library(testthat) context('Test helper functions') require(xgboost) require(data.table) require(Matrix) require(vcd, quietly = TRUE) float_tolerance <- 5e-6 # disable some tests for 32-bit environment flag_32bit <- .Machine$sizeof.pointer != 8 set.seed(1982) data(Arthritis) df <- data.table(Arthritis, keep.rownames = FALSE) df[, AgeDiscret := as.factor(round(Age / 10, 0))] df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))] df[, ID := NULL] sparse_matrix <- sparse.model.matrix(Improved~.-1, data = df) # nolint label <- df[, ifelse(Improved == "Marked", 1, 0)] # binary nrounds <- 12 bst.Tree <- xgboost(data = sparse_matrix, label = label, max_depth = 9, eta = 1, nthread = 2, nrounds = nrounds, verbose = 0, objective = "binary:logistic", booster = "gbtree") bst.GLM <- xgboost(data = sparse_matrix, label = label, eta = 1, nthread = 1, nrounds = nrounds, verbose = 0, objective = "binary:logistic", booster = "gblinear") feature.names <- colnames(sparse_matrix) # multiclass mlabel <- as.numeric(iris$Species) - 1 nclass <- 3 mbst.Tree <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0, max_depth = 3, eta = 0.5, nthread = 2, nrounds = nrounds, objective = "multi:softprob", num_class = nclass, base_score = 0) mbst.GLM <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0, booster = "gblinear", eta = 0.1, nthread = 1, nrounds = nrounds, objective = "multi:softprob", num_class = nclass, base_score = 0) test_that("xgb.dump works", { if (!flag_32bit) expect_length(xgb.dump(bst.Tree), 200) dump_file <- file.path(tempdir(), 'xgb.model.dump') expect_true(xgb.dump(bst.Tree, dump_file, with_stats = TRUE)) expect_true(file.exists(dump_file)) expect_gt(file.size(dump_file), 8000) # JSON format dmp <- xgb.dump(bst.Tree, dump_format = "json") expect_length(dmp, 1) if (!flag_32bit) expect_length(grep('nodeid', strsplit(dmp, '\n')[[1]]), 188) }) test_that("xgb.dump works for gblinear", { expect_length(xgb.dump(bst.GLM), 14) # also make sure that it works properly for a sparse model where some coefficients # are 0 from setting large L1 regularization: bst.GLM.sp <- xgboost(data = sparse_matrix, label = label, eta = 1, nthread = 2, nrounds = 1, alpha = 2, objective = "binary:logistic", booster = "gblinear") d.sp <- xgb.dump(bst.GLM.sp) expect_length(d.sp, 14) expect_gt(sum(d.sp == "0"), 0) # JSON format dmp <- xgb.dump(bst.GLM.sp, dump_format = "json") expect_length(dmp, 1) expect_length(grep('\\d', strsplit(dmp, '\n')[[1]]), 11) }) test_that("predict leafs works", { # no error for gbtree expect_error(pred_leaf <- predict(bst.Tree, sparse_matrix, predleaf = TRUE), regexp = NA) expect_equal(dim(pred_leaf), c(nrow(sparse_matrix), nrounds)) # error for gblinear expect_error(predict(bst.GLM, sparse_matrix, predleaf = TRUE)) }) test_that("predict feature contributions works", { # gbtree binary classifier expect_error(pred_contr <- predict(bst.Tree, sparse_matrix, predcontrib = TRUE), regexp = NA) expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1)) expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS")) pred <- predict(bst.Tree, sparse_matrix, outputmargin = TRUE) expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5) # must work with data that has no column names X <- sparse_matrix colnames(X) <- NULL expect_error(pred_contr_ <- predict(bst.Tree, X, predcontrib = TRUE), regexp = NA) expect_equal(pred_contr, pred_contr_, check.attributes = FALSE, tolerance = float_tolerance) # gbtree binary classifier (approximate method) expect_error(pred_contr <- predict(bst.Tree, sparse_matrix, predcontrib = TRUE, approxcontrib = TRUE), regexp = NA) expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1)) expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS")) pred <- predict(bst.Tree, sparse_matrix, outputmargin = TRUE) expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5) # gblinear binary classifier expect_error(pred_contr <- predict(bst.GLM, sparse_matrix, predcontrib = TRUE), regexp = NA) expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1)) expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS")) pred <- predict(bst.GLM, sparse_matrix, outputmargin = TRUE) expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5) # manual calculation of linear terms coefs <- as.numeric(xgb.dump(bst.GLM)[-c(1, 2, 4)]) coefs <- c(coefs[-1], coefs[1]) # intercept must be the last pred_contr_manual <- sweep(cbind(sparse_matrix, 1), 2, coefs, FUN = "*") expect_equal(as.numeric(pred_contr), as.numeric(pred_contr_manual), tolerance = float_tolerance) # gbtree multiclass pred <- predict(mbst.Tree, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE) pred_contr <- predict(mbst.Tree, as.matrix(iris[, -5]), predcontrib = TRUE) expect_is(pred_contr, "list") expect_length(pred_contr, 3) for (g in seq_along(pred_contr)) { expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "BIAS")) expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), 1e-5) } # gblinear multiclass (set base_score = 0, which is base margin in multiclass) pred <- predict(mbst.GLM, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE) pred_contr <- predict(mbst.GLM, as.matrix(iris[, -5]), predcontrib = TRUE) expect_length(pred_contr, 3) coefs_all <- matrix( data = as.numeric(xgb.dump(mbst.GLM)[-c(1, 2, 6)]), ncol = 3, byrow = TRUE ) for (g in seq_along(pred_contr)) { expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "BIAS")) expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), float_tolerance) # manual calculation of linear terms coefs <- c(coefs_all[-1, g], coefs_all[1, g]) # intercept needs to be the last pred_contr_manual <- sweep(as.matrix(cbind(iris[, -5], 1)), 2, coefs, FUN = "*") expect_equal(as.numeric(pred_contr[[g]]), as.numeric(pred_contr_manual), tolerance = float_tolerance) } }) test_that("SHAPs sum to predictions, with or without DART", { d <- cbind( x1 = rnorm(100), x2 = rnorm(100), x3 = rnorm(100)) y <- d[, "x1"] + d[, "x2"]^2 + ifelse(d[, "x3"] > .5, d[, "x3"]^2, 2^d[, "x3"]) + rnorm(100) nrounds <- 30 for (booster in list("gbtree", "dart")) { fit <- xgboost( params = c( list( booster = booster, objective = "reg:squarederror", eval_metric = "rmse"), if (booster == "dart") list(rate_drop = .01, one_drop = TRUE)), data = d, label = y, nrounds = nrounds) pr <- function(...) predict(fit, newdata = d, ...) pred <- pr() shap <- pr(predcontrib = TRUE) shapi <- pr(predinteraction = TRUE) tol <- 1e-5 expect_equal(rowSums(shap), pred, tol = tol) expect_equal(apply(shapi, 1, sum), pred, tol = tol) for (i in seq_len(nrow(d))) for (f in list(rowSums, colSums)) expect_equal(f(shapi[i, , ]), shap[i, ], tol = tol) } }) test_that("xgb-attribute functionality", { val <- "my attribute value" list.val <- list(my_attr = val, a = 123, b = 'ok') list.ch <- list.val[order(names(list.val))] list.ch <- lapply(list.ch, as.character) # note: iter is 0-index in xgb attributes list.default <- list(niter = as.character(nrounds - 1)) list.ch <- c(list.ch, list.default) # proper input: expect_error(xgb.attr(bst.Tree, NULL)) expect_error(xgb.attr(val, val)) # set & get: expect_null(xgb.attr(bst.Tree, "asdf")) expect_equal(xgb.attributes(bst.Tree), list.default) xgb.attr(bst.Tree, "my_attr") <- val expect_equal(xgb.attr(bst.Tree, "my_attr"), val) xgb.attributes(bst.Tree) <- list.val expect_equal(xgb.attributes(bst.Tree), list.ch) # serializing: xgb.save(bst.Tree, 'xgb.model') bst <- xgb.load('xgb.model') if (file.exists('xgb.model')) file.remove('xgb.model') expect_equal(xgb.attr(bst, "my_attr"), val) expect_equal(xgb.attributes(bst), list.ch) # deletion: xgb.attr(bst, "my_attr") <- NULL expect_null(xgb.attr(bst, "my_attr")) expect_equal(xgb.attributes(bst), list.ch[c("a", "b", "niter")]) xgb.attributes(bst) <- list(a = NULL, b = NULL) expect_equal(xgb.attributes(bst), list.default) xgb.attributes(bst) <- list(niter = NULL) expect_null(xgb.attributes(bst)) }) if (grepl('Windows', Sys.info()[['sysname']]) || grepl('Linux', Sys.info()[['sysname']]) || grepl('Darwin', Sys.info()[['sysname']])) { test_that("xgb-attribute numeric precision", { # check that lossless conversion works with 17 digits # numeric -> character -> numeric X <- 10^runif(100, -20, 20) if (capabilities('long.double')) { X2X <- as.numeric(format(X, digits = 17)) expect_equal(X, X2X, tolerance = float_tolerance) } # retrieved attributes to be the same as written for (x in X) { xgb.attr(bst.Tree, "x") <- x expect_equal(as.numeric(xgb.attr(bst.Tree, "x")), x, tolerance = float_tolerance) xgb.attributes(bst.Tree) <- list(a = "A", b = x) expect_equal(as.numeric(xgb.attr(bst.Tree, "b")), x, tolerance = float_tolerance) } }) } test_that("xgb.Booster serializing as R object works", { saveRDS(bst.Tree, 'xgb.model.rds') bst <- readRDS('xgb.model.rds') dtrain <- xgb.DMatrix(sparse_matrix, label = label) expect_equal(predict(bst.Tree, dtrain), predict(bst, dtrain), tolerance = float_tolerance) expect_equal(xgb.dump(bst.Tree), xgb.dump(bst)) xgb.save(bst, 'xgb.model') if (file.exists('xgb.model')) file.remove('xgb.model') bst <- readRDS('xgb.model.rds') if (file.exists('xgb.model.rds')) file.remove('xgb.model.rds') nil_ptr <- new("externalptr") class(nil_ptr) <- "xgb.Booster.handle" expect_true(identical(bst$handle, nil_ptr)) bst <- xgb.Booster.complete(bst) expect_true(!identical(bst$handle, nil_ptr)) expect_equal(predict(bst.Tree, dtrain), predict(bst, dtrain), tolerance = float_tolerance) }) test_that("xgb.model.dt.tree works with and without feature names", { names.dt.trees <- c("Tree", "Node", "ID", "Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover") dt.tree <- xgb.model.dt.tree(feature_names = feature.names, model = bst.Tree) expect_equal(names.dt.trees, names(dt.tree)) if (!flag_32bit) expect_equal(dim(dt.tree), c(188, 10)) expect_output(str(dt.tree), 'Feature.*\\"Age\\"') dt.tree.0 <- xgb.model.dt.tree(model = bst.Tree) expect_equal(dt.tree, dt.tree.0) # when model contains no feature names: bst.Tree.x <- bst.Tree bst.Tree.x$feature_names <- NULL dt.tree.x <- xgb.model.dt.tree(model = bst.Tree.x) expect_output(str(dt.tree.x), 'Feature.*\\"3\\"') expect_equal(dt.tree[, -4, with = FALSE], dt.tree.x[, -4, with = FALSE]) # using integer node ID instead of character dt.tree.int <- xgb.model.dt.tree(model = bst.Tree, use_int_id = TRUE) expect_equal(as.integer(tstrsplit(dt.tree$Yes, '-')[[2]]), dt.tree.int$Yes) expect_equal(as.integer(tstrsplit(dt.tree$No, '-')[[2]]), dt.tree.int$No) expect_equal(as.integer(tstrsplit(dt.tree$Missing, '-')[[2]]), dt.tree.int$Missing) }) test_that("xgb.model.dt.tree throws error for gblinear", { expect_error(xgb.model.dt.tree(model = bst.GLM)) }) test_that("xgb.importance works with and without feature names", { importance.Tree <- xgb.importance(feature_names = feature.names, model = bst.Tree) if (!flag_32bit) expect_equal(dim(importance.Tree), c(7, 4)) expect_equal(colnames(importance.Tree), c("Feature", "Gain", "Cover", "Frequency")) expect_output(str(importance.Tree), 'Feature.*\\"Age\\"') importance.Tree.0 <- xgb.importance(model = bst.Tree) expect_equal(importance.Tree, importance.Tree.0, tolerance = float_tolerance) # when model contains no feature names: bst.Tree.x <- bst.Tree bst.Tree.x$feature_names <- NULL importance.Tree.x <- xgb.importance(model = bst.Tree) expect_equal(importance.Tree[, -1, with = FALSE], importance.Tree.x[, -1, with = FALSE], tolerance = float_tolerance) imp2plot <- xgb.plot.importance(importance_matrix = importance.Tree) expect_equal(colnames(imp2plot), c("Feature", "Gain", "Cover", "Frequency", "Importance")) xgb.ggplot.importance(importance_matrix = importance.Tree) # for multiclass imp.Tree <- xgb.importance(model = mbst.Tree) expect_equal(dim(imp.Tree), c(4, 4)) trees <- seq(from = 0, by = 2, length.out = 2) importance <- xgb.importance(feature_names = feature.names, model = bst.Tree, trees = trees) importance_from_dump <- function() { model_text_dump <- xgb.dump(model = bst.Tree, with_stats = TRUE, trees = trees) imp <- xgb.model.dt.tree( feature_names = feature.names, text = model_text_dump, trees = trees )[ Feature != "Leaf", .( Gain = sum(Quality), Cover = sum(Cover), Frequency = .N ), by = Feature ][ , `:=`( Gain = Gain / sum(Gain), Cover = Cover / sum(Cover), Frequency = Frequency / sum(Frequency) ) ][ order(Gain, decreasing = TRUE) ] imp } expect_equal(importance_from_dump(), importance, tolerance = 1e-6) ## decision stump m <- xgboost::xgboost( data = as.matrix(data.frame(x = c(0, 1))), label = c(1, 2), nrounds = 1 ) df <- xgb.model.dt.tree(model = m) expect_equal(df$Feature, "Leaf") expect_equal(df$Cover, 2) }) test_that("xgb.importance works with GLM model", { importance.GLM <- xgb.importance(feature_names = feature.names, model = bst.GLM) expect_equal(dim(importance.GLM), c(10, 2)) expect_equal(colnames(importance.GLM), c("Feature", "Weight")) xgb.importance(model = bst.GLM) imp2plot <- xgb.plot.importance(importance.GLM) expect_equal(colnames(imp2plot), c("Feature", "Weight", "Importance")) xgb.ggplot.importance(importance.GLM) # for multiclass imp.GLM <- xgb.importance(model = mbst.GLM) expect_equal(dim(imp.GLM), c(12, 3)) expect_equal(imp.GLM$Class, rep(0:2, each = 4)) }) test_that("xgb.model.dt.tree and xgb.importance work with a single split model", { bst1 <- xgboost(data = sparse_matrix, label = label, max_depth = 1, eta = 1, nthread = 2, nrounds = 1, verbose = 0, objective = "binary:logistic") expect_error(dt <- xgb.model.dt.tree(model = bst1), regexp = NA) # no error expect_equal(nrow(dt), 3) expect_error(imp <- xgb.importance(model = bst1), regexp = NA) # no error expect_equal(nrow(imp), 1) expect_equal(imp$Gain, 1) }) test_that("xgb.plot.tree works with and without feature names", { expect_silent(xgb.plot.tree(feature_names = feature.names, model = bst.Tree)) expect_silent(xgb.plot.tree(model = bst.Tree)) }) test_that("xgb.plot.multi.trees works with and without feature names", { xgb.plot.multi.trees(model = bst.Tree, feature_names = feature.names, features_keep = 3) xgb.plot.multi.trees(model = bst.Tree, features_keep = 3) }) test_that("xgb.plot.deepness works", { d2p <- xgb.plot.deepness(model = bst.Tree) expect_equal(colnames(d2p), c("ID", "Tree", "Depth", "Cover", "Weight")) xgb.plot.deepness(model = bst.Tree, which = "med.depth") xgb.ggplot.deepness(model = bst.Tree) }) test_that("xgb.shap.data works when top_n is provided", { data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2) expect_equal(names(data_list), c("data", "shap_contrib")) expect_equal(NCOL(data_list$data), 2) expect_equal(NCOL(data_list$shap_contrib), 2) expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib)) expect_gt(length(colnames(data_list$data)), 0) expect_gt(length(colnames(data_list$shap_contrib)), 0) # for multiclass without target class provided data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2) expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2)) # for multiclass with target class provided data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2, target_class = 0) expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2)) }) test_that("xgb.shap.data works with subsampling", { data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2, subsample = 0.8) expect_equal(NROW(data_list$data), as.integer(0.8 * nrow(sparse_matrix))) expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib)) }) test_that("prepare.ggplot.shap.data works", { data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2) plot_data <- prepare.ggplot.shap.data(data_list, normalize = TRUE) expect_s3_class(plot_data, "data.frame") expect_equal(names(plot_data), c("id", "feature", "feature_value", "shap_value")) expect_s3_class(plot_data$feature, "factor") # Each observation should have 1 row for each feature expect_equal(nrow(plot_data), nrow(sparse_matrix) * 2) }) test_that("xgb.plot.shap works", { sh <- xgb.plot.shap(data = sparse_matrix, model = bst.Tree, top_n = 2, col = 4) expect_equal(names(sh), c("data", "shap_contrib")) }) test_that("xgb.plot.shap.summary works", { expect_silent(xgb.plot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2)) expect_silent(xgb.ggplot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2)) }) test_that("check.deprecation works", { ttt <- function(a = NNULL, DUMMY=NULL, ...) { check.deprecation(...) as.list((environment())) } res <- ttt(a = 1, DUMMY = 2, z = 3) expect_equal(res, list(a = 1, DUMMY = 2)) expect_warning( res <- ttt(a = 1, dummy = 22, z = 3) , "\'dummy\' is deprecated") expect_equal(res, list(a = 1, DUMMY = 22)) expect_warning( res <- ttt(a = 1, dumm = 22, z = 3) , "\'dumm\' was partially matched to \'dummy\'") expect_equal(res, list(a = 1, DUMMY = 22)) }) test_that('convert.labels works', { y <- c(0, 1, 0, 0, 1) for (objective in c('binary:logistic', 'binary:logitraw', 'binary:hinge')) { res <- xgboost:::convert.labels(y, objective_name = objective) expect_s3_class(res, 'factor') expect_equal(res, factor(res)) } y <- c(0, 1, 3, 2, 1, 4) for (objective in c('multi:softmax', 'multi:softprob', 'rank:pairwise', 'rank:ndcg', 'rank:map')) { res <- xgboost:::convert.labels(y, objective_name = objective) expect_s3_class(res, 'factor') expect_equal(res, factor(res)) } y <- c(1.2, 3.0, -1.0, 10.0) for (objective in c('reg:squarederror', 'reg:squaredlogerror', 'reg:logistic', 'reg:pseudohubererror', 'count:poisson', 'survival:cox', 'survival:aft', 'reg:gamma', 'reg:tweedie')) { res <- xgboost:::convert.labels(y, objective_name = objective) expect_equal(class(res), 'numeric') } })