# -*- coding: utf-8 -*- import numpy as np import xgboost import unittest dpath = 'demo/data/' rng = np.random.RandomState(1994) class TestInteractionConstraints(unittest.TestCase): def test_interaction_constraints(self): x1 = np.random.normal(loc=1.0, scale=1.0, size=1000) x2 = np.random.normal(loc=1.0, scale=1.0, size=1000) x3 = np.random.choice([1, 2, 3], size=1000, replace=True) y = x1 + x2 + x3 + x1 * x2 * x3 \ + np.random.normal(loc=0.001, scale=1.0, size=1000) + 3 * np.sin(x1) X = np.column_stack((x1, x2, x3)) dtrain = xgboost.DMatrix(X, label=y) params = {'max_depth': 3, 'eta': 0.1, 'nthread': 2, 'silent': 1, 'interaction_constraints': '[[0, 1]]'} num_boost_round = 100 # Fit a model that only allows interaction between x1 and x2 bst = xgboost.train(params, dtrain, num_boost_round, evals=[(dtrain, 'train')]) # Set all observations to have the same x3 values then increment # by the same amount def f(x): tmat = xgboost.DMatrix(np.column_stack((x1, x2, np.repeat(x, 1000)))) return bst.predict(tmat) preds = [f(x) for x in [1, 2, 3]] # Check incrementing x3 has the same effect on all observations # since x3 is constrained to be independent of x1 and x2 # and all observations start off from the same x3 value diff1 = preds[1] - preds[0] assert np.all(np.abs(diff1 - diff1[0]) < 1e-4) diff2 = preds[2] - preds[1] assert np.all(np.abs(diff2 - diff2[0]) < 1e-4)