XGBoost4J Java API ================== This tutorial introduces ## Data Interface Like the xgboost python module, xgboost4j use ```DMatrix``` to handle data, libsvm txt format file, sparse matrix in CSR/CSC format, and dense matrix is supported. * To import ```DMatrix``` : ```java import org.dmlc.xgboost4j.DMatrix; ``` * To load libsvm text format file, the usage is like : ```java DMatrix dmat = new DMatrix("train.svm.txt"); ``` * To load sparse matrix in CSR/CSC format is a little complicated, the usage is like : suppose a sparse matrix : 1 0 2 0 4 0 0 3 3 1 2 0 for CSR format ```java long[] rowHeaders = new long[] {0,2,4,7}; float[] data = new float[] {1f,2f,4f,3f,3f,1f,2f}; int[] colIndex = new int[] {0,2,0,3,0,1,2}; DMatrix dmat = new DMatrix(rowHeaders, colIndex, data, DMatrix.SparseType.CSR); ``` for CSC format ```java long[] colHeaders = new long[] {0,3,4,6,7}; float[] data = new float[] {1f,4f,3f,1f,2f,2f,3f}; int[] rowIndex = new int[] {0,1,2,2,0,2,1}; DMatrix dmat = new DMatrix(colHeaders, rowIndex, data, DMatrix.SparseType.CSC); ``` * To load 3*2 dense matrix, the usage is like : suppose a matrix : 1 2 3 4 5 6 ```java float[] data = new float[] {1f,2f,3f,4f,5f,6f}; int nrow = 3; int ncol = 2; float missing = 0.0f; DMatrix dmat = new Matrix(data, nrow, ncol, missing); ``` * To set weight : ```java float[] weights = new float[] {1f,2f,1f}; dmat.setWeight(weights); ``` ## Setting Parameters * in xgboost4j any ```Iterable>``` object could be used as parameters. * to set parameters, for non-multiple value params, you can simply use entrySet of an Map: ```java Map paramMap = new HashMap<>() { { put("eta", 1.0); put("max_depth", 2); put("silent", 1); put("objective", "binary:logistic"); put("eval_metric", "logloss"); } }; Iterable> params = paramMap.entrySet(); ``` * for the situation that multiple values with same param key, List> would be a good choice, e.g. : ```java List> params = new ArrayList>() { { add(new SimpleEntry("eta", 1.0)); add(new SimpleEntry("max_depth", 2.0)); add(new SimpleEntry("silent", 1)); add(new SimpleEntry("objective", "binary:logistic")); } }; ``` ## Training Model With parameters and data, you are able to train a booster model. * Import ```Trainer``` and ```Booster``` : ```java import org.dmlc.xgboost4j.Booster; import org.dmlc.xgboost4j.util.Trainer; ``` * Training ```java DMatrix trainMat = new DMatrix("train.svm.txt"); DMatrix validMat = new DMatrix("valid.svm.txt"); //specifiy a watchList to see the performance //any Iterable> object could be used as watchList List> watchs = new ArrayList<>(); watchs.add(new SimpleEntry<>("train", trainMat)); watchs.add(new SimpleEntry<>("test", testMat)); int round = 2; Booster booster = Trainer.train(params, trainMat, round, watchs, null, null); ``` * Saving model After training, you can save model and dump it out. ```java booster.saveModel("model.bin"); ``` * Dump Model and Feature Map ```java booster.dumpModel("modelInfo.txt", false) //dump with featureMap booster.dumpModel("modelInfo.txt", "featureMap.txt", false) ``` * Load a model ```java Params param = new Params() { { put("silent", 1); put("nthread", 6); } }; Booster booster = new Booster(param, "model.bin"); ``` ## Prediction after training and loading a model, you use it to predict other data, the predict results will be a two-dimension float array (nsample, nclass) ,for predict leaf, it would be (nsample, nclass*ntrees) ```java DMatrix dtest = new DMatrix("test.svm.txt"); //predict float[][] predicts = booster.predict(dtest); //predict leaf float[][] leafPredicts = booster.predict(dtest, 0, true); ```