from __future__ import print_function import numpy as np import unittest import xgboost as xgb from nose.plugins.attrib import attr from sklearn.datasets import make_regression rng = np.random.RandomState(1994) def non_decreasing(L): return all((x - y) < 0.001 for x, y in zip(L, L[1:])) def non_increasing(L): return all((y - x) < 0.001 for x, y in zip(L, L[1:])) def assert_constraint(constraint, tree_method): n = 1000 X, y = make_regression(n, random_state=rng, n_features=1, n_informative=1) dtrain = xgb.DMatrix(X, y) param = {} param['tree_method'] = tree_method param['monotone_constraints'] = "(" + str(constraint) + ")" bst = xgb.train(param, dtrain) dpredict = xgb.DMatrix(X[X[:, 0].argsort()]) pred = bst.predict(dpredict) if constraint > 0: assert non_decreasing(pred) elif constraint < 0: assert non_increasing(pred) @attr('gpu') class TestMonotonicConstraints(unittest.TestCase): def test_exact(self): assert_constraint(1, 'exact') assert_constraint(-1, 'exact') def test_gpu_hist(self): assert_constraint(1, 'gpu_hist') assert_constraint(-1, 'gpu_hist')