xgb 0.1.3 → 0.2.0
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- 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 Scikit-Learn API
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- Added early stopping
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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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data/NOTICE.txt
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Copyright 2019-2020 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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data/README.md
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#
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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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[![Build Status](https://travis-ci.org/ankane/xgb.svg?branch=master)](https://travis-ci.org/ankane/xgb)
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[![Build Status](https://travis-ci.org/ankane/xgboost.svg?branch=master)](https://travis-ci.org/ankane/xgboost)
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## Installation
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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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Add this line to your application’s Gemfile:
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```ruby
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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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```ruby
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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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```
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@@ -57,7 +49,7 @@ booster.save_model("my.model")
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57
49
|
Load the model from a file
|
58
50
|
|
59
51
|
```ruby
|
60
|
-
booster =
|
52
|
+
booster = XGBoost::Booster.new(model_file: "my.model")
|
61
53
|
```
|
62
54
|
|
63
55
|
Get the importance of features
|
@@ -69,13 +61,20 @@ booster.score
|
|
69
61
|
Early stopping
|
70
62
|
|
71
63
|
```ruby
|
72
|
-
|
64
|
+
XGBoost.train(params, dtrain, evals: [[dtrain, "train"], [dtest, "eval"]], early_stopping_rounds: 5)
|
73
65
|
```
|
74
66
|
|
75
67
|
CV
|
76
68
|
|
77
69
|
```ruby
|
78
|
-
|
70
|
+
XGBoost.cv(params, dtrain, nfold: 3, verbose_eval: true)
|
71
|
+
```
|
72
|
+
|
73
|
+
Set metadata about a model [master]
|
74
|
+
|
75
|
+
```ruby
|
76
|
+
booster["key"] = "value"
|
77
|
+
booster.attributes
|
79
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 =
|
92
|
+
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
|
100
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
|
-
|
153
|
-
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.
|
160
|
-
|
161
|
-
You can also specify the path to XGBoost in an initializer:
|
162
|
-
|
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
|
168
|
-
|
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:
|
178
|
+
|
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
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+
end
|
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+
|
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+
message_parts = ["[#{iteration}]"]
|
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+
|
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|
+
last_mean = nil
|
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|
+
means = {}
|
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|
+
scores.each do |eval_name, vals|
|
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|
+
mean = mean(vals)
|
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|
+
stdev = stdev(vals)
|
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|
+
|
125
|
+
(eval_hist["#{eval_name}-mean"] ||= []) << mean
|
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|
+
(eval_hist["#{eval_name}-std"] ||= []) << stdev
|
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|
+
|
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|
+
means[eval_name] = mean
|
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|
+
last_mean = mean
|
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|
+
|
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|
+
if show_stdv
|
132
|
+
message_parts << "%s:%g+%g" % [eval_name, mean, stdev]
|
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|
+
else
|
134
|
+
message_parts << "%s:%g" % [eval_name, mean]
|
135
|
+
end
|
136
|
+
end
|
137
|
+
|
138
|
+
if early_stopping_rounds
|
139
|
+
score = last_mean
|
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|
+
# TODO handle larger better
|
141
|
+
if best_score.nil? || score < best_score
|
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|
+
best_score = score
|
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|
+
best_iter = iteration
|
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|
+
elsif iteration - best_iter >= early_stopping_rounds
|
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|
+
eval_hist.each_key do |k|
|
146
|
+
eval_hist[k] = eval_hist[k][0..best_iter]
|
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|
+
end
|
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|
+
break
|
149
|
+
end
|
150
|
+
end
|
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+
|
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|
+
# put at end to keep output consistent with Python
|
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|
+
puts message_parts.join("\t") if verbose_eval
|
154
|
+
end
|
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|
+
|
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|
+
eval_hist
|
157
|
+
end
|
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|
+
|
159
|
+
private
|
160
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+
|
161
|
+
def mean(arr)
|
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|
+
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)
|
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|
+
sum = 0
|
169
|
+
arr.each do |v|
|
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|
+
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
|
+
"Legal Entity" shall mean the union of the acting entity and all
|
16
|
+
other entities that control, are controlled by, or are under common
|
17
|
+
control with that entity. For the purposes of this definition,
|
18
|
+
"control" means (i) the power, direct or indirect, to cause the
|
19
|
+
direction or management of such entity, whether by contract or
|
20
|
+
otherwise, or (ii) ownership of fifty percent (50%) or more of the
|
21
|
+
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|
22
|
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|
23
|
+
"You" (or "Your") shall mean an individual or Legal Entity
|
24
|
+
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|
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|
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|
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|
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|
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|
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|
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Binary file
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Binary file
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data/vendor/xgboost.dll
ADDED
Binary file
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metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
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name: xgb
|
3
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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9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2020-01-27 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: ffi
|
@@ -80,6 +80,20 @@ dependencies:
|
|
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- - ">="
|
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|
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|
version: '0'
|
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|
+
- !ruby/object:Gem::Dependency
|
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|
+
name: numo-narray
|
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|
+
requirement: !ruby/object:Gem::Requirement
|
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|
+
requirements:
|
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|
+
- - ">="
|
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|
+
- !ruby/object:Gem::Version
|
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|
+
version: '0'
|
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|
+
type: :development
|
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|
+
prerelease: false
|
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|
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version_requirements: !ruby/object:Gem::Requirement
|
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|
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requirements:
|
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|
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- - ">="
|
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|
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- !ruby/object:Gem::Version
|
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version: '0'
|
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|
description:
|
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|
email: andrew@chartkick.com
|
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|
executables: []
|
@@ -88,20 +102,26 @@ extra_rdoc_files: []
|
|
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files:
|
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|
- CHANGELOG.md
|
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- LICENSE.txt
|
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+
- NOTICE.txt
|
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- README.md
|
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- lib/xgb.rb
|
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- lib/
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- lib/
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|
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|
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|
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|
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- lib/
|
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|
-
- lib/
|
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- lib/
|
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|
-
|
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|
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- lib/xgboost.rb
|
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|
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- lib/xgboost/booster.rb
|
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|
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- lib/xgboost/classifier.rb
|
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|
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- lib/xgboost/dmatrix.rb
|
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|
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- lib/xgboost/ffi.rb
|
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|
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- lib/xgboost/model.rb
|
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|
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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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- lib/xgboost/version.rb
|
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|
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- vendor/LICENSE
|
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|
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- vendor/libxgboost.dylib
|
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|
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- vendor/libxgboost.so
|
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|
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- vendor/xgboost.dll
|
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|
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homepage: https://github.com/ankane/xgboost
|
103
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|
licenses:
|
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|
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-
|
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|
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- Apache-2.0
|
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|
metadata: {}
|
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|
post_install_message:
|
107
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|
rdoc_options: []
|
@@ -118,8 +138,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
118
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|
- !ruby/object:Gem::Version
|
119
139
|
version: '0'
|
120
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|
requirements: []
|
121
|
-
rubygems_version: 3.
|
141
|
+
rubygems_version: 3.1.2
|
122
142
|
signing_key:
|
123
143
|
specification_version: 4
|
124
|
-
summary:
|
144
|
+
summary: High performance gradient boosting for Ruby
|
125
145
|
test_files: []
|
data/lib/xgb/version.rb
DELETED