ml.dmlc.xgboost4j.java.BoosterImplTest.java Source code

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/*
 Copyright (c) 2014 by Contributors 
    
 Licensed under the Apache License, Version 2.0 (the "License");
 you may not use this file except in compliance with the License.
 You may obtain a copy of the License at
    
 http://www.apache.org/licenses/LICENSE-2.0
    
 Unless required by applicable law or agreed to in writing, software
 distributed under the License is distributed on an "AS IS" BASIS,
 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 See the License for the specific language governing permissions and
 limitations under the License.
 */
package ml.dmlc.xgboost4j.java;

import java.io.File;
import java.io.FileInputStream;
import java.io.FileOutputStream;
import java.io.IOException;
import java.nio.file.Files;
import java.nio.file.Path;
import java.util.Arrays;
import java.util.HashMap;
import java.util.Map;

import junit.framework.TestCase;
import org.apache.commons.logging.Log;
import org.apache.commons.logging.LogFactory;
import org.junit.Test;

/**
 * test cases for Booster
 *
 * @author hzx
 */
public class BoosterImplTest {
    public static class EvalError implements IEvaluation {
        private static final Log logger = LogFactory.getLog(EvalError.class);

        String evalMetric = "custom_error";

        public EvalError() {
        }

        @Override
        public String getMetric() {
            return evalMetric;
        }

        @Override
        public float eval(float[][] predicts, DMatrix dmat) {
            float error = 0f;
            float[] labels;
            try {
                labels = dmat.getLabel();
            } catch (XGBoostError ex) {
                logger.error(ex);
                return -1f;
            }
            int nrow = predicts.length;
            for (int i = 0; i < nrow; i++) {
                if (labels[i] == 0f && predicts[i][0] > 0) {
                    error++;
                } else if (labels[i] == 1f && predicts[i][0] <= 0) {
                    error++;
                }
            }

            return error / labels.length;
        }
    }

    private Booster trainBooster(DMatrix trainMat, DMatrix testMat) throws XGBoostError {
        //set params
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("eta", 1.0);
                put("max_depth", 2);
                put("silent", 1);
                put("objective", "binary:logistic");
            }
        };

        //set watchList
        HashMap<String, DMatrix> watches = new HashMap<String, DMatrix>();

        watches.put("train", trainMat);
        watches.put("test", testMat);

        //set round
        int round = 5;

        //train a boost model
        return XGBoost.train(trainMat, paramMap, round, watches, null, null);
    }

    @Test
    public void testBoosterBasic() throws XGBoostError, IOException {

        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");

        Booster booster = trainBooster(trainMat, testMat);

        //predict raw output
        float[][] predicts = booster.predict(testMat, true, 0);

        //eval
        IEvaluation eval = new EvalError();
        //error must be less than 0.1
        TestCase.assertTrue(eval.eval(predicts, testMat) < 0.1f);
    }

    @Test
    public void saveLoadModelWithPath() throws XGBoostError, IOException {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        IEvaluation eval = new EvalError();

        Booster booster = trainBooster(trainMat, testMat);
        // save and load
        File temp = File.createTempFile("temp", "model");
        temp.deleteOnExit();
        booster.saveModel(temp.getAbsolutePath());

        Booster bst2 = XGBoost.loadModel(temp.getAbsolutePath());
        assert (Arrays.equals(bst2.toByteArray(), booster.toByteArray()));
        float[][] predicts2 = bst2.predict(testMat, true, 0);
        TestCase.assertTrue(eval.eval(predicts2, testMat) < 0.1f);
    }

    @Test
    public void saveLoadModelWithStream() throws XGBoostError, IOException {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");

        Booster booster = trainBooster(trainMat, testMat);

        Path tempDir = Files.createTempDirectory("boosterTest-");
        File tempFile = Files.createTempFile("", "").toFile();
        booster.saveModel(new FileOutputStream(tempFile));
        IEvaluation eval = new EvalError();
        Booster loadedBooster = XGBoost.loadModel(new FileInputStream(tempFile));
        float originalPredictError = eval.eval(booster.predict(testMat, true), testMat);
        TestCase.assertTrue("originalPredictErr:" + originalPredictError, originalPredictError < 0.1f);
        float loadedPredictError = eval.eval(loadedBooster.predict(testMat, true), testMat);
        TestCase.assertTrue("loadedPredictErr:" + loadedPredictError, loadedPredictError < 0.1f);
    }

    private void testWithFastHisto(DMatrix trainingSet, Map<String, DMatrix> watches, int round,
            Map<String, Object> paramMap, float threshold) throws XGBoostError {
        float[][] metrics = new float[watches.size()][round];
        Booster booster = XGBoost.train(trainingSet, paramMap, round, watches, metrics, null, null);
        for (int i = 0; i < metrics.length; i++)
            for (int j = 1; j < metrics[i].length; j++) {
                TestCase.assertTrue(metrics[i][j] >= metrics[i][j - 1]);
            }
        for (int i = 0; i < metrics.length; i++)
            for (int j = 0; j < metrics[i].length; j++) {
                TestCase.assertTrue(metrics[i][j] >= threshold);
            }
        booster.dispose();
    }

    @Test
    public void testFastHistoDepthWise() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        // testBoosterWithFastHistogram(trainMat, testMat);
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("max_depth", 3);
                put("silent", 1);
                put("objective", "binary:logistic");
                put("tree_method", "hist");
                put("grow_policy", "depthwise");
                put("eval_metric", "auc");
            }
        };
        Map<String, DMatrix> watches = new HashMap<>();
        watches.put("training", trainMat);
        watches.put("test", testMat);
        testWithFastHisto(trainMat, watches, 10, paramMap, 0.0f);
    }

    @Test
    public void testFastHistoLossGuide() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        // testBoosterWithFastHistogram(trainMat, testMat);
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("max_depth", 0);
                put("silent", 1);
                put("objective", "binary:logistic");
                put("tree_method", "hist");
                put("grow_policy", "lossguide");
                put("max_leaves", 8);
                put("eval_metric", "auc");
            }
        };
        Map<String, DMatrix> watches = new HashMap<>();
        watches.put("training", trainMat);
        watches.put("test", testMat);
        testWithFastHisto(trainMat, watches, 10, paramMap, 0.0f);
    }

    @Test
    public void testFastHistoLossGuideMaxBin() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        // testBoosterWithFastHistogram(trainMat, testMat);
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("max_depth", 0);
                put("silent", 1);
                put("objective", "binary:logistic");
                put("tree_method", "hist");
                put("grow_policy", "lossguide");
                put("max_leaves", 8);
                put("max_bins", 16);
                put("eval_metric", "auc");
            }
        };
        Map<String, DMatrix> watches = new HashMap<>();
        watches.put("training", trainMat);
        testWithFastHisto(trainMat, watches, 10, paramMap, 0.0f);
    }

    @Test
    public void testDumpModelJson() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");

        Booster booster = trainBooster(trainMat, testMat);
        String[] dump = booster.getModelDump("", false, "json");
        TestCase.assertEquals("  { \"nodeid\":", dump[0].substring(0, 13));
    }

    @Test
    public void testFastHistoDepthwiseMaxDepth() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        // testBoosterWithFastHistogram(trainMat, testMat);
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("max_depth", 3);
                put("silent", 1);
                put("objective", "binary:logistic");
                put("tree_method", "hist");
                put("max_depth", 2);
                put("grow_policy", "depthwise");
                put("eval_metric", "auc");
            }
        };
        Map<String, DMatrix> watches = new HashMap<>();
        watches.put("training", trainMat);
        testWithFastHisto(trainMat, watches, 10, paramMap, 0.85f);
    }

    @Test
    public void testFastHistoDepthwiseMaxDepthMaxBin() throws XGBoostError {
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");
        DMatrix testMat = new DMatrix("../../demo/data/agaricus.txt.test");
        // testBoosterWithFastHistogram(trainMat, testMat);
        Map<String, Object> paramMap = new HashMap<String, Object>() {
            {
                put("max_depth", 3);
                put("silent", 1);
                put("objective", "binary:logistic");
                put("tree_method", "hist");
                put("max_depth", 2);
                put("max_bin", 2);
                put("grow_policy", "depthwise");
                put("eval_metric", "auc");
            }
        };
        Map<String, DMatrix> watches = new HashMap<>();
        watches.put("training", trainMat);
        testWithFastHisto(trainMat, watches, 10, paramMap, 0.85f);
    }

    /**
     * test cross valiation
     *
     * @throws XGBoostError
     */
    @Test
    public void testCV() throws XGBoostError {
        //load train mat
        DMatrix trainMat = new DMatrix("../../demo/data/agaricus.txt.train");

        //set params
        Map<String, Object> param = new HashMap<String, Object>() {
            {
                put("eta", 1.0);
                put("max_depth", 3);
                put("silent", 1);
                put("nthread", 6);
                put("objective", "binary:logistic");
                put("gamma", 1.0);
                put("eval_metric", "error");
            }
        };

        //do 5-fold cross validation
        int round = 2;
        int nfold = 5;
        String[] evalHist = XGBoost.crossValidation(trainMat, param, round, nfold, null, null, null);
    }
}