xgboost/R-package
Vadim Khotilovich a44032d095 [CORE] The update process for a tree model, and its application to feature importance (#1670)
* [CORE] allow updating trees in an existing model

* [CORE] in refresh updater, allow keeping old leaf values and update stats only

* [R-package] xgb.train mod to allow updating trees in an existing model

* [R-package] added check for nrounds when is_update

* [CORE] merge parameter declaration changes; unify their code style

* [CORE] move the update-process trees initialization to Configure; rename default process_type to 'default'; fix the trees and trees_to_update sizes comparison check

* [R-package] unit tests for the update process type

* [DOC] documentation for process_type parameter; improved docs for updater, Gamma and Tweedie; added some parameter aliases; metrics indentation and some were non-documented

* fix my sloppy merge conflict resolutions

* [CORE] add a TreeProcessType enum

* whitespace fix
2016-12-04 09:33:52 -08:00
..
2015-01-20 15:51:42 -08:00
2016-12-02 20:19:03 -08:00
2016-12-02 20:19:03 -08:00
2016-12-02 20:19:03 -08:00
2015-07-24 11:58:02 -07:00
2016-12-02 20:19:03 -08:00

XGBoost R Package for Scalable GBM

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Resources

Installation

We are on CRAN now. For stable/pre-compiled(for Windows and OS X) version, please install from CRAN:

install.packages('xgboost')

You can also install from our weekly updated drat repo:

install.packages("xgboost", repos=c("http://dmlc.ml/drat/", getOption("repos")), type="source")

Important Due to the usage of submodule, install_github is no longer support to install the latest version of R package. For up-to-date version, please install from github.

Windows users will need to install RTools first. They also need to download MinGW-W64 using x86_64 architecture during installation.

Run the following command to add MinGW to PATH in Windows if not already added.

PATH %PATH%;C:\Program Files\mingw-w64\x86_64-5.3.0-posix-seh-rt_v4-rev0\mingw64\bin

To compile xgboost at the root of your storage, run the following bash script.

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
git submodule init
git submodule update
alias make='mingw32-make'
cd dmlc-core
make -j4
cd ../rabit
make lib/librabit_empty.a -j4
cd ..
cp make/mingw64.mk config.mk
make -j4

Run the following R script to install xgboost package from the root directory.

install.package('devtools') # if not installed
setwd('C:/xgboost/')
library(devtools)
install('R-package')

For more detailed installation instructions, please see here.

Examples