require(xgboost) library(Matrix) context("basic functions") data(agaricus.train, package = "xgboost") data(agaricus.test, package = "xgboost") train <- agaricus.train test <- agaricus.test set.seed(1994) # disable some tests for Win32 windows_flag <- .Platform$OS.type == "windows" && .Machine$sizeof.pointer != 8 solaris_flag <- (Sys.info()["sysname"] == "SunOS") n_threads <- 1 test_that("train and predict binary classification", { nrounds <- 2 expect_output( bst <- xgboost( data = train$data, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = nrounds, objective = "binary:logistic", eval_metric = "error" ), "train-error" ) expect_equal(class(bst), "xgb.Booster") expect_equal(bst$niter, nrounds) expect_false(is.null(bst$evaluation_log)) expect_equal(nrow(bst$evaluation_log), nrounds) expect_lt(bst$evaluation_log[, min(train_error)], 0.03) pred <- predict(bst, test$data) expect_length(pred, 1611) pred1 <- predict(bst, train$data, ntreelimit = 1) expect_length(pred1, 6513) err_pred1 <- sum((pred1 > 0.5) != train$label) / length(train$label) err_log <- bst$evaluation_log[1, train_error] expect_lt(abs(err_pred1 - err_log), 10e-6) pred2 <- predict(bst, train$data, iterationrange = c(1, 2)) expect_length(pred1, 6513) expect_equal(pred1, pred2) }) test_that("parameter validation works", { p <- list(foo = "bar") nrounds <- 1 set.seed(1994) d <- cbind( x1 = rnorm(10), x2 = rnorm(10), x3 = rnorm(10) ) y <- d[, "x1"] + d[, "x2"]^2 + ifelse(d[, "x3"] > .5, d[, "x3"]^2, 2^d[, "x3"]) + rnorm(10) dtrain <- xgb.DMatrix(data = d, info = list(label = y), nthread = n_threads) correct <- function() { params <- list( max_depth = 2, booster = "dart", rate_drop = 0.5, one_drop = TRUE, nthread = n_threads, objective = "reg:squarederror" ) xgb.train(params = params, data = dtrain, nrounds = nrounds) } expect_silent(correct()) incorrect <- function() { params <- list( max_depth = 2, booster = "dart", rate_drop = 0.5, one_drop = TRUE, objective = "reg:squarederror", nthread = n_threads, foo = "bar", bar = "foo" ) output <- capture.output( xgb.train(params = params, data = dtrain, nrounds = nrounds) ) print(output) } expect_output(incorrect(), '\\\\"bar\\\\", \\\\"foo\\\\"') }) test_that("dart prediction works", { nrounds <- 32 set.seed(1994) d <- cbind( x1 = rnorm(100), x2 = rnorm(100), x3 = rnorm(100) ) y <- d[, "x1"] + d[, "x2"]^2 + ifelse(d[, "x3"] > .5, d[, "x3"]^2, 2^d[, "x3"]) + rnorm(100) set.seed(1994) booster_by_xgboost <- xgboost( data = d, label = y, max_depth = 2, booster = "dart", rate_drop = 0.5, one_drop = TRUE, eta = 1, nthread = n_threads, nrounds = nrounds, objective = "reg:squarederror" ) pred_by_xgboost_0 <- predict(booster_by_xgboost, newdata = d, ntreelimit = 0) pred_by_xgboost_1 <- predict(booster_by_xgboost, newdata = d, ntreelimit = nrounds) expect_true(all(matrix(pred_by_xgboost_0, byrow = TRUE) == matrix(pred_by_xgboost_1, byrow = TRUE))) pred_by_xgboost_2 <- predict(booster_by_xgboost, newdata = d, training = TRUE) expect_false(all(matrix(pred_by_xgboost_0, byrow = TRUE) == matrix(pred_by_xgboost_2, byrow = TRUE))) set.seed(1994) dtrain <- xgb.DMatrix(data = d, info = list(label = y), nthread = n_threads) booster_by_train <- xgb.train( params = list( booster = "dart", max_depth = 2, eta = 1, rate_drop = 0.5, one_drop = TRUE, nthread = n_threads, objective = "reg:squarederror" ), data = dtrain, nrounds = nrounds ) pred_by_train_0 <- predict(booster_by_train, newdata = dtrain, ntreelimit = 0) pred_by_train_1 <- predict(booster_by_train, newdata = dtrain, ntreelimit = nrounds) pred_by_train_2 <- predict(booster_by_train, newdata = dtrain, training = TRUE) expect_true(all(matrix(pred_by_train_0, byrow = TRUE) == matrix(pred_by_xgboost_0, byrow = TRUE))) expect_true(all(matrix(pred_by_train_1, byrow = TRUE) == matrix(pred_by_xgboost_1, byrow = TRUE))) expect_true(all(matrix(pred_by_train_2, byrow = TRUE) == matrix(pred_by_xgboost_2, byrow = TRUE))) }) test_that("train and predict softprob", { lb <- as.numeric(iris$Species) - 1 set.seed(11) expect_output( bst <- xgboost( data = as.matrix(iris[, -5]), label = lb, max_depth = 3, eta = 0.5, nthread = n_threads, nrounds = 5, objective = "multi:softprob", num_class = 3, eval_metric = "merror" ), "train-merror" ) expect_false(is.null(bst$evaluation_log)) expect_lt(bst$evaluation_log[, min(train_merror)], 0.025) expect_equal(bst$niter * 3, xgb.ntree(bst)) pred <- predict(bst, as.matrix(iris[, -5])) expect_length(pred, nrow(iris) * 3) # row sums add up to total probability of 1: expect_equal(rowSums(matrix(pred, ncol = 3, byrow = TRUE)), rep(1, nrow(iris)), tolerance = 1e-7) # manually calculate error at the last iteration: mpred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE) expect_equal(as.numeric(t(mpred)), pred) pred_labels <- max.col(mpred) - 1 err <- sum(pred_labels != lb) / length(lb) expect_equal(bst$evaluation_log[5, train_merror], err, tolerance = 5e-6) # manually calculate error at the 1st iteration: mpred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, ntreelimit = 1) pred_labels <- max.col(mpred) - 1 err <- sum(pred_labels != lb) / length(lb) expect_equal(bst$evaluation_log[1, train_merror], err, tolerance = 5e-6) mpred1 <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, iterationrange = c(1, 2)) expect_equal(mpred, mpred1) d <- cbind( x1 = rnorm(100), x2 = rnorm(100), x3 = rnorm(100) ) y <- sample.int(10, 100, replace = TRUE) - 1 dtrain <- xgb.DMatrix(data = d, info = list(label = y), nthread = n_threads) booster <- xgb.train( params = list(tree_method = "hist", nthread = n_threads), data = dtrain, nrounds = 4, num_class = 10, objective = "multi:softprob" ) predt <- predict(booster, as.matrix(d), reshape = TRUE, strict_shape = FALSE) expect_equal(ncol(predt), 10) expect_equal(rowSums(predt), rep(1, 100), tolerance = 1e-7) }) test_that("train and predict softmax", { lb <- as.numeric(iris$Species) - 1 set.seed(11) expect_output( bst <- xgboost( data = as.matrix(iris[, -5]), label = lb, max_depth = 3, eta = 0.5, nthread = n_threads, nrounds = 5, objective = "multi:softmax", num_class = 3, eval_metric = "merror" ), "train-merror" ) expect_false(is.null(bst$evaluation_log)) expect_lt(bst$evaluation_log[, min(train_merror)], 0.025) expect_equal(bst$niter * 3, xgb.ntree(bst)) pred <- predict(bst, as.matrix(iris[, -5])) expect_length(pred, nrow(iris)) err <- sum(pred != lb) / length(lb) expect_equal(bst$evaluation_log[5, train_merror], err, tolerance = 5e-6) }) test_that("train and predict RF", { set.seed(11) lb <- train$label # single iteration bst <- xgboost( data = train$data, label = lb, max_depth = 5, nthread = n_threads, nrounds = 1, objective = "binary:logistic", eval_metric = "error", num_parallel_tree = 20, subsample = 0.6, colsample_bytree = 0.1 ) expect_equal(bst$niter, 1) expect_equal(xgb.ntree(bst), 20) pred <- predict(bst, train$data) pred_err <- sum((pred > 0.5) != lb) / length(lb) expect_lt(abs(bst$evaluation_log[1, train_error] - pred_err), 10e-6) # expect_lt(pred_err, 0.03) pred <- predict(bst, train$data, ntreelimit = 20) pred_err_20 <- sum((pred > 0.5) != lb) / length(lb) expect_equal(pred_err_20, pred_err) pred1 <- predict(bst, train$data, iterationrange = c(1, 2)) expect_equal(pred, pred1) }) test_that("train and predict RF with softprob", { lb <- as.numeric(iris$Species) - 1 nrounds <- 15 set.seed(11) bst <- xgboost( data = as.matrix(iris[, -5]), label = lb, max_depth = 3, eta = 0.9, nthread = n_threads, nrounds = nrounds, objective = "multi:softprob", eval_metric = "merror", num_class = 3, verbose = 0, num_parallel_tree = 4, subsample = 0.5, colsample_bytree = 0.5 ) expect_equal(bst$niter, 15) expect_equal(xgb.ntree(bst), 15 * 3 * 4) # predict for all iterations: pred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE) expect_equal(dim(pred), c(nrow(iris), 3)) pred_labels <- max.col(pred) - 1 err <- sum(pred_labels != lb) / length(lb) expect_equal(bst$evaluation_log[nrounds, train_merror], err, tolerance = 5e-6) # predict for 7 iterations and adjust for 4 parallel trees per iteration pred <- predict(bst, as.matrix(iris[, -5]), reshape = TRUE, ntreelimit = 7 * 4) err <- sum((max.col(pred) - 1) != lb) / length(lb) expect_equal(bst$evaluation_log[7, train_merror], err, tolerance = 5e-6) }) test_that("use of multiple eval metrics works", { expect_output( bst <- xgboost( data = train$data, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = 2, objective = "binary:logistic", eval_metric = "error", eval_metric = "auc", eval_metric = "logloss" ), "train-error.*train-auc.*train-logloss" ) expect_false(is.null(bst$evaluation_log)) expect_equal(dim(bst$evaluation_log), c(2, 4)) expect_equal(colnames(bst$evaluation_log), c("iter", "train_error", "train_auc", "train_logloss")) }) test_that("training continuation works", { dtrain <- xgb.DMatrix(train$data, label = train$label, nthread = n_threads) watchlist <- list(train = dtrain) param <- list( objective = "binary:logistic", max_depth = 2, eta = 1, nthread = n_threads ) # for the reference, use 4 iterations at once: set.seed(11) bst <- xgb.train(param, dtrain, nrounds = 4, watchlist, verbose = 0) # first two iterations: set.seed(11) bst1 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0) # continue for two more: bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, xgb_model = bst1) if (!windows_flag && !solaris_flag) { expect_equal(bst$raw, bst2$raw) } expect_false(is.null(bst2$evaluation_log)) expect_equal(dim(bst2$evaluation_log), c(4, 2)) expect_equal(bst2$evaluation_log, bst$evaluation_log) # test continuing from raw model data bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, xgb_model = bst1$raw) if (!windows_flag && !solaris_flag) { expect_equal(bst$raw, bst2$raw) } expect_equal(dim(bst2$evaluation_log), c(2, 2)) # test continuing from a model in file xgb.save(bst1, "xgboost.json") bst2 <- xgb.train(param, dtrain, nrounds = 2, watchlist, verbose = 0, xgb_model = "xgboost.json") if (!windows_flag && !solaris_flag) { expect_equal(bst$raw, bst2$raw) } expect_equal(dim(bst2$evaluation_log), c(2, 2)) file.remove("xgboost.json") }) test_that("model serialization works", { out_path <- "model_serialization" dtrain <- xgb.DMatrix(train$data, label = train$label, nthread = n_threads) watchlist <- list(train = dtrain) param <- list(objective = "binary:logistic", nthread = n_threads) booster <- xgb.train(param, dtrain, nrounds = 4, watchlist) raw <- xgb.serialize(booster) saveRDS(raw, out_path) raw <- readRDS(out_path) loaded <- xgb.unserialize(raw) raw_from_loaded <- xgb.serialize(loaded) expect_equal(raw, raw_from_loaded) file.remove(out_path) }) test_that("xgb.cv works", { set.seed(11) expect_output( cv <- xgb.cv( data = train$data, label = train$label, max_depth = 2, nfold = 5, eta = 1., nthread = n_threads, nrounds = 2, objective = "binary:logistic", eval_metric = "error", verbose = TRUE ), "train-error:" ) expect_is(cv, "xgb.cv.synchronous") expect_false(is.null(cv$evaluation_log)) expect_lt(cv$evaluation_log[, min(test_error_mean)], 0.03) expect_lt(cv$evaluation_log[, min(test_error_std)], 0.008) expect_equal(cv$niter, 2) expect_false(is.null(cv$folds) && is.list(cv$folds)) expect_length(cv$folds, 5) expect_false(is.null(cv$params) && is.list(cv$params)) expect_false(is.null(cv$callbacks)) expect_false(is.null(cv$call)) }) test_that("xgb.cv works with stratified folds", { dtrain <- xgb.DMatrix(train$data, label = train$label, nthread = n_threads) set.seed(314159) cv <- xgb.cv( data = dtrain, max_depth = 2, nfold = 5, eta = 1., nthread = n_threads, nrounds = 2, objective = "binary:logistic", verbose = TRUE, stratified = FALSE ) set.seed(314159) cv2 <- xgb.cv( data = dtrain, max_depth = 2, nfold = 5, eta = 1., nthread = n_threads, nrounds = 2, objective = "binary:logistic", verbose = TRUE, stratified = TRUE ) # Stratified folds should result in a different evaluation logs expect_true(all(cv$evaluation_log[, test_logloss_mean] != cv2$evaluation_log[, test_logloss_mean])) }) test_that("train and predict with non-strict classes", { # standard dense matrix input train_dense <- as.matrix(train$data) bst <- xgboost( data = train_dense, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = 2, objective = "binary:logistic", verbose = 0 ) pr0 <- predict(bst, train_dense) # dense matrix-like input of non-matrix class class(train_dense) <- "shmatrix" expect_true(is.matrix(train_dense)) expect_error( bst <- xgboost( data = train_dense, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = 2, objective = "binary:logistic", verbose = 0 ), regexp = NA ) expect_error(pr <- predict(bst, train_dense), regexp = NA) expect_equal(pr0, pr) # dense matrix-like input of non-matrix class with some inheritance class(train_dense) <- c("pphmatrix", "shmatrix") expect_true(is.matrix(train_dense)) expect_error( bst <- xgboost( data = train_dense, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = 2, objective = "binary:logistic", verbose = 0 ), regexp = NA ) expect_error(pr <- predict(bst, train_dense), regexp = NA) expect_equal(pr0, pr) # when someone inherits from xgb.Booster, it should still be possible to use it as xgb.Booster class(bst) <- c("super.Booster", "xgb.Booster") expect_error(pr <- predict(bst, train_dense), regexp = NA) expect_equal(pr0, pr) }) test_that("max_delta_step works", { dtrain <- xgb.DMatrix( agaricus.train$data, label = agaricus.train$label, nthread = n_threads ) watchlist <- list(train = dtrain) param <- list( objective = "binary:logistic", eval_metric = "logloss", max_depth = 2, nthread = n_threads, eta = 0.5 ) nrounds <- 5 # model with no restriction on max_delta_step bst1 <- xgb.train(param, dtrain, nrounds, watchlist, verbose = 1) # model with restricted max_delta_step bst2 <- xgb.train(param, dtrain, nrounds, watchlist, verbose = 1, max_delta_step = 1) # the no-restriction model is expected to have consistently lower loss during the initial iterations expect_true(all(bst1$evaluation_log$train_logloss < bst2$evaluation_log$train_logloss)) expect_lt(mean(bst1$evaluation_log$train_logloss) / mean(bst2$evaluation_log$train_logloss), 0.8) }) test_that("colsample_bytree works", { # Randomly generate data matrix by sampling from uniform distribution [-1, 1] set.seed(1) train_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100) train_y <- as.numeric(rowSums(train_x) > 0) test_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100) test_y <- as.numeric(rowSums(test_x) > 0) colnames(train_x) <- paste0("Feature_", sprintf("%03d", 1:100)) colnames(test_x) <- paste0("Feature_", sprintf("%03d", 1:100)) dtrain <- xgb.DMatrix(train_x, label = train_y, nthread = n_threads) dtest <- xgb.DMatrix(test_x, label = test_y, nthread = n_threads) watchlist <- list(train = dtrain, eval = dtest) ## Use colsample_bytree = 0.01, so that roughly one out of 100 features is chosen for ## each tree param <- list( max_depth = 2, eta = 0, nthread = n_threads, colsample_bytree = 0.01, objective = "binary:logistic", eval_metric = "auc" ) set.seed(2) bst <- xgb.train(param, dtrain, nrounds = 100, watchlist, verbose = 0) xgb.importance(model = bst) # If colsample_bytree works properly, a variety of features should be used # in the 100 trees expect_gte(nrow(xgb.importance(model = bst)), 30) }) test_that("Configuration works", { bst <- xgboost( data = train$data, label = train$label, max_depth = 2, eta = 1, nthread = n_threads, nrounds = 2, objective = "binary:logistic", eval_metric = "error", eval_metric = "auc", eval_metric = "logloss" ) config <- xgb.config(bst) xgb.config(bst) <- config reloaded_config <- xgb.config(bst) expect_equal(config, reloaded_config); }) test_that("strict_shape works", { n_rounds <- 2 test_strict_shape <- function(bst, X, n_groups) { predt <- predict(bst, X, strict_shape = TRUE) margin <- predict(bst, X, outputmargin = TRUE, strict_shape = TRUE) contri <- predict(bst, X, predcontrib = TRUE, strict_shape = TRUE) interact <- predict(bst, X, predinteraction = TRUE, strict_shape = TRUE) leaf <- predict(bst, X, predleaf = TRUE, strict_shape = TRUE) n_rows <- nrow(X) n_cols <- ncol(X) expect_equal(dim(predt), c(n_groups, n_rows)) expect_equal(dim(margin), c(n_groups, n_rows)) expect_equal(dim(contri), c(n_cols + 1, n_groups, n_rows)) expect_equal(dim(interact), c(n_cols + 1, n_cols + 1, n_groups, n_rows)) expect_equal(dim(leaf), c(1, n_groups, n_rounds, n_rows)) if (n_groups != 1) { for (g in seq_len(n_groups)) { expect_lt(max(abs(colSums(contri[, g, ]) - margin[g, ])), 1e-5) } } } test_iris <- function() { y <- as.numeric(iris$Species) - 1 X <- as.matrix(iris[, -5]) bst <- xgboost( data = X, label = y, max_depth = 2, nrounds = n_rounds, nthread = n_threads, objective = "multi:softprob", num_class = 3, eval_metric = "merror" ) test_strict_shape(bst, X, 3) } test_agaricus <- function() { data(agaricus.train, package = "xgboost") X <- agaricus.train$data y <- agaricus.train$label bst <- xgboost( data = X, label = y, max_depth = 2, nthread = n_threads, nrounds = n_rounds, objective = "binary:logistic", eval_metric = "error", eval_metric = "auc", eval_metric = "logloss" ) test_strict_shape(bst, X, 1) } test_iris() test_agaricus() }) test_that("'predict' accepts CSR data", { X <- agaricus.train$data y <- agaricus.train$label x_csc <- as(X[1L, , drop = FALSE], "CsparseMatrix") x_csr <- as(x_csc, "RsparseMatrix") x_spv <- as(x_csc, "sparseVector") bst <- xgboost( data = X, label = y, objective = "binary:logistic", nrounds = 5L, verbose = FALSE, nthread = n_threads, ) p_csc <- predict(bst, x_csc) p_csr <- predict(bst, x_csr) p_spv <- predict(bst, x_spv) expect_equal(p_csc, p_csr) expect_equal(p_csc, p_spv) })