honzasterba_xgb 0.9.0

data/lib/xgboost.rb

@@ -0,0 +1,196 @@
+# dependencies
+require "ffi"
+
+# modules
+require_relative "xgboost/utils"
+require_relative "xgboost/booster"
+require_relative "xgboost/callback_container"
+require_relative "xgboost/cv_pack"
+require_relative "xgboost/dmatrix"
+require_relative "xgboost/packed_booster"
+require_relative "xgboost/version"
+
+# callbacks
+require_relative "xgboost/training_callback"
+require_relative "xgboost/early_stopping"
+require_relative "xgboost/evaluation_monitor"
+
+# scikit-learn API
+require_relative "xgboost/model"
+require_relative "xgboost/classifier"
+require_relative "xgboost/ranker"
+require_relative "xgboost/regressor"
+
+module XGBoost
+  class Error < StandardError; end
+
+  class << self
+    attr_accessor :ffi_lib
+  end
+  lib_path =
+    if Gem.win_platform?
+      "x64-mingw/xgboost.dll"
+    elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "arm64-darwin/libxgboost.dylib"
+      else
+        "x86_64-darwin/libxgboost.dylib"
+      end
+    elsif RbConfig::CONFIG["host_os"] =~ /linux-musl/i
+      "x86_64-linux-musl/libxgboost.so"
+    else
+      if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+        "aarch64-linux/libxgboost.so"
+      else
+        "x86_64-linux/libxgboost.so"
+      end
+    end
+  vendor_lib = File.expand_path("../vendor/#{lib_path}", __dir__)
+  self.ffi_lib = [vendor_lib]
+
+  # friendlier error message
+  autoload :FFI, "xgboost/ffi"
+
+  class << self
+    def train(
+      params,
+      dtrain,
+      num_boost_round: 10,
+      evals: nil,
+      maximize: nil,
+      early_stopping_rounds: nil,
+      evals_result: nil,
+      verbose_eval: true,
+      callbacks: nil
+    )
+      callbacks = callbacks.nil? ? [] : callbacks.dup
+      evals ||= []
+
+      bst = Booster.new(params: params, cache: [dtrain] + evals.map { |d| d[0] })
+
+      if verbose_eval
+        verbose_eval = verbose_eval == true ? 1 : verbose_eval
+        callbacks << EvaluationMonitor.new(period: verbose_eval)
+      end
+      if early_stopping_rounds
+        callbacks << EarlyStopping.new(rounds: early_stopping_rounds, maximize: maximize)
+      end
+      cb_container = CallbackContainer.new(callbacks)
+
+      bst = cb_container.before_training(bst)
+
+      num_boost_round.times do |i|
+        break if cb_container.before_iteration(bst, i, dtrain, evals)
+        bst.update(dtrain, i)
+        break if cb_container.after_iteration(bst, i, dtrain, evals)
+      end
+
+      bst = cb_container.after_training(bst)
+
+      if !evals_result.nil?
+        evals_result.merge!(cb_container.history)
+      end
+
+      bst
+    end
+
+    def cv(
+      params,
+      dtrain,
+      num_boost_round: 10,
+      nfold: 3,
+      maximize: nil,
+      early_stopping_rounds: nil,
+      verbose_eval: nil,
+      show_stdv: true,
+      seed: 0,
+      callbacks: nil,
+      shuffle: true
+    )
+      results = {}
+      cvfolds =
+        mknfold(
+          dall: dtrain,
+          param: params,
+          nfold: nfold,
+          seed: seed,
+          shuffle: shuffle
+        )
+
+      callbacks = callbacks.nil? ? [] : callbacks.dup
+
+      if verbose_eval
+        verbose_eval = verbose_eval == true ? 1 : verbose_eval
+        callbacks << EvaluationMonitor.new(period: verbose_eval, show_stdv: show_stdv)
+      end
+      if early_stopping_rounds
+        callbacks << EarlyStopping.new(rounds: early_stopping_rounds, maximize: maximize)
+      end
+      callbacks_container = CallbackContainer.new(callbacks, is_cv: true)
+
+      booster = PackedBooster.new(cvfolds)
+      callbacks_container.before_training(booster)
+
+      num_boost_round.times do |i|
+        break if callbacks_container.before_iteration(booster, i, dtrain, nil)
+        booster.update(i)
+
+        should_break = callbacks_container.after_iteration(booster, i, dtrain, nil)
+        res = callbacks_container.aggregated_cv
+        res.each do |key, mean, std|
+          if !results.include?(key + "-mean")
+            results[key + "-mean"] = []
+          end
+          if !results.include?(key + "-std")
+            results[key + "-std"] = []
+          end
+          results[key + "-mean"] << mean
+          results[key + "-std"] << std
+        end
+
+        if should_break
+          results.keys.each do |k|
+            results[k] = results[k][..booster.best_iteration]
+          end
+          break
+        end
+      end
+
+      callbacks_container.after_training(booster)
+
+      results
+    end
+
+    def lib_version
+      major = ::FFI::MemoryPointer.new(:int)
+      minor = ::FFI::MemoryPointer.new(:int)
+      patch = ::FFI::MemoryPointer.new(:int)
+      FFI.XGBoostVersion(major, minor, patch)
+      "#{major.read_int}.#{minor.read_int}.#{patch.read_int}"
+    end
+
+    private
+
+    def mknfold(dall:, param:, nfold:, seed:, shuffle:)
+      rand_idx = (0...dall.num_row).to_a
+      rand_idx.shuffle!(random: Random.new(seed)) if shuffle
+
+      kstep = (rand_idx.size / nfold.to_f).ceil
+      out_idset = rand_idx.each_slice(kstep).to_a[0...nfold]
+      in_idset = []
+      nfold.times do |i|
+        idx = out_idset.dup
+        idx.delete_at(i)
+        in_idset << idx.flatten
+      end
+
+      ret = []
+      nfold.times do |k|
+        fold_dtrain = dall.slice(in_idset[k])
+        fold_dvalid = dall.slice(out_idset[k])
+        ret << CVPack.new(fold_dtrain, fold_dvalid, param)
+      end
+      ret
+    end
+  end
+end

data/vendor/aarch64-linux/LICENSE-dmlc-core.txt

@@ -0,0 +1,201 @@
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data/vendor/aarch64-linux/LICENSE-xgboost.txt

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
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+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
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+      the Work and Derivative Works thereof.
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+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
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+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
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+
+   APPENDIX: How to apply the Apache License to your work.
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+
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+   you may not use this file except in compliance with the License.
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