import numpy as np import xgboost as xgb import testing as tm import tempfile import os import shutil from nose.tools import raises rng = np.random.RandomState(1994) class TemporaryDirectory(object): """Context manager for tempfile.mkdtemp()""" def __enter__(self): self.name = tempfile.mkdtemp() return self.name def __exit__(self, exc_type, exc_value, traceback): shutil.rmtree(self.name) def test_binary_classification(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits from sklearn.model_selection import KFold digits = load_digits(2) y = digits['target'] X = digits['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBClassifier().fit(X[train_index], y[train_index]) preds = xgb_model.predict(X[test_index]) labels = y[test_index] err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.1 def test_multiclass_classification(): tm._skip_if_no_sklearn() from sklearn.datasets import load_iris from sklearn.model_selection import KFold def check_pred(preds, labels, output_margin): if output_margin: err = sum(1 for i in range(len(preds)) if preds[i].argmax() != labels[i]) / float(len(preds)) else: err = sum(1 for i in range(len(preds)) if preds[i] != labels[i]) / float(len(preds)) assert err < 0.4 iris = load_iris() y = iris['target'] X = iris['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBClassifier().fit(X[train_index], y[train_index]) preds = xgb_model.predict(X[test_index]) # test other params in XGBClassifier().fit preds2 = xgb_model.predict(X[test_index], output_margin=True, ntree_limit=3) preds3 = xgb_model.predict(X[test_index], output_margin=True, ntree_limit=0) preds4 = xgb_model.predict(X[test_index], output_margin=False, ntree_limit=3) labels = y[test_index] check_pred(preds, labels, output_margin=False) check_pred(preds2, labels, output_margin=True) check_pred(preds3, labels, output_margin=True) check_pred(preds4, labels, output_margin=False) def test_ranking(): tm._skip_if_no_sklearn() # generate random data x_train = np.random.rand(1000, 10) y_train = np.random.randint(5, size=1000) train_group = np.repeat(50, 20) x_valid = np.random.rand(200, 10) y_valid = np.random.randint(5, size=200) valid_group = np.repeat(50, 4) x_test = np.random.rand(100, 10) params = {'objective': 'rank:pairwise', 'learning_rate': 0.1, 'gamma': 1.0, 'min_child_weight': 0.1, 'max_depth': 6, 'n_estimators': 4} model = xgb.sklearn.XGBRanker(**params) model.fit(x_train, y_train, train_group, eval_set=[(x_valid, y_valid)], eval_group=[valid_group]) pred = model.predict(x_test) train_data = xgb.DMatrix(x_train, y_train) valid_data = xgb.DMatrix(x_valid, y_valid) test_data = xgb.DMatrix(x_test) train_data.set_group(train_group) valid_data.set_group(valid_group) params_orig = {'objective': 'rank:pairwise', 'eta': 0.1, 'gamma': 1.0, 'min_child_weight': 0.1, 'max_depth': 6} xgb_model_orig = xgb.train(params_orig, train_data, num_boost_round=4, evals=[(valid_data, 'validation')]) pred_orig = xgb_model_orig.predict(test_data) np.testing.assert_almost_equal(pred, pred_orig) def test_feature_importances(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits digits = load_digits(2) y = digits['target'] X = digits['data'] xgb_model = xgb.XGBClassifier(seed=0).fit(X, y) exp = np.array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.00833333, 0., 0., 0., 0., 0., 0., 0., 0., 0.025, 0.14166667, 0., 0., 0., 0., 0., 0., 0.00833333, 0.25833333, 0., 0., 0., 0., 0.03333334, 0.03333334, 0., 0.32499999, 0., 0., 0., 0., 0.05, 0.06666667, 0., 0., 0., 0., 0., 0., 0., 0.04166667, 0., 0., 0., 0., 0., 0., 0., 0.00833333, 0., 0., 0., 0., 0.], dtype=np.float32) np.testing.assert_almost_equal(xgb_model.feature_importances_, exp) # numeric columns import pandas as pd y = pd.Series(digits['target']) X = pd.DataFrame(digits['data']) xgb_model = xgb.XGBClassifier(seed=0).fit(X, y) np.testing.assert_almost_equal(xgb_model.feature_importances_, exp) xgb_model = xgb.XGBClassifier(seed=0).fit(X, y) np.testing.assert_almost_equal(xgb_model.feature_importances_, exp) def test_boston_housing_regression(): tm._skip_if_no_sklearn() from sklearn.metrics import mean_squared_error from sklearn.datasets import load_boston from sklearn.model_selection import KFold boston = load_boston() y = boston['target'] X = boston['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBRegressor().fit(X[train_index], y[train_index]) preds = xgb_model.predict(X[test_index]) # test other params in XGBRegressor().fit preds2 = xgb_model.predict(X[test_index], output_margin=True, ntree_limit=3) preds3 = xgb_model.predict(X[test_index], output_margin=True, ntree_limit=0) preds4 = xgb_model.predict(X[test_index], output_margin=False, ntree_limit=3) labels = y[test_index] assert mean_squared_error(preds, labels) < 25 assert mean_squared_error(preds2, labels) < 350 assert mean_squared_error(preds3, labels) < 25 assert mean_squared_error(preds4, labels) < 350 def test_parameter_tuning(): tm._skip_if_no_sklearn() from sklearn.model_selection import GridSearchCV from sklearn.datasets import load_boston boston = load_boston() y = boston['target'] X = boston['data'] xgb_model = xgb.XGBRegressor() clf = GridSearchCV(xgb_model, {'max_depth': [2, 4, 6], 'n_estimators': [50, 100, 200]}, cv=3, verbose=1, iid=True) clf.fit(X, y) assert clf.best_score_ < 0.7 assert clf.best_params_ == {'n_estimators': 100, 'max_depth': 4} def test_regression_with_custom_objective(): tm._skip_if_no_sklearn() from sklearn.metrics import mean_squared_error from sklearn.datasets import load_boston from sklearn.model_selection import KFold def objective_ls(y_true, y_pred): grad = (y_pred - y_true) hess = np.ones(len(y_true)) return grad, hess boston = load_boston() y = boston['target'] X = boston['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBRegressor(objective=objective_ls).fit( X[train_index], y[train_index] ) preds = xgb_model.predict(X[test_index]) labels = y[test_index] assert mean_squared_error(preds, labels) < 25 # Test that the custom objective function is actually used class XGBCustomObjectiveException(Exception): pass def dummy_objective(y_true, y_pred): raise XGBCustomObjectiveException() xgb_model = xgb.XGBRegressor(objective=dummy_objective) np.testing.assert_raises(XGBCustomObjectiveException, xgb_model.fit, X, y) def test_classification_with_custom_objective(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits from sklearn.model_selection import KFold def logregobj(y_true, y_pred): y_pred = 1.0 / (1.0 + np.exp(-y_pred)) grad = y_pred - y_true hess = y_pred * (1.0 - y_pred) return grad, hess digits = load_digits(2) y = digits['target'] X = digits['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBClassifier(objective=logregobj) xgb_model.fit(X[train_index], y[train_index]) preds = xgb_model.predict(X[test_index]) labels = y[test_index] err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.1 # Test that the custom objective function is actually used class XGBCustomObjectiveException(Exception): pass def dummy_objective(y_true, y_preds): raise XGBCustomObjectiveException() xgb_model = xgb.XGBClassifier(objective=dummy_objective) np.testing.assert_raises( XGBCustomObjectiveException, xgb_model.fit, X, y ) def test_sklearn_api(): tm._skip_if_no_sklearn() from sklearn.datasets import load_iris from sklearn.model_selection import train_test_split iris = load_iris() tr_d, te_d, tr_l, te_l = train_test_split(iris.data, iris.target, train_size=120, test_size=0.2) classifier = xgb.XGBClassifier(booster='gbtree', n_estimators=10) classifier.fit(tr_d, tr_l) preds = classifier.predict(te_d) labels = te_l err = sum([1 for p, l in zip(preds, labels) if p != l]) * 1.0 / len(te_l) assert err < 0.2 def test_sklearn_api_gblinear(): tm._skip_if_no_sklearn() from sklearn.datasets import load_iris from sklearn.model_selection import train_test_split iris = load_iris() tr_d, te_d, tr_l, te_l = train_test_split(iris.data, iris.target, train_size=120) classifier = xgb.XGBClassifier(booster='gblinear', n_estimators=100) classifier.fit(tr_d, tr_l) preds = classifier.predict(te_d) labels = te_l err = sum([1 for p, l in zip(preds, labels) if p != l]) * 1.0 / len(te_l) assert err < 0.5 def test_sklearn_plotting(): tm._skip_if_no_sklearn() from sklearn.datasets import load_iris iris = load_iris() classifier = xgb.XGBClassifier() classifier.fit(iris.data, iris.target) import matplotlib matplotlib.use('Agg') from matplotlib.axes import Axes from graphviz import Digraph ax = xgb.plot_importance(classifier) assert isinstance(ax, Axes) assert ax.get_title() == 'Feature importance' assert ax.get_xlabel() == 'F score' assert ax.get_ylabel() == 'Features' assert len(ax.patches) == 4 g = xgb.to_graphviz(classifier, num_trees=0) assert isinstance(g, Digraph) ax = xgb.plot_tree(classifier, num_trees=0) assert isinstance(ax, Axes) def test_sklearn_nfolds_cv(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits from sklearn.model_selection import StratifiedKFold digits = load_digits(3) X = digits['data'] y = digits['target'] dm = xgb.DMatrix(X, label=y) params = { 'max_depth': 2, 'eta': 1, 'silent': 1, 'objective': 'multi:softprob', 'num_class': 3 } seed = 2016 nfolds = 5 skf = StratifiedKFold(n_splits=nfolds, shuffle=True, random_state=seed) cv1 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds, seed=seed) cv2 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds, folds=skf, seed=seed) cv3 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds, stratified=True, seed=seed) assert cv1.shape[0] == cv2.shape[0] and cv2.shape[0] == cv3.shape[0] assert cv2.iloc[-1, 0] == cv3.iloc[-1, 0] def test_split_value_histograms(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits digits_2class = load_digits(2) X = digits_2class['data'] y = digits_2class['target'] dm = xgb.DMatrix(X, label=y) params = {'max_depth': 6, 'eta': 0.01, 'silent': 1, 'objective': 'binary:logistic'} gbdt = xgb.train(params, dm, num_boost_round=10) assert gbdt.get_split_value_histogram("not_there", as_pandas=True).shape[0] == 0 assert gbdt.get_split_value_histogram("not_there", as_pandas=False).shape[0] == 0 assert gbdt.get_split_value_histogram("f28", bins=0).shape[0] == 1 assert gbdt.get_split_value_histogram("f28", bins=1).shape[0] == 1 assert gbdt.get_split_value_histogram("f28", bins=2).shape[0] == 2 assert gbdt.get_split_value_histogram("f28", bins=5).shape[0] == 2 assert gbdt.get_split_value_histogram("f28", bins=None).shape[0] == 2 def test_sklearn_random_state(): tm._skip_if_no_sklearn() clf = xgb.XGBClassifier(random_state=402) assert clf.get_xgb_params()['seed'] == 402 clf = xgb.XGBClassifier(seed=401) assert clf.get_xgb_params()['seed'] == 401 def test_sklearn_n_jobs(): tm._skip_if_no_sklearn() clf = xgb.XGBClassifier(n_jobs=1) assert clf.get_xgb_params()['nthread'] == 1 clf = xgb.XGBClassifier(nthread=2) assert clf.get_xgb_params()['nthread'] == 2 def test_kwargs(): tm._skip_if_no_sklearn() params = {'updater': 'grow_gpu', 'subsample': .5, 'n_jobs': -1} clf = xgb.XGBClassifier(n_estimators=1000, **params) assert clf.get_params()['updater'] == 'grow_gpu' assert clf.get_params()['subsample'] == .5 assert clf.get_params()['n_estimators'] == 1000 def test_kwargs_grid_search(): tm._skip_if_no_sklearn() from sklearn.model_selection import GridSearchCV from sklearn import datasets params = {'tree_method': 'hist'} clf = xgb.XGBClassifier(n_estimators=1, learning_rate=1.0, **params) assert clf.get_params()['tree_method'] == 'hist' # 'max_leaves' is not a default argument of XGBClassifier # Check we can still do grid search over this parameter search_params = {'max_leaves': range(2, 5)} grid_cv = GridSearchCV(clf, search_params, cv=5) iris = datasets.load_iris() grid_cv.fit(iris.data, iris.target) # Expect unique results for each parameter value # This confirms sklearn is able to successfully update the parameter means = grid_cv.cv_results_['mean_test_score'] assert len(means) == len(set(means)) @raises(TypeError) def test_kwargs_error(): tm._skip_if_no_sklearn() params = {'updater': 'grow_gpu', 'subsample': .5, 'n_jobs': -1} clf = xgb.XGBClassifier(n_jobs=1000, **params) assert isinstance(clf, xgb.XGBClassifier) def test_sklearn_clone(): tm._skip_if_no_sklearn() from sklearn.base import clone clf = xgb.XGBClassifier(n_jobs=2, nthread=3) clf.n_jobs = -1 clone(clf) def test_validation_weights_xgbmodel(): tm._skip_if_no_sklearn() from sklearn.datasets import make_hastie_10_2 # prepare training and test data X, y = make_hastie_10_2(n_samples=2000, random_state=42) labels, y = np.unique(y, return_inverse=True) X_train, X_test = X[:1600], X[1600:] y_train, y_test = y[:1600], y[1600:] # instantiate model param_dist = {'objective': 'binary:logistic', 'n_estimators': 2, 'random_state': 123} clf = xgb.sklearn.XGBModel(**param_dist) # train it using instance weights only in the training set weights_train = np.random.choice([1, 2], len(X_train)) clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)], eval_metric='logloss', verbose=False) # evaluate logloss metric on test set *without* using weights evals_result_without_weights = clf.evals_result() logloss_without_weights = evals_result_without_weights["validation_0"]["logloss"] # now use weights for the test set np.random.seed(0) weights_test = np.random.choice([1, 2], len(X_test)) clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)], sample_weight_eval_set=[weights_test], eval_metric='logloss', verbose=False) evals_result_with_weights = clf.evals_result() logloss_with_weights = evals_result_with_weights["validation_0"]["logloss"] # check that the logloss in the test set is actually different when using weights # than when not using them assert all((logloss_with_weights[i] != logloss_without_weights[i] for i in [0, 1])) def test_validation_weights_xgbclassifier(): tm._skip_if_no_sklearn() from sklearn.datasets import make_hastie_10_2 # prepare training and test data X, y = make_hastie_10_2(n_samples=2000, random_state=42) labels, y = np.unique(y, return_inverse=True) X_train, X_test = X[:1600], X[1600:] y_train, y_test = y[:1600], y[1600:] # instantiate model param_dist = {'objective': 'binary:logistic', 'n_estimators': 2, 'random_state': 123} clf = xgb.sklearn.XGBClassifier(**param_dist) # train it using instance weights only in the training set weights_train = np.random.choice([1, 2], len(X_train)) clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)], eval_metric='logloss', verbose=False) # evaluate logloss metric on test set *without* using weights evals_result_without_weights = clf.evals_result() logloss_without_weights = evals_result_without_weights["validation_0"]["logloss"] # now use weights for the test set np.random.seed(0) weights_test = np.random.choice([1, 2], len(X_test)) clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)], sample_weight_eval_set=[weights_test], eval_metric='logloss', verbose=False) evals_result_with_weights = clf.evals_result() logloss_with_weights = evals_result_with_weights["validation_0"]["logloss"] # check that the logloss in the test set is actually different when using weights # than when not using them assert all((logloss_with_weights[i] != logloss_without_weights[i] for i in [0, 1])) def test_save_load_model(): tm._skip_if_no_sklearn() from sklearn.datasets import load_digits from sklearn.model_selection import KFold digits = load_digits(2) y = digits['target'] X = digits['data'] kf = KFold(n_splits=2, shuffle=True, random_state=rng) with TemporaryDirectory() as tempdir: model_path = os.path.join(tempdir, 'digits.model') for train_index, test_index in kf.split(X, y): xgb_model = xgb.XGBClassifier().fit(X[train_index], y[train_index]) xgb_model.save_model(model_path) xgb_model = xgb.XGBModel() xgb_model.load_model(model_path) preds = xgb_model.predict(X[test_index]) labels = y[test_index] err = sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) / float(len(preds)) assert err < 0.1