1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
|
import numpy as np
import pytest
import xgboost
from xgboost import testing as tm
dpath = 'demo/data/'
rng = np.random.RandomState(1994)
class TestInteractionConstraints:
def run_interaction_constraints(
self, tree_method, feature_names=None, interaction_constraints='[[0, 1]]'
):
x1 = np.random.normal(loc=1.0, scale=1.0, size=1000)
x2 = np.random.normal(loc=1.0, scale=1.0, size=1000)
x3 = np.random.choice([1, 2, 3], size=1000, replace=True)
y = x1 + x2 + x3 + x1 * x2 * x3 \
+ np.random.normal(
loc=0.001, scale=1.0, size=1000) + 3 * np.sin(x1)
X = np.column_stack((x1, x2, x3))
dtrain = xgboost.DMatrix(X, label=y, feature_names=feature_names)
params = {
'max_depth': 3,
'eta': 0.1,
'nthread': 2,
'interaction_constraints': interaction_constraints,
'tree_method': tree_method
}
num_boost_round = 12
# Fit a model that only allows interaction between x1 and x2
bst = xgboost.train(
params, dtrain, num_boost_round, evals=[(dtrain, 'train')])
# Set all observations to have the same x3 values then increment
# by the same amount
def f(x):
tmat = xgboost.DMatrix(
np.column_stack((x1, x2, np.repeat(x, 1000))), feature_names=feature_names)
return bst.predict(tmat)
preds = [f(x) for x in [1, 2, 3]]
# Check incrementing x3 has the same effect on all observations
# since x3 is constrained to be independent of x1 and x2
# and all observations start off from the same x3 value
diff1 = preds[1] - preds[0]
assert np.all(np.abs(diff1 - diff1[0]) < 1e-4)
diff2 = preds[2] - preds[1]
assert np.all(np.abs(diff2 - diff2[0]) < 1e-4)
def test_exact_interaction_constraints(self):
self.run_interaction_constraints(tree_method='exact')
def test_hist_interaction_constraints(self):
self.run_interaction_constraints(tree_method='hist')
def test_approx_interaction_constraints(self):
self.run_interaction_constraints(tree_method='approx')
def test_interaction_constraints_feature_names(self):
with pytest.raises(ValueError):
constraints = [('feature_0', 'feature_1')]
self.run_interaction_constraints(tree_method='exact',
interaction_constraints=constraints)
with pytest.raises(ValueError):
constraints = [('feature_0', 'feature_3')]
feature_names = ['feature_0', 'feature_1', 'feature_2']
self.run_interaction_constraints(tree_method='exact',
feature_names=feature_names,
interaction_constraints=constraints)
constraints = [('feature_0', 'feature_1')]
feature_names = ['feature_0', 'feature_1', 'feature_2']
self.run_interaction_constraints(tree_method='exact',
feature_names=feature_names,
interaction_constraints=constraints)
constraints = [['feature_0', 'feature_1'], ['feature_2']]
feature_names = ['feature_0', 'feature_1', 'feature_2']
self.run_interaction_constraints(tree_method='exact',
feature_names=feature_names,
interaction_constraints=constraints)
@pytest.mark.skipif(**tm.no_sklearn())
def training_accuracy(self, tree_method):
"""Test accuracy, reused by GPU tests."""
from sklearn.metrics import accuracy_score
dtrain = xgboost.DMatrix(
dpath + "agaricus.txt.train?indexing_mode=1&format=libsvm"
)
dtest = xgboost.DMatrix(
dpath + "agaricus.txt.test?indexing_mode=1&format=libsvm"
)
params = {
'eta': 1,
'max_depth': 6,
'objective': 'binary:logistic',
'tree_method': tree_method,
'interaction_constraints': '[[1,2], [2,3,4]]'
}
num_boost_round = 5
params['grow_policy'] = 'lossguide'
bst = xgboost.train(params, dtrain, num_boost_round)
pred_dtest = (bst.predict(dtest) < 0.5)
assert accuracy_score(dtest.get_label(), pred_dtest) < 0.1
params['grow_policy'] = 'depthwise'
bst = xgboost.train(params, dtrain, num_boost_round)
pred_dtest = (bst.predict(dtest) < 0.5)
assert accuracy_score(dtest.get_label(), pred_dtest) < 0.1
@pytest.mark.parametrize("tree_method", ["hist", "approx", "exact"])
def test_hist_training_accuracy(self, tree_method):
self.training_accuracy(tree_method=tree_method)
|
