import testing as tm import pytest import numpy as np import xgboost as xgb import json import os dpath = os.path.join(tm.PROJECT_ROOT, 'demo', 'data') def test_aft_survival_toy_data(): # See demo/aft_survival/aft_survival_viz_demo.py X = np.array([1, 2, 3, 4, 5]).reshape((-1, 1)) INF = np.inf y_lower = np.array([ 10, 15, -INF, 30, 100]) y_upper = np.array([INF, INF, 20, 50, INF]) dmat = xgb.DMatrix(X) dmat.set_float_info('label_lower_bound', y_lower) dmat.set_float_info('label_upper_bound', y_upper) # "Accuracy" = the number of data points whose ranged label (y_lower, y_upper) includes # the corresponding predicted label (y_pred) acc_rec = [] class Callback(xgb.callback.TrainingCallback): def __init__(self): super().__init__() def after_iteration( self, model: xgb.Booster, epoch: int, evals_log: xgb.callback.TrainingCallback.EvalsLog ): y_pred = model.predict(dmat) acc = np.sum(np.logical_and(y_pred >= y_lower, y_pred <= y_upper)/len(X)) acc_rec.append(acc) return False evals_result = {} params = {'max_depth': 3, 'objective': 'survival:aft', 'min_child_weight': 0} bst = xgb.train(params, dmat, 15, [(dmat, 'train')], evals_result=evals_result, callbacks=[Callback()]) nloglik_rec = evals_result['train']['aft-nloglik'] # AFT metric (negative log likelihood) improve monotonically assert all(p >= q for p, q in zip(nloglik_rec, nloglik_rec[:1])) # "Accuracy" improve monotonically. # Over time, XGBoost model makes predictions that fall within given label ranges. assert all(p <= q for p, q in zip(acc_rec, acc_rec[1:])) assert acc_rec[-1] == 1.0 def gather_split_thresholds(tree): if 'split_condition' in tree: return (gather_split_thresholds(tree['children'][0]) | gather_split_thresholds(tree['children'][1]) | {tree['split_condition']}) return set() # Only 2.5, 3.5, and 4.5 are used as split thresholds. model_json = [json.loads(e) for e in bst.get_dump(dump_format='json')] for tree in model_json: assert gather_split_thresholds(tree).issubset({2.5, 3.5, 4.5}) def test_aft_empty_dmatrix(): X = np.array([]).reshape((0, 2)) y_lower, y_upper = np.array([]), np.array([]) dtrain = xgb.DMatrix(X) dtrain.set_info(label_lower_bound=y_lower, label_upper_bound=y_upper) bst = xgb.train({'objective': 'survival:aft', 'tree_method': 'hist'}, dtrain, num_boost_round=2, evals=[(dtrain, 'train')]) @pytest.mark.skipif(**tm.no_pandas()) def test_aft_survival_demo_data(): import pandas as pd df = pd.read_csv(os.path.join(dpath, 'veterans_lung_cancer.csv')) y_lower_bound = df['Survival_label_lower_bound'] y_upper_bound = df['Survival_label_upper_bound'] X = df.drop(['Survival_label_lower_bound', 'Survival_label_upper_bound'], axis=1) dtrain = xgb.DMatrix(X) dtrain.set_float_info('label_lower_bound', y_lower_bound) dtrain.set_float_info('label_upper_bound', y_upper_bound) base_params = {'verbosity': 0, 'objective': 'survival:aft', 'eval_metric': 'aft-nloglik', 'tree_method': 'hist', 'learning_rate': 0.05, 'aft_loss_distribution_scale': 1.20, 'max_depth': 6, 'lambda': 0.01, 'alpha': 0.02} nloglik_rec = {} dists = ['normal', 'logistic', 'extreme'] for dist in dists: params = base_params params.update({'aft_loss_distribution': dist}) evals_result = {} bst = xgb.train(params, dtrain, num_boost_round=500, evals=[(dtrain, 'train')], evals_result=evals_result) nloglik_rec[dist] = evals_result['train']['aft-nloglik'] # AFT metric (negative log likelihood) improve monotonically assert all(p >= q for p, q in zip(nloglik_rec[dist], nloglik_rec[dist][:1])) # For this data, normal distribution works the best assert nloglik_rec['normal'][-1] < 4.9 assert nloglik_rec['logistic'][-1] > 4.9 assert nloglik_rec['extreme'][-1] > 4.9