import numpy as np import xgboost as xgb dpath = 'demo/data/' dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train') dtest = xgb.DMatrix(dpath + 'agaricus.txt.test') def test_glm(): 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_custom_objective(): 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) 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