xgboost/R-package/tests/testthat/test_custom_objective.R
2015-10-28 23:24:17 -04:00

47 lines
1.6 KiB
R

context('Test models with custom objective')
require(xgboost)
test_that("custom objective works", {
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
watchlist <- list(eval = dtest, train = dtrain)
num_round <- 2
logregobj <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
return(list(metric = "error", value = err))
}
param <- list(max.depth=2, eta=1, nthread = 2, silent=1,
objective=logregobj, eval_metric=evalerror)
bst <- xgb.train(param, dtrain, num_round, watchlist)
expect_equal(class(bst), "xgb.Booster")
expect_equal(length(bst$raw), 1064)
attr(dtrain, 'label') <- getinfo(dtrain, 'label')
logregobjattr <- function(preds, dtrain) {
labels <- attr(dtrain, 'label')
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
param <- list(max.depth=2, eta=1, nthread = 2, silent = 1,
objective = logregobjattr, eval_metric = evalerror)
bst <- xgb.train(param, dtrain, num_round, watchlist)
expect_equal(class(bst), "xgb.Booster")
expect_equal(length(bst$raw), 1064)
})