require(xgboost) context("update trees in an existing model") data(agaricus.train, package = 'xgboost') data(agaricus.test, package = 'xgboost') dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label) dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label) # Disable flaky tests for 32-bit Windows. # See https://github.com/dmlc/xgboost/issues/3720 win32_flag <- .Platform$OS.type == "windows" && .Machine$sizeof.pointer != 8 test_that("updating the model works", { watchlist <- list(train = dtrain, test = dtest) # no-subsampling p1 <- list(objective = "binary:logistic", max_depth = 2, eta = 0.05, nthread = 2) set.seed(11) bst1 <- xgb.train(p1, dtrain, nrounds = 10, watchlist, verbose = 0) tr1 <- xgb.model.dt.tree(model = bst1) # with subsampling p2 <- modifyList(p1, list(subsample = 0.1)) set.seed(11) bst2 <- xgb.train(p2, dtrain, nrounds = 10, watchlist, verbose = 0) tr2 <- xgb.model.dt.tree(model = bst2) # the same no-subsampling boosting with an extra 'refresh' updater: p1r <- modifyList(p1, list(updater = 'grow_colmaker,prune,refresh', refresh_leaf = FALSE)) set.seed(11) bst1r <- xgb.train(p1r, dtrain, nrounds = 10, watchlist, verbose = 0) tr1r <- xgb.model.dt.tree(model = bst1r) # all should be the same when no subsampling expect_equal(bst1$evaluation_log, bst1r$evaluation_log) if (!win32_flag) { expect_equal(tr1, tr1r, tolerance = 0.00001, check.attributes = FALSE) } # the same boosting with subsampling with an extra 'refresh' updater: p2r <- modifyList(p2, list(updater = 'grow_colmaker,prune,refresh', refresh_leaf = FALSE)) set.seed(11) bst2r <- xgb.train(p2r, dtrain, nrounds = 10, watchlist, verbose = 0) tr2r <- xgb.model.dt.tree(model = bst2r) # should be the same evaluation but different gains and larger cover expect_equal(bst2$evaluation_log, bst2r$evaluation_log) if (!win32_flag) { expect_equal(tr2[Feature == 'Leaf']$Quality, tr2r[Feature == 'Leaf']$Quality) } expect_gt(sum(abs(tr2[Feature != 'Leaf']$Quality - tr2r[Feature != 'Leaf']$Quality)), 100) expect_gt(sum(tr2r$Cover) / sum(tr2$Cover), 1.5) # process type 'update' for no-subsampling model, refreshing the tree stats AND leaves from training data: p1u <- modifyList(p1, list(process_type = 'update', updater = 'refresh', refresh_leaf = TRUE)) bst1u <- xgb.train(p1u, dtrain, nrounds = 10, watchlist, verbose = 0, xgb_model = bst1) tr1u <- xgb.model.dt.tree(model = bst1u) # all should be the same when no subsampling expect_equal(bst1$evaluation_log, bst1u$evaluation_log) expect_equal(tr1, tr1u, tolerance = 0.00001, check.attributes = FALSE) # process type 'update' for model with subsampling, refreshing only the tree stats from training data: p2u <- modifyList(p2, list(process_type = 'update', updater = 'refresh', refresh_leaf = FALSE)) bst2u <- xgb.train(p2u, dtrain, nrounds = 10, watchlist, verbose = 0, xgb_model = bst2) tr2u <- xgb.model.dt.tree(model = bst2u) # should be the same evaluation but different gains and larger cover expect_equal(bst2$evaluation_log, bst2u$evaluation_log) expect_equal(tr2[Feature == 'Leaf']$Quality, tr2u[Feature == 'Leaf']$Quality) expect_gt(sum(abs(tr2[Feature != 'Leaf']$Quality - tr2u[Feature != 'Leaf']$Quality)), 100) expect_gt(sum(tr2u$Cover) / sum(tr2$Cover), 1.5) # the results should be the same as for the model with an extra 'refresh' updater expect_equal(bst2r$evaluation_log, bst2u$evaluation_log) if (!win32_flag) { expect_equal(tr2r, tr2u, tolerance = 0.00001, check.attributes = FALSE) } # process type 'update' for no-subsampling model, refreshing only the tree stats from TEST data: p1ut <- modifyList(p1, list(process_type = 'update', updater = 'refresh', refresh_leaf = FALSE)) bst1ut <- xgb.train(p1ut, dtest, nrounds = 10, watchlist, verbose = 0, xgb_model = bst1) tr1ut <- xgb.model.dt.tree(model = bst1ut) # should be the same evaluations but different gains and smaller cover (test data is smaller) expect_equal(bst1$evaluation_log, bst1ut$evaluation_log) expect_equal(tr1[Feature == 'Leaf']$Quality, tr1ut[Feature == 'Leaf']$Quality) expect_gt(sum(abs(tr1[Feature != 'Leaf']$Quality - tr1ut[Feature != 'Leaf']$Quality)), 100) expect_lt(sum(tr1ut$Cover) / sum(tr1$Cover), 0.5) }) test_that("updating works for multiclass & multitree", { dtr <- xgb.DMatrix(as.matrix(iris[, -5]), label = as.numeric(iris$Species) - 1) watchlist <- list(train = dtr) p0 <- list(max_depth = 2, eta = 0.5, nthread = 2, subsample = 0.6, objective = "multi:softprob", num_class = 3, num_parallel_tree = 2, base_score = 0) set.seed(121) bst0 <- xgb.train(p0, dtr, 5, watchlist, verbose = 0) tr0 <- xgb.model.dt.tree(model = bst0) # run update process for an original model with subsampling p0u <- modifyList(p0, list(process_type = 'update', updater = 'refresh', refresh_leaf = FALSE)) bst0u <- xgb.train(p0u, dtr, nrounds = bst0$niter, watchlist, xgb_model = bst0, verbose = 0) tr0u <- xgb.model.dt.tree(model = bst0u) # should be the same evaluation but different gains and larger cover expect_equal(bst0$evaluation_log, bst0u$evaluation_log) expect_equal(tr0[Feature == 'Leaf']$Quality, tr0u[Feature == 'Leaf']$Quality) expect_gt(sum(abs(tr0[Feature != 'Leaf']$Quality - tr0u[Feature != 'Leaf']$Quality)), 100) expect_gt(sum(tr0u$Cover) / sum(tr0$Cover), 1.5) })