1ca5698221
Fix the bug report of https://github.com/dmlc/xgboost/issues/4328. I am the beginner of the Git so just try my best to follows the guide, https://xgboost.readthedocs.io/en/latest/contribute.html#r-package. I find there is no `dev` branch, so I pull this fix from my master branch to the original master branch.
54 lines
2.1 KiB
R
54 lines
2.1 KiB
R
require(xgboost)
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require(data.table)
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require(Matrix)
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set.seed(1982)
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# load in the agaricus dataset
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data(agaricus.train, package='xgboost')
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data(agaricus.test, package='xgboost')
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dtrain <- xgb.DMatrix(data = agaricus.train$data, label = agaricus.train$label)
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dtest <- xgb.DMatrix(data = agaricus.test$data, label = agaricus.test$label)
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param <- list(max_depth=2, eta=1, silent=1, objective='binary:logistic')
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nrounds = 4
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# training the model for two rounds
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bst = xgb.train(params = param, data = dtrain, nrounds = nrounds, nthread = 2)
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# Model accuracy without new features
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accuracy.before <- sum((predict(bst, agaricus.test$data) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)
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# by default, we predict using all the trees
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pred_with_leaf = predict(bst, dtest, predleaf = TRUE)
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head(pred_with_leaf)
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create.new.tree.features <- function(model, original.features){
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pred_with_leaf <- predict(model, original.features, predleaf = TRUE)
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cols <- list()
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for(i in 1:model$niter){
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# max is not the real max but it s not important for the purpose of adding features
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leaf.id <- sort(unique(pred_with_leaf[,i]))
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cols[[i]] <- factor(x = pred_with_leaf[,i], level = leaf.id)
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}
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cbind(original.features, sparse.model.matrix( ~ . -1, as.data.frame(cols)))
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}
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# Convert previous features to one hot encoding
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new.features.train <- create.new.tree.features(bst, agaricus.train$data)
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new.features.test <- create.new.tree.features(bst, agaricus.test$data)
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colnames(new.features.test) <- colnames(new.features.train)
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# learning with new features
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new.dtrain <- xgb.DMatrix(data = new.features.train, label = agaricus.train$label)
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new.dtest <- xgb.DMatrix(data = new.features.test, label = agaricus.test$label)
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watchlist <- list(train = new.dtrain)
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bst <- xgb.train(params = param, data = new.dtrain, nrounds = nrounds, nthread = 2)
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# Model accuracy with new features
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accuracy.after <- sum((predict(bst, new.dtest) >= 0.5) == agaricus.test$label) / length(agaricus.test$label)
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# Here the accuracy was already good and is now perfect.
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cat(paste("The accuracy was", accuracy.before, "before adding leaf features and it is now", accuracy.after, "!\n"))
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