xgboost/tests/python/test_data_iterator.py

import xgboost as xgb
from xgboost.data import SingleBatchInternalIter as SingleBatch
import numpy as np
from testing import IteratorForTest, non_increasing
from typing import Tuple, List
import pytest
from hypothesis import given, strategies, settings
from scipy.sparse import csr_matrix


def make_batches(
    n_samples_per_batch: int, n_features: int, n_batches: int, use_cupy: bool = False
) -> Tuple[List[np.ndarray], List[np.ndarray]]:
    X = []
    y = []
    if use_cupy:
        import cupy

        rng = cupy.random.RandomState(1994)
    else:
        rng = np.random.RandomState(1994)
    for i in range(n_batches):
        _X = rng.randn(n_samples_per_batch, n_features)
        _y = rng.randn(n_samples_per_batch)
        X.append(_X)
        y.append(_y)
    return X, y


def test_single_batch(tree_method: str = "approx") -> None:
    from sklearn.datasets import load_breast_cancer

    n_rounds = 10
    X, y = load_breast_cancer(return_X_y=True)
    X = X.astype(np.float32)
    y = y.astype(np.float32)

    Xy = xgb.DMatrix(SingleBatch(data=X, label=y))
    from_it = xgb.train({"tree_method": tree_method}, Xy, num_boost_round=n_rounds)

    Xy = xgb.DMatrix(X, y)
    from_dmat = xgb.train({"tree_method": tree_method}, Xy, num_boost_round=n_rounds)
    assert from_it.get_dump() == from_dmat.get_dump()

    X, y = load_breast_cancer(return_X_y=True, as_frame=True)
    X = X.astype(np.float32)
    Xy = xgb.DMatrix(SingleBatch(data=X, label=y))
    from_pd = xgb.train({"tree_method": tree_method}, Xy, num_boost_round=n_rounds)
    # remove feature info to generate exact same text representation.
    from_pd.feature_names = None
    from_pd.feature_types = None

    assert from_pd.get_dump() == from_it.get_dump()

    X, y = load_breast_cancer(return_X_y=True)
    X = csr_matrix(X)
    Xy = xgb.DMatrix(SingleBatch(data=X, label=y))
    from_it = xgb.train({"tree_method": tree_method}, Xy, num_boost_round=n_rounds)

    X, y = load_breast_cancer(return_X_y=True)
    Xy = xgb.DMatrix(SingleBatch(data=X, label=y), missing=0.0)
    from_np = xgb.train({"tree_method": tree_method}, Xy, num_boost_round=n_rounds)
    assert from_np.get_dump() == from_it.get_dump()


def run_data_iterator(
    n_samples_per_batch: int,
    n_features: int,
    n_batches: int,
    tree_method: str,
    subsample: bool,
    use_cupy: bool,
) -> None:
    n_rounds = 2
    # The test is more difficult to pass if the subsample rate is smaller as the root_sum
    # is accumulated in parallel.  Reductions with different number of entries lead to
    # different floating point errors.
    subsample_rate = 0.8 if subsample else 1.0

    it = IteratorForTest(
        *make_batches(n_samples_per_batch, n_features, n_batches, use_cupy)
    )
    if n_batches == 0:
        with pytest.raises(ValueError, match="1 batch"):
            Xy = xgb.DMatrix(it)
        return

    Xy = xgb.DMatrix(it)
    assert Xy.num_row() == n_samples_per_batch * n_batches
    assert Xy.num_col() == n_features

    parameters = {
        "tree_method": tree_method,
        "max_depth": 2,
        "subsample": subsample_rate,
        "seed": 0,
    }

    if tree_method == "gpu_hist":
        parameters["sampling_method"] = "gradient_based"

    results_from_it: xgb.callback.EvaluationMonitor.EvalsLog = {}
    from_it = xgb.train(
        parameters,
        Xy,
        num_boost_round=n_rounds,
        evals=[(Xy, "Train")],
        evals_result=results_from_it,
        verbose_eval=False,
    )
    if not subsample:
        assert non_increasing(results_from_it["Train"]["rmse"])

    X, y = it.as_arrays()
    Xy = xgb.DMatrix(X, y)
    assert Xy.num_row() == n_samples_per_batch * n_batches
    assert Xy.num_col() == n_features

    results_from_arrays: xgb.callback.EvaluationMonitor.EvalsLog = {}
    from_arrays = xgb.train(
        parameters,
        Xy,
        num_boost_round=n_rounds,
        evals=[(Xy, "Train")],
        evals_result=results_from_arrays,
        verbose_eval=False,
    )
    arr_predt = from_arrays.predict(Xy)
    if not subsample:
        assert non_increasing(results_from_arrays["Train"]["rmse"])

    rtol = 1e-2
    # CPU sketching is more memory efficient but less consistent due to small chunks
    it_predt = from_it.predict(Xy)
    arr_predt = from_arrays.predict(Xy)
    np.testing.assert_allclose(it_predt, arr_predt, rtol=rtol)

    np.testing.assert_allclose(
        results_from_it["Train"]["rmse"],
        results_from_arrays["Train"]["rmse"],
        rtol=rtol,
    )


@given(
    strategies.integers(0, 1024),
    strategies.integers(1, 7),
    strategies.integers(0, 13),
    strategies.booleans(),
)
@settings(deadline=None, print_blob=True)
def test_data_iterator(
    n_samples_per_batch: int,
    n_features: int,
    n_batches: int,
    subsample: bool,
) -> None:
    run_data_iterator(
        n_samples_per_batch, n_features, n_batches, "approx", subsample, False
    )
    run_data_iterator(
        n_samples_per_batch, n_features, n_batches, "hist", subsample, False
    )