#pylint: skip-file import argparse import xgboost as xgb import numpy as np from sklearn.datasets import make_classification from sklearn.model_selection import train_test_split import time import ast rng = np.random.RandomState(1994) def run_benchmark(args): try: dtest = xgb.DMatrix('dtest.dm') dtrain = xgb.DMatrix('dtrain.dm') if not (dtest.num_col() == args.columns \ and dtrain.num_col() == args.columns): raise ValueError("Wrong cols") if not (dtest.num_row() == args.rows * args.test_size \ and dtrain.num_row() == args.rows * (1-args.test_size)): raise ValueError("Wrong rows") except: print("Generating dataset: {} rows * {} columns".format(args.rows, args.columns)) print("{}/{} test/train split".format(args.test_size, 1.0 - args.test_size)) tmp = time.time() X, y = make_classification(args.rows, n_features=args.columns, n_redundant=0, n_informative=args.columns, n_repeated=0, random_state=7) if args.sparsity < 1.0: X = np.array([[np.nan if rng.uniform(0, 1) < args.sparsity else x for x in x_row] for x_row in X]) X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=args.test_size, random_state=7) print ("Generate Time: %s seconds" % (str(time.time() - tmp))) tmp = time.time() print ("DMatrix Start") dtrain = xgb.DMatrix(X_train, y_train) dtest = xgb.DMatrix(X_test, y_test, nthread=-1) print ("DMatrix Time: %s seconds" % (str(time.time() - tmp))) dtest.save_binary('dtest.dm') dtrain.save_binary('dtrain.dm') param = {'objective': 'binary:logistic','booster':'gblinear'} if args.params is not '': param.update(ast.literal_eval(args.params)) param['updater'] = args.updater print("Training with '%s'" % param['updater']) tmp = time.time() xgb.train(param, dtrain, args.iterations, evals=[(dtrain,"train")], early_stopping_rounds = args.columns) print ("Train Time: %s seconds" % (str(time.time() - tmp))) parser = argparse.ArgumentParser() parser.add_argument('--updater', default='coord_descent') parser.add_argument('--sparsity', type=float, default=0.0) parser.add_argument('--lambda', type=float, default=1.0) parser.add_argument('--tol', type=float, default=1e-5) parser.add_argument('--alpha', type=float, default=1.0) parser.add_argument('--rows', type=int, default=1000000) parser.add_argument('--iterations', type=int, default=10000) parser.add_argument('--columns', type=int, default=50) parser.add_argument('--test_size', type=float, default=0.25) parser.add_argument('--standardise', type=bool, default=False) parser.add_argument('--params', default='', help='Provide additional parameters as a Python dict string, e.g. --params \"{\'max_depth\':2}\"') args = parser.parse_args() run_benchmark(args)