151882dd26
* Implement multi-target for hist. - Add new hist tree builder. - Move data fetchers for tests. - Dispatch function calls in gbm base on the tree type.
481 lines
19 KiB
Python
481 lines
19 KiB
Python
import json
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import os
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import tempfile
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from contextlib import nullcontext
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from typing import Union
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import pytest
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import xgboost as xgb
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from xgboost import testing as tm
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# We use the dataset for tests.
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pytestmark = pytest.mark.skipif(**tm.no_sklearn())
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class TestCallbacks:
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@classmethod
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def setup_class(cls):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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cls.X = X
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cls.y = y
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split = int(X.shape[0]*0.8)
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cls.X_train = X[: split, ...]
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cls.y_train = y[: split, ...]
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cls.X_valid = X[split:, ...]
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cls.y_valid = y[split:, ...]
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def run_evaluation_monitor(
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self,
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D_train: xgb.DMatrix,
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D_valid: xgb.DMatrix,
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rounds: int,
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verbose_eval: Union[bool, int]
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):
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def check_output(output: str) -> None:
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if int(verbose_eval) == 1:
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# Should print each iteration info
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assert len(output.split('\n')) == rounds
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elif int(verbose_eval) > rounds:
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# Should print first and latest iteration info
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assert len(output.split('\n')) == 2
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else:
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# Should print info by each period additionaly to first and latest
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# iteration
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num_periods = rounds // int(verbose_eval)
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# Extra information is required for latest iteration
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is_extra_info_required = num_periods * int(verbose_eval) < (rounds - 1)
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assert len(output.split('\n')) == (
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1 + num_periods + int(is_extra_info_required)
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)
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evals_result: xgb.callback.TrainingCallback.EvalsLog = {}
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params = {'objective': 'binary:logistic', 'eval_metric': 'error'}
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with tm.captured_output() as (out, err):
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xgb.train(
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params, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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num_boost_round=rounds,
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evals_result=evals_result,
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verbose_eval=verbose_eval,
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)
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output: str = out.getvalue().strip()
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check_output(output)
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with tm.captured_output() as (out, err):
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xgb.cv(params, D_train, num_boost_round=rounds, verbose_eval=verbose_eval)
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output = out.getvalue().strip()
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check_output(output)
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def test_evaluation_monitor(self):
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D_train = xgb.DMatrix(self.X_train, self.y_train)
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D_valid = xgb.DMatrix(self.X_valid, self.y_valid)
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evals_result = {}
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rounds = 10
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xgb.train({'objective': 'binary:logistic',
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'eval_metric': 'error'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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num_boost_round=rounds,
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evals_result=evals_result,
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verbose_eval=True)
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assert len(evals_result['Train']['error']) == rounds
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assert len(evals_result['Valid']['error']) == rounds
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self.run_evaluation_monitor(D_train, D_valid, rounds, True)
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self.run_evaluation_monitor(D_train, D_valid, rounds, 2)
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self.run_evaluation_monitor(D_train, D_valid, rounds, 4)
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self.run_evaluation_monitor(D_train, D_valid, rounds, rounds + 1)
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def test_early_stopping(self):
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D_train = xgb.DMatrix(self.X_train, self.y_train)
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D_valid = xgb.DMatrix(self.X_valid, self.y_valid)
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evals_result = {}
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rounds = 30
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early_stopping_rounds = 5
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booster = xgb.train({'objective': 'binary:logistic',
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'eval_metric': 'error'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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num_boost_round=rounds,
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evals_result=evals_result,
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verbose_eval=True,
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early_stopping_rounds=early_stopping_rounds)
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dump = booster.get_dump(dump_format='json')
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assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
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# No early stopping, best_iteration should be set to last epoch
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booster = xgb.train({'objective': 'binary:logistic',
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'eval_metric': 'error'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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num_boost_round=10,
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evals_result=evals_result,
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verbose_eval=True)
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assert booster.num_boosted_rounds() - 1 == booster.best_iteration
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def test_early_stopping_custom_eval(self):
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D_train = xgb.DMatrix(self.X_train, self.y_train)
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D_valid = xgb.DMatrix(self.X_valid, self.y_valid)
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early_stopping_rounds = 5
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booster = xgb.train({'objective': 'binary:logistic',
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'eval_metric': 'error',
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'tree_method': 'hist'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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feval=tm.eval_error_metric,
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num_boost_round=1000,
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early_stopping_rounds=early_stopping_rounds,
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verbose_eval=False)
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dump = booster.get_dump(dump_format='json')
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assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
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def test_early_stopping_customize(self):
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D_train = xgb.DMatrix(self.X_train, self.y_train)
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D_valid = xgb.DMatrix(self.X_valid, self.y_valid)
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early_stopping_rounds = 5
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds,
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metric_name='CustomErr',
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data_name='Train')
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# Specify which dataset and which metric should be used for early stopping.
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booster = xgb.train(
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{'objective': 'binary:logistic',
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'eval_metric': ['error', 'rmse'],
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'tree_method': 'hist'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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feval=tm.eval_error_metric,
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num_boost_round=1000,
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callbacks=[early_stop],
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verbose_eval=False)
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dump = booster.get_dump(dump_format='json')
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assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
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assert len(early_stop.stopping_history['Train']['CustomErr']) == len(dump)
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rounds = 100
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early_stop = xgb.callback.EarlyStopping(
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rounds=early_stopping_rounds,
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metric_name='CustomErr',
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data_name='Train',
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min_delta=100,
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save_best=True,
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)
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booster = xgb.train(
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{
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'objective': 'binary:logistic',
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'eval_metric': ['error', 'rmse'],
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'tree_method': 'hist'
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},
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D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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feval=tm.eval_error_metric,
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num_boost_round=rounds,
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callbacks=[early_stop],
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verbose_eval=False
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)
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# No iteration can be made with min_delta == 100
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assert booster.best_iteration == 0
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assert booster.num_boosted_rounds() == 1
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def test_early_stopping_skl(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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early_stopping_rounds = 5
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cls = xgb.XGBClassifier(
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early_stopping_rounds=early_stopping_rounds, eval_metric='error'
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)
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cls.fit(X, y, eval_set=[(X, y)])
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booster = cls.get_booster()
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dump = booster.get_dump(dump_format='json')
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assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
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def test_early_stopping_custom_eval_skl(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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early_stopping_rounds = 5
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds)
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cls = xgb.XGBClassifier(
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eval_metric=tm.eval_error_metric_skl, callbacks=[early_stop]
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)
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cls.fit(X, y, eval_set=[(X, y)])
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booster = cls.get_booster()
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dump = booster.get_dump(dump_format='json')
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assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
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def test_early_stopping_save_best_model(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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n_estimators = 100
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early_stopping_rounds = 5
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds,
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save_best=True)
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cls = xgb.XGBClassifier(
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n_estimators=n_estimators,
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eval_metric=tm.eval_error_metric_skl,
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callbacks=[early_stop]
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)
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cls.fit(X, y, eval_set=[(X, y)])
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booster = cls.get_booster()
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dump = booster.get_dump(dump_format='json')
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assert len(dump) == booster.best_iteration + 1
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds,
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save_best=True)
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cls = xgb.XGBClassifier(
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booster='gblinear', n_estimators=10, eval_metric=tm.eval_error_metric_skl
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)
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with pytest.raises(ValueError):
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cls.fit(X, y, eval_set=[(X, y)], callbacks=[early_stop])
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# No error
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds,
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save_best=False)
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xgb.XGBClassifier(
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booster='gblinear', n_estimators=10, eval_metric=tm.eval_error_metric_skl
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).fit(X, y, eval_set=[(X, y)], callbacks=[early_stop])
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def test_early_stopping_continuation(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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cls = xgb.XGBClassifier(eval_metric=tm.eval_error_metric_skl)
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early_stopping_rounds = 5
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early_stop = xgb.callback.EarlyStopping(
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rounds=early_stopping_rounds, save_best=True
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)
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with pytest.warns(UserWarning):
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cls.fit(X, y, eval_set=[(X, y)], callbacks=[early_stop])
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booster = cls.get_booster()
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assert booster.num_boosted_rounds() == booster.best_iteration + 1
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with tempfile.TemporaryDirectory() as tmpdir:
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path = os.path.join(tmpdir, 'model.json')
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cls.save_model(path)
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cls = xgb.XGBClassifier()
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cls.load_model(path)
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assert cls._Booster is not None
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early_stopping_rounds = 3
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cls.set_params(eval_metric=tm.eval_error_metric_skl)
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cls.fit(X, y, eval_set=[(X, y)], early_stopping_rounds=early_stopping_rounds)
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booster = cls.get_booster()
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assert booster.num_boosted_rounds() == \
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booster.best_iteration + early_stopping_rounds + 1
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def test_deprecated(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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early_stopping_rounds = 5
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early_stop = xgb.callback.EarlyStopping(
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rounds=early_stopping_rounds, save_best=True
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)
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clf = xgb.XGBClassifier(
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eval_metric=tm.eval_error_metric_skl, callbacks=[early_stop]
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)
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with pytest.raises(ValueError, match=r".*set_params.*"):
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clf.fit(X, y, eval_set=[(X, y)], callbacks=[early_stop])
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def run_eta_decay(self, tree_method):
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"""Test learning rate scheduler, used by both CPU and GPU tests."""
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scheduler = xgb.callback.LearningRateScheduler
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dpath = tm.data_dir(__file__)
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dtrain = xgb.DMatrix(os.path.join(dpath, "agaricus.txt.train"))
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dtest = xgb.DMatrix(os.path.join(dpath, "agaricus.txt.test"))
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watchlist = [(dtest, 'eval'), (dtrain, 'train')]
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num_round = 4
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warning_check = nullcontext()
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# learning_rates as a list
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# init eta with 0 to check whether learning_rates work
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param = {'max_depth': 2, 'eta': 0, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': 'error',
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'tree_method': tree_method}
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evals_result = {}
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with warning_check:
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bst = xgb.train(param, dtrain, num_round, watchlist,
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callbacks=[scheduler([
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0.8, 0.7, 0.6, 0.5
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])],
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evals_result=evals_result)
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eval_errors_0 = list(map(float, evals_result['eval']['error']))
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assert isinstance(bst, xgb.core.Booster)
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# validation error should decrease, if eta > 0
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assert eval_errors_0[0] > eval_errors_0[-1]
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# init learning_rate with 0 to check whether learning_rates work
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param = {'max_depth': 2, 'learning_rate': 0, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': 'error',
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'tree_method': tree_method}
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evals_result = {}
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with warning_check:
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bst = xgb.train(param, dtrain, num_round, watchlist,
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callbacks=[scheduler(
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[0.8, 0.7, 0.6, 0.5])],
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evals_result=evals_result)
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eval_errors_1 = list(map(float, evals_result['eval']['error']))
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assert isinstance(bst, xgb.core.Booster)
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# validation error should decrease, if learning_rate > 0
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assert eval_errors_1[0] > eval_errors_1[-1]
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# check if learning_rates override default value of eta/learning_rate
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param = {
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'max_depth': 2, 'verbosity': 0, 'objective': 'binary:logistic',
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'eval_metric': 'error', 'tree_method': tree_method
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}
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evals_result = {}
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with warning_check:
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bst = xgb.train(param, dtrain, num_round, watchlist,
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callbacks=[scheduler(
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[0, 0, 0, 0]
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)],
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evals_result=evals_result)
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eval_errors_2 = list(map(float, evals_result['eval']['error']))
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assert isinstance(bst, xgb.core.Booster)
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# validation error should not decrease, if eta/learning_rate = 0
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assert eval_errors_2[0] == eval_errors_2[-1]
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# learning_rates as a customized decay function
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def eta_decay(ithround, num_boost_round=num_round):
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return num_boost_round / (ithround + 1)
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evals_result = {}
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with warning_check:
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bst = xgb.train(param, dtrain, num_round, watchlist,
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callbacks=[
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scheduler(eta_decay)
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],
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evals_result=evals_result)
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eval_errors_3 = list(map(float, evals_result['eval']['error']))
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assert isinstance(bst, xgb.core.Booster)
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assert eval_errors_3[0] == eval_errors_2[0]
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for i in range(1, len(eval_errors_0)):
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assert eval_errors_3[i] != eval_errors_2[i]
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with warning_check:
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xgb.cv(param, dtrain, num_round, callbacks=[scheduler(eta_decay)])
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def run_eta_decay_leaf_output(self, tree_method: str, objective: str) -> None:
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# check decay has effect on leaf output.
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num_round = 4
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scheduler = xgb.callback.LearningRateScheduler
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dpath = tm.data_dir(__file__)
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dtrain = xgb.DMatrix(os.path.join(dpath, "agaricus.txt.train"))
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dtest = xgb.DMatrix(os.path.join(dpath, "agaricus.txt.test"))
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watchlist = [(dtest, 'eval'), (dtrain, 'train')]
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param = {
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"max_depth": 2,
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"objective": objective,
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"eval_metric": "error",
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"tree_method": tree_method,
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}
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if objective == "reg:quantileerror":
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param["quantile_alpha"] = 0.3
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def eta_decay_0(i):
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return num_round / (i + 1)
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bst0 = xgb.train(
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param,
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dtrain,
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num_round,
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watchlist,
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callbacks=[scheduler(eta_decay_0)],
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)
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def eta_decay_1(i: int) -> float:
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if i > 1:
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return 5.0
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return num_round / (i + 1)
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bst1 = xgb.train(
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param,
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dtrain,
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num_round,
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watchlist,
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callbacks=[scheduler(eta_decay_1)],
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)
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bst_json0 = bst0.save_raw(raw_format="json")
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bst_json1 = bst1.save_raw(raw_format="json")
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j0 = json.loads(bst_json0)
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j1 = json.loads(bst_json1)
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tree_2th_0 = j0["learner"]["gradient_booster"]["model"]["trees"][2]
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tree_2th_1 = j1["learner"]["gradient_booster"]["model"]["trees"][2]
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assert tree_2th_0["base_weights"] == tree_2th_1["base_weights"]
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assert tree_2th_0["split_conditions"] == tree_2th_1["split_conditions"]
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tree_3th_0 = j0["learner"]["gradient_booster"]["model"]["trees"][3]
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tree_3th_1 = j1["learner"]["gradient_booster"]["model"]["trees"][3]
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assert tree_3th_0["base_weights"] != tree_3th_1["base_weights"]
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assert tree_3th_0["split_conditions"] != tree_3th_1["split_conditions"]
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@pytest.mark.parametrize("tree_method", ["hist", "approx", "approx"])
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def test_eta_decay(self, tree_method):
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self.run_eta_decay(tree_method)
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@pytest.mark.parametrize(
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"tree_method,objective",
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[
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("hist", "binary:logistic"),
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("hist", "reg:absoluteerror"),
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("hist", "reg:quantileerror"),
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("approx", "binary:logistic"),
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("approx", "reg:absoluteerror"),
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("approx", "reg:quantileerror"),
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],
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)
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def test_eta_decay_leaf_output(self, tree_method: str, objective: str) -> None:
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self.run_eta_decay_leaf_output(tree_method, objective)
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def test_check_point(self):
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from sklearn.datasets import load_breast_cancer
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X, y = load_breast_cancer(return_X_y=True)
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m = xgb.DMatrix(X, y)
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|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
check_point = xgb.callback.TrainingCheckPoint(
|
|
directory=tmpdir, iterations=1, name="model"
|
|
)
|
|
xgb.train(
|
|
{"objective": "binary:logistic"},
|
|
m,
|
|
num_boost_round=10,
|
|
verbose_eval=False,
|
|
callbacks=[check_point],
|
|
)
|
|
for i in range(1, 10):
|
|
assert os.path.exists(os.path.join(tmpdir, "model_" + str(i) + ".json"))
|
|
|
|
check_point = xgb.callback.TrainingCheckPoint(
|
|
directory=tmpdir, iterations=1, as_pickle=True, name="model"
|
|
)
|
|
xgb.train(
|
|
{"objective": "binary:logistic"},
|
|
m,
|
|
num_boost_round=10,
|
|
verbose_eval=False,
|
|
callbacks=[check_point],
|
|
)
|
|
for i in range(1, 10):
|
|
assert os.path.exists(os.path.join(tmpdir, "model_" + str(i) + ".pkl"))
|
|
|
|
def test_callback_list(self):
|
|
X, y = tm.data.get_california_housing()
|
|
m = xgb.DMatrix(X, y)
|
|
callbacks = [xgb.callback.EarlyStopping(rounds=10)]
|
|
for i in range(4):
|
|
xgb.train(
|
|
{"objective": "reg:squarederror", "eval_metric": "rmse"},
|
|
m,
|
|
evals=[(m, "Train")],
|
|
num_boost_round=1,
|
|
verbose_eval=True,
|
|
callbacks=callbacks,
|
|
)
|
|
assert len(callbacks) == 1
|