honzasterba_xgb 0.9.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +116 -0
- data/LICENSE.txt +202 -0
- data/NOTICE.txt +14 -0
- data/README.md +195 -0
- data/lib/xgb.rb +4 -0
- data/lib/xgboost/booster.rb +315 -0
- data/lib/xgboost/callback_container.rb +145 -0
- data/lib/xgboost/classifier.rb +53 -0
- data/lib/xgboost/cv_pack.rb +26 -0
- data/lib/xgboost/dmatrix.rb +274 -0
- data/lib/xgboost/early_stopping.rb +132 -0
- data/lib/xgboost/evaluation_monitor.rb +44 -0
- data/lib/xgboost/ffi.rb +56 -0
- data/lib/xgboost/model.rb +31 -0
- data/lib/xgboost/packed_booster.rb +51 -0
- data/lib/xgboost/ranker.rb +14 -0
- data/lib/xgboost/regressor.rb +20 -0
- data/lib/xgboost/training_callback.rb +23 -0
- data/lib/xgboost/utils.rb +33 -0
- data/lib/xgboost/version.rb +3 -0
- data/lib/xgboost.rb +196 -0
- data/vendor/aarch64-linux/LICENSE-dmlc-core.txt +201 -0
- data/vendor/aarch64-linux/LICENSE-xgboost.txt +201 -0
- data/vendor/aarch64-linux/libxgboost.so +0 -0
- data/vendor/arm64-darwin/LICENSE-dmlc-core.txt +201 -0
- data/vendor/arm64-darwin/LICENSE-xgboost.txt +201 -0
- data/vendor/arm64-darwin/libxgboost.dylib +0 -0
- data/vendor/x64-mingw/LICENSE-dmlc-core.txt +201 -0
- data/vendor/x64-mingw/LICENSE-xgboost.txt +201 -0
- data/vendor/x64-mingw/xgboost.dll +0 -0
- data/vendor/x86_64-darwin/LICENSE-dmlc-core.txt +201 -0
- data/vendor/x86_64-darwin/LICENSE-xgboost.txt +201 -0
- data/vendor/x86_64-darwin/libxgboost.dylib +0 -0
- data/vendor/x86_64-linux/LICENSE-dmlc-core.txt +201 -0
- data/vendor/x86_64-linux/LICENSE-xgboost.txt +201 -0
- data/vendor/x86_64-linux/libxgboost.so +0 -0
- data/vendor/x86_64-linux-musl/LICENSE-dmlc-core.txt +201 -0
- data/vendor/x86_64-linux-musl/LICENSE-xgboost.txt +201 -0
- data/vendor/x86_64-linux-musl/libxgboost.so +0 -0
- metadata +95 -0
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data/CHANGELOG.md
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## 0.9.1 (unreleased)
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- Updated XGBoost to 2.1.2
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## 0.9.0 (2024-10-17)
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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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## 0.8.0 (2023-09-13)
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- Updated XGBoost to 2.0.0
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- Dropped support for Ruby < 3
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## 0.7.3 (2023-07-24)
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- Fixed error with `dup` and `clone`
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## 0.7.2 (2023-05-12)
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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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## 0.7.1 (2022-10-31)
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- Updated XGBoost to 1.7.0
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## 0.7.0 (2022-06-05)
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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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## 0.6.0 (2021-10-23)
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- Updated XGBoost to 1.5.0
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## 0.5.3 (2021-05-12)
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- Updated XGBoost to 1.4.0
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- Added ARM shared library for Linux
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## 0.5.2 (2021-03-09)
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- Added ARM shared library for Mac
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## 0.5.1 (2021-02-08)
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- Fixed error with validation sets without early stopping
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## 0.5.0 (2020-12-12)
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- Updated XGBoost to 1.3.0
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## 0.4.1 (2020-08-26)
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- Updated XGBoost to 1.2.0
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## 0.4.0 (2020-05-17)
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- Updated XGBoost to 1.1.0
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- Changed default `learning_rate` and `max_depth` for Scikit-Learn API to match Python
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- 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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## 0.3.1 (2020-04-16)
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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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## 0.3.0 (2020-02-19)
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- Updated XGBoost to 1.0.0
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## 0.2.1 (2020-02-11)
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- Fixed `Could not find XGBoost` error on some Linux platforms
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- Fixed `SignalException` on Windows
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## 0.2.0 (2020-01-26)
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- 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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## 0.1.3 (2019-10-27)
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- 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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## 0.1.2 (2019-08-19)
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- 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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## 0.1.1 (2019-08-16)
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- 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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## 0.1.0 (2019-08-15)
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- First release
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data/LICENSE.txt
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same "printed page" as the copyright notice for easier
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identification within third-party archives.
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Copyright [yyyy] [name of copyright owner]
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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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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
|
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
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See the License for the specific language governing permissions and
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limitations under the License.
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data/NOTICE.txt
ADDED
@@ -0,0 +1,14 @@
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1
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Copyright XGBoost contributors
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Copyright 2019-2024 Andrew Kane
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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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+
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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+
distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
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+
See the License for the specific language governing permissions and
|
14
|
+
limitations under the License.
|
data/README.md
ADDED
@@ -0,0 +1,195 @@
|
|
1
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+
# XGBoost Ruby
|
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+
|
3
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+
[XGBoost](https://github.com/dmlc/xgboost) - high performance gradient boosting - for Ruby
|
4
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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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## Installation
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Add this line to your application’s Gemfile:
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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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```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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+
|
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Prep your data
|
24
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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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+
|
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+
Train a model
|
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+
|
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+
```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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+
|
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+
Predict
|
39
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+
|
40
|
+
```ruby
|
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dtest = XGBoost::DMatrix.new(x)
|
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|
+
booster.predict(dtest)
|
43
|
+
```
|
44
|
+
|
45
|
+
Save the model to a file
|
46
|
+
|
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|
+
```ruby
|
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|
+
booster.save_model("my.model")
|
49
|
+
```
|
50
|
+
|
51
|
+
Load the model from a file
|
52
|
+
|
53
|
+
```ruby
|
54
|
+
booster = XGBoost::Booster.new(model_file: "my.model")
|
55
|
+
```
|
56
|
+
|
57
|
+
Get the importance of features
|
58
|
+
|
59
|
+
```ruby
|
60
|
+
booster.score
|
61
|
+
```
|
62
|
+
|
63
|
+
Early stopping
|
64
|
+
|
65
|
+
```ruby
|
66
|
+
XGBoost.train(params, dtrain, evals: [[dtrain, "train"], [dtest, "eval"]], early_stopping_rounds: 5)
|
67
|
+
```
|
68
|
+
|
69
|
+
CV
|
70
|
+
|
71
|
+
```ruby
|
72
|
+
XGBoost.cv(params, dtrain, nfold: 3, verbose_eval: true)
|
73
|
+
```
|
74
|
+
|
75
|
+
Set metadata about a model
|
76
|
+
|
77
|
+
```ruby
|
78
|
+
booster["key"] = "value"
|
79
|
+
booster.attributes
|
80
|
+
```
|
81
|
+
|
82
|
+
## Scikit-Learn API
|
83
|
+
|
84
|
+
Prep your data
|
85
|
+
|
86
|
+
```ruby
|
87
|
+
x = [[1, 2], [3, 4], [5, 6], [7, 8]]
|
88
|
+
y = [1, 2, 3, 4]
|
89
|
+
```
|
90
|
+
|
91
|
+
Train a model
|
92
|
+
|
93
|
+
```ruby
|
94
|
+
model = XGBoost::Regressor.new
|
95
|
+
model.fit(x, y)
|
96
|
+
```
|
97
|
+
|
98
|
+
> For classification, use `XGBoost::Classifier`
|
99
|
+
|
100
|
+
Predict
|
101
|
+
|
102
|
+
```ruby
|
103
|
+
model.predict(x)
|
104
|
+
```
|
105
|
+
|
106
|
+
> For classification, use `predict_proba` for probabilities
|
107
|
+
|
108
|
+
Save the model to a file
|
109
|
+
|
110
|
+
```ruby
|
111
|
+
model.save_model("my.model")
|
112
|
+
```
|
113
|
+
|
114
|
+
Load the model from a file
|
115
|
+
|
116
|
+
```ruby
|
117
|
+
model.load_model("my.model")
|
118
|
+
```
|
119
|
+
|
120
|
+
Get the importance of features
|
121
|
+
|
122
|
+
```ruby
|
123
|
+
model.feature_importances
|
124
|
+
```
|
125
|
+
|
126
|
+
Early stopping
|
127
|
+
|
128
|
+
```ruby
|
129
|
+
model.fit(x, y, eval_set: [[x_test, y_test]], early_stopping_rounds: 5)
|
130
|
+
```
|
131
|
+
|
132
|
+
## Data
|
133
|
+
|
134
|
+
Data can be an array of arrays
|
135
|
+
|
136
|
+
```ruby
|
137
|
+
[[1, 2, 3], [4, 5, 6]]
|
138
|
+
```
|
139
|
+
|
140
|
+
Or a Numo array
|
141
|
+
|
142
|
+
```ruby
|
143
|
+
Numo::NArray.cast([[1, 2, 3], [4, 5, 6]])
|
144
|
+
```
|
145
|
+
|
146
|
+
Or a Rover data frame
|
147
|
+
|
148
|
+
```ruby
|
149
|
+
Rover.read_csv("houses.csv")
|
150
|
+
```
|
151
|
+
|
152
|
+
Or a Daru data frame
|
153
|
+
|
154
|
+
```ruby
|
155
|
+
Daru::DataFrame.from_csv("houses.csv")
|
156
|
+
```
|
157
|
+
|
158
|
+
## Helpful Resources
|
159
|
+
|
160
|
+
- [Parameters](https://xgboost.readthedocs.io/en/latest/parameter.html)
|
161
|
+
- [Parameter Tuning](https://xgboost.readthedocs.io/en/latest/tutorials/param_tuning.html)
|
162
|
+
|
163
|
+
## Related Projects
|
164
|
+
|
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