xgb 0.8.0 → 0.9.0

data/lib/xgboost.rb

@@ -4,9 +4,17 @@ 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"
@@ -44,134 +52,113 @@ module XGBoost
   autoload :FFI, "xgboost/ffi"
 
   class << self
-    def train(params, dtrain, num_boost_round: 10, evals: nil, early_stopping_rounds: nil, verbose_eval: true)
-      booster = Booster.new(params: params)
-      num_feature = dtrain.num_col
-      booster.set_param("num_feature", num_feature)
-      booster.feature_names = dtrain.feature_names
-      booster.feature_types = dtrain.feature_types
+    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
-        best_score = nil
-        best_iter = nil
-        best_message = nil
+        callbacks << EarlyStopping.new(rounds: early_stopping_rounds, maximize: maximize)
       end
+      cb_container = CallbackContainer.new(callbacks)
 
-      num_boost_round.times do |iteration|
-        booster.update(dtrain, iteration)
+      bst = cb_container.before_training(bst)
 
-        if evals.any?
-          message = booster.eval_set(evals, iteration)
-          res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
+      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
 
-          if early_stopping_rounds && iteration == 0
-            metric = res[-1][0]
-            puts "Will train until #{metric} hasn't improved in #{early_stopping_rounds.to_i} rounds." if verbose_eval
-          end
+      bst = cb_container.after_training(bst)
 
-          puts message if verbose_eval
-          score = res[-1][1]
-
-          # TODO handle larger better
-          if best_score.nil? || score < best_score
-            best_score = score
-            best_iter = iteration
-            best_message = message
-          elsif early_stopping_rounds && iteration - best_iter >= early_stopping_rounds
-            booster.best_iteration = best_iter
-            puts "Stopping. Best iteration:\n#{best_message}" if verbose_eval
-            break
-          end
-        end
+      if !evals_result.nil?
+        evals_result.merge!(cb_container.history)
       end
 
-      booster
+      bst
     end
 
-    def cv(params, dtrain, num_boost_round: 10, nfold: 3, seed: 0, shuffle: true, verbose_eval: nil, show_stdv: true, early_stopping_rounds: nil)
-      rand_idx = (0...dtrain.num_row).to_a
-      rand_idx.shuffle!(random: Random.new(seed)) if shuffle
-
-      kstep = (rand_idx.size / nfold.to_f).ceil
-      test_id = rand_idx.each_slice(kstep).to_a[0...nfold]
-      train_id = []
-      nfold.times do |i|
-        idx = test_id.dup
-        idx.delete_at(i)
-        train_id << idx.flatten
-      end
-
-      folds = train_id.zip(test_id)
-      cvfolds = []
-      folds.each do |(train_idx, test_idx)|
-        fold_dtrain = dtrain.slice(train_idx)
-        fold_dvalid = dtrain.slice(test_idx)
-        booster = Booster.new(params: params)
-        booster.set_param("num_feature", dtrain.num_col)
-        cvfolds << [booster, fold_dtrain, fold_dvalid]
+    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
-
-      eval_hist = {}
-
       if early_stopping_rounds
-        best_score = nil
-        best_iter = nil
+        callbacks << EarlyStopping.new(rounds: early_stopping_rounds, maximize: maximize)
       end
+      callbacks_container = CallbackContainer.new(callbacks, is_cv: true)
 
-      num_boost_round.times do |iteration|
-        scores = {}
+      booster = PackedBooster.new(cvfolds)
+      callbacks_container.before_training(booster)
 
-        cvfolds.each do |(booster, fold_dtrain, fold_dvalid)|
-          booster.update(fold_dtrain, iteration)
-          message = booster.eval_set([[fold_dtrain, "train"], [fold_dvalid, "test"]], iteration)
+      num_boost_round.times do |i|
+        break if callbacks_container.before_iteration(booster, i, dtrain, nil)
+        booster.update(i)
 
-          res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
-          res.each do |k, v|
-            (scores[k] ||= []) << v
+        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
-        end
-
-        message_parts = ["[#{iteration}]"]
-
-        last_mean = nil
-        means = {}
-        scores.each do |eval_name, vals|
-          mean = mean(vals)
-          stdev = stdev(vals)
-
-          (eval_hist["#{eval_name}-mean"] ||= []) << mean
-          (eval_hist["#{eval_name}-std"] ||= []) << stdev
-
-          means[eval_name] = mean
-          last_mean = mean
-
-          if show_stdv
-            message_parts << "%s:%g+%g" % [eval_name, mean, stdev]
-          else
-            message_parts << "%s:%g" % [eval_name, mean]
+          if !results.include?(key + "-std")
+            results[key + "-std"] = []
           end
+          results[key + "-mean"] << mean
+          results[key + "-std"] << std
         end
 
-        if early_stopping_rounds
-          score = last_mean
-          # TODO handle larger better
-          if best_score.nil? || score < best_score
-            best_score = score
-            best_iter = iteration
-          elsif iteration - best_iter >= early_stopping_rounds
-            eval_hist.each_key do |k|
-              eval_hist[k] = eval_hist[k][0..best_iter]
-            end
-            break
+        if should_break
+          results.keys.each do |k|
+            results[k] = results[k][..booster.best_iteration]
           end
+          break
         end
-
-        # put at end to keep output consistent with Python
-        puts message_parts.join("\t") if verbose_eval
       end
 
-      eval_hist
+      callbacks_container.after_training(booster)
+
+      results
     end
 
     def lib_version
@@ -184,18 +171,26 @@ module XGBoost
 
     private
 
-    def mean(arr)
-      arr.sum / arr.size.to_f
-    end
+    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
 
-    # don't subtract one from arr.size
-    def stdev(arr)
-      m = mean(arr)
-      sum = 0
-      arr.each do |v|
-        sum += (v - m) ** 2
+      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
-      Math.sqrt(sum / arr.size)
+      ret
     end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: xgb
 version: !ruby/object:Gem::Version
-  version: 0.8.0
+  version: 0.9.0
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-09-13 00:00:00.000000000 Z
+date: 2024-10-17 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ffi
@@ -37,36 +37,36 @@ files:
 - lib/xgb.rb
 - lib/xgboost.rb
 - lib/xgboost/booster.rb
+- lib/xgboost/callback_container.rb
 - lib/xgboost/classifier.rb
+- lib/xgboost/cv_pack.rb
 - lib/xgboost/dmatrix.rb
+- lib/xgboost/early_stopping.rb
+- lib/xgboost/evaluation_monitor.rb
 - lib/xgboost/ffi.rb
 - lib/xgboost/model.rb
+- lib/xgboost/packed_booster.rb
 - lib/xgboost/ranker.rb
 - lib/xgboost/regressor.rb
+- lib/xgboost/training_callback.rb
 - lib/xgboost/utils.rb
 - lib/xgboost/version.rb
 - vendor/aarch64-linux/LICENSE-dmlc-core.txt
-- vendor/aarch64-linux/LICENSE-rabit.txt
 - vendor/aarch64-linux/LICENSE-xgboost.txt
 - vendor/aarch64-linux/libxgboost.so
 - vendor/arm64-darwin/LICENSE-dmlc-core.txt
-- vendor/arm64-darwin/LICENSE-rabit.txt
 - vendor/arm64-darwin/LICENSE-xgboost.txt
 - vendor/arm64-darwin/libxgboost.dylib
 - vendor/x64-mingw/LICENSE-dmlc-core.txt
-- vendor/x64-mingw/LICENSE-rabit.txt
 - vendor/x64-mingw/LICENSE-xgboost.txt
 - vendor/x64-mingw/xgboost.dll
 - vendor/x86_64-darwin/LICENSE-dmlc-core.txt
-- vendor/x86_64-darwin/LICENSE-rabit.txt
 - vendor/x86_64-darwin/LICENSE-xgboost.txt
 - vendor/x86_64-darwin/libxgboost.dylib
 - vendor/x86_64-linux-musl/LICENSE-dmlc-core.txt
-- vendor/x86_64-linux-musl/LICENSE-rabit.txt
 - vendor/x86_64-linux-musl/LICENSE-xgboost.txt
 - vendor/x86_64-linux-musl/libxgboost.so
 - vendor/x86_64-linux/LICENSE-dmlc-core.txt
-- vendor/x86_64-linux/LICENSE-rabit.txt
 - vendor/x86_64-linux/LICENSE-xgboost.txt
 - vendor/x86_64-linux/libxgboost.so
 homepage: https://github.com/ankane/xgboost-ruby
@@ -81,14 +81,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '3'
+      version: '3.1'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.10
+rubygems_version: 3.5.16
 signing_key:
 specification_version: 4
 summary: High performance gradient boosting for Ruby

data/vendor/aarch64-linux/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-

data/vendor/arm64-darwin/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-

data/vendor/x64-mingw/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-

data/vendor/x86_64-darwin/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-

data/vendor/x86_64-linux/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-

data/vendor/x86_64-linux-musl/LICENSE-rabit.txt

@@ -1,28 +0,0 @@
-Copyright (c) 2014 by Contributors
-All rights reserved.
-
-Redistribution and use in source and binary forms, with or without
-modification, are permitted provided that the following conditions are met:
-
-* Redistributions of source code must retain the above copyright notice, this
-  list of conditions and the following disclaimer.
-
-* Redistributions in binary form must reproduce the above copyright notice,
-  this list of conditions and the following disclaimer in the documentation
-  and/or other materials provided with the distribution.
-
-* Neither the name of rabit nor the names of its
-  contributors may be used to endorse or promote products derived from
-  this software without specific prior written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
-DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
-FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
-DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
-SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
-CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
-OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-