#' Callback closures for booster training. #' #' These are used to perform various service tasks either during boosting iterations or at the end. #' This approach helps to modularize many of such tasks without bloating the main training methods, #' and it offers . #' #' @details #' By default, a callback function is run after each boosting iteration. #' An R-attribute \code{is_pre_iteration} could be set for a callback to define a pre-iteration function. #' #' When a callback function has \code{finalize} parameter, its finalizer part will also be run after #' the boosting is completed. #' #' WARNING: side-effects!!! Be aware that these callback functions access and modify things in #' the environment from which they are called from, which is a fairly uncommon thing to do in R. #' #' To write a custom callback closure, make sure you first understand the main concepts about R environments. #' Check either R documentation on \code{\link[base]{environment}} or the #' \href{http://adv-r.had.co.nz/Environments.html}{Environments chapter} from the "Advanced R" #' book by Hadley Wickham. Further, the best option is to read the code of some of the existing callbacks - #' choose ones that do something similar to what you want to achieve. Also, you would need to get familiar #' with the objects available inside of the \code{xgb.train} and \code{xgb.cv} internal environments. #' #' @seealso #' \code{\link{cb.print.evaluation}}, #' \code{\link{cb.evaluation.log}}, #' \code{\link{cb.reset.parameters}}, #' \code{\link{cb.early.stop}}, #' \code{\link{cb.save.model}}, #' \code{\link{cb.cv.predict}}, #' \code{\link{xgb.train}}, #' \code{\link{xgb.cv}} #' #' @name callbacks NULL # # Callbacks ------------------------------------------------------------------- # #' Callback closure for printing the result of evaluation #' #' @param period results would be printed every number of periods #' @param showsd whether standard deviations should be printed (when available) #' #' @details #' The callback function prints the result of evaluation at every \code{period} iterations. #' The initial and the last iteration's evaluations are always printed. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst_evaluation} (also \code{bst_evaluation_err} when available), #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.print.evaluation <- function(period = 1, showsd = TRUE) { callback <- function(env = parent.frame()) { if (length(env$bst_evaluation) == 0 || period == 0 || NVL(env$rank, 0) != 0) return() i <- env$iteration if ((i - 1) %% period == 0 || i == env$begin_iteration || i == env$end_iteration) { stdev <- if (showsd) env$bst_evaluation_err else NULL msg <- format.eval.string(i, env$bst_evaluation, stdev) cat(msg, '\n') } } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.print.evaluation' callback } #' Callback closure for logging the evaluation history #' #' @details #' This callback function appends the current iteration evaluation results \code{bst_evaluation} #' available in the calling parent frame to the \code{evaluation_log} list in a calling frame. #' #' The finalizer callback (called with \code{finalize = TURE} in the end) converts #' the \code{evaluation_log} list into a final data.table. #' #' The iteration evaluation result \code{bst_evaluation} must be a named numeric vector. #' #' Note: in the column names of the final data.table, the dash '-' character is replaced with #' the underscore '_' in order to make the column names more like regular R identifiers. #' #' Callback function expects the following values to be set in its calling frame: #' \code{evaluation_log}, #' \code{bst_evaluation}, #' \code{iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.evaluation.log <- function() { mnames <- NULL init <- function(env) { if (!is.list(env$evaluation_log)) stop("'evaluation_log' has to be a list") mnames <<- names(env$bst_evaluation) if (is.null(mnames) || any(mnames == "")) stop("bst_evaluation must have non-empty names") mnames <<- gsub('-', '_', names(env$bst_evaluation)) if (!is.null(env$bst_evaluation_err)) mnames <<- c(paste0(mnames, '_mean'), paste0(mnames, '_std')) } finalizer <- function(env) { env$evaluation_log <- as.data.table(t(simplify2array(env$evaluation_log))) setnames(env$evaluation_log, c('iter', mnames)) if (!is.null(env$bst_evaluation_err)) { # rearrange col order from _mean,_mean,...,_std,_std,... # to be _mean,_std,_mean,_std,... len <- length(mnames) means <- mnames[seq_len(len / 2)] stds <- mnames[(len / 2 + 1):len] cnames <- numeric(len) cnames[c(TRUE, FALSE)] <- means cnames[c(FALSE, TRUE)] <- stds env$evaluation_log <- env$evaluation_log[, c('iter', cnames), with = FALSE] } } callback <- function(env = parent.frame(), finalize = FALSE) { if (is.null(mnames)) init(env) if (finalize) return(finalizer(env)) ev <- env$bst_evaluation if (!is.null(env$bst_evaluation_err)) ev <- c(ev, env$bst_evaluation_err) env$evaluation_log <- c(env$evaluation_log, list(c(iter = env$iteration, ev))) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.evaluation.log' callback } #' Callback closure for resetting the booster's parameters at each iteration. #' #' @param new_params a list where each element corresponds to a parameter that needs to be reset. #' Each element's value must be either a vector of values of length \code{nrounds} #' to be set at each iteration, #' or a function of two parameters \code{learning_rates(iteration, nrounds)} #' which returns a new parameter value by using the current iteration number #' and the total number of boosting rounds. #' #' @details #' This is a "pre-iteration" callback function used to reset booster's parameters #' at the beginning of each iteration. #' #' Note that when training is resumed from some previous model, and a function is used to #' reset a parameter value, the \code{nrounds} argument in this function would be the #' the number of boosting rounds in the current training. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst} or \code{bst_folds}, #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.reset.parameters <- function(new_params) { if (typeof(new_params) != "list") stop("'new_params' must be a list") pnames <- gsub("\\.", "_", names(new_params)) nrounds <- NULL # run some checks in the beginning init <- function(env) { nrounds <<- env$end_iteration - env$begin_iteration + 1 if (is.null(env$bst) && is.null(env$bst_folds)) stop("Parent frame has neither 'bst' nor 'bst_folds'") # Some parameters are not allowed to be changed, # since changing them would simply wreck some chaos not_allowed <- pnames %in% c('num_class', 'num_output_group', 'size_leaf_vector', 'updater_seq') if (any(not_allowed)) stop('Parameters ', paste(pnames[not_allowed]), " cannot be changed during boosting.") for (n in pnames) { p <- new_params[[n]] if (is.function(p)) { if (length(formals(p)) != 2) stop("Parameter '", n, "' is a function but not of two arguments") } else if (is.numeric(p) || is.character(p)) { if (length(p) != nrounds) stop("Length of '", n, "' has to be equal to 'nrounds'") } else { stop("Parameter '", n, "' is not a function or a vector") } } } callback <- function(env = parent.frame()) { if (is.null(nrounds)) init(env) i <- env$iteration pars <- lapply(new_params, function(p) { if (is.function(p)) return(p(i, nrounds)) p[i] }) if (!is.null(env$bst)) { xgb.parameters(env$bst$handle) <- pars } else { for (fd in env$bst_folds) xgb.parameters(fd$bst) <- pars } } attr(callback, 'is_pre_iteration') <- TRUE attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.reset.parameters' callback } #' Callback closure to activate the early stopping. #' #' @param stopping_rounds The number of rounds with no improvement in #' the evaluation metric in order to stop the training. #' @param maximize whether to maximize the evaluation metric #' @param metric_name the name of an evaluation column to use as a criteria for early #' stopping. If not set, the last column would be used. #' Let's say the test data in \code{watchlist} was labelled as \code{dtest}, #' and one wants to use the AUC in test data for early stopping regardless of where #' it is in the \code{watchlist}, then one of the following would need to be set: #' \code{metric_name='dtest-auc'} or \code{metric_name='dtest_auc'}. #' All dash '-' characters in metric names are considered equivalent to '_'. #' @param verbose whether to print the early stopping information. #' #' @details #' This callback function determines the condition for early stopping #' by setting the \code{stop_condition = TRUE} flag in its calling frame. #' #' The following additional fields are assigned to the model's R object: #' \itemize{ #' \item \code{best_score} the evaluation score at the best iteration #' \item \code{best_iteration} at which boosting iteration the best score has occurred (1-based index) #' } #' The Same values are also stored as xgb-attributes: #' \itemize{ #' \item \code{best_iteration} is stored as a 0-based iteration index (for interoperability of binary models) #' \item \code{best_msg} message string is also stored. #' } #' #' At least one data element is required in the evaluation watchlist for early stopping to work. #' #' Callback function expects the following values to be set in its calling frame: #' \code{stop_condition}, #' \code{bst_evaluation}, #' \code{rank}, #' \code{bst} (or \code{bst_folds} and \code{basket}), #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}, #' \code{num_parallel_tree}. #' #' @seealso #' \code{\link{callbacks}}, #' \code{\link{xgb.attr}} #' #' @export cb.early.stop <- function(stopping_rounds, maximize = FALSE, metric_name = NULL, verbose = TRUE) { # state variables best_iteration <- -1 best_ntreelimit <- -1 best_score <- Inf best_msg <- NULL metric_idx <- 1 init <- function(env) { if (length(env$bst_evaluation) == 0) stop("For early stopping, watchlist must have at least one element") eval_names <- gsub('-', '_', names(env$bst_evaluation)) if (!is.null(metric_name)) { metric_idx <<- which(gsub('-', '_', metric_name) == eval_names) if (length(metric_idx) == 0) stop("'metric_name' for early stopping is not one of the following:\n", paste(eval_names, collapse = ' '), '\n') } if (is.null(metric_name) && length(env$bst_evaluation) > 1) { metric_idx <<- length(eval_names) if (verbose) cat('Multiple eval metrics are present. Will use ', eval_names[metric_idx], ' for early stopping.\n', sep = '') } metric_name <<- eval_names[metric_idx] # maximize is usually NULL when not set in xgb.train and built-in metrics if (is.null(maximize)) maximize <<- grepl('(_auc|_map|_ndcg)', metric_name) if (verbose && NVL(env$rank, 0) == 0) cat("Will train until ", metric_name, " hasn't improved in ", stopping_rounds, " rounds.\n\n", sep = '') best_iteration <<- 1 if (maximize) best_score <<- -Inf env$stop_condition <- FALSE if (!is.null(env$bst)) { if (!inherits(env$bst, 'xgb.Booster')) stop("'bst' in the parent frame must be an 'xgb.Booster'") if (!is.null(best_score <- xgb.attr(env$bst$handle, 'best_score'))) { best_score <<- as.numeric(best_score) best_iteration <<- as.numeric(xgb.attr(env$bst$handle, 'best_iteration')) + 1 best_msg <<- as.numeric(xgb.attr(env$bst$handle, 'best_msg')) } else { xgb.attributes(env$bst$handle) <- list(best_iteration = best_iteration - 1, best_score = best_score) } } else if (is.null(env$bst_folds) || is.null(env$basket)) { stop("Parent frame has neither 'bst' nor ('bst_folds' and 'basket')") } } finalizer <- function(env) { if (!is.null(env$bst)) { attr_best_score <- as.numeric(xgb.attr(env$bst$handle, 'best_score')) if (best_score != attr_best_score) { # If the difference is too big, throw an error if (abs(best_score - attr_best_score) >= 1e-14) { stop("Inconsistent 'best_score' values between the closure state: ", best_score, " and the xgb.attr: ", attr_best_score) } # If the difference is due to floating-point truncation, update best_score best_score <- attr_best_score } env$bst$best_iteration <- best_iteration env$bst$best_ntreelimit <- best_ntreelimit env$bst$best_score <- best_score } else { env$basket$best_iteration <- best_iteration env$basket$best_ntreelimit <- best_ntreelimit } } callback <- function(env = parent.frame(), finalize = FALSE) { if (best_iteration < 0) init(env) if (finalize) return(finalizer(env)) i <- env$iteration score <- env$bst_evaluation[metric_idx] if ((maximize && score > best_score) || (!maximize && score < best_score)) { best_msg <<- format.eval.string(i, env$bst_evaluation, env$bst_evaluation_err) best_score <<- score best_iteration <<- i best_ntreelimit <<- best_iteration * env$num_parallel_tree # save the property to attributes, so they will occur in checkpoint if (!is.null(env$bst)) { xgb.attributes(env$bst) <- list( best_iteration = best_iteration - 1, # convert to 0-based index best_score = best_score, best_msg = best_msg, best_ntreelimit = best_ntreelimit) } } else if (i - best_iteration >= stopping_rounds) { env$stop_condition <- TRUE env$end_iteration <- i if (verbose && NVL(env$rank, 0) == 0) cat("Stopping. Best iteration:\n", best_msg, "\n\n", sep = '') } } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.early.stop' callback } #' Callback closure for saving a model file. #' #' @param save_period save the model to disk after every #' \code{save_period} iterations; 0 means save the model at the end. #' @param save_name the name or path for the saved model file. #' It can contain a \code{\link[base]{sprintf}} formatting specifier #' to include the integer iteration number in the file name. #' E.g., with \code{save_name} = 'xgboost_%04d.model', #' the file saved at iteration 50 would be named "xgboost_0050.model". #' #' @details #' This callback function allows to save an xgb-model file, either periodically after each \code{save_period}'s or at the end. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst}, #' \code{iteration}, #' \code{begin_iteration}, #' \code{end_iteration}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.save.model <- function(save_period = 0, save_name = "xgboost.model") { if (save_period < 0) stop("'save_period' cannot be negative") callback <- function(env = parent.frame()) { if (is.null(env$bst)) stop("'save_model' callback requires the 'bst' booster object in its calling frame") if ((save_period > 0 && (env$iteration - env$begin_iteration) %% save_period == 0) || (save_period == 0 && env$iteration == env$end_iteration)) xgb.save(env$bst, sprintf(save_name, env$iteration)) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.save.model' callback } #' Callback closure for returning cross-validation based predictions. #' #' @param save_models a flag for whether to save the folds' models. #' #' @details #' This callback function saves predictions for all of the test folds, #' and also allows to save the folds' models. #' #' It is a "finalizer" callback and it uses early stopping information whenever it is available, #' thus it must be run after the early stopping callback if the early stopping is used. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst_folds}, #' \code{basket}, #' \code{data}, #' \code{end_iteration}, #' \code{params}, #' \code{num_parallel_tree}, #' \code{num_class}. #' #' @return #' Predictions are returned inside of the \code{pred} element, which is either a vector or a matrix, #' depending on the number of prediction outputs per data row. The order of predictions corresponds #' to the order of rows in the original dataset. Note that when a custom \code{folds} list is #' provided in \code{xgb.cv}, the predictions would only be returned properly when this list is a #' non-overlapping list of k sets of indices, as in a standard k-fold CV. The predictions would not be #' meaningful when user-provided folds have overlapping indices as in, e.g., random sampling splits. #' When some of the indices in the training dataset are not included into user-provided \code{folds}, #' their prediction value would be \code{NA}. #' #' @seealso #' \code{\link{callbacks}} #' #' @export cb.cv.predict <- function(save_models = FALSE) { finalizer <- function(env) { if (is.null(env$basket) || is.null(env$bst_folds)) stop("'cb.cv.predict' callback requires 'basket' and 'bst_folds' lists in its calling frame") N <- nrow(env$data) pred <- if (env$num_class > 1) { matrix(NA_real_, N, env$num_class) } else { rep(NA_real_, N) } iterationrange <- c(1, NVL(env$basket$best_iteration, env$end_iteration) + 1) if (NVL(env$params[['booster']], '') == 'gblinear') { iterationrange <- c(1, 1) # must be 0 for gblinear } for (fd in env$bst_folds) { pr <- predict(fd$bst, fd$watchlist[[2]], iterationrange = iterationrange, reshape = TRUE) if (is.matrix(pred)) { pred[fd$index, ] <- pr } else { pred[fd$index] <- pr } } env$basket$pred <- pred if (save_models) { env$basket$models <- lapply(env$bst_folds, function(fd) { xgb.attr(fd$bst, 'niter') <- env$end_iteration - 1 xgb.Booster.complete(xgb.handleToBooster(fd$bst), saveraw = TRUE) }) } } callback <- function(env = parent.frame(), finalize = FALSE) { if (finalize) return(finalizer(env)) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.cv.predict' callback } #' Callback closure for collecting the model coefficients history of a gblinear booster #' during its training. #' #' @param sparse when set to FALSE/TRUE, a dense/sparse matrix is used to store the result. #' Sparse format is useful when one expects only a subset of coefficients to be non-zero, #' when using the "thrifty" feature selector with fairly small number of top features #' selected per iteration. #' #' @details #' To keep things fast and simple, gblinear booster does not internally store the history of linear #' model coefficients at each boosting iteration. This callback provides a workaround for storing #' the coefficients' path, by extracting them after each training iteration. #' #' Callback function expects the following values to be set in its calling frame: #' \code{bst} (or \code{bst_folds}). #' #' @return #' Results are stored in the \code{coefs} element of the closure. #' The \code{\link{xgb.gblinear.history}} convenience function provides an easy way to access it. #' With \code{xgb.train}, it is either a dense of a sparse matrix. #' While with \code{xgb.cv}, it is a list (an element per each fold) of such matrices. #' #' @seealso #' \code{\link{callbacks}}, \code{\link{xgb.gblinear.history}}. #' #' @examples #' #### Binary classification: #' # #' # In the iris dataset, it is hard to linearly separate Versicolor class from the rest #' # without considering the 2nd order interactions: #' x <- model.matrix(Species ~ .^2, iris)[,-1] #' colnames(x) #' dtrain <- xgb.DMatrix(scale(x), label = 1*(iris$Species == "versicolor")) #' param <- list(booster = "gblinear", objective = "reg:logistic", eval_metric = "auc", #' lambda = 0.0003, alpha = 0.0003, nthread = 2) #' # For 'shotgun', which is a default linear updater, using high eta values may result in #' # unstable behaviour in some datasets. With this simple dataset, however, the high learning #' # rate does not break the convergence, but allows us to illustrate the typical pattern of #' # "stochastic explosion" behaviour of this lock-free algorithm at early boosting iterations. #' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 200, eta = 1., #' callbacks = list(cb.gblinear.history())) #' # Extract the coefficients' path and plot them vs boosting iteration number: #' coef_path <- xgb.gblinear.history(bst) #' matplot(coef_path, type = 'l') #' #' # With the deterministic coordinate descent updater, it is safer to use higher learning rates. #' # Will try the classical componentwise boosting which selects a single best feature per round: #' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 200, eta = 0.8, #' updater = 'coord_descent', feature_selector = 'thrifty', top_k = 1, #' callbacks = list(cb.gblinear.history())) #' matplot(xgb.gblinear.history(bst), type = 'l') #' # Componentwise boosting is known to have similar effect to Lasso regularization. #' # Try experimenting with various values of top_k, eta, nrounds, #' # as well as different feature_selectors. #' #' # For xgb.cv: #' bst <- xgb.cv(param, dtrain, nfold = 5, nrounds = 100, eta = 0.8, #' callbacks = list(cb.gblinear.history())) #' # coefficients in the CV fold #3 #' matplot(xgb.gblinear.history(bst)[[3]], type = 'l') #' #' #' #### Multiclass classification: #' # #' dtrain <- xgb.DMatrix(scale(x), label = as.numeric(iris$Species) - 1) #' param <- list(booster = "gblinear", objective = "multi:softprob", num_class = 3, #' lambda = 0.0003, alpha = 0.0003, nthread = 2) #' # For the default linear updater 'shotgun' it sometimes is helpful #' # to use smaller eta to reduce instability #' bst <- xgb.train(param, dtrain, list(tr=dtrain), nrounds = 70, eta = 0.5, #' callbacks = list(cb.gblinear.history())) #' # Will plot the coefficient paths separately for each class: #' matplot(xgb.gblinear.history(bst, class_index = 0), type = 'l') #' matplot(xgb.gblinear.history(bst, class_index = 1), type = 'l') #' matplot(xgb.gblinear.history(bst, class_index = 2), type = 'l') #' #' # CV: #' bst <- xgb.cv(param, dtrain, nfold = 5, nrounds = 70, eta = 0.5, #' callbacks = list(cb.gblinear.history(FALSE))) #' # 1st fold of 1st class #' matplot(xgb.gblinear.history(bst, class_index = 0)[[1]], type = 'l') #' #' @export cb.gblinear.history <- function(sparse=FALSE) { coefs <- NULL init <- function(env) { if (!is.null(env$bst)) { # xgb.train: } else if (!is.null(env$bst_folds)) { # xgb.cv: } else stop("Parent frame has neither 'bst' nor 'bst_folds'") } # convert from list to (sparse) matrix list2mat <- function(coef_list) { if (sparse) { coef_mat <- sparseMatrix(x = unlist(lapply(coef_list, slot, "x")), i = unlist(lapply(coef_list, slot, "i")), p = c(0, cumsum(sapply(coef_list, function(x) length(x@x)))), dims = c(length(coef_list[[1]]), length(coef_list))) return(t(coef_mat)) } else { return(do.call(rbind, coef_list)) } } finalizer <- function(env) { if (length(coefs) == 0) return() if (!is.null(env$bst)) { # # xgb.train: coefs <<- list2mat(coefs) } else { # xgb.cv: # second lapply transposes the list coefs <<- lapply( X = lapply( X = seq_along(coefs[[1]]), FUN = function(i) lapply(coefs, "[[", i) ), FUN = list2mat ) } } extract.coef <- function(env) { if (!is.null(env$bst)) { # # xgb.train: cf <- as.numeric(grep('(booster|bias|weigh)', xgb.dump(env$bst), invert = TRUE, value = TRUE)) if (sparse) cf <- as(cf, "sparseVector") } else { # xgb.cv: cf <- vector("list", length(env$bst_folds)) for (i in seq_along(env$bst_folds)) { dmp <- xgb.dump(xgb.handleToBooster(env$bst_folds[[i]]$bst)) cf[[i]] <- as.numeric(grep('(booster|bias|weigh)', dmp, invert = TRUE, value = TRUE)) if (sparse) cf[[i]] <- as(cf[[i]], "sparseVector") } } cf } callback <- function(env = parent.frame(), finalize = FALSE) { if (is.null(coefs)) init(env) if (finalize) return(finalizer(env)) cf <- extract.coef(env) coefs <<- c(coefs, list(cf)) } attr(callback, 'call') <- match.call() attr(callback, 'name') <- 'cb.gblinear.history' callback } #' Extract gblinear coefficients history. #' #' A helper function to extract the matrix of linear coefficients' history #' from a gblinear model created while using the \code{cb.gblinear.history()} #' callback. #' #' @param model either an \code{xgb.Booster} or a result of \code{xgb.cv()}, trained #' using the \code{cb.gblinear.history()} callback. #' @param class_index zero-based class index to extract the coefficients for only that #' specific class in a multinomial multiclass model. When it is NULL, all the #' coefficients are returned. Has no effect in non-multiclass models. #' #' @return #' For an \code{xgb.train} result, a matrix (either dense or sparse) with the columns #' corresponding to iteration's coefficients (in the order as \code{xgb.dump()} would #' return) and the rows corresponding to boosting iterations. #' #' For an \code{xgb.cv} result, a list of such matrices is returned with the elements #' corresponding to CV folds. #' #' @export xgb.gblinear.history <- function(model, class_index = NULL) { if (!(inherits(model, "xgb.Booster") || inherits(model, "xgb.cv.synchronous"))) stop("model must be an object of either xgb.Booster or xgb.cv.synchronous class") is_cv <- inherits(model, "xgb.cv.synchronous") if (is.null(model[["callbacks"]]) || is.null(model$callbacks[["cb.gblinear.history"]])) stop("model must be trained while using the cb.gblinear.history() callback") if (!is_cv) { # extract num_class & num_feat from the internal model dmp <- xgb.dump(model) if (length(dmp) < 2 || dmp[2] != "bias:") stop("It does not appear to be a gblinear model") dmp <- dmp[-c(1, 2)] n <- which(dmp == 'weight:') if (length(n) != 1) stop("It does not appear to be a gblinear model") num_class <- n - 1 num_feat <- (length(dmp) - 4) / num_class } else { # in case of CV, the object is expected to have this info if (model$params$booster != "gblinear") stop("It does not appear to be a gblinear model") num_class <- NVL(model$params$num_class, 1) num_feat <- model$nfeatures if (is.null(num_feat)) stop("This xgb.cv result does not have nfeatures info") } if (!is.null(class_index) && num_class > 1 && (class_index[1] < 0 || class_index[1] >= num_class)) stop("class_index has to be within [0,", num_class - 1, "]") coef_path <- environment(model$callbacks$cb.gblinear.history)[["coefs"]] if (!is.null(class_index) && num_class > 1) { coef_path <- if (is.list(coef_path)) { lapply(coef_path, function(x) x[, seq(1 + class_index, by = num_class, length.out = num_feat)]) } else { coef_path <- coef_path[, seq(1 + class_index, by = num_class, length.out = num_feat)] } } coef_path } # # Internal utility functions for callbacks ------------------------------------ # # Format the evaluation metric string format.eval.string <- function(iter, eval_res, eval_err = NULL) { if (length(eval_res) == 0) stop('no evaluation results') enames <- names(eval_res) if (is.null(enames)) stop('evaluation results must have names') iter <- sprintf('[%d]\t', iter) if (!is.null(eval_err)) { if (length(eval_res) != length(eval_err)) stop('eval_res & eval_err lengths mismatch') res <- paste0(sprintf("%s:%f+%f", enames, eval_res, eval_err), collapse = '\t') } else { res <- paste0(sprintf("%s:%f", enames, eval_res), collapse = '\t') } return(paste0(iter, res)) } # Extract callback names from the list of callbacks callback.names <- function(cb_list) { unlist(lapply(cb_list, function(x) attr(x, 'name'))) } # Extract callback calls from the list of callbacks callback.calls <- function(cb_list) { unlist(lapply(cb_list, function(x) attr(x, 'call'))) } # Add a callback cb to the list and make sure that # cb.early.stop and cb.cv.predict are at the end of the list # with cb.cv.predict being the last (when present) add.cb <- function(cb_list, cb) { cb_list <- c(cb_list, cb) names(cb_list) <- callback.names(cb_list) if ('cb.early.stop' %in% names(cb_list)) { cb_list <- c(cb_list, cb_list['cb.early.stop']) # this removes only the first one cb_list['cb.early.stop'] <- NULL } if ('cb.cv.predict' %in% names(cb_list)) { cb_list <- c(cb_list, cb_list['cb.cv.predict']) cb_list['cb.cv.predict'] <- NULL } cb_list } # Sort callbacks list into categories categorize.callbacks <- function(cb_list) { list( pre_iter = Filter(function(x) { pre <- attr(x, 'is_pre_iteration') !is.null(pre) && pre }, cb_list), post_iter = Filter(function(x) { pre <- attr(x, 'is_pre_iteration') is.null(pre) || !pre }, cb_list), finalize = Filter(function(x) { 'finalize' %in% names(formals(x)) }, cb_list) ) } # Check whether all callback functions with names given by 'query_names' are present in the 'cb_list'. has.callbacks <- function(cb_list, query_names) { if (length(cb_list) < length(query_names)) return(FALSE) if (!is.list(cb_list) || any(sapply(cb_list, class) != 'function')) { stop('`cb_list` must be a list of callback functions') } cb_names <- callback.names(cb_list) if (!is.character(cb_names) || length(cb_names) != length(cb_list) || any(cb_names == "")) { stop('All callbacks in the `cb_list` must have a non-empty `name` attribute') } if (!is.character(query_names) || length(query_names) == 0 || any(query_names == "")) { stop('query_names must be a non-empty vector of non-empty character names') } return(all(query_names %in% cb_names)) }