xgb 0.1.3 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/CHANGELOG.md +11 -4
- data/LICENSE.txt +202 -22
- data/NOTICE.txt +13 -0
- data/README.md +31 -41
- data/lib/xgb.rb +3 -172
- data/lib/xgboost.rb +175 -0
- data/lib/{xgb → xgboost}/booster.rb +29 -1
- data/lib/{xgb → xgboost}/classifier.rb +2 -2
- data/lib/{xgb → xgboost}/dmatrix.rb +5 -5
- data/lib/{xgb → xgboost}/ffi.rb +5 -2
- data/lib/{xgb → xgboost}/model.rb +1 -1
- data/lib/{xgb → xgboost}/ranker.rb +2 -2
- data/lib/{xgb → xgboost}/regressor.rb +2 -2
- data/lib/{xgb → xgboost}/utils.rb +2 -2
- data/lib/xgboost/version.rb +3 -0
- data/vendor/LICENSE +201 -0
- data/vendor/libxgboost.dylib +0 -0
- data/vendor/libxgboost.so +0 -0
- data/vendor/xgboost.dll +0 -0
- metadata +35 -15
- data/lib/xgb/version.rb +0 -3
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data/CHANGELOG.md
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## 0.
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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
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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
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## 0.1.1 (2019-08-16)
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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
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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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Apache License
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Version 2.0, January 2004
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data/NOTICE.txt
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Copyright 2019-2020 Andrew Kane
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data/README.md
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# XGBoost
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[XGBoost](https://github.com/dmlc/xgboost) -
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[XGBoost](https://github.com/dmlc/xgboost) - high performance gradient boosting - for Ruby
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[](https://travis-ci.org/ankane/xgb)
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[](https://travis-ci.org/ankane/xgboost)
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8
6
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9
7
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## Installation
|
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8
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First, [install XGBoost](https://xgboost.readthedocs.io/en/latest/build.html). For Homebrew, use:
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```sh
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brew install xgboost
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```
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-
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Add this line to your application’s Gemfile:
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```ruby
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@@ -22,7 +14,7 @@ gem 'xgb'
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## Getting Started
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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
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+
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.
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## Learning API
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@@ -37,14 +29,14 @@ Train a model
|
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```ruby
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31
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params = {objective: "reg:squarederror"}
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dtrain =
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booster =
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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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Predict
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```ruby
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dtest =
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dtest = XGBoost::DMatrix.new(x)
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booster.predict(dtest)
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41
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```
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42
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@@ -57,7 +49,7 @@ booster.save_model("my.model")
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Load the model from a file
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|
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```ruby
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booster =
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+
booster = XGBoost::Booster.new(model_file: "my.model")
|
|
61
53
|
```
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|
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54
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55
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Get the importance of features
|
|
@@ -69,13 +61,20 @@ booster.score
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69
61
|
Early stopping
|
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62
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63
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```ruby
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|
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-
|
|
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|
+
XGBoost.train(params, dtrain, evals: [[dtrain, "train"], [dtest, "eval"]], early_stopping_rounds: 5)
|
|
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65
|
```
|
|
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66
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67
|
CV
|
|
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68
|
|
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```ruby
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-
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|
70
|
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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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|
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Set metadata about a model [master]
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|
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|
+
|
|
75
|
+
```ruby
|
|
76
|
+
booster["key"] = "value"
|
|
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|
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booster.attributes
|
|
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78
|
```
|
|
80
79
|
|
|
81
80
|
## Scikit-Learn API
|
|
@@ -90,11 +89,11 @@ y = [1, 2, 3, 4]
|
|
|
90
89
|
Train a model
|
|
91
90
|
|
|
92
91
|
```ruby
|
|
93
|
-
model =
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|
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+
model = XGBoost::Regressor.new
|
|
94
93
|
model.fit(x, y)
|
|
95
94
|
```
|
|
96
95
|
|
|
97
|
-
> For classification, use `
|
|
96
|
+
> For classification, use `XGBoost::Classifier`
|
|
98
97
|
|
|
99
98
|
Predict
|
|
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99
|
|
|
@@ -148,24 +147,6 @@ Or a Numo NArray
|
|
|
148
147
|
Numo::DFloat.new(3, 2).seq
|
|
149
148
|
```
|
|
150
149
|
|
|
151
|
-
## XGBoost Installation
|
|
152
|
-
|
|
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|
-
There’s an experimental branch that includes XGBoost with the gem for easiest installation.
|
|
154
|
-
|
|
155
|
-
```ruby
|
|
156
|
-
gem 'xgb', github: 'ankane/xgb', branch: 'vendor', submodules: true
|
|
157
|
-
```
|
|
158
|
-
|
|
159
|
-
Please file an issue if it doesn’t work for you.
|
|
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|
-
|
|
161
|
-
You can also specify the path to XGBoost in an initializer:
|
|
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|
-
|
|
163
|
-
```ruby
|
|
164
|
-
Xgb.ffi_lib << "/path/to/xgboost/lib/libxgboost.so"
|
|
165
|
-
```
|
|
166
|
-
|
|
167
|
-
> Use `libxgboost.dylib` for Mac and `xgboost.dll` for Windows
|
|
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|
-
|
|
169
150
|
## Helpful Resources
|
|
170
151
|
|
|
171
152
|
- [Parameters](https://xgboost.readthedocs.io/en/latest/parameter.html)
|
|
@@ -182,13 +163,22 @@ Thanks to the [xgboost](https://github.com/PairOnAir/xgboost-ruby) gem for servi
|
|
|
182
163
|
|
|
183
164
|
## History
|
|
184
165
|
|
|
185
|
-
View the [changelog](https://github.com/ankane/
|
|
166
|
+
View the [changelog](https://github.com/ankane/xgboost/blob/master/CHANGELOG.md)
|
|
186
167
|
|
|
187
168
|
## Contributing
|
|
188
169
|
|
|
189
170
|
Everyone is encouraged to help improve this project. Here are a few ways you can help:
|
|
190
171
|
|
|
191
|
-
- [Report bugs](https://github.com/ankane/
|
|
192
|
-
- Fix bugs and [submit pull requests](https://github.com/ankane/
|
|
172
|
+
- [Report bugs](https://github.com/ankane/xgboost/issues)
|
|
173
|
+
- Fix bugs and [submit pull requests](https://github.com/ankane/xgboost/pulls)
|
|
193
174
|
- Write, clarify, or fix documentation
|
|
194
175
|
- Suggest or add new features
|
|
176
|
+
|
|
177
|
+
To get started with development and testing:
|
|
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|
+
|
|
179
|
+
```sh
|
|
180
|
+
git clone https://github.com/ankane/xgboost.git
|
|
181
|
+
cd xgboost
|
|
182
|
+
bundle install
|
|
183
|
+
bundle exec rake test
|
|
184
|
+
```
|
data/lib/xgb.rb
CHANGED
|
@@ -1,173 +1,4 @@
|
|
|
1
|
-
|
|
2
|
-
require "ffi"
|
|
1
|
+
require "xgboost"
|
|
3
2
|
|
|
4
|
-
#
|
|
5
|
-
|
|
6
|
-
require "xgb/booster"
|
|
7
|
-
require "xgb/dmatrix"
|
|
8
|
-
require "xgb/version"
|
|
9
|
-
|
|
10
|
-
# scikit-learn API
|
|
11
|
-
require "xgb/model"
|
|
12
|
-
require "xgb/classifier"
|
|
13
|
-
require "xgb/ranker"
|
|
14
|
-
require "xgb/regressor"
|
|
15
|
-
|
|
16
|
-
module Xgb
|
|
17
|
-
class Error < StandardError; end
|
|
18
|
-
|
|
19
|
-
class << self
|
|
20
|
-
attr_accessor :ffi_lib
|
|
21
|
-
end
|
|
22
|
-
self.ffi_lib = ["xgboost"]
|
|
23
|
-
|
|
24
|
-
# friendlier error message
|
|
25
|
-
autoload :FFI,"xgb/ffi"
|
|
26
|
-
|
|
27
|
-
class << self
|
|
28
|
-
def train(params, dtrain, num_boost_round: 10, evals: nil, early_stopping_rounds: nil, verbose_eval: true)
|
|
29
|
-
booster = Booster.new(params: params)
|
|
30
|
-
num_feature = dtrain.num_col
|
|
31
|
-
booster.set_param("num_feature", num_feature)
|
|
32
|
-
booster.feature_names = num_feature.times.map { |i| "f#{i}" }
|
|
33
|
-
evals ||= []
|
|
34
|
-
|
|
35
|
-
if early_stopping_rounds
|
|
36
|
-
best_score = nil
|
|
37
|
-
best_iter = nil
|
|
38
|
-
best_message = nil
|
|
39
|
-
end
|
|
40
|
-
|
|
41
|
-
num_boost_round.times do |iteration|
|
|
42
|
-
booster.update(dtrain, iteration)
|
|
43
|
-
|
|
44
|
-
if evals.any?
|
|
45
|
-
message = booster.eval_set(evals, iteration)
|
|
46
|
-
res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
|
|
47
|
-
|
|
48
|
-
if early_stopping_rounds && iteration == 0
|
|
49
|
-
metric = res[-1][0]
|
|
50
|
-
puts "Will train until #{metric} hasn't improved in #{early_stopping_rounds.to_i} rounds." if verbose_eval
|
|
51
|
-
end
|
|
52
|
-
|
|
53
|
-
puts message if verbose_eval
|
|
54
|
-
score = res[-1][1]
|
|
55
|
-
|
|
56
|
-
# TODO handle larger better
|
|
57
|
-
if best_score.nil? || score < best_score
|
|
58
|
-
best_score = score
|
|
59
|
-
best_iter = iteration
|
|
60
|
-
best_message = message
|
|
61
|
-
elsif iteration - best_iter >= early_stopping_rounds
|
|
62
|
-
booster.best_iteration = best_iter
|
|
63
|
-
puts "Stopping. Best iteration:\n#{best_message}" if verbose_eval
|
|
64
|
-
break
|
|
65
|
-
end
|
|
66
|
-
end
|
|
67
|
-
end
|
|
68
|
-
|
|
69
|
-
booster
|
|
70
|
-
end
|
|
71
|
-
|
|
72
|
-
def cv(params, dtrain, num_boost_round: 10, nfold: 3, seed: 0, shuffle: true, verbose_eval: nil, show_stdv: true, early_stopping_rounds: nil)
|
|
73
|
-
rand_idx = (0...dtrain.num_row).to_a
|
|
74
|
-
rand_idx.shuffle!(random: Random.new(seed)) if shuffle
|
|
75
|
-
|
|
76
|
-
kstep = (rand_idx.size / nfold.to_f).ceil
|
|
77
|
-
test_id = rand_idx.each_slice(kstep).to_a[0...nfold]
|
|
78
|
-
train_id = []
|
|
79
|
-
nfold.times do |i|
|
|
80
|
-
idx = test_id.dup
|
|
81
|
-
idx.delete_at(i)
|
|
82
|
-
train_id << idx.flatten
|
|
83
|
-
end
|
|
84
|
-
|
|
85
|
-
folds = train_id.zip(test_id)
|
|
86
|
-
cvfolds = []
|
|
87
|
-
folds.each do |(train_idx, test_idx)|
|
|
88
|
-
fold_dtrain = dtrain.slice(train_idx)
|
|
89
|
-
fold_dvalid = dtrain.slice(test_idx)
|
|
90
|
-
booster = Booster.new(params: params)
|
|
91
|
-
booster.set_param("num_feature", dtrain.num_col)
|
|
92
|
-
cvfolds << [booster, fold_dtrain, fold_dvalid]
|
|
93
|
-
end
|
|
94
|
-
|
|
95
|
-
eval_hist = {}
|
|
96
|
-
|
|
97
|
-
if early_stopping_rounds
|
|
98
|
-
best_score = nil
|
|
99
|
-
best_iter = nil
|
|
100
|
-
end
|
|
101
|
-
|
|
102
|
-
num_boost_round.times do |iteration|
|
|
103
|
-
scores = {}
|
|
104
|
-
|
|
105
|
-
cvfolds.each do |(booster, fold_dtrain, fold_dvalid)|
|
|
106
|
-
booster.update(fold_dtrain, iteration)
|
|
107
|
-
message = booster.eval_set([[fold_dtrain, "train"], [fold_dvalid, "test"]], iteration)
|
|
108
|
-
|
|
109
|
-
res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
|
|
110
|
-
res.each do |k, v|
|
|
111
|
-
(scores[k] ||= []) << v
|
|
112
|
-
end
|
|
113
|
-
end
|
|
114
|
-
|
|
115
|
-
message_parts = ["[#{iteration}]"]
|
|
116
|
-
|
|
117
|
-
last_mean = nil
|
|
118
|
-
means = {}
|
|
119
|
-
scores.each do |eval_name, vals|
|
|
120
|
-
mean = mean(vals)
|
|
121
|
-
stdev = stdev(vals)
|
|
122
|
-
|
|
123
|
-
(eval_hist["#{eval_name}-mean"] ||= []) << mean
|
|
124
|
-
(eval_hist["#{eval_name}-std"] ||= []) << stdev
|
|
125
|
-
|
|
126
|
-
means[eval_name] = mean
|
|
127
|
-
last_mean = mean
|
|
128
|
-
|
|
129
|
-
if show_stdv
|
|
130
|
-
message_parts << "%s:%g+%g" % [eval_name, mean, stdev]
|
|
131
|
-
else
|
|
132
|
-
message_parts << "%s:%g" % [eval_name, mean]
|
|
133
|
-
end
|
|
134
|
-
end
|
|
135
|
-
|
|
136
|
-
if early_stopping_rounds
|
|
137
|
-
score = last_mean
|
|
138
|
-
# TODO handle larger better
|
|
139
|
-
if best_score.nil? || score < best_score
|
|
140
|
-
best_score = score
|
|
141
|
-
best_iter = iteration
|
|
142
|
-
elsif iteration - best_iter >= early_stopping_rounds
|
|
143
|
-
eval_hist.each_key do |k|
|
|
144
|
-
eval_hist[k] = eval_hist[k][0..best_iter]
|
|
145
|
-
end
|
|
146
|
-
break
|
|
147
|
-
end
|
|
148
|
-
end
|
|
149
|
-
|
|
150
|
-
# put at end to keep output consistent with Python
|
|
151
|
-
puts message_parts.join("\t") if verbose_eval
|
|
152
|
-
end
|
|
153
|
-
|
|
154
|
-
eval_hist
|
|
155
|
-
end
|
|
156
|
-
|
|
157
|
-
private
|
|
158
|
-
|
|
159
|
-
def mean(arr)
|
|
160
|
-
arr.sum / arr.size.to_f
|
|
161
|
-
end
|
|
162
|
-
|
|
163
|
-
# don't subtract one from arr.size
|
|
164
|
-
def stdev(arr)
|
|
165
|
-
m = mean(arr)
|
|
166
|
-
sum = 0
|
|
167
|
-
arr.each do |v|
|
|
168
|
-
sum += (v - m) ** 2
|
|
169
|
-
end
|
|
170
|
-
Math.sqrt(sum / arr.size)
|
|
171
|
-
end
|
|
172
|
-
end
|
|
173
|
-
end
|
|
3
|
+
# legacy
|
|
4
|
+
Xgb = XGBoost
|
data/lib/xgboost.rb
ADDED
|
@@ -0,0 +1,175 @@
|
|
|
1
|
+
# dependencies
|
|
2
|
+
require "ffi"
|
|
3
|
+
|
|
4
|
+
# modules
|
|
5
|
+
require "xgboost/utils"
|
|
6
|
+
require "xgboost/booster"
|
|
7
|
+
require "xgboost/dmatrix"
|
|
8
|
+
require "xgboost/version"
|
|
9
|
+
|
|
10
|
+
# scikit-learn API
|
|
11
|
+
require "xgboost/model"
|
|
12
|
+
require "xgboost/classifier"
|
|
13
|
+
require "xgboost/ranker"
|
|
14
|
+
require "xgboost/regressor"
|
|
15
|
+
|
|
16
|
+
module XGBoost
|
|
17
|
+
class Error < StandardError; end
|
|
18
|
+
|
|
19
|
+
class << self
|
|
20
|
+
attr_accessor :ffi_lib
|
|
21
|
+
end
|
|
22
|
+
lib_name = FFI.map_library_name("xgboost")
|
|
23
|
+
vendor_lib = File.expand_path("../vendor/#{lib_name}", __dir__)
|
|
24
|
+
self.ffi_lib = [vendor_lib]
|
|
25
|
+
|
|
26
|
+
# friendlier error message
|
|
27
|
+
autoload :FFI, "xgboost/ffi"
|
|
28
|
+
|
|
29
|
+
class << self
|
|
30
|
+
def train(params, dtrain, num_boost_round: 10, evals: nil, early_stopping_rounds: nil, verbose_eval: true)
|
|
31
|
+
booster = Booster.new(params: params)
|
|
32
|
+
num_feature = dtrain.num_col
|
|
33
|
+
booster.set_param("num_feature", num_feature)
|
|
34
|
+
booster.feature_names = num_feature.times.map { |i| "f#{i}" }
|
|
35
|
+
evals ||= []
|
|
36
|
+
|
|
37
|
+
if early_stopping_rounds
|
|
38
|
+
best_score = nil
|
|
39
|
+
best_iter = nil
|
|
40
|
+
best_message = nil
|
|
41
|
+
end
|
|
42
|
+
|
|
43
|
+
num_boost_round.times do |iteration|
|
|
44
|
+
booster.update(dtrain, iteration)
|
|
45
|
+
|
|
46
|
+
if evals.any?
|
|
47
|
+
message = booster.eval_set(evals, iteration)
|
|
48
|
+
res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
|
|
49
|
+
|
|
50
|
+
if early_stopping_rounds && iteration == 0
|
|
51
|
+
metric = res[-1][0]
|
|
52
|
+
puts "Will train until #{metric} hasn't improved in #{early_stopping_rounds.to_i} rounds." if verbose_eval
|
|
53
|
+
end
|
|
54
|
+
|
|
55
|
+
puts message if verbose_eval
|
|
56
|
+
score = res[-1][1]
|
|
57
|
+
|
|
58
|
+
# TODO handle larger better
|
|
59
|
+
if best_score.nil? || score < best_score
|
|
60
|
+
best_score = score
|
|
61
|
+
best_iter = iteration
|
|
62
|
+
best_message = message
|
|
63
|
+
elsif iteration - best_iter >= early_stopping_rounds
|
|
64
|
+
booster.best_iteration = best_iter
|
|
65
|
+
puts "Stopping. Best iteration:\n#{best_message}" if verbose_eval
|
|
66
|
+
break
|
|
67
|
+
end
|
|
68
|
+
end
|
|
69
|
+
end
|
|
70
|
+
|
|
71
|
+
booster
|
|
72
|
+
end
|
|
73
|
+
|
|
74
|
+
def cv(params, dtrain, num_boost_round: 10, nfold: 3, seed: 0, shuffle: true, verbose_eval: nil, show_stdv: true, early_stopping_rounds: nil)
|
|
75
|
+
rand_idx = (0...dtrain.num_row).to_a
|
|
76
|
+
rand_idx.shuffle!(random: Random.new(seed)) if shuffle
|
|
77
|
+
|
|
78
|
+
kstep = (rand_idx.size / nfold.to_f).ceil
|
|
79
|
+
test_id = rand_idx.each_slice(kstep).to_a[0...nfold]
|
|
80
|
+
train_id = []
|
|
81
|
+
nfold.times do |i|
|
|
82
|
+
idx = test_id.dup
|
|
83
|
+
idx.delete_at(i)
|
|
84
|
+
train_id << idx.flatten
|
|
85
|
+
end
|
|
86
|
+
|
|
87
|
+
folds = train_id.zip(test_id)
|
|
88
|
+
cvfolds = []
|
|
89
|
+
folds.each do |(train_idx, test_idx)|
|
|
90
|
+
fold_dtrain = dtrain.slice(train_idx)
|
|
91
|
+
fold_dvalid = dtrain.slice(test_idx)
|
|
92
|
+
booster = Booster.new(params: params)
|
|
93
|
+
booster.set_param("num_feature", dtrain.num_col)
|
|
94
|
+
cvfolds << [booster, fold_dtrain, fold_dvalid]
|
|
95
|
+
end
|
|
96
|
+
|
|
97
|
+
eval_hist = {}
|
|
98
|
+
|
|
99
|
+
if early_stopping_rounds
|
|
100
|
+
best_score = nil
|
|
101
|
+
best_iter = nil
|
|
102
|
+
end
|
|
103
|
+
|
|
104
|
+
num_boost_round.times do |iteration|
|
|
105
|
+
scores = {}
|
|
106
|
+
|
|
107
|
+
cvfolds.each do |(booster, fold_dtrain, fold_dvalid)|
|
|
108
|
+
booster.update(fold_dtrain, iteration)
|
|
109
|
+
message = booster.eval_set([[fold_dtrain, "train"], [fold_dvalid, "test"]], iteration)
|
|
110
|
+
|
|
111
|
+
res = message.split.map { |x| x.split(":") }[1..-1].map { |k, v| [k, v.to_f] }
|
|
112
|
+
res.each do |k, v|
|
|
113
|
+
(scores[k] ||= []) << v
|
|
114
|
+
end
|
|
115
|
+
end
|
|
116
|
+
|
|
117
|
+
message_parts = ["[#{iteration}]"]
|
|
118
|
+
|
|
119
|
+
last_mean = nil
|
|
120
|
+
means = {}
|
|
121
|
+
scores.each do |eval_name, vals|
|
|
122
|
+
mean = mean(vals)
|
|
123
|
+
stdev = stdev(vals)
|
|
124
|
+
|
|
125
|
+
(eval_hist["#{eval_name}-mean"] ||= []) << mean
|
|
126
|
+
(eval_hist["#{eval_name}-std"] ||= []) << stdev
|
|
127
|
+
|
|
128
|
+
means[eval_name] = mean
|
|
129
|
+
last_mean = mean
|
|
130
|
+
|
|
131
|
+
if show_stdv
|
|
132
|
+
message_parts << "%s:%g+%g" % [eval_name, mean, stdev]
|
|
133
|
+
else
|
|
134
|
+
message_parts << "%s:%g" % [eval_name, mean]
|
|
135
|
+
end
|
|
136
|
+
end
|
|
137
|
+
|
|
138
|
+
if early_stopping_rounds
|
|
139
|
+
score = last_mean
|
|
140
|
+
# TODO handle larger better
|
|
141
|
+
if best_score.nil? || score < best_score
|
|
142
|
+
best_score = score
|
|
143
|
+
best_iter = iteration
|
|
144
|
+
elsif iteration - best_iter >= early_stopping_rounds
|
|
145
|
+
eval_hist.each_key do |k|
|
|
146
|
+
eval_hist[k] = eval_hist[k][0..best_iter]
|
|
147
|
+
end
|
|
148
|
+
break
|
|
149
|
+
end
|
|
150
|
+
end
|
|
151
|
+
|
|
152
|
+
# put at end to keep output consistent with Python
|
|
153
|
+
puts message_parts.join("\t") if verbose_eval
|
|
154
|
+
end
|
|
155
|
+
|
|
156
|
+
eval_hist
|
|
157
|
+
end
|
|
158
|
+
|
|
159
|
+
private
|
|
160
|
+
|
|
161
|
+
def mean(arr)
|
|
162
|
+
arr.sum / arr.size.to_f
|
|
163
|
+
end
|
|
164
|
+
|
|
165
|
+
# don't subtract one from arr.size
|
|
166
|
+
def stdev(arr)
|
|
167
|
+
m = mean(arr)
|
|
168
|
+
sum = 0
|
|
169
|
+
arr.each do |v|
|
|
170
|
+
sum += (v - m) ** 2
|
|
171
|
+
end
|
|
172
|
+
Math.sqrt(sum / arr.size)
|
|
173
|
+
end
|
|
174
|
+
end
|
|
175
|
+
end
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
class Booster
|
|
3
3
|
attr_accessor :best_iteration, :feature_names
|
|
4
4
|
|
|
@@ -154,6 +154,34 @@ module Xgb
|
|
|
154
154
|
end
|
|
155
155
|
end
|
|
156
156
|
|
|
157
|
+
def [](key_name)
|
|
158
|
+
key = ::FFI::MemoryPointer.from_string(key_name)
|
|
159
|
+
success = ::FFI::MemoryPointer.new(:int)
|
|
160
|
+
out_result = ::FFI::MemoryPointer.new(:pointer)
|
|
161
|
+
|
|
162
|
+
check_result FFI.XGBoosterGetAttr(handle_pointer, key, out_result, success)
|
|
163
|
+
|
|
164
|
+
success.read_int == 1 ? out_result.read_pointer.read_string : nil
|
|
165
|
+
end
|
|
166
|
+
|
|
167
|
+
def []=(key_name, raw_value)
|
|
168
|
+
key = ::FFI::MemoryPointer.from_string(key_name)
|
|
169
|
+
value = raw_value.nil? ? nil : ::FFI::MemoryPointer.from_string(raw_value)
|
|
170
|
+
|
|
171
|
+
check_result FFI.XGBoosterSetAttr(handle_pointer, key, value)
|
|
172
|
+
end
|
|
173
|
+
|
|
174
|
+
def attributes
|
|
175
|
+
out_len = ::FFI::MemoryPointer.new(:uint64)
|
|
176
|
+
out_result = ::FFI::MemoryPointer.new(:pointer)
|
|
177
|
+
check_result FFI.XGBoosterGetAttrNames(handle_pointer, out_len, out_result)
|
|
178
|
+
|
|
179
|
+
len = read_uint64(out_len)
|
|
180
|
+
key_names = len.zero? ? [] : out_result.read_pointer.get_array_of_string(0, len)
|
|
181
|
+
|
|
182
|
+
key_names.map { |key_name| [key_name, self[key_name]] }.to_h
|
|
183
|
+
end
|
|
184
|
+
|
|
157
185
|
private
|
|
158
186
|
|
|
159
187
|
def handle_pointer
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
class Classifier < Model
|
|
3
3
|
def initialize(max_depth: 3, learning_rate: 0.1, n_estimators: 100, objective: "binary:logistic", importance_type: "gain", **options)
|
|
4
4
|
super
|
|
@@ -16,7 +16,7 @@ module Xgb
|
|
|
16
16
|
dtrain = DMatrix.new(x, label: y)
|
|
17
17
|
evals = Array(eval_set).map.with_index { |v, i| [DMatrix.new(v[0], label: v[1]), "validation_#{i}"] }
|
|
18
18
|
|
|
19
|
-
@booster =
|
|
19
|
+
@booster = XGBoost.train(params, dtrain,
|
|
20
20
|
num_boost_round: @n_estimators,
|
|
21
21
|
early_stopping_rounds: early_stopping_rounds,
|
|
22
22
|
verbose_eval: verbose,
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
class DMatrix
|
|
3
3
|
attr_reader :data
|
|
4
4
|
|
|
@@ -26,7 +26,7 @@ module Xgb
|
|
|
26
26
|
|
|
27
27
|
handle_missing(flat_data, missing)
|
|
28
28
|
c_data = ::FFI::MemoryPointer.new(:float, nrow * ncol)
|
|
29
|
-
c_data.
|
|
29
|
+
c_data.write_array_of_float(flat_data)
|
|
30
30
|
check_result FFI.XGDMatrixCreateFromMat(c_data, nrow, ncol, missing, @handle)
|
|
31
31
|
|
|
32
32
|
ObjectSpace.define_finalizer(self, self.class.finalize(handle_pointer))
|
|
@@ -59,7 +59,7 @@ module Xgb
|
|
|
59
59
|
|
|
60
60
|
def group=(group)
|
|
61
61
|
c_data = ::FFI::MemoryPointer.new(:int, group.size)
|
|
62
|
-
c_data.
|
|
62
|
+
c_data.write_array_of_int(group)
|
|
63
63
|
check_result FFI.XGDMatrixSetGroup(handle_pointer, c_data, group.size)
|
|
64
64
|
end
|
|
65
65
|
|
|
@@ -78,7 +78,7 @@ module Xgb
|
|
|
78
78
|
def slice(rindex)
|
|
79
79
|
res = DMatrix.new(nil)
|
|
80
80
|
idxset = ::FFI::MemoryPointer.new(:int, rindex.count)
|
|
81
|
-
idxset.
|
|
81
|
+
idxset.write_array_of_int(rindex)
|
|
82
82
|
check_result FFI.XGDMatrixSliceDMatrix(handle_pointer, idxset, rindex.size, res.handle)
|
|
83
83
|
res
|
|
84
84
|
end
|
|
@@ -100,7 +100,7 @@ module Xgb
|
|
|
100
100
|
def set_float_info(field, data)
|
|
101
101
|
data = data.to_a unless data.is_a?(Array)
|
|
102
102
|
c_data = ::FFI::MemoryPointer.new(:float, data.size)
|
|
103
|
-
c_data.
|
|
103
|
+
c_data.write_array_of_float(data)
|
|
104
104
|
check_result FFI.XGDMatrixSetFloatInfo(handle_pointer, field.to_s, c_data, data.size)
|
|
105
105
|
end
|
|
106
106
|
|
data/lib/{xgb → xgboost}/ffi.rb
RENAMED
|
@@ -1,9 +1,9 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
module FFI
|
|
3
3
|
extend ::FFI::Library
|
|
4
4
|
|
|
5
5
|
begin
|
|
6
|
-
ffi_lib
|
|
6
|
+
ffi_lib XGBoost.ffi_lib
|
|
7
7
|
rescue LoadError => e
|
|
8
8
|
raise e if ENV["XGB_DEBUG"]
|
|
9
9
|
raise LoadError, "Could not find XGBoost"
|
|
@@ -36,5 +36,8 @@ module Xgb
|
|
|
36
36
|
attach_function :XGBoosterLoadModel, %i[pointer string], :int
|
|
37
37
|
attach_function :XGBoosterSaveModel, %i[pointer string], :int
|
|
38
38
|
attach_function :XGBoosterDumpModelEx, %i[pointer string int string pointer pointer], :int
|
|
39
|
+
attach_function :XGBoosterGetAttr, %i[pointer pointer pointer pointer], :int
|
|
40
|
+
attach_function :XGBoosterSetAttr, %i[pointer pointer pointer], :int
|
|
41
|
+
attach_function :XGBoosterGetAttrNames, %i[pointer pointer pointer], :int
|
|
39
42
|
end
|
|
40
43
|
end
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
class Ranker < Model
|
|
3
3
|
def initialize(max_depth: 3, learning_rate: 0.1, n_estimators: 100, objective: "rank:pairwise", importance_type: "gain", **options)
|
|
4
4
|
super
|
|
@@ -7,7 +7,7 @@ module Xgb
|
|
|
7
7
|
def fit(x, y, group)
|
|
8
8
|
dtrain = DMatrix.new(x, label: y)
|
|
9
9
|
dtrain.group = group
|
|
10
|
-
@booster =
|
|
10
|
+
@booster = XGBoost.train(@params, dtrain, num_boost_round: @n_estimators)
|
|
11
11
|
nil
|
|
12
12
|
end
|
|
13
13
|
end
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
class Regressor < Model
|
|
3
3
|
def initialize(max_depth: 3, learning_rate: 0.1, n_estimators: 100, objective: "reg:squarederror", importance_type: "gain", **options)
|
|
4
4
|
super
|
|
@@ -8,7 +8,7 @@ module Xgb
|
|
|
8
8
|
dtrain = DMatrix.new(x, label: y)
|
|
9
9
|
evals = Array(eval_set).map.with_index { |v, i| [DMatrix.new(v[0], label: v[1]), "validation_#{i}"] }
|
|
10
10
|
|
|
11
|
-
@booster =
|
|
11
|
+
@booster = XGBoost.train(@params, dtrain,
|
|
12
12
|
num_boost_round: @n_estimators,
|
|
13
13
|
early_stopping_rounds: early_stopping_rounds,
|
|
14
14
|
verbose_eval: verbose,
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
module
|
|
1
|
+
module XGBoost
|
|
2
2
|
module Utils
|
|
3
3
|
private
|
|
4
4
|
|
|
@@ -6,7 +6,7 @@ module Xgb
|
|
|
6
6
|
if err != 0
|
|
7
7
|
# make friendly
|
|
8
8
|
message = FFI.XGBGetLastError.split("\n").first.split(/:\d+: /, 2).last
|
|
9
|
-
raise
|
|
9
|
+
raise XGBoost::Error, message
|
|
10
10
|
end
|
|
11
11
|
end
|
|
12
12
|
|
data/vendor/LICENSE
ADDED
|
@@ -0,0 +1,201 @@
|
|
|
1
|
+
Apache License
|
|
2
|
+
Version 2.0, January 2004
|
|
3
|
+
http://www.apache.org/licenses/
|
|
4
|
+
|
|
5
|
+
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
|
6
|
+
|
|
7
|
+
1. Definitions.
|
|
8
|
+
|
|
9
|
+
"License" shall mean the terms and conditions for use, reproduction,
|
|
10
|
+
and distribution as defined by Sections 1 through 9 of this document.
|
|
11
|
+
|
|
12
|
+
"Licensor" shall mean the copyright owner or entity authorized by
|
|
13
|
+
the copyright owner that is granting the License.
|
|
14
|
+
|
|
15
|
+
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Binary file
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Binary file
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data/vendor/xgboost.dll
ADDED
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Binary file
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metadata
CHANGED
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@@ -1,14 +1,14 @@
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|
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1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: xgb
|
|
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3
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version: !ruby/object:Gem::Version
|
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-
version: 0.
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version: 0.2.0
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platform: ruby
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authors:
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- Andrew Kane
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autorequire:
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bindir: bin
|
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cert_chain: []
|
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|
-
date:
|
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date: 2020-01-27 00:00:00.000000000 Z
|
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dependencies:
|
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- !ruby/object:Gem::Dependency
|
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name: ffi
|
|
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|
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|
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|
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|
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name: numo-narray
|
|
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|
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requirement: !ruby/object:Gem::Requirement
|
|
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requirements:
|
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- - ">="
|
|
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|
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version: '0'
|
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type: :development
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|
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|
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version: '0'
|
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|
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- lib/xgb.rb
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|
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|
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|
|
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|
|
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- lib/xgboost/ffi.rb
|
|
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- lib/xgboost/model.rb
|
|
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- lib/xgboost/ranker.rb
|
|
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|
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- lib/xgboost/regressor.rb
|
|
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|
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- lib/xgboost/utils.rb
|
|
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|
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- vendor/LICENSE
|
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|
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|
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|
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|
|
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|
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homepage: https://github.com/ankane/xgboost
|
|
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|
licenses:
|
|
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|
-
-
|
|
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- Apache-2.0
|
|
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|
metadata: {}
|
|
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|
post_install_message:
|
|
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|
rdoc_options: []
|
|
@@ -118,8 +138,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
|
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|
- !ruby/object:Gem::Version
|
|
119
139
|
version: '0'
|
|
120
140
|
requirements: []
|
|
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|
-
rubygems_version: 3.
|
|
141
|
+
rubygems_version: 3.1.2
|
|
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142
|
signing_key:
|
|
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143
|
specification_version: 4
|
|
124
|
-
summary:
|
|
144
|
+
summary: High performance gradient boosting for Ruby
|
|
125
145
|
test_files: []
|
data/lib/xgb/version.rb
DELETED