import json import os import tempfile import numpy as np import pytest import xgboost as xgb from xgboost import testing as tm from xgboost.testing.updater import ResetStrategy dpath = tm.data_dir(__file__) rng = np.random.RandomState(1994) class TestModels: def test_glm(self): param = {'objective': 'binary:logistic', 'booster': 'gblinear', 'alpha': 0.0001, 'lambda': 1, 'nthread': 1} dtrain, dtest = tm.load_agaricus(__file__) watchlist = [(dtest, 'eval'), (dtrain, 'train')] num_round = 4 bst = xgb.train(param, dtrain, num_round, watchlist) assert isinstance(bst, xgb.core.Booster) preds = bst.predict(dtest) labels = dtest.get_label() err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.2 def test_dart(self): dtrain, dtest = tm.load_agaricus(__file__) param = {'max_depth': 5, 'objective': 'binary:logistic', 'eval_metric': 'logloss', 'booster': 'dart', 'verbosity': 1} # specify validations set to watch performance watchlist = [(dtest, 'eval'), (dtrain, 'train')] num_round = 2 bst = xgb.train(param, dtrain, num_round, watchlist) # this is prediction preds = bst.predict(dtest, iteration_range=(0, num_round)) labels = dtest.get_label() err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) # error must be smaller than 10% assert err < 0.1 with tempfile.TemporaryDirectory() as tmpdir: dtest_path = os.path.join(tmpdir, 'dtest.dmatrix') model_path = os.path.join(tmpdir, "xgboost.model.dart.ubj") # save dmatrix into binary buffer dtest.save_binary(dtest_path) model_path = model_path # save model bst.save_model(model_path) # load model and data in bst2 = xgb.Booster(params=param, model_file=model_path) dtest2 = xgb.DMatrix(dtest_path) preds2 = bst2.predict(dtest2, iteration_range=(0, num_round)) # assert they are the same assert np.sum(np.abs(preds2 - preds)) == 0 def my_logloss(preds, dtrain): labels = dtrain.get_label() return 'logloss', np.sum( np.log(np.where(labels, preds, 1 - preds))) # check whether custom evaluation metrics work bst = xgb.train(param, dtrain, num_round, watchlist, feval=my_logloss) preds3 = bst.predict(dtest, iteration_range=(0, num_round)) assert all(preds3 == preds) # check whether sample_type and normalize_type work num_round = 50 param['learning_rate'] = 0.1 param['rate_drop'] = 0.1 preds_list = [] for p in [[p0, p1] for p0 in ['uniform', 'weighted'] for p1 in ['tree', 'forest']]: param['sample_type'] = p[0] param['normalize_type'] = p[1] bst = xgb.train(param, dtrain, num_round, watchlist) preds = bst.predict(dtest, iteration_range=(0, num_round)) err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.1 preds_list.append(preds) for ii in range(len(preds_list)): for jj in range(ii + 1, len(preds_list)): assert np.sum(np.abs(preds_list[ii] - preds_list[jj])) > 0 def test_boost_from_prediction(self): # Re-construct dtrain here to avoid modification margined, _ = tm.load_agaricus(__file__) bst = xgb.train({'tree_method': 'hist'}, margined, 1) predt_0 = bst.predict(margined, output_margin=True) margined.set_base_margin(predt_0) bst = xgb.train({'tree_method': 'hist'}, margined, 1) predt_1 = bst.predict(margined) assert np.any(np.abs(predt_1 - predt_0) > 1e-6) dtrain, _ = tm.load_agaricus(__file__) bst = xgb.train({'tree_method': 'hist'}, dtrain, 2) predt_2 = bst.predict(dtrain) assert np.all(np.abs(predt_2 - predt_1) < 1e-6) def test_boost_from_existing_model(self) -> None: X, _ = tm.load_agaricus(__file__) booster = xgb.train({"tree_method": "hist"}, X, num_boost_round=4) assert booster.num_boosted_rounds() == 4 booster.set_param({"tree_method": "approx"}) assert booster.num_boosted_rounds() == 4 booster = xgb.train( {"tree_method": "hist"}, X, num_boost_round=4, xgb_model=booster ) assert booster.num_boosted_rounds() == 8 with pytest.warns(UserWarning, match="`updater`"): booster = xgb.train( {"updater": "prune", "process_type": "update"}, X, num_boost_round=4, xgb_model=booster, ) # Trees are moved for update, the rounds is reduced. This test is # written for being compatible with current code (1.0.0). If the # behaviour is considered sub-optimal, feel free to change. assert booster.num_boosted_rounds() == 4 booster = xgb.train({"booster": "gblinear"}, X, num_boost_round=4) assert booster.num_boosted_rounds() == 4 booster.set_param({"updater": "coord_descent"}) assert booster.num_boosted_rounds() == 4 booster.set_param({"updater": "shotgun"}) assert booster.num_boosted_rounds() == 4 booster = xgb.train( {"booster": "gblinear"}, X, num_boost_round=4, xgb_model=booster ) assert booster.num_boosted_rounds() == 8 def run_custom_objective(self, tree_method=None): param = { 'max_depth': 2, 'eta': 1, 'objective': 'reg:logistic', "tree_method": tree_method } dtrain, dtest = tm.load_agaricus(__file__) watchlist = [(dtest, 'eval'), (dtrain, 'train')] num_round = 10 def logregobj(preds, dtrain): labels = dtrain.get_label() preds = 1.0 / (1.0 + np.exp(-preds)) grad = preds - labels hess = preds * (1.0 - preds) return grad, hess def evalerror(preds, dtrain): labels = dtrain.get_label() preds = 1.0 / (1.0 + np.exp(-preds)) return 'error', float(sum(labels != (preds > 0.5))) / len(labels) # test custom_objective in training bst = xgb.train(param, dtrain, num_round, watchlist, obj=logregobj, feval=evalerror) assert isinstance(bst, xgb.core.Booster) preds = bst.predict(dtest) labels = dtest.get_label() err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.1 # test custom_objective in cross-validation xgb.cv(param, dtrain, num_round, nfold=5, seed=0, obj=logregobj, feval=evalerror) # test maximize parameter def neg_evalerror(preds, dtrain): labels = dtrain.get_label() return 'error', float(sum(labels == (preds > 0.0))) / len(labels) bst2 = xgb.train(param, dtrain, num_round, watchlist, logregobj, neg_evalerror, maximize=True) preds2 = bst2.predict(dtest) err2 = sum(1 for i in range(len(preds2)) if int(preds2[i] > 0.5) != labels[i]) / float(len(preds2)) assert err == err2 def test_custom_objective(self): self.run_custom_objective() def test_multi_eval_metric(self): dtrain, dtest = tm.load_agaricus(__file__) watchlist = [(dtest, 'eval'), (dtrain, 'train')] param = {'max_depth': 2, 'eta': 0.2, 'verbosity': 1, 'objective': 'binary:logistic'} param['eval_metric'] = ["auc", "logloss", 'error'] evals_result = {} bst = xgb.train(param, dtrain, 4, watchlist, evals_result=evals_result) assert isinstance(bst, xgb.core.Booster) assert len(evals_result['eval']) == 3 assert set(evals_result['eval'].keys()) == {'auc', 'error', 'logloss'} def test_fpreproc(self): param = {'max_depth': 2, 'eta': 1, 'objective': 'binary:logistic'} num_round = 2 def fpreproc(dtrain, dtest, param): label = dtrain.get_label() ratio = float(np.sum(label == 0)) / np.sum(label == 1) param['scale_pos_weight'] = ratio return (dtrain, dtest, param) dtrain, _ = tm.load_agaricus(__file__) xgb.cv(param, dtrain, num_round, nfold=5, metrics={'auc'}, seed=0, fpreproc=fpreproc) def test_show_stdv(self): param = {'max_depth': 2, 'eta': 1, 'objective': 'binary:logistic'} num_round = 2 dtrain, _ = tm.load_agaricus(__file__) xgb.cv(param, dtrain, num_round, nfold=5, metrics={'error'}, seed=0, show_stdv=False) def test_prediction_cache(self) -> None: X, y = tm.make_sparse_regression(512, 4, 0.5, as_dense=False) Xy = xgb.DMatrix(X, y) param = {"max_depth": 8} booster = xgb.train(param, Xy, num_boost_round=1) with tempfile.TemporaryDirectory() as tmpdir: path = os.path.join(tmpdir, "model.json") booster.save_model(path) predt_0 = booster.predict(Xy) param["max_depth"] = 2 booster = xgb.train(param, Xy, num_boost_round=1) predt_1 = booster.predict(Xy) assert not np.isclose(predt_0, predt_1).all() booster.load_model(path) predt_2 = booster.predict(Xy) np.testing.assert_allclose(predt_0, predt_2) def test_feature_names_validation(self): X = np.random.random((10, 3)) y = np.random.randint(2, size=(10,)) dm1 = xgb.DMatrix(X, y, feature_names=("a", "b", "c")) dm2 = xgb.DMatrix(X, y) bst = xgb.train([], dm1) bst.predict(dm1) # success with pytest.raises(ValueError): bst.predict(dm2) bst.predict(dm1) # success bst = xgb.train([], dm2) bst.predict(dm2) # success @pytest.mark.skipif(**tm.no_json_schema()) def test_json_dump_schema(self): import jsonschema def validate_model(parameters): X = np.random.random((100, 30)) y = np.random.randint(0, 4, size=(100,)) parameters['num_class'] = 4 m = xgb.DMatrix(X, y) booster = xgb.train(parameters, m) dump = booster.get_dump(dump_format='json') for i in range(len(dump)): jsonschema.validate(instance=json.loads(dump[i]), schema=schema) path = os.path.dirname( os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) doc = os.path.join(path, 'doc', 'dump.schema') with open(doc, 'r') as fd: schema = json.load(fd) parameters = {'tree_method': 'hist', 'booster': 'gbtree', 'objective': 'multi:softmax'} validate_model(parameters) parameters = {'tree_method': 'hist', 'booster': 'dart', 'objective': 'multi:softmax'} validate_model(parameters) def test_special_model_dump_characters(self) -> None: params = {"objective": "reg:squarederror", "max_depth": 3} feature_names = ['"feature 0"', "\tfeature\n1", """feature "2"."""] X, y, w = tm.make_regression(n_samples=128, n_features=3, use_cupy=False) Xy = xgb.DMatrix(X, label=y, feature_names=feature_names) booster = xgb.train(params, Xy, num_boost_round=3) json_dump = booster.get_dump(dump_format="json") assert len(json_dump) == 3 def validate_json(obj: dict) -> None: for k, v in obj.items(): if k == "split": assert v in feature_names elif isinstance(v, dict): validate_json(v) for j_tree in json_dump: loaded = json.loads(j_tree) validate_json(loaded) dot_dump = booster.get_dump(dump_format="dot") for d in dot_dump: assert d.find(r"feature \"2\"") != -1 text_dump = booster.get_dump(dump_format="text") for d in text_dump: assert d.find(r"feature \"2\"") != -1 def run_slice( self, booster: xgb.Booster, dtrain: xgb.DMatrix, num_parallel_tree: int, num_classes: int, num_boost_round: int ): beg = 3 end = 7 sliced: xgb.Booster = booster[beg:end] assert sliced.feature_types == booster.feature_types sliced_trees = (end - beg) * num_parallel_tree * num_classes assert sliced_trees == len(sliced.get_dump()) sliced_trees = sliced_trees // 2 sliced = booster[beg:end:2] assert sliced_trees == len(sliced.get_dump()) sliced = booster[beg: ...] sliced_trees = (num_boost_round - beg) * num_parallel_tree * num_classes assert sliced_trees == len(sliced.get_dump()) sliced = booster[beg:] sliced_trees = (num_boost_round - beg) * num_parallel_tree * num_classes assert sliced_trees == len(sliced.get_dump()) sliced = booster[:end] sliced_trees = end * num_parallel_tree * num_classes assert sliced_trees == len(sliced.get_dump()) sliced = booster[...: end] sliced_trees = end * num_parallel_tree * num_classes assert sliced_trees == len(sliced.get_dump()) with pytest.raises(ValueError, match=r">= 0"): booster[-1:0] # we do not accept empty slice. with pytest.raises(ValueError, match="Empty slice"): booster[1:1] # stop can not be smaller than begin with pytest.raises(ValueError, match=r"Invalid.*"): booster[3:0] with pytest.raises(ValueError, match=r"Invalid.*"): booster[3:-1] # negative step is not supported. with pytest.raises(ValueError, match=r".*>= 1.*"): booster[0:2:-1] # step can not be 0. with pytest.raises(ValueError, match=r".*>= 1.*"): booster[0:2:0] trees = [_ for _ in booster] assert len(trees) == num_boost_round with pytest.raises(TypeError): booster["wrong type"] with pytest.raises(IndexError): booster[: num_boost_round + 1] with pytest.raises(ValueError): booster[1, 2] # too many dims # setitem is not implemented as model is immutable during slicing. with pytest.raises(TypeError): booster[...: end] = booster sliced_0 = booster[1:3] np.testing.assert_allclose( booster.predict(dtrain, iteration_range=(1, 3)), sliced_0.predict(dtrain) ) sliced_1 = booster[3:7] np.testing.assert_allclose( booster.predict(dtrain, iteration_range=(3, 7)), sliced_1.predict(dtrain) ) predt_0 = sliced_0.predict(dtrain, output_margin=True) predt_1 = sliced_1.predict(dtrain, output_margin=True) merged = predt_0 + predt_1 - 0.5 # base score. single = booster[1:7].predict(dtrain, output_margin=True) np.testing.assert_allclose(merged, single, atol=1e-6) sliced_0 = booster[1:7:2] # 1,3,5 sliced_1 = booster[2:8:2] # 2,4,6 predt_0 = sliced_0.predict(dtrain, output_margin=True) predt_1 = sliced_1.predict(dtrain, output_margin=True) merged = predt_0 + predt_1 - 0.5 single = booster[1:7].predict(dtrain, output_margin=True) np.testing.assert_allclose(merged, single, atol=1e-6) @pytest.mark.skipif(**tm.no_sklearn()) @pytest.mark.parametrize("booster", ["gbtree", "dart"]) def test_slice(self, booster): from sklearn.datasets import make_classification num_classes = 3 X, y = make_classification( n_samples=1000, n_informative=5, n_classes=num_classes ) dtrain = xgb.DMatrix(data=X, label=y) num_parallel_tree = 4 num_boost_round = 16 total_trees = num_parallel_tree * num_classes * num_boost_round booster = xgb.train( { "num_parallel_tree": num_parallel_tree, "subsample": 0.5, "num_class": num_classes, "booster": booster, "objective": "multi:softprob", }, num_boost_round=num_boost_round, dtrain=dtrain, ) booster.feature_types = ["q"] * X.shape[1] assert len(booster.get_dump()) == total_trees self.run_slice(booster, dtrain, num_parallel_tree, num_classes, num_boost_round) bytesarray = booster.save_raw(raw_format="ubj") booster = xgb.Booster(model_file=bytesarray) self.run_slice(booster, dtrain, num_parallel_tree, num_classes, num_boost_round) bytesarray = booster.save_raw(raw_format="deprecated") booster = xgb.Booster(model_file=bytesarray) self.run_slice(booster, dtrain, num_parallel_tree, num_classes, num_boost_round) def test_slice_multi(self) -> None: from sklearn.datasets import make_classification num_classes = 3 X, y = make_classification( n_samples=1000, n_informative=5, n_classes=num_classes ) Xy = xgb.DMatrix(data=X, label=y) num_parallel_tree = 4 num_boost_round = 16 booster = xgb.train( { "num_parallel_tree": num_parallel_tree, "num_class": num_classes, "booster": "gbtree", "objective": "multi:softprob", "multi_strategy": "multi_output_tree", "tree_method": "hist", "base_score": 0, }, num_boost_round=num_boost_round, dtrain=Xy, callbacks=[ResetStrategy()] ) sliced = [t for t in booster] assert len(sliced) == 16 predt0 = booster.predict(Xy, output_margin=True) predt1 = np.zeros(predt0.shape) for t in booster: predt1 += t.predict(Xy, output_margin=True) np.testing.assert_allclose(predt0, predt1, atol=1e-5) @pytest.mark.skipif(**tm.no_pandas()) @pytest.mark.parametrize("ext", ["json", "ubj"]) def test_feature_info(self, ext: str) -> None: import pandas as pd # make data rows = 100 cols = 10 X = rng.randn(rows, cols) y = rng.randn(rows) # Test with pandas, which has feature info. feature_names = ["test_feature_" + str(i) for i in range(cols)] X_pd = pd.DataFrame(X, columns=feature_names) X_pd[f"test_feature_{3}"] = X_pd.iloc[:, 3].astype(np.int32) Xy = xgb.DMatrix(X_pd, y) assert Xy.feature_types is not None assert Xy.feature_types[3] == "int" booster = xgb.train({}, dtrain=Xy, num_boost_round=1) assert booster.feature_names == Xy.feature_names assert booster.feature_names == feature_names assert booster.feature_types == Xy.feature_types with tempfile.TemporaryDirectory() as tmpdir: path = tmpdir + f"model.{ext}" booster.save_model(path) booster = xgb.Booster() booster.load_model(path) assert booster.feature_names == Xy.feature_names assert booster.feature_types == Xy.feature_types # Test with numpy, no feature info is set Xy = xgb.DMatrix(X, y) assert Xy.feature_names is None assert Xy.feature_types is None booster = xgb.train({}, dtrain=Xy, num_boost_round=1) assert booster.feature_names is None assert booster.feature_types is None # test explicitly set fns = [str(i) for i in range(cols)] booster.feature_names = fns assert booster.feature_names == fns with tempfile.TemporaryDirectory() as tmpdir: path = os.path.join(tmpdir, f"model.{ext}") booster.save_model(path) booster = xgb.Booster(model_file=path) assert booster.feature_names == fns