honzasterba_xgb 0.9.0

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Files changed (41) hide show
  1. checksums.yaml +7 -0
  2. data/CHANGELOG.md +116 -0
  3. data/LICENSE.txt +202 -0
  4. data/NOTICE.txt +14 -0
  5. data/README.md +195 -0
  6. data/lib/xgb.rb +4 -0
  7. data/lib/xgboost/booster.rb +315 -0
  8. data/lib/xgboost/callback_container.rb +145 -0
  9. data/lib/xgboost/classifier.rb +53 -0
  10. data/lib/xgboost/cv_pack.rb +26 -0
  11. data/lib/xgboost/dmatrix.rb +274 -0
  12. data/lib/xgboost/early_stopping.rb +132 -0
  13. data/lib/xgboost/evaluation_monitor.rb +44 -0
  14. data/lib/xgboost/ffi.rb +56 -0
  15. data/lib/xgboost/model.rb +31 -0
  16. data/lib/xgboost/packed_booster.rb +51 -0
  17. data/lib/xgboost/ranker.rb +14 -0
  18. data/lib/xgboost/regressor.rb +20 -0
  19. data/lib/xgboost/training_callback.rb +23 -0
  20. data/lib/xgboost/utils.rb +33 -0
  21. data/lib/xgboost/version.rb +3 -0
  22. data/lib/xgboost.rb +196 -0
  23. data/vendor/aarch64-linux/LICENSE-dmlc-core.txt +201 -0
  24. data/vendor/aarch64-linux/LICENSE-xgboost.txt +201 -0
  25. data/vendor/aarch64-linux/libxgboost.so +0 -0
  26. data/vendor/arm64-darwin/LICENSE-dmlc-core.txt +201 -0
  27. data/vendor/arm64-darwin/LICENSE-xgboost.txt +201 -0
  28. data/vendor/arm64-darwin/libxgboost.dylib +0 -0
  29. data/vendor/x64-mingw/LICENSE-dmlc-core.txt +201 -0
  30. data/vendor/x64-mingw/LICENSE-xgboost.txt +201 -0
  31. data/vendor/x64-mingw/xgboost.dll +0 -0
  32. data/vendor/x86_64-darwin/LICENSE-dmlc-core.txt +201 -0
  33. data/vendor/x86_64-darwin/LICENSE-xgboost.txt +201 -0
  34. data/vendor/x86_64-darwin/libxgboost.dylib +0 -0
  35. data/vendor/x86_64-linux/LICENSE-dmlc-core.txt +201 -0
  36. data/vendor/x86_64-linux/LICENSE-xgboost.txt +201 -0
  37. data/vendor/x86_64-linux/libxgboost.so +0 -0
  38. data/vendor/x86_64-linux-musl/LICENSE-dmlc-core.txt +201 -0
  39. data/vendor/x86_64-linux-musl/LICENSE-xgboost.txt +201 -0
  40. data/vendor/x86_64-linux-musl/libxgboost.so +0 -0
  41. metadata +95 -0
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data/CHANGELOG.md ADDED
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+ ## 0.9.1 (unreleased)
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+
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+ - Updated XGBoost to 2.1.2
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+
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+ ## 0.9.0 (2024-10-17)
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+
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+ - Updated XGBoost to 2.1.1
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+ - Added support for callbacks
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+ - Added `num_features` and `save_config` methods to `Booster`
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+ - Added `num_nonmissing` and `data_split_mode` methods to `DMatrix`
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+ - Dropped support for Ruby < 3.1
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+
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+ ## 0.8.0 (2023-09-13)
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+
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+ - Updated XGBoost to 2.0.0
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+ - Dropped support for Ruby < 3
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+
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+ ## 0.7.3 (2023-07-24)
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+
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+ - Fixed error with `dup` and `clone`
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+
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+ ## 0.7.2 (2023-05-12)
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+
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+ - Updated XGBoost to 1.7.5
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+ - Added musl shared library for Linux
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+ - Improved error message for invalid matrix
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+
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+ ## 0.7.1 (2022-10-31)
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+
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+ - Updated XGBoost to 1.7.0
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+
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+ ## 0.7.0 (2022-06-05)
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+
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+ - Updated XGBoost to 1.6.1
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+ - Improved ARM detection
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+ - Dropped support for Ruby < 2.7
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+
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+ ## 0.6.0 (2021-10-23)
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+
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+ - Updated XGBoost to 1.5.0
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+
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+ ## 0.5.3 (2021-05-12)
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+
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+ - Updated XGBoost to 1.4.0
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+ - Added ARM shared library for Linux
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+
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+ ## 0.5.2 (2021-03-09)
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+
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+ - Added ARM shared library for Mac
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+
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+ ## 0.5.1 (2021-02-08)
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+
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+ - Fixed error with validation sets without early stopping
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+
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+ ## 0.5.0 (2020-12-12)
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+
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+ - Updated XGBoost to 1.3.0
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+
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+ ## 0.4.1 (2020-08-26)
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+
61
+ - Updated XGBoost to 1.2.0
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+
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+ ## 0.4.0 (2020-05-17)
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+
65
+ - Updated XGBoost to 1.1.0
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+ - Changed default `learning_rate` and `max_depth` for Scikit-Learn API to match Python
67
+ - Added support for Rover
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+ - Improved performance of Numo datasets
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+ - Improved error message when OpenMP not found on Mac
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+
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+ ## 0.3.1 (2020-04-16)
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+
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+ - Added `feature_names` and `feature_types` to `DMatrix`
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+ - Added feature names to `dump`
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+
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+ ## 0.3.0 (2020-02-19)
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+
78
+ - Updated XGBoost to 1.0.0
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+
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+ ## 0.2.1 (2020-02-11)
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+
82
+ - Fixed `Could not find XGBoost` error on some Linux platforms
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+ - Fixed `SignalException` on Windows
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+
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+ ## 0.2.0 (2020-01-26)
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+
87
+ - Prefer `XGBoost` over `Xgb`
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+ - Changed to Apache 2.0 license to match XGBoost
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+ - Added shared libraries
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+ - Added support for booster attributes
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+
92
+ ## 0.1.3 (2019-10-27)
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+
94
+ - Added support for missing values
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+ - Fixed Daru training and prediction
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+ - Fixed error with JRuby
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+
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+ ## 0.1.2 (2019-08-19)
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+
100
+ - Friendlier message when XGBoost not found
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+ - Free memory when objects are destroyed
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+ - Added `Ranker`
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+ - Added early stopping to Scikit-Learn API
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+
105
+ ## 0.1.1 (2019-08-16)
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+
107
+ - Added Scikit-Learn API
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+ - Added early stopping
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+ - Added `cv` method
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+ - Added support for Daru and Numo::NArray
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+ - Added many other methods
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+ - Fixed shape of multiclass predictions when loaded from file
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+
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+ ## 0.1.0 (2019-08-15)
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+
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+ - First release
data/LICENSE.txt ADDED
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data/NOTICE.txt ADDED
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+ Copyright XGBoost contributors
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+ Copyright 2019-2024 Andrew Kane
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+
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+ Licensed under the Apache License, Version 2.0 (the "License");
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+ you may not use this file except in compliance with the License.
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+ You may obtain a copy of the License at
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+ See the License for the specific language governing permissions and
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+ limitations under the License.
data/README.md ADDED
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+ # XGBoost Ruby
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+
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+ [XGBoost](https://github.com/dmlc/xgboost) - high performance gradient boosting - for Ruby
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+
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+ [![Build Status](https://github.com/ankane/xgboost-ruby/actions/workflows/build.yml/badge.svg)](https://github.com/ankane/xgboost-ruby/actions)
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+
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+ ## Installation
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+
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+ Add this line to your application’s Gemfile:
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+
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+ ```ruby
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+ gem "xgb"
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+ ```
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+
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+ On Mac, also install OpenMP:
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+
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+ ```sh
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+ brew install libomp
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+ ```
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+
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+ ## Learning API
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+
23
+ Prep your data
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+
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+ ```ruby
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+ x = [[1, 2], [3, 4], [5, 6], [7, 8]]
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+ y = [1, 2, 3, 4]
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+ ```
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+
30
+ Train a model
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+
32
+ ```ruby
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+ params = {objective: "reg:squarederror"}
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+ dtrain = XGBoost::DMatrix.new(x, label: y)
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+ booster = XGBoost.train(params, dtrain)
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+ ```
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+
38
+ Predict
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+
40
+ ```ruby
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+ dtest = XGBoost::DMatrix.new(x)
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+ booster.predict(dtest)
43
+ ```
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+
45
+ Save the model to a file
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+
47
+ ```ruby
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+ booster.save_model("my.model")
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+ ```
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+
51
+ Load the model from a file
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+
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+ ```ruby
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+ booster = XGBoost::Booster.new(model_file: "my.model")
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+ ```
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+
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+ Get the importance of features
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+
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+ ```ruby
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+ booster.score
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+ ```
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+
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+ Early stopping
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+
65
+ ```ruby
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+ XGBoost.train(params, dtrain, evals: [[dtrain, "train"], [dtest, "eval"]], early_stopping_rounds: 5)
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+ ```
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+
69
+ CV
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+
71
+ ```ruby
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+ XGBoost.cv(params, dtrain, nfold: 3, verbose_eval: true)
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+ ```
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+
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+ Set metadata about a model
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+
77
+ ```ruby
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+ booster["key"] = "value"
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+ booster.attributes
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+ ```
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+
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+ ## Scikit-Learn API
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+
84
+ Prep your data
85
+
86
+ ```ruby
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+ x = [[1, 2], [3, 4], [5, 6], [7, 8]]
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+ y = [1, 2, 3, 4]
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+ ```
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+
91
+ Train a model
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+
93
+ ```ruby
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+ model = XGBoost::Regressor.new
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+ model.fit(x, y)
96
+ ```
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+
98
+ > For classification, use `XGBoost::Classifier`
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+
100
+ Predict
101
+
102
+ ```ruby
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+ model.predict(x)
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+ ```
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+
106
+ > For classification, use `predict_proba` for probabilities
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+
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+ Save the model to a file
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+
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+ ```ruby
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+ model.save_model("my.model")
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+ ```
113
+
114
+ Load the model from a file
115
+
116
+ ```ruby
117
+ model.load_model("my.model")
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+ ```
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+
120
+ Get the importance of features
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+
122
+ ```ruby
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+ model.feature_importances
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+ ```
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+
126
+ Early stopping
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+
128
+ ```ruby
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+ model.fit(x, y, eval_set: [[x_test, y_test]], early_stopping_rounds: 5)
130
+ ```
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+
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+ ## Data
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+
134
+ Data can be an array of arrays
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+
136
+ ```ruby
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+ [[1, 2, 3], [4, 5, 6]]
138
+ ```
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+
140
+ Or a Numo array
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+
142
+ ```ruby
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+ Numo::NArray.cast([[1, 2, 3], [4, 5, 6]])
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+ ```
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+
146
+ Or a Rover data frame
147
+
148
+ ```ruby
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+ Rover.read_csv("houses.csv")
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+ ```
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+
152
+ Or a Daru data frame
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+
154
+ ```ruby
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+ Daru::DataFrame.from_csv("houses.csv")
156
+ ```
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+
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+ ## Helpful Resources
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+
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+ - [Parameters](https://xgboost.readthedocs.io/en/latest/parameter.html)
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+ - [Parameter Tuning](https://xgboost.readthedocs.io/en/latest/tutorials/param_tuning.html)
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+
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+ ## Related Projects
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+
165
+ - [LightGBM](https://github.com/ankane/lightgbm) - LightGBM for Ruby
166
+ - [Eps](https://github.com/ankane/eps) - Machine learning for Ruby
167
+
168
+ ## Credits
169
+
170
+ This library follows the [Python API](https://xgboost.readthedocs.io/en/latest/python/python_api.html), with the `get_` and `set_` prefixes removed from methods to make it more Ruby-like.
171
+
172
+ Thanks to the [xgboost](https://github.com/PairOnAir/xgboost-ruby) gem for showing how to use FFI.
173
+
174
+ ## History
175
+
176
+ View the [changelog](https://github.com/ankane/xgboost-ruby/blob/master/CHANGELOG.md)
177
+
178
+ ## Contributing
179
+
180
+ Everyone is encouraged to help improve this project. Here are a few ways you can help:
181
+
182
+ - [Report bugs](https://github.com/ankane/xgboost-ruby/issues)
183
+ - Fix bugs and [submit pull requests](https://github.com/ankane/xgboost-ruby/pulls)
184
+ - Write, clarify, or fix documentation
185
+ - Suggest or add new features
186
+
187
+ To get started with development:
188
+
189
+ ```sh
190
+ git clone https://github.com/ankane/xgboost-ruby.git
191
+ cd xgboost-ruby
192
+ bundle install
193
+ bundle exec rake vendor:all
194
+ bundle exec rake test
195
+ ```
data/lib/xgb.rb ADDED
@@ -0,0 +1,4 @@
1
+ require_relative "xgboost"
2
+
3
+ # legacy
4
+ Xgb = XGBoost