60 lines
2.4 KiB
ReStructuredText
60 lines
2.4 KiB
ReStructuredText
##################
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Callback Functions
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##################
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This document gives a basic walkthrough of callback function used in XGBoost Python
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package. In XGBoost 1.3, a new callback interface is designed for Python package, which
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provides the flexibility of designing various extension for training. Also, XGBoost has a
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number of pre-defined callbacks for supporting early stopping, checkpoints etc.
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Using builtin callbacks
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-----------------------
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By default, training methods in XGBoost have parameters like ``early_stopping_rounds`` and
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``verbose``/``verbose_eval``, when specified the training procedure will define the
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corresponding callbacks internally. For example, when ``early_stopping_rounds`` is
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specified, ``EarlyStopping`` callback is invoked inside iteration loop. You can also pass
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this callback function directly into XGBoost:
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.. code-block:: python
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D_train = xgb.DMatrix(X_train, y_train)
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D_valid = xgb.DMatrix(X_valid, y_valid)
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# Define a custom evaluation metric used for early stopping.
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def eval_error_metric(predt, dtrain: xgb.DMatrix):
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label = dtrain.get_label()
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r = np.zeros(predt.shape)
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gt = predt > 0.5
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r[gt] = 1 - label[gt]
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le = predt <= 0.5
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r[le] = label[le]
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return 'CustomErr', np.sum(r)
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# Specify which dataset and which metric should be used for early stopping.
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early_stop = xgb.callback.EarlyStopping(rounds=early_stopping_rounds,
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metric_name='CustomErr',
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data_name='Train')
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booster = xgb.train(
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{'objective': 'binary:logistic',
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'eval_metric': ['error', 'rmse'],
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'tree_method': 'hist'}, D_train,
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evals=[(D_train, 'Train'), (D_valid, 'Valid')],
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feval=eval_error_metric,
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num_boost_round=1000,
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callbacks=[early_stop],
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verbose_eval=False)
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dump = booster.get_dump(dump_format='json')
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assert len(early_stop.stopping_history['Valid']['CustomErr']) == len(dump)
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Defining your own callback
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--------------------------
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XGBoost provides an callback interface class: ``xgboost.callback.TrainingCallback``, user
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defined callbacks should inherit this class and override corresponding methods. There's a
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working example in `demo/guide-python/callbacks.py <https://github.com/dmlc/xgboost/tree/master/demo/guide-python/callbacks.py>`_
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