context("feature penalties") # Avoid that long tests get executed on CRAN if(Sys.getenv("GPBOOST_ALL_TESTS") == "GPBOOST_ALL_TESTS"){ data(agaricus.train, package = "gpboost") data(agaricus.test, package = "gpboost") train <- agaricus.train test <- agaricus.test test_that("Feature penalties work properly", { # Fit a series of models with varying penalty on most important variable var_name <- "odor=none" var_index <- which(train$data@Dimnames[[2L]] == var_name) bst <- lapply(seq(1.0, 0.0, by = -0.1), function(x) { feature_penalties <- rep(1.0, ncol(train$data)) feature_penalties[var_index] <- x gpboost( data = train$data , label = train$label , num_leaves = 5L , learning_rate = 0.05 , nrounds = 5L , objective = "binary" , feature_penalty = paste0(feature_penalties, collapse = ",") , metric = "binary_error" , verbose = -1L ) }) var_gain <- lapply(bst, function(x) gpb.importance(x)[Feature == var_name, Gain]) var_cover <- lapply(bst, function(x) gpb.importance(x)[Feature == var_name, Cover]) var_freq <- lapply(bst, function(x) gpb.importance(x)[Feature == var_name, Frequency]) # Ensure that feature gain, cover, and frequency decreases with stronger penalties expect_true(all(diff(unlist(var_gain)) <= 0.0)) expect_true(all(diff(unlist(var_cover)) <= 0.0)) expect_true(all(diff(unlist(var_freq)) <= 0.0)) expect_lt(min(diff(unlist(var_gain))), 0.0) expect_lt(min(diff(unlist(var_cover))), 0.0) expect_lt(min(diff(unlist(var_freq))), 0.0) # Ensure that feature is not used when feature_penalty = 0 expect_length(var_gain[[length(var_gain)]], 0L) }) }