library(mlbench) data("BostonHousing") dataset <- BostonHousing |> data.table::as.data.table() |> na.omit() seed <- 123 feature_cols <- colnames(dataset)[1:13] param_list_xgboost <- expand.grid( subsample = seq(0.6, 1, .2), colsample_bytree = seq(0.6, 1, .2), min_child_weight = seq(1, 5, 4), learning_rate = seq(0.1, 0.2, 0.1), max_depth = seq(1, 5, 4) ) if (isTRUE(as.logical(Sys.getenv("_R_CHECK_LIMIT_CORES_")))) { # on cran ncores <- 2L } else { ncores <- ifelse( test = parallel::detectCores() > 4, yes = 4L, no = ifelse( test = parallel::detectCores() < 2L, yes = 1L, no = parallel::detectCores() ) ) } train_x <- model.matrix( ~ -1 + ., dataset[, .SD, .SDcols = feature_cols] ) train_y <- dataset[, get("medv")] options("mlexperiments.bayesian.max_init" = 10L) options("mlexperiments.optim.xgb.nrounds" = 100L) options("mlexperiments.optim.xgb.early_stopping_rounds" = 10L) fold_list <- splitTools::create_folds( y = train_y, k = 3, type = "stratified", seed = seed ) # ########################################################################### # %% TUNING # ########################################################################### xgboost_bounds <- list( subsample = c(0.2, 1), colsample_bytree = c(0.2, 1), min_child_weight = c(1L, 10L), learning_rate = c(0.1, 0.2), max_depth = c(1L, 10L) ) optim_args <- list( iters.n = ncores, kappa = 3.5, acq = "ucb" ) # ########################################################################### # %% NESTED CV # ########################################################################### test_that( desc = "test nested cv, bayesian, reg:squarederror - xgboost", code = { xgboost_optimizer <- mlexperiments::MLNestedCV$new( learner = mllrnrs::LearnerXgboost$new( metric_optimization_higher_better = FALSE ), strategy = "bayesian", fold_list = fold_list, k_tuning = 3L, ncores = ncores, seed = seed ) xgboost_optimizer$parameter_bounds <- xgboost_bounds xgboost_optimizer$parameter_grid <- param_list_xgboost xgboost_optimizer$split_type <- "stratified" xgboost_optimizer$optim_args <- optim_args xgboost_optimizer$learner_args <- list( objective = "reg:squarederror", eval_metric = "rmse" ) xgboost_optimizer$performance_metric <- mlexperiments::metric("msle") # set data xgboost_optimizer$set_data( x = train_x, y = train_y ) cv_results <- xgboost_optimizer$execute() expect_type(cv_results, "list") expect_equal(dim(cv_results), c(3, 10)) expect_true(inherits( x = xgboost_optimizer$results, what = "mlexCV" )) } ) test_that( desc = "test nested cv, grid - xgboost", code = { xgboost_optimizer <- mlexperiments::MLNestedCV$new( learner = mllrnrs::LearnerXgboost$new( metric_optimization_higher_better = FALSE ), strategy = "grid", fold_list = fold_list, k_tuning = 3L, ncores = ncores, seed = seed ) set.seed(seed) random_grid <- sample(seq_len(nrow(param_list_xgboost)), 3) xgboost_optimizer$parameter_grid <- param_list_xgboost[random_grid, ] xgboost_optimizer$split_type <- "stratified" xgboost_optimizer$learner_args <- list( objective = "reg:squarederror", eval_metric = "rmse" ) xgboost_optimizer$performance_metric <- mlexperiments::metric("msle") # set data xgboost_optimizer$set_data( x = train_x, y = train_y ) cv_results <- xgboost_optimizer$execute() expect_type(cv_results, "list") expect_equal(dim(cv_results), c(3, 10)) expect_true(inherits( x = xgboost_optimizer$results, what = "mlexCV" )) } )