630 lines
20 KiB
R
630 lines
20 KiB
R
#' Construct xgb.DMatrix object
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#'
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#' Construct xgb.DMatrix object from either a dense matrix, a sparse matrix, or a local file.
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#' Supported input file formats are either a LIBSVM text file or a binary file that was created previously by
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#' \code{\link{xgb.DMatrix.save}}).
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#'
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#' @param data a \code{matrix} object (either numeric or integer), a \code{dgCMatrix} object,
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#' a \code{dgRMatrix} object,
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#' a \code{dsparseVector} object (only when making predictions from a fitted model, will be
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#' interpreted as a row vector), or a character string representing a filename.
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#' @param label Label of the training data.
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#' @param weight Weight for each instance.
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#'
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#' Note that, for ranking task, weights are per-group. In ranking task, one weight
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#' is assigned to each group (not each data point). This is because we
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#' only care about the relative ordering of data points within each group,
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#' so it doesn't make sense to assign weights to individual data points.
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#' @param base_margin Base margin used for boosting from existing model.
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#'
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#' In the case of multi-output models, one can also pass multi-dimensional base_margin.
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#' @param missing a float value to represents missing values in data (used only when input is a dense matrix).
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#' It is useful when a 0 or some other extreme value represents missing values in data.
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#' @param silent whether to suppress printing an informational message after loading from a file.
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#' @param feature_names Set names for features. Overrides column names in data
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#' frame and matrix.
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#' @param nthread Number of threads used for creating DMatrix.
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#' @param group Group size for all ranking group.
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#' @param qid Query ID for data samples, used for ranking.
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#' @param label_lower_bound Lower bound for survival training.
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#' @param label_upper_bound Upper bound for survival training.
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#' @param feature_weights Set feature weights for column sampling.
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#' @param enable_categorical Experimental support of specializing for categorical features.
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#'
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#' If passing 'TRUE' and 'data' is a data frame,
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#' columns of categorical types will automatically
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#' be set to be of categorical type (feature_type='c') in the resulting DMatrix.
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#'
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#' If passing 'FALSE' and 'data' is a data frame with categorical columns,
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#' it will result in an error being thrown.
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#'
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#' If 'data' is not a data frame, this argument is ignored.
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#'
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#' JSON/UBJSON serialization format is required for this.
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#'
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#' @details
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#' Note that DMatrix objects are not serializable through R functions such as \code{saveRDS} or \code{save}.
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#' If a DMatrix gets serialized and then de-serialized (for example, when saving data in an R session or caching
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#' chunks in an Rmd file), the resulting object will not be usable anymore and will need to be reconstructed
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#' from the original source of data.
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#' ## Keep the number of threads to 1 for examples
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#' nthread <- 1
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#' data.table::setDTthreads(nthread)
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#' dtrain <- with(
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#' agaricus.train, xgb.DMatrix(data, label = label, nthread = nthread)
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#' )
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#' xgb.DMatrix.save(dtrain, 'xgb.DMatrix.data')
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#' dtrain <- xgb.DMatrix('xgb.DMatrix.data')
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#' if (file.exists('xgb.DMatrix.data')) file.remove('xgb.DMatrix.data')
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#' @export
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xgb.DMatrix <- function(
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data,
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label = NULL,
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weight = NULL,
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base_margin = NULL,
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missing = NA,
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silent = FALSE,
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feature_names = colnames(data),
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nthread = NULL,
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group = NULL,
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qid = NULL,
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label_lower_bound = NULL,
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label_upper_bound = NULL,
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feature_weights = NULL,
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enable_categorical = FALSE
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) {
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if (!is.null(group) && !is.null(qid)) {
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stop("Either one of 'group' or 'qid' should be NULL")
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}
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ctypes <- NULL
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if (typeof(data) == "character") {
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if (length(data) > 1) {
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stop(
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"'data' has class 'character' and length ", length(data),
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".\n 'data' accepts either a numeric matrix or a single filename."
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)
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}
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data <- path.expand(data)
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handle <- .Call(XGDMatrixCreateFromFile_R, data, as.integer(silent))
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} else if (is.matrix(data)) {
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handle <- .Call(
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XGDMatrixCreateFromMat_R, data, missing, as.integer(NVL(nthread, -1))
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)
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} else if (inherits(data, "dgCMatrix")) {
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handle <- .Call(
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XGDMatrixCreateFromCSC_R,
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data@p,
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data@i,
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data@x,
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nrow(data),
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missing,
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as.integer(NVL(nthread, -1))
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)
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} else if (inherits(data, "dgRMatrix")) {
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handle <- .Call(
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XGDMatrixCreateFromCSR_R,
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data@p,
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data@j,
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data@x,
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ncol(data),
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missing,
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as.integer(NVL(nthread, -1))
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)
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} else if (inherits(data, "dsparseVector")) {
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indptr <- c(0L, as.integer(length(data@i)))
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ind <- as.integer(data@i) - 1L
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handle <- .Call(
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XGDMatrixCreateFromCSR_R,
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indptr,
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ind,
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data@x,
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length(data),
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missing,
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as.integer(NVL(nthread, -1))
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)
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} else if (is.data.frame(data)) {
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ctypes <- sapply(data, function(x) {
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if (is.factor(x)) {
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if (!enable_categorical) {
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stop(
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"When factor type is used, the parameter `enable_categorical`",
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" must be set to TRUE."
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)
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}
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"c"
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} else if (is.integer(x)) {
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"int"
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} else if (is.logical(x)) {
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"i"
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} else {
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if (!is.numeric(x)) {
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stop("Invalid type in dataframe.")
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}
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"float"
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}
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})
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## as.data.frame somehow converts integer/logical into real.
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data <- as.data.frame(sapply(data, function(x) {
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if (is.factor(x)) {
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## XGBoost uses 0-based indexing.
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as.numeric(x) - 1
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} else {
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x
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}
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}))
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handle <- .Call(
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XGDMatrixCreateFromDF_R, data, missing, as.integer(NVL(nthread, -1))
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)
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} else {
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stop("xgb.DMatrix does not support construction from ", typeof(data))
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}
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dmat <- handle
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attributes(dmat) <- list(
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class = "xgb.DMatrix",
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fields = new.env()
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)
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if (!is.null(label)) {
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setinfo(dmat, "label", label)
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}
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if (!is.null(weight)) {
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setinfo(dmat, "weight", weight)
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}
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if (!is.null(base_margin)) {
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setinfo(dmat, "base_margin", base_margin)
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}
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if (!is.null(feature_names)) {
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setinfo(dmat, "feature_name", feature_names)
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}
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if (!is.null(group)) {
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setinfo(dmat, "group", group)
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}
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if (!is.null(qid)) {
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setinfo(dmat, "qid", qid)
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}
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if (!is.null(label_lower_bound)) {
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setinfo(dmat, "label_lower_bound", label_lower_bound)
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}
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if (!is.null(label_upper_bound)) {
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setinfo(dmat, "label_upper_bound", label_upper_bound)
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}
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if (!is.null(feature_weights)) {
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setinfo(dmat, "feature_weights", feature_weights)
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}
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if (!is.null(ctypes)) {
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setinfo(dmat, "feature_type", ctypes)
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}
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return(dmat)
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}
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#' @title Check whether DMatrix object has a field
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#' @description Checks whether an xgb.DMatrix object has a given field assigned to
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#' it, such as weights, labels, etc.
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#' @param object The DMatrix object to check for the given \code{info} field.
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#' @param info The field to check for presence or absence in \code{object}.
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#' @seealso \link{xgb.DMatrix}, \link{getinfo.xgb.DMatrix}, \link{setinfo.xgb.DMatrix}
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#' @examples
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#' library(xgboost)
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#' x <- matrix(1:10, nrow = 5)
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#' dm <- xgb.DMatrix(x, nthread = 1)
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#'
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#' # 'dm' so far doesn't have any fields set
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#' xgb.DMatrix.hasinfo(dm, "label")
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#'
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#' # Fields can be added after construction
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#' setinfo(dm, "label", 1:5)
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#' xgb.DMatrix.hasinfo(dm, "label")
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#' @export
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xgb.DMatrix.hasinfo <- function(object, info) {
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if (!inherits(object, "xgb.DMatrix")) {
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stop("Object is not an 'xgb.DMatrix'.")
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}
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if (.Call(XGCheckNullPtr_R, object)) {
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warning("xgb.DMatrix object is invalid. Must be constructed again.")
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return(FALSE)
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}
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return(NVL(attr(object, "fields")[[info]], FALSE))
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}
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# get dmatrix from data, label
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# internal helper method
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xgb.get.DMatrix <- function(data, label, missing, weight, nthread) {
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if (inherits(data, "dgCMatrix") || is.matrix(data)) {
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if (is.null(label)) {
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stop("label must be provided when data is a matrix")
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}
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dtrain <- xgb.DMatrix(data, label = label, missing = missing, nthread = nthread)
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if (!is.null(weight)) {
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setinfo(dtrain, "weight", weight)
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}
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} else {
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if (!is.null(label)) {
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warning("xgboost: label will be ignored.")
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}
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if (is.character(data)) {
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data <- path.expand(data)
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dtrain <- xgb.DMatrix(data[1])
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} else if (inherits(data, "xgb.DMatrix")) {
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dtrain <- data
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} else if (inherits(data, "data.frame")) {
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stop("xgboost doesn't support data.frame as input. Convert it to matrix first.")
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} else {
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stop("xgboost: invalid input data")
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}
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}
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return(dtrain)
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}
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#' Dimensions of xgb.DMatrix
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#'
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#' Returns a vector of numbers of rows and of columns in an \code{xgb.DMatrix}.
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#' @param x Object of class \code{xgb.DMatrix}
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#'
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#' @details
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#' Note: since \code{nrow} and \code{ncol} internally use \code{dim}, they can also
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#' be directly used with an \code{xgb.DMatrix} object.
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#' train <- agaricus.train
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#' dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
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#'
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#' stopifnot(nrow(dtrain) == nrow(train$data))
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#' stopifnot(ncol(dtrain) == ncol(train$data))
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#' stopifnot(all(dim(dtrain) == dim(train$data)))
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#'
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#' @export
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dim.xgb.DMatrix <- function(x) {
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c(.Call(XGDMatrixNumRow_R, x), .Call(XGDMatrixNumCol_R, x))
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}
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#' Handling of column names of \code{xgb.DMatrix}
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#'
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#' Only column names are supported for \code{xgb.DMatrix}, thus setting of
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#' row names would have no effect and returned row names would be NULL.
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#'
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#' @param x object of class \code{xgb.DMatrix}
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#' @param value a list of two elements: the first one is ignored
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#' and the second one is column names
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#'
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#' @details
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#' Generic \code{dimnames} methods are used by \code{colnames}.
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#' Since row names are irrelevant, it is recommended to use \code{colnames} directly.
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#' train <- agaricus.train
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#' dtrain <- xgb.DMatrix(train$data, label=train$label, nthread = 2)
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#' dimnames(dtrain)
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#' colnames(dtrain)
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#' colnames(dtrain) <- make.names(1:ncol(train$data))
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#' print(dtrain, verbose=TRUE)
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#'
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#' @rdname dimnames.xgb.DMatrix
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#' @export
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dimnames.xgb.DMatrix <- function(x) {
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fn <- getinfo(x, "feature_name")
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## row names is null.
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list(NULL, fn)
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}
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#' @rdname dimnames.xgb.DMatrix
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#' @export
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`dimnames<-.xgb.DMatrix` <- function(x, value) {
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if (!is.list(value) || length(value) != 2L)
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stop("invalid 'dimnames' given: must be a list of two elements")
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if (!is.null(value[[1L]]))
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stop("xgb.DMatrix does not have rownames")
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if (is.null(value[[2]])) {
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setinfo(x, "feature_name", NULL)
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return(x)
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}
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if (ncol(x) != length(value[[2]])) {
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stop("can't assign ", length(value[[2]]), " colnames to a ", ncol(x), " column xgb.DMatrix")
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}
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setinfo(x, "feature_name", value[[2]])
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x
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}
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#' Get information of an xgb.DMatrix object
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#'
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#' Get information of an xgb.DMatrix object
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#' @param object Object of class \code{xgb.DMatrix}
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#' @param name the name of the information field to get (see details)
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#'
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#' @details
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#' The \code{name} field can be one of the following:
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#'
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#' \itemize{
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#' \item \code{label}
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#' \item \code{weight}
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#' \item \code{base_margin}
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#' \item \code{label_lower_bound}
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#' \item \code{label_upper_bound}
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#' \item \code{group}
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#' \item \code{feature_type}
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#' \item \code{feature_name}
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#' \item \code{nrow}
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#' }
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#' See the documentation for \link{xgb.DMatrix} for more information about these fields.
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#'
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#' Note that, while 'qid' cannot be retrieved, it's possible to get the equivalent 'group'
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#' for a DMatrix that had 'qid' assigned.
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
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#'
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#' labels <- getinfo(dtrain, 'label')
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#' setinfo(dtrain, 'label', 1-labels)
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#'
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#' labels2 <- getinfo(dtrain, 'label')
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#' stopifnot(all(labels2 == 1-labels))
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#' @rdname getinfo
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#' @export
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getinfo <- function(object, name) UseMethod("getinfo")
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#' @rdname getinfo
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#' @export
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getinfo.xgb.DMatrix <- function(object, name) {
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allowed_int_fields <- 'group'
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allowed_float_fields <- c(
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'label', 'weight', 'base_margin',
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'label_lower_bound', 'label_upper_bound'
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)
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allowed_str_fields <- c("feature_type", "feature_name")
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allowed_fields <- c(allowed_float_fields, allowed_int_fields, allowed_str_fields, 'nrow')
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if (typeof(name) != "character" ||
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length(name) != 1 ||
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!name %in% allowed_fields) {
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stop("getinfo: name must be one of the following\n",
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paste(paste0("'", allowed_fields, "'"), collapse = ", "))
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}
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if (name == "nrow") {
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ret <- nrow(object)
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} else if (name %in% allowed_str_fields) {
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ret <- .Call(XGDMatrixGetStrFeatureInfo_R, object, name)
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} else if (name %in% allowed_float_fields) {
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ret <- .Call(XGDMatrixGetFloatInfo_R, object, name)
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if (length(ret) > nrow(object)) {
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ret <- matrix(ret, nrow = nrow(object), byrow = TRUE)
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}
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} else if (name %in% allowed_int_fields) {
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if (name == "group") {
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name <- "group_ptr"
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}
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ret <- .Call(XGDMatrixGetUIntInfo_R, object, name)
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if (length(ret) > nrow(object)) {
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ret <- matrix(ret, nrow = nrow(object), byrow = TRUE)
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}
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}
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if (length(ret) == 0) return(NULL)
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return(ret)
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}
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#' Set information of an xgb.DMatrix object
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#'
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#' Set information of an xgb.DMatrix object
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#'
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#' @param object Object of class "xgb.DMatrix"
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#' @param name the name of the field to get
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#' @param info the specific field of information to set
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#'
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#' @details
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#' See the documentation for \link{xgb.DMatrix} for possible fields that can be set
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#' (which correspond to arguments in that function).
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#'
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#' Note that the following fields are allowed in the construction of an \code{xgb.DMatrix}
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#' but \bold{aren't} allowed here:\itemize{
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#' \item data
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#' \item missing
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#' \item silent
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#' \item nthread
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#' }
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#'
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#' @examples
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#' data(agaricus.train, package='xgboost')
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#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
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#'
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#' labels <- getinfo(dtrain, 'label')
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#' setinfo(dtrain, 'label', 1-labels)
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#' labels2 <- getinfo(dtrain, 'label')
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#' stopifnot(all.equal(labels2, 1-labels))
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#' @rdname setinfo
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#' @export
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setinfo <- function(object, name, info) UseMethod("setinfo")
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#' @rdname setinfo
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#' @export
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setinfo.xgb.DMatrix <- function(object, name, info) {
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.internal.setinfo.xgb.DMatrix(object, name, info)
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attr(object, "fields")[[name]] <- TRUE
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return(TRUE)
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}
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.internal.setinfo.xgb.DMatrix <- function(object, name, info) {
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if (name == "label") {
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if (NROW(info) != nrow(object))
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stop("The length of labels must equal to the number of rows in the input data")
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.Call(XGDMatrixSetInfo_R, object, name, info)
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return(TRUE)
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}
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if (name == "label_lower_bound") {
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if (NROW(info) != nrow(object))
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stop("The length of lower-bound labels must equal to the number of rows in the input data")
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.Call(XGDMatrixSetInfo_R, object, name, info)
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return(TRUE)
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}
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if (name == "label_upper_bound") {
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if (NROW(info) != nrow(object))
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stop("The length of upper-bound labels must equal to the number of rows in the input data")
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.Call(XGDMatrixSetInfo_R, object, name, info)
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return(TRUE)
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|
}
|
|
if (name == "weight") {
|
|
.Call(XGDMatrixSetInfo_R, object, name, info)
|
|
return(TRUE)
|
|
}
|
|
if (name == "base_margin") {
|
|
.Call(XGDMatrixSetInfo_R, object, name, info)
|
|
return(TRUE)
|
|
}
|
|
if (name == "group") {
|
|
if (sum(info) != nrow(object))
|
|
stop("The sum of groups must equal to the number of rows in the input data")
|
|
.Call(XGDMatrixSetInfo_R, object, name, info)
|
|
return(TRUE)
|
|
}
|
|
if (name == "qid") {
|
|
if (NROW(info) != nrow(object))
|
|
stop("The length of qid assignments must equal to the number of rows in the input data")
|
|
.Call(XGDMatrixSetInfo_R, object, name, info)
|
|
return(TRUE)
|
|
}
|
|
if (name == "feature_weights") {
|
|
if (NROW(info) != ncol(object)) {
|
|
stop("The number of feature weights must equal to the number of columns in the input data")
|
|
}
|
|
.Call(XGDMatrixSetInfo_R, object, name, info)
|
|
return(TRUE)
|
|
}
|
|
|
|
set_feat_info <- function(name) {
|
|
msg <- sprintf(
|
|
"The number of %s must equal to the number of columns in the input data. %s vs. %s",
|
|
name,
|
|
length(info),
|
|
ncol(object)
|
|
)
|
|
if (!is.null(info)) {
|
|
info <- as.list(info)
|
|
if (length(info) != ncol(object)) {
|
|
stop(msg)
|
|
}
|
|
}
|
|
.Call(XGDMatrixSetStrFeatureInfo_R, object, name, info)
|
|
}
|
|
if (name == "feature_name") {
|
|
set_feat_info("feature_name")
|
|
return(TRUE)
|
|
}
|
|
if (name == "feature_type") {
|
|
set_feat_info("feature_type")
|
|
return(TRUE)
|
|
}
|
|
stop("setinfo: unknown info name ", name)
|
|
}
|
|
|
|
|
|
#' Get a new DMatrix containing the specified rows of
|
|
#' original xgb.DMatrix object
|
|
#'
|
|
#' Get a new DMatrix containing the specified rows of
|
|
#' original xgb.DMatrix object
|
|
#'
|
|
#' @param object Object of class "xgb.DMatrix"
|
|
#' @param idxset a integer vector of indices of rows needed
|
|
#' @param colset currently not used (columns subsetting is not available)
|
|
#'
|
|
#' @examples
|
|
#' data(agaricus.train, package='xgboost')
|
|
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
|
|
#'
|
|
#' dsub <- slice(dtrain, 1:42)
|
|
#' labels1 <- getinfo(dsub, 'label')
|
|
#' dsub <- dtrain[1:42, ]
|
|
#' labels2 <- getinfo(dsub, 'label')
|
|
#' all.equal(labels1, labels2)
|
|
#'
|
|
#' @rdname slice.xgb.DMatrix
|
|
#' @export
|
|
slice <- function(object, idxset) UseMethod("slice")
|
|
|
|
#' @rdname slice.xgb.DMatrix
|
|
#' @export
|
|
slice.xgb.DMatrix <- function(object, idxset) {
|
|
if (!inherits(object, "xgb.DMatrix")) {
|
|
stop("object must be xgb.DMatrix")
|
|
}
|
|
ret <- .Call(XGDMatrixSliceDMatrix_R, object, idxset)
|
|
|
|
attr_list <- attributes(object)
|
|
nr <- nrow(object)
|
|
len <- sapply(attr_list, NROW)
|
|
ind <- which(len == nr)
|
|
if (length(ind) > 0) {
|
|
nms <- names(attr_list)[ind]
|
|
for (i in seq_along(ind)) {
|
|
obj_attr <- attr(object, nms[i])
|
|
if (NCOL(obj_attr) > 1) {
|
|
attr(ret, nms[i]) <- obj_attr[idxset, ]
|
|
} else {
|
|
attr(ret, nms[i]) <- obj_attr[idxset]
|
|
}
|
|
}
|
|
}
|
|
return(structure(ret, class = "xgb.DMatrix"))
|
|
}
|
|
|
|
#' @rdname slice.xgb.DMatrix
|
|
#' @export
|
|
`[.xgb.DMatrix` <- function(object, idxset, colset = NULL) {
|
|
slice(object, idxset)
|
|
}
|
|
|
|
|
|
#' Print xgb.DMatrix
|
|
#'
|
|
#' Print information about xgb.DMatrix.
|
|
#' Currently it displays dimensions and presence of info-fields and colnames.
|
|
#'
|
|
#' @param x an xgb.DMatrix object
|
|
#' @param verbose whether to print colnames (when present)
|
|
#' @param ... not currently used
|
|
#'
|
|
#' @examples
|
|
#' data(agaricus.train, package='xgboost')
|
|
#' dtrain <- with(agaricus.train, xgb.DMatrix(data, label = label, nthread = 2))
|
|
#'
|
|
#' dtrain
|
|
#' print(dtrain, verbose=TRUE)
|
|
#'
|
|
#' @method print xgb.DMatrix
|
|
#' @export
|
|
print.xgb.DMatrix <- function(x, verbose = FALSE, ...) {
|
|
if (.Call(XGCheckNullPtr_R, x)) {
|
|
cat("INVALID xgb.DMatrix object. Must be constructed anew.\n")
|
|
return(invisible(x))
|
|
}
|
|
cat('xgb.DMatrix dim:', nrow(x), 'x', ncol(x), ' info: ')
|
|
infos <- character(0)
|
|
if (xgb.DMatrix.hasinfo(x, 'label')) infos <- 'label'
|
|
if (xgb.DMatrix.hasinfo(x, 'weight')) infos <- c(infos, 'weight')
|
|
if (xgb.DMatrix.hasinfo(x, 'base_margin')) infos <- c(infos, 'base_margin')
|
|
if (length(infos) == 0) infos <- 'NA'
|
|
cat(infos)
|
|
cnames <- colnames(x)
|
|
cat(' colnames:')
|
|
if (verbose && !is.null(cnames)) {
|
|
cat("\n'")
|
|
cat(cnames, sep = "','")
|
|
cat("'")
|
|
} else {
|
|
if (is.null(cnames)) cat(' no')
|
|
else cat(' yes')
|
|
}
|
|
cat("\n")
|
|
invisible(x)
|
|
}
|