# More specific testing of callbacks context("callbacks") data(agaricus.train, package = 'xgboost') data(agaricus.test, package = 'xgboost') train <- agaricus.train test <- agaricus.test n_threads <- 2 # add some label noise for early stopping tests add.noise <- function(label, frac) { inoise <- sample(length(label), length(label) * frac) label[inoise] <- !label[inoise] label } set.seed(11) ltrain <- add.noise(train$label, 0.2) ltest <- add.noise(test$label, 0.2) dtrain <- xgb.DMatrix(train$data, label = ltrain, nthread = n_threads) dtest <- xgb.DMatrix(test$data, label = ltest, nthread = n_threads) 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 = n_threads) test_that("xgb.cb.print.evaluation works as expected for xgb.train", { logs1 <- capture.output({ model <- xgb.train( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, watchlist = list(train = dtrain, test = dtest), callbacks = list(xgb.cb.print.evaluation(period = 1)) ) }) expect_equal(length(logs1), 10) expect_true(all(grepl("^\\[\\d{1,2}\\]\ttrain-auc:0\\.\\d+\ttest-auc:0\\.\\d+\\s*$", logs1))) lapply(seq(1, 10), function(x) expect_true(grepl(paste0("^\\[", x), logs1[x]))) logs2 <- capture.output({ model <- xgb.train( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, watchlist = list(train = dtrain, test = dtest), callbacks = list(xgb.cb.print.evaluation(period = 2)) ) }) expect_equal(length(logs2), 6) expect_true(all(grepl("^\\[\\d{1,2}\\]\ttrain-auc:0\\.\\d+\ttest-auc:0\\.\\d+\\s*$", logs2))) seq_matches <- c(seq(1, 10, 2), 10) lapply(seq_along(seq_matches), function(x) expect_true(grepl(paste0("^\\[", seq_matches[x]), logs2[x]))) }) test_that("xgb.cb.print.evaluation works as expected for xgb.cv", { logs1 <- capture.output({ model <- xgb.cv( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, nfold = 3, callbacks = list(xgb.cb.print.evaluation(period = 1, showsd = TRUE)) ) }) expect_equal(length(logs1), 10) expect_true(all(grepl("^\\[\\d{1,2}\\]\ttrain-auc:0\\.\\d+±0\\.\\d+\ttest-auc:0\\.\\d+±0\\.\\d+\\s*$", logs1))) lapply(seq(1, 10), function(x) expect_true(grepl(paste0("^\\[", x), logs1[x]))) logs2 <- capture.output({ model <- xgb.cv( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, nfold = 3, callbacks = list(xgb.cb.print.evaluation(period = 2, showsd = TRUE)) ) }) expect_equal(length(logs2), 6) expect_true(all(grepl("^\\[\\d{1,2}\\]\ttrain-auc:0\\.\\d+±0\\.\\d+\ttest-auc:0\\.\\d+±0\\.\\d+\\s*$", logs2))) seq_matches <- c(seq(1, 10, 2), 10) lapply(seq_along(seq_matches), function(x) expect_true(grepl(paste0("^\\[", seq_matches[x]), logs2[x]))) }) test_that("xgb.cb.evaluation.log works as expected for xgb.train", { model <- xgb.train( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, verbose = FALSE, watchlist = list(train = dtrain, test = dtest), callbacks = list(xgb.cb.evaluation.log()) ) logs <- attributes(model)$evaluation_log expect_equal(nrow(logs), 10) expect_equal(colnames(logs), c("iter", "train_auc", "test_auc")) }) test_that("xgb.cb.evaluation.log works as expected for xgb.cv", { model <- xgb.cv( data = dtrain, params = list( objective = "binary:logistic", eval_metric = "auc", max_depth = 2, nthread = n_threads ), nrounds = 10, verbose = FALSE, nfold = 3, callbacks = list(xgb.cb.evaluation.log()) ) logs <- model$evaluation_log expect_equal(nrow(logs), 10) expect_equal( colnames(logs), c("iter", "train_auc_mean", "train_auc_std", "test_auc_mean", "test_auc_std") ) }) param <- list(objective = "binary:logistic", eval_metric = "error", max_depth = 4, nthread = n_threads) test_that("can store evaluation_log without printing", { expect_silent( bst <- xgb.train(param, dtrain, nrounds = 10, watchlist, eta = 1, verbose = 0) ) expect_false(is.null(attributes(bst)$evaluation_log)) expect_false(is.null(attributes(bst)$evaluation_log$train_error)) expect_lt(attributes(bst)$evaluation_log[, min(train_error)], 0.2) }) test_that("xgb.cb.reset.parameters works as expected", { # fixed eta set.seed(111) bst0 <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 0.9, verbose = 0) expect_false(is.null(attributes(bst0)$evaluation_log)) expect_false(is.null(attributes(bst0)$evaluation_log$train_error)) # same eta but re-set as a vector parameter in the callback set.seed(111) my_par <- list(eta = c(0.9, 0.9)) bst1 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) expect_false(is.null(attributes(bst1)$evaluation_log$train_error)) expect_equal(attributes(bst0)$evaluation_log$train_error, attributes(bst1)$evaluation_log$train_error) # same eta but re-set via a function in the callback set.seed(111) my_par <- list(eta = function(itr, itr_end) 0.9) bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) expect_false(is.null(attributes(bst2)$evaluation_log$train_error)) expect_equal(attributes(bst0)$evaluation_log$train_error, attributes(bst2)$evaluation_log$train_error) # different eta re-set as a vector parameter in the callback set.seed(111) my_par <- list(eta = c(0.6, 0.5)) bst3 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) expect_false(is.null(attributes(bst3)$evaluation_log$train_error)) expect_false(all(attributes(bst0)$evaluation_log$train_error == attributes(bst3)$evaluation_log$train_error)) # resetting multiple parameters at the same time runs with no error my_par <- list(eta = c(1., 0.5), gamma = c(1, 2), max_depth = c(4, 8)) expect_error( bst4 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) , NA) # NA = no error # CV works as well expect_error( bst4 <- xgb.cv(param, dtrain, nfold = 2, nrounds = 2, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) , NA) # NA = no error # expect no learning with 0 learning rate my_par <- list(eta = c(0., 0.)) bstX <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(xgb.cb.reset.parameters(my_par))) expect_false(is.null(attributes(bstX)$evaluation_log$train_error)) er <- unique(attributes(bstX)$evaluation_log$train_error) expect_length(er, 1) expect_gt(er, 0.4) }) test_that("xgb.cb.save.model works as expected", { files <- c('xgboost_01.json', 'xgboost_02.json', 'xgboost.json') files <- unname(sapply(files, function(f) file.path(tempdir(), f))) for (f in files) if (file.exists(f)) file.remove(f) bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0, save_period = 1, save_name = file.path(tempdir(), "xgboost_%02d.json")) expect_true(file.exists(files[1])) expect_true(file.exists(files[2])) b1 <- xgb.load(files[1]) xgb.parameters(b1) <- list(nthread = 2) expect_equal(xgb.get.num.boosted.rounds(b1), 1) b2 <- xgb.load(files[2]) xgb.parameters(b2) <- list(nthread = 2) expect_equal(xgb.get.num.boosted.rounds(b2), 2) xgb.config(b2) <- xgb.config(bst) expect_equal(xgb.config(bst), xgb.config(b2)) expect_equal(xgb.save.raw(bst), xgb.save.raw(b2)) # save_period = 0 saves the last iteration's model bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0, save_period = 0, save_name = file.path(tempdir(), 'xgboost.json')) expect_true(file.exists(files[3])) b2 <- xgb.load(files[3]) xgb.config(b2) <- xgb.config(bst) expect_equal(xgb.save.raw(bst), xgb.save.raw(b2)) for (f in files) if (file.exists(f)) file.remove(f) }) test_that("early stopping xgb.train works", { set.seed(11) expect_output( bst <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.3, early_stopping_rounds = 3, maximize = FALSE) , "Stopping. Best iteration") expect_false(is.null(xgb.attr(bst, "best_iteration"))) expect_lt(xgb.attr(bst, "best_iteration"), 19) pred <- predict(bst, dtest) expect_equal(length(pred), 1611) err_pred <- err(ltest, pred) err_log <- attributes(bst)$evaluation_log[xgb.attr(bst, "best_iteration") + 1, test_error] expect_equal(err_log, err_pred, tolerance = 5e-6) set.seed(11) expect_silent( bst0 <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.3, early_stopping_rounds = 3, maximize = FALSE, verbose = 0) ) expect_equal(attributes(bst)$evaluation_log, attributes(bst0)$evaluation_log) fname <- file.path(tempdir(), "model.bin") xgb.save(bst, fname) loaded <- xgb.load(fname) expect_false(is.null(xgb.attr(loaded, "best_iteration"))) expect_equal(xgb.attr(loaded, "best_iteration"), xgb.attr(bst, "best_iteration")) }) 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, eval_metric = "logloss", eval_metric = "auc", callbacks = list(xgb.cb.early.stop(stopping_rounds = 3, maximize = FALSE, metric_name = 'test_logloss'))) , "Stopping. Best iteration") expect_false(is.null(xgb.attr(bst, "best_iteration"))) expect_lt(xgb.attr(bst, "best_iteration"), 19) pred <- predict(bst, dtest, iterationrange = c(1, xgb.attr(bst, "best_iteration") + 1)) expect_equal(length(pred), 1611) logloss_pred <- sum(-ltest * log(pred) - (1 - ltest) * log(1 - pred)) / length(ltest) logloss_log <- attributes(bst)$evaluation_log[xgb.attr(bst, "best_iteration") + 1, test_logloss] expect_equal(logloss_log, logloss_pred, tolerance = 1e-5) }) test_that("early stopping works with titanic", { if (!requireNamespace("titanic")) { testthat::skip("Optional testing dependency 'titanic' not found.") } # This test was inspired by https://github.com/dmlc/xgboost/issues/5935 # It catches possible issues on noLD R titanic <- titanic::titanic_train titanic$Pclass <- as.factor(titanic$Pclass) dtx <- model.matrix(~ 0 + ., data = titanic[, c("Pclass", "Sex")]) dty <- titanic$Survived xgboost::xgb.train( data = xgb.DMatrix(dtx, label = dty), objective = "binary:logistic", eval_metric = "auc", nrounds = 100, early_stopping_rounds = 3, nthread = n_threads, watchlist = list(train = xgb.DMatrix(dtx, label = dty)) ) expect_true(TRUE) # should not crash }) test_that("early stopping xgb.cv works", { set.seed(11) expect_output( cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.3, nrounds = 20, early_stopping_rounds = 3, maximize = FALSE) , "Stopping. Best iteration") expect_false(is.null(cv$early_stop$best_iteration)) expect_lt(cv$early_stop$best_iteration, 19) # the best error is min error: expect_true(cv$evaluation_log[, test_error_mean[cv$early_stop$best_iteration] == min(test_error_mean)]) }) test_that("prediction in xgb.cv works", { set.seed(11) nrounds <- 4 cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.5, nrounds = nrounds, prediction = TRUE, verbose = 0) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$cv_predict$pred)) expect_length(cv$cv_predict$pred, nrow(train$data)) err_pred <- mean(sapply(cv$folds, function(f) mean(err(ltrain[f], cv$cv_predict$pred[f])))) err_log <- cv$evaluation_log[nrounds, test_error_mean] expect_equal(err_pred, err_log, tolerance = 1e-6) # save CV models set.seed(11) cvx <- xgb.cv(param, dtrain, nfold = 5, eta = 0.5, nrounds = nrounds, prediction = TRUE, verbose = 0, callbacks = list(xgb.cb.cv.predict(save_models = TRUE))) expect_equal(cv$evaluation_log, cvx$evaluation_log) expect_length(cvx$cv_predict$models, 5) expect_true(all(sapply(cvx$cv_predict$models, class) == 'xgb.Booster')) }) test_that("prediction in xgb.cv works for gblinear too", { set.seed(11) p <- list(booster = 'gblinear', objective = "reg:logistic", nthread = n_threads) cv <- xgb.cv(p, dtrain, nfold = 5, eta = 0.5, nrounds = 2, prediction = TRUE, verbose = 0) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$cv_predict$pred)) expect_length(cv$cv_predict$pred, nrow(train$data)) }) test_that("prediction in early-stopping xgb.cv works", { set.seed(11) expect_output( cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.1, nrounds = 20, early_stopping_rounds = 5, maximize = FALSE, stratified = FALSE, prediction = TRUE, base_score = 0.5) , "Stopping. Best iteration") expect_false(is.null(cv$early_stop$best_iteration)) expect_lt(cv$early_stop$best_iteration, 19) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$cv_predict$pred)) expect_length(cv$cv_predict$pred, nrow(train$data)) err_pred <- mean(sapply(cv$folds, function(f) mean(err(ltrain[f], cv$cv_predict$pred[f])))) err_log <- cv$evaluation_log[cv$early_stop$best_iteration, test_error_mean] expect_equal(err_pred, err_log, tolerance = 1e-6) err_log_last <- cv$evaluation_log[cv$niter, test_error_mean] expect_gt(abs(err_pred - err_log_last), 1e-4) }) test_that("prediction in xgb.cv for softprob works", { lb <- as.numeric(iris$Species) - 1 set.seed(11) expect_warning( cv <- xgb.cv(data = as.matrix(iris[, -5]), label = lb, nfold = 4, eta = 0.5, nrounds = 5, max_depth = 3, nthread = n_threads, subsample = 0.8, gamma = 2, verbose = 0, prediction = TRUE, objective = "multi:softprob", num_class = 3) , NA) expect_false(is.null(cv$cv_predict$pred)) expect_equal(dim(cv$cv_predict$pred), c(nrow(iris), 3)) expect_lt(diff(range(rowSums(cv$cv_predict$pred))), 1e-6) }) test_that("prediction in xgb.cv works for multi-quantile", { data(mtcars) y <- mtcars$mpg x <- as.matrix(mtcars[, -1]) dm <- xgb.DMatrix(x, label = y, nthread = 1) cv <- xgb.cv( data = dm, params = list( objective = "reg:quantileerror", quantile_alpha = c(0.1, 0.2, 0.5, 0.8, 0.9), nthread = 1 ), nrounds = 5, nfold = 3, prediction = TRUE, verbose = 0 ) expect_equal(dim(cv$cv_predict$pred), c(nrow(x), 5)) }) test_that("prediction in xgb.cv works for multi-output", { data(mtcars) y <- mtcars$mpg x <- as.matrix(mtcars[, -1]) dm <- xgb.DMatrix(x, label = cbind(y, -y), nthread = 1) cv <- xgb.cv( data = dm, params = list( tree_method = "hist", multi_strategy = "multi_output_tree", objective = "reg:squarederror", nthread = n_threads ), nrounds = 5, nfold = 3, prediction = TRUE, verbose = 0 ) expect_equal(dim(cv$cv_predict$pred), c(nrow(x), 2)) }) test_that("prediction in xgb.cv works for multi-quantile", { data(mtcars) y <- mtcars$mpg x <- as.matrix(mtcars[, -1]) dm <- xgb.DMatrix(x, label = y, nthread = 1) cv <- xgb.cv( data = dm, params = list( objective = "reg:quantileerror", quantile_alpha = c(0.1, 0.2, 0.5, 0.8, 0.9), nthread = 1 ), nrounds = 5, nfold = 3, prediction = TRUE, verbose = 0 ) expect_equal(dim(cv$cv_predict$pred), c(nrow(x), 5)) }) test_that("prediction in xgb.cv works for multi-output", { data(mtcars) y <- mtcars$mpg x <- as.matrix(mtcars[, -1]) dm <- xgb.DMatrix(x, label = cbind(y, -y), nthread = 1) cv <- xgb.cv( data = dm, params = list( tree_method = "hist", multi_strategy = "multi_output_tree", objective = "reg:squarederror", nthread = n_threads ), nrounds = 5, nfold = 3, prediction = TRUE, verbose = 0 ) expect_equal(dim(cv$cv_predict$pred), c(nrow(x), 2)) })