/
test_glm.R
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test_glm.R
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context('Test generalized linear models')
require(xgboost)
test_that("gblinear works", {
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
param <- list(objective = "binary:logistic", eval_metric = "error", booster = "gblinear",
nthread = 2, eta = 0.8, alpha = 0.0001, lambda = 0.0001)
watchlist <- list(eval = dtest, train = dtrain)
n <- 5 # iterations
ERR_UL <- 0.005 # upper limit for the test set error
VERB <- 0 # chatterbox switch
param$updater <- 'shotgun'
bst <- xgb.train(param, dtrain, n, watchlist, verbose = VERB, feature_selector = 'shuffle')
ypred <- predict(bst, dtest)
expect_equal(length(getinfo(dtest, 'label')), 1611)
expect_lt(bst$evaluation_log$eval_error[n], ERR_UL)
bst <- xgb.train(param, dtrain, n, watchlist, verbose = VERB, feature_selector = 'cyclic',
callbacks = list(cb.gblinear.history()))
expect_lt(bst$evaluation_log$eval_error[n], ERR_UL)
h <- xgb.gblinear.history(bst)
expect_equal(dim(h), c(n, ncol(dtrain) + 1))
expect_is(h, "matrix")
param$updater <- 'coord_descent'
bst <- xgb.train(param, dtrain, n, watchlist, verbose = VERB, feature_selector = 'cyclic')
expect_lt(bst$evaluation_log$eval_error[n], ERR_UL)
bst <- xgb.train(param, dtrain, n, watchlist, verbose = VERB, feature_selector = 'shuffle')
expect_lt(bst$evaluation_log$eval_error[n], ERR_UL)
bst <- xgb.train(param, dtrain, 2, watchlist, verbose = VERB, feature_selector = 'greedy')
expect_lt(bst$evaluation_log$eval_error[2], ERR_UL)
bst <- xgb.train(param, dtrain, n, watchlist, verbose = VERB, feature_selector = 'thrifty',
top_k = 50, callbacks = list(cb.gblinear.history(sparse = TRUE)))
expect_lt(bst$evaluation_log$eval_error[n], ERR_UL)
h <- xgb.gblinear.history(bst)
expect_equal(dim(h), c(n, ncol(dtrain) + 1))
expect_s4_class(h, "dgCMatrix")
})
test_that("gblinear early stopping works", {
data(agaricus.train, package = 'xgboost')
data(agaricus.test, package = 'xgboost')
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
dtest <- xgb.DMatrix(agaricus.test$data, label = agaricus.test$label)
param <- list(
objective = "binary:logistic", eval_metric = "error", booster = "gblinear",
nthread = 2, eta = 0.8, alpha = 0.0001, lambda = 0.0001,
updater = "coord_descent"
)
es_round <- 1
n <- 10
booster <- xgb.train(
param, dtrain, n, list(eval = dtest, train = dtrain), early_stopping_rounds = es_round
)
expect_equal(booster$best_iteration, 5)
predt_es <- predict(booster, dtrain)
n <- booster$best_iteration + es_round
booster <- xgb.train(
param, dtrain, n, list(eval = dtest, train = dtrain), early_stopping_rounds = es_round
)
predt <- predict(booster, dtrain)
expect_equal(predt_es, predt)
})