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test_helpers.R
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test_helpers.R
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context('Test helper functions')
require(xgboost)
require(data.table)
require(Matrix)
require(vcd, quietly = TRUE)
float_tolerance <- 5e-6
# disable some tests for 32-bit environment
flag_32bit <- .Machine$sizeof.pointer != 8
set.seed(1982)
data(Arthritis)
df <- data.table(Arthritis, keep.rownames = FALSE)
df[, AgeDiscret := as.factor(round(Age / 10, 0))]
df[, AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
df[, ID := NULL]
sparse_matrix <- sparse.model.matrix(Improved~.-1, data = df) # nolint
label <- df[, ifelse(Improved == "Marked", 1, 0)]
# binary
nrounds <- 12
bst.Tree <- xgboost(data = sparse_matrix, label = label, max_depth = 9,
eta = 1, nthread = 2, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gbtree")
bst.GLM <- xgboost(data = sparse_matrix, label = label,
eta = 1, nthread = 1, nrounds = nrounds, verbose = 0,
objective = "binary:logistic", booster = "gblinear")
feature.names <- colnames(sparse_matrix)
# multiclass
mlabel <- as.numeric(iris$Species) - 1
nclass <- 3
mbst.Tree <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0,
max_depth = 3, eta = 0.5, nthread = 2, nrounds = nrounds,
objective = "multi:softprob", num_class = nclass, base_score = 0)
mbst.GLM <- xgboost(data = as.matrix(iris[, -5]), label = mlabel, verbose = 0,
booster = "gblinear", eta = 0.1, nthread = 1, nrounds = nrounds,
objective = "multi:softprob", num_class = nclass, base_score = 0)
test_that("xgb.dump works", {
if (!flag_32bit)
expect_length(xgb.dump(bst.Tree), 200)
dump_file <- file.path(tempdir(), 'xgb.model.dump')
expect_true(xgb.dump(bst.Tree, dump_file, with_stats = TRUE))
expect_true(file.exists(dump_file))
expect_gt(file.size(dump_file), 8000)
# JSON format
dmp <- xgb.dump(bst.Tree, dump_format = "json")
expect_length(dmp, 1)
if (!flag_32bit)
expect_length(grep('nodeid', strsplit(dmp, '\n')[[1]]), 188)
})
test_that("xgb.dump works for gblinear", {
expect_length(xgb.dump(bst.GLM), 14)
# also make sure that it works properly for a sparse model where some coefficients
# are 0 from setting large L1 regularization:
bst.GLM.sp <- xgboost(data = sparse_matrix, label = label, eta = 1, nthread = 2, nrounds = 1,
alpha = 2, objective = "binary:logistic", booster = "gblinear")
d.sp <- xgb.dump(bst.GLM.sp)
expect_length(d.sp, 14)
expect_gt(sum(d.sp == "0"), 0)
# JSON format
dmp <- xgb.dump(bst.GLM.sp, dump_format = "json")
expect_length(dmp, 1)
expect_length(grep('\\d', strsplit(dmp, '\n')[[1]]), 11)
})
test_that("predict leafs works", {
# no error for gbtree
expect_error(pred_leaf <- predict(bst.Tree, sparse_matrix, predleaf = TRUE), regexp = NA)
expect_equal(dim(pred_leaf), c(nrow(sparse_matrix), nrounds))
# error for gblinear
expect_error(predict(bst.GLM, sparse_matrix, predleaf = TRUE))
})
test_that("predict feature contributions works", {
# gbtree binary classifier
expect_error(pred_contr <- predict(bst.Tree, sparse_matrix, predcontrib = TRUE), regexp = NA)
expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1))
expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS"))
pred <- predict(bst.Tree, sparse_matrix, outputmargin = TRUE)
expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5)
# must work with data that has no column names
X <- sparse_matrix
colnames(X) <- NULL
expect_error(pred_contr_ <- predict(bst.Tree, X, predcontrib = TRUE), regexp = NA)
expect_equal(pred_contr, pred_contr_, check.attributes = FALSE,
tolerance = float_tolerance)
# gbtree binary classifier (approximate method)
expect_error(pred_contr <- predict(bst.Tree, sparse_matrix, predcontrib = TRUE, approxcontrib = TRUE), regexp = NA)
expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1))
expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS"))
pred <- predict(bst.Tree, sparse_matrix, outputmargin = TRUE)
expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5)
# gblinear binary classifier
expect_error(pred_contr <- predict(bst.GLM, sparse_matrix, predcontrib = TRUE), regexp = NA)
expect_equal(dim(pred_contr), c(nrow(sparse_matrix), ncol(sparse_matrix) + 1))
expect_equal(colnames(pred_contr), c(colnames(sparse_matrix), "BIAS"))
pred <- predict(bst.GLM, sparse_matrix, outputmargin = TRUE)
expect_lt(max(abs(rowSums(pred_contr) - pred)), 1e-5)
# manual calculation of linear terms
coefs <- xgb.dump(bst.GLM)[-c(1, 2, 4)] %>% as.numeric
coefs <- c(coefs[-1], coefs[1]) # intercept must be the last
pred_contr_manual <- sweep(cbind(sparse_matrix, 1), 2, coefs, FUN = "*")
expect_equal(as.numeric(pred_contr), as.numeric(pred_contr_manual),
tolerance = float_tolerance)
# gbtree multiclass
pred <- predict(mbst.Tree, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE)
pred_contr <- predict(mbst.Tree, as.matrix(iris[, -5]), predcontrib = TRUE)
expect_is(pred_contr, "list")
expect_length(pred_contr, 3)
for (g in seq_along(pred_contr)) {
expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "BIAS"))
expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), 1e-5)
}
# gblinear multiclass (set base_score = 0, which is base margin in multiclass)
pred <- predict(mbst.GLM, as.matrix(iris[, -5]), outputmargin = TRUE, reshape = TRUE)
pred_contr <- predict(mbst.GLM, as.matrix(iris[, -5]), predcontrib = TRUE)
expect_length(pred_contr, 3)
coefs_all <- xgb.dump(mbst.GLM)[-c(1, 2, 6)] %>% as.numeric %>% matrix(ncol = 3, byrow = TRUE)
for (g in seq_along(pred_contr)) {
expect_equal(colnames(pred_contr[[g]]), c(colnames(iris[, -5]), "BIAS"))
expect_lt(max(abs(rowSums(pred_contr[[g]]) - pred[, g])), float_tolerance)
# manual calculation of linear terms
coefs <- c(coefs_all[-1, g], coefs_all[1, g]) # intercept needs to be the last
pred_contr_manual <- sweep(as.matrix(cbind(iris[, -5], 1)), 2, coefs, FUN = "*")
expect_equal(as.numeric(pred_contr[[g]]), as.numeric(pred_contr_manual),
tolerance = float_tolerance)
}
})
test_that("SHAPs sum to predictions, with or without DART", {
d <- cbind(
x1 = rnorm(100),
x2 = rnorm(100),
x3 = rnorm(100))
y <- d[, "x1"] + d[, "x2"]^2 +
ifelse(d[, "x3"] > .5, d[, "x3"]^2, 2^d[, "x3"]) +
rnorm(100)
nrounds <- 30
for (booster in list("gbtree", "dart")) {
fit <- xgboost(
params = c(
list(
booster = booster,
objective = "reg:squarederror",
eval_metric = "rmse"),
if (booster == "dart")
list(rate_drop = .01, one_drop = TRUE)),
data = d,
label = y,
nrounds = nrounds)
pr <- function(...)
predict(fit, newdata = d, ...)
pred <- pr()
shap <- pr(predcontrib = TRUE)
shapi <- pr(predinteraction = TRUE)
tol <- 1e-5
expect_equal(rowSums(shap), pred, tol = tol)
expect_equal(apply(shapi, 1, sum), pred, tol = tol)
for (i in seq_len(nrow(d)))
for (f in list(rowSums, colSums))
expect_equal(f(shapi[i, , ]), shap[i, ], tol = tol)
}
})
test_that("xgb-attribute functionality", {
val <- "my attribute value"
list.val <- list(my_attr = val, a = 123, b = 'ok')
list.ch <- list.val[order(names(list.val))]
list.ch <- lapply(list.ch, as.character)
# note: iter is 0-index in xgb attributes
list.default <- list(niter = as.character(nrounds - 1))
list.ch <- c(list.ch, list.default)
# proper input:
expect_error(xgb.attr(bst.Tree, NULL))
expect_error(xgb.attr(val, val))
# set & get:
expect_null(xgb.attr(bst.Tree, "asdf"))
expect_equal(xgb.attributes(bst.Tree), list.default)
xgb.attr(bst.Tree, "my_attr") <- val
expect_equal(xgb.attr(bst.Tree, "my_attr"), val)
xgb.attributes(bst.Tree) <- list.val
expect_equal(xgb.attributes(bst.Tree), list.ch)
# serializing:
xgb.save(bst.Tree, 'xgb.model')
bst <- xgb.load('xgb.model')
if (file.exists('xgb.model')) file.remove('xgb.model')
expect_equal(xgb.attr(bst, "my_attr"), val)
expect_equal(xgb.attributes(bst), list.ch)
# deletion:
xgb.attr(bst, "my_attr") <- NULL
expect_null(xgb.attr(bst, "my_attr"))
expect_equal(xgb.attributes(bst), list.ch[c("a", "b", "niter")])
xgb.attributes(bst) <- list(a = NULL, b = NULL)
expect_equal(xgb.attributes(bst), list.default)
xgb.attributes(bst) <- list(niter = NULL)
expect_null(xgb.attributes(bst))
})
if (grepl('Windows', Sys.info()[['sysname']]) ||
grepl('Linux', Sys.info()[['sysname']]) ||
grepl('Darwin', Sys.info()[['sysname']])) {
test_that("xgb-attribute numeric precision", {
# check that lossless conversion works with 17 digits
# numeric -> character -> numeric
X <- 10^runif(100, -20, 20)
if (capabilities('long.double')) {
X2X <- as.numeric(format(X, digits = 17))
expect_identical(X, X2X)
}
# retrieved attributes to be the same as written
for (x in X) {
xgb.attr(bst.Tree, "x") <- x
expect_equal(as.numeric(xgb.attr(bst.Tree, "x")), x, tolerance = float_tolerance)
xgb.attributes(bst.Tree) <- list(a = "A", b = x)
expect_equal(as.numeric(xgb.attr(bst.Tree, "b")), x, tolerance = float_tolerance)
}
})
}
test_that("xgb.Booster serializing as R object works", {
saveRDS(bst.Tree, 'xgb.model.rds')
bst <- readRDS('xgb.model.rds')
dtrain <- xgb.DMatrix(sparse_matrix, label = label)
expect_equal(predict(bst.Tree, dtrain), predict(bst, dtrain), tolerance = float_tolerance)
expect_equal(xgb.dump(bst.Tree), xgb.dump(bst))
xgb.save(bst, 'xgb.model')
if (file.exists('xgb.model')) file.remove('xgb.model')
bst <- readRDS('xgb.model.rds')
if (file.exists('xgb.model.rds')) file.remove('xgb.model.rds')
nil_ptr <- new("externalptr")
class(nil_ptr) <- "xgb.Booster.handle"
expect_true(identical(bst$handle, nil_ptr))
bst <- xgb.Booster.complete(bst)
expect_true(!identical(bst$handle, nil_ptr))
expect_equal(predict(bst.Tree, dtrain), predict(bst, dtrain), tolerance = float_tolerance)
})
test_that("xgb.model.dt.tree works with and without feature names", {
names.dt.trees <- c("Tree", "Node", "ID", "Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover")
dt.tree <- xgb.model.dt.tree(feature_names = feature.names, model = bst.Tree)
expect_equal(names.dt.trees, names(dt.tree))
if (!flag_32bit)
expect_equal(dim(dt.tree), c(188, 10))
expect_output(str(dt.tree), 'Feature.*\\"Age\\"')
dt.tree.0 <- xgb.model.dt.tree(model = bst.Tree)
expect_equal(dt.tree, dt.tree.0)
# when model contains no feature names:
bst.Tree.x <- bst.Tree
bst.Tree.x$feature_names <- NULL
dt.tree.x <- xgb.model.dt.tree(model = bst.Tree.x)
expect_output(str(dt.tree.x), 'Feature.*\\"3\\"')
expect_equal(dt.tree[, -4, with = FALSE], dt.tree.x[, -4, with = FALSE])
# using integer node ID instead of character
dt.tree.int <- xgb.model.dt.tree(model = bst.Tree, use_int_id = TRUE)
expect_equal(as.integer(tstrsplit(dt.tree$Yes, '-')[[2]]), dt.tree.int$Yes)
expect_equal(as.integer(tstrsplit(dt.tree$No, '-')[[2]]), dt.tree.int$No)
expect_equal(as.integer(tstrsplit(dt.tree$Missing, '-')[[2]]), dt.tree.int$Missing)
})
test_that("xgb.model.dt.tree throws error for gblinear", {
expect_error(xgb.model.dt.tree(model = bst.GLM))
})
test_that("xgb.importance works with and without feature names", {
importance.Tree <- xgb.importance(feature_names = feature.names, model = bst.Tree)
if (!flag_32bit)
expect_equal(dim(importance.Tree), c(7, 4))
expect_equal(colnames(importance.Tree), c("Feature", "Gain", "Cover", "Frequency"))
expect_output(str(importance.Tree), 'Feature.*\\"Age\\"')
importance.Tree.0 <- xgb.importance(model = bst.Tree)
expect_equal(importance.Tree, importance.Tree.0, tolerance = float_tolerance)
# when model contains no feature names:
bst.Tree.x <- bst.Tree
bst.Tree.x$feature_names <- NULL
importance.Tree.x <- xgb.importance(model = bst.Tree)
expect_equal(importance.Tree[, -1, with = FALSE], importance.Tree.x[, -1, with = FALSE],
tolerance = float_tolerance)
imp2plot <- xgb.plot.importance(importance_matrix = importance.Tree)
expect_equal(colnames(imp2plot), c("Feature", "Gain", "Cover", "Frequency", "Importance"))
xgb.ggplot.importance(importance_matrix = importance.Tree)
# for multiclass
imp.Tree <- xgb.importance(model = mbst.Tree)
expect_equal(dim(imp.Tree), c(4, 4))
xgb.importance(model = mbst.Tree, trees = seq(from = 0, by = nclass, length.out = nrounds))
})
test_that("xgb.importance works with GLM model", {
importance.GLM <- xgb.importance(feature_names = feature.names, model = bst.GLM)
expect_equal(dim(importance.GLM), c(10, 2))
expect_equal(colnames(importance.GLM), c("Feature", "Weight"))
xgb.importance(model = bst.GLM)
imp2plot <- xgb.plot.importance(importance.GLM)
expect_equal(colnames(imp2plot), c("Feature", "Weight", "Importance"))
xgb.ggplot.importance(importance.GLM)
# for multiclass
imp.GLM <- xgb.importance(model = mbst.GLM)
expect_equal(dim(imp.GLM), c(12, 3))
expect_equal(imp.GLM$Class, rep(0:2, each = 4))
})
test_that("xgb.model.dt.tree and xgb.importance work with a single split model", {
bst1 <- xgboost(data = sparse_matrix, label = label, max_depth = 1,
eta = 1, nthread = 2, nrounds = 1, verbose = 0,
objective = "binary:logistic")
expect_error(dt <- xgb.model.dt.tree(model = bst1), regexp = NA) # no error
expect_equal(nrow(dt), 3)
expect_error(imp <- xgb.importance(model = bst1), regexp = NA) # no error
expect_equal(nrow(imp), 1)
expect_equal(imp$Gain, 1)
})
test_that("xgb.plot.tree works with and without feature names", {
expect_silent(xgb.plot.tree(feature_names = feature.names, model = bst.Tree))
expect_silent(xgb.plot.tree(model = bst.Tree))
})
test_that("xgb.plot.multi.trees works with and without feature names", {
xgb.plot.multi.trees(model = bst.Tree, feature_names = feature.names, features_keep = 3)
xgb.plot.multi.trees(model = bst.Tree, features_keep = 3)
})
test_that("xgb.plot.deepness works", {
d2p <- xgb.plot.deepness(model = bst.Tree)
expect_equal(colnames(d2p), c("ID", "Tree", "Depth", "Cover", "Weight"))
xgb.plot.deepness(model = bst.Tree, which = "med.depth")
xgb.ggplot.deepness(model = bst.Tree)
})
test_that("xgb.shap.data works when top_n is provided", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
expect_equal(names(data_list), c("data", "shap_contrib"))
expect_equal(NCOL(data_list$data), 2)
expect_equal(NCOL(data_list$shap_contrib), 2)
expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib))
expect_gt(length(colnames(data_list$data)), 0)
expect_gt(length(colnames(data_list$shap_contrib)), 0)
# for multiclass without target class provided
data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2)
expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2))
# for multiclass with target class provided
data_list <- xgb.shap.data(data = as.matrix(iris[, -5]), model = mbst.Tree, top_n = 2, target_class = 0)
expect_equal(dim(data_list$shap_contrib), c(nrow(iris), 2))
})
test_that("xgb.shap.data works with subsampling", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2, subsample = 0.8)
expect_equal(NROW(data_list$data), as.integer(0.8 * nrow(sparse_matrix)))
expect_equal(NROW(data_list$data), NROW(data_list$shap_contrib))
})
test_that("prepare.ggplot.shap.data works", {
data_list <- xgb.shap.data(data = sparse_matrix, model = bst.Tree, top_n = 2)
plot_data <- prepare.ggplot.shap.data(data_list, normalize = TRUE)
expect_s3_class(plot_data, "data.frame")
expect_equal(names(plot_data), c("id", "feature", "feature_value", "shap_value"))
expect_s3_class(plot_data$feature, "factor")
# Each observation should have 1 row for each feature
expect_equal(nrow(plot_data), nrow(sparse_matrix) * 2)
})
test_that("xgb.plot.shap works", {
sh <- xgb.plot.shap(data = sparse_matrix, model = bst.Tree, top_n = 2, col = 4)
expect_equal(names(sh), c("data", "shap_contrib"))
})
test_that("xgb.plot.shap.summary works", {
expect_silent(xgb.plot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
expect_silent(xgb.ggplot.shap.summary(data = sparse_matrix, model = bst.Tree, top_n = 2))
})
test_that("check.deprecation works", {
ttt <- function(a = NNULL, DUMMY=NULL, ...) {
check.deprecation(...)
as.list((environment()))
}
res <- ttt(a = 1, DUMMY = 2, z = 3)
expect_equal(res, list(a = 1, DUMMY = 2))
expect_warning(
res <- ttt(a = 1, dummy = 22, z = 3)
, "\'dummy\' is deprecated")
expect_equal(res, list(a = 1, DUMMY = 22))
expect_warning(
res <- ttt(a = 1, dumm = 22, z = 3)
, "\'dumm\' was partially matched to \'dummy\'")
expect_equal(res, list(a = 1, DUMMY = 22))
})
test_that('convert.labels works', {
y <- c(0, 1, 0, 0, 1)
for (objective in c('binary:logistic', 'binary:logitraw', 'binary:hinge')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_s3_class(res, 'factor')
expect_equal(res, factor(res))
}
y <- c(0, 1, 3, 2, 1, 4)
for (objective in c('multi:softmax', 'multi:softprob', 'rank:pairwise', 'rank:ndcg',
'rank:map')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_s3_class(res, 'factor')
expect_equal(res, factor(res))
}
y <- c(1.2, 3.0, -1.0, 10.0)
for (objective in c('reg:squarederror', 'reg:squaredlogerror', 'reg:logistic',
'reg:pseudohubererror', 'count:poisson', 'survival:cox', 'survival:aft',
'reg:gamma', 'reg:tweedie')) {
res <- xgboost:::convert.labels(y, objective_name = objective)
expect_equal(class(res), 'numeric')
}
})