require(xgboost) context("interaction constraints") set.seed(1024) x1 <- rnorm(1000, 1) x2 <- rnorm(1000, 1) x3 <- sample(c(1,2,3), size=1000, replace=TRUE) y <- x1 + x2 + x3 + x1*x2*x3 + rnorm(1000, 0.001) + 3*sin(x1) train <- matrix(c(x1,x2,x3), ncol = 3) test_that("interaction constraints for regression", { # Fit a model that only allows interaction between x1 and x2 bst <- xgboost(data = train, label = y, max_depth = 3, eta = 0.1, nthread = 2, nrounds = 100, verbose = 0, interaction_constraints = list(c(0,1))) # Set all observations to have the same x3 values then increment # by the same amount preds <- lapply(c(1,2,3), function(x){ tmat <- matrix(c(x1,x2,rep(x,1000)), ncol=3) return(predict(bst, tmat)) }) # Check incrementing x3 has the same effect on all observations # since x3 is constrained to be independent of x1 and x2 # and all observations start off from the same x3 value diff1 <- preds[[2]] - preds[[1]] test1 <- all(abs(diff1 - diff1[1]) < 1e-4) diff2 <- preds[[3]] - preds[[2]] test2 <- all(abs(diff2 - diff2[1]) < 1e-4) expect_true({ test1 & test2 }, "Interaction Contraint Satisfied") })