context("testing openmp parallelization") test_that("gbm refuses to work with insane numbers of threads", { N <- 1000 X1 <- runif(N) X2 <- 2*runif(N) X3 <- factor(sample(letters[1:4],N,replace=T)) X4 <- ordered(sample(letters[1:6],N,replace=T)) X5 <- factor(sample(letters[1:3],N,replace=T)) X6 <- 3*runif(N) mu <- c(-1,0,1,2)[as.numeric(X3)] SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + mu sigma <- sqrt(var(Y)/SNR) Y <- Y + rnorm(N, 0, sigma) ## create a bunch of missing values X1[sample(1:N,size=100)] <- NA X3[sample(1:N,size=300)] <- NA w <- rep(1,N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # fit initial model expect_error(gbmt(Y~X1+X2+X3+X4+X5+X6, # formula data=data, # dataset var_monotone=c(0,0,0,0,0,0), # -1: monotone decrease, +1: monotone increase, 0: no monotone restrictions keep_gbm_data=TRUE, cv_folds=10, # do 10-fold cross-validation par_details=gbmParallel(num_threads=-1)), "number of threads must be strictly positive", fixed=TRUE) }) test_that("gbm refuses to work with insane array chunk size - old api", { N <- 1000 X1 <- runif(N) X2 <- 2*runif(N) X3 <- factor(sample(letters[1:4],N,replace=T)) X4 <- ordered(sample(letters[1:6],N,replace=T)) X5 <- factor(sample(letters[1:3],N,replace=T)) X6 <- 3*runif(N) mu <- c(-1,0,1,2)[as.numeric(X3)] SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + mu sigma <- sqrt(var(Y)/SNR) Y <- Y + rnorm(N,0,sigma) ## create a bunch of missing values X1[sample(1:N,size=100)] <- NA X3[sample(1:N,size=300)] <- NA w <- rep(1,N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # fit initial model expect_error(gbmt(Y~X1+X2+X3+X4+X5+X6, # formula data=data, # dataset var_monotone=c(0,0,0,0,0,0), # -1: monotone decrease, +1: monotone increase, 0: no monotone restrictions keep_gbm_data=TRUE, cv_folds=10, # do 10-fold cross-validation par_details=gbmParallel(num_threads=1, array_chunk_size=0)), "array chunk size must be strictly positive", fixed=TRUE) }) test_that("gbm refuses to work with insane numbers of threads - old API", { N <- 1000 X1 <- runif(N) X2 <- 2*runif(N) X3 <- factor(sample(letters[1:4],N,replace=T)) X4 <- ordered(sample(letters[1:6],N,replace=T)) X5 <- factor(sample(letters[1:3],N,replace=T)) X6 <- 3*runif(N) mu <- c(-1,0,1,2)[as.numeric(X3)] SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + mu sigma <- sqrt(var(Y)/SNR) Y <- Y + rnorm(N,0,sigma) ## create a bunch of missing values X1[sample(1:N,size=100)] <- NA X3[sample(1:N,size=300)] <- NA w <- rep(1,N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # fit initial model expect_error(gbm(Y~X1+X2+X3+X4+X5+X6, # formula data=data, # dataset var.monotone=c(0,0,0,0,0,0), # -1: monotone decrease, +1: monotone increase, 0: no monotone restrictions distribution="Gaussian", # bernoulli, adaboost, gaussian, poisson, coxph, or # list(name="quantile",alpha=0.05) for quantile regression n.trees=2000, # number of trees shrinkage=0.005, # shrinkage or learning rate, 0.001 to 0.1 usually work interaction.depth=3, # 1: additive model, 2: two-way interactions, etc. bag.fraction = 0.5, # subsampling fraction, 0.5 is probably best train.fraction = 0.5, # fraction of data for training, first train.fraction*N used for training n.minobsinnode = 10, # minimum number of obs needed in each node keep.data=TRUE, cv.folds=10, # do 10-fold cross-validation par.details=gbmParallel(num_threads=-1)), "number of threads must be strictly positive", fixed=TRUE) }) test_that("gbm refuses to work with insane array chunk size - old api", { N <- 1000 X1 <- runif(N) X2 <- 2*runif(N) X3 <- factor(sample(letters[1:4],N,replace=T)) X4 <- ordered(sample(letters[1:6],N,replace=T)) X5 <- factor(sample(letters[1:3],N,replace=T)) X6 <- 3*runif(N) mu <- c(-1,0,1,2)[as.numeric(X3)] SNR <- 10 # signal-to-noise ratio Y <- X1**1.5 + 2 * (X2**.5) + mu sigma <- sqrt(var(Y)/SNR) Y <- Y + rnorm(N,0,sigma) ## create a bunch of missing values X1[sample(1:N,size=100)] <- NA X3[sample(1:N,size=300)] <- NA w <- rep(1,N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # fit initial model expect_error(gbm(Y~X1+X2+X3+X4+X5+X6, # formula data=data, # dataset var.monotone=c(0,0,0,0,0,0), # -1: monotone decrease, +1: monotone increase, 0: no monotone restrictions distribution="Gaussian", # bernoulli, adaboost, gaussian, poisson, coxph, or # list(name="quantile",alpha=0.05) for quantile regression n.trees=2000, # number of trees shrinkage=0.005, # shrinkage or learning rate, 0.001 to 0.1 usually work interaction.depth=3, # 1: additive model, 2: two-way interactions, etc. bag.fraction = 0.5, # subsampling fraction, 0.5 is probably best train.fraction = 0.5, # fraction of data for training, first train.fraction*N used for training n.minobsinnode = 10, # minimum number of obs needed in each node keep.data=TRUE, cv.folds=10, # do 10-fold cross-validation par.details=gbmParallel(num_threads=2, array_chunk_size=0)), "array chunk size must be strictly positive", fixed=TRUE) })