xgboost/doc/python/python_intro.md

Python Package Introduction
===========================
This document gives a basic walkthrough of xgboost python package.

***List of other Helpful Links***
* [Python walkthrough code collections](https://github.com/tqchen/xgboost/blob/master/demo/guide-python)
* [Python API Reference](python_api.rst)

Install XGBoost
---------------
To install XGBoost, do the following steps:

* You need to run `make` in the root directory of the project
* In the  `python-package` directory run
```shell
python setup.py install
```

```python
import xgboost as xgb
```

Data Interface
--------------
The XGBoost python module is able to load data from:
- libsvm txt format file
- Numpy 2D array, and 
- xgboost binary buffer file. 

The data will be store in a ```DMatrix``` object.

* To load a libsvm text file or a XGBoost binary file into ```DMatrix```, the command is:
```python
dtrain = xgb.DMatrix('train.svm.txt')
dtest = xgb.DMatrix('test.svm.buffer')
```
* To load a numpy array into ```DMatrix```, the command is:
```python
data = np.random.rand(5,10) # 5 entities, each contains 10 features
label = np.random.randint(2, size=5) # binary target
dtrain = xgb.DMatrix( data, label=label)
```
* To load a scpiy.sparse array into ```DMatrix```, the command is:
```python
csr = scipy.sparse.csr_matrix((dat, (row, col)))
dtrain = xgb.DMatrix(csr)
```
* Saving ```DMatrix``` into XGBoost binary file will make loading faster in next time:
```python
dtrain = xgb.DMatrix('train.svm.txt')
dtrain.save_binary("train.buffer")
```
* To handle missing value in ```DMatrix```, you can initialize the ```DMatrix``` by specifying missing values:
```python
dtrain = xgb.DMatrix(data, label=label, missing = -999.0)
```
* Weight can be set when needed:
```python
w = np.random.rand(5, 1)
dtrain = xgb.DMatrix(data, label=label, missing = -999.0, weight=w)
```

Setting Parameters
------------------
XGBoost use list of pair to save [parameters](../parameter.md). Eg
* Booster parameters
```python
param = {'bst:max_depth':2, 'bst:eta':1, 'silent':1, 'objective':'binary:logistic' }
param['nthread'] = 4
param['eval_metric'] = 'auc'
```
* You can also specify multiple eval metrics:
```python
param['eval_metric'] = ['auc', 'ams@0'] 

# alternativly:
# plst = param.items()
# plst += [('eval_metric', 'ams@0')]
```

* Specify validations set to watch performance
```python
evallist  = [(dtest,'eval'), (dtrain,'train')]
```

Training
--------

With parameter list and data, you are able to train a model.
* Training
```python
num_round = 10
bst = xgb.train( plst, dtrain, num_round, evallist )
```
* Saving model
After training, you can save model and dump it out.
```python
bst.save_model('0001.model')
```
* Dump Model and Feature Map
You can dump the model to txt and review the meaning of model
```python
# dump model
bst.dump_model('dump.raw.txt')
# dump model with feature map
bst.dump_model('dump.raw.txt','featmap.txt')
```
* Loading model
After you save your model, you can load model file at anytime by using
```python
bst = xgb.Booster({'nthread':4}) #init model
bst.load_model("model.bin") # load data
```

Early Stopping
--------------
If you have a validation set, you can use early stopping to find the optimal number of boosting rounds.
Early stopping requires at least one set in `evals`. If there's more than one, it will use the last.

`train(..., evals=evals, early_stopping_rounds=10)`

The model will train until the validation score stops improving. Validation error needs to decrease at least every `early_stopping_rounds` to continue training.

If early stopping occurs, the model will have two additional fields: `bst.best_score` and `bst.best_iteration`. Note that `train()` will return a model from the last iteration, not the best one.

This works with both metrics to minimize (RMSE, log loss, etc.) and to maximize (MAP, NDCG, AUC). Note that if you specify more than one evaluation metric the last one in `param['eval_metric']` is used for early stopping.

Prediction
----------
After you training/loading a model and preparing the data, you can start to do prediction.
```python
# 7 entities, each contains 10 features
data = np.random.rand(7, 10)
dtest = xgb.DMatrix(data)
ypred = bst.predict(xgmat)
```

If early stopping is enabled during training, you can predict with the best iteration.
```python
ypred = bst.predict(xgmat,ntree_limit=bst.best_iteration)
```

Plotting
--------

You can use plotting module to plot importance and output tree.

To plot importance, use ``plot_importance``. This function requires ``matplotlib`` to be installed.

```python
xgb.plot_importance(bst)
```

To output tree via ``matplotlib``, use ``plot_tree`` specifying ordinal number of the target tree.
This function requires ``graphviz`` and ``matplotlib``.

```python
xgb.plot_tree(bst, num_trees=2)
```

When you use ``IPython``, you can use ``to_graphviz`` function which converts the target tree to ``graphviz`` instance. ``graphviz`` instance is automatically rendered on ``IPython``.

```python
xgb.to_graphviz(bst, num_trees=2)
```