#' Callback closures for booster training. #' #' These are used to perform various service tasks either during boosting iterations or at the end. #' This approach helps to modularize many of such tasks without bloating the main training methods, #' and it offers . #' #' @details #' By default, a callback function is run after each boosting iteration. #' An R-attribute \code{is_pre_iteration} could be set for a callback to define a pre-iteration function. #' #' When a callback function has \code{finalize} parameter, its finalizer part will also be run after #' the boosting is completed. #' #' WARNING: side-effects!!! Be aware that these callback functions access and modify things in #' the environment from which they are called from, which is a fairly uncommon thing to do in R. #' #' To write a custom callback closure, make sure you first understand the main concepts about R envoronments. #' Check either R documentation on \code{\link[base]{environment}} or the #' \href{http://adv-r.had.co.nz/Environments.html}{Environments chapter} from the "Advanced R" #' book by Hadley Wickham. Further, the best option is to read the code of some of the existing callbacks - #' choose ones that do something similar to what you want to achieve. Also, you would need to get familiar #' with the objects available inside of the \code{xgb.train} and \code{xgb.cv} internal environments. #' #' @seealso #' \code{\link{cb.print.evaluation}}, #' \code{\link{cb.evaluation.log}}, #' \code{\link{cb.reset.parameters}}, #' \code{\link{cb.early.stop}}, #' \code{\link{cb.save.model}}, #' \code{\link{cb.cv.predict}}, #' \code{\link{xgb.train}}, #' \code{\link{xgb.cv}} #' #' @name callbacks NULL # # Callbacks ------------------------------------------------------------------- # #' Callback closure for printing the result of evaluation #' #' @param period results would be printed every number of periods #' @param showsd whether standard deviations should be printed (when available) #' #' @details #' The callback function prints the result of evaluation at every \code{period} iterations. #' The initial and the last iteration's evaluations are always printed. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst_evaluation} (also \code{bst_evaluation_err} when available), #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.print.evaluation <- function(period = 1, showsd = TRUE) { callback <- function(env = parent.frame()) { if (length(env$bst_evaluation) == 0 || period == 0 || NVL(env$rank, 0) != 0 ) return() i <- env$iteration if ((i-1) %% period == 0 || i == env$begin_iteration || i == env$end_iteration) { stdev <- if (showsd) env$bst_evaluation_err else NULL msg <- format.eval.string(i, env$bst_evaluation, stdev) cat(msg, '\n') } } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.print.evaluation' callback } #' Callback closure for logging the evaluation history #' #' @details #' This callback function appends the current iteration evaluation results \code{bst_evaluation} #' available in the calling parent frame to the \code{evaluation_log} list in a calling frame. #' #' The finalizer callback (called with \code{finalize = TURE} in the end) converts #' the \code{evaluation_log} list into a final data.table. #' #' The iteration evaluation result \code{bst_evaluation} must be a named numeric vector. #' #' Note: in the column names of the final data.table, the dash '-' character is replaced with #' the underscore '_' in order to make the column names more like regular R identifiers. #' #' Callback function expects the following values to be set in its calling frame: #' \code{evaluation_log}, #' \code{bst_evaluation}, #' \code{iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.evaluation.log <- function() { mnames <- NULL init <- function(env) { if (!is.list(env$evaluation_log)) stop("'evaluation_log' has to be a list") mnames <<- names(env$bst_evaluation) if (is.null(mnames) || any(mnames == "")) stop("bst_evaluation must have non-empty names") mnames <<- gsub('-', '_', names(env$bst_evaluation)) if(!is.null(env$bst_evaluation_err)) mnames <<- c(paste0(mnames, '_mean'), paste0(mnames, '_std')) } finalizer <- function(env) { env$evaluation_log <- as.data.table(t(simplify2array(env$evaluation_log))) setnames(env$evaluation_log, c('iter', mnames)) if(!is.null(env$bst_evaluation_err)) { # rearrange col order from _mean,_mean,...,_std,_std,... # to be _mean,_std,_mean,_std,... len <- length(mnames) means <- mnames[seq_len(len/2)] stds <- mnames[(len/2 + 1):len] cnames <- numeric(len) cnames[c(TRUE, FALSE)] <- means cnames[c(FALSE, TRUE)] <- stds env$evaluation_log <- env$evaluation_log[, c('iter', cnames), with = FALSE] } } callback <- function(env = parent.frame(), finalize = FALSE) { if (is.null(mnames)) init(env) if (finalize) return(finalizer(env)) ev <- env$bst_evaluation if(!is.null(env$bst_evaluation_err)) ev <- c(ev, env$bst_evaluation_err) env$evaluation_log <- c(env$evaluation_log, list(c(iter = env$iteration, ev))) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.evaluation.log' callback } #' Callback closure for restetting the booster's parameters at each iteration. #' #' @param new_params a list where each element corresponds to a parameter that needs to be reset. #' Each element's value must be either a vector of values of length \code{nrounds} #' to be set at each iteration, #' or a function of two parameters \code{learning_rates(iteration, nrounds)} #' which returns a new parameter value by using the current iteration number #' and the total number of boosting rounds. #' #' @details #' This is a "pre-iteration" callback function used to reset booster's parameters #' at the beginning of each iteration. #' #' Note that when training is resumed from some previous model, and a function is used to #' reset a parameter value, the \code{nround} argument in this function would be the #' the number of boosting rounds in the current training. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst} or \code{bst_folds}, #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.reset.parameters <- function(new_params) { if (typeof(new_params) != "list") stop("'new_params' must be a list") pnames <- gsub("\\.", "_", names(new_params)) nrounds <- NULL # run some checks in the begining init <- function(env) { nrounds <<- env$end_iteration - env$begin_iteration + 1 if (is.null(env$bst) && is.null(env$bst_folds)) stop("Parent frame has neither 'bst' nor 'bst_folds'") # Some parameters are not allowed to be changed, # since changing them would simply wreck some chaos not_allowed <- pnames %in% c('num_class', 'num_output_group', 'size_leaf_vector', 'updater_seq') if (any(not_allowed)) stop('Parameters ', paste(pnames[not_allowed]), " cannot be changed during boosting.") for (n in pnames) { p <- new_params[[n]] if (is.function(p)) { if (length(formals(p)) != 2) stop("Parameter '", n, "' is a function but not of two arguments") } else if (is.numeric(p) || is.character(p)) { if (length(p) != nrounds) stop("Length of '", n, "' has to be equal to 'nrounds'") } else { stop("Parameter '", n, "' is not a function or a vector") } } } callback <- function(env = parent.frame()) { if (is.null(nrounds)) init(env) i <- env$iteration pars <- lapply(new_params, function(p) { if (is.function(p)) return(p(i, nrounds)) p[i] }) if (!is.null(env$bst)) { xgb.parameters(env$bst$handle) <- pars } else { for (fd in env$bst_folds) xgb.parameters(fd$bst) <- pars } } attr(callback, 'is_pre_iteration') <- TRUE attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.reset.parameters' callback } #' Callback closure to activate the early stopping. #' #' @param stopping_rounds The number of rounds with no improvement in #' the evaluation metric in order to stop the training. #' @param maximize whether to maximize the evaluation metric #' @param metric_name the name of an evaluation column to use as a criteria for early #' stopping. If not set, the last column would be used. #' Let's say the test data in \code{watchlist} was labelled as \code{dtest}, #' and one wants to use the AUC in test data for early stopping regardless of where #' it is in the \code{watchlist}, then one of the following would need to be set: #' \code{metric_name='dtest-auc'} or \code{metric_name='dtest_auc'}. #' All dash '-' characters in metric names are considered equivalent to '_'. #' @param verbose whether to print the early stopping information. #' #' @details #' This callback function determines the condition for early stopping #' by setting the \code{stop_condition = TRUE} flag in its calling frame. #' #' The following additional fields are assigned to the model's R object: #' \itemize{ #' \item \code{best_score} the evaluation score at the best iteration #' \item \code{best_iteration} at which boosting iteration the best score has occurred (1-based index) #' \item \code{best_ntreelimit} to use with the \code{ntreelimit} parameter in \code{predict}. #' It differs from \code{best_iteration} in multiclass or random forest settings. #' } #' #' The Same values are also stored as xgb-attributes: #' \itemize{ #' \item \code{best_iteration} is stored as a 0-based iteration index (for interoperability of binary models) #' \item \code{best_msg} message string is also stored. #' } #' #' At least one data element is required in the evaluation watchlist for early stopping to work. #' #' Callback function expects the following values to be set in its calling frame: #' \code{stop_condition}, #' \code{bst_evaluation}, #' \code{rank}, #' \code{bst} (or \code{bst_folds} and \code{basket}), #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}, #' \code{num_parallel_tree}. #' #' @seealso #' \code{\link{callbacks}}, #' \code{\link{xgb.attr}} #' #' @export cb.early.stop <- function(stopping_rounds, maximize = FALSE, metric_name = NULL, verbose = TRUE) { # state variables best_iteration <- -1 best_ntreelimit <- -1 best_score <- Inf best_msg <- NULL metric_idx <- 1 init <- function(env) { if (length(env$bst_evaluation) == 0) stop("For early stopping, watchlist must have at least one element") eval_names <- gsub('-', '_', names(env$bst_evaluation)) if (!is.null(metric_name)) { metric_idx <<- which(gsub('-', '_', metric_name) == eval_names) if (length(metric_idx) == 0) stop("'metric_name' for early stopping is not one of the following:\n", paste(eval_names, collapse = ' '), '\n') } if (is.null(metric_name) && length(env$bst_evaluation) > 1) { metric_idx <<- length(eval_names) if (verbose) cat('Multiple eval metrics are present. Will use ', eval_names[metric_idx], ' for early stopping.\n', sep = '') } metric_name <<- eval_names[metric_idx] # maximize is usually NULL when not set in xgb.train and built-in metrics if (is.null(maximize)) maximize <<- grepl('(_auc|_map|_ndcg)', metric_name) if (verbose && NVL(env$rank, 0) == 0) cat("Will train until ", metric_name, " hasn't improved in ", stopping_rounds, " rounds.\n\n", sep = '') best_iteration <<- 1 if (maximize) best_score <<- -Inf env$stop_condition <- FALSE if (!is.null(env$bst)) { if (!inherits(env$bst, 'xgb.Booster')) stop("'bst' in the parent frame must be an 'xgb.Booster'") if (!is.null(best_score <- xgb.attr(env$bst$handle, 'best_score'))) { best_score <<- as.numeric(best_score) best_iteration <<- as.numeric(xgb.attr(env$bst$handle, 'best_iteration')) + 1 best_msg <<- as.numeric(xgb.attr(env$bst$handle, 'best_msg')) } else { xgb.attributes(env$bst$handle) <- list(best_iteration = best_iteration - 1, best_score = best_score) } } else if (is.null(env$bst_folds) || is.null(env$basket)) { stop("Parent frame has neither 'bst' nor ('bst_folds' and 'basket')") } } finalizer <- function(env) { if (!is.null(env$bst)) { attr_best_score = as.numeric(xgb.attr(env$bst$handle, 'best_score')) if (best_score != attr_best_score) stop("Inconsistent 'best_score' values between the closure state: ", best_score, " and the xgb.attr: ", attr_best_score) env$bst$best_iteration = best_iteration env$bst$best_ntreelimit = best_ntreelimit env$bst$best_score = best_score } else { env$basket$best_iteration <- best_iteration env$basket$best_ntreelimit <- best_ntreelimit } } callback <- function(env = parent.frame(), finalize = FALSE) { if (best_iteration < 0) init(env) if (finalize) return(finalizer(env)) i <- env$iteration score = env$bst_evaluation[metric_idx] if (( maximize && score > best_score) || (!maximize && score < best_score)) { best_msg <<- format.eval.string(i, env$bst_evaluation, env$bst_evaluation_err) best_score <<- score best_iteration <<- i best_ntreelimit <<- best_iteration * env$num_parallel_tree # save the property to attributes, so they will occur in checkpoint if (!is.null(env$bst)) { xgb.attributes(env$bst) <- list( best_iteration = best_iteration - 1, # convert to 0-based index best_score = best_score, best_msg = best_msg, best_ntreelimit = best_ntreelimit) } } else if (i - best_iteration >= stopping_rounds) { env$stop_condition <- TRUE env$end_iteration <- i if (verbose && NVL(env$rank, 0) == 0) cat("Stopping. Best iteration:\n", best_msg, "\n\n", sep = '') } } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.early.stop' callback } #' Callback closure for saving a model file. #' #' @param save_period save the model to disk after every #' \code{save_period} iterations; 0 means save the model at the end. #' @param save_name the name or path for the saved model file. #' It can contain a \code{\link[base]{sprintf}} formatting specifier #' to include the integer iteration number in the file name. #' E.g., with \code{save_name} = 'xgboost_%04d.model', #' the file saved at iteration 50 would be named "xgboost_0050.model". #' #' @details #' This callback function allows to save an xgb-model file, either periodically after each \code{save_period}'s or at the end. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst}, #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.save.model <- function(save_period = 0, save_name = "xgboost.model") { if (save_period < 0) stop("'save_period' cannot be negative") callback <- function(env = parent.frame()) { if (is.null(env$bst)) stop("'save_model' callback requires the 'bst' booster object in its calling frame") if ((save_period > 0 && (env$iteration - env$begin_iteration) %% save_period == 0) || (save_period == 0 && env$iteration == env$end_iteration)) xgb.save(env$bst, sprintf(save_name, env$iteration)) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.save.model' callback } #' Callback closure for returning cross-validation based predictions. #' #' @param save_models a flag for whether to save the folds' models. #' #' @details #' This callback function saves predictions for all of the test folds, #' and also allows to save the folds' models. #' #' It is a "finalizer" callback and it uses early stopping information whenever it is available, #' thus it must be run after the early stopping callback if the early stopping is used. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst_folds}, #' \code{basket}, #' \code{data}, #' \code{end_iteration}, #' \code{params}, #' \code{num_parallel_tree}, #' \code{num_class}. #' #' @return #' Predictions are returned inside of the \code{pred} element, which is either a vector or a matrix, #' depending on the number of prediction outputs per data row. The order of predictions corresponds #' to the order of rows in the original dataset. Note that when a custom \code{folds} list is #' provided in \code{xgb.cv}, the predictions would only be returned properly when this list is a #' non-overlapping list of k sets of indices, as in a standard k-fold CV. The predictions would not be #' meaningful when user-profided folds have overlapping indices as in, e.g., random sampling splits. #' When some of the indices in the training dataset are not included into user-provided \code{folds}, #' their prediction value would be \code{NA}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.cv.predict <- function(save_models = FALSE) { finalizer <- function(env) { if (is.null(env$basket) || is.null(env$bst_folds)) stop("'cb.cv.predict' callback requires 'basket' and 'bst_folds' lists in its calling frame") N <- nrow(env$data) pred <- if (env$num_class > 1) { matrix(NA_real_, N, env$num_class) } else { rep(NA_real_, N) } ntreelimit <- NVL(env$basket$best_ntreelimit, env$end_iteration * env$num_parallel_tree) if (NVL(env$params[['booster']], '') == 'gblinear') { ntreelimit <- 0 # must be 0 for gblinear } for (fd in env$bst_folds) { pr <- predict(fd$bst, fd$watchlist[[2]], ntreelimit = ntreelimit, reshape = TRUE) if (is.matrix(pred)) { pred[fd$index,] <- pr } else { pred[fd$index] <- pr } } env$basket$pred <- pred if (save_models) { env$basket$models <- lapply(env$bst_folds, function(fd) { xgb.attr(fd$bst, 'niter') <- env$end_iteration - 1 xgb.Booster.complete(xgb.handleToBooster(fd$bst), saveraw = TRUE) }) } } callback <- function(env = parent.frame(), finalize = FALSE) { if (finalize) return(finalizer(env)) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.cv.predict' callback } # # Internal utility functions for callbacks ------------------------------------ # # Format the evaluation metric string format.eval.string <- function(iter, eval_res, eval_err = NULL) { if (length(eval_res) == 0) stop('no evaluation results') enames <- names(eval_res) if (is.null(enames)) stop('evaluation results must have names') iter <- sprintf('[%d]\t', iter) if (!is.null(eval_err)) { if (length(eval_res) != length(eval_err)) stop('eval_res & eval_err lengths mismatch') res <- paste0(sprintf("%s:%f+%f", enames, eval_res, eval_err), collapse = '\t') } else { res <- paste0(sprintf("%s:%f", enames, eval_res), collapse = '\t') } return(paste0(iter, res)) } # Extract callback names from the list of callbacks callback.names <- function(cb_list) { unlist(lapply(cb_list, function(x) attr(x, 'name'))) } # Extract callback calls from the list of callbacks callback.calls <- function(cb_list) { unlist(lapply(cb_list, function(x) attr(x, 'call'))) } # Add a callback cb to the list and make sure that # cb.early.stop and cb.cv.predict are at the end of the list # with cb.cv.predict being the last (when present) add.cb <- function(cb_list, cb) { cb_list <- c(cb_list, cb) names(cb_list) <- callback.names(cb_list) if ('cb.early.stop' %in% names(cb_list)) { cb_list <- c(cb_list, cb_list['cb.early.stop']) # this removes only the first one cb_list['cb.early.stop'] <- NULL } if ('cb.cv.predict' %in% names(cb_list)) { cb_list <- c(cb_list, cb_list['cb.cv.predict']) cb_list['cb.cv.predict'] <- NULL } cb_list } # Sort callbacks list into categories categorize.callbacks <- function(cb_list) { list( pre_iter = Filter(function(x) { pre <- attr(x, 'is_pre_iteration') !is.null(pre) && pre }, cb_list), post_iter = Filter(function(x) { pre <- attr(x, 'is_pre_iteration') is.null(pre) || !pre }, cb_list), finalize = Filter(function(x) { 'finalize' %in% names(formals(x)) }, cb_list) ) } # Check whether all callback functions with names given by 'query_names' are present in the 'cb_list'. has.callbacks <- function(cb_list, query_names) { if (length(cb_list) < length(query_names)) return(FALSE) if (!is.list(cb_list) || any(sapply(cb_list, class) != 'function')) { stop('`cb_list` must be a list of callback functions') } cb_names <- callback.names(cb_list) if (!is.character(cb_names) || length(cb_names) != length(cb_list) || any(cb_names == "")) { stop('All callbacks in the `cb_list` must have a non-empty `name` attribute') } if (!is.character(query_names) || length(query_names) == 0 || any(query_names == "")) { stop('query_names must be a non-empty vector of non-empty character names') } return(all(query_names %in% cb_names)) }