NVIDIA GPUs. It is now possible to use XGBoost with memory
allocators provided by RMM, by enabling the RMM integration plugin.
The demos in this directory highlights one RMM allocator in particular: **the pool sub-allocator**.
This allocator addresses the slow speed of `cudaMalloc()` by allocating a large chunk of memory
upfront. Subsequent allocations will draw from the pool of already allocated memory and thus avoid
the overhead of calling `cudaMalloc()` directly. See
[this GTC talk slides](https://on-demand.gputechconf.com/gtc/2015/presentation/S5530-Stephen-Jones.pdf)
for more details.
Before running the demos, ensure that XGBoost is compiled with the RMM plugin enabled. To do this,
run CMake with option `-DPLUGIN_RMM=ON` (`-DUSE_CUDA=ON` also required):
```
cmake .. -DUSE_CUDA=ON -DUSE_NCCL=ON -DPLUGIN_RMM=ON
make -j4
```
CMake will attempt to locate the RMM library in your build environment. You may choose to build
RMM from the source, or install it using the Conda package manager. If CMake cannot find RMM, you
should specify the location of RMM with the CMake prefix:
```
# If using Conda:
cmake .. -DUSE_CUDA=ON -DUSE_NCCL=ON -DPLUGIN_RMM=ON -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
# If using RMM installed with a custom location
cmake .. -DUSE_CUDA=ON -DUSE_NCCL=ON -DPLUGIN_RMM=ON -DCMAKE_PREFIX_PATH=/path/to/rmm
```
* [Using RMM with a single GPU](./rmm_singlegpu.py)
* [Using RMM with a local Dask cluster consisting of multiple GPUs](./rmm_mgpu_with_dask.py)

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