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import json
import os
import pickle
import re
import tempfile
import warnings
from typing import Callable, Optional
import numpy as np
import pytest
from sklearn.utils.estimator_checks import parametrize_with_checks
import xgboost as xgb
from xgboost import testing as tm
from xgboost.testing.ranking import run_ranking_categorical, run_ranking_qid_df
from xgboost.testing.shared import get_feature_weights, validate_data_initialization
from xgboost.testing.updater import get_basescore
rng = np.random.RandomState(1994)
pytestmark = [pytest.mark.skipif(**tm.no_sklearn()), tm.timeout(30)]
def test_binary_classification():
from sklearn.datasets import load_digits
from sklearn.model_selection import KFold
digits = load_digits(n_class=2)
y = digits['target']
X = digits['data']
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for cls in (xgb.XGBClassifier, xgb.XGBRFClassifier):
for train_index, test_index in kf.split(X, y):
clf = cls(random_state=42, eval_metric=['auc', 'logloss'])
xgb_model = clf.fit(X[train_index], y[train_index])
preds = xgb_model.predict(X[test_index])
labels = y[test_index]
err = sum(1 for i in range(len(preds))
if int(preds[i] > 0.5) != labels[i]) / float(len(preds))
assert err < 0.1
@pytest.mark.parametrize("objective", ["multi:softmax", "multi:softprob"])
def test_multiclass_classification(objective):
from sklearn.datasets import load_iris
from sklearn.model_selection import KFold
def check_pred(preds, labels, output_margin):
if output_margin:
err = sum(
1 for i in range(len(preds)) if preds[i].argmax() != labels[i]
) / float(len(preds))
else:
err = sum(1 for i in range(len(preds)) if preds[i] != labels[i]) / float(
len(preds)
)
assert err < 0.4
X, y = load_iris(return_X_y=True)
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X, y):
xgb_model = xgb.XGBClassifier(objective=objective).fit(
X[train_index], y[train_index]
)
assert xgb_model.get_booster().num_boosted_rounds() == 100
preds = xgb_model.predict(X[test_index])
# test other params in XGBClassifier().fit
preds2 = xgb_model.predict(
X[test_index], output_margin=True, iteration_range=(0, 1)
)
preds3 = xgb_model.predict(
X[test_index], output_margin=True, iteration_range=None
)
preds4 = xgb_model.predict(
X[test_index], output_margin=False, iteration_range=(0, 1)
)
labels = y[test_index]
check_pred(preds, labels, output_margin=False)
check_pred(preds2, labels, output_margin=True)
check_pred(preds3, labels, output_margin=True)
check_pred(preds4, labels, output_margin=False)
cls = xgb.XGBClassifier(n_estimators=4).fit(X, y)
assert cls.n_classes_ == 3
proba = cls.predict_proba(X)
assert proba.shape[0] == X.shape[0]
assert proba.shape[1] == cls.n_classes_
# custom objective, the default is multi:softprob so no transformation is required.
cls = xgb.XGBClassifier(n_estimators=4, objective=tm.softprob_obj(3)).fit(X, y)
proba = cls.predict_proba(X)
assert proba.shape[0] == X.shape[0]
assert proba.shape[1] == cls.n_classes_
def test_best_iteration():
from sklearn.datasets import load_iris
X, y = load_iris(return_X_y=True)
def train(booster: str, forest: Optional[int]) -> None:
rounds = 4
cls = xgb.XGBClassifier(
n_estimators=rounds,
num_parallel_tree=forest,
booster=booster,
early_stopping_rounds=3,
).fit(X, y, eval_set=[(X, y)])
assert cls.best_iteration == rounds - 1
# best_iteration is used by default, assert that under gblinear it's
# automatically ignored due to being 0.
cls.predict(X)
num_parallel_tree = 4
train("gbtree", num_parallel_tree)
train("dart", num_parallel_tree)
train("gblinear", None)
def test_ranking():
# generate random data
x_train = np.random.rand(1000, 10)
y_train = np.random.randint(5, size=1000)
train_group = np.repeat(50, 20)
x_valid = np.random.rand(200, 10)
y_valid = np.random.randint(5, size=200)
valid_group = np.repeat(50, 4)
x_test = np.random.rand(100, 10)
params = {
"tree_method": "exact",
"objective": "rank:pairwise",
"learning_rate": 0.1,
"gamma": 1.0,
"min_child_weight": 0.1,
"max_depth": 6,
"n_estimators": 4,
}
model = xgb.sklearn.XGBRanker(**params)
model.fit(
x_train,
y_train,
group=train_group,
eval_set=[(x_valid, y_valid)],
eval_group=[valid_group],
)
assert model.evals_result()
pred = model.predict(x_test)
train_data = xgb.DMatrix(x_train, y_train)
valid_data = xgb.DMatrix(x_valid, y_valid)
test_data = xgb.DMatrix(x_test)
train_data.set_group(train_group)
assert train_data.get_label().shape[0] == x_train.shape[0]
valid_data.set_group(valid_group)
params_orig = {
"tree_method": "exact",
"objective": "rank:pairwise",
"eta": 0.1,
"gamma": 1.0,
"min_child_weight": 0.1,
"max_depth": 6,
}
xgb_model_orig = xgb.train(
params_orig, train_data, num_boost_round=4, evals=[(valid_data, "validation")]
)
pred_orig = xgb_model_orig.predict(test_data)
np.testing.assert_almost_equal(pred, pred_orig)
@pytest.mark.skipif(**tm.no_pandas())
def test_ranking_categorical() -> None:
run_ranking_categorical(device="cpu")
def test_ranking_metric() -> None:
from sklearn.metrics import roc_auc_score
X, y, qid, w = tm.make_ltr(512, 4, 3, 1)
# use auc for test as ndcg_score in sklearn works only on label gain instead of exp
# gain.
# note that the auc in sklearn is different from the one in XGBoost. The one in
# sklearn compares the number of mis-classified docs, while the one in xgboost
# compares the number of mis-classified pairs.
ltr = xgb.XGBRanker(
eval_metric=roc_auc_score,
n_estimators=10,
tree_method="hist",
max_depth=2,
objective="rank:pairwise",
)
ltr.fit(
X,
y,
qid=qid,
sample_weight=w,
eval_set=[(X, y)],
eval_qid=[qid],
sample_weight_eval_set=[w],
verbose=True,
)
results = ltr.evals_result()
assert results["validation_0"]["roc_auc_score"][-1] > 0.6
@pytest.mark.skipif(**tm.no_pandas())
def test_ranking_qid_df():
import pandas as pd
run_ranking_qid_df(pd, "hist")
def test_stacking_regression():
from sklearn.datasets import load_diabetes
from sklearn.ensemble import RandomForestRegressor, StackingRegressor
from sklearn.linear_model import RidgeCV
from sklearn.model_selection import train_test_split
X, y = load_diabetes(return_X_y=True)
estimators = [
('gbm', xgb.sklearn.XGBRegressor(objective='reg:squarederror')),
('lr', RidgeCV())
]
reg = StackingRegressor(
estimators=estimators,
final_estimator=RandomForestRegressor(n_estimators=10,
random_state=42)
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
reg.fit(X_train, y_train).score(X_test, y_test)
def test_stacking_classification():
from sklearn.datasets import load_iris
from sklearn.ensemble import StackingClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.svm import LinearSVC
X, y = load_iris(return_X_y=True)
estimators = [
('gbm', xgb.sklearn.XGBClassifier()),
('svr', make_pipeline(StandardScaler(),
LinearSVC(random_state=42)))
]
clf = StackingClassifier(
estimators=estimators, final_estimator=LogisticRegression()
)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
clf.fit(X_train, y_train).score(X_test, y_test)
@pytest.mark.skipif(**tm.no_pandas())
def test_feature_importances_weight():
from sklearn.datasets import load_digits
digits = load_digits(n_class=2)
y = digits["target"]
X = digits["data"]
xgb_model = xgb.XGBClassifier(
random_state=0,
tree_method="exact",
learning_rate=0.1,
importance_type="weight",
base_score=0.5,
).fit(X, y)
exp = np.array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.00833333, 0.,
0., 0., 0., 0., 0., 0., 0., 0.025, 0.14166667, 0., 0., 0.,
0., 0., 0., 0.00833333, 0.25833333, 0., 0., 0., 0.,
0.03333334, 0.03333334, 0., 0.32499999, 0., 0., 0., 0.,
0.05, 0.06666667, 0., 0., 0., 0., 0., 0., 0., 0.04166667,
0., 0., 0., 0., 0., 0., 0., 0.00833333, 0., 0., 0., 0.,
0.], dtype=np.float32)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
# numeric columns
import pandas as pd
y = pd.Series(digits['target'])
X = pd.DataFrame(digits['data'])
xgb_model = xgb.XGBClassifier(
random_state=0,
tree_method="exact",
learning_rate=0.1,
base_score=.5,
importance_type="weight"
).fit(X, y)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
xgb_model = xgb.XGBClassifier(
random_state=0,
tree_method="exact",
learning_rate=0.1,
importance_type="weight",
base_score=.5,
).fit(X, y)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
with pytest.raises(ValueError):
xgb_model.set_params(importance_type="foo")
xgb_model.feature_importances_
X, y = load_digits(n_class=3, return_X_y=True)
cls = xgb.XGBClassifier(booster="gblinear", n_estimators=4)
cls.fit(X, y)
assert cls.feature_importances_.shape[0] == X.shape[1]
assert cls.feature_importances_.shape[1] == 3
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, "model.json")
cls.save_model(path)
with open(path, "r") as fd:
model = json.load(fd)
weights = np.array(
model["learner"]["gradient_booster"]["model"]["weights"]
).reshape((cls.n_features_in_ + 1, 3))
weights = weights[:-1, ...]
np.testing.assert_allclose(
weights / weights.sum(), cls.feature_importances_, rtol=1e-6
)
with pytest.raises(ValueError):
cls.set_params(importance_type="cover")
cls.feature_importances_
def test_feature_importances_weight_vector_leaf() -> None:
from sklearn.datasets import make_multilabel_classification
X, y = make_multilabel_classification(random_state=1994)
with pytest.raises(ValueError, match="gain/total_gain"):
clf = xgb.XGBClassifier(multi_strategy="multi_output_tree")
clf.fit(X, y)
clf.feature_importances_
with pytest.raises(ValueError, match="cover/total_cover"):
clf = xgb.XGBClassifier(
multi_strategy="multi_output_tree", importance_type="cover"
)
clf.fit(X, y)
clf.feature_importances_
clf = xgb.XGBClassifier(
multi_strategy="multi_output_tree",
importance_type="weight",
colsample_bynode=0.2,
)
clf.fit(X, y, feature_weights=np.arange(0, X.shape[1]))
fi = clf.feature_importances_
assert fi[0] == 0.0
assert fi[-1] > fi[1] * 5
w = np.polynomial.Polynomial.fit(np.arange(0, X.shape[1]), fi, deg=1)
assert w.coef[1] > 0.03
@pytest.mark.skipif(**tm.no_pandas())
def test_feature_importances_gain():
from sklearn.datasets import load_digits
digits = load_digits(n_class=2)
y = digits['target']
X = digits['data']
xgb_model = xgb.XGBClassifier(
random_state=0, tree_method="exact",
learning_rate=0.1,
importance_type="gain",
base_score=0.5,
).fit(X, y)
exp = np.array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0.00326159, 0., 0., 0., 0., 0., 0., 0., 0.,
0.00297238, 0.00988034, 0., 0., 0., 0., 0., 0.,
0.03512521, 0.41123885, 0., 0., 0., 0.,
0.01326332, 0.00160674, 0., 0.4206952, 0., 0., 0.,
0., 0.00616747, 0.01237546, 0., 0., 0., 0., 0.,
0., 0., 0.08240705, 0., 0., 0., 0., 0., 0., 0.,
0.00100649, 0., 0., 0., 0., 0.], dtype=np.float32)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
# numeric columns
import pandas as pd
y = pd.Series(digits['target'])
X = pd.DataFrame(digits['data'])
xgb_model = xgb.XGBClassifier(
random_state=0,
tree_method="exact",
learning_rate=0.1,
importance_type="gain",
base_score=0.5,
).fit(X, y)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
xgb_model = xgb.XGBClassifier(
random_state=0,
tree_method="exact",
learning_rate=0.1,
importance_type="gain",
base_score=0.5,
).fit(X, y)
np.testing.assert_almost_equal(xgb_model.feature_importances_, exp)
# no split can be found
cls = xgb.XGBClassifier(min_child_weight=1000, tree_method="hist", n_estimators=1)
cls.fit(X, y)
assert np.all(cls.feature_importances_ == 0)
def test_select_feature():
from sklearn.datasets import load_digits
from sklearn.feature_selection import SelectFromModel
digits = load_digits(n_class=2)
y = digits['target']
X = digits['data']
cls = xgb.XGBClassifier()
cls.fit(X, y)
selector = SelectFromModel(cls, prefit=True, max_features=1)
X_selected = selector.transform(X)
assert X_selected.shape[1] == 1
def test_num_parallel_tree():
from sklearn.datasets import load_diabetes
reg = xgb.XGBRegressor(n_estimators=4, num_parallel_tree=4, tree_method="hist")
X, y = load_diabetes(return_X_y=True)
bst = reg.fit(X=X, y=y)
dump = bst.get_booster().get_dump(dump_format="json")
assert len(dump) == 16
reg = xgb.XGBRFRegressor(n_estimators=4)
bst = reg.fit(X=X, y=y)
dump = bst.get_booster().get_dump(dump_format="json")
assert len(dump) == 4
config = json.loads(bst.get_booster().save_config())
assert (
int(
config["learner"]["gradient_booster"]["gbtree_model_param"][
"num_parallel_tree"
]
)
== 4
)
def test_regression():
from sklearn.datasets import fetch_california_housing
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import KFold
X, y = fetch_california_housing(return_X_y=True)
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X, y):
xgb_model = xgb.XGBRegressor().fit(X[train_index], y[train_index])
preds = xgb_model.predict(X[test_index])
# test other params in XGBRegressor().fit
preds2 = xgb_model.predict(
X[test_index], output_margin=True, iteration_range=(0, np.int16(3))
)
preds3 = xgb_model.predict(
X[test_index], output_margin=True, iteration_range=None
)
preds4 = xgb_model.predict(
X[test_index], output_margin=False, iteration_range=(0, 3)
)
labels = y[test_index]
assert mean_squared_error(preds, labels) < 25
assert mean_squared_error(preds2, labels) < 350
assert mean_squared_error(preds3, labels) < 25
assert mean_squared_error(preds4, labels) < 350
with pytest.raises(AttributeError, match="feature_names_in_"):
xgb_model.feature_names_in_
def run_housing_rf_regression(tree_method):
from sklearn.datasets import fetch_california_housing
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import KFold
X, y = fetch_california_housing(return_X_y=True)
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X, y):
xgb_model = xgb.XGBRFRegressor(random_state=42, tree_method=tree_method).fit(
X[train_index], y[train_index]
)
preds = xgb_model.predict(X[test_index])
labels = y[test_index]
assert mean_squared_error(preds, labels) < 35
rfreg = xgb.XGBRFRegressor()
with pytest.raises(NotImplementedError):
rfreg.set_params(early_stopping_rounds=10)
rfreg.fit(X, y)
def test_rf_regression():
run_housing_rf_regression("hist")
@pytest.mark.parametrize("tree_method", ["exact", "hist", "approx"])
def test_parameter_tuning(tree_method: str) -> None:
from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import GridSearchCV
X, y = fetch_california_housing(return_X_y=True)
reg = xgb.XGBRegressor(learning_rate=0.1, tree_method=tree_method)
grid_cv = GridSearchCV(
reg, {"max_depth": [2, 4], "n_estimators": [50, 200]}, cv=2, verbose=1
)
grid_cv.fit(X, y)
assert grid_cv.best_score_ < 0.7
assert grid_cv.best_params_ == {
"n_estimators": 200,
"max_depth": 4 if tree_method == "exact" else 2,
}
def test_regression_with_custom_objective():
from sklearn.datasets import fetch_california_housing
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import KFold
X, y = fetch_california_housing(return_X_y=True)
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X, y):
xgb_model = xgb.XGBRegressor(objective=tm.ls_obj).fit(
X[train_index], y[train_index]
)
preds = xgb_model.predict(X[test_index])
labels = y[test_index]
assert mean_squared_error(preds, labels) < 25
w = rng.uniform(low=0.0, high=1.0, size=X.shape[0])
reg = xgb.XGBRegressor(objective=tm.ls_obj, n_estimators=25)
reg.fit(X, y, sample_weight=w)
y_pred = reg.predict(X)
assert mean_squared_error(y_true=y, y_pred=y_pred, sample_weight=w) < 25
# Test that the custom objective function is actually used
class XGBCustomObjectiveException(Exception):
pass
def dummy_objective(y_true, y_pred):
raise XGBCustomObjectiveException()
xgb_model = xgb.XGBRegressor(objective=dummy_objective)
np.testing.assert_raises(XGBCustomObjectiveException, xgb_model.fit, X, y)
def logregobj(y_true, y_pred):
y_pred = 1.0 / (1.0 + np.exp(-y_pred))
grad = y_pred - y_true
hess = y_pred * (1.0 - y_pred)
return grad, hess
def test_classification_with_custom_objective():
from sklearn.datasets import load_digits
from sklearn.model_selection import KFold
digits = load_digits(n_class=2)
y = digits["target"]
X = digits["data"]
kf = KFold(n_splits=2, shuffle=True, random_state=rng)
for train_index, test_index in kf.split(X, y):
xgb_model = xgb.XGBClassifier(objective=logregobj)
xgb_model.fit(X[train_index], y[train_index])
preds = xgb_model.predict(X[test_index])
labels = y[test_index]
err = sum(
1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]
) / float(len(preds))
assert err < 0.1
# Test that the custom objective function is actually used
class XGBCustomObjectiveException(Exception):
pass
def dummy_objective(y_true, y_preds):
raise XGBCustomObjectiveException()
xgb_model = xgb.XGBClassifier(objective=dummy_objective)
np.testing.assert_raises(
XGBCustomObjectiveException,
xgb_model.fit,
X, y
)
cls = xgb.XGBClassifier(n_estimators=1)
cls.fit(X, y)
is_called = [False]
def wrapped(y, p):
is_called[0] = True
return logregobj(y, p)
cls.set_params(objective=wrapped)
cls.predict(X) # no throw
cls.fit(X, y)
assert is_called[0]
def run_sklearn_api(booster, error, n_est):
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
iris = load_iris()
tr_d, te_d, tr_l, te_l = train_test_split(iris.data, iris.target,
train_size=120, test_size=0.2)
classifier = xgb.XGBClassifier(booster=booster, n_estimators=n_est)
classifier.fit(tr_d, tr_l)
preds = classifier.predict(te_d)
labels = te_l
err = sum([1 for p, l in zip(preds, labels) if p != l]) * 1.0 / len(te_l)
assert err < error
def test_sklearn_api():
run_sklearn_api("gbtree", 0.2, 10)
run_sklearn_api("gblinear", 0.5, 100)
@pytest.mark.skipif(**tm.no_matplotlib())
@pytest.mark.skipif(**tm.no_graphviz())
def test_sklearn_plotting():
from sklearn.datasets import load_iris
iris = load_iris()
classifier = xgb.XGBClassifier()
classifier.fit(iris.data, iris.target)
import matplotlib
matplotlib.use('Agg')
from graphviz import Source
from matplotlib.axes import Axes
ax = xgb.plot_importance(classifier)
assert isinstance(ax, Axes)
assert ax.get_title() == 'Feature importance'
assert ax.get_xlabel() == 'Importance score'
assert ax.get_ylabel() == 'Features'
assert len(ax.patches) == 4
g = xgb.to_graphviz(classifier, num_trees=0)
assert isinstance(g, Source)
ax = xgb.plot_tree(classifier, num_trees=0)
assert isinstance(ax, Axes)
@pytest.mark.skipif(**tm.no_pandas())
def test_sklearn_nfolds_cv():
from sklearn.datasets import load_digits
from sklearn.model_selection import StratifiedKFold
digits = load_digits(n_class=3)
X = digits['data']
y = digits['target']
dm = xgb.DMatrix(X, label=y)
params = {
'max_depth': 2,
'eta': 1,
'verbosity': 0,
'objective':
'multi:softprob',
'num_class': 3
}
seed = 2016
nfolds = 5
skf = StratifiedKFold(n_splits=nfolds, shuffle=True, random_state=seed)
cv1 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds,
seed=seed, as_pandas=True)
cv2 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds,
folds=skf, seed=seed, as_pandas=True)
cv3 = xgb.cv(params, dm, num_boost_round=10, nfold=nfolds,
stratified=True, seed=seed, as_pandas=True)
assert cv1.shape[0] == cv2.shape[0] and cv2.shape[0] == cv3.shape[0]
assert cv2.iloc[-1, 0] == cv3.iloc[-1, 0]
@pytest.mark.skipif(**tm.no_pandas())
def test_split_value_histograms():
from sklearn.datasets import load_digits
digits_2class = load_digits(n_class=2)
X = digits_2class["data"]
y = digits_2class["target"]
dm = xgb.DMatrix(X, label=y)
params = {
"max_depth": 6,
"eta": 0.01,
"objective": "binary:logistic",
"base_score": 0.5,
}
gbdt = xgb.train(params, dm, num_boost_round=10)
assert gbdt.get_split_value_histogram("not_there", as_pandas=True).shape[0] == 0
assert gbdt.get_split_value_histogram("not_there", as_pandas=False).shape[0] == 0
assert gbdt.get_split_value_histogram("f28", bins=0).shape[0] == 1
assert gbdt.get_split_value_histogram("f28", bins=1).shape[0] == 1
assert gbdt.get_split_value_histogram("f28", bins=2).shape[0] == 2
assert gbdt.get_split_value_histogram("f28", bins=5).shape[0] == 2
assert gbdt.get_split_value_histogram("f28", bins=None).shape[0] == 2
def test_sklearn_random_state():
clf = xgb.XGBClassifier(random_state=402)
assert clf.get_xgb_params()['random_state'] == 402
clf = xgb.XGBClassifier(random_state=401)
assert clf.get_xgb_params()['random_state'] == 401
random_state = np.random.RandomState(seed=403)
clf = xgb.XGBClassifier(random_state=random_state)
assert isinstance(clf.get_xgb_params()['random_state'], int)
random_state = np.random.default_rng(seed=404)
clf = xgb.XGBClassifier(random_state=random_state)
assert isinstance(clf.get_xgb_params()['random_state'], int)
def test_sklearn_n_jobs():
clf = xgb.XGBClassifier(n_jobs=1)
assert clf.get_xgb_params()['n_jobs'] == 1
clf = xgb.XGBClassifier(n_jobs=2)
assert clf.get_xgb_params()['n_jobs'] == 2
def test_parameters_access():
from sklearn import datasets
params = {"updater": "grow_gpu_hist", "subsample": 0.5, "n_jobs": -1}
clf = xgb.XGBClassifier(n_estimators=1000, **params)
assert clf.get_params()["updater"] == "grow_gpu_hist"
assert clf.get_params()["subsample"] == 0.5
assert clf.get_params()["n_estimators"] == 1000
clf = xgb.XGBClassifier(n_estimators=1, nthread=4)
X, y = datasets.load_iris(return_X_y=True)
clf.fit(X, y)
config = json.loads(clf.get_booster().save_config())
assert int(config["learner"]["generic_param"]["nthread"]) == 4
clf.set_params(nthread=16)
config = json.loads(clf.get_booster().save_config())
assert int(config["learner"]["generic_param"]["nthread"]) == 16
clf.predict(X)
config = json.loads(clf.get_booster().save_config())
assert int(config["learner"]["generic_param"]["nthread"]) == 16
clf = xgb.XGBClassifier(n_estimators=2)
assert clf.tree_method is None
assert clf.get_params()["tree_method"] is None
clf.fit(X, y)
assert clf.get_params()["tree_method"] is None
def save_load(clf: xgb.XGBClassifier) -> xgb.XGBClassifier:
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, "model.json")
clf.save_model(path)
clf = xgb.XGBClassifier()
clf.load_model(path)
return clf
def get_tm(clf: xgb.XGBClassifier) -> str:
tm = json.loads(clf.get_booster().save_config())["learner"]["gradient_booster"][
"gbtree_train_param"
]["tree_method"]
return tm
assert get_tm(clf) == "auto" # Kept as auto, immutable since 2.0
clf = pickle.loads(pickle.dumps(clf))
assert clf.tree_method is None
assert clf.n_estimators == 2
assert clf.get_params()["tree_method"] is None
assert clf.get_params()["n_estimators"] == 2
assert get_tm(clf) == "auto" # preserved for pickle
clf = save_load(clf)
assert clf.tree_method is None
assert clf.n_estimators is None
assert clf.get_params()["tree_method"] is None
assert clf.get_params()["n_estimators"] is None
assert get_tm(clf) == "auto" # discarded for save/load_model
clf.set_params(tree_method="hist")
assert clf.get_params()["tree_method"] == "hist"
clf = pickle.loads(pickle.dumps(clf))
assert clf.get_params()["tree_method"] == "hist"
clf = save_load(clf)
assert clf.get_params()["tree_method"] is None
def test_get_params_works_as_expected():
# XGBModel -> BaseEstimator
params = xgb.XGBModel(max_depth=2).get_params()
assert params["max_depth"] == 2
# 'objective' defaults to None in the signature of XGBModel
assert params["objective"] is None
# XGBRegressor -> XGBModel -> BaseEstimator
params = xgb.XGBRegressor(max_depth=3).get_params()
assert params["max_depth"] == 3
# 'objective' defaults to 'reg:squarederror' in the signature of XGBRegressor
assert params["objective"] == "reg:squarederror"
# 'colsample_bynode' defaults to 'None' for XGBModel (which XGBRegressor inherits from), so it
# should be in get_params() output
assert params["colsample_bynode"] is None
# XGBRFRegressor -> XGBRegressor -> XGBModel -> BaseEstimator
params = xgb.XGBRFRegressor(max_depth=4, objective="reg:tweedie").get_params()
assert params["max_depth"] == 4
# 'objective' is a keyword argument for XGBRegressor, so it should be in get_params() output
# ... but values passed through kwargs should override the default from the signature of XGBRegressor
assert params["objective"] == "reg:tweedie"
# 'colsample_bynode' defaults to 0.8 for XGBRFRegressor...that should be preferred to the None from XGBRegressor
assert params["colsample_bynode"] == 0.8
def test_kwargs_error():
params = {'updater': 'grow_gpu_hist', 'subsample': .5, 'n_jobs': -1}
with pytest.raises(TypeError):
clf = xgb.XGBClassifier(n_jobs=1000, **params)
assert isinstance(clf, xgb.XGBClassifier)
def test_kwargs_grid_search():
from sklearn import datasets
from sklearn.model_selection import GridSearchCV
params = {"tree_method": "hist"}
clf = xgb.XGBClassifier(n_estimators=3, **params)
assert clf.get_params()["tree_method"] == "hist"
# 'eta' is not a default argument of XGBClassifier
# Check we can still do grid search over this parameter
search_params = {"eta": [0, 0.2, 0.4]}
grid_cv = GridSearchCV(clf, search_params, cv=5)
iris = datasets.load_iris()
grid_cv.fit(iris.data, iris.target)
# Expect unique results for each parameter value
# This confirms sklearn is able to successfully update the parameter
means = grid_cv.cv_results_["mean_test_score"]
assert len(means) == len(set(means))
def test_sklearn_clone():
from sklearn.base import clone
clf = xgb.XGBClassifier(n_jobs=2)
clf.n_jobs = -1
clone(clf)
def test_sklearn_get_default_params():
from sklearn.datasets import load_digits
digits_2class = load_digits(n_class=2)
X = digits_2class["data"]
y = digits_2class["target"]
cls = xgb.XGBClassifier()
assert cls.get_params()["base_score"] is None
cls.fit(X[:4, ...], y[:4, ...])
base_score = get_basescore(cls)
np.testing.assert_equal(base_score, 0.5)
def run_validation_weights(model):
from sklearn.datasets import make_hastie_10_2
# prepare training and test data
X, y = make_hastie_10_2(n_samples=2000, random_state=42)
labels, y = np.unique(y, return_inverse=True)
X_train, X_test = X[:1600], X[1600:]
y_train, y_test = y[:1600], y[1600:]
# instantiate model
param_dist = {
"objective": "binary:logistic",
"n_estimators": 2,
"random_state": 123,
}
clf = model(**param_dist)
# train it using instance weights only in the training set
weights_train = np.random.choice([1, 2], len(X_train))
clf.set_params(eval_metric="logloss")
clf.fit(
X_train,
y_train,
sample_weight=weights_train,
eval_set=[(X_test, y_test)],
verbose=False,
)
# evaluate logloss metric on test set *without* using weights
evals_result_without_weights = clf.evals_result()
logloss_without_weights = evals_result_without_weights["validation_0"]["logloss"]
# now use weights for the test set
np.random.seed(0)
weights_test = np.random.choice([1, 2], len(X_test))
clf.set_params(eval_metric="logloss")
clf.fit(
X_train,
y_train,
sample_weight=weights_train,
eval_set=[(X_test, y_test)],
sample_weight_eval_set=[weights_test],
verbose=False,
)
evals_result_with_weights = clf.evals_result()
logloss_with_weights = evals_result_with_weights["validation_0"]["logloss"]
# check that the logloss in the test set is actually different when using
# weights than when not using them
assert all((logloss_with_weights[i] != logloss_without_weights[i] for i in [0, 1]))
with pytest.raises(ValueError):
# length of eval set and sample weight doesn't match.
clf.fit(
X_train,
y_train,
sample_weight=weights_train,
eval_set=[(X_train, y_train), (X_test, y_test)],
sample_weight_eval_set=[weights_train],
)
with pytest.raises(ValueError):
cls = xgb.XGBClassifier()
cls.fit(
X_train,
y_train,
sample_weight=weights_train,
eval_set=[(X_train, y_train), (X_test, y_test)],
sample_weight_eval_set=[weights_train],
)
def test_validation_weights():
run_validation_weights(xgb.XGBModel)
run_validation_weights(xgb.XGBClassifier)
def test_RFECV():
from sklearn.datasets import load_breast_cancer, load_diabetes, load_iris
from sklearn.feature_selection import RFECV
# Regression
X, y = load_diabetes(return_X_y=True)
bst = xgb.XGBRegressor(booster='gblinear', learning_rate=0.1,
n_estimators=10,
objective='reg:squarederror',
random_state=0, verbosity=0)
rfecv = RFECV(
estimator=bst, step=1, cv=3, scoring='neg_mean_squared_error')
rfecv.fit(X, y)
# Binary classification
X, y = load_breast_cancer(return_X_y=True)
bst = xgb.XGBClassifier(booster='gblinear', learning_rate=0.1,
n_estimators=10,
objective='binary:logistic',
random_state=0, verbosity=0)
rfecv = RFECV(estimator=bst, step=0.5, cv=3, scoring='roc_auc')
rfecv.fit(X, y)
# Multi-class classification
X, y = load_iris(return_X_y=True)
bst = xgb.XGBClassifier(base_score=0.4, booster='gblinear',
learning_rate=0.1,
n_estimators=10,
objective='multi:softprob',
random_state=0, reg_alpha=0.001, reg_lambda=0.01,
scale_pos_weight=0.5, verbosity=0)
rfecv = RFECV(estimator=bst, step=0.5, cv=3, scoring='neg_log_loss')
rfecv.fit(X, y)
X[0:4, :] = np.nan # verify scikit_learn doesn't throw with nan
reg = xgb.XGBRegressor()
rfecv = RFECV(estimator=reg)
rfecv.fit(X, y)
cls = xgb.XGBClassifier()
rfecv = RFECV(estimator=cls, step=0.5, cv=3,
scoring='neg_mean_squared_error')
rfecv.fit(X, y)
def test_XGBClassifier_resume():
from sklearn.datasets import load_breast_cancer
from sklearn.metrics import log_loss
with tempfile.TemporaryDirectory() as tempdir:
model1_path = os.path.join(tempdir, 'test_XGBClassifier.model')
model1_booster_path = os.path.join(tempdir, 'test_XGBClassifier.booster')
X, Y = load_breast_cancer(return_X_y=True)
model1 = xgb.XGBClassifier(
learning_rate=0.3, random_state=0, n_estimators=8)
model1.fit(X, Y)
pred1 = model1.predict(X)
log_loss1 = log_loss(pred1, Y)
# file name of stored xgb model
model1.save_model(model1_path)
model2 = xgb.XGBClassifier(learning_rate=0.3, random_state=0, n_estimators=8)
model2.fit(X, Y, xgb_model=model1_path)
pred2 = model2.predict(X)
log_loss2 = log_loss(pred2, Y)
assert np.any(pred1 != pred2)
assert log_loss1 > log_loss2
# file name of 'Booster' instance Xgb model
model1.get_booster().save_model(model1_booster_path)
model2 = xgb.XGBClassifier(learning_rate=0.3, random_state=0, n_estimators=8)
model2.fit(X, Y, xgb_model=model1_booster_path)
pred2 = model2.predict(X)
log_loss2 = log_loss(pred2, Y)
assert np.any(pred1 != pred2)
assert log_loss1 > log_loss2
def test_constraint_parameters():
reg = xgb.XGBRegressor(interaction_constraints="[[0, 1], [2, 3, 4]]")
X = np.random.randn(10, 10)
y = np.random.randn(10)
reg.fit(X, y)
config = json.loads(reg.get_booster().save_config())
assert (
config["learner"]["gradient_booster"]["tree_train_param"][
"interaction_constraints"
]
== "[[0, 1], [2, 3, 4]]"
)
@pytest.mark.filterwarnings("error")
def test_parameter_validation():
reg = xgb.XGBRegressor(foo="bar", verbosity=1)
X = np.random.randn(10, 10)
y = np.random.randn(10)
with pytest.warns(Warning, match="foo"):
reg.fit(X, y)
reg = xgb.XGBRegressor(
n_estimators=2, missing=3, importance_type="gain", verbosity=1
)
X = np.random.randn(10, 10)
y = np.random.randn(10)
with warnings.catch_warnings():
reg.fit(X, y)
def test_deprecate_position_arg():
from sklearn.datasets import load_digits
X, y = load_digits(return_X_y=True, n_class=2)
w = np.random.default_rng(0).uniform(size=y.size)
with pytest.warns(FutureWarning):
xgb.XGBRegressor(3, learning_rate=0.1)
model = xgb.XGBRegressor(n_estimators=1)
with pytest.warns(FutureWarning):
model.fit(X, y, w)
with pytest.warns(FutureWarning):
xgb.XGBClassifier(1)
model = xgb.XGBClassifier(n_estimators=1)
with pytest.warns(FutureWarning):
model.fit(X, y, w)
with pytest.warns(FutureWarning):
xgb.XGBRanker('rank:ndcg', learning_rate=0.1)
model = xgb.XGBRanker(n_estimators=1)
group = np.repeat(1, X.shape[0])
with pytest.warns(FutureWarning):
model.fit(X, y, group)
with pytest.warns(FutureWarning):
xgb.XGBRFRegressor(1, learning_rate=0.1)
model = xgb.XGBRFRegressor(n_estimators=1)
with pytest.warns(FutureWarning):
model.fit(X, y, w)
model = xgb.XGBRFClassifier(n_estimators=1)
with pytest.warns(FutureWarning):
model.fit(X, y, w)
@pytest.mark.skipif(**tm.no_pandas())
def test_pandas_input():
import pandas as pd
from sklearn.calibration import CalibratedClassifierCV
rng = np.random.RandomState(1994)
kRows = 100
kCols = 6
X = rng.randint(low=0, high=2, size=kRows * kCols)
X = X.reshape(kRows, kCols)
df = pd.DataFrame(X)
feature_names = []
for i in range(1, kCols):
feature_names += ["k" + str(i)]
df.columns = ["status"] + feature_names
target = df["status"]
train = df.drop(columns=["status"])
model = xgb.XGBClassifier()
model.fit(train, target)
np.testing.assert_equal(model.feature_names_in_, np.array(feature_names))
columns = list(train.columns)
rng.shuffle(columns)
df_incorrect = df[columns]
with pytest.raises(ValueError, match="feature_names mismatch"):
model.predict(df_incorrect)
clf_isotonic = CalibratedClassifierCV(model, cv="prefit", method="isotonic")
clf_isotonic.fit(train, target)
assert isinstance(
clf_isotonic.calibrated_classifiers_[0].estimator, xgb.XGBClassifier
)
np.testing.assert_allclose(np.array(clf_isotonic.classes_), np.array([0, 1]))
train_ser = train["k1"]
assert isinstance(train_ser, pd.Series)
model = xgb.XGBClassifier(n_estimators=8)
model.fit(train_ser, target, eval_set=[(train_ser, target)])
assert tm.non_increasing(model.evals_result()["validation_0"]["logloss"])
@pytest.mark.parametrize("tree_method", ["approx", "hist"])
def test_feature_weights(tree_method):
kRows = 512
kCols = 64
X = rng.randn(kRows, kCols)
y = rng.randn(kRows)
fw = np.ones(shape=(kCols,))
for i in range(kCols):
fw[i] *= float(i)
parser_path = os.path.join(tm.demo_dir(__file__), "guide-python", "model_parser.py")
poly_increasing = get_feature_weights(
X=X,
y=y,
fw=fw,
parser_path=parser_path,
tree_method=tree_method,
model=xgb.XGBRegressor,
)
fw = np.ones(shape=(kCols,))
for i in range(kCols):
fw[i] *= float(kCols - i)
poly_decreasing = get_feature_weights(
X=X,
y=y,
fw=fw,
parser_path=parser_path,
tree_method=tree_method,
model=xgb.XGBRegressor,
)
# Approxmated test, this is dependent on the implementation of random
# number generator in std library.
assert poly_increasing[0] > 0.08
assert poly_decreasing[0] < -0.08
reg = xgb.XGBRegressor(feature_weights=np.ones((kCols, )))
with pytest.raises(ValueError, match="Use the one in"):
reg.fit(X, y, feature_weights=np.ones((kCols, )))
def run_boost_from_prediction_binary(tree_method, X, y, as_frame: Optional[Callable]):
"""
Parameters
----------
as_frame: A callable function to convert margin into DataFrame, useful for different
df implementations.
"""
model_0 = xgb.XGBClassifier(
learning_rate=0.3, random_state=0, n_estimators=4, tree_method=tree_method
)
model_0.fit(X=X, y=y)
margin = model_0.predict(X, output_margin=True)
if as_frame is not None:
margin = as_frame(margin)
model_1 = xgb.XGBClassifier(
learning_rate=0.3, random_state=0, n_estimators=4, tree_method=tree_method
)
model_1.fit(X=X, y=y, base_margin=margin)
predictions_1 = model_1.predict(X, base_margin=margin)
cls_2 = xgb.XGBClassifier(
learning_rate=0.3, random_state=0, n_estimators=8, tree_method=tree_method
)
cls_2.fit(X=X, y=y)
predictions_2 = cls_2.predict(X)
np.testing.assert_allclose(predictions_1, predictions_2)
def run_boost_from_prediction_multi_clasas(
estimator, tree_method, X, y, as_frame: Optional[Callable]
):
# Multi-class
model_0 = estimator(
learning_rate=0.3, random_state=0, n_estimators=4, tree_method=tree_method
)
model_0.fit(X=X, y=y)
margin = model_0.get_booster().inplace_predict(X, predict_type="margin")
if as_frame is not None:
margin = as_frame(margin)
model_1 = estimator(
learning_rate=0.3, random_state=0, n_estimators=4, tree_method=tree_method
)
model_1.fit(X=X, y=y, base_margin=margin)
predictions_1 = model_1.get_booster().predict(
xgb.DMatrix(X, base_margin=margin), output_margin=True
)
model_2 = estimator(
learning_rate=0.3, random_state=0, n_estimators=8, tree_method=tree_method
)
model_2.fit(X=X, y=y)
predictions_2 = model_2.get_booster().inplace_predict(X, predict_type="margin")
if hasattr(predictions_1, "get"):
predictions_1 = predictions_1.get()
if hasattr(predictions_2, "get"):
predictions_2 = predictions_2.get()
np.testing.assert_allclose(predictions_1, predictions_2, atol=1e-6)
@pytest.mark.parametrize("tree_method", ["hist", "approx", "exact"])
def test_boost_from_prediction(tree_method):
import pandas as pd
from sklearn.datasets import load_breast_cancer, load_iris, make_regression
X, y = load_breast_cancer(return_X_y=True)
run_boost_from_prediction_binary(tree_method, X, y, None)
run_boost_from_prediction_binary(tree_method, X, y, pd.DataFrame)
X, y = load_iris(return_X_y=True)
run_boost_from_prediction_multi_clasas(xgb.XGBClassifier, tree_method, X, y, None)
run_boost_from_prediction_multi_clasas(
xgb.XGBClassifier, tree_method, X, y, pd.DataFrame
)
X, y = make_regression(n_samples=100, n_targets=4)
run_boost_from_prediction_multi_clasas(xgb.XGBRegressor, tree_method, X, y, None)
def test_estimator_type():
assert xgb.XGBClassifier._estimator_type == "classifier"
assert xgb.XGBRFClassifier._estimator_type == "classifier"
assert xgb.XGBRegressor._estimator_type == "regressor"
assert xgb.XGBRFRegressor._estimator_type == "regressor"
assert xgb.XGBRanker._estimator_type == "ranker"
from sklearn.datasets import load_digits
X, y = load_digits(n_class=2, return_X_y=True)
cls = xgb.XGBClassifier(n_estimators=2).fit(X, y)
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, "cls.json")
cls.save_model(path)
reg = xgb.XGBRegressor()
with pytest.raises(TypeError):
reg.load_model(path)
cls = xgb.XGBClassifier()
cls.load_model(path) # no error
def test_multilabel_classification() -> None:
from sklearn.datasets import make_multilabel_classification
X, y = make_multilabel_classification(
n_samples=32, n_classes=5, n_labels=3, random_state=0
)
clf = xgb.XGBClassifier(tree_method="hist")
clf.fit(X, y)
booster = clf.get_booster()
learner = json.loads(booster.save_config())["learner"]
assert int(learner["learner_model_param"]["num_target"]) == 5
np.testing.assert_allclose(clf.predict(X), y)
predt = (clf.predict_proba(X) > 0.5).astype(np.int64)
np.testing.assert_allclose(clf.predict(X), predt)
assert predt.dtype == np.int64
y = y.tolist()
clf.fit(X, y)
np.testing.assert_allclose(clf.predict(X), predt)
def test_data_initialization() -> None:
from sklearn.datasets import load_digits
X, y = load_digits(return_X_y=True)
validate_data_initialization(xgb.QuantileDMatrix, xgb.XGBClassifier, X, y)
@parametrize_with_checks([xgb.XGBRegressor(enable_categorical=True)])
def test_estimator_reg(estimator, check):
if os.environ["PYTEST_CURRENT_TEST"].find("check_supervised_y_no_nan") != -1:
# The test uses float64 and requires the error message to contain:
#
# "value too large for dtype(float64)",
#
# while XGBoost stores values as float32. But XGBoost does verify the label
# internally, so we replace this test with custom check.
rng = np.random.RandomState(888)
X = rng.randn(10, 5)
y = np.full(10, np.inf)
with pytest.raises(
ValueError, match="contains NaN, infinity or a value too large"
):
estimator.fit(X, y)
return
elif os.environ["PYTEST_CURRENT_TEST"].find("check_regressor_multioutput") != -1:
# sklearn requires float64
with pytest.raises(AssertionError, match="Got float32"):
check(estimator)
else:
check(estimator)
def test_categorical():
X, y = tm.make_categorical(n_samples=32, n_features=2, n_categories=3, onehot=False)
ft = ["c"] * X.shape[1]
reg = xgb.XGBRegressor(
feature_types=ft,
max_cat_to_onehot=1,
enable_categorical=True,
)
reg.fit(X.values, y, eval_set=[(X.values, y)])
from_cat = reg.evals_result()["validation_0"]["rmse"]
predt_cat = reg.predict(X.values)
assert reg.get_booster().feature_types == ft
with tempfile.TemporaryDirectory() as tmpdir:
path = os.path.join(tmpdir, "model.json")
reg.save_model(path)
reg = xgb.XGBRegressor()
reg.load_model(path)
assert reg.feature_types == ft
onehot, y = tm.make_categorical(
n_samples=32, n_features=2, n_categories=3, onehot=True
)
reg = xgb.XGBRegressor()
reg.fit(onehot, y, eval_set=[(onehot, y)])
from_enc = reg.evals_result()["validation_0"]["rmse"]
predt_enc = reg.predict(onehot)
np.testing.assert_allclose(from_cat, from_enc)
np.testing.assert_allclose(predt_cat, predt_enc)
def test_evaluation_metric():
from sklearn.datasets import load_diabetes, load_digits
from sklearn.metrics import mean_absolute_error
X, y = load_diabetes(return_X_y=True)
n_estimators = 16
with tm.captured_output() as (out, err):
reg = xgb.XGBRegressor(
tree_method="hist",
eval_metric=mean_absolute_error,
n_estimators=n_estimators,
)
reg.fit(X, y, eval_set=[(X, y)])
lines = out.getvalue().strip().split('\n')
assert len(lines) == n_estimators
for line in lines:
assert line.find("mean_absolute_error") != -1
def merror(y_true: np.ndarray, predt: np.ndarray):
n_samples = y_true.shape[0]
assert n_samples == predt.size
errors = np.zeros(y_true.shape[0])
errors[y != predt] = 1.0
return np.sum(errors) / n_samples
X, y = load_digits(n_class=10, return_X_y=True)
clf = xgb.XGBClassifier(
tree_method="hist",
eval_metric=merror,
n_estimators=16,
objective="multi:softmax"
)
clf.fit(X, y, eval_set=[(X, y)])
custom = clf.evals_result()
clf = xgb.XGBClassifier(
tree_method="hist",
eval_metric="merror",
n_estimators=16,
objective="multi:softmax"
)
clf.fit(X, y, eval_set=[(X, y)])
internal = clf.evals_result()
np.testing.assert_allclose(
custom["validation_0"]["merror"],
internal["validation_0"]["merror"],
atol=1e-6
)
clf = xgb.XGBRFClassifier(
tree_method="hist", n_estimators=16,
objective=tm.softprob_obj(10),
eval_metric=merror,
)
with pytest.raises(AssertionError):
# shape check inside the `merror` function
clf.fit(X, y, eval_set=[(X, y)])
def test_weighted_evaluation_metric():
from sklearn.datasets import make_hastie_10_2
from sklearn.metrics import log_loss
X, y = make_hastie_10_2(n_samples=2000, random_state=42)
labels, y = np.unique(y, return_inverse=True)
X_train, X_test = X[:1600], X[1600:]
y_train, y_test = y[:1600], y[1600:]
weights_eval_set = np.random.choice([1, 2], len(X_test))
np.random.seed(0)
weights_train = np.random.choice([1, 2], len(X_train))
clf = xgb.XGBClassifier(
tree_method="hist",
eval_metric=log_loss,
n_estimators=16,
objective="binary:logistic",
)
clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)],
sample_weight_eval_set=[weights_eval_set])
custom = clf.evals_result()
clf = xgb.XGBClassifier(
tree_method="hist",
eval_metric="logloss",
n_estimators=16,
objective="binary:logistic"
)
clf.fit(X_train, y_train, sample_weight=weights_train, eval_set=[(X_test, y_test)],
sample_weight_eval_set=[weights_eval_set])
internal = clf.evals_result()
np.testing.assert_allclose(
custom["validation_0"]["log_loss"],
internal["validation_0"]["logloss"],
atol=1e-6
)
def test_intercept() -> None:
X, y, w = tm.make_regression(256, 3, use_cupy=False)
reg = xgb.XGBRegressor()
reg.fit(X, y, sample_weight=w)
result = reg.intercept_
assert result.dtype == np.float32
assert result[0] < 0.5
reg = xgb.XGBRegressor(booster="gblinear")
reg.fit(X, y, sample_weight=w)
result = reg.intercept_
assert result.dtype == np.float32
assert result[0] < 0.5
def test_fit_none() -> None:
with pytest.raises(TypeError, match="NoneType"):
xgb.XGBClassifier().fit(None, [0, 1])
X = rng.normal(size=4).reshape(2, 2)
with pytest.raises(ValueError, match="Invalid classes"):
xgb.XGBClassifier().fit(X, None)
with pytest.raises(ValueError, match="labels"):
xgb.XGBRegressor().fit(X, None)
def test_tags() -> None:
for reg in [xgb.XGBRegressor(), xgb.XGBRFRegressor()]:
tags = reg._more_tags()
assert "non_deterministic" not in tags
assert tags["multioutput"] is True
assert tags["multioutput_only"] is False
for clf in [xgb.XGBClassifier(), xgb.XGBRFClassifier()]:
tags = clf._more_tags()
assert "multioutput" not in tags
assert tags["multilabel"] is True
tags = xgb.XGBRanker()._more_tags()
assert "multioutput" not in tags
# the try-excepts in this test should be removed once xgboost's
# minimum supported scikit-learn version is at least 1.6
def test_sklearn_tags():
def _assert_has_xgbmodel_tags(tags):
# values set by XGBModel.__sklearn_tags__()
assert tags.non_deterministic is False
assert tags.no_validation is True
assert tags.input_tags.allow_nan is True
for reg in [xgb.XGBRegressor(), xgb.XGBRFRegressor()]:
try:
# if no AttributeError was thrown, we must be using scikit-learn>=1.6,
# and so the actual effects of __sklearn_tags__() should be tested
tags = reg.__sklearn_tags__()
_assert_has_xgbmodel_tags(tags)
# regressor-specific values
assert tags.estimator_type == "regressor"
assert tags.regressor_tags is not None
assert tags.classifier_tags is None
assert tags.target_tags.multi_output is True
assert tags.target_tags.single_output is True
except AttributeError as err:
# only the exact error we expected to be raised should be raised
assert bool(re.search(r"__sklearn_tags__.* should not be called", str(err)))
for clf in [xgb.XGBClassifier(), xgb.XGBRFClassifier()]:
try:
# if no AttributeError was thrown, we must be using scikit-learn>=1.6,
# and so the actual effects of __sklearn_tags__() should be tested
tags = clf.__sklearn_tags__()
_assert_has_xgbmodel_tags(tags)
# classifier-specific values
assert tags.estimator_type == "classifier"
assert tags.regressor_tags is None
assert tags.classifier_tags is not None
assert tags.classifier_tags.multi_label is True
except AttributeError as err:
# only the exact error we expected to be raised should be raised
assert bool(re.search(r"__sklearn_tags__.* should not be called", str(err)))
for rnk in [xgb.XGBRanker(),]:
try:
# if no AttributeError was thrown, we must be using scikit-learn>=1.6,
# and so the actual effects of __sklearn_tags__() should be tested
tags = rnk.__sklearn_tags__()
_assert_has_xgbmodel_tags(tags)
except AttributeError as err:
# only the exact error we expected to be raised should be raised
assert bool(re.search(r"__sklearn_tags__.* should not be called", str(err)))
def test_doc_link() -> None:
for est in [
xgb.XGBRegressor(),
xgb.XGBClassifier(),
xgb.XGBRanker(),
xgb.XGBRFRegressor(),
xgb.XGBRFClassifier(),
]:
name = est.__class__.__name__
link = est._get_doc_link()
assert f"xgboost.{name}" in link
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