import numpy as np import xgboost as xgb import unittest dpath = 'demo/data/' dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train') dtest = xgb.DMatrix(dpath + 'agaricus.txt.test') rng = np.random.RandomState(1994) class TestModels(unittest.TestCase): def test_glm(self): param = {'silent':1, 'objective':'binary:logistic', 'booster':'gblinear', 'alpha': 0.0001, 'lambda': 1 } 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 < 0.1 def test_eta_decay(self): param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic' } watchlist = [(dtest,'eval'), (dtrain,'train')] num_round = 2 # learning_rates as a list bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.4, 0.3]) assert isinstance(bst, xgb.core.Booster) # learning_rates as a customized decay function def eta_decay(ithround, num_boost_round): return num_boost_round / (ithround + 1) bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=eta_decay) assert isinstance(bst, xgb.core.Booster) def test_custom_objective(self): param = {'max_depth':2, 'eta':1, 'silent':1 } watchlist = [(dtest,'eval'), (dtrain,'train')] num_round = 2 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() return 'error', float(sum(labels != (preds > 0.0))) / len(labels) # test custom_objective in training bst = xgb.train(param, dtrain, num_round, watchlist, logregobj, 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_fpreproc(self): param = {'max_depth':2, 'eta':1, 'silent':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) 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, 'silent':1, 'objective':'binary:logistic'} num_round = 2 xgb.cv(param, dtrain, num_round, nfold=5, metrics={'error'}, seed = 0, show_stdv = False)