#' Parse a boosted tree model text dump #' #' Parse a boosted tree model text dump into a \code{data.table} structure. #' #' @param feature_names character vector of feature names. If the model already #' contains feature names, this argument should be \code{NULL} (default value) #' @param model object of class \code{xgb.Booster} #' @param text \code{character} vector previously generated by the \code{xgb.dump} #' function (where parameter \code{with_stats = TRUE} should have been set). #' @param n_first_tree limit the parsing to the \code{n} first trees. #' If set to \code{NULL}, all trees of the model are parsed. #' #' @return #' A \code{data.table} with detailed information about model trees' nodes. #' #' The columns of the \code{data.table} are: #' #' \itemize{ #' \item \code{Tree}: ID of a tree in a model #' \item \code{Node}: ID of a node in a tree #' \item \code{ID}: unique identifier of a node in a model #' \item \code{Feature}: for a branch node, it's a feature id or name (when available); #' for a leaf note, it simply labels it as \code{'Leaf'} #' \item \code{Split}: location of the split for a branch node (split condition is always "less than") #' \item \code{Yes}: ID of the next node when the split condition is met #' \item \code{No}: ID of the next node when the split condition is not met #' \item \code{Missing}: ID of the next node when branch value is missing #' \item \code{Quality}: either the split gain (change in loss) or the leaf value #' \item \code{Cover}: metric related to the number of observation either seen by a split #' or collected by a leaf during training. #' } #' #' @examples #' # Basic use: #' #' data(agaricus.train, package='xgboost') #' #' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 2, #' eta = 1, nthread = 2, nrounds = 2,objective = "binary:logistic") #' #' (dt <- xgb.model.dt.tree(colnames(agaricus.train$data), bst)) #' #' #' # How to match feature names of splits that are following a current 'Yes' branch: #' #' merge(dt, dt[, .(ID, Y.Feature=Feature)], by.x='Yes', by.y='ID', all.x=TRUE)[order(Tree,Node)] #' #' @export xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL, n_first_tree = NULL){ if (!class(feature_names) %in% c("character", "NULL")) { stop("feature_names: Has to be a vector of character\n", " or NULL if the model dump already contains feature names.\n", " Look at this function documentation to see where to get feature names.") } if (class(model) != "xgb.Booster" & class(text) != "character") { stop("Either 'model' has to be an object of class xgb.Booster\n", " or 'text' has to be a character vector with the result of xgb.dump\n", " (or NULL if the model was provided).") } if (!class(n_first_tree) %in% c("numeric", "NULL") | length(n_first_tree) > 1) { stop("n_first_tree: Has to be a numeric vector of size 1.") } if (is.null(text)){ text <- xgb.dump(model = model, with_stats = T) } if (length(text) < 2 || sum(stri_detect_regex(text, 'yes=(\\d+),no=(\\d+)')) < 1) { stop("Non-tree model detected! This function can only be used with tree models.") } position <- which(!is.na(stri_match_first_regex(text, "booster"))) add.tree.id <- function(x, i) paste(i, x, sep = "-") anynumber_regex <- "[-+]?[0-9]*\\.?[0-9]+([eE][-+]?[0-9]+)?" td <- data.table(t=text) td[position, Tree := 1L] td[, Tree := cumsum(ifelse(is.na(Tree), 0L, Tree)) - 1L] n_first_tree <- min(max(td$Tree), n_first_tree) td <- td[Tree <= n_first_tree & !grepl('^booster', t)] td[, Node := stri_match_first_regex(t, "(\\d+):")[,2] %>% as.numeric ] td[, ID := add.tree.id(Node, Tree)] td[, isLeaf := !is.na(stri_match_first_regex(t, "leaf"))] # parse branch lines td[isLeaf==FALSE, c("Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover") := { rx <- paste0("f(\\d+)<(", anynumber_regex, ")\\] yes=(\\d+),no=(\\d+),missing=(\\d+),", "gain=(", anynumber_regex, "),cover=(", anynumber_regex, ")") # skip some indices with spurious capture groups from anynumber_regex xtr <- stri_match_first_regex(t, rx)[, c(2,3,5,6,7,8,10)] xtr[, 3:5] <- add.tree.id(xtr[, 3:5], Tree) lapply(1:ncol(xtr), function(i) xtr[,i]) }] # assign feature_names when available td[isLeaf==FALSE & !is.null(feature_names), Feature := feature_names[as.numeric(Feature) + 1] ] # parse leaf lines td[isLeaf==TRUE, c("Feature", "Quality", "Cover") := { rx <- paste0("leaf=(", anynumber_regex, "),cover=(", anynumber_regex, ")") xtr <- stri_match_first_regex(t, rx)[, c(2,4)] c("Leaf", lapply(1:ncol(xtr), function(i) xtr[,i])) }] # convert some columns to numeric numeric_cols <- c("Quality", "Cover") td[, (numeric_cols) := lapply(.SD, as.numeric), .SDcols=numeric_cols] td[, t := NULL] td[, isLeaf := NULL] td[order(Tree, Node)] } # Avoid error messages during CRAN check. # The reason is that these variables are never declared # They are mainly column names inferred by Data.table... globalVariables(c("Tree", "Node", "ID", "Feature", "t", "isLeaf",".SD", ".SDcols"))