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xgboost/python-package/xgboost/core.py
Jiaming Yuan 4d2ea0d4ef
[backport] [doc] Fix broken links. (#7341) (#7418) 
* Fix most of the link checks from sphinx.
* Remove duplicate explicit target name.
2021-11-11 19:33:02 +08:00

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# coding: utf-8
# pylint: disable=too-many-arguments, too-many-branches, invalid-name
# pylint: disable=too-many-lines, too-many-locals, no-self-use
"""Core XGBoost Library."""
import collections
# pylint: disable=no-name-in-module,import-error
from collections.abc import Mapping
from typing import List, Optional, Any, Union, Dict, TypeVar
# pylint: enable=no-name-in-module,import-error
from typing import Callable, Tuple, cast
import ctypes
import os
import re
import sys
import json
import warnings
from functools import wraps
from inspect import signature, Parameter
import numpy as np
import scipy.sparse
from .compat import (STRING_TYPES, DataFrame, py_str, PANDAS_INSTALLED,
lazy_isinstance)
from .libpath import find_lib_path
# c_bst_ulong corresponds to bst_ulong defined in xgboost/c_api.h
c_bst_ulong = ctypes.c_uint64
class XGBoostError(ValueError):
"""Error thrown by xgboost trainer."""
class EarlyStopException(Exception):
"""Exception to signal early stopping.
Parameters
----------
best_iteration : int
The best iteration stopped.
"""
def __init__(self, best_iteration):
super().__init__()
self.best_iteration = best_iteration
# Callback environment used by callbacks
CallbackEnv = collections.namedtuple(
"XGBoostCallbackEnv",
["model",
"cvfolds",
"iteration",
"begin_iteration",
"end_iteration",
"rank",
"evaluation_result_list"])
def from_pystr_to_cstr(data: Union[str, List[str]]):
"""Convert a Python str or list of Python str to C pointer
Parameters
----------
data
str or list of str
"""
if isinstance(data, str):
return bytes(data, "utf-8")
if isinstance(data, list):
pointers = (ctypes.c_char_p * len(data))()
data = [bytes(d, 'utf-8') for d in data]
pointers[:] = data
return pointers
raise TypeError()
def from_cstr_to_pystr(data, length) -> List[str]:
"""Revert C pointer to Python str
Parameters
----------
data : ctypes pointer
pointer to data
length : ctypes pointer
pointer to length of data
"""
res = []
for i in range(length.value):
try:
res.append(str(data[i].decode('ascii')))
except UnicodeDecodeError:
res.append(str(data[i].decode('utf-8')))
return res
def _convert_ntree_limit(
booster: "Booster",
ntree_limit: Optional[int],
iteration_range: Optional[Tuple[int, int]]
) -> Optional[Tuple[int, int]]:
if ntree_limit is not None and ntree_limit != 0:
warnings.warn(
"ntree_limit is deprecated, use `iteration_range` or model "
"slicing instead.",
UserWarning
)
if iteration_range is not None and iteration_range[1] != 0:
raise ValueError(
"Only one of `iteration_range` and `ntree_limit` can be non zero."
)
num_parallel_tree, _ = _get_booster_layer_trees(booster)
num_parallel_tree = max([num_parallel_tree, 1])
iteration_range = (0, ntree_limit // num_parallel_tree)
return iteration_range
def _expect(expectations, got):
"""Translate input error into string.
Parameters
----------
expectations: sequence
a list of expected value.
got:
actual input
Returns
-------
msg: str
"""
msg = 'Expecting '
for t in range(len(expectations) - 1):
msg += str(expectations[t])
msg += ' or '
msg += str(expectations[-1])
msg += '. Got ' + str(got)
return msg
def _log_callback(msg: bytes) -> None:
"""Redirect logs from native library into Python console"""
print(py_str(msg))
def _get_log_callback_func():
"""Wrap log_callback() method in ctypes callback type"""
# pylint: disable=invalid-name
CALLBACK = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
return CALLBACK(_log_callback)
def _load_lib():
"""Load xgboost Library."""
lib_paths = find_lib_path()
if not lib_paths:
return None
try:
pathBackup = os.environ['PATH'].split(os.pathsep)
except KeyError:
pathBackup = []
lib_success = False
os_error_list = []
for lib_path in lib_paths:
try:
# needed when the lib is linked with non-system-available
# dependencies
os.environ['PATH'] = os.pathsep.join(
pathBackup + [os.path.dirname(lib_path)])
lib = ctypes.cdll.LoadLibrary(lib_path)
lib_success = True
except OSError as e:
os_error_list.append(str(e))
continue
finally:
os.environ['PATH'] = os.pathsep.join(pathBackup)
if not lib_success:
libname = os.path.basename(lib_paths[0])
raise XGBoostError(
f"""
XGBoost Library ({libname}) could not be loaded.
Likely causes:
* OpenMP runtime is not installed
- vcomp140.dll or libgomp-1.dll for Windows
- libomp.dylib for Mac OSX
- libgomp.so for Linux and other UNIX-like OSes
Mac OSX users: Run `brew install libomp` to install OpenMP runtime.
* You are running 32-bit Python on a 64-bit OS
Error message(s): {os_error_list}
""")
lib.XGBGetLastError.restype = ctypes.c_char_p
lib.callback = _get_log_callback_func()
if lib.XGBRegisterLogCallback(lib.callback) != 0:
raise XGBoostError(lib.XGBGetLastError())
return lib
# load the XGBoost library globally
_LIB = _load_lib()
def _check_call(ret):
"""Check the return value of C API call
This function will raise exception when error occurs.
Wrap every API call with this function
Parameters
----------
ret : int
return value from API calls
"""
if ret != 0:
raise XGBoostError(py_str(_LIB.XGBGetLastError()))
def _numpy2ctypes_type(dtype):
_NUMPY_TO_CTYPES_MAPPING = {
np.float32: ctypes.c_float,
np.float64: ctypes.c_double,
np.uint32: ctypes.c_uint,
np.uint64: ctypes.c_uint64,
np.int32: ctypes.c_int32,
np.int64: ctypes.c_int64,
}
if np.intc is not np.int32: # Windows
_NUMPY_TO_CTYPES_MAPPING[np.intc] = _NUMPY_TO_CTYPES_MAPPING[np.int32]
if dtype not in _NUMPY_TO_CTYPES_MAPPING.keys():
raise TypeError(
f"Supported types: {_NUMPY_TO_CTYPES_MAPPING.keys()}, got: {dtype}"
)
return _NUMPY_TO_CTYPES_MAPPING[dtype]
def _cuda_array_interface(data) -> bytes:
assert (
data.dtype.hasobject is False
), "Input data contains `object` dtype. Expecting numeric data."
interface = data.__cuda_array_interface__
if "mask" in interface:
interface["mask"] = interface["mask"].__cuda_array_interface__
interface_str = bytes(json.dumps(interface), "utf-8")
return interface_str
def ctypes2numpy(cptr, length, dtype):
"""Convert a ctypes pointer array to a numpy array."""
ctype = _numpy2ctypes_type(dtype)
if not isinstance(cptr, ctypes.POINTER(ctype)):
raise RuntimeError(f"expected {ctype} pointer")
res = np.zeros(length, dtype=dtype)
if not ctypes.memmove(res.ctypes.data, cptr, length * res.strides[0]):
raise RuntimeError("memmove failed")
return res
def ctypes2cupy(cptr, length, dtype):
"""Convert a ctypes pointer array to a cupy array."""
# pylint: disable=import-error
import cupy
from cupy.cuda.memory import MemoryPointer
from cupy.cuda.memory import UnownedMemory
CUPY_TO_CTYPES_MAPPING = {cupy.float32: ctypes.c_float, cupy.uint32: ctypes.c_uint}
if dtype not in CUPY_TO_CTYPES_MAPPING.keys():
raise RuntimeError(f"Supported types: {CUPY_TO_CTYPES_MAPPING.keys()}")
addr = ctypes.cast(cptr, ctypes.c_void_p).value
# pylint: disable=c-extension-no-member,no-member
device = cupy.cuda.runtime.pointerGetAttributes(addr).device
# The owner field is just used to keep the memory alive with ref count. As
# unowned's life time is scoped within this function we don't need that.
unownd = UnownedMemory(
addr, length * ctypes.sizeof(CUPY_TO_CTYPES_MAPPING[dtype]), owner=None
)
memptr = MemoryPointer(unownd, 0)
# pylint: disable=unexpected-keyword-arg
mem = cupy.ndarray((length,), dtype=dtype, memptr=memptr)
assert mem.device.id == device
arr = cupy.array(mem, copy=True)
return arr
def ctypes2buffer(cptr, length):
"""Convert ctypes pointer to buffer type."""
if not isinstance(cptr, ctypes.POINTER(ctypes.c_char)):
raise RuntimeError('expected char pointer')
res = bytearray(length)
rptr = (ctypes.c_char * length).from_buffer(res)
if not ctypes.memmove(rptr, cptr, length):
raise RuntimeError('memmove failed')
return res
def c_str(string):
"""Convert a python string to cstring."""
return ctypes.c_char_p(string.encode('utf-8'))
def c_array(ctype, values):
"""Convert a python string to c array."""
if isinstance(values, np.ndarray) and values.dtype.itemsize == ctypes.sizeof(ctype):
return (ctype * len(values)).from_buffer_copy(values)
return (ctype * len(values))(*values)
def _prediction_output(shape, dims, predts, is_cuda):
arr_shape: np.ndarray = ctypes2numpy(shape, dims.value, np.uint64)
length = int(np.prod(arr_shape))
if is_cuda:
arr_predict = ctypes2cupy(predts, length, np.float32)
else:
arr_predict: np.ndarray = ctypes2numpy(predts, length, np.float32)
arr_predict = arr_predict.reshape(arr_shape)
return arr_predict
class DataIter: # pylint: disable=too-many-instance-attributes
"""The interface for user defined data iterator.
Parameters
----------
cache_prefix:
Prefix to the cache files, only used in external memory. It can be either an URI
or a file path.
"""
_T = TypeVar("_T")
def __init__(self, cache_prefix: Optional[str] = None) -> None:
self.cache_prefix = cache_prefix
self._handle = _ProxyDMatrix()
self._exception: Optional[Exception] = None
self._enable_categorical = False
self._allow_host = True
# Stage data in Python until reset or next is called to avoid data being free.
self._temporary_data = None
def _get_callbacks(
self, allow_host: bool, enable_categorical: bool
) -> Tuple[Callable, Callable]:
assert hasattr(self, "cache_prefix"), "__init__ is not called."
self._reset_callback = ctypes.CFUNCTYPE(None, ctypes.c_void_p)(
self._reset_wrapper
)
self._next_callback = ctypes.CFUNCTYPE(
ctypes.c_int,
ctypes.c_void_p,
)(self._next_wrapper)
self._allow_host = allow_host
self._enable_categorical = enable_categorical
return self._reset_callback, self._next_callback
@property
def proxy(self) -> "_ProxyDMatrix":
"""Handle of DMatrix proxy."""
return self._handle
def _handle_exception(self, fn: Callable, dft_ret: _T) -> _T:
if self._exception is not None:
return dft_ret
try:
return fn()
except Exception as e: # pylint: disable=broad-except
# Defer the exception in order to return 0 and stop the iteration.
# Exception inside a ctype callback function has no effect except
# for printing to stderr (doesn't stop the execution).
tb = sys.exc_info()[2]
# On dask, the worker is restarted and somehow the information is
# lost.
self._exception = e.with_traceback(tb)
return dft_ret
def _reraise(self) -> None:
self._temporary_data = None
if self._exception is not None:
# pylint 2.7.0 believes `self._exception` can be None even with `assert
# isinstace`
exc = self._exception
self._exception = None
raise exc # pylint: disable=raising-bad-type
def __del__(self) -> None:
assert self._temporary_data is None
assert self._exception is None
def _reset_wrapper(self, this: None) -> None: # pylint: disable=unused-argument
"""A wrapper for user defined `reset` function."""
# free the data
self._temporary_data = None
self._handle_exception(self.reset, None)
def _next_wrapper(self, this: None) -> int: # pylint: disable=unused-argument
"""A wrapper for user defined `next` function.
`this` is not used in Python. ctypes can handle `self` of a Python
member function automatically when converting it to c function
pointer.
"""
@_deprecate_positional_args
def data_handle(
data: Any,
*,
feature_names: Optional[List[str]] = None,
feature_types: Optional[List[str]] = None,
**kwargs: Any,
) -> None:
from .data import dispatch_proxy_set_data
from .data import _proxy_transform
new, cat_codes, feature_names, feature_types = _proxy_transform(
data,
feature_names,
feature_types,
self._enable_categorical,
)
# Stage the data, meta info are copied inside C++ MetaInfo.
self._temporary_data = (new, cat_codes)
dispatch_proxy_set_data(self.proxy, new, cat_codes, self._allow_host)
self.proxy.set_info(
feature_names=feature_names,
feature_types=feature_types,
**kwargs,
)
# pylint: disable=not-callable
return self._handle_exception(lambda: self.next(data_handle), 0)
def reset(self) -> None:
"""Reset the data iterator. Prototype for user defined function."""
raise NotImplementedError()
def next(self, input_data: Callable) -> int:
"""Set the next batch of data.
Parameters
----------
data_handle:
A function with same data fields like `data`, `label` with
`xgboost.DMatrix`.
Returns
-------
0 if there's no more batch, otherwise 1.
"""
raise NotImplementedError()
# Notice for `_deprecate_positional_args`
# Authors: Olivier Grisel
# Gael Varoquaux
# Andreas Mueller
# Lars Buitinck
# Alexandre Gramfort
# Nicolas Tresegnie
# Sylvain Marie
# License: BSD 3 clause
def _deprecate_positional_args(f):
"""Decorator for methods that issues warnings for positional arguments
Using the keyword-only argument syntax in pep 3102, arguments after the
* will issue a warning when passed as a positional argument.
Modifed from sklearn utils.validation.
Parameters
----------
f : function
function to check arguments on
"""
sig = signature(f)
kwonly_args = []
all_args = []
for name, param in sig.parameters.items():
if param.kind == Parameter.POSITIONAL_OR_KEYWORD:
all_args.append(name)
elif param.kind == Parameter.KEYWORD_ONLY:
kwonly_args.append(name)
@wraps(f)
def inner_f(*args, **kwargs):
extra_args = len(args) - len(all_args)
if extra_args > 0:
# ignore first 'self' argument for instance methods
args_msg = [
f"{name}" for name, _ in zip(
kwonly_args[:extra_args], args[-extra_args:]
)
]
# pylint: disable=consider-using-f-string
warnings.warn(
"Pass `{}` as keyword args. Passing these as positional "
"arguments will be considered as error in future releases.".
format(", ".join(args_msg)), FutureWarning
)
for k, arg in zip(sig.parameters, args):
kwargs[k] = arg
return f(**kwargs)
return inner_f
class DMatrix: # pylint: disable=too-many-instance-attributes
"""Data Matrix used in XGBoost.
DMatrix is an internal data structure that is used by XGBoost,
which is optimized for both memory efficiency and training speed.
You can construct DMatrix from multiple different sources of data.
"""
@_deprecate_positional_args
def __init__(
self,
data,
label=None,
*,
weight=None,
base_margin=None,
missing: Optional[float] = None,
silent=False,
feature_names: Optional[List[str]] = None,
feature_types: Optional[List[str]] = None,
nthread: Optional[int] = None,
group=None,
qid=None,
label_lower_bound=None,
label_upper_bound=None,
feature_weights=None,
enable_categorical: bool = False,
) -> None:
"""Parameters
----------
data : os.PathLike/string/numpy.array/scipy.sparse/pd.DataFrame/
dt.Frame/cudf.DataFrame/cupy.array/dlpack
Data source of DMatrix.
When data is string or os.PathLike type, it represents the path
libsvm format txt file, csv file (by specifying uri parameter
'path_to_csv?format=csv'), or binary file that xgboost can read
from.
label : array_like
Label of the training data.
weight : array_like
Weight for each instance.
.. note:: For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not each
data point). This is because we only care about the relative
ordering of data points within each group, so it doesn't make
sense to assign weights to individual data points.
base_margin: array_like
Base margin used for boosting from existing model.
missing : float, optional
Value in the input data which needs to be present as a missing
value. If None, defaults to np.nan.
silent : boolean, optional
Whether print messages during construction
feature_names : list, optional
Set names for features.
feature_types :
Set types for features. When `enable_categorical` is set to `True`, string
"c" represents categorical data type.
nthread : integer, optional
Number of threads to use for loading data when parallelization is
applicable. If -1, uses maximum threads available on the system.
group : array_like
Group size for all ranking group.
qid : array_like
Query ID for data samples, used for ranking.
label_lower_bound : array_like
Lower bound for survival training.
label_upper_bound : array_like
Upper bound for survival training.
feature_weights : array_like, optional
Set feature weights for column sampling.
enable_categorical: boolean, optional
.. versionadded:: 1.3.0
Experimental support of specializing for categorical features. Do not set to
True unless you are interested in development. Currently it's only available
for `gpu_hist` tree method with 1 vs rest (one hot) categorical split. Also,
JSON serialization format is required.
"""
if group is not None and qid is not None:
raise ValueError("Either one of `group` or `qid` should be None.")
self.missing = missing if missing is not None else np.nan
self.nthread = nthread if nthread is not None else -1
self.silent = silent
# force into void_p, mac need to pass things in as void_p
if data is None:
self.handle = None
return
from .data import dispatch_data_backend, _is_iter
if _is_iter(data):
self._init_from_iter(data, enable_categorical)
assert self.handle is not None
return
handle, feature_names, feature_types = dispatch_data_backend(
data,
missing=self.missing,
threads=self.nthread,
feature_names=feature_names,
feature_types=feature_types,
enable_categorical=enable_categorical,
)
assert handle is not None
self.handle = handle
self.set_info(
label=label,
weight=weight,
base_margin=base_margin,
group=group,
qid=qid,
label_lower_bound=label_lower_bound,
label_upper_bound=label_upper_bound,
feature_weights=feature_weights,
)
if feature_names is not None:
self.feature_names = feature_names
if feature_types is not None:
self.feature_types = feature_types
def _init_from_iter(self, iterator: DataIter, enable_categorical: bool):
it = iterator
args = {
"missing": self.missing,
"nthread": self.nthread,
"cache_prefix": it.cache_prefix if it.cache_prefix else "",
}
args = from_pystr_to_cstr(json.dumps(args))
handle = ctypes.c_void_p()
# pylint: disable=protected-access
reset_callback, next_callback = it._get_callbacks(
True, enable_categorical
)
ret = _LIB.XGDMatrixCreateFromCallback(
None,
it.proxy.handle,
reset_callback,
next_callback,
args,
ctypes.byref(handle),
)
# pylint: disable=protected-access
it._reraise()
# delay check_call to throw intermediate exception first
_check_call(ret)
self.handle = handle
def __del__(self):
if hasattr(self, "handle") and self.handle:
_check_call(_LIB.XGDMatrixFree(self.handle))
self.handle = None
@_deprecate_positional_args
def set_info(
self,
*,
label=None,
weight=None,
base_margin=None,
group=None,
qid=None,
label_lower_bound=None,
label_upper_bound=None,
feature_names: Optional[List[str]] = None,
feature_types: Optional[List[str]] = None,
feature_weights=None
) -> None:
"""Set meta info for DMatrix. See doc string for :py:obj:`xgboost.DMatrix`."""
from .data import dispatch_meta_backend
if label is not None:
self.set_label(label)
if weight is not None:
self.set_weight(weight)
if base_margin is not None:
self.set_base_margin(base_margin)
if group is not None:
self.set_group(group)
if qid is not None:
self.set_uint_info('qid', qid)
if label_lower_bound is not None:
self.set_float_info('label_lower_bound', label_lower_bound)
if label_upper_bound is not None:
self.set_float_info('label_upper_bound', label_upper_bound)
if feature_names is not None:
self.feature_names = feature_names
if feature_types is not None:
self.feature_types = feature_types
if feature_weights is not None:
dispatch_meta_backend(matrix=self, data=feature_weights,
name='feature_weights')
def get_float_info(self, field):
"""Get float property from the DMatrix.
Parameters
----------
field: str
The field name of the information
Returns
-------
info : array
a numpy array of float information of the data
"""
length = c_bst_ulong()
ret = ctypes.POINTER(ctypes.c_float)()
_check_call(_LIB.XGDMatrixGetFloatInfo(self.handle,
c_str(field),
ctypes.byref(length),
ctypes.byref(ret)))
return ctypes2numpy(ret, length.value, np.float32)
def get_uint_info(self, field):
"""Get unsigned integer property from the DMatrix.
Parameters
----------
field: str
The field name of the information
Returns
-------
info : array
a numpy array of unsigned integer information of the data
"""
length = c_bst_ulong()
ret = ctypes.POINTER(ctypes.c_uint)()
_check_call(_LIB.XGDMatrixGetUIntInfo(self.handle,
c_str(field),
ctypes.byref(length),
ctypes.byref(ret)))
return ctypes2numpy(ret, length.value, np.uint32)
def set_float_info(self, field, data):
"""Set float type property into the DMatrix.
Parameters
----------
field: str
The field name of the information
data: numpy array
The array of data to be set
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, data, field, 'float')
def set_float_info_npy2d(self, field, data):
"""Set float type property into the DMatrix
for numpy 2d array input
Parameters
----------
field: str
The field name of the information
data: numpy array
The array of data to be set
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, data, field, 'float')
def set_uint_info(self, field, data):
"""Set uint type property into the DMatrix.
Parameters
----------
field: str
The field name of the information
data: numpy array
The array of data to be set
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, data, field, 'uint32')
def save_binary(self, fname, silent=True):
"""Save DMatrix to an XGBoost buffer. Saved binary can be later loaded
by providing the path to :py:func:`xgboost.DMatrix` as input.
Parameters
----------
fname : string or os.PathLike
Name of the output buffer file.
silent : bool (optional; default: True)
If set, the output is suppressed.
"""
fname = os.fspath(os.path.expanduser(fname))
_check_call(_LIB.XGDMatrixSaveBinary(self.handle,
c_str(fname),
ctypes.c_int(silent)))
def set_label(self, label):
"""Set label of dmatrix
Parameters
----------
label: array like
The label information to be set into DMatrix
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, label, 'label', 'float')
def set_weight(self, weight):
"""Set weight of each instance.
Parameters
----------
weight : array like
Weight for each data point
.. note:: For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not each
data point). This is because we only care about the relative
ordering of data points within each group, so it doesn't make
sense to assign weights to individual data points.
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, weight, 'weight', 'float')
def set_base_margin(self, margin):
"""Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to be
base_margin However, remember margin is needed, instead of transformed
prediction e.g. for logistic regression: need to put in value before
logistic transformation see also example/demo.py
Parameters
----------
margin: array like
Prediction margin of each datapoint
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, margin, 'base_margin', 'float')
def set_group(self, group):
"""Set group size of DMatrix (used for ranking).
Parameters
----------
group : array like
Group size of each group
"""
from .data import dispatch_meta_backend
dispatch_meta_backend(self, group, 'group', 'uint32')
def get_label(self):
"""Get the label of the DMatrix.
Returns
-------
label : array
"""
return self.get_float_info('label')
def get_weight(self):
"""Get the weight of the DMatrix.
Returns
-------
weight : array
"""
return self.get_float_info('weight')
def get_base_margin(self):
"""Get the base margin of the DMatrix.
Returns
-------
base_margin : float
"""
return self.get_float_info('base_margin')
def num_row(self):
"""Get the number of rows in the DMatrix.
Returns
-------
number of rows : int
"""
ret = c_bst_ulong()
_check_call(_LIB.XGDMatrixNumRow(self.handle,
ctypes.byref(ret)))
return ret.value
def num_col(self):
"""Get the number of columns (features) in the DMatrix.
Returns
-------
number of columns : int
"""
ret = c_bst_ulong()
_check_call(_LIB.XGDMatrixNumCol(self.handle, ctypes.byref(ret)))
return ret.value
def slice(
self, rindex: Union[List[int], np.ndarray], allow_groups: bool = False
) -> "DMatrix":
"""Slice the DMatrix and return a new DMatrix that only contains `rindex`.
Parameters
----------
rindex
List of indices to be selected.
allow_groups
Allow slicing of a matrix with a groups attribute
Returns
-------
res
A new DMatrix containing only selected indices.
"""
from .data import _maybe_np_slice
res = DMatrix(None)
res.handle = ctypes.c_void_p()
rindex = _maybe_np_slice(rindex, dtype=np.int32)
_check_call(
_LIB.XGDMatrixSliceDMatrixEx(
self.handle,
c_array(ctypes.c_int, rindex),
c_bst_ulong(len(rindex)),
ctypes.byref(res.handle),
ctypes.c_int(1 if allow_groups else 0),
)
)
return res
@property
def feature_names(self) -> Optional[List[str]]:
"""Get feature names (column labels).
Returns
-------
feature_names : list or None
"""
length = c_bst_ulong()
sarr = ctypes.POINTER(ctypes.c_char_p)()
_check_call(
_LIB.XGDMatrixGetStrFeatureInfo(
self.handle,
c_str("feature_name"),
ctypes.byref(length),
ctypes.byref(sarr),
)
)
feature_names = from_cstr_to_pystr(sarr, length)
if not feature_names:
return None
return feature_names
@feature_names.setter
def feature_names(self, feature_names: Optional[Union[List[str], str]]) -> None:
"""Set feature names (column labels).
Parameters
----------
feature_names : list or None
Labels for features. None will reset existing feature names
"""
if feature_names is not None:
# validate feature name
try:
if not isinstance(feature_names, str):
feature_names = list(feature_names)
else:
feature_names = [feature_names]
except TypeError:
feature_names = [feature_names]
if len(feature_names) != len(set(feature_names)):
raise ValueError('feature_names must be unique')
if len(feature_names) != self.num_col() and self.num_col() != 0:
msg = ("feature_names must have the same length as data, ",
f"expected {self.num_col()}, got {len(feature_names)}")
raise ValueError(msg)
# prohibit to use symbols may affect to parse. e.g. []<
if not all(isinstance(f, str) and
not any(x in f for x in set(('[', ']', '<')))
for f in feature_names):
raise ValueError('feature_names must be string, and may not contain [, ] or <')
c_feature_names = [bytes(f, encoding='utf-8') for f in feature_names]
c_feature_names = (ctypes.c_char_p *
len(c_feature_names))(*c_feature_names)
_check_call(_LIB.XGDMatrixSetStrFeatureInfo(
self.handle, c_str('feature_name'),
c_feature_names,
c_bst_ulong(len(feature_names))))
else:
# reset feature_types also
_check_call(_LIB.XGDMatrixSetStrFeatureInfo(
self.handle,
c_str('feature_name'),
None,
c_bst_ulong(0)))
self.feature_types = None
@property
def feature_types(self) -> Optional[List[str]]:
"""Get feature types (column types).
Returns
-------
feature_types : list or None
"""
length = c_bst_ulong()
sarr = ctypes.POINTER(ctypes.c_char_p)()
_check_call(_LIB.XGDMatrixGetStrFeatureInfo(self.handle,
c_str('feature_type'),
ctypes.byref(length),
ctypes.byref(sarr)))
res = from_cstr_to_pystr(sarr, length)
if not res:
return None
return res
@feature_types.setter
def feature_types(self, feature_types: Optional[Union[List[str], str]]) -> None:
"""Set feature types (column types).
This is for displaying the results and categorical data support. See doc string
of :py:obj:`xgboost.DMatrix` for details.
Parameters
----------
feature_types : list or None
Labels for features. None will reset existing feature names
"""
# For compatibility reason this function wraps single str input into a list. But
# we should not promote such usage since other than visualization, the field is
# also used for specifying categorical data type.
if feature_types is not None:
if not isinstance(feature_types, (list, str)):
raise TypeError(
'feature_types must be string or list of strings')
if isinstance(feature_types, str):
# single string will be applied to all columns
feature_types = [feature_types] * self.num_col()
try:
if not isinstance(feature_types, str):
feature_types = list(feature_types)
else:
feature_types = [feature_types]
except TypeError:
feature_types = [feature_types]
c_feature_types = [bytes(f, encoding='utf-8')
for f in feature_types]
c_feature_types = (ctypes.c_char_p *
len(c_feature_types))(*c_feature_types)
_check_call(_LIB.XGDMatrixSetStrFeatureInfo(
self.handle, c_str('feature_type'),
c_feature_types,
c_bst_ulong(len(feature_types))))
if len(feature_types) != self.num_col():
msg = 'feature_types must have the same length as data'
raise ValueError(msg)
else:
# Reset.
_check_call(_LIB.XGDMatrixSetStrFeatureInfo(
self.handle,
c_str('feature_type'),
None,
c_bst_ulong(0)))
class _ProxyDMatrix(DMatrix):
"""A placeholder class when DMatrix cannot be constructed (DeviceQuantileDMatrix,
inplace_predict).
"""
def __init__(self): # pylint: disable=super-init-not-called
self.handle = ctypes.c_void_p()
_check_call(_LIB.XGProxyDMatrixCreate(ctypes.byref(self.handle)))
def _set_data_from_cuda_interface(self, data) -> None:
"""Set data from CUDA array interface."""
interface = data.__cuda_array_interface__
interface_str = bytes(json.dumps(interface, indent=2), "utf-8")
_check_call(
_LIB.XGProxyDMatrixSetDataCudaArrayInterface(self.handle, interface_str)
)
def _set_data_from_cuda_columnar(self, data, cat_codes: list) -> None:
"""Set data from CUDA columnar format."""
from .data import _cudf_array_interfaces
interfaces_str = _cudf_array_interfaces(data, cat_codes)
_check_call(_LIB.XGProxyDMatrixSetDataCudaColumnar(self.handle, interfaces_str))
def _set_data_from_array(self, data: np.ndarray):
"""Set data from numpy array."""
from .data import _array_interface
_check_call(
_LIB.XGProxyDMatrixSetDataDense(self.handle, _array_interface(data))
)
def _set_data_from_csr(self, csr):
"""Set data from scipy csr"""
from .data import _array_interface
_LIB.XGProxyDMatrixSetDataCSR(
self.handle,
_array_interface(csr.indptr),
_array_interface(csr.indices),
_array_interface(csr.data),
ctypes.c_size_t(csr.shape[1]),
)
class DeviceQuantileDMatrix(DMatrix):
"""Device memory Data Matrix used in XGBoost for training with tree_method='gpu_hist'. Do
not use this for test/validation tasks as some information may be lost in
quantisation. This DMatrix is primarily designed to save memory in training from
device memory inputs by avoiding intermediate storage. Set max_bin to control the
number of bins during quantisation. See doc string in :py:obj:`xgboost.DMatrix` for
documents on meta info.
You can construct DeviceQuantileDMatrix from cupy/cudf/dlpack.
.. versionadded:: 1.1.0
"""
@_deprecate_positional_args
def __init__( # pylint: disable=super-init-not-called
self,
data,
label=None,
*,
weight=None,
base_margin=None,
missing=None,
silent=False,
feature_names=None,
feature_types=None,
nthread: Optional[int] = None,
max_bin: int = 256,
group=None,
qid=None,
label_lower_bound=None,
label_upper_bound=None,
feature_weights=None,
enable_categorical: bool = False,
):
self.max_bin = max_bin
self.missing = missing if missing is not None else np.nan
self.nthread = nthread if nthread is not None else 1
self._silent = silent # unused, kept for compatibility
if isinstance(data, ctypes.c_void_p):
self.handle = data
return
if qid is not None and group is not None:
raise ValueError(
'Only one of the eval_qid or eval_group for each evaluation '
'dataset should be provided.'
)
self._init(
data,
label=label,
weight=weight,
base_margin=base_margin,
group=group,
qid=qid,
label_lower_bound=label_lower_bound,
label_upper_bound=label_upper_bound,
feature_weights=feature_weights,
feature_names=feature_names,
feature_types=feature_types,
enable_categorical=enable_categorical,
)
def _init(self, data, enable_categorical, **meta):
from .data import (
_is_dlpack,
_transform_dlpack,
_is_iter,
SingleBatchInternalIter,
)
if _is_dlpack(data):
# We specialize for dlpack because cupy will take the memory from it so
# it can't be transformed twice.
data = _transform_dlpack(data)
if _is_iter(data):
it = data
else:
it = SingleBatchInternalIter(data=data, **meta)
handle = ctypes.c_void_p()
# pylint: disable=protected-access
reset_callback, next_callback = it._get_callbacks(False, enable_categorical)
if it.cache_prefix is not None:
raise ValueError(
"DeviceQuantileDMatrix doesn't cache data, remove the cache_prefix "
"in iterator to fix this error."
)
ret = _LIB.XGDeviceQuantileDMatrixCreateFromCallback(
None,
it.proxy.handle,
reset_callback,
next_callback,
ctypes.c_float(self.missing),
ctypes.c_int(self.nthread),
ctypes.c_int(self.max_bin),
ctypes.byref(handle),
)
# pylint: disable=protected-access
it._reraise()
# delay check_call to throw intermediate exception first
_check_call(ret)
self.handle = handle
Objective = Callable[[np.ndarray, DMatrix], Tuple[np.ndarray, np.ndarray]]
Metric = Callable[[np.ndarray, DMatrix], Tuple[str, float]]
def _get_booster_layer_trees(model: "Booster") -> Tuple[int, int]:
"""Get number of trees added to booster per-iteration. This function will be removed
once `best_ntree_limit` is dropped in favor of `best_iteration`. Returns
`num_parallel_tree` and `num_groups`.
"""
config = json.loads(model.save_config())
booster = config["learner"]["gradient_booster"]["name"]
if booster == "gblinear":
num_parallel_tree = 0
elif booster == "dart":
num_parallel_tree = int(
config["learner"]["gradient_booster"]["gbtree"]["gbtree_train_param"][
"num_parallel_tree"
]
)
elif booster == "gbtree":
num_parallel_tree = int(
config["learner"]["gradient_booster"]["gbtree_train_param"][
"num_parallel_tree"
]
)
else:
raise ValueError(f"Unknown booster: {booster}")
num_groups = int(config["learner"]["learner_model_param"]["num_class"])
return num_parallel_tree, num_groups
class Booster(object):
# pylint: disable=too-many-public-methods
"""A Booster of XGBoost.
Booster is the model of xgboost, that contains low level routines for
training, prediction and evaluation.
"""
def __init__(self, params=None, cache=(), model_file=None):
# pylint: disable=invalid-name
"""
Parameters
----------
params : dict
Parameters for boosters.
cache : list
List of cache items.
model_file : string/os.PathLike/Booster/bytearray
Path to the model file if it's string or PathLike.
"""
for d in cache:
if not isinstance(d, DMatrix):
raise TypeError(f'invalid cache item: {type(d).__name__}', cache)
dmats = c_array(ctypes.c_void_p, [d.handle for d in cache])
self.handle = ctypes.c_void_p()
_check_call(_LIB.XGBoosterCreate(dmats, c_bst_ulong(len(cache)),
ctypes.byref(self.handle)))
for d in cache:
# Validate feature only after the feature names are saved into booster.
self._validate_features(d)
if isinstance(model_file, Booster):
assert self.handle is not None
# We use the pickle interface for getting memory snapshot from
# another model, and load the snapshot with this booster.
state = model_file.__getstate__()
handle = state['handle']
del state['handle']
ptr = (ctypes.c_char * len(handle)).from_buffer(handle)
length = c_bst_ulong(len(handle))
_check_call(
_LIB.XGBoosterUnserializeFromBuffer(self.handle, ptr, length))
self.__dict__.update(state)
elif isinstance(model_file, (STRING_TYPES, os.PathLike, bytearray)):
self.load_model(model_file)
elif model_file is None:
pass
else:
raise TypeError('Unknown type:', model_file)
params = params or {}
params = self._configure_metrics(params.copy())
params = self._configure_constraints(params)
if isinstance(params, list):
params.append(('validate_parameters', True))
else:
params['validate_parameters'] = True
self.set_param(params or {})
if (params is not None) and ('booster' in params):
self.booster = params['booster']
else:
self.booster = 'gbtree'
def _configure_metrics(self, params: Union[Dict, List]) -> Union[Dict, List]:
if isinstance(params, dict) and 'eval_metric' in params \
and isinstance(params['eval_metric'], list):
params = dict((k, v) for k, v in params.items())
eval_metrics = params['eval_metric']
params.pop("eval_metric", None)
params = list(params.items())
for eval_metric in eval_metrics:
params += [('eval_metric', eval_metric)]
return params
def _transform_monotone_constrains(self, value: Union[Dict[str, int], str]) -> str:
if isinstance(value, str):
return value
constrained_features = set(value.keys())
if not constrained_features.issubset(set(self.feature_names or [])):
raise ValueError('Constrained features are not a subset of '
'training data feature names')
return '(' + ','.join([str(value.get(feature_name, 0))
for feature_name in self.feature_names]) + ')'
def _transform_interaction_constraints(
self, value: Union[List[Tuple[str]], str]
) -> str:
if isinstance(value, str):
return value
feature_idx_mapping = {k: str(v) for v, k in enumerate(self.feature_names or [])}
try:
s = "["
for constraint in value:
s += (
"["
+ ",".join(
[feature_idx_mapping[feature_name] for feature_name in constraint]
)
+ "]"
)
return s + "]"
except KeyError as e:
# pylint: disable=raise-missing-from
raise ValueError(
"Constrained features are not a subset of training data feature names"
) from e
def _configure_constraints(self, params: Union[Dict, List]) -> Union[Dict, List]:
if isinstance(params, dict):
value = params.get("monotone_constraints")
if value:
params[
"monotone_constraints"
] = self._transform_monotone_constrains(value)
value = params.get("interaction_constraints")
if value:
params[
"interaction_constraints"
] = self._transform_interaction_constraints(value)
elif isinstance(params, list):
for idx, param in enumerate(params):
name, value = param
if not value:
continue
if name == "monotone_constraints":
params[idx] = (name, self._transform_monotone_constrains(value))
elif name == "interaction_constraints":
params[idx] = (name, self._transform_interaction_constraints(value))
return params
def __del__(self):
if hasattr(self, 'handle') and self.handle is not None:
_check_call(_LIB.XGBoosterFree(self.handle))
self.handle = None
def __getstate__(self):
# can't pickle ctypes pointers, put model content in bytearray
this = self.__dict__.copy()
handle = this['handle']
if handle is not None:
length = c_bst_ulong()
cptr = ctypes.POINTER(ctypes.c_char)()
_check_call(_LIB.XGBoosterSerializeToBuffer(self.handle,
ctypes.byref(length),
ctypes.byref(cptr)))
buf = ctypes2buffer(cptr, length.value)
this["handle"] = buf
return this
def __setstate__(self, state):
# reconstruct handle from raw data
handle = state['handle']
if handle is not None:
buf = handle
dmats = c_array(ctypes.c_void_p, [])
handle = ctypes.c_void_p()
_check_call(_LIB.XGBoosterCreate(
dmats, c_bst_ulong(0), ctypes.byref(handle)))
length = c_bst_ulong(len(buf))
ptr = (ctypes.c_char * len(buf)).from_buffer(buf)
_check_call(
_LIB.XGBoosterUnserializeFromBuffer(handle, ptr, length))
state['handle'] = handle
self.__dict__.update(state)
def __getitem__(self, val):
if isinstance(val, int):
val = slice(val, val+1)
if isinstance(val, tuple):
raise ValueError('Only supports slicing through 1 dimension.')
if not isinstance(val, slice):
msg = _expect((int, slice), type(val))
raise TypeError(msg)
if isinstance(val.start, type(Ellipsis)) or val.start is None:
start = 0
else:
start = val.start
if isinstance(val.stop, type(Ellipsis)) or val.stop is None:
stop = 0
else:
stop = val.stop
if stop < start:
raise ValueError('Invalid slice', val)
step = val.step if val.step is not None else 1
start = ctypes.c_int(start)
stop = ctypes.c_int(stop)
step = ctypes.c_int(step)
sliced_handle = ctypes.c_void_p()
status = _LIB.XGBoosterSlice(self.handle, start, stop, step,
ctypes.byref(sliced_handle))
if status == -2:
raise IndexError('Layer index out of range')
_check_call(status)
sliced = Booster()
_check_call(_LIB.XGBoosterFree(sliced.handle))
sliced.handle = sliced_handle
return sliced
def save_config(self):
'''Output internal parameter configuration of Booster as a JSON
string.
.. versionadded:: 1.0.0
'''
json_string = ctypes.c_char_p()
length = c_bst_ulong()
_check_call(_LIB.XGBoosterSaveJsonConfig(
self.handle,
ctypes.byref(length),
ctypes.byref(json_string)))
json_string = json_string.value.decode() # pylint: disable=no-member
return json_string
def load_config(self, config):
'''Load configuration returned by `save_config`.
.. versionadded:: 1.0.0
'''
assert isinstance(config, str)
_check_call(_LIB.XGBoosterLoadJsonConfig(
self.handle,
c_str(config)))
def __copy__(self):
return self.__deepcopy__(None)
def __deepcopy__(self, _):
'''Return a copy of booster.'''
return Booster(model_file=self)
def copy(self):
"""Copy the booster object.
Returns
-------
booster: `Booster`
a copied booster model
"""
return self.__copy__()
def attr(self, key):
"""Get attribute string from the Booster.
Parameters
----------
key : str
The key to get attribute from.
Returns
-------
value : str
The attribute value of the key, returns None if attribute do not exist.
"""
ret = ctypes.c_char_p()
success = ctypes.c_int()
_check_call(_LIB.XGBoosterGetAttr(
self.handle, c_str(key), ctypes.byref(ret), ctypes.byref(success)))
if success.value != 0:
return py_str(ret.value)
return None
def attributes(self):
"""Get attributes stored in the Booster as a dictionary.
Returns
-------
result : dictionary of attribute_name: attribute_value pairs of strings.
Returns an empty dict if there's no attributes.
"""
length = c_bst_ulong()
sarr = ctypes.POINTER(ctypes.c_char_p)()
_check_call(_LIB.XGBoosterGetAttrNames(self.handle,
ctypes.byref(length),
ctypes.byref(sarr)))
attr_names = from_cstr_to_pystr(sarr, length)
return {n: self.attr(n) for n in attr_names}
def set_attr(self, **kwargs: Optional[str]) -> None:
"""Set the attribute of the Booster.
Parameters
----------
**kwargs
The attributes to set. Setting a value to None deletes an attribute.
"""
for key, value in kwargs.items():
if value is not None:
if not isinstance(value, STRING_TYPES):
raise ValueError("Set Attr only accepts string values")
value = c_str(str(value))
_check_call(_LIB.XGBoosterSetAttr(
self.handle, c_str(key), value))
def _get_feature_info(self, field: str):
length = c_bst_ulong()
sarr = ctypes.POINTER(ctypes.c_char_p)()
if not hasattr(self, "handle") or self.handle is None:
return None
_check_call(
_LIB.XGBoosterGetStrFeatureInfo(
self.handle, c_str(field), ctypes.byref(length), ctypes.byref(sarr),
)
)
feature_info = from_cstr_to_pystr(sarr, length)
return feature_info if feature_info else None
@property
def feature_types(self) -> Optional[List[str]]:
"""Feature types for this booster. Can be directly set by input data or by
assignment.
"""
return self._get_feature_info("feature_type")
@property
def feature_names(self) -> Optional[List[str]]:
"""Feature names for this booster. Can be directly set by input data or by
assignment.
"""
return self._get_feature_info("feature_name")
def _set_feature_info(self, features: Optional[List[str]], field: str) -> None:
if features is not None:
assert isinstance(features, list)
c_feature_info = [bytes(f, encoding="utf-8") for f in features]
c_feature_info = (ctypes.c_char_p * len(c_feature_info))(*c_feature_info)
_check_call(
_LIB.XGBoosterSetStrFeatureInfo(
self.handle, c_str(field), c_feature_info, c_bst_ulong(len(features))
)
)
else:
_check_call(
_LIB.XGBoosterSetStrFeatureInfo(
self.handle, c_str(field), None, c_bst_ulong(0)
)
)
@feature_names.setter
def feature_names(self, features: Optional[List[str]]) -> None:
self._set_feature_info(features, "feature_name")
@feature_types.setter
def feature_types(self, features: Optional[List[str]]) -> None:
self._set_feature_info(features, "feature_type")
def set_param(self, params, value=None):
"""Set parameters into the Booster.
Parameters
----------
params: dict/list/str
list of key,value pairs, dict of key to value or simply str key
value: optional
value of the specified parameter, when params is str key
"""
if isinstance(params, Mapping):
params = params.items()
elif isinstance(params, STRING_TYPES) and value is not None:
params = [(params, value)]
for key, val in params:
if val is not None:
_check_call(_LIB.XGBoosterSetParam(self.handle, c_str(key),
c_str(str(val))))
def update(self, dtrain, iteration, fobj=None):
"""Update for one iteration, with objective function calculated
internally. This function should not be called directly by users.
Parameters
----------
dtrain : DMatrix
Training data.
iteration : int
Current iteration number.
fobj : function
Customized objective function.
"""
if not isinstance(dtrain, DMatrix):
raise TypeError(f"invalid training matrix: {type(dtrain).__name__}")
self._validate_features(dtrain)
if fobj is None:
_check_call(_LIB.XGBoosterUpdateOneIter(self.handle,
ctypes.c_int(iteration),
dtrain.handle))
else:
pred = self.predict(dtrain, output_margin=True, training=True)
grad, hess = fobj(pred, dtrain)
self.boost(dtrain, grad, hess)
def boost(self, dtrain, grad, hess):
"""Boost the booster for one iteration, with customized gradient
statistics. Like :py:func:`xgboost.Booster.update`, this
function should not be called directly by users.
Parameters
----------
dtrain : DMatrix
The training DMatrix.
grad : list
The first order of gradient.
hess : list
The second order of gradient.
"""
if len(grad) != len(hess):
raise ValueError(
f"grad / hess length mismatch: {len(grad)} / {len(hess)}"
)
if not isinstance(dtrain, DMatrix):
raise TypeError(f"invalid training matrix: {type(dtrain).__name__}")
self._validate_features(dtrain)
_check_call(_LIB.XGBoosterBoostOneIter(self.handle, dtrain.handle,
c_array(ctypes.c_float, grad),
c_array(ctypes.c_float, hess),
c_bst_ulong(len(grad))))
def eval_set(self, evals, iteration=0, feval=None):
# pylint: disable=invalid-name
"""Evaluate a set of data.
Parameters
----------
evals : list of tuples (DMatrix, string)
List of items to be evaluated.
iteration : int
Current iteration.
feval : function
Custom evaluation function.
Returns
-------
result: str
Evaluation result string.
"""
for d in evals:
if not isinstance(d[0], DMatrix):
raise TypeError(f"expected DMatrix, got {type(d[0]).__name__}")
if not isinstance(d[1], STRING_TYPES):
raise TypeError(f"expected string, got {type(d[1]).__name__}")
self._validate_features(d[0])
dmats = c_array(ctypes.c_void_p, [d[0].handle for d in evals])
evnames = c_array(ctypes.c_char_p, [c_str(d[1]) for d in evals])
msg = ctypes.c_char_p()
_check_call(_LIB.XGBoosterEvalOneIter(self.handle,
ctypes.c_int(iteration),
dmats, evnames,
c_bst_ulong(len(evals)),
ctypes.byref(msg)))
res = msg.value.decode() # pylint: disable=no-member
if feval is not None:
for dmat, evname in evals:
feval_ret = feval(self.predict(dmat, training=False,
output_margin=True), dmat)
if isinstance(feval_ret, list):
for name, val in feval_ret:
# pylint: disable=consider-using-f-string
res += '\t%s-%s:%f' % (evname, name, val)
else:
name, val = feval_ret
# pylint: disable=consider-using-f-string
res += '\t%s-%s:%f' % (evname, name, val)
return res
def eval(self, data, name='eval', iteration=0):
"""Evaluate the model on mat.
Parameters
----------
data : DMatrix
The dmatrix storing the input.
name : str, optional
The name of the dataset.
iteration : int, optional
The current iteration number.
Returns
-------
result: str
Evaluation result string.
"""
self._validate_features(data)
return self.eval_set([(data, name)], iteration)
# pylint: disable=too-many-function-args
def predict(
self,
data: DMatrix,
output_margin: bool = False,
ntree_limit: int = 0,
pred_leaf: bool = False,
pred_contribs: bool = False,
approx_contribs: bool = False,
pred_interactions: bool = False,
validate_features: bool = True,
training: bool = False,
iteration_range: Tuple[int, int] = (0, 0),
strict_shape: bool = False,
) -> np.ndarray:
"""Predict with data. The full model will be used unless `iteration_range` is specified,
meaning user have to either slice the model or use the ``best_iteration``
attribute to get prediction from best model returned from early stopping.
.. note::
See `Prediction
<https://xgboost.readthedocs.io/en/latest/prediction.html>`_
for issues like thread safety and a summary of outputs from this function.
Parameters
----------
data :
The dmatrix storing the input.
output_margin :
Whether to output the raw untransformed margin value.
ntree_limit :
Deprecated, use `iteration_range` instead.
pred_leaf :
When this option is on, the output will be a matrix of (nsample,
ntrees) with each record indicating the predicted leaf index of
each sample in each tree. Note that the leaf index of a tree is
unique per tree, so you may find leaf 1 in both tree 1 and tree 0.
pred_contribs :
When this is True the output will be a matrix of size (nsample,
nfeats + 1) with each record indicating the feature contributions
(SHAP values) for that prediction. The sum of all feature
contributions is equal to the raw untransformed margin value of the
prediction. Note the final column is the bias term.
approx_contribs :
Approximate the contributions of each feature. Used when ``pred_contribs`` or
``pred_interactions`` is set to True. Changing the default of this parameter
(False) is not recommended.
pred_interactions :
When this is True the output will be a matrix of size (nsample,
nfeats + 1, nfeats + 1) indicating the SHAP interaction values for
each pair of features. The sum of each row (or column) of the
interaction values equals the corresponding SHAP value (from
pred_contribs), and the sum of the entire matrix equals the raw
untransformed margin value of the prediction. Note the last row and
column correspond to the bias term.
validate_features :
When this is True, validate that the Booster's and data's
feature_names are identical. Otherwise, it is assumed that the
feature_names are the same.
training :
Whether the prediction value is used for training. This can effect `dart`
booster, which performs dropouts during training iterations but use all trees
for inference. If you want to obtain result with dropouts, set this parameter
to `True`. Also, the parameter is set to true when obtaining prediction for
custom objective function.
.. versionadded:: 1.0.0
iteration_range :
Specifies which layer of trees are used in prediction. For example, if a
random forest is trained with 100 rounds. Specifying `iteration_range=(10,
20)`, then only the forests built during [10, 20) (half open set) rounds are
used in this prediction.
.. versionadded:: 1.4.0
strict_shape :
When set to True, output shape is invariant to whether classification is used.
For both value and margin prediction, the output shape is (n_samples,
n_groups), n_groups == 1 when multi-class is not used. Default to False, in
which case the output shape can be (n_samples, ) if multi-class is not used.
.. versionadded:: 1.4.0
Returns
-------
prediction : numpy array
"""
if not isinstance(data, DMatrix):
raise TypeError('Expecting data to be a DMatrix object, got: ', type(data))
if validate_features:
self._validate_features(data)
iteration_range = _convert_ntree_limit(self, ntree_limit, iteration_range)
args = {
"type": 0,
"training": training,
"iteration_begin": iteration_range[0],
"iteration_end": iteration_range[1],
"strict_shape": strict_shape,
}
def assign_type(t: int) -> None:
if args["type"] != 0:
raise ValueError("One type of prediction at a time.")
args["type"] = t
if output_margin:
assign_type(1)
if pred_contribs:
assign_type(2 if not approx_contribs else 3)
if pred_interactions:
assign_type(4 if not approx_contribs else 5)
if pred_leaf:
assign_type(6)
preds = ctypes.POINTER(ctypes.c_float)()
shape = ctypes.POINTER(c_bst_ulong)()
dims = c_bst_ulong()
_check_call(
_LIB.XGBoosterPredictFromDMatrix(
self.handle,
data.handle,
from_pystr_to_cstr(json.dumps(args)),
ctypes.byref(shape),
ctypes.byref(dims),
ctypes.byref(preds)
)
)
return _prediction_output(shape, dims, preds, False)
def inplace_predict(
self,
data: Any,
iteration_range: Tuple[int, int] = (0, 0),
predict_type: str = "value",
missing: float = np.nan,
validate_features: bool = True,
base_margin: Any = None,
strict_shape: bool = False
):
"""Run prediction in-place, Unlike ``predict`` method, inplace prediction does
not cache the prediction result.
Calling only ``inplace_predict`` in multiple threads is safe and lock
free. But the safety does not hold when used in conjunction with other
methods. E.g. you can't train the booster in one thread and perform
prediction in the other.
.. code-block:: python
booster.set_param({'predictor': 'gpu_predictor'})
booster.inplace_predict(cupy_array)
booster.set_param({'predictor': 'cpu_predictor})
booster.inplace_predict(numpy_array)
.. versionadded:: 1.1.0
Parameters
----------
data : numpy.ndarray/scipy.sparse.csr_matrix/cupy.ndarray/
cudf.DataFrame/pd.DataFrame
The input data, must not be a view for numpy array. Set
``predictor`` to ``gpu_predictor`` for running prediction on CuPy
array or CuDF DataFrame.
iteration_range :
See :py:meth:`xgboost.Booster.predict` for details.
predict_type :
* `value` Output model prediction values.
* `margin` Output the raw untransformed margin value.
missing :
See :py:obj:`xgboost.DMatrix` for details.
validate_features:
See :py:meth:`xgboost.Booster.predict` for details.
base_margin:
See :py:obj:`xgboost.DMatrix` for details.
.. versionadded:: 1.4.0
strict_shape:
See :py:meth:`xgboost.Booster.predict` for details.
.. versionadded:: 1.4.0
Returns
-------
prediction : numpy.ndarray/cupy.ndarray
The prediction result. When input data is on GPU, prediction
result is stored in a cupy array.
"""
preds = ctypes.POINTER(ctypes.c_float)()
# once caching is supported, we can pass id(data) as cache id.
args = {
"type": 0,
"training": False,
"iteration_begin": iteration_range[0],
"iteration_end": iteration_range[1],
"missing": missing,
"strict_shape": strict_shape,
"cache_id": 0,
}
if predict_type == "margin":
args["type"] = 1
shape = ctypes.POINTER(c_bst_ulong)()
dims = c_bst_ulong()
if base_margin is not None:
proxy: Optional[_ProxyDMatrix] = _ProxyDMatrix()
assert proxy is not None
proxy.set_info(base_margin=base_margin)
p_handle = proxy.handle
else:
proxy = None
p_handle = ctypes.c_void_p()
assert proxy is None or isinstance(proxy, _ProxyDMatrix)
if validate_features:
if not hasattr(data, "shape"):
raise TypeError(
"`shape` attribute is required when `validate_features` is True."
)
if len(data.shape) != 1 and self.num_features() != data.shape[1]:
raise ValueError(
f"Feature shape mismatch, expected: {self.num_features()}, "
f"got {data.shape[1]}"
)
from .data import _is_pandas_df, _transform_pandas_df
from .data import _array_interface
if (
_is_pandas_df(data)
or lazy_isinstance(data, "cudf.core.dataframe", "DataFrame")
):
ft = self.feature_types
if ft is None:
enable_categorical = False
else:
enable_categorical = any(f == "c" for f in ft)
if _is_pandas_df(data):
data, _, _ = _transform_pandas_df(data, enable_categorical)
if isinstance(data, np.ndarray):
from .data import _ensure_np_dtype
data, _ = _ensure_np_dtype(data, data.dtype)
_check_call(
_LIB.XGBoosterPredictFromDense(
self.handle,
_array_interface(data),
from_pystr_to_cstr(json.dumps(args)),
p_handle,
ctypes.byref(shape),
ctypes.byref(dims),
ctypes.byref(preds),
)
)
return _prediction_output(shape, dims, preds, False)
if isinstance(data, scipy.sparse.csr_matrix):
csr = data
_check_call(
_LIB.XGBoosterPredictFromCSR(
self.handle,
_array_interface(csr.indptr),
_array_interface(csr.indices),
_array_interface(csr.data),
ctypes.c_size_t(csr.shape[1]),
from_pystr_to_cstr(json.dumps(args)),
p_handle,
ctypes.byref(shape),
ctypes.byref(dims),
ctypes.byref(preds),
)
)
return _prediction_output(shape, dims, preds, False)
if lazy_isinstance(data, "cupy.core.core", "ndarray") or lazy_isinstance(
data, "cupy._core.core", "ndarray"
):
from .data import _transform_cupy_array
data = _transform_cupy_array(data)
interface_str = _cuda_array_interface(data)
_check_call(
_LIB.XGBoosterPredictFromCudaArray(
self.handle,
interface_str,
from_pystr_to_cstr(json.dumps(args)),
p_handle,
ctypes.byref(shape),
ctypes.byref(dims),
ctypes.byref(preds),
)
)
return _prediction_output(shape, dims, preds, True)
if lazy_isinstance(data, "cudf.core.dataframe", "DataFrame"):
from .data import _cudf_array_interfaces, _transform_cudf_df
data, cat_codes, _, _ = _transform_cudf_df(
data, None, None, enable_categorical
)
interfaces_str = _cudf_array_interfaces(data, cat_codes)
_check_call(
_LIB.XGBoosterPredictFromCudaColumnar(
self.handle,
interfaces_str,
from_pystr_to_cstr(json.dumps(args)),
p_handle,
ctypes.byref(shape),
ctypes.byref(dims),
ctypes.byref(preds),
)
)
return _prediction_output(shape, dims, preds, True)
raise TypeError(
"Data type:" + str(type(data)) + " not supported by inplace prediction."
)
def save_model(self, fname: Union[str, os.PathLike]):
"""Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the
various XGBoost interfaces. Auxiliary attributes of the Python Booster object
(such as feature_names) will not be saved when using binary format. To save those
attributes, use JSON instead. See: `Model IO
<https://xgboost.readthedocs.io/en/stable/tutorials/saving_model.html>`_ for more
info.
Parameters
----------
fname : string or os.PathLike
Output file name
"""
if isinstance(fname, (STRING_TYPES, os.PathLike)): # assume file name
fname = os.fspath(os.path.expanduser(fname))
_check_call(_LIB.XGBoosterSaveModel(
self.handle, c_str(fname)))
else:
raise TypeError("fname must be a string or os PathLike")
def save_raw(self):
"""Save the model to a in memory buffer representation instead of file.
Returns
-------
a in memory buffer representation of the model
"""
length = c_bst_ulong()
cptr = ctypes.POINTER(ctypes.c_char)()
_check_call(_LIB.XGBoosterGetModelRaw(self.handle,
ctypes.byref(length),
ctypes.byref(cptr)))
return ctypes2buffer(cptr, length.value)
def load_model(self, fname: Union[str, bytearray, os.PathLike]) -> None:
"""Load the model from a file or bytearray. Path to file can be local
or as an URI.
The model is loaded from XGBoost format which is universal among the various
XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as
feature_names) will not be loaded when using binary format. To save those
attributes, use JSON instead. See: `Model IO
<https://xgboost.readthedocs.io/en/stable/tutorials/saving_model.html>`_ for more
info.
Parameters
----------
fname :
Input file name or memory buffer(see also save_raw)
"""
if isinstance(fname, (str, os.PathLike)):
# assume file name, cannot use os.path.exist to check, file can be
# from URL.
fname = os.fspath(os.path.expanduser(fname))
_check_call(_LIB.XGBoosterLoadModel(
self.handle, c_str(fname)))
elif isinstance(fname, bytearray):
buf = fname
length = c_bst_ulong(len(buf))
ptr = (ctypes.c_char * len(buf)).from_buffer(buf)
_check_call(_LIB.XGBoosterLoadModelFromBuffer(self.handle, ptr,
length))
else:
raise TypeError('Unknown file type: ', fname)
if self.attr("best_iteration") is not None:
self.best_iteration = int(self.attr("best_iteration"))
if self.attr("best_score") is not None:
self.best_score = float(self.attr("best_score"))
if self.attr("best_ntree_limit") is not None:
self.best_ntree_limit = int(self.attr("best_ntree_limit"))
def num_boosted_rounds(self) -> int:
'''Get number of boosted rounds. For gblinear this is reset to 0 after
serializing the model.
'''
rounds = ctypes.c_int()
assert self.handle is not None
_check_call(_LIB.XGBoosterBoostedRounds(self.handle, ctypes.byref(rounds)))
return rounds.value
def num_features(self) -> int:
'''Number of features in booster.'''
features = ctypes.c_int()
assert self.handle is not None
_check_call(_LIB.XGBoosterGetNumFeature(self.handle, ctypes.byref(features)))
return features.value
def dump_model(self, fout, fmap='', with_stats=False, dump_format="text"):
"""Dump model into a text or JSON file. Unlike `save_model`, the
output format is primarily used for visualization or interpretation,
hence it's more human readable but cannot be loaded back to XGBoost.
Parameters
----------
fout : string or os.PathLike
Output file name.
fmap : string or os.PathLike, optional
Name of the file containing feature map names.
with_stats : bool, optional
Controls whether the split statistics are output.
dump_format : string, optional
Format of model dump file. Can be 'text' or 'json'.
"""
if isinstance(fout, (STRING_TYPES, os.PathLike)):
fout = os.fspath(os.path.expanduser(fout))
# pylint: disable=consider-using-with
fout = open(fout, 'w', encoding="utf-8")
need_close = True
else:
need_close = False
ret = self.get_dump(fmap, with_stats, dump_format)
if dump_format == 'json':
fout.write('[\n')
for i, _ in enumerate(ret):
fout.write(ret[i])
if i < len(ret) - 1:
fout.write(",\n")
fout.write('\n]')
else:
for i, _ in enumerate(ret):
fout.write(f"booster[{i}]:\n")
fout.write(ret[i])
if need_close:
fout.close()
def get_dump(self, fmap='', with_stats=False, dump_format="text"):
"""Returns the model dump as a list of strings. Unlike `save_model`, the
output format is primarily used for visualization or interpretation,
hence it's more human readable but cannot be loaded back to XGBoost.
Parameters
----------
fmap : string or os.PathLike, optional
Name of the file containing feature map names.
with_stats : bool, optional
Controls whether the split statistics are output.
dump_format : string, optional
Format of model dump. Can be 'text', 'json' or 'dot'.
"""
fmap = os.fspath(os.path.expanduser(fmap))
length = c_bst_ulong()
sarr = ctypes.POINTER(ctypes.c_char_p)()
_check_call(_LIB.XGBoosterDumpModelEx(self.handle,
c_str(fmap),
ctypes.c_int(with_stats),
c_str(dump_format),
ctypes.byref(length),
ctypes.byref(sarr)))
res = from_cstr_to_pystr(sarr, length)
return res
def get_fscore(self, fmap=''):
"""Get feature importance of each feature.
.. note:: Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature, i.e.
those features that have not been used in any split conditions.
Parameters
----------
fmap: str or os.PathLike (optional)
The name of feature map file
"""
return self.get_score(fmap, importance_type='weight')
def get_score(
self, fmap: Union[str, os.PathLike] = '', importance_type: str = 'weight'
) -> Dict[str, Union[float, List[float]]]:
"""Get feature importance of each feature.
For tree model Importance type can be defined as:
* 'weight': the number of times a feature is used to split the data across all trees.
* 'gain': the average gain across all splits the feature is used in.
* 'cover': the average coverage across all splits the feature is used in.
* 'total_gain': the total gain across all splits the feature is used in.
* 'total_cover': the total coverage across all splits the feature is used in.
.. note::
For linear model, only "weight" is defined and it's the normalized coefficients
without bias.
.. note:: Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature, i.e.
those features that have not been used in any split conditions.
Parameters
----------
fmap: str or os.PathLike (optional)
The name of feature map file.
importance_type: str, default 'weight'
One of the importance types defined above.
Returns
-------
A map between feature names and their scores. When `gblinear` is used for
multi-class classification the scores for each feature is a list with length
`n_classes`, otherwise they're scalars.
"""
fmap = os.fspath(os.path.expanduser(fmap))
args = from_pystr_to_cstr(
json.dumps({"importance_type": importance_type, "feature_map": fmap})
)
features = ctypes.POINTER(ctypes.c_char_p)()
scores = ctypes.POINTER(ctypes.c_float)()
n_out_features = c_bst_ulong()
out_dim = c_bst_ulong()
shape = ctypes.POINTER(c_bst_ulong)()
_check_call(
_LIB.XGBoosterFeatureScore(
self.handle,
args,
ctypes.byref(n_out_features),
ctypes.byref(features),
ctypes.byref(out_dim),
ctypes.byref(shape),
ctypes.byref(scores),
)
)
features_arr = from_cstr_to_pystr(features, n_out_features)
scores_arr = _prediction_output(shape, out_dim, scores, False)
results: Dict[str, Union[float, List[float]]] = {}
if len(scores_arr.shape) > 1 and scores_arr.shape[1] > 1:
for feat, score in zip(features_arr, scores_arr):
results[feat] = [float(s) for s in score]
else:
for feat, score in zip(features_arr, scores_arr):
results[feat] = float(score)
return results
def trees_to_dataframe(self, fmap=''): # pylint: disable=too-many-statements
"""Parse a boosted tree model text dump into a pandas DataFrame structure.
This feature is only defined when the decision tree model is chosen as base
learner (`booster in {gbtree, dart}`). It is not defined for other base learner
types, such as linear learners (`booster=gblinear`).
Parameters
----------
fmap: str or os.PathLike (optional)
The name of feature map file.
"""
# pylint: disable=too-many-locals
fmap = os.fspath(os.path.expanduser(fmap))
if not PANDAS_INSTALLED:
raise ImportError(('pandas must be available to use this method.'
'Install pandas before calling again.'))
if getattr(self, 'booster', None) is not None and self.booster not in {'gbtree', 'dart'}:
raise ValueError(
f"This method is not defined for Booster type {self.booster}"
)
tree_ids = []
node_ids = []
fids = []
splits = []
categories = []
y_directs = []
n_directs = []
missings = []
gains = []
covers = []
trees = self.get_dump(fmap, with_stats=True)
for i, tree in enumerate(trees):
for line in tree.split('\n'):
arr = line.split('[')
# Leaf node
if len(arr) == 1:
# Last element of line.split is an empy string
if arr == ['']:
continue
# parse string
parse = arr[0].split(':')
stats = re.split('=|,', parse[1])
# append to lists
tree_ids.append(i)
node_ids.append(int(re.findall(r'\b\d+\b', parse[0])[0]))
fids.append('Leaf')
splits.append(float('NAN'))
categories.append(float('NAN'))
y_directs.append(float('NAN'))
n_directs.append(float('NAN'))
missings.append(float('NAN'))
gains.append(float(stats[1]))
covers.append(float(stats[3]))
# Not a Leaf Node
else:
# parse string
fid = arr[1].split(']')
if fid[0].find("<") != -1:
# numerical
parse = fid[0].split('<')
splits.append(float(parse[1]))
categories.append(None)
elif fid[0].find(":{") != -1:
# categorical
parse = fid[0].split(":")
cats = parse[1][1:-1] # strip the {}
cats = cats.split(",")
splits.append(float("NAN"))
categories.append(cats if cats else None)
else:
raise ValueError("Failed to parse model text dump.")
stats = re.split('=|,', fid[1])
# append to lists
tree_ids.append(i)
node_ids.append(int(re.findall(r'\b\d+\b', arr[0])[0]))
fids.append(parse[0])
str_i = str(i)
y_directs.append(str_i + '-' + stats[1])
n_directs.append(str_i + '-' + stats[3])
missings.append(str_i + '-' + stats[5])
gains.append(float(stats[7]))
covers.append(float(stats[9]))
ids = [str(t_id) + '-' + str(n_id) for t_id, n_id in zip(tree_ids, node_ids)]
df = DataFrame({'Tree': tree_ids, 'Node': node_ids, 'ID': ids,
'Feature': fids, 'Split': splits, 'Yes': y_directs,
'No': n_directs, 'Missing': missings, 'Gain': gains,
'Cover': covers, "Category": categories})
if callable(getattr(df, 'sort_values', None)):
# pylint: disable=no-member
return df.sort_values(['Tree', 'Node']).reset_index(drop=True)
# pylint: disable=no-member
return df.sort(['Tree', 'Node']).reset_index(drop=True)
def _validate_features(self, data: DMatrix):
"""
Validate Booster and data's feature_names are identical.
Set feature_names and feature_types from DMatrix
"""
if data.num_row() == 0:
return
if self.feature_names is None:
self.feature_names = data.feature_names
self.feature_types = data.feature_types
if data.feature_names is None and self.feature_names is not None:
raise ValueError(
"training data did not have the following fields: " +
", ".join(self.feature_names)
)
# Booster can't accept data with different feature names
if self.feature_names != data.feature_names:
dat_missing = set(self.feature_names) - set(data.feature_names)
my_missing = set(data.feature_names) - set(self.feature_names)
msg = 'feature_names mismatch: {0} {1}'
if dat_missing:
msg += ('\nexpected ' + ', '.join(
str(s) for s in dat_missing) + ' in input data')
if my_missing:
msg += ('\ntraining data did not have the following fields: ' +
', '.join(str(s) for s in my_missing))
raise ValueError(msg.format(self.feature_names, data.feature_names))
def get_split_value_histogram(
self,
feature: str,
fmap: Union[os.PathLike, str] = '',
bins: Optional[int] = None,
as_pandas: bool = True
) -> Union[np.ndarray, DataFrame]:
"""Get split value histogram of a feature
Parameters
----------
feature: str
The name of the feature.
fmap: str or os.PathLike (optional)
The name of feature map file.
bin: int, default None
The maximum number of bins.
Number of bins equals number of unique split values n_unique,
if bins == None or bins > n_unique.
as_pandas: bool, default True
Return pd.DataFrame when pandas is installed.
If False or pandas is not installed, return numpy ndarray.
Returns
-------
a histogram of used splitting values for the specified feature
either as numpy array or pandas DataFrame.
"""
xgdump = self.get_dump(fmap=fmap)
values = []
# pylint: disable=consider-using-f-string
regexp = re.compile(r"\[{0}<([\d.Ee+-]+)\]".format(feature))
for i, _ in enumerate(xgdump):
m = re.findall(regexp, xgdump[i])
values.extend([float(x) for x in m])
n_unique = len(np.unique(values))
bins = max(min(n_unique, bins) if bins is not None else n_unique, 1)
nph = np.histogram(values, bins=bins)
nph = np.column_stack((nph[1][1:], nph[0]))
nph = nph[nph[:, 1] > 0]
if nph.size == 0:
ft = self.feature_types
fn = self.feature_names
if fn is None:
# Let xgboost generate the feature names.
fn = [f"f{i}" for i in range(self.num_features())]
try:
index = fn.index(feature)
feature_t: Optional[str] = cast(List[str], ft)[index]
except (ValueError, AttributeError, TypeError):
# None.index: attr err, None[0]: type err, fn.index(-1): value err
feature_t = None
if feature_t == "c": # categorical
raise ValueError(
"Split value historgam doesn't support categorical split."
)
if as_pandas and PANDAS_INSTALLED:
return DataFrame(nph, columns=['SplitValue', 'Count'])
if as_pandas and not PANDAS_INSTALLED:
warnings.warn(
"Returning histogram as ndarray"
" (as_pandas == True, but pandas is not installed).",
UserWarning
)
return nph
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