"""Callback library containing training routines. See :doc:`Callback Functions ` for a quick introduction. """ import collections import os import pickle from abc import ABC from typing import ( Any, Callable, Dict, List, Optional, Sequence, Tuple, TypeVar, Union, cast, ) import numpy from . import collective from .core import Booster, DMatrix, XGBoostError, _parse_eval_str __all__ = [ "TrainingCallback", "LearningRateScheduler", "EarlyStopping", "EvaluationMonitor", "TrainingCheckPoint", "CallbackContainer", ] _Score = Union[float, Tuple[float, float]] _ScoreList = Union[List[float], List[Tuple[float, float]]] _Model = Any # real type is Union[Booster, CVPack]; need more work # pylint: disable=unused-argument class TrainingCallback(ABC): """Interface for training callback. .. versionadded:: 1.3.0 """ EvalsLog = Dict[str, Dict[str, _ScoreList]] # pylint: disable=invalid-name def __init__(self) -> None: pass def before_training(self, model: _Model) -> _Model: """Run before training starts.""" return model def after_training(self, model: _Model) -> _Model: """Run after training is finished.""" return model def before_iteration(self, model: _Model, epoch: int, evals_log: EvalsLog) -> bool: """Run before each iteration. Returns True when training should stop. See :py:meth:`after_iteration` for details. """ return False def after_iteration(self, model: _Model, epoch: int, evals_log: EvalsLog) -> bool: """Run after each iteration. Returns `True` when training should stop. Parameters ---------- model : Eeither a :py:class:`~xgboost.Booster` object or a CVPack if the cv function in xgboost is being used. epoch : The current training iteration. evals_log : A dictionary containing the evaluation history: .. code-block:: python {"data_name": {"metric_name": [0.5, ...]}} """ return False def _aggcv(rlist: List[str]) -> List[Tuple[str, float, float]]: # pylint: disable=invalid-name, too-many-locals """Aggregate cross-validation results.""" cvmap: Dict[Tuple[int, str], List[float]] = {} idx = rlist[0].split()[0] for line in rlist: arr: List[str] = line.split() assert idx == arr[0] for metric_idx, it in enumerate(arr[1:]): if not isinstance(it, str): it = it.decode() k, v = it.split(":") if (metric_idx, k) not in cvmap: cvmap[(metric_idx, k)] = [] cvmap[(metric_idx, k)].append(float(v)) msg = idx results = [] for (_, name), s in sorted(cvmap.items(), key=lambda x: x[0][0]): as_arr = numpy.array(s) if not isinstance(msg, str): msg = msg.decode() mean, std = numpy.mean(as_arr), numpy.std(as_arr) results.extend([(name, mean, std)]) return results # allreduce type _ART = TypeVar("_ART") def _allreduce_metric(score: _ART) -> _ART: """Helper function for computing customized metric in distributed environment. Not strictly correct as many functions don't use mean value as final result. """ world = collective.get_world_size() assert world != 0 if world == 1: return score if isinstance(score, tuple): # has mean and stdv raise ValueError( "xgboost.cv function should not be used in distributed environment." ) arr = numpy.array([score]) arr = collective.allreduce(arr, collective.Op.SUM) / world return arr[0] class CallbackContainer: """A special internal callback for invoking a list of other callbacks. .. versionadded:: 1.3.0 """ def __init__( self, callbacks: Sequence[TrainingCallback], metric: Optional[Callable] = None, output_margin: bool = True, is_cv: bool = False, ) -> None: self.callbacks = set(callbacks) for cb in callbacks: if not isinstance(cb, TrainingCallback): raise TypeError("callback must be an instance of `TrainingCallback`.") msg = ( "metric must be callable object for monitoring. For builtin metrics" ", passing them in training parameter invokes monitor automatically." ) if metric is not None and not callable(metric): raise TypeError(msg) self.metric = metric self.history: TrainingCallback.EvalsLog = collections.OrderedDict() self._output_margin = output_margin self.is_cv = is_cv if self.is_cv: self.aggregated_cv = None def before_training(self, model: _Model) -> _Model: """Function called before training.""" for c in self.callbacks: model = c.before_training(model=model) msg = "before_training should return the model" if self.is_cv: assert isinstance(model.cvfolds, list), msg else: assert isinstance(model, Booster), msg return model def after_training(self, model: _Model) -> _Model: """Function called after training.""" for c in self.callbacks: model = c.after_training(model=model) msg = "after_training should return the model" if self.is_cv: assert isinstance(model.cvfolds, list), msg else: assert isinstance(model, Booster), msg return model def before_iteration( self, model: _Model, epoch: int, dtrain: DMatrix, evals: Optional[List[Tuple[DMatrix, str]]], ) -> bool: """Function called before training iteration.""" return any( c.before_iteration(model, epoch, self.history) for c in self.callbacks ) def _update_history( self, score: Union[List[Tuple[str, float]], List[Tuple[str, float, float]]], epoch: int, ) -> None: for d in score: name: str = d[0] s: float = d[1] if self.is_cv: std = float(cast(Tuple[str, float, float], d)[2]) x: _Score = (s, std) else: x = s splited_names = name.split("-") data_name = splited_names[0] metric_name = "-".join(splited_names[1:]) x = _allreduce_metric(x) if data_name not in self.history: self.history[data_name] = collections.OrderedDict() data_history = self.history[data_name] if metric_name not in data_history: data_history[metric_name] = cast(_ScoreList, []) metric_history = data_history[metric_name] if self.is_cv: cast(List[Tuple[float, float]], metric_history).append( cast(Tuple[float, float], x) ) else: cast(List[float], metric_history).append(cast(float, x)) def after_iteration( self, model: _Model, epoch: int, dtrain: DMatrix, evals: Optional[List[Tuple[DMatrix, str]]], ) -> bool: """Function called after training iteration.""" if self.is_cv: scores = model.eval(epoch, self.metric, self._output_margin) scores = _aggcv(scores) self.aggregated_cv = scores self._update_history(scores, epoch) else: evals = [] if evals is None else evals for _, name in evals: assert name.find("-") == -1, "Dataset name should not contain `-`" score: str = model.eval_set(evals, epoch, self.metric, self._output_margin) metric_score = _parse_eval_str(score) self._update_history(metric_score, epoch) ret = any(c.after_iteration(model, epoch, self.history) for c in self.callbacks) return ret class LearningRateScheduler(TrainingCallback): """Callback function for scheduling learning rate. .. versionadded:: 1.3.0 Parameters ---------- learning_rates : If it's a callable object, then it should accept an integer parameter `epoch` and returns the corresponding learning rate. Otherwise it should be a sequence like list or tuple with the same size of boosting rounds. """ def __init__( self, learning_rates: Union[Callable[[int], float], Sequence[float]] ) -> None: if not callable(learning_rates) and not isinstance( learning_rates, collections.abc.Sequence ): raise TypeError( "Invalid learning rates, expecting callable or sequence, got: " f"{type(learning_rates)}" ) if callable(learning_rates): self.learning_rates = learning_rates else: self.learning_rates = lambda epoch: cast(Sequence, learning_rates)[epoch] super().__init__() def after_iteration( self, model: _Model, epoch: int, evals_log: TrainingCallback.EvalsLog ) -> bool: model.set_param("learning_rate", self.learning_rates(epoch)) return False # pylint: disable=too-many-instance-attributes class EarlyStopping(TrainingCallback): """Callback function for early stopping .. versionadded:: 1.3.0 Parameters ---------- rounds : Early stopping rounds. metric_name : Name of metric that is used for early stopping. data_name : Name of dataset that is used for early stopping. maximize : Whether to maximize evaluation metric. None means auto (discouraged). save_best : Whether training should return the best model or the last model. min_delta : .. versionadded:: 1.5.0 Minimum absolute change in score to be qualified as an improvement. Examples -------- .. code-block:: python es = xgboost.callback.EarlyStopping( rounds=2, min_delta=1e-3, save_best=True, maximize=False, data_name="validation_0", metric_name="mlogloss", ) clf = xgboost.XGBClassifier(tree_method="hist", device="cuda", callbacks=[es]) X, y = load_digits(return_X_y=True) clf.fit(X, y, eval_set=[(X, y)]) """ # pylint: disable=too-many-arguments def __init__( self, rounds: int, metric_name: Optional[str] = None, data_name: Optional[str] = None, maximize: Optional[bool] = None, save_best: Optional[bool] = False, min_delta: float = 0.0, ) -> None: self.data = data_name self.metric_name = metric_name self.rounds = rounds self.save_best = save_best self.maximize = maximize self.stopping_history: TrainingCallback.EvalsLog = {} self._min_delta = min_delta if self._min_delta < 0: raise ValueError("min_delta must be greater or equal to 0.") self.current_rounds: int = 0 self.best_scores: dict = {} self.starting_round: int = 0 super().__init__() def before_training(self, model: _Model) -> _Model: self.starting_round = model.num_boosted_rounds() return model def _update_rounds( self, score: _Score, name: str, metric: str, model: _Model, epoch: int ) -> bool: def get_s(value: _Score) -> float: """get score if it's cross validation history.""" return value[0] if isinstance(value, tuple) else value def maximize(new: _Score, best: _Score) -> bool: """New score should be greater than the old one.""" return numpy.greater(get_s(new) - self._min_delta, get_s(best)) def minimize(new: _Score, best: _Score) -> bool: """New score should be lesser than the old one.""" return numpy.greater(get_s(best) - self._min_delta, get_s(new)) if self.maximize is None: # Just to be compatibility with old behavior before 1.3. We should let # user to decide. maximize_metrics = ( "auc", "aucpr", "pre", "pre@", "map", "ndcg", "auc@", "aucpr@", "map@", "ndcg@", ) if metric != "mape" and any(metric.startswith(x) for x in maximize_metrics): self.maximize = True else: self.maximize = False if self.maximize: improve_op = maximize else: improve_op = minimize if not self.stopping_history: # First round self.current_rounds = 0 self.stopping_history[name] = {} self.stopping_history[name][metric] = cast(_ScoreList, [score]) self.best_scores[name] = {} self.best_scores[name][metric] = [score] model.set_attr(best_score=str(score), best_iteration=str(epoch)) elif not improve_op(score, self.best_scores[name][metric][-1]): # Not improved self.stopping_history[name][metric].append(score) # type: ignore self.current_rounds += 1 else: # Improved self.stopping_history[name][metric].append(score) # type: ignore self.best_scores[name][metric].append(score) record = self.stopping_history[name][metric][-1] model.set_attr(best_score=str(record), best_iteration=str(epoch)) self.current_rounds = 0 # reset if self.current_rounds >= self.rounds: # Should stop return True return False def after_iteration( self, model: _Model, epoch: int, evals_log: TrainingCallback.EvalsLog ) -> bool: epoch += self.starting_round # training continuation msg = "Must have at least 1 validation dataset for early stopping." if len(evals_log.keys()) < 1: raise ValueError(msg) # Get data name if self.data: data_name = self.data else: # Use the last one as default. data_name = list(evals_log.keys())[-1] if data_name not in evals_log: raise ValueError(f"No dataset named: {data_name}") if not isinstance(data_name, str): raise TypeError( f"The name of the dataset should be a string. Got: {type(data_name)}" ) data_log = evals_log[data_name] # Get metric name if self.metric_name: metric_name = self.metric_name else: # Use last metric by default. metric_name = list(data_log.keys())[-1] if metric_name not in data_log: raise ValueError(f"No metric named: {metric_name}") # The latest score score = data_log[metric_name][-1] return self._update_rounds(score, data_name, metric_name, model, epoch) def after_training(self, model: _Model) -> _Model: if not self.save_best: return model try: best_iteration = model.best_iteration best_score = model.best_score assert best_iteration is not None and best_score is not None model = model[: best_iteration + 1] model.best_iteration = best_iteration model.best_score = best_score except XGBoostError as e: raise XGBoostError( "`save_best` is not applicable to the current booster" ) from e return model class EvaluationMonitor(TrainingCallback): """Print the evaluation result at each iteration. .. versionadded:: 1.3.0 Parameters ---------- rank : Which worker should be used for printing the result. period : How many epoches between printing. show_stdv : Used in cv to show standard deviation. Users should not specify it. """ def __init__(self, rank: int = 0, period: int = 1, show_stdv: bool = False) -> None: self.printer_rank = rank self.show_stdv = show_stdv self.period = period assert period > 0 # last error message, useful when early stopping and period are used together. self._latest: Optional[str] = None super().__init__() def _fmt_metric( self, data: str, metric: str, score: float, std: Optional[float] ) -> str: if std is not None and self.show_stdv: msg = f"\t{data + '-' + metric}:{score:.5f}+{std:.5f}" else: msg = f"\t{data + '-' + metric}:{score:.5f}" return msg def after_iteration( self, model: _Model, epoch: int, evals_log: TrainingCallback.EvalsLog ) -> bool: if not evals_log: return False msg: str = f"[{epoch}]" if collective.get_rank() == self.printer_rank: for data, metric in evals_log.items(): for metric_name, log in metric.items(): stdv: Optional[float] = None if isinstance(log[-1], tuple): score = log[-1][0] stdv = log[-1][1] else: score = log[-1] msg += self._fmt_metric(data, metric_name, score, stdv) msg += "\n" if (epoch % self.period) == 0 or self.period == 1: collective.communicator_print(msg) self._latest = None else: # There is skipped message self._latest = msg return False def after_training(self, model: _Model) -> _Model: if collective.get_rank() == self.printer_rank and self._latest is not None: collective.communicator_print(self._latest) return model class TrainingCheckPoint(TrainingCallback): """Checkpointing operation. Users are encouraged to create their own callbacks for checkpoint as XGBoost doesn't handle distributed file systems. When checkpointing on distributed systems, be sure to know the rank of the worker to avoid multiple workers checkpointing to the same place. .. versionadded:: 1.3.0 Since XGBoost 2.1.0, the default format is changed to UBJSON. Parameters ---------- directory : Output model directory. name : pattern of output model file. Models will be saved as name_0.ubj, name_1.ubj, name_2.ubj .... as_pickle : When set to True, all training parameters will be saved in pickle format, instead of saving only the model. interval : Interval of checkpointing. Checkpointing is slow so setting a larger number can reduce performance hit. """ default_format = "ubj" def __init__( self, directory: Union[str, os.PathLike], name: str = "model", as_pickle: bool = False, interval: int = 100, ) -> None: self._path = os.fspath(directory) self._name = name self._as_pickle = as_pickle self._iterations = interval self._epoch = 0 # counter for iterval self._start = 0 # beginning iteration super().__init__() def before_training(self, model: _Model) -> _Model: self._start = model.num_boosted_rounds() return model def after_iteration( self, model: _Model, epoch: int, evals_log: TrainingCallback.EvalsLog ) -> bool: if self._epoch == self._iterations: path = os.path.join( self._path, self._name + "_" + (str(epoch + self._start)) + (".pkl" if self._as_pickle else f".{self.default_format}"), ) self._epoch = 0 # reset counter if collective.get_rank() == 0: # checkpoint using the first worker if self._as_pickle: with open(path, "wb") as fd: pickle.dump(model, fd) else: model.save_model(path) self._epoch += 1 return False