# More specific testing of callbacks require(xgboost) require(data.table) require(titanic) context("callbacks") data(agaricus.train, package = 'xgboost') data(agaricus.test, package = 'xgboost') train <- agaricus.train test <- agaricus.test # add some label noise for early stopping tests add.noise <- function(label, frac) { inoise <- sample(length(label), length(label) * frac) label[inoise] <- !label[inoise] label } set.seed(11) ltrain <- add.noise(train$label, 0.2) ltest <- add.noise(test$label, 0.2) dtrain <- xgb.DMatrix(train$data, label = ltrain) dtest <- xgb.DMatrix(test$data, label = ltest) watchlist <- list(train = dtrain, test = dtest) err <- function(label, pr) sum((pr > 0.5) != label) / length(label) param <- list(objective = "binary:logistic", eval_metric = "error", max_depth = 2, nthread = 2) test_that("cb.print.evaluation works as expected", { bst_evaluation <- c('train-auc' = 0.9, 'test-auc' = 0.8) bst_evaluation_err <- NULL begin_iteration <- 1 end_iteration <- 7 f0 <- cb.print.evaluation(period = 0) f1 <- cb.print.evaluation(period = 1) f5 <- cb.print.evaluation(period = 5) expect_false(is.null(attr(f1, 'call'))) expect_equal(attr(f1, 'name'), 'cb.print.evaluation') iteration <- 1 expect_silent(f0()) expect_output(f1(), "\\[1\\]\ttrain-auc:0.900000\ttest-auc:0.800000") expect_output(f5(), "\\[1\\]\ttrain-auc:0.900000\ttest-auc:0.800000") expect_null(f1()) iteration <- 2 expect_output(f1(), "\\[2\\]\ttrain-auc:0.900000\ttest-auc:0.800000") expect_silent(f5()) iteration <- 7 expect_output(f1(), "\\[7\\]\ttrain-auc:0.900000\ttest-auc:0.800000") expect_output(f5(), "\\[7\\]\ttrain-auc:0.900000\ttest-auc:0.800000") bst_evaluation_err <- c('train-auc' = 0.1, 'test-auc' = 0.2) expect_output(f1(), "\\[7\\]\ttrain-auc:0.900000\\+0.100000\ttest-auc:0.800000\\+0.200000") }) test_that("cb.evaluation.log works as expected", { bst_evaluation <- c('train-auc' = 0.9, 'test-auc' = 0.8) bst_evaluation_err <- NULL evaluation_log <- list() f <- cb.evaluation.log() expect_false(is.null(attr(f, 'call'))) expect_equal(attr(f, 'name'), 'cb.evaluation.log') iteration <- 1 expect_silent(f()) expect_equal(evaluation_log, list(c(iter = 1, bst_evaluation))) iteration <- 2 expect_silent(f()) expect_equal(evaluation_log, list(c(iter = 1, bst_evaluation), c(iter = 2, bst_evaluation))) expect_silent(f(finalize = TRUE)) expect_equal(evaluation_log, data.table(iter = 1:2, train_auc = c(0.9, 0.9), test_auc = c(0.8, 0.8))) bst_evaluation_err <- c('train-auc' = 0.1, 'test-auc' = 0.2) evaluation_log <- list() f <- cb.evaluation.log() iteration <- 1 expect_silent(f()) expect_equal(evaluation_log, list(c(iter = 1, c(bst_evaluation, bst_evaluation_err)))) iteration <- 2 expect_silent(f()) expect_equal(evaluation_log, list(c(iter = 1, c(bst_evaluation, bst_evaluation_err)), c(iter = 2, c(bst_evaluation, bst_evaluation_err)))) expect_silent(f(finalize = TRUE)) expect_equal(evaluation_log, data.table(iter = 1:2, train_auc_mean = c(0.9, 0.9), train_auc_std = c(0.1, 0.1), test_auc_mean = c(0.8, 0.8), test_auc_std = c(0.2, 0.2))) }) param <- list(objective = "binary:logistic", eval_metric = "error", max_depth = 4, nthread = 2) test_that("can store evaluation_log without printing", { expect_silent( bst <- xgb.train(param, dtrain, nrounds = 10, watchlist, eta = 1, verbose = 0) ) expect_false(is.null(bst$evaluation_log)) expect_false(is.null(bst$evaluation_log$train_error)) expect_lt(bst$evaluation_log[, min(train_error)], 0.2) }) test_that("cb.reset.parameters works as expected", { # fixed eta set.seed(111) bst0 <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 0.9, verbose = 0) expect_false(is.null(bst0$evaluation_log)) expect_false(is.null(bst0$evaluation_log$train_error)) # same eta but re-set as a vector parameter in the callback set.seed(111) my_par <- list(eta = c(0.9, 0.9)) bst1 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) expect_false(is.null(bst1$evaluation_log$train_error)) expect_equal(bst0$evaluation_log$train_error, bst1$evaluation_log$train_error) # same eta but re-set via a function in the callback set.seed(111) my_par <- list(eta = function(itr, itr_end) 0.9) bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) expect_false(is.null(bst2$evaluation_log$train_error)) expect_equal(bst0$evaluation_log$train_error, bst2$evaluation_log$train_error) # different eta re-set as a vector parameter in the callback set.seed(111) my_par <- list(eta = c(0.6, 0.5)) bst3 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) expect_false(is.null(bst3$evaluation_log$train_error)) expect_false(all(bst0$evaluation_log$train_error == bst3$evaluation_log$train_error)) # resetting multiple parameters at the same time runs with no error my_par <- list(eta = c(1., 0.5), gamma = c(1, 2), max_depth = c(4, 8)) expect_error( bst4 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) , NA) # NA = no error # CV works as well expect_error( bst4 <- xgb.cv(param, dtrain, nfold = 2, nrounds = 2, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) , NA) # NA = no error # expect no learning with 0 learning rate my_par <- list(eta = c(0., 0.)) bstX <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, callbacks = list(cb.reset.parameters(my_par))) expect_false(is.null(bstX$evaluation_log$train_error)) er <- unique(bstX$evaluation_log$train_error) expect_length(er, 1) expect_gt(er, 0.4) }) test_that("cb.save.model works as expected", { files <- c('xgboost_01.json', 'xgboost_02.json', 'xgboost.json') for (f in files) if (file.exists(f)) file.remove(f) bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0, save_period = 1, save_name = "xgboost_%02d.json") expect_true(file.exists('xgboost_01.json')) expect_true(file.exists('xgboost_02.json')) b1 <- xgb.load('xgboost_01.json') expect_equal(xgb.ntree(b1), 1) b2 <- xgb.load('xgboost_02.json') expect_equal(xgb.ntree(b2), 2) xgb.config(b2) <- xgb.config(bst) expect_equal(xgb.config(bst), xgb.config(b2)) expect_equal(bst$raw, b2$raw) # save_period = 0 saves the last iteration's model bst <- xgb.train(param, dtrain, nrounds = 2, watchlist, eta = 1, verbose = 0, save_period = 0, save_name = 'xgboost.json') expect_true(file.exists('xgboost.json')) b2 <- xgb.load('xgboost.json') xgb.config(b2) <- xgb.config(bst) expect_equal(bst$raw, b2$raw) for (f in files) if (file.exists(f)) file.remove(f) }) test_that("early stopping xgb.train works", { set.seed(11) expect_output( bst <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.3, early_stopping_rounds = 3, maximize = FALSE) , "Stopping. Best iteration") expect_false(is.null(bst$best_iteration)) expect_lt(bst$best_iteration, 19) expect_equal(bst$best_iteration, bst$best_ntreelimit) pred <- predict(bst, dtest) expect_equal(length(pred), 1611) err_pred <- err(ltest, pred) err_log <- bst$evaluation_log[bst$best_iteration, test_error] expect_equal(err_log, err_pred, tolerance = 5e-6) set.seed(11) expect_silent( bst0 <- xgb.train(param, dtrain, nrounds = 20, watchlist, eta = 0.3, early_stopping_rounds = 3, maximize = FALSE, verbose = 0) ) expect_equal(bst$evaluation_log, bst0$evaluation_log) xgb.save(bst, "model.bin") loaded <- xgb.load("model.bin") expect_false(is.null(loaded$best_iteration)) expect_equal(loaded$best_iteration, bst$best_ntreelimit) expect_equal(loaded$best_ntreelimit, bst$best_ntreelimit) file.remove("model.bin") }) test_that("early stopping using a specific metric works", { set.seed(11) expect_output( bst <- xgb.train(param[-2], dtrain, nrounds = 20, watchlist, eta = 0.6, eval_metric = "logloss", eval_metric = "auc", callbacks = list(cb.early.stop(stopping_rounds = 3, maximize = FALSE, metric_name = 'test_logloss'))) , "Stopping. Best iteration") expect_false(is.null(bst$best_iteration)) expect_lt(bst$best_iteration, 19) expect_equal(bst$best_iteration, bst$best_ntreelimit) pred <- predict(bst, dtest, ntreelimit = bst$best_ntreelimit) expect_equal(length(pred), 1611) logloss_pred <- sum(-ltest * log(pred) - (1 - ltest) * log(1 - pred)) / length(ltest) logloss_log <- bst$evaluation_log[bst$best_iteration, test_logloss] expect_equal(logloss_log, logloss_pred, tolerance = 1e-5) }) test_that("early stopping works with titanic", { # This test was inspired by https://github.com/dmlc/xgboost/issues/5935 # It catches possible issues on noLD R titanic <- titanic::titanic_train titanic$Pclass <- as.factor(titanic$Pclass) dtx <- model.matrix(~ 0 + ., data = titanic[, c("Pclass", "Sex")]) dty <- titanic$Survived xgboost::xgboost( data = dtx, label = dty, objective = "binary:logistic", eval_metric = "auc", nrounds = 100, early_stopping_rounds = 3 ) expect_true(TRUE) # should not crash }) test_that("early stopping xgb.cv works", { set.seed(11) expect_output( cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.3, nrounds = 20, early_stopping_rounds = 3, maximize = FALSE) , "Stopping. Best iteration") expect_false(is.null(cv$best_iteration)) expect_lt(cv$best_iteration, 19) expect_equal(cv$best_iteration, cv$best_ntreelimit) # the best error is min error: expect_true(cv$evaluation_log[, test_error_mean[cv$best_iteration] == min(test_error_mean)]) }) test_that("prediction in xgb.cv works", { set.seed(11) nrounds <- 4 cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.5, nrounds = nrounds, prediction = TRUE, verbose = 0) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$pred)) expect_length(cv$pred, nrow(train$data)) err_pred <- mean(sapply(cv$folds, function(f) mean(err(ltrain[f], cv$pred[f])))) err_log <- cv$evaluation_log[nrounds, test_error_mean] expect_equal(err_pred, err_log, tolerance = 1e-6) # save CV models set.seed(11) cvx <- xgb.cv(param, dtrain, nfold = 5, eta = 0.5, nrounds = nrounds, prediction = TRUE, verbose = 0, callbacks = list(cb.cv.predict(save_models = TRUE))) expect_equal(cv$evaluation_log, cvx$evaluation_log) expect_length(cvx$models, 5) expect_true(all(sapply(cvx$models, class) == 'xgb.Booster')) }) test_that("prediction in xgb.cv works for gblinear too", { set.seed(11) p <- list(booster = 'gblinear', objective = "reg:logistic", nthread = 2) cv <- xgb.cv(p, dtrain, nfold = 5, eta = 0.5, nrounds = 2, prediction = TRUE, verbose = 0) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$pred)) expect_length(cv$pred, nrow(train$data)) }) test_that("prediction in early-stopping xgb.cv works", { set.seed(11) expect_output( cv <- xgb.cv(param, dtrain, nfold = 5, eta = 0.1, nrounds = 20, early_stopping_rounds = 5, maximize = FALSE, stratified = FALSE, prediction = TRUE) , "Stopping. Best iteration") expect_false(is.null(cv$best_iteration)) expect_lt(cv$best_iteration, 19) expect_false(is.null(cv$evaluation_log)) expect_false(is.null(cv$pred)) expect_length(cv$pred, nrow(train$data)) err_pred <- mean(sapply(cv$folds, function(f) mean(err(ltrain[f], cv$pred[f])))) err_log <- cv$evaluation_log[cv$best_iteration, test_error_mean] expect_equal(err_pred, err_log, tolerance = 1e-6) err_log_last <- cv$evaluation_log[cv$niter, test_error_mean] expect_gt(abs(err_pred - err_log_last), 1e-4) }) test_that("prediction in xgb.cv for softprob works", { lb <- as.numeric(iris$Species) - 1 set.seed(11) expect_warning( cv <- xgb.cv(data = as.matrix(iris[, -5]), label = lb, nfold = 4, eta = 0.5, nrounds = 5, max_depth = 3, nthread = 2, subsample = 0.8, gamma = 2, verbose = 0, prediction = TRUE, objective = "multi:softprob", num_class = 3) , NA) expect_false(is.null(cv$pred)) expect_equal(dim(cv$pred), c(nrow(iris), 3)) expect_lt(diff(range(rowSums(cv$pred))), 1e-6) })