xgboost/tests/python/test_dmatrix.py
Jiaming Yuan 8a84be37b8
Pass scikit learn estimator checks for regressor. (#7130)
* Check data shape.
* Check labels.
2021-08-03 18:58:20 +08:00

342 lines
12 KiB
Python

# -*- coding: utf-8 -*-
import os
import tempfile
import numpy as np
import xgboost as xgb
import scipy.sparse
import pytest
from scipy.sparse import rand, csr_matrix
import testing as tm
rng = np.random.RandomState(1)
dpath = 'demo/data/'
rng = np.random.RandomState(1994)
class TestDMatrix:
def test_warn_missing(self):
from xgboost import data
with pytest.warns(UserWarning):
data._warn_unused_missing('uri', 4)
with pytest.warns(None) as record:
data._warn_unused_missing('uri', None)
data._warn_unused_missing('uri', np.nan)
assert len(record) == 0
with pytest.warns(None) as record:
x = rng.randn(10, 10)
y = rng.randn(10)
xgb.DMatrix(x, y, missing=4)
assert len(record) == 0
with pytest.warns(UserWarning):
csr = csr_matrix(x)
xgb.DMatrix(csr.tocsc(), y, missing=4)
def test_dmatrix_numpy_init(self):
data = np.random.randn(5, 5)
dm = xgb.DMatrix(data)
assert dm.num_row() == 5
assert dm.num_col() == 5
data = np.array([[1, 2], [3, 4]])
dm = xgb.DMatrix(data)
assert dm.num_row() == 2
assert dm.num_col() == 2
# 0d array
with pytest.raises(ValueError):
xgb.DMatrix(np.array(1))
# 1d array
with pytest.raises(ValueError):
xgb.DMatrix(np.array([1, 2, 3]))
# 3d array
data = np.random.randn(5, 5, 5)
with pytest.raises(ValueError):
xgb.DMatrix(data)
# object dtype
data = np.array([['a', 'b'], ['c', 'd']])
with pytest.raises(ValueError):
xgb.DMatrix(data)
def test_csr(self):
indptr = np.array([0, 2, 3, 6])
indices = np.array([0, 2, 2, 0, 1, 2])
data = np.array([1, 2, 3, 4, 5, 6])
X = scipy.sparse.csr_matrix((data, indices, indptr), shape=(3, 3))
dtrain = xgb.DMatrix(X)
assert dtrain.num_row() == 3
assert dtrain.num_col() == 3
def test_csc(self):
row = np.array([0, 2, 2, 0, 1, 2])
col = np.array([0, 0, 1, 2, 2, 2])
data = np.array([1, 2, 3, 4, 5, 6])
X = scipy.sparse.csc_matrix((data, (row, col)), shape=(3, 3))
dtrain = xgb.DMatrix(X)
assert dtrain.num_row() == 3
assert dtrain.num_col() == 3
def test_coo(self):
row = np.array([0, 2, 2, 0, 1, 2])
col = np.array([0, 0, 1, 2, 2, 2])
data = np.array([1, 2, 3, 4, 5, 6])
X = scipy.sparse.coo_matrix((data, (row, col)), shape=(3, 3))
dtrain = xgb.DMatrix(X)
assert dtrain.num_row() == 3
assert dtrain.num_col() == 3
def test_np_view(self):
# Sliced Float32 array
y = np.array([12, 34, 56], np.float32)[::2]
from_view = xgb.DMatrix(np.array([[]]), label=y).get_label()
from_array = xgb.DMatrix(np.array([[]]), label=y + 0).get_label()
assert (from_view.shape == from_array.shape)
assert (from_view == from_array).all()
# Sliced UInt array
z = np.array([12, 34, 56], np.uint32)[::2]
dmat = xgb.DMatrix(np.array([[]]))
dmat.set_uint_info('group', z)
from_view = dmat.get_uint_info('group_ptr')
dmat = xgb.DMatrix(np.array([[]]))
dmat.set_uint_info('group', z + 0)
from_array = dmat.get_uint_info('group_ptr')
assert (from_view.shape == from_array.shape)
assert (from_view == from_array).all()
def test_slice(self):
X = rng.randn(100, 100)
y = rng.randint(low=0, high=3, size=100).astype(np.float32)
d = xgb.DMatrix(X, y)
np.testing.assert_equal(d.get_label(), y)
fw = rng.uniform(size=100).astype(np.float32)
d.set_info(feature_weights=fw)
# base margin is per-class in multi-class classifier
base_margin = rng.randn(100, 3).astype(np.float32)
d.set_base_margin(base_margin.flatten())
ridxs = [1, 2, 3, 4, 5, 6]
sliced = d.slice(ridxs)
# Slicing works with label and other meta info fields
np.testing.assert_equal(sliced.get_label(), y[1:7])
np.testing.assert_equal(sliced.get_float_info('feature_weights'), fw)
np.testing.assert_equal(sliced.get_base_margin(), base_margin[1:7, :].flatten())
np.testing.assert_equal(sliced.get_base_margin(), sliced.get_float_info('base_margin'))
# Slicing a DMatrix results into a DMatrix that's equivalent to a DMatrix that's
# constructed from the corresponding NumPy slice
d2 = xgb.DMatrix(X[1:7, :], y[1:7])
d2.set_base_margin(base_margin[1:7, :].flatten())
eval_res = {}
_ = xgb.train(
{'num_class': 3, 'objective': 'multi:softprob',
'eval_metric': 'mlogloss'},
d,
num_boost_round=2, evals=[(d2, 'd2'), (sliced, 'sliced')], evals_result=eval_res)
np.testing.assert_equal(eval_res['d2']['mlogloss'], eval_res['sliced']['mlogloss'])
ridxs_arr = np.array(ridxs)[1:] # handles numpy slice correctly
sliced = d.slice(ridxs_arr)
np.testing.assert_equal(sliced.get_label(), y[2:7])
def test_feature_names_slice(self):
data = np.random.randn(5, 5)
# different length
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=list('abcdef'))
# contains duplicates
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=['a', 'b', 'c', 'd', 'd'])
# contains symbol
with pytest.raises(ValueError):
xgb.DMatrix(data, feature_names=['a', 'b', 'c', 'd', 'e<1'])
dm = xgb.DMatrix(data)
dm.feature_names = list('abcde')
assert dm.feature_names == list('abcde')
assert dm.slice([0, 1]).num_col() == dm.num_col()
assert dm.slice([0, 1]).feature_names == dm.feature_names
dm.feature_types = 'q'
assert dm.feature_types == list('qqqqq')
dm.feature_types = list('qiqiq')
assert dm.feature_types == list('qiqiq')
with pytest.raises(ValueError):
dm.feature_types = list('abcde')
# reset
dm.feature_names = None
assert dm.feature_names is None
assert dm.feature_types is None
def test_feature_names(self):
data = np.random.randn(100, 5)
target = np.array([0, 1] * 50)
cases = [['Feature1', 'Feature2', 'Feature3', 'Feature4', 'Feature5'],
[u'要因1', u'要因2', u'要因3', u'要因4', u'要因5']]
for features in cases:
dm = xgb.DMatrix(data, label=target,
feature_names=features)
assert dm.feature_names == features
assert dm.num_row() == 100
assert dm.num_col() == 5
params = {'objective': 'multi:softprob',
'eval_metric': 'mlogloss',
'eta': 0.3,
'num_class': 3}
bst = xgb.train(params, dm, num_boost_round=10)
scores = bst.get_fscore()
assert list(sorted(k for k in scores)) == features
dummy = np.random.randn(5, 5)
dm = xgb.DMatrix(dummy, feature_names=features)
bst.predict(dm)
# different feature name must raises error
dm = xgb.DMatrix(dummy, feature_names=list('abcde'))
with pytest.raises(ValueError):
bst.predict(dm)
@pytest.mark.skipif(**tm.no_pandas())
def test_save_binary(self):
import pandas as pd
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, 'm.dmatrix')
data = pd.DataFrame({
"a": [0, 1],
"b": [2, 3],
"c": [4, 5]
})
m0 = xgb.DMatrix(data.loc[:, ["a", "b"]], data["c"])
assert m0.feature_names == ['a', 'b']
m0.save_binary(path)
m1 = xgb.DMatrix(path)
assert m0.feature_names == m1.feature_names
assert m0.feature_types == m1.feature_types
def test_get_info(self):
dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
dtrain.get_float_info('label')
dtrain.get_float_info('weight')
dtrain.get_float_info('base_margin')
dtrain.get_uint_info('group_ptr')
def test_qid(self):
rows = 100
cols = 10
X, y = rng.randn(rows, cols), rng.randn(rows)
qid = rng.randint(low=0, high=10, size=rows, dtype=np.uint32)
qid = np.sort(qid)
Xy = xgb.DMatrix(X, y)
Xy.set_info(qid=qid)
group_ptr = Xy.get_uint_info('group_ptr')
assert group_ptr[0] == 0
assert group_ptr[-1] == rows
def test_feature_weights(self):
kRows = 10
kCols = 50
rng = np.random.RandomState(1994)
fw = rng.uniform(size=kCols)
X = rng.randn(kRows, kCols)
m = xgb.DMatrix(X)
m.set_info(feature_weights=fw)
np.testing.assert_allclose(fw, m.get_float_info('feature_weights'))
# Handle empty
m.set_info(feature_weights=np.empty((0, 0)))
assert m.get_float_info('feature_weights').shape[0] == 0
fw -= 1
with pytest.raises(ValueError):
m.set_info(feature_weights=fw)
def test_sparse_dmatrix_csr(self):
nrow = 100
ncol = 1000
x = rand(nrow, ncol, density=0.0005, format='csr', random_state=rng)
assert x.indices.max() < ncol - 1
x.data[:] = 1
dtrain = xgb.DMatrix(x, label=rng.binomial(1, 0.3, nrow))
assert (dtrain.num_row(), dtrain.num_col()) == (nrow, ncol)
watchlist = [(dtrain, 'train')]
param = {'max_depth': 3, 'objective': 'binary:logistic', 'verbosity': 0}
bst = xgb.train(param, dtrain, 5, watchlist)
bst.predict(dtrain)
i32 = csr_matrix((x.data.astype(np.int32), x.indices, x.indptr), shape=x.shape)
f32 = csr_matrix(
(i32.data.astype(np.float32), x.indices, x.indptr), shape=x.shape
)
di32 = xgb.DMatrix(i32)
df32 = xgb.DMatrix(f32)
dense = xgb.DMatrix(f32.toarray(), missing=0)
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, "f32.dmatrix")
df32.save_binary(path)
with open(path, "rb") as fd:
df32_buffer = np.array(fd.read())
path = os.path.join(tmpdir, "f32.dmatrix")
di32.save_binary(path)
with open(path, "rb") as fd:
di32_buffer = np.array(fd.read())
path = os.path.join(tmpdir, "dense.dmatrix")
dense.save_binary(path)
with open(path, "rb") as fd:
dense_buffer = np.array(fd.read())
np.testing.assert_equal(df32_buffer, di32_buffer)
np.testing.assert_equal(df32_buffer, dense_buffer)
def test_sparse_dmatrix_csc(self):
nrow = 1000
ncol = 100
x = rand(nrow, ncol, density=0.0005, format='csc', random_state=rng)
assert x.indices.max() < nrow - 1
x.data[:] = 1
dtrain = xgb.DMatrix(x, label=rng.binomial(1, 0.3, nrow))
assert (dtrain.num_row(), dtrain.num_col()) == (nrow, ncol)
watchlist = [(dtrain, 'train')]
param = {'max_depth': 3, 'objective': 'binary:logistic', 'verbosity': 0}
bst = xgb.train(param, dtrain, 5, watchlist)
bst.predict(dtrain)
def test_unknown_data(self):
class Data:
pass
with pytest.raises(TypeError):
with pytest.warns(UserWarning):
d = Data()
xgb.DMatrix(d)
from scipy import sparse
rng = np.random.RandomState(1994)
X = rng.rand(10, 10)
y = rng.rand(10)
X = sparse.dok_matrix(X)
Xy = xgb.DMatrix(X, y)
assert Xy.num_row() == 10
assert Xy.num_col() == 10