xgboost_lib-sys 3.0.5

Native bindings to the xgboost library
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from typing import Tuple

import numpy as np
import pytest

import xgboost as xgb
from xgboost import testing as tm
from xgboost.testing.updater import get_basescore

rng = np.random.RandomState(1994)


class TestEarlyStopping:
    @pytest.mark.skipif(**tm.no_sklearn())
    def test_early_stopping_nonparallel(self):
        from sklearn.datasets import load_digits
        from sklearn.model_selection import train_test_split

        X, y = load_digits(n_class=2, return_X_y=True)
        X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
        clf1 = xgb.XGBClassifier(
            learning_rate=0.1, early_stopping_rounds=5, eval_metric="auc"
        )
        clf1.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        clf2 = xgb.XGBClassifier(
            learning_rate=0.1, early_stopping_rounds=4, eval_metric="auc"
        )
        clf2.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        # should be the same
        assert clf1.best_score == clf2.best_score
        assert clf1.best_score != 1
        # check overfit
        clf3 = xgb.XGBClassifier(
            learning_rate=0.1, eval_metric="auc", early_stopping_rounds=10
        )
        clf3.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        base_score = get_basescore(clf3)
        assert 0.53 > base_score > 0.5

        clf3 = xgb.XGBClassifier(
            learning_rate=0.1,
            base_score=0.5,
            eval_metric="auc",
            early_stopping_rounds=10,
        )
        clf3.fit(X_train, y_train, eval_set=[(X_test, y_test)])

        assert clf3.best_score == 1

    @staticmethod
    def assert_metrics_length(cv, expected_length):
        for key, value in cv.items():
            assert len(value) == expected_length

    @pytest.mark.skipif(**tm.no_sklearn())
    def test_cv_early_stopping(self) -> None:
        from sklearn.datasets import load_digits

        X, y = load_digits(n_class=2, return_X_y=True)
        dm = xgb.DMatrix(X, label=y)
        params = {
            "max_depth": 2,
            "eta": 1,
            "objective": "binary:logistic",
            "eval_metric": "error",
        }

        def evalerror(preds: np.ndarray, dtrain: xgb.DMatrix) -> Tuple[str, float]:
            from sklearn.metrics import mean_squared_error

            labels = dtrain.get_label()
            return "rmse", mean_squared_error(labels, preds)

        cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, early_stopping_rounds=10)
        self.assert_metrics_length(cv, 10)
        cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, early_stopping_rounds=5)
        self.assert_metrics_length(cv, 3)
        cv = xgb.cv(params, dm, num_boost_round=10, nfold=10, early_stopping_rounds=1)
        self.assert_metrics_length(cv, 1)

        cv = xgb.cv(
            params,
            dm,
            num_boost_round=10,
            nfold=10,
            custom_metric=evalerror,
            early_stopping_rounds=10,
        )
        self.assert_metrics_length(cv, 10)
        cv = xgb.cv(
            params,
            dm,
            num_boost_round=10,
            nfold=10,
            custom_metric=evalerror,
            early_stopping_rounds=1,
        )
        self.assert_metrics_length(cv, 5)
        cv = xgb.cv(
            params,
            dm,
            num_boost_round=10,
            nfold=10,
            custom_metric=evalerror,
            maximize=True,
            early_stopping_rounds=1,
        )
        self.assert_metrics_length(cv, 1)

        with pytest.raises(ValueError, match="`save_best`"):
            cv = xgb.cv(
                params,
                dm,
                num_boost_round=10,
                nfold=10,
                early_stopping_rounds=1,
                callbacks=[xgb.callback.EarlyStopping(3, save_best=True)],
            )

    @pytest.mark.skipif(**tm.no_sklearn())
    @pytest.mark.skipif(**tm.no_pandas())
    def test_cv_early_stopping_with_multiple_eval_sets_and_metrics(self):
        from sklearn.datasets import load_breast_cancer

        X, y = load_breast_cancer(return_X_y=True)
        dm = xgb.DMatrix(X, label=y)
        params = {"objective": "binary:logistic"}

        metrics = [
            ["auc"],
            ["error"],
            ["logloss"],
            ["logloss", "auc"],
            ["logloss", "error"],
            ["error", "logloss"],
        ]

        num_iteration_history = []

        # If more than one metrics is given, early stopping should use the last metric
        for i, m in enumerate(metrics):
            result = xgb.cv(
                params,
                dm,
                num_boost_round=1000,
                nfold=5,
                stratified=True,
                metrics=m,
                early_stopping_rounds=20,
                seed=42,
            )
            num_iteration_history.append(len(result))
            df = result["test-{}-mean".format(m[-1])]
            # When early stopping is invoked, the last metric should be as best it can be.
            if m[-1] == "auc":
                assert np.all(df <= df.iloc[-1])
            else:
                assert np.all(df >= df.iloc[-1])
        assert num_iteration_history[:3] == num_iteration_history[3:]