#################### # Author: James Hickey # # Series of test to validate the GBMFit object # #################### context("Test GBMFit definition") test_that("Calling gbmt creates a GBMFit object", { # Given Data from examples ## Based on example in R package ## test Gaussian distribution gbm model set.seed(1) # create some data 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) offset <- rep(0, N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # Set up for new API params <- training_params(num_trees=20, interaction_depth=3, min_num_obs_in_node=10, shrinkage=0.005, bag_fraction=0.5, id=seq(nrow(data)), num_train=N/2, num_features=6) dist <- gbm_dist("Gaussian") # When gbmt called fit <- gbmt(Y~X1+X2+X3+X4+X5+X6, data=data, distribution=dist, weights=w, offset=offset, train_params=params, var_monotone=c(0, 0, 0, 0, 0, 0), keep_gbm_data=TRUE, cv_folds=10, is_verbose=FALSE) # Then fit has correct class expect_equal(class(fit), "GBMFit") }) test_that("GBMFit object has correct fields", { # Given Data from examples ## Based on example in R package ## test Gaussian distribution gbm model set.seed(1) # create some data 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) offset <- rep(0, N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # Set up for new API params <- training_params(num_trees=20, interaction_depth=3, min_num_obs_in_node=10, shrinkage=0.005, bag_fraction=0.5, id=seq(nrow(data)), num_train=N/2, num_features=6) dist <- gbm_dist("Gaussian") # When gbmt called fit <- gbmt(Y~X1+X2+X3+X4+X5+X6, data=data, distribution=dist, weights=w, offset=offset, train_params=params, var_monotone=c(0, 0, 0, 0, 0, 0), keep_gbm_data=TRUE, cv_folds=10, is_verbose=FALSE) # Then fit has names expect_equal(names(fit), c("initF", "fit", "train.error", "valid.error", "oobag.improve", "trees", "c.splits", "distribution", "params" ,"variables", "cv_folds", "cv_error", "cv_fitted", "gbm_data_obj", "par_details", "response_name", "model", "Terms", "call", "is_verbose")) }) test_that("GBMFit contains correct GBM objects", { # Given Data from examples ## Based on example in R package ## test Gaussian distribution gbm model set.seed(1) # create some data 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) offset <- rep(0, N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # Set up for new API params <- training_params(num_trees=20, interaction_depth=3, min_num_obs_in_node=10, shrinkage=0.005, bag_fraction=0.5, id=seq(nrow(data)), num_train=N/2, num_features=6) dist <- gbm_dist("Gaussian") # When gbmt called fit <- gbmt(Y~X1+X2+X3+X4+X5+X6, data=data, distribution=dist, weights=w, offset=offset, train_params=params, var_monotone=c(0, 0, 0, 0, 0, 0), keep_gbm_data=TRUE, cv_folds=10, is_verbose=FALSE) # Then fit has correct GBM objects expect_error(check_if_gbm_data(fit$gbm_data_obj), NA) expect_error(check_if_gbm_dist(fit$distribution), NA) expect_error(check_if_gbm_train_params(fit$params), NA) expect_error(check_if_gbm_var_container(fit$variables), NA) }) test_that("GBMFit does not contain gbm_data_obj if keep_gbm_data=FALSE", { # Given Data from examples ## Based on example in R package keep_data <- FALSE ## test Gaussian distribution gbm model set.seed(1) # create some data 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) offset <- rep(0, N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # Set up for new API params <- training_params(num_trees=20, interaction_depth=3, min_num_obs_in_node=10, shrinkage=0.005, bag_fraction=0.5, id=seq(nrow(data)), num_train=N/2, num_features=6) dist <- gbm_dist("Gaussian") # When gbmt called fit <- gbmt(Y~X1+X2+X3+X4+X5+X6, data=data, distribution=dist, weights=w, offset=offset, train_params=params, var_monotone=c(0, 0, 0, 0, 0, 0), keep_gbm_data=keep_data, cv_folds=10, is_verbose=FALSE) # Then fit does not store gbm data from gbmt expect_true(is.null(fit$gbm_data_obj)) }) test_that("call to gbm and gbmt produces object with same class and fields", { # Given Data from examples ## Based on example in R package keep_data <- TRUE ## test Gaussian distribution gbm model set.seed(1) # create some data 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) offset <- rep(0, N) data <- data.frame(Y=Y,X1=X1,X2=X2,X3=X3,X4=X4,X5=X5,X6=X6) # Set up for new API params <- training_params(num_trees=20, interaction_depth=3, min_num_obs_in_node=10, shrinkage=0.005, bag_fraction=0.5, id=seq(nrow(data)), num_train=N/2, num_features=6) dist <- gbm_dist("Gaussian") # When gbmt called and gbm called fit <- gbmt(Y~X1+X2+X3+X4+X5+X6, data=data, distribution=dist, weights=w, offset=offset, train_params=params, var_monotone=c(0, 0, 0, 0, 0, 0), keep_gbm_data=keep_data, cv_folds=10, is_verbose=FALSE) fit_2 <- gbm(Y~X1+X2+X3+X4+X5+X6, data=data, weights=w, offset=offset, n.trees = 2000, cv.folds = 10, keep.data = keep_data, verbose = FALSE) # Then same object and fields produced expect_equal(class(fit), class(fit_2)) expect_equal(names(fit), names(fit_2)) })