xgboost/tests/python/test_predict.py
Jiaming Yuan 4656b09d5d
[breaking] Add prediction fucntion for DMatrix and use inplace predict for dask. (#6668)
* Add a new API function for predicting on `DMatrix`.  This function aligns
with rest of the `XGBoosterPredictFrom*` functions on semantic of function
arguments.
* Purge `ntree_limit` from libxgboost, use iteration instead.
* [dask] Use `inplace_predict` by default for dask sklearn models.
* [dask] Run prediction shape inference on worker instead of client.

The breaking change is in the Python sklearn `apply` function, I made it to be
consistent with other prediction functions where `best_iteration` is used by
default.
2021-02-08 18:26:32 +08:00

155 lines
4.7 KiB
Python

'''Tests for running inplace prediction.'''
from concurrent.futures import ThreadPoolExecutor
import numpy as np
from scipy import sparse
import xgboost as xgb
def run_threaded_predict(X, rows, predict_func):
results = []
per_thread = 20
with ThreadPoolExecutor(max_workers=10) as e:
for i in range(0, rows, int(rows / per_thread)):
if hasattr(X, 'iloc'):
predictor = X.iloc[i:i+per_thread, :]
else:
predictor = X[i:i+per_thread, ...]
f = e.submit(predict_func, predictor)
results.append(f)
for f in results:
assert f.result()
def run_predict_leaf(predictor):
rows = 100
cols = 4
classes = 5
num_parallel_tree = 4
num_boost_round = 10
rng = np.random.RandomState(1994)
X = rng.randn(rows, cols)
y = rng.randint(low=0, high=classes, size=rows)
m = xgb.DMatrix(X, y)
booster = xgb.train(
{
"num_parallel_tree": num_parallel_tree,
"num_class": classes,
"predictor": predictor,
"tree_method": "hist",
},
m,
num_boost_round=num_boost_round,
)
empty = xgb.DMatrix(np.ones(shape=(0, cols)))
empty_leaf = booster.predict(empty, pred_leaf=True)
assert empty_leaf.shape[0] == 0
leaf = booster.predict(m, pred_leaf=True, strict_shape=True)
assert leaf.shape[0] == rows
assert leaf.shape[1] == num_boost_round
assert leaf.shape[2] == classes
assert leaf.shape[3] == num_parallel_tree
for i in range(rows):
for j in range(num_boost_round):
for k in range(classes):
tree_group = leaf[i, j, k, :]
assert tree_group.shape[0] == num_parallel_tree
# No sampling, all trees within forest are the same
assert np.all(tree_group == tree_group[0])
ntree_limit = 2
sliced = booster.predict(
m, pred_leaf=True, ntree_limit=num_parallel_tree * ntree_limit, strict_shape=True
)
first = sliced[0, ...]
assert np.prod(first.shape) == classes * num_parallel_tree * ntree_limit
return leaf
def test_predict_leaf():
run_predict_leaf('cpu_predictor')
def test_predict_shape():
from sklearn.datasets import load_boston
X, y = load_boston(return_X_y=True)
reg = xgb.XGBRegressor(n_estimators=1)
reg.fit(X, y)
predt = reg.get_booster().predict(xgb.DMatrix(X), strict_shape=True)
assert len(predt.shape) == 2
assert predt.shape[0] == X.shape[0]
assert predt.shape[1] == 1
contrib = reg.get_booster().predict(
xgb.DMatrix(X), pred_contribs=True, strict_shape=True
)
assert len(contrib.shape) == 3
assert contrib.shape[1] == 1
class TestInplacePredict:
'''Tests for running inplace prediction'''
@classmethod
def setup_class(cls):
cls.rows = 100
cls.cols = 10
cls.rng = np.random.RandomState(1994)
cls.X = cls.rng.randn(cls.rows, cls.cols)
cls.y = cls.rng.randn(cls.rows)
dtrain = xgb.DMatrix(cls.X, cls.y)
cls.booster = xgb.train({'tree_method': 'hist'}, dtrain, num_boost_round=10)
cls.test = xgb.DMatrix(cls.X[:10, ...])
def test_predict(self):
booster = self.booster
X = self.X
test = self.test
predt_from_array = booster.inplace_predict(X[:10, ...])
predt_from_dmatrix = booster.predict(test)
np.testing.assert_allclose(predt_from_dmatrix, predt_from_array)
predt_from_array = booster.inplace_predict(X[:10, ...], iteration_range=(0, 4))
predt_from_dmatrix = booster.predict(test, ntree_limit=4)
np.testing.assert_allclose(predt_from_dmatrix, predt_from_array)
def predict_dense(x):
inplace_predt = booster.inplace_predict(x)
d = xgb.DMatrix(x)
copied_predt = booster.predict(d)
return np.all(copied_predt == inplace_predt)
for i in range(10):
run_threaded_predict(X, self.rows, predict_dense)
def predict_csr(x):
inplace_predt = booster.inplace_predict(sparse.csr_matrix(x))
d = xgb.DMatrix(x)
copied_predt = booster.predict(d)
return np.all(copied_predt == inplace_predt)
for i in range(10):
run_threaded_predict(X, self.rows, predict_csr)
def test_base_margin(self):
booster = self.booster
base_margin = self.rng.randn(self.rows)
from_inplace = booster.inplace_predict(data=self.X, base_margin=base_margin)
dtrain = xgb.DMatrix(self.X, self.y, base_margin=base_margin)
from_dmatrix = booster.predict(dtrain)
np.testing.assert_allclose(from_dmatrix, from_inplace)