import numpy as np import unittest import xgboost as xgb from numpy.testing import assert_approx_equal train_data = xgb.DMatrix(np.array([[1]]), label=np.array([1])) class TestTreeRegularization(unittest.TestCase): def test_alpha(self): params = { 'tree_method': 'exact', 'silent': 1, 'objective': 'reg:linear', 'eta': 1, 'lambda': 0, 'alpha': 0.1 } model = xgb.train(params, train_data, 1) preds = model.predict(train_data) # Default prediction (with no trees) is 0.5 # sum_grad = (0.5 - 1.0) # sum_hess = 1.0 # 0.9 = 0.5 - (sum_grad - alpha * sgn(sum_grad)) / sum_hess assert_approx_equal(preds[0], 0.9) def test_lambda(self): params = { 'tree_method': 'exact', 'silent': 1, 'objective': 'reg:linear', 'eta': 1, 'lambda': 1, 'alpha': 0 } model = xgb.train(params, train_data, 1) preds = model.predict(train_data) # Default prediction (with no trees) is 0.5 # sum_grad = (0.5 - 1.0) # sum_hess = 1.0 # 0.75 = 0.5 - sum_grad / (sum_hess + lambda) assert_approx_equal(preds[0], 0.75) def test_alpha_and_lambda(self): params = { 'tree_method': 'exact', 'silent': 1, 'objective': 'reg:linear', 'eta': 1, 'lambda': 1, 'alpha': 0.1 } model = xgb.train(params, train_data, 1) preds = model.predict(train_data) # Default prediction (with no trees) is 0.5 # sum_grad = (0.5 - 1.0) # sum_hess = 1.0 # 0.7 = 0.5 - (sum_grad - alpha * sgn(sum_grad)) / (sum_hess + lambda) assert_approx_equal(preds[0], 0.7)