240 lines
9.4 KiB
Python
240 lines
9.4 KiB
Python
# -*- coding: utf-8 -*-
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import numpy as np
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import xgboost as xgb
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import testing as tm
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import unittest
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import pytest
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try:
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import pandas as pd
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except ImportError:
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pass
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pytestmark = pytest.mark.skipif(**tm.no_pandas())
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dpath = 'demo/data/'
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rng = np.random.RandomState(1994)
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class TestPandas(unittest.TestCase):
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def test_pandas(self):
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df = pd.DataFrame([[1, 2., True], [2, 3., False]],
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columns=['a', 'b', 'c'])
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dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
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assert dm.feature_names == ['a', 'b', 'c']
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assert dm.feature_types == ['int', 'float', 'i']
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assert dm.num_row() == 2
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assert dm.num_col() == 3
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np.testing.assert_array_equal(dm.get_label(), np.array([1, 2]))
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# overwrite feature_names and feature_types
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dm = xgb.DMatrix(df, label=pd.Series([1, 2]),
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feature_names=['x', 'y', 'z'],
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feature_types=['q', 'q', 'q'])
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assert dm.feature_names == ['x', 'y', 'z']
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assert dm.feature_types == ['q', 'q', 'q']
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assert dm.num_row() == 2
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assert dm.num_col() == 3
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# incorrect dtypes
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df = pd.DataFrame([[1, 2., 'x'], [2, 3., 'y']],
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columns=['a', 'b', 'c'])
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self.assertRaises(ValueError, xgb.DMatrix, df)
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# numeric columns
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df = pd.DataFrame([[1, 2., True], [2, 3., False]])
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dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
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assert dm.feature_names == ['0', '1', '2']
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assert dm.feature_types == ['int', 'float', 'i']
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assert dm.num_row() == 2
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assert dm.num_col() == 3
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np.testing.assert_array_equal(dm.get_label(), np.array([1, 2]))
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df = pd.DataFrame([[1, 2., 1], [2, 3., 1]], columns=[4, 5, 6])
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dm = xgb.DMatrix(df, label=pd.Series([1, 2]))
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assert dm.feature_names == ['4', '5', '6']
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assert dm.feature_types == ['int', 'float', 'int']
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assert dm.num_row() == 2
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assert dm.num_col() == 3
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df = pd.DataFrame({'A': ['X', 'Y', 'Z'], 'B': [1, 2, 3]})
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dummies = pd.get_dummies(df)
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# B A_X A_Y A_Z
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# 0 1 1 0 0
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# 1 2 0 1 0
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# 2 3 0 0 1
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result, _, _ = xgb.data._transform_pandas_df(dummies)
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exp = np.array([[1., 1., 0., 0.],
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[2., 0., 1., 0.],
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[3., 0., 0., 1.]])
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np.testing.assert_array_equal(result, exp)
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dm = xgb.DMatrix(dummies)
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assert dm.feature_names == ['B', 'A_X', 'A_Y', 'A_Z']
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assert dm.feature_types == ['int', 'int', 'int', 'int']
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assert dm.num_row() == 3
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assert dm.num_col() == 4
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df = pd.DataFrame({'A=1': [1, 2, 3], 'A=2': [4, 5, 6]})
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dm = xgb.DMatrix(df)
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assert dm.feature_names == ['A=1', 'A=2']
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assert dm.feature_types == ['int', 'int']
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assert dm.num_row() == 3
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assert dm.num_col() == 2
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df_int = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=[9, 10])
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dm_int = xgb.DMatrix(df_int)
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df_range = pd.DataFrame([[1, 1.1], [2, 2.2]], columns=range(9, 11, 1))
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dm_range = xgb.DMatrix(df_range)
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assert dm_int.feature_names == ['9', '10'] # assert not "9 "
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assert dm_int.feature_names == dm_range.feature_names
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# test MultiIndex as columns
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df = pd.DataFrame(
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[
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(1, 2, 3, 4, 5, 6),
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(6, 5, 4, 3, 2, 1)
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],
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columns=pd.MultiIndex.from_tuples((
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('a', 1), ('a', 2), ('a', 3),
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('b', 1), ('b', 2), ('b', 3),
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))
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)
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dm = xgb.DMatrix(df)
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assert dm.feature_names == ['a 1', 'a 2', 'a 3', 'b 1', 'b 2', 'b 3']
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assert dm.feature_types == ['int', 'int', 'int', 'int', 'int', 'int']
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assert dm.num_row() == 2
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assert dm.num_col() == 6
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def test_pandas_sparse(self):
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import pandas as pd
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rows = 100
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X = pd.DataFrame(
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{"A": pd.arrays.SparseArray(np.random.randint(0, 10, size=rows)),
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"B": pd.arrays.SparseArray(np.random.randn(rows)),
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"C": pd.arrays.SparseArray(np.random.permutation(
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[True, False] * (rows // 2)))}
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)
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y = pd.Series(pd.arrays.SparseArray(np.random.randn(rows)))
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dtrain = xgb.DMatrix(X, y)
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booster = xgb.train({}, dtrain, num_boost_round=4)
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predt_sparse = booster.predict(xgb.DMatrix(X))
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predt_dense = booster.predict(xgb.DMatrix(X.sparse.to_dense()))
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np.testing.assert_allclose(predt_sparse, predt_dense)
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def test_pandas_label(self):
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# label must be a single column
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df = pd.DataFrame({'A': ['X', 'Y', 'Z'], 'B': [1, 2, 3]})
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self.assertRaises(ValueError, xgb.data._transform_pandas_df, df,
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None, None, 'label', 'float')
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# label must be supported dtype
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df = pd.DataFrame({'A': np.array(['a', 'b', 'c'], dtype=object)})
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self.assertRaises(ValueError, xgb.data._transform_pandas_df, df,
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None, None, 'label', 'float')
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df = pd.DataFrame({'A': np.array([1, 2, 3], dtype=int)})
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result, _, _ = xgb.data._transform_pandas_df(df, None, None,
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'label', 'float')
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np.testing.assert_array_equal(result, np.array([[1.], [2.], [3.]],
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dtype=float))
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dm = xgb.DMatrix(np.random.randn(3, 2), label=df)
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assert dm.num_row() == 3
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assert dm.num_col() == 2
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def test_pandas_weight(self):
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kRows = 32
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kCols = 8
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X = np.random.randn(kRows, kCols)
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y = np.random.randn(kRows)
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w = np.random.uniform(size=kRows).astype(np.float32)
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w_pd = pd.DataFrame(w)
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data = xgb.DMatrix(X, y, w_pd)
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assert data.num_row() == kRows
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assert data.num_col() == kCols
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np.testing.assert_array_equal(data.get_weight(), w)
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def test_cv_as_pandas(self):
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dm = xgb.DMatrix(dpath + 'agaricus.txt.train')
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic'}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10)
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assert isinstance(cv, pd.DataFrame)
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exp = pd.Index([u'test-error-mean', u'test-error-std',
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u'train-error-mean', u'train-error-std'])
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assert len(cv.columns.intersection(exp)) == 4
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# show progress log (result is the same as above)
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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verbose_eval=True)
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assert isinstance(cv, pd.DataFrame)
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exp = pd.Index([u'test-error-mean', u'test-error-std',
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u'train-error-mean', u'train-error-std'])
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assert len(cv.columns.intersection(exp)) == 4
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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verbose_eval=True, show_stdv=False)
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assert isinstance(cv, pd.DataFrame)
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exp = pd.Index([u'test-error-mean', u'test-error-std',
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u'train-error-mean', u'train-error-std'])
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assert len(cv.columns.intersection(exp)) == 4
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': 'auc'}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, as_pandas=True)
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assert 'eval_metric' in params
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assert 'auc' in cv.columns[0]
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': ['auc']}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, as_pandas=True)
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assert 'eval_metric' in params
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assert 'auc' in cv.columns[0]
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': ['auc']}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, early_stopping_rounds=1)
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assert 'eval_metric' in params
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assert 'auc' in cv.columns[0]
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assert cv.shape[0] < 10
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic'}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, metrics='auc')
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assert 'auc' in cv.columns[0]
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic'}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, metrics=['auc'])
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assert 'auc' in cv.columns[0]
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params = {'max_depth': 2, 'eta': 1, 'verbosity': 0,
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'objective': 'binary:logistic', 'eval_metric': ['auc']}
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, metrics='error')
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assert 'eval_metric' in params
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assert 'auc' not in cv.columns[0]
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assert 'error' in cv.columns[0]
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, metrics=['error'])
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assert 'eval_metric' in params
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assert 'auc' not in cv.columns[0]
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assert 'error' in cv.columns[0]
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params = list(params.items())
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cv = xgb.cv(params, dm, num_boost_round=10, nfold=10,
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as_pandas=True, metrics=['error'])
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assert isinstance(params, list)
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assert 'auc' not in cv.columns[0]
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assert 'error' in cv.columns[0]
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