xgboost/tests/python/test_basic.py
Christian Lorentzen cf4f019ed6
[Breaking] Change default evaluation metric for classification to logloss / mlogloss (#6183)
* Change DefaultEvalMetric of classification from error to logloss

* Change default binary metric in plugin/example/custom_obj.cc

* Set old error metric in python tests

* Set old error metric in R tests

* Fix missed eval metrics and typos in R tests

* Fix setting eval_metric twice in R tests

* Add warning for empty eval_metric for classification

* Fix Dask tests

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
2020-10-02 12:06:47 -07:00

336 lines
12 KiB
Python

# -*- coding: utf-8 -*-
import sys
from contextlib import contextmanager
from io import StringIO
import numpy as np
import os
import xgboost as xgb
import unittest
import json
from pathlib import Path
import tempfile
dpath = 'demo/data/'
rng = np.random.RandomState(1994)
@contextmanager
def captured_output():
"""Reassign stdout temporarily in order to test printed statements
Taken from:
https://stackoverflow.com/questions/4219717/how-to-assert-output-with-nosetest-unittest-in-python
Also works for pytest.
"""
new_out, new_err = StringIO(), StringIO()
old_out, old_err = sys.stdout, sys.stderr
try:
sys.stdout, sys.stderr = new_out, new_err
yield sys.stdout, sys.stderr
finally:
sys.stdout, sys.stderr = old_out, old_err
class TestBasic(unittest.TestCase):
def test_compat(self):
from xgboost.compat import lazy_isinstance
a = np.array([1, 2, 3])
assert lazy_isinstance(a, 'numpy', 'ndarray')
assert not lazy_isinstance(a, 'numpy', 'dataframe')
def test_basic(self):
dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
dtest = xgb.DMatrix(dpath + 'agaricus.txt.test')
param = {'max_depth': 2, 'eta': 1,
'objective': 'binary:logistic'}
# specify validations set to watch performance
watchlist = [(dtrain, 'train')]
num_round = 2
bst = xgb.train(param, dtrain, num_round, watchlist, verbose_eval=True)
preds = bst.predict(dtrain)
labels = dtrain.get_label()
err = sum(1 for i in range(len(preds))
if int(preds[i] > 0.5) != labels[i]) / float(len(preds))
# error must be smaller than 10%
assert err < 0.1
preds = bst.predict(dtest)
labels = dtest.get_label()
err = sum(1 for i in range(len(preds))
if int(preds[i] > 0.5) != labels[i]) / float(len(preds))
# error must be smaller than 10%
assert err < 0.1
with tempfile.TemporaryDirectory() as tmpdir:
dtest_path = os.path.join(tmpdir, 'dtest.dmatrix')
# save dmatrix into binary buffer
dtest.save_binary(dtest_path)
# save model
model_path = os.path.join(tmpdir, 'model.booster')
bst.save_model(model_path)
# load model and data in
bst2 = xgb.Booster(model_file=model_path)
dtest2 = xgb.DMatrix(dtest_path)
preds2 = bst2.predict(dtest2)
# assert they are the same
assert np.sum(np.abs(preds2 - preds)) == 0
def test_record_results(self):
dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
dtest = xgb.DMatrix(dpath + 'agaricus.txt.test')
param = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic', 'eval_metric': 'error'}
# specify validations set to watch performance
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
num_round = 2
result = {}
res2 = {}
xgb.train(param, dtrain, num_round, watchlist,
callbacks=[xgb.callback.record_evaluation(result)])
xgb.train(param, dtrain, num_round, watchlist,
evals_result=res2)
assert result['train']['error'][0] < 0.1
assert res2 == result
def test_multiclass(self):
dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
dtest = xgb.DMatrix(dpath + 'agaricus.txt.test')
param = {'max_depth': 2, 'eta': 1, 'verbosity': 0, 'num_class': 2}
# specify validations set to watch performance
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
num_round = 2
bst = xgb.train(param, dtrain, num_round, watchlist)
# this is prediction
preds = bst.predict(dtest)
labels = dtest.get_label()
err = sum(1 for i in range(len(preds))
if preds[i] != labels[i]) / float(len(preds))
# error must be smaller than 10%
assert err < 0.1
with tempfile.TemporaryDirectory() as tmpdir:
dtest_path = os.path.join(tmpdir, 'dtest.buffer')
model_path = os.path.join(tmpdir, 'xgb.model')
# save dmatrix into binary buffer
dtest.save_binary(dtest_path)
# save model
bst.save_model(model_path)
# load model and data in
bst2 = xgb.Booster(model_file=model_path)
dtest2 = xgb.DMatrix(dtest_path)
preds2 = bst2.predict(dtest2)
# assert they are the same
assert np.sum(np.abs(preds2 - preds)) == 0
def test_dump(self):
data = np.random.randn(100, 2)
target = np.array([0, 1] * 50)
features = ['Feature1', 'Feature2']
dm = xgb.DMatrix(data, label=target, feature_names=features)
params = {'objective': 'binary:logistic',
'eval_metric': 'logloss',
'eta': 0.3,
'max_depth': 1}
bst = xgb.train(params, dm, num_boost_round=1)
# number of feature importances should == number of features
dump1 = bst.get_dump()
self.assertEqual(len(dump1), 1, "Expected only 1 tree to be dumped.")
self.assertEqual(len(dump1[0].splitlines()), 3,
"Expected 1 root and 2 leaves - 3 lines in dump.")
dump2 = bst.get_dump(with_stats=True)
self.assertEqual(dump2[0].count('\n'), 3,
"Expected 1 root and 2 leaves - 3 lines in dump.")
self.assertGreater(dump2[0].find('\n'), dump1[0].find('\n'),
"Expected more info when with_stats=True is given.")
dump3 = bst.get_dump(dump_format="json")
dump3j = json.loads(dump3[0])
self.assertEqual(dump3j["nodeid"], 0, "Expected the root node on top.")
dump4 = bst.get_dump(dump_format="json", with_stats=True)
dump4j = json.loads(dump4[0])
self.assertIn("gain", dump4j, "Expected 'gain' to be dumped in JSON.")
def test_load_file_invalid(self):
self.assertRaises(xgb.core.XGBoostError, xgb.Booster,
model_file='incorrect_path')
self.assertRaises(xgb.core.XGBoostError, xgb.Booster,
model_file=u'不正なパス')
def test_dmatrix_numpy_init_omp(self):
rows = [1000, 11326, 15000]
cols = 50
for row in rows:
X = np.random.randn(row, cols)
y = np.random.randn(row).astype('f')
dm = xgb.DMatrix(X, y, nthread=0)
np.testing.assert_array_equal(dm.get_label(), y)
assert dm.num_row() == row
assert dm.num_col() == cols
dm = xgb.DMatrix(X, y, nthread=10)
np.testing.assert_array_equal(dm.get_label(), y)
assert dm.num_row() == row
assert dm.num_col() == cols
def test_cv(self):
dm = xgb.DMatrix(dpath + 'agaricus.txt.train')
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic'}
# return np.ndarray
cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, as_pandas=False)
assert isinstance(cv, dict)
assert len(cv) == (4)
def test_cv_no_shuffle(self):
dm = xgb.DMatrix(dpath + 'agaricus.txt.train')
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
'objective': 'binary:logistic'}
# return np.ndarray
cv = xgb.cv(params, dm, num_boost_round=10, shuffle=False, nfold=10,
as_pandas=False)
assert isinstance(cv, dict)
assert len(cv) == (4)
def test_cv_explicit_fold_indices(self):
dm = xgb.DMatrix(dpath + 'agaricus.txt.train')
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0, 'objective':
'binary:logistic'}
folds = [
# Train Test
([1, 3], [5, 8]),
([7, 9], [23, 43]),
]
# return np.ndarray
cv = xgb.cv(params, dm, num_boost_round=10, folds=folds,
as_pandas=False)
assert isinstance(cv, dict)
assert len(cv) == (4)
def test_cv_explicit_fold_indices_labels(self):
params = {'max_depth': 2, 'eta': 1, 'verbosity': 0, 'objective':
'reg:squarederror'}
N = 100
F = 3
dm = xgb.DMatrix(data=np.random.randn(N, F), label=np.arange(N))
folds = [
# Train Test
([1, 3], [5, 8]),
([7, 9], [23, 43, 11]),
]
# Use callback to log the test labels in each fold
def cb(cbackenv):
print([fold.dtest.get_label() for fold in cbackenv.cvfolds])
# Run cross validation and capture standard out to test callback result
with captured_output() as (out, err):
xgb.cv(
params, dm, num_boost_round=1, folds=folds, callbacks=[cb],
as_pandas=False
)
output = out.getvalue().strip()
solution = ('[array([5., 8.], dtype=float32), array([23., 43., 11.],' +
' dtype=float32)]')
assert output == solution
class TestBasicPathLike(unittest.TestCase):
"""Unit tests using the os_fspath and pathlib.Path for file interaction."""
def test_DMatrix_init_from_path(self):
"""Initialization from the data path."""
dpath = Path('demo/data')
dtrain = xgb.DMatrix(dpath / 'agaricus.txt.train')
assert dtrain.num_row() == 6513
assert dtrain.num_col() == 127
def test_DMatrix_save_to_path(self):
"""Saving to a binary file using pathlib from a DMatrix."""
data = np.random.randn(100, 2)
target = np.array([0, 1] * 50)
features = ['Feature1', 'Feature2']
dm = xgb.DMatrix(data, label=target, feature_names=features)
# save, assert exists, remove file
binary_path = Path("dtrain.bin")
dm.save_binary(binary_path)
assert binary_path.exists()
Path.unlink(binary_path)
def test_Booster_init_invalid_path(self):
"""An invalid model_file path should raise XGBoostError."""
self.assertRaises(xgb.core.XGBoostError, xgb.Booster,
model_file=Path("invalidpath"))
def test_Booster_save_and_load(self):
"""Saving and loading model files from paths."""
save_path = Path("saveload.model")
data = np.random.randn(100, 2)
target = np.array([0, 1] * 50)
features = ['Feature1', 'Feature2']
dm = xgb.DMatrix(data, label=target, feature_names=features)
params = {'objective': 'binary:logistic',
'eval_metric': 'logloss',
'eta': 0.3,
'max_depth': 1}
bst = xgb.train(params, dm, num_boost_round=1)
# save, assert exists
bst.save_model(save_path)
assert save_path.exists()
def dump_assertions(dump):
"""Assertions for the expected dump from Booster"""
assert len(dump) == 1, 'Exepcted only 1 tree to be dumped.'
assert len(dump[0].splitlines()) == 3, 'Expected 1 root and 2 leaves - 3 lines.'
# load the model again using Path
bst2 = xgb.Booster(model_file=save_path)
dump2 = bst2.get_dump()
dump_assertions(dump2)
# load again using load_model
bst3 = xgb.Booster()
bst3.load_model(save_path)
dump3= bst3.get_dump()
dump_assertions(dump3)
# remove file
Path.unlink(save_path)
def test_os_fspath(self):
"""Core properties of the os_fspath function."""
# strings are returned unmodified
assert '' == xgb.compat.os_fspath('')
assert '/this/path' == xgb.compat.os_fspath('/this/path')
# bytes are returned unmodified
assert b'/this/path' == xgb.compat.os_fspath(b'/this/path')
# path objects are returned as string representation
path_test = Path('this') / 'path'
assert str(path_test) == xgb.compat.os_fspath(path_test)
# invalid values raise Type error
self.assertRaises(TypeError, xgb.compat.os_fspath, 123)