#' eXtreme Gradient Boosting Training
#'
#' \code{xgb.train} is an advanced interface for training an xgboost model.
#' The \code{xgboost} function is a simpler wrapper for \code{xgb.train}.
#'
#' @param params the list of parameters. The complete list of parameters is
#'   available in the \href{http://xgboost.readthedocs.io/en/latest/parameter.html}{online documentation}. Below
#'   is a shorter summary:
#'
#' 1. General Parameters
#'
#' \itemize{
#'   \item \code{booster} which booster to use, can be \code{gbtree} or \code{gblinear}. Default: \code{gbtree}.
#' }
#'
#' 2. Booster Parameters
#'
#' 2.1. Parameters for Tree Booster
#'
#' \itemize{
#'   \item{ \code{eta} control the learning rate: scale the contribution of each tree by a factor of \code{0 < eta < 1}
#'          when it is added to the current approximation.
#'          Used to prevent overfitting by making the boosting process more conservative.
#'          Lower value for \code{eta} implies larger value for \code{nrounds}: low \code{eta} value means model
#'          more robust to overfitting but slower to compute. Default: 0.3}
#'   \item{ \code{gamma} minimum loss reduction required to make a further partition on a leaf node of the tree.
#'          the larger, the more conservative the algorithm will be.}
#'   \item \code{max_depth} maximum depth of a tree. Default: 6
#'   \item{\code{min_child_weight} minimum sum of instance weight (hessian) needed in a child.
#'         If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight,
#'         then the building process will give up further partitioning.
#'         In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node.
#'         The larger, the more conservative the algorithm will be. Default: 1}
#'   \item{ \code{subsample} subsample ratio of the training instance.
#'         Setting it to 0.5 means that xgboost randomly collected half of the data instances to grow trees
#'         and this will prevent overfitting. It makes computation shorter (because less data to analyse).
#'         It is advised to use this parameter with \code{eta} and increase \code{nrounds}. Default: 1}
#'   \item \code{colsample_bytree} subsample ratio of columns when constructing each tree. Default: 1
#'   \item \code{lambda} L2 regularization term on weights. Default: 1
#'   \item \code{alpha} L1 regularization term on weights. (there is no L1 reg on bias because it is not important). Default: 0
#'   \item{ \code{num_parallel_tree} Experimental parameter. number of trees to grow per round.
#'          Useful to test Random Forest through XGBoost
#'          (set \code{colsample_bytree < 1}, \code{subsample  < 1}  and \code{round = 1}) accordingly.
#'          Default: 1}
#'   \item{ \code{monotone_constraints} A numerical vector consists of \code{1}, \code{0} and \code{-1} with its length
#'          equals to the number of features in the training data.
#'          \code{1} is increasing, \code{-1} is decreasing and \code{0} is no constraint.}
#'   \item{ \code{interaction_constraints} A list of vectors specifying feature indices of permitted interactions.
#'        Each item of the list represents one permitted interaction where specified features are allowed to interact with each other.
#'        Feature index values should start from \code{0} (\code{0} references the first column).
#'        Leave argument unspecified for no interaction constraints.}
#' }
#'
#' 2.2. Parameters for Linear Booster
#'
#' \itemize{
#'   \item \code{lambda} L2 regularization term on weights. Default: 0
#'   \item \code{lambda_bias} L2 regularization term on bias. Default: 0
#'   \item \code{alpha} L1 regularization term on weights. (there is no L1 reg on bias because it is not important). Default: 0
#' }
#'
#' 3. Task Parameters
#'
#' \itemize{
#' \item{ \code{objective} specify the learning task and the corresponding learning objective, users can pass a self-defined function to it.
#'        The default objective options are below:
#'   \itemize{
#'     \item \code{reg:squarederror} Regression with squared loss (Default).
#'     \item{ \code{reg:squaredlogerror}: regression with squared log loss \eqn{1/2 * (log(pred + 1) - log(label + 1))^2}.
#'            All inputs are required to be greater than -1.
#'            Also, see metric rmsle for possible issue with this objective.}
#'     \item \code{reg:logistic} logistic regression.
#'     \item \code{reg:pseudohubererror}: regression with Pseudo Huber loss, a twice differentiable alternative to absolute loss.
#'     \item \code{binary:logistic} logistic regression for binary classification. Output probability.
#'     \item \code{binary:logitraw} logistic regression for binary classification, output score before logistic transformation.
#'     \item \code{binary:hinge}: hinge loss for binary classification. This makes predictions of 0 or 1, rather than producing probabilities.
#'     \item{ \code{count:poisson}: Poisson regression for count data, output mean of Poisson distribution.
#'            \code{max_delta_step} is set to 0.7 by default in poisson regression (used to safeguard optimization).}
#'     \item{ \code{survival:cox}: Cox regression for right censored survival time data (negative values are considered right censored).
#'            Note that predictions are returned on the hazard ratio scale (i.e., as HR = exp(marginal_prediction) in the proportional
#'            hazard function \code{h(t) = h0(t) * HR)}.}
#'     \item{ \code{survival:aft}: Accelerated failure time model for censored survival time data. See
#'            \href{https://xgboost.readthedocs.io/en/latest/tutorials/aft_survival_analysis.html}{Survival Analysis with Accelerated Failure Time}
#'            for details.}
#'     \item \code{aft_loss_distribution}: Probability Density Function used by \code{survival:aft} and \code{aft-nloglik} metric.
#'     \item{ \code{multi:softmax} set xgboost to do multiclass classification using the softmax objective.
#'            Class is represented by a number and should be from 0 to \code{num_class - 1}.}
#'     \item{ \code{multi:softprob} same as softmax, but prediction outputs a vector of ndata * nclass elements, which can be
#'            further reshaped to ndata, nclass matrix. The result contains predicted probabilities of each data point belonging
#'            to each class.}
#'     \item \code{rank:pairwise} set xgboost to do ranking task by minimizing the pairwise loss.
#'     \item{ \code{rank:ndcg}: Use LambdaMART to perform list-wise ranking where
#'            \href{https://en.wikipedia.org/wiki/Discounted_cumulative_gain}{Normalized Discounted Cumulative Gain (NDCG)} is maximized.}
#'     \item{ \code{rank:map}: Use LambdaMART to perform list-wise ranking where
#'            \href{https://en.wikipedia.org/wiki/Evaluation_measures_(information_retrieval)#Mean_average_precision}{Mean Average Precision (MAP)}
#'            is maximized.}
#'     \item{ \code{reg:gamma}: gamma regression with log-link.
#'            Output is a mean of gamma distribution.
#'            It might be useful, e.g., for modeling insurance claims severity, or for any outcome that might be
#'            \href{https://en.wikipedia.org/wiki/Gamma_distribution#Applications}{gamma-distributed}.}
#'     \item{ \code{reg:tweedie}: Tweedie regression with log-link.
#'            It might be useful, e.g., for modeling total loss in insurance, or for any outcome that might be
#'            \href{https://en.wikipedia.org/wiki/Tweedie_distribution#Applications}{Tweedie-distributed}.}
#'   }
#'  }
#'   \item \code{base_score} the initial prediction score of all instances, global bias. Default: 0.5
#'   \item{ \code{eval_metric} evaluation metrics for validation data.
#'          Users can pass a self-defined function to it.
#'          Default: metric will be assigned according to objective
#'          (rmse for regression, and error for classification, mean average precision for ranking).
#'          List is provided in detail section.}
#' }
#'
#' @param data training dataset. \code{xgb.train} accepts only an \code{xgb.DMatrix} as the input.
#'        \code{xgboost}, in addition, also accepts \code{matrix}, \code{dgCMatrix}, or name of a local data file.
#' @param nrounds max number of boosting iterations.
#' @param evals Named list of `xgb.DMatrix` datasets to use for evaluating model performance.
#'        Metrics specified in either \code{eval_metric} or \code{feval} will be computed for each
#'        of these datasets during each boosting iteration, and stored in the end as a field named
#'        \code{evaluation_log} in the resulting object. When either \code{verbose>=1} or
#'        \code{\link{xgb.cb.print.evaluation}} callback is engaged, the performance results are continuously
#'        printed out during the training.
#'        E.g., specifying \code{evals=list(validation1=mat1, validation2=mat2)} allows to track
#'        the performance of each round's model on mat1 and mat2.
#' @param obj customized objective function. Should take two arguments: the first one will be the
#'        current predictions (either a numeric vector or matrix depending on the number of targets / classes),
#'        and the second one will be the `data` DMatrix object that is used for training.
#'
#'        It should return a list with two elements `grad` and `hess` (in that order), as either
#'        numeric vectors or numeric matrices depending on the number of targets / classes (same
#'        dimension as the predictions that are passed as first argument).
#' @param feval customized evaluation function. Just like `obj`, should take two arguments, with
#'        the first one being the predictions and the second one the `data` DMatrix.
#'
#'        Should return a list with two elements `metric` (name that will be displayed for this metric,
#'        should be a string / character), and `value` (the number that the function calculates, should
#'        be a numeric scalar).
#'
#'        Note that even if passing `feval`, objectives also have an associated default metric that
#'        will be evaluated in addition to it. In order to disable the built-in metric, one can pass
#'        parameter `disable_default_eval_metric = TRUE`.
#' @param verbose If 0, xgboost will stay silent. If 1, it will print information about performance.
#'        If 2, some additional information will be printed out.
#'        Note that setting \code{verbose > 0} automatically engages the
#'        \code{xgb.cb.print.evaluation(period=1)} callback function.
#' @param print_every_n Print each n-th iteration evaluation messages when \code{verbose>0}.
#'        Default is 1 which means all messages are printed. This parameter is passed to the
#'        \code{\link{xgb.cb.print.evaluation}} callback.
#' @param early_stopping_rounds If \code{NULL}, the early stopping function is not triggered.
#'        If set to an integer \code{k}, training with a validation set will stop if the performance
#'        doesn't improve for \code{k} rounds.
#'        Setting this parameter engages the \code{\link{xgb.cb.early.stop}} callback.
#' @param maximize If \code{feval} and \code{early_stopping_rounds} are set,
#'        then this parameter must be set as well.
#'        When it is \code{TRUE}, it means the larger the evaluation score the better.
#'        This parameter is passed to the \code{\link{xgb.cb.early.stop}} callback.
#' @param save_period when it is non-NULL, model is saved to disk after every \code{save_period} rounds,
#'        0 means save at the end. The saving is handled by the \code{\link{xgb.cb.save.model}} callback.
#' @param save_name the name or path for periodically saved model file.
#' @param xgb_model a previously built model to continue the training from.
#'        Could be either an object of class \code{xgb.Booster}, or its raw data, or the name of a
#'        file with a previously saved model.
#' @param callbacks a list of callback functions to perform various task during boosting.
#'        See \code{\link{xgb.Callback}}. Some of the callbacks are automatically created depending on the
#'        parameters' values. User can provide either existing or their own callback methods in order
#'        to customize the training process.
#'
#'        Note that some callbacks might try to leave attributes in the resulting model object,
#'        such as an evaluation log (a `data.table` object) - be aware that these objects are kept
#'        as R attributes, and thus do not get saved when using XGBoost's own serializaters like
#'        \link{xgb.save} (but are kept when using R serializers like \link{saveRDS}).
#' @param ... other parameters to pass to \code{params}.
#' @param label vector of response values. Should not be provided when data is
#'        a local data file name or an \code{xgb.DMatrix}.
#' @param missing by default is set to NA, which means that NA values should be considered as 'missing'
#'        by the algorithm. Sometimes, 0 or other extreme value might be used to represent missing values.
#'        This parameter is only used when input is a dense matrix.
#' @param weight a vector indicating the weight for each row of the input.
#'
#' @return
#' An object of class \code{xgb.Booster}.
#'
#' @details
#' These are the training functions for \code{xgboost}.
#'
#' The \code{xgb.train} interface supports advanced features such as \code{evals},
#' customized objective and evaluation metric functions, therefore it is more flexible
#' than the \code{xgboost} interface.
#'
#' Parallelization is automatically enabled if \code{OpenMP} is present.
#' Number of threads can also be manually specified via the \code{nthread}
#' parameter.
#'
#' While in other interfaces, the default random seed defaults to zero, in R, if a parameter `seed`
#' is not manually supplied, it will generate a random seed through R's own random number generator,
#' whose seed in turn is controllable through `set.seed`. If `seed` is passed, it will override the
#' RNG from R.
#'
#' The evaluation metric is chosen automatically by XGBoost (according to the objective)
#' when the \code{eval_metric} parameter is not provided.
#' User may set one or several \code{eval_metric} parameters.
#' Note that when using a customized metric, only this single metric can be used.
#' The following is the list of built-in metrics for which XGBoost provides optimized implementation:
#'   \itemize{
#'      \item \code{rmse} root mean square error. \url{https://en.wikipedia.org/wiki/Root_mean_square_error}
#'      \item \code{logloss} negative log-likelihood. \url{https://en.wikipedia.org/wiki/Log-likelihood}
#'      \item \code{mlogloss} multiclass logloss. \url{https://scikit-learn.org/stable/modules/generated/sklearn.metrics.log_loss.html}
#'      \item \code{error} Binary classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#'            By default, it uses the 0.5 threshold for predicted values to define negative and positive instances.
#'            Different threshold (e.g., 0.) could be specified as "error@0."
#'      \item \code{merror} Multiclass classification error rate. It is calculated as \code{(# wrong cases) / (# all cases)}.
#'      \item \code{mae} Mean absolute error
#'      \item \code{mape} Mean absolute percentage error
#'      \item{ \code{auc} Area under the curve.
#'             \url{https://en.wikipedia.org/wiki/Receiver_operating_characteristic#'Area_under_curve} for ranking evaluation.}
#'      \item \code{aucpr} Area under the PR curve. \url{https://en.wikipedia.org/wiki/Precision_and_recall} for ranking evaluation.
#'      \item \code{ndcg} Normalized Discounted Cumulative Gain (for ranking task). \url{https://en.wikipedia.org/wiki/NDCG}
#'   }
#'
#' The following callbacks are automatically created when certain parameters are set:
#' \itemize{
#'   \item \code{xgb.cb.print.evaluation} is turned on when \code{verbose > 0};
#'         and the \code{print_every_n} parameter is passed to it.
#'   \item \code{xgb.cb.evaluation.log} is on when \code{evals} is present.
#'   \item \code{xgb.cb.early.stop}: when \code{early_stopping_rounds} is set.
#'   \item \code{xgb.cb.save.model}: when \code{save_period > 0} is set.
#' }
#'
#' Note that objects of type `xgb.Booster` as returned by this function behave a bit differently
#' from typical R objects (it's an 'altrep' list class), and it makes a separation between
#' internal booster attributes (restricted to jsonifyable data), accessed through \link{xgb.attr}
#' and shared between interfaces through serialization functions like \link{xgb.save}; and
#' R-specific attributes (typically the result from a callback), accessed through \link{attributes}
#' and \link{attr}, which are otherwise
#' only used in the R interface, only kept when using R's serializers like \link{saveRDS}, and
#' not anyhow used by functions like \link{predict.xgb.Booster}.
#'
#' Be aware that one such R attribute that is automatically added is `params` - this attribute
#' is assigned from the `params` argument to this function, and is only meant to serve as a
#' reference for what went into the booster, but is not used in other methods that take a booster
#' object - so for example, changing the booster's configuration requires calling `xgb.config<-`
#' or 'xgb.parameters<-', while simply modifying `attributes(model)$params$<...>` will have no
#' effect elsewhere.
#'
#' @seealso
#' \code{\link{xgb.Callback}},
#' \code{\link{predict.xgb.Booster}},
#' \code{\link{xgb.cv}}
#'
#' @references
#'
#' Tianqi Chen and Carlos Guestrin, "XGBoost: A Scalable Tree Boosting System",
#' 22nd SIGKDD Conference on Knowledge Discovery and Data Mining, 2016, \url{https://arxiv.org/abs/1603.02754}
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' data(agaricus.test, package='xgboost')
#'
#' ## Keep the number of threads to 1 for examples
#' nthread <- 1
#' data.table::setDTthreads(nthread)
#'
#' dtrain <- with(
#'   agaricus.train, xgb.DMatrix(data, label = label, nthread = nthread)
#' )
#' dtest <- with(
#'   agaricus.test, xgb.DMatrix(data, label = label, nthread = nthread)
#' )
#' evals <- list(train = dtrain, eval = dtest)
#'
#' ## A simple xgb.train example:
#' param <- list(max_depth = 2, eta = 1, nthread = nthread,
#'               objective = "binary:logistic", eval_metric = "auc")
#' bst <- xgb.train(param, dtrain, nrounds = 2, evals = evals, verbose = 0)
#'
#' ## An xgb.train example where custom objective and evaluation metric are
#' ## used:
#' logregobj <- function(preds, dtrain) {
#'    labels <- getinfo(dtrain, "label")
#'    preds <- 1/(1 + exp(-preds))
#'    grad <- preds - labels
#'    hess <- preds * (1 - preds)
#'    return(list(grad = grad, hess = hess))
#' }
#' evalerror <- function(preds, dtrain) {
#'   labels <- getinfo(dtrain, "label")
#'   err <- as.numeric(sum(labels != (preds > 0)))/length(labels)
#'   return(list(metric = "error", value = err))
#' }
#'
#' # These functions could be used by passing them either:
#' #  as 'objective' and 'eval_metric' parameters in the params list:
#' param <- list(max_depth = 2, eta = 1, nthread = nthread,
#'               objective = logregobj, eval_metric = evalerror)
#' bst <- xgb.train(param, dtrain, nrounds = 2, evals = evals, verbose = 0)
#'
#' #  or through the ... arguments:
#' param <- list(max_depth = 2, eta = 1, nthread = nthread)
#' bst <- xgb.train(param, dtrain, nrounds = 2, evals = evals, verbose = 0,
#'                  objective = logregobj, eval_metric = evalerror)
#'
#' #  or as dedicated 'obj' and 'feval' parameters of xgb.train:
#' bst <- xgb.train(param, dtrain, nrounds = 2, evals = evals,
#'                  obj = logregobj, feval = evalerror)
#'
#'
#' ## An xgb.train example of using variable learning rates at each iteration:
#' param <- list(max_depth = 2, eta = 1, nthread = nthread,
#'               objective = "binary:logistic", eval_metric = "auc")
#' my_etas <- list(eta = c(0.5, 0.1))
#' bst <- xgb.train(param, dtrain, nrounds = 2, evals = evals, verbose = 0,
#'                  callbacks = list(xgb.cb.reset.parameters(my_etas)))
#'
#' ## Early stopping:
#' bst <- xgb.train(param, dtrain, nrounds = 25, evals = evals,
#'                  early_stopping_rounds = 3)
#'
#' ## An 'xgboost' interface example:
#' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label,
#'                max_depth = 2, eta = 1, nthread = nthread, nrounds = 2,
#'                objective = "binary:logistic")
#' pred <- predict(bst, agaricus.test$data)
#'
#' @rdname xgb.train
#' @export
xgb.train <- function(params = list(), data, nrounds, evals = list(),
                      obj = NULL, feval = NULL, verbose = 1, print_every_n = 1L,
                      early_stopping_rounds = NULL, maximize = NULL,
                      save_period = NULL, save_name = "xgboost.model",
                      xgb_model = NULL, callbacks = list(), ...) {

  check.deprecation(...)

  params <- check.booster.params(params, ...)

  check.custom.obj()
  check.custom.eval()

  # data & evals checks
  dtrain <- data
  if (!inherits(dtrain, "xgb.DMatrix"))
    stop("second argument dtrain must be xgb.DMatrix")
  if (length(evals) > 0) {
    if (typeof(evals) != "list" ||
        !all(vapply(evals, inherits, logical(1), what = 'xgb.DMatrix')))
      stop("'evals' must be a list of xgb.DMatrix elements")
    evnames <- names(evals)
    if (is.null(evnames) || any(evnames == ""))
      stop("each element of 'evals' must have a name tag")
  }
  # Handle multiple evaluation metrics given as a list
  for (m in params$eval_metric) {
    params <- c(params, list(eval_metric = m))
  }

  params <- c(params)
  params['validate_parameters'] <- TRUE
  if (!("seed" %in% names(params))) {
    params[["seed"]] <- sample(.Machine$integer.max, size = 1)
  }

  # callbacks
  tmp <- .process.callbacks(callbacks, is_cv = FALSE)
  callbacks <- tmp$callbacks
  cb_names <- tmp$cb_names
  rm(tmp)

  # Early stopping callback (should always come first)
  if (!is.null(early_stopping_rounds) && !("early_stop" %in% cb_names)) {
    callbacks <- add.callback(
      callbacks,
      xgb.cb.early.stop(
        early_stopping_rounds,
        maximize = maximize,
        verbose = verbose
      ),
      as_first_elt = TRUE
    )
  }
  # evaluation printing callback
  print_every_n <- max(as.integer(print_every_n), 1L)
  if (verbose && !("print_evaluation" %in% cb_names)) {
    callbacks <- add.callback(callbacks, xgb.cb.print.evaluation(print_every_n))
  }
  # evaluation log callback:  it is automatically enabled when 'evals' is provided
  if (length(evals) && !("evaluation_log" %in% cb_names)) {
    callbacks <- add.callback(callbacks, xgb.cb.evaluation.log())
  }
  # Model saving callback
  if (!is.null(save_period) && !("save_model" %in% cb_names)) {
    callbacks <- add.callback(callbacks, xgb.cb.save.model(save_period, save_name))
  }

  # The tree updating process would need slightly different handling
  is_update <- NVL(params[['process_type']], '.') == 'update'

  # Construct a booster (either a new one or load from xgb_model)
  bst <- xgb.Booster(
    params = params,
    cachelist = append(evals, dtrain),
    modelfile = xgb_model
  )
  niter_init <- bst$niter
  bst <- bst$bst
  .Call(
    XGBoosterCopyInfoFromDMatrix_R,
    xgb.get.handle(bst),
    dtrain
  )

  if (is_update && nrounds > niter_init)
    stop("nrounds cannot be larger than ", niter_init, " (nrounds of xgb_model)")

  niter_skip <- ifelse(is_update, 0, niter_init)
  begin_iteration <- niter_skip + 1
  end_iteration <- niter_skip + nrounds

  .execute.cb.before.training(
    callbacks,
    bst,
    dtrain,
    evals,
    begin_iteration,
    end_iteration
  )

  # the main loop for boosting iterations
  for (iteration in begin_iteration:end_iteration) {

    .execute.cb.before.iter(
      callbacks,
      bst,
      dtrain,
      evals,
      iteration
    )

    xgb.iter.update(
      bst = bst,
      dtrain = dtrain,
      iter = iteration - 1,
      obj = obj
    )

    bst_evaluation <- NULL
    if (length(evals) > 0) {
      bst_evaluation <- xgb.iter.eval(
        bst = bst,
        evals = evals,
        iter = iteration - 1,
        feval = feval
      )
    }

    should_stop <- .execute.cb.after.iter(
      callbacks,
      bst,
      dtrain,
      evals,
      iteration,
      bst_evaluation
    )

    if (should_stop) break
  }

  cb_outputs <- .execute.cb.after.training(
    callbacks,
    bst,
    dtrain,
    evals,
    iteration,
    bst_evaluation
  )

  extra_attrs <- list(
    call = match.call(),
    params = params
  )

  curr_attrs <- attributes(bst)
  if (NROW(curr_attrs)) {
    curr_attrs <- curr_attrs[
      setdiff(
        names(curr_attrs),
        c(names(extra_attrs), names(cb_outputs))
      )
    ]
  }
  curr_attrs <- c(extra_attrs, curr_attrs)
  if (NROW(cb_outputs)) {
    curr_attrs <- c(curr_attrs, cb_outputs)
  }
  attributes(bst) <- curr_attrs

  return(bst)
}