# # This file is for the low level reusable utility functions # that are not supposed to be visible to a user. # # # General helper utilities ---------------------------------------------------- # # SQL-style NVL shortcut. NVL <- function(x, val) { if (is.null(x)) return(val) if (is.vector(x)) { x[is.na(x)] <- val return(x) } if (typeof(x) == 'closure') return(x) stop("typeof(x) == ", typeof(x), " is not supported by NVL") } # List of classification and ranking objectives .CLASSIFICATION_OBJECTIVES <- function() { return(c('binary:logistic', 'binary:logitraw', 'binary:hinge', 'multi:softmax', 'multi:softprob', 'rank:pairwise', 'rank:ndcg', 'rank:map')) } # # Low-level functions for boosting -------------------------------------------- # # Merges booster params with whatever is provided in ... # plus runs some checks check.booster.params <- function(params, ...) { if (!identical(class(params), "list")) stop("params must be a list") # in R interface, allow for '.' instead of '_' in parameter names names(params) <- gsub("\\.", "_", names(params)) # merge parameters from the params and the dots-expansion dot_params <- list(...) names(dot_params) <- gsub("\\.", "_", names(dot_params)) if (length(intersect(names(params), names(dot_params))) > 0) stop("Same parameters in 'params' and in the call are not allowed. Please check your 'params' list.") params <- c(params, dot_params) # providing a parameter multiple times makes sense only for 'eval_metric' name_freqs <- table(names(params)) multi_names <- setdiff(names(name_freqs[name_freqs > 1]), 'eval_metric') if (length(multi_names) > 0) { warning("The following parameters were provided multiple times:\n\t", paste(multi_names, collapse = ', '), "\n Only the last value for each of them will be used.\n") # While xgboost internals would choose the last value for a multiple-times parameter, # enforce it here in R as well (b/c multi-parameters might be used further in R code, # and R takes the 1st value when multiple elements with the same name are present in a list). for (n in multi_names) { del_idx <- which(n == names(params)) del_idx <- del_idx[-length(del_idx)] params[[del_idx]] <- NULL } } # for multiclass, expect num_class to be set if (typeof(params[['objective']]) == "character" && substr(NVL(params[['objective']], 'x'), 1, 6) == 'multi:' && as.numeric(NVL(params[['num_class']], 0)) < 2) { stop("'num_class' > 1 parameter must be set for multiclass classification") } # monotone_constraints parser if (!is.null(params[['monotone_constraints']]) && typeof(params[['monotone_constraints']]) != "character") { vec2str <- paste(params[['monotone_constraints']], collapse = ',') vec2str <- paste0('(', vec2str, ')') params[['monotone_constraints']] <- vec2str } # interaction constraints parser (convert from list of column indices to string) if (!is.null(params[['interaction_constraints']]) && typeof(params[['interaction_constraints']]) != "character"){ # check input class if (!identical(class(params[['interaction_constraints']]), 'list')) stop('interaction_constraints should be class list') if (!all(unique(sapply(params[['interaction_constraints']], class)) %in% c('numeric', 'integer'))) { stop('interaction_constraints should be a list of numeric/integer vectors') } # recast parameter as string interaction_constraints <- sapply(params[['interaction_constraints']], function(x) paste0('[', paste(x, collapse = ','), ']')) params[['interaction_constraints']] <- paste0('[', paste(interaction_constraints, collapse = ','), ']') } return(params) } # Performs some checks related to custom objective function. # WARNING: has side-effects and can modify 'params' and 'obj' in its calling frame check.custom.obj <- function(env = parent.frame()) { if (!is.null(env$params[['objective']]) && !is.null(env$obj)) stop("Setting objectives in 'params' and 'obj' at the same time is not allowed") if (!is.null(env$obj) && typeof(env$obj) != 'closure') stop("'obj' must be a function") # handle the case when custom objective function was provided through params if (!is.null(env$params[['objective']]) && typeof(env$params$objective) == 'closure') { env$obj <- env$params$objective env$params$objective <- NULL } } # Performs some checks related to custom evaluation function. # WARNING: has side-effects and can modify 'params' and 'feval' in its calling frame check.custom.eval <- function(env = parent.frame()) { if (!is.null(env$params[['eval_metric']]) && !is.null(env$feval)) stop("Setting evaluation metrics in 'params' and 'feval' at the same time is not allowed") if (!is.null(env$feval) && typeof(env$feval) != 'closure') stop("'feval' must be a function") # handle a situation when custom eval function was provided through params if (!is.null(env$params[['eval_metric']]) && typeof(env$params$eval_metric) == 'closure') { env$feval <- env$params$eval_metric env$params$eval_metric <- NULL } # require maximize to be set when custom feval and early stopping are used together if (!is.null(env$feval) && is.null(env$maximize) && ( !is.null(env$early_stopping_rounds) || has.callbacks(env$callbacks, 'cb.early.stop'))) stop("Please set 'maximize' to indicate whether the evaluation metric needs to be maximized or not") } # Update a booster handle for an iteration with dtrain data xgb.iter.update <- function(booster_handle, dtrain, iter, obj = NULL) { if (!identical(class(booster_handle), "xgb.Booster.handle")) { stop("booster_handle must be of xgb.Booster.handle class") } if (!inherits(dtrain, "xgb.DMatrix")) { stop("dtrain must be of xgb.DMatrix class") } if (is.null(obj)) { .Call(XGBoosterUpdateOneIter_R, booster_handle, as.integer(iter), dtrain) } else { pred <- predict(booster_handle, dtrain, outputmargin = TRUE, training = TRUE, ntreelimit = 0) gpair <- obj(pred, dtrain) .Call(XGBoosterBoostOneIter_R, booster_handle, dtrain, gpair$grad, gpair$hess) } return(TRUE) } # Evaluate one iteration. # Returns a named vector of evaluation metrics # with the names in a 'datasetname-metricname' format. xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) { if (!identical(class(booster_handle), "xgb.Booster.handle")) stop("class of booster_handle must be xgb.Booster.handle") if (length(watchlist) == 0) return(NULL) evnames <- names(watchlist) if (is.null(feval)) { msg <- .Call(XGBoosterEvalOneIter_R, booster_handle, as.integer(iter), watchlist, as.list(evnames)) mat <- matrix(strsplit(msg, '\\s+|:')[[1]][-1], nrow = 2) res <- structure(as.numeric(mat[2, ]), names = mat[1, ]) } else { res <- sapply(seq_along(watchlist), function(j) { w <- watchlist[[j]] ## predict using all trees preds <- predict(booster_handle, w, outputmargin = TRUE, iterationrange = c(1, 1)) eval_res <- feval(preds, w) out <- eval_res$value names(out) <- paste0(evnames[j], "-", eval_res$metric) out }) } return(res) } # # Helper functions for cross validation --------------------------------------- # # Possibly convert the labels into factors, depending on the objective. # The labels are converted into factors only when the given objective refers to the classification # or ranking tasks. convert.labels <- function(labels, objective_name) { if (objective_name %in% .CLASSIFICATION_OBJECTIVES()) { return(as.factor(labels)) } else { return(labels) } } # Generates random (stratified if needed) CV folds generate.cv.folds <- function(nfold, nrows, stratified, label, params) { # cannot do it for rank objective <- params$objective if (is.character(objective) && strtrim(objective, 5) == 'rank:') { stop("\n\tAutomatic generation of CV-folds is not implemented for ranking!\n", "\tConsider providing pre-computed CV-folds through the 'folds=' parameter.\n") } # shuffle rnd_idx <- sample.int(nrows) if (stratified && length(label) == length(rnd_idx)) { y <- label[rnd_idx] # WARNING: some heuristic logic is employed to identify classification setting! # - For classification, need to convert y labels to factor before making the folds, # and then do stratification by factor levels. # - For regression, leave y numeric and do stratification by quantiles. if (is.character(objective)) { y <- convert.labels(y, params$objective) } else { # If no 'objective' given in params, it means that user either wants to # use the default 'reg:squarederror' objective or has provided a custom # obj function. Here, assume classification setting when y has 5 or less # unique values: if (length(unique(y)) <= 5) { y <- factor(y) } } folds <- xgb.createFolds(y, nfold) } else { # make simple non-stratified folds kstep <- length(rnd_idx) %/% nfold folds <- list() for (i in seq_len(nfold - 1)) { folds[[i]] <- rnd_idx[seq_len(kstep)] rnd_idx <- rnd_idx[-seq_len(kstep)] } folds[[nfold]] <- rnd_idx } return(folds) } # Creates CV folds stratified by the values of y. # It was borrowed from caret::createFolds and simplified # by always returning an unnamed list of fold indices. xgb.createFolds <- function(y, k = 10) { if (is.numeric(y)) { ## Group the numeric data based on their magnitudes ## and sample within those groups. ## When the number of samples is low, we may have ## issues further slicing the numeric data into ## groups. The number of groups will depend on the ## ratio of the number of folds to the sample size. ## At most, we will use quantiles. If the sample ## is too small, we just do regular unstratified ## CV cuts <- floor(length(y) / k) if (cuts < 2) cuts <- 2 if (cuts > 5) cuts <- 5 y <- cut(y, unique(stats::quantile(y, probs = seq(0, 1, length = cuts))), include.lowest = TRUE) } if (k < length(y)) { ## reset levels so that the possible levels and ## the levels in the vector are the same y <- factor(as.character(y)) numInClass <- table(y) foldVector <- vector(mode = "integer", length(y)) ## For each class, balance the fold allocation as far ## as possible, then resample the remainder. ## The final assignment of folds is also randomized. for (i in seq_along(numInClass)) { ## create a vector of integers from 1:k as many times as possible without ## going over the number of samples in the class. Note that if the number ## of samples in a class is less than k, nothing is produced here. seqVector <- rep(seq_len(k), numInClass[i] %/% k) ## add enough random integers to get length(seqVector) == numInClass[i] if (numInClass[i] %% k > 0) seqVector <- c(seqVector, sample.int(k, numInClass[i] %% k)) ## shuffle the integers for fold assignment and assign to this classes's data ## seqVector[sample.int(length(seqVector))] is used to handle length(seqVector) == 1 foldVector[y == dimnames(numInClass)$y[i]] <- seqVector[sample.int(length(seqVector))] } } else { foldVector <- seq(along = y) } out <- split(seq(along = y), foldVector) names(out) <- NULL out } # # Deprectaion notice utilities ------------------------------------------------ # #' Deprecation notices. #' #' At this time, some of the parameter names were changed in order to make the code style more uniform. #' The deprecated parameters would be removed in the next release. #' #' To see all the current deprecated and new parameters, check the \code{xgboost:::depr_par_lut} table. #' #' A deprecation warning is shown when any of the deprecated parameters is used in a call. #' An additional warning is shown when there was a partial match to a deprecated parameter #' (as R is able to partially match parameter names). #' #' @name xgboost-deprecated NULL #' Do not use \code{\link[base]{saveRDS}} or \code{\link[base]{save}} for long-term archival of #' models. Instead, use \code{\link{xgb.save}} or \code{\link{xgb.save.raw}}. #' #' It is a common practice to use the built-in \code{\link[base]{saveRDS}} function (or #' \code{\link[base]{save}}) to persist R objects to the disk. While it is possible to persist #' \code{xgb.Booster} objects using \code{\link[base]{saveRDS}}, it is not advisable to do so if #' the model is to be accessed in the future. If you train a model with the current version of #' XGBoost and persist it with \code{\link[base]{saveRDS}}, the model is not guaranteed to be #' accessible in later releases of XGBoost. To ensure that your model can be accessed in future #' releases of XGBoost, use \code{\link{xgb.save}} or \code{\link{xgb.save.raw}} instead. #' #' @details #' Use \code{\link{xgb.save}} to save the XGBoost model as a stand-alone file. You may opt into #' the JSON format by specifying the JSON extension. To read the model back, use #' \code{\link{xgb.load}}. #' #' Use \code{\link{xgb.save.raw}} to save the XGBoost model as a sequence (vector) of raw bytes #' in a future-proof manner. Future releases of XGBoost will be able to read the raw bytes and #' re-construct the corresponding model. To read the model back, use \code{\link{xgb.load.raw}}. #' The \code{\link{xgb.save.raw}} function is useful if you'd like to persist the XGBoost model #' as part of another R object. #' #' Note: Do not use \code{\link{xgb.serialize}} to store models long-term. It persists not only the #' model but also internal configurations and parameters, and its format is not stable across #' multiple XGBoost versions. Use \code{\link{xgb.serialize}} only for checkpointing. #' #' For more details and explanation about model persistence and archival, consult the page #' \url{https://xgboost.readthedocs.io/en/latest/tutorials/saving_model.html}. #' #' @examples #' data(agaricus.train, package='xgboost') #' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 2, #' eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic") #' #' # Save as a stand-alone file; load it with xgb.load() #' xgb.save(bst, 'xgb.model') #' bst2 <- xgb.load('xgb.model') #' #' # Save as a stand-alone file (JSON); load it with xgb.load() #' xgb.save(bst, 'xgb.model.json') #' bst2 <- xgb.load('xgb.model.json') #' if (file.exists('xgb.model.json')) file.remove('xgb.model.json') #' #' # Save as a raw byte vector; load it with xgb.load.raw() #' xgb_bytes <- xgb.save.raw(bst) #' bst2 <- xgb.load.raw(xgb_bytes) #' #' # Persist XGBoost model as part of another R object #' obj <- list(xgb_model_bytes = xgb.save.raw(bst), description = "My first XGBoost model") #' # Persist the R object. Here, saveRDS() is okay, since it doesn't persist #' # xgb.Booster directly. What's being persisted is the future-proof byte representation #' # as given by xgb.save.raw(). #' saveRDS(obj, 'my_object.rds') #' # Read back the R object #' obj2 <- readRDS('my_object.rds') #' # Re-construct xgb.Booster object from the bytes #' bst2 <- xgb.load.raw(obj2$xgb_model_bytes) #' if (file.exists('my_object.rds')) file.remove('my_object.rds') #' #' @name a-compatibility-note-for-saveRDS-save NULL # Lookup table for the deprecated parameters bookkeeping depr_par_lut <- matrix(c( 'print.every.n', 'print_every_n', 'early.stop.round', 'early_stopping_rounds', 'training.data', 'data', 'with.stats', 'with_stats', 'numberOfClusters', 'n_clusters', 'features.keep', 'features_keep', 'plot.height', 'plot_height', 'plot.width', 'plot_width', 'n_first_tree', 'trees', 'dummy', 'DUMMY' ), ncol = 2, byrow = TRUE) colnames(depr_par_lut) <- c('old', 'new') # Checks the dot-parameters for deprecated names # (including partial matching), gives a deprecation warning, # and sets new parameters to the old parameters' values within its parent frame. # WARNING: has side-effects check.deprecation <- function(..., env = parent.frame()) { pars <- list(...) # exact and partial matches all_match <- pmatch(names(pars), depr_par_lut[, 1]) # indices of matched pars' names idx_pars <- which(!is.na(all_match)) if (length(idx_pars) == 0) return() # indices of matched LUT rows idx_lut <- all_match[idx_pars] # which of idx_lut were the exact matches? ex_match <- depr_par_lut[idx_lut, 1] %in% names(pars) for (i in seq_along(idx_pars)) { pars_par <- names(pars)[idx_pars[i]] old_par <- depr_par_lut[idx_lut[i], 1] new_par <- depr_par_lut[idx_lut[i], 2] if (!ex_match[i]) { warning("'", pars_par, "' was partially matched to '", old_par, "'") } .Deprecated(new_par, old = old_par, package = 'xgboost') if (new_par != 'NULL') { eval(parse(text = paste(new_par, '<-', pars[[pars_par]])), envir = env) } } }