""" Getting started with XGBoost ============================ """ import numpy as np import scipy.sparse import pickle import xgboost as xgb import os # Make sure the demo knows where to load the data. CURRENT_DIR = os.path.dirname(os.path.abspath(__file__)) XGBOOST_ROOT_DIR = os.path.dirname(os.path.dirname(CURRENT_DIR)) DEMO_DIR = os.path.join(XGBOOST_ROOT_DIR, 'demo') # simple example # load file from text file, also binary buffer generated by xgboost dtrain = xgb.DMatrix(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.train?indexing_mode=1')) dtest = xgb.DMatrix(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.test?indexing_mode=1')) # specify parameters via map, definition are same as c++ version param = {'max_depth': 2, 'eta': 1, 'objective': 'binary:logistic'} # specify validations set to watch performance watchlist = [(dtest, 'eval'), (dtrain, 'train')] num_round = 2 bst = xgb.train(param, dtrain, num_round, watchlist) # this is prediction preds = bst.predict(dtest) labels = dtest.get_label() print('error=%f' % (sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)))) bst.save_model('0001.model') # dump model bst.dump_model('dump.raw.txt') # dump model with feature map bst.dump_model('dump.nice.txt', os.path.join(DEMO_DIR, 'data/featmap.txt')) # save dmatrix into binary buffer dtest.save_binary('dtest.buffer') # save model bst.save_model('xgb.model') # load model and data in bst2 = xgb.Booster(model_file='xgb.model') dtest2 = xgb.DMatrix('dtest.buffer') preds2 = bst2.predict(dtest2) # assert they are the same assert np.sum(np.abs(preds2 - preds)) == 0 # alternatively, you can pickle the booster pks = pickle.dumps(bst2) # load model and data in bst3 = pickle.loads(pks) preds3 = bst3.predict(dtest2) # assert they are the same assert np.sum(np.abs(preds3 - preds)) == 0 ### # build dmatrix from scipy.sparse print('start running example of build DMatrix from scipy.sparse CSR Matrix') labels = [] row = [] col = [] dat = [] i = 0 for l in open(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.train')): arr = l.split() labels.append(int(arr[0])) for it in arr[1:]: k, v = it.split(':') row.append(i) col.append(int(k)) dat.append(float(v)) i += 1 csr = scipy.sparse.csr_matrix((dat, (row, col))) dtrain = xgb.DMatrix(csr, label=labels) watchlist = [(dtest, 'eval'), (dtrain, 'train')] bst = xgb.train(param, dtrain, num_round, watchlist) print('start running example of build DMatrix from scipy.sparse CSC Matrix') # we can also construct from csc matrix csc = scipy.sparse.csc_matrix((dat, (row, col))) dtrain = xgb.DMatrix(csc, label=labels) watchlist = [(dtest, 'eval'), (dtrain, 'train')] bst = xgb.train(param, dtrain, num_round, watchlist) print('start running example of build DMatrix from numpy array') # NOTE: npymat is numpy array, we will convert it into scipy.sparse.csr_matrix # in internal implementation then convert to DMatrix npymat = csr.todense() dtrain = xgb.DMatrix(npymat, label=labels) watchlist = [(dtest, 'eval'), (dtrain, 'train')] bst = xgb.train(param, dtrain, num_round, watchlist)