""" Demo for boosting from prediction ================================= """ import os import xgboost as xgb CURRENT_DIR = os.path.dirname(__file__) dtrain = xgb.DMatrix( os.path.join(CURRENT_DIR, "../data/agaricus.txt.train?format=libsvm") ) dtest = xgb.DMatrix( os.path.join(CURRENT_DIR, "../data/agaricus.txt.test?format=libsvm") ) watchlist = [(dtest, "eval"), (dtrain, "train")] ### # advanced: start from a initial base prediction # print("start running example to start from a initial prediction") # specify parameters via map, definition are same as c++ version param = {"max_depth": 2, "eta": 1, "objective": "binary:logistic"} # train xgboost for 1 round bst = xgb.train(param, dtrain, 1, watchlist) # Note: we need the margin value instead of transformed prediction in # set_base_margin # do predict with output_margin=True, will always give you margin values # before logistic transformation ptrain = bst.predict(dtrain, output_margin=True) ptest = bst.predict(dtest, output_margin=True) dtrain.set_base_margin(ptrain) dtest.set_base_margin(ptest) print("this is result of running from initial prediction") bst = xgb.train(param, dtrain, 1, watchlist)