Python API Reference
This page gives the Python API reference of xgboost, please also refer to Python Package Introduction for more information about the Python package.
Global Configuration
- xgboost.config_context(**new_config)
Context manager for global XGBoost configuration.
Global configuration consists of a collection of parameters that can be applied in theglobal scope. SeeGlobal Configuration for the full list of parameters supported inthe global configuration.
Note
All settings, not just those presently modified, will be returned to theirprevious values when the context manager is exited. This is not thread-safe.
Added in version 1.4.0.
- Parameters:
new_config (Dict[str,Any]) – Keyword arguments representing the parameters and their values
- Return type:
Iterator[None]
Example
importxgboostasxgb# Show all messages, including ones pertaining to debuggingxgb.set_config(verbosity=2)# Get current value of global configuration# This is a dict containing all parameters in the global configuration,# including 'verbosity'config=xgb.get_config()assertconfig['verbosity']==2# Example of using the context manager xgb.config_context().# The context manager will restore the previous value of the global# configuration upon exiting.withxgb.config_context(verbosity=0):# Suppress warning caused by model generated with XGBoost version < 1.0.0bst=xgb.Booster(model_file='./old_model.bin')assertxgb.get_config()['verbosity']==2# old value restored
Nested configuration context is also supported:
Example
withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3withxgb.config_context(verbosity=2):assertxgb.get_config()["verbosity"]==2xgb.set_config(verbosity=2)assertxgb.get_config()["verbosity"]==2withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3
See also
set_config
Set global XGBoost configuration
get_config
Get current values of the global configuration
- xgboost.set_config(**new_config)
Set global configuration.
Global configuration consists of a collection of parameters that can be applied in theglobal scope. SeeGlobal Configuration for the full list of parameters supported inthe global configuration.
Added in version 1.4.0.
- Parameters:
new_config (Dict[str,Any]) – Keyword arguments representing the parameters and their values
- Return type:
None
Example
importxgboostasxgb# Show all messages, including ones pertaining to debuggingxgb.set_config(verbosity=2)# Get current value of global configuration# This is a dict containing all parameters in the global configuration,# including 'verbosity'config=xgb.get_config()assertconfig['verbosity']==2# Example of using the context manager xgb.config_context().# The context manager will restore the previous value of the global# configuration upon exiting.withxgb.config_context(verbosity=0):# Suppress warning caused by model generated with XGBoost version < 1.0.0bst=xgb.Booster(model_file='./old_model.bin')assertxgb.get_config()['verbosity']==2# old value restored
Nested configuration context is also supported:
Example
withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3withxgb.config_context(verbosity=2):assertxgb.get_config()["verbosity"]==2xgb.set_config(verbosity=2)assertxgb.get_config()["verbosity"]==2withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3
- xgboost.get_config()
Get current values of the global configuration.
Global configuration consists of a collection of parameters that can be applied in theglobal scope. SeeGlobal Configuration for the full list of parameters supported inthe global configuration.
Added in version 1.4.0.
- Returns:
args – The list of global parameters and their values
- Return type:
Dict[str, Any]
Example
importxgboostasxgb# Show all messages, including ones pertaining to debuggingxgb.set_config(verbosity=2)# Get current value of global configuration# This is a dict containing all parameters in the global configuration,# including 'verbosity'config=xgb.get_config()assertconfig['verbosity']==2# Example of using the context manager xgb.config_context().# The context manager will restore the previous value of the global# configuration upon exiting.withxgb.config_context(verbosity=0):# Suppress warning caused by model generated with XGBoost version < 1.0.0bst=xgb.Booster(model_file='./old_model.bin')assertxgb.get_config()['verbosity']==2# old value restored
Nested configuration context is also supported:
Example
withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3withxgb.config_context(verbosity=2):assertxgb.get_config()["verbosity"]==2xgb.set_config(verbosity=2)assertxgb.get_config()["verbosity"]==2withxgb.config_context(verbosity=3):assertxgb.get_config()["verbosity"]==3
- xgboost.build_info()
Build information of XGBoost. The returned value format is not stable. Also,please note that build time dependency is not the same as runtime dependency. Forinstance, it’s possible to build XGBoost with older CUDA version but run it with thelastest one.
Added in version 1.6.0.
- Return type:
Core Data Structure
Core XGBoost Library.
- classxgboost.DMatrix(data,label=None,*,weight=None,base_margin=None,missing=None,silent=False,feature_names=None,feature_types=None,nthread=None,group=None,qid=None,label_lower_bound=None,label_upper_bound=None,feature_weights=None,enable_categorical=False,data_split_mode=DataSplitMode.ROW)
Bases:
object
Data Matrix used in XGBoost.
DMatrix is an internal data structure that is used by XGBoost, which is optimizedfor both memory efficiency and training speed. You can construct DMatrix frommultiple different sources of data.
- Parameters:
data (Any) –
Data source of DMatrix. SeeSupported data structures for various XGBoost functions for a list of supported inputtypes.
Note that, if passing an iterator, itwill cache data on disk, and notethat fields like
label
will be concatenated in-memory from multiplecalls to the iterator.label (Any |None) – Label of the training data.
weight (Any |None) –
Weight for each instance.
Note
For ranking task, weights are per-group. In ranking task, one weightis assigned to each group (not each data point). This is because weonly care about the relative ordering of data points within each group,so it doesn’t make sense to assign weights to individual data points.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
missing (float |None) – Value in the input data which needs to be present as a missing value. IfNone, defaults to np.nan.
silent (bool) – Whether print messages during construction
feature_names (Sequence[str]|None) – Set names for features.
feature_types (Sequence[str]|None) –
Set types for features. Ifdata is a DataFrame type and passingenable_categorical=True, the types will be deduced automaticallyfrom the column types.
Otherwise, one can pass a list-like input with the same length as numberof columns indata, with the following possible values:
”c”, which represents categorical columns.
”q”, which represents numeric columns.
”int”, which represents integer columns.
”i”, which represents boolean columns.
Note that, while categorical types are treated differently fromthe rest for model fitting purposes, the other types do not influencethe generated model, but have effects in other functionalities such asfeature importances.
For categorical features, the input is assumed to be preprocessed andencoded by the users. The encoding can be done via
sklearn.preprocessing.OrdinalEncoder
or pandas dataframe.cat.codes method. This is useful when users want to specify categoricalfeatures without having to construct a dataframe as input.nthread (int |None) – Number of threads to use for loading data when parallelization isapplicable. If -1, uses maximum threads available on the system.
group (Any |None) – Group size for all ranking group.
qid (Any |None) – Query ID for data samples, used for ranking.
label_lower_bound (Any |None) – Lower bound for survival training.
label_upper_bound (Any |None) – Upper bound for survival training.
feature_weights (Any |None) – Set feature weights for column sampling.
enable_categorical (bool) –
Added in version 1.3.0.
Note
This parameter is experimental
Experimental support of specializing for categorical features. SeeCategorical Data for more info.
If passingTrue anddata is a data frame (from supported libraries suchas Pandas, Modin or cuDF), The DMatrix recognizes categorical columns andautomatically set thefeature_types parameter. Ifdata is not a dataframe, this argument is ignored.
If passingFalse anddata is a data frame with categorical columns, itwill result in an error.
See notes in the
DataIter
for consistency requirement when theinput is an iterator.Changed in version 3.1.0.
XGBoost can remember the encoding of categories when the input is adataframe.
data_split_mode (DataSplitMode)
- data_split_mode()
Get the data split mode of the DMatrix.
Added in version 2.1.0.
- Return type:
DataSplitMode
- propertyfeature_names:Sequence[str]|None
Labels for features (column labels).
Setting it to
None
resets existing feature names.
- propertyfeature_types:Sequence[str]|None
Type of features (column types).
This is for displaying the results and categorical data support. See
DMatrix
for details.Setting it to
None
resets existing feature types.
- get_base_margin()
Get the base margin of the DMatrix.
- Return type:
base_margin
- get_categories()
Get the categories in the dataset usingpyarrow. ReturnsNone if there’sno categorical features.
Warning
This function is still working in progress.
Added in version 3.1.0.
- get_data()
Get the predictors from DMatrix as a CSR matrix. This getter is mostly fortesting purposes. If this is a quantized DMatrix then quantized values arereturned instead of input values.
Added in version 1.7.0.
- Return type:
- get_float_info(field)
Get float property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of float information of the data
- Return type:
array
- get_group()
Get the group of the DMatrix.
- Return type:
group
- get_label()
Get the label of the DMatrix.
- Returns:
label
- Return type:
array
- get_quantile_cut()
Get quantile cuts for quantization.
Added in version 2.0.0.
- get_uint_info(field)
Get unsigned integer property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of unsigned integer information of the data
- Return type:
array
- get_weight()
Get the weight of the DMatrix.
- Returns:
weight
- Return type:
array
- num_nonmissing()
Get the number of non-missing values in the DMatrix.
Added in version 1.7.0.
- Return type:
- save_binary(fname,silent=True)
Save DMatrix to an XGBoost buffer. Saved binary can be later loadedby providing the path to
xgboost.DMatrix()
as input.- Parameters:
fname (string oros.PathLike) – Name of the output buffer file.
silent (bool (optional; default: True)) – If set, the output is suppressed.
- Return type:
None
- set_base_margin(margin)
Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to bebase_margin However, remember margin is needed, instead of transformedprediction e.g. for logistic regression: need to put in value beforelogistic transformation see also example/demo.py
- Parameters:
margin (array like) – Prediction margin of each datapoint
- Return type:
None
- set_float_info(field,data)
Set float type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_float_info_npy2d(field,data)
- Set float type property into the DMatrix
for numpy 2d array input
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_group(group)
Set group size of DMatrix (used for ranking).
- Parameters:
group (array like) – Group size of each group
- Return type:
None
- set_info(*,label=None,weight=None,base_margin=None,group=None,qid=None,label_lower_bound=None,label_upper_bound=None,feature_names=None,feature_types=None,feature_weights=None)
Set meta info for DMatrix. See doc string for
xgboost.DMatrix
.
- set_label(label)
Set label of dmatrix
- Parameters:
label (array like) – The label information to be set into DMatrix
- Return type:
None
- set_uint_info(field,data)
Set uint type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_weight(weight)
Set weight of each instance.
- Parameters:
weight (array like) –
Weight for each data point
Note
For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not eachdata point). This is because we only care about the relativeordering of data points within each group, so it doesn’t makesense to assign weights to individual data points.
- Return type:
None
- slice(rindex,allow_groups=False)
Slice the DMatrix and return a new DMatrix that only containsrindex.
- classxgboost.QuantileDMatrix(data,label=None,*,weight=None,base_margin=None,missing=None,silent=False,feature_names=None,feature_types=None,nthread=None,max_bin=None,ref=None,group=None,qid=None,label_lower_bound=None,label_upper_bound=None,feature_weights=None,enable_categorical=False,max_quantile_batches=None,data_split_mode=DataSplitMode.ROW)
Bases:
DMatrix
,_RefMixIn
A DMatrix variant that generates quantilized data directly from input for the
hist
tree method. This DMatrix is primarily designed to save memory in trainingby avoiding intermediate storage. Setmax_bin
to control the number of binsduring quantisation, which should be consistent with the training parametermax_bin
. WhenQuantileDMatrix
is used for validation/test dataset,ref
should be anotherQuantileDMatrix
orDMatrix
, but not recommended as itdefeats the purpose of saving memory) constructed from training dataset. Seexgboost.DMatrix
for documents on meta info.Note
Do not use
QuantileDMatrix
as validation/test dataset without supplying areference (the training dataset)QuantileDMatrix
usingref
as someinformation may be lost in quantisation.Added in version 1.7.0.
Examples
fromsklearn.datasetsimportmake_regressionfromsklearn.model_selectionimporttrain_test_splitX,y=make_regression()X_train,X_test,y_train,y_test=train_test_split(X,y)Xy_train=xgb.QuantileDMatrix(X_train,y_train)# It's necessary to have the training DMatrix as a reference for valid# quantiles.Xy_test=xgb.QuantileDMatrix(X_test,y_test,ref=Xy_train)
- Parameters:
max_bin (int |None) – The number of histogram bin, should be consistent with the training parameter
max_bin
.ref (DMatrix |None) – The training dataset that provides quantile information, needed when creatingvalidation/test dataset with
QuantileDMatrix
. Supplying the training DMatrixas a reference means that the same quantisation applied to the training data isapplied to the validation/test datamax_quantile_batches (int |None) –
For GPU-based inputs from an iterator, XGBoost handles incoming batches withmultiple growing substreams. This parameter sets the maximum number of batchesbefore XGBoost can cut the sub-stream and create a new one. This can help boundthe memory usage. By default, XGBoost grows a sub-stream exponentially untilbatches are exhausted. This option is only used for the training dataset and thedefault is None (unbounded). Lastly, if thedata is a single batch instead of aniterator, this parameter has no effect.
Added in version 3.0.0.
Warning
This is an experimental parameter and subject to change.
data (Any) –
Data source of DMatrix. SeeSupported data structures for various XGBoost functions for a list of supported inputtypes.
Note that, if passing an iterator, itwill cache data on disk, and notethat fields like
label
will be concatenated in-memory from multiplecalls to the iterator.label (Any |None) – Label of the training data.
weight (Any |None) –
Weight for each instance.
Note
For ranking task, weights are per-group. In ranking task, one weightis assigned to each group (not each data point). This is because weonly care about the relative ordering of data points within each group,so it doesn’t make sense to assign weights to individual data points.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
missing (float |None) – Value in the input data which needs to be present as a missing value. IfNone, defaults to np.nan.
silent (bool) – Whether print messages during construction
feature_names (Sequence[str]|None) – Set names for features.
feature_types (Sequence[str]|None) –
Set types for features. Ifdata is a DataFrame type and passingenable_categorical=True, the types will be deduced automaticallyfrom the column types.
Otherwise, one can pass a list-like input with the same length as numberof columns indata, with the following possible values:
”c”, which represents categorical columns.
”q”, which represents numeric columns.
”int”, which represents integer columns.
”i”, which represents boolean columns.
Note that, while categorical types are treated differently fromthe rest for model fitting purposes, the other types do not influencethe generated model, but have effects in other functionalities such asfeature importances.
For categorical features, the input is assumed to be preprocessed andencoded by the users. The encoding can be done via
sklearn.preprocessing.OrdinalEncoder
or pandas dataframe.cat.codes method. This is useful when users want to specify categoricalfeatures without having to construct a dataframe as input.nthread (int |None) – Number of threads to use for loading data when parallelization isapplicable. If -1, uses maximum threads available on the system.
group (Any |None) – Group size for all ranking group.
qid (Any |None) – Query ID for data samples, used for ranking.
label_lower_bound (Any |None) – Lower bound for survival training.
label_upper_bound (Any |None) – Upper bound for survival training.
feature_weights (Any |None) – Set feature weights for column sampling.
enable_categorical (bool) –
Added in version 1.3.0.
Note
This parameter is experimental
Experimental support of specializing for categorical features. SeeCategorical Data for more info.
If passingTrue anddata is a data frame (from supported libraries suchas Pandas, Modin or cuDF), The DMatrix recognizes categorical columns andautomatically set thefeature_types parameter. Ifdata is not a dataframe, this argument is ignored.
If passingFalse anddata is a data frame with categorical columns, itwill result in an error.
See notes in the
DataIter
for consistency requirement when theinput is an iterator.Changed in version 3.1.0.
XGBoost can remember the encoding of categories when the input is adataframe.
data_split_mode (DataSplitMode)
- data_split_mode()
Get the data split mode of the DMatrix.
Added in version 2.1.0.
- Return type:
DataSplitMode
- propertyfeature_names:Sequence[str]|None
Labels for features (column labels).
Setting it to
None
resets existing feature names.
- propertyfeature_types:Sequence[str]|None
Type of features (column types).
This is for displaying the results and categorical data support. See
DMatrix
for details.Setting it to
None
resets existing feature types.
- get_base_margin()
Get the base margin of the DMatrix.
- Return type:
base_margin
- get_categories()
Get the categories in the dataset usingpyarrow. ReturnsNone if there’sno categorical features.
Warning
This function is still working in progress.
Added in version 3.1.0.
- get_data()
Get the predictors from DMatrix as a CSR matrix. This getter is mostly fortesting purposes. If this is a quantized DMatrix then quantized values arereturned instead of input values.
Added in version 1.7.0.
- Return type:
- get_float_info(field)
Get float property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of float information of the data
- Return type:
array
- get_group()
Get the group of the DMatrix.
- Return type:
group
- get_label()
Get the label of the DMatrix.
- Returns:
label
- Return type:
array
- get_quantile_cut()
Get quantile cuts for quantization.
Added in version 2.0.0.
- get_uint_info(field)
Get unsigned integer property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of unsigned integer information of the data
- Return type:
array
- get_weight()
Get the weight of the DMatrix.
- Returns:
weight
- Return type:
array
- num_nonmissing()
Get the number of non-missing values in the DMatrix.
Added in version 1.7.0.
- Return type:
- save_binary(fname,silent=True)
Save DMatrix to an XGBoost buffer. Saved binary can be later loadedby providing the path to
xgboost.DMatrix()
as input.- Parameters:
fname (string oros.PathLike) – Name of the output buffer file.
silent (bool (optional; default: True)) – If set, the output is suppressed.
- Return type:
None
- set_base_margin(margin)
Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to bebase_margin However, remember margin is needed, instead of transformedprediction e.g. for logistic regression: need to put in value beforelogistic transformation see also example/demo.py
- Parameters:
margin (array like) – Prediction margin of each datapoint
- Return type:
None
- set_float_info(field,data)
Set float type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_float_info_npy2d(field,data)
- Set float type property into the DMatrix
for numpy 2d array input
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_group(group)
Set group size of DMatrix (used for ranking).
- Parameters:
group (array like) – Group size of each group
- Return type:
None
- set_info(*,label=None,weight=None,base_margin=None,group=None,qid=None,label_lower_bound=None,label_upper_bound=None,feature_names=None,feature_types=None,feature_weights=None)
Set meta info for DMatrix. See doc string for
xgboost.DMatrix
.
- set_label(label)
Set label of dmatrix
- Parameters:
label (array like) – The label information to be set into DMatrix
- Return type:
None
- set_uint_info(field,data)
Set uint type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_weight(weight)
Set weight of each instance.
- Parameters:
weight (array like) –
Weight for each data point
Note
For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not eachdata point). This is because we only care about the relativeordering of data points within each group, so it doesn’t makesense to assign weights to individual data points.
- Return type:
None
- slice(rindex,allow_groups=False)
Slice the DMatrix and return a new DMatrix that only containsrindex.
- classxgboost.ExtMemQuantileDMatrix(data,*,missing=None,nthread=None,max_bin=None,ref=None,enable_categorical=False,max_quantile_batches=None,cache_host_ratio=None)
Bases:
DMatrix
,_RefMixIn
The external memory version of the
QuantileDMatrix
.SeeUsing XGBoost External Memory Version for explanation and usage examples, and
QuantileDMatrix
for parameter document.Warning
This is an experimental feature and subject to change.
Added in version 3.0.0.
- Parameters:
max_quantile_batches (int |None) – See
QuantileDMatrix
.cache_host_ratio (float |None) –
Added in version 3.1.0.
Used by the GPU implementation. For GPU-based inputs, XGBoost can split thecache into host and device caches to reduce the data transfer overhead. Thisparameter specifies the size of host cache compared to the size of theentire cache:\(host / (host + device)\).
SeeAdaptive Cache for more info.
missing (float |None)
nthread (int |None)
max_bin (int |None)
ref (DMatrix |None)
enable_categorical (bool)
- data_split_mode()
Get the data split mode of the DMatrix.
Added in version 2.1.0.
- Return type:
DataSplitMode
- propertyfeature_names:Sequence[str]|None
Labels for features (column labels).
Setting it to
None
resets existing feature names.
- propertyfeature_types:Sequence[str]|None
Type of features (column types).
This is for displaying the results and categorical data support. See
DMatrix
for details.Setting it to
None
resets existing feature types.
- get_base_margin()
Get the base margin of the DMatrix.
- Return type:
base_margin
- get_categories()
Get the categories in the dataset usingpyarrow. ReturnsNone if there’sno categorical features.
Warning
This function is still working in progress.
Added in version 3.1.0.
- get_data()
Get the predictors from DMatrix as a CSR matrix. This getter is mostly fortesting purposes. If this is a quantized DMatrix then quantized values arereturned instead of input values.
Added in version 1.7.0.
- Return type:
- get_float_info(field)
Get float property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of float information of the data
- Return type:
array
- get_group()
Get the group of the DMatrix.
- Return type:
group
- get_label()
Get the label of the DMatrix.
- Returns:
label
- Return type:
array
- get_quantile_cut()
Get quantile cuts for quantization.
Added in version 2.0.0.
- get_uint_info(field)
Get unsigned integer property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of unsigned integer information of the data
- Return type:
array
- get_weight()
Get the weight of the DMatrix.
- Returns:
weight
- Return type:
array
- num_nonmissing()
Get the number of non-missing values in the DMatrix.
Added in version 1.7.0.
- Return type:
- save_binary(fname,silent=True)
Save DMatrix to an XGBoost buffer. Saved binary can be later loadedby providing the path to
xgboost.DMatrix()
as input.- Parameters:
fname (string oros.PathLike) – Name of the output buffer file.
silent (bool (optional; default: True)) – If set, the output is suppressed.
- Return type:
None
- set_base_margin(margin)
Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to bebase_margin However, remember margin is needed, instead of transformedprediction e.g. for logistic regression: need to put in value beforelogistic transformation see also example/demo.py
- Parameters:
margin (array like) – Prediction margin of each datapoint
- Return type:
None
- set_float_info(field,data)
Set float type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_float_info_npy2d(field,data)
- Set float type property into the DMatrix
for numpy 2d array input
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_group(group)
Set group size of DMatrix (used for ranking).
- Parameters:
group (array like) – Group size of each group
- Return type:
None
- set_info(*,label=None,weight=None,base_margin=None,group=None,qid=None,label_lower_bound=None,label_upper_bound=None,feature_names=None,feature_types=None,feature_weights=None)
Set meta info for DMatrix. See doc string for
xgboost.DMatrix
.
- set_label(label)
Set label of dmatrix
- Parameters:
label (array like) – The label information to be set into DMatrix
- Return type:
None
- set_uint_info(field,data)
Set uint type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_weight(weight)
Set weight of each instance.
- Parameters:
weight (array like) –
Weight for each data point
Note
For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not eachdata point). This is because we only care about the relativeordering of data points within each group, so it doesn’t makesense to assign weights to individual data points.
- Return type:
None
- slice(rindex,allow_groups=False)
Slice the DMatrix and return a new DMatrix that only containsrindex.
- classxgboost.Booster(params=None,cache=None,model_file=None)
Bases:
object
A Booster of XGBoost.
Booster is the model of xgboost, that contains low level routines fortraining, prediction and evaluation.
- Parameters:
- __getitem__(val)
Get a slice of the tree-based model. Attributes likebest_iteration andbest_score are removed in the resulting booster.
Added in version 1.3.0.
- attr(key)
Get attribute string from the Booster.
- Parameters:
key (str) – The key to get attribute from.
- Returns:
The attribute value of the key, returns None if attribute do not exist.
- Return type:
value
- attributes()
Get attributes stored in the Booster as a dictionary.
- Returns:
result – Returns an empty dict if there’s no attributes.
- Return type:
dictionary of attribute_name: attribute_value pairs of strings.
- boost(dtrain,iteration,grad,hess)
Boost the booster for one iteration with customized gradient statistics.Like
xgboost.Booster.update()
, this function should not be calleddirectly by users.
- copy()
Copy the booster object.
- Returns:
A copied booster model
- Return type:
booster
- dump_model(fout,fmap='',with_stats=False,dump_format='text')
Dump model into a text or JSON file. Unlike
save_model()
, theoutput format is primarily used for visualization or interpretation,hence it’s more human readable but cannot be loaded back to XGBoost.
- eval(data,name='eval',iteration=0)
Evaluate the model on mat.
- eval_set(evals,iteration=0,feval=None,output_margin=True)
Evaluate a set of data.
- propertyfeature_names:Sequence[str]|None
Feature names for this booster. Can be directly set by input data or byassignment.
- propertyfeature_types:Sequence[str]|None
Feature types for this booster. Can be directly set by input data or byassignment. See
DMatrix
for details.
- get_categories()
Get the categories in the dataset usingpyarrow. ReturnsNone if there’sno categorical features.
Warning
This function is still working in progress.
Added in version 3.1.0.
- get_dump(fmap='',with_stats=False,dump_format='text')
Returns the model dump as a list of strings. Unlike
save_model()
,the output format is primarily used for visualization or interpretation, henceit’s more human readable but cannot be loaded back to XGBoost.
- get_fscore(fmap='')
Get feature importance of each feature.
Note
Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature,i.e. those features that have not been used in any split conditions.
- get_score(fmap='',importance_type='weight')
Get feature importance of each feature.For tree model Importance type can be defined as:
‘weight’: the number of times a feature is used to split the data across all trees.
‘gain’: the average gain across all splits the feature is used in.
‘cover’: the average coverage across all splits the feature is used in.
‘total_gain’: the total gain across all splits the feature is used in.
‘total_cover’: the total coverage across all splits the feature is used in.
Note
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Note
Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature,i.e. those features that have not been used in any split conditions.
- Parameters:
- Returns:
A map between feature names and their scores. Whengblinear is used for
multi-class classification the scores for each feature is a list with length
n_classes, otherwise they’re scalars.
- Return type:
- get_split_value_histogram(feature,fmap='',bins=None,as_pandas=True)
Get split value histogram of a feature
- Parameters:
feature (str) – The name of the feature.
bin – The maximum number of bins.Number of bins equals number of unique split values n_unique,if bins == None or bins > n_unique.
as_pandas (bool) – Return pd.DataFrame when pandas is installed.If False or pandas is not installed, return numpy ndarray.
bins (int |None)
- Returns:
a histogram of used splitting values for the specified feature
either as numpy array or pandas DataFrame.
- Return type:
- inplace_predict(data,*,iteration_range=(0,0),predict_type='value',missing=nan,validate_features=True,base_margin=None,strict_shape=False)
Run prediction in-place when possible, Unlike
predict()
method,inplace prediction does not cache the prediction result.Calling only
inplace_predict
in multiple threads is safe and lockfree. But the safety does not hold when used in conjunction with othermethods. E.g. you can’t train the booster in one thread and performprediction in the other.Note
If the device ordinal of the input data doesn’t match the one configured forthe booster, data will be copied to the booster device.
booster.set_param({"device":"cuda:0"})booster.inplace_predict(cupy_array)booster.set_param({"device":"cpu"})booster.inplace_predict(numpy_array)
Added in version 1.1.0.
- Parameters:
data (Any) – The input data.
iteration_range (Tuple[int |integer,int |integer]) – See
predict()
for details.predict_type (str) –
value Output model prediction values.
margin Output the raw untransformed margin value.
missing (float) – See
xgboost.DMatrix
for details.validate_features (bool) – See
xgboost.Booster.predict()
for details.base_margin (Any) –
See
xgboost.DMatrix
for details.Added in version 1.4.0.
strict_shape (bool) –
See
xgboost.Booster.predict()
for details.Added in version 1.4.0.
- Returns:
prediction – The prediction result. When input data is on GPU, prediction result isstored in a cupy array.
- Return type:
numpy.ndarray/cupy.ndarray
- load_config(config)
Load configuration returned bysave_config.
Added in version 1.0.0.
- Parameters:
config (str)
- Return type:
None
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- num_boosted_rounds()
Get number of boosted rounds. For gblinear this is reset to 0 afterserializing the model.
- Return type:
- predict(data,*,output_margin=False,pred_leaf=False,pred_contribs=False,approx_contribs=False,pred_interactions=False,validate_features=True,training=False,iteration_range=(0,0),strict_shape=False)
Predict with data. The full model will be used unlessiteration_range isspecified, meaning user have to either slice the model or use the
best_iteration
attribute to get prediction from best model returned fromearly stopping.Note
SeePrediction for issues like thread safety and asummary of outputs from this function.
- Parameters:
data (DMatrix) – The dmatrix storing the input.
output_margin (bool) – Whether to output the raw untransformed margin value.
pred_leaf (bool) – When this option is on, the output will be a matrix of (nsample,ntrees) with each record indicating the predicted leaf index ofeach sample in each tree. Note that the leaf index of a tree isunique per tree, so you may find leaf 1 in both tree 1 and tree 0.
pred_contribs (bool) – When this is True the output will be a matrix of size (nsample,nfeats + 1) with each record indicating the feature contributions(SHAP values) for that prediction. The sum of all featurecontributions is equal to the raw untransformed margin value of theprediction. Note the final column is the bias term.
approx_contribs (bool) – Approximate the contributions of each feature. Used when
pred_contribs
orpred_interactions
is set to True. Changing the default of thisparameter (False) is not recommended.pred_interactions (bool) – When this is True the output will be a matrix of size (nsample,nfeats + 1, nfeats + 1) indicating the SHAP interaction values foreach pair of features. The sum of each row (or column) of theinteraction values equals the corresponding SHAP value (frompred_contribs), and the sum of the entire matrix equals the rawuntransformed margin value of the prediction. Note the last row andcolumn correspond to the bias term.
validate_features (bool) – When this is True, validate that the Booster’s and data’sfeature_names are identical. Otherwise, it is assumed that thefeature_names are the same.
training (bool) –
Whether the prediction value is used for training. This can effectdartbooster, which performs dropouts during training iterations but use alltrees for inference. If you want to obtain result with dropouts, set thisparameter toTrue. Also, the parameter is set to true when obtainingprediction for custom objective function.
Added in version 1.0.0.
iteration_range (Tuple[int |integer,int |integer]) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifyingiteration_range=(10,20), then only the forests built during [10, 20) (half open set) rounds areused in this prediction.
Added in version 1.4.0.
strict_shape (bool) –
When set to True, output shape is invariant to whether classification isused. For both value and margin prediction, the output shape is (n_samples,n_groups), n_groups == 1 when multi-class is not used. Default to False, inwhich case the output shape can be (n_samples, ) if multi-class is not used.
Added in version 1.4.0.
- Returns:
prediction
- Return type:
numpy array
- reset()
Reset the booster object to release data caches used for training.
Added in version 3.0.0.
- Return type:
- save_config()
Output internal parameter configuration of Booster as a JSONstring.
Added in version 1.0.0.
- Return type:
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- save_raw(raw_format='ubj')
Save the model to a in memory buffer representation instead of file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
- Parameters:
raw_format (str) – Format of output buffer. Can bejson orubj.
- Return type:
An in memory buffer representation of the model
- set_attr(**kwargs)
Set the attribute of the Booster.
- Parameters:
**kwargs (Any |None) – The attributes to set. Setting a value to None deletes an attribute.
- Return type:
None
- set_param(params,value=None)
Set parameters into the Booster.
- trees_to_dataframe(fmap='')
Parse a boosted tree model text dump into a pandas DataFrame structure.
This feature is only defined when the decision tree model is chosen as baselearner (booster in {gbtree, dart}). It is not defined for other base learnertypes, such as linear learners (booster=gblinear).
- update(dtrain,iteration,fobj=None)
Update for one iteration, with objective function calculatedinternally. This function should not be called directly by users.
- classxgboost.DataIter(cache_prefix=None,release_data=True,*,on_host=True,min_cache_page_bytes=None)
Bases:
ABC
The interface for user defined data iterator. The iterator facilitatesdistributed training,
QuantileDMatrix
, and external memory support usingDMatrix
orExtMemQuantileDMatrix
. Most of time, users don’tneed to interact with this class directly.Note
The class caches some intermediate results using thedata input (predictorX) as key. Don’t repeat theX for multiple batches with different meta data(likelabel), make a copy if necessary.
Note
When the input for each batch is a DataFrame, we assume categories areconsistently encoded for all batches. For example, given two dataframes for twobatches, this is invalid:
importpandasaspdx0=pd.DataFrame({"a":[0,1]},dtype="category")x1=pd.DataFrame({"a":[1,2]},dtype="category")
This is invalid because thex0 has[0, 1] as categories whilex2 has[1,2]. They should share the same set of categories and encoding:
importnumpyasnpcategories=np.array([0,1,2])x0["a"]=pd.Categorical.from_codes(codes=np.array([0,1]),categories=categories)x1["a"]=pd.Categorical.from_codes(codes=np.array([1,2]),categories=categories)
You can make sure the consistent encoding in your preprocessing step be carefulthat the data is stored in formats that preserve the encoding when chunking thedata.
- Parameters:
cache_prefix (str |None) –
Prefix to the cache files, only used in external memory.
Note that using this class for external memorywill cache dataon disk under the path passed here.
release_data (bool) – Whether the iterator should release the data during iteration. Set it to True ifthe data transformation (converting data to np.float32 type) is memoryintensive. Otherwise, if the transformation is computation intensive then we cankeep the cache.
on_host (bool) –
Whether the data should be cached on the host memory instead of the file systemwhen using GPU with external memory. When set to true (the default), the“external memory” is the CPU (host) memory. SeeUsing XGBoost External Memory Version for more info.
Added in version 3.0.0.
Warning
This is an experimental parameter and subject to change.
min_cache_page_bytes (int |None) –
The minimum number of bytes of each cached pages. Only used for on-host cachewith GPU-based
ExtMemQuantileDMatrix
. When using GPU-based externalmemory with the data cached in the host memory, XGBoost can concatenate thepages internally to increase the batch size for the GPU. The default page sizeis about 1/16 of the total device memory. Users can manually set the value basedon the actual hardware and datasets. Set this to 0 to disable pageconcatenation.Added in version 3.0.0.
Warning
This is an experimental parameter and subject to change.
- get_callbacks(enable_categorical)
Get callback functions for iterating in C. This is an internal function.
- abstractnext(input_data)
Set the next batch of data.
- Parameters:
input_data (Callable) – A function with same data fields likedata,label withxgboost.DMatrix.
- Return type:
False if there’s no more batch, otherwise True.
- propertyproxy:_ProxyDMatrix
Handle of DMatrix proxy.
- reraise()
Reraise the exception thrown during iteration.
- Return type:
None
- abstractreset()
Reset the data iterator. Prototype for user defined function.
- Return type:
None
Learning API
Training Library containing training routines.
- xgboost.train(params,dtrain,num_boost_round=10,*,evals=None,obj=None,maximize=None,early_stopping_rounds=None,evals_result=None,verbose_eval=True,xgb_model=None,callbacks=None,custom_metric=None)
Train a booster with given parameters.
- Parameters:
dtrain (DMatrix) – Data to be trained.
num_boost_round (int) – Number of boosting iterations.
evals (Sequence[Tuple[DMatrix,str]]|None) – List of validation sets for which metrics will evaluated during training.Validation metrics will help us track the performance of the model.
obj (Callable[[ndarray,DMatrix],Tuple[ndarray,ndarray]]|None) – Custom objective function. SeeCustom Objective for details.
maximize (bool |None) – Whether to maximize custom_metric.
early_stopping_rounds (int |None) –
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training.
Requires at least one item inevals.
The method returns the model from the last iteration (not the best one). Usecustom callback
EarlyStopping
ormodelslicing
if the best model is desired. If there’smore than one item inevals, the last entry will be used for early stopping.If there’s more than one metric in theeval_metric parameter given inparams, the last metric will be used for early stopping.
If early stopping occurs, the model will have two additional fields:
bst.best_score
,bst.best_iteration
.evals_result (Dict[str,Dict[str,List[float]|List[Tuple[float,float]]]]|None) –
This dictionary stores the evaluation results of all the items in watchlist.
Example: with a watchlist containing
[(dtest,'eval'),(dtrain,'train')]
anda parameter containing('eval_metric':'logloss')
,theevals_result returns{'train':{'logloss':['0.48253','0.35953']},'eval':{'logloss':['0.480385','0.357756']}}
verbose_eval (bool |int |None) –
Requires at least one item inevals.
Ifverbose_eval is True then the evaluation metric on the validation set isprinted at each boosting stage.
Ifverbose_eval is an integer then the evaluation metric on the validationset is printed at every givenverbose_eval boosting stage. The last boostingstage / the boosting stage found by usingearly_stopping_rounds is alsoprinted.
Example: with
verbose_eval=4
and at least one item inevals, anevaluation metric is printed every 4 boosting stages, instead of every boostingstage.xgb_model (str |PathLike |Booster |bytearray |None) – Xgb model to be loaded before training (allows training continuation).
callbacks (Sequence[TrainingCallback]|None) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]xgboost.train(params,Xy,callbacks=callbacks)
custom_metric (Callable[[ndarray,DMatrix],Tuple[str,float]]|None) –
Custom metric function. SeeCustom Metricfor details. The metric receives transformed prediction (after applying thereverse link function) when using a builtin objective, and raw output when usinga custom objective.
- Returns:
Booster
- Return type:
a trained booster model
- xgboost.cv(params,dtrain,num_boost_round=10,*,nfold=3,stratified=False,folds=None,metrics=(),obj=None,maximize=None,early_stopping_rounds=None,fpreproc=None,as_pandas=True,verbose_eval=None,show_stdv=True,seed=0,callbacks=None,shuffle=True,custom_metric=None)
Cross-validation with given parameters.
- Parameters:
params (dict) – Booster params.
dtrain (DMatrix) – Data to be trained. Only the
DMatrix
without external memory issupported.num_boost_round (int) – Number of boosting iterations.
nfold (int) – Number of folds in CV.
stratified (bool) – Perform stratified sampling.
folds (a KFold orStratifiedKFold instance orlist offold indices) – Sklearn KFolds or StratifiedKFolds object.Alternatively may explicitly pass sample indices for each fold.For
n
folds,folds should be a lengthn
list of tuples.Each tuple is(in,out)
wherein
is a list of indices to be usedas the training samples for then
th fold andout
is a list ofindices to be used as the testing samples for then
th fold.metrics (string orlist ofstrings) – Evaluation metrics to be watched in CV.
obj (Callable[[ndarray,DMatrix],Tuple[ndarray,ndarray]]|None) – Custom objective function. SeeCustom Objective for details.
maximize (bool) – Whether to maximize the evaluataion metric (score or error).
early_stopping_rounds (int) – Activates early stopping. Cross-Validation metric (average of validationmetric computed over CV folds) needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training.The last entry in the evaluation history will represent the best iteration.If there’s more than one metric in theeval_metric parameter given inparams, the last metric will be used for early stopping.
fpreproc (function) – Preprocessing function that takes (dtrain, dtest, param) and returnstransformed versions of those.
as_pandas (bool,default True) – Return pd.DataFrame when pandas is installed.If False or pandas is not installed, return np.ndarray
verbose_eval (bool,int, orNone,default None) – Whether to display the progress. If None, progress will be displayedwhen np.ndarray is returned. If True, progress will be displayed atboosting stage. If an integer is given, progress will be displayedat every givenverbose_eval boosting stage.
show_stdv (bool,default True) – Whether to display the standard deviation in progress.Results are not affected, and always contains std.
seed (int) – Seed used to generate the folds (passed to numpy.random.seed).
callbacks (Sequence[TrainingCallback]|None) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]xgboost.train(params,Xy,callbacks=callbacks)
shuffle (bool) – Shuffle data before creating folds.
custom_metric (Callable[[ndarray,DMatrix],Tuple[str,float]]|None) –
Custom metric function. SeeCustom Metricfor details.
- Returns:
evaluation history
- Return type:
list(string)
Scikit-Learn API
Scikit-Learn Wrapper interface for XGBoost.
- classxgboost.XGBRegressor(*,objective='reg:squarederror',**kwargs)
Bases:
RegressorMixin
,XGBModel
Implementation of the scikit-learn API for XGBoost regression.SeeUsing the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boostingrounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str,xgboost.sklearn._SklObjWProto,Callable[[Any,Any],Tuple[numpy.ndarray,numpy.ndarray]],NoneType]) –
Specify the learning task and the corresponding learning objective or a customobjective function to be used.
For custom objective, seeCustom Objective and Evaluation Metric andCustom objective and metric for more information, along with the end note forfunction signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set todefault, XGBoost will choose the most conservative option available. It’srecommended to study this option from the parameters documenttree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with otherScikit-Learn algorithms like grid search, you may choose which algorithm toparallelize and balance the threads. Creating thread contention willsignificantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition ona leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState,numpy.random._generator.Generator,int,NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic asit uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str,int],str,NoneType]) – Constraint of variable monotonicity. Seetutorialfor more information.
interaction_constraints (Union[str,List[Tuple[str]],NoneType]) – Constraints for interaction representing permitted interactions. Theconstraints must be specified in the form of a nested list, e.g.
[[0,1],[2,3,4]]
, where each inner list is a group of indices of features that areallowed to interact with each other. Seetutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or“total_cover”.
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Added in version 2.0.0.
Device ordinal, available options arecpu,cuda, andgpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.feature_weights (Optional[ArrayLike]) – Weight for each feature, defines the probability of each feature being selectedwhen colsample is being used. All values must be greater than 0, otherwise aValueError is thrown.
max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based splitfor categorical data. When number of categories is lesser than the thresholdthen one-hot encoding is chosen, otherwise the categories will be partitionedinto children nodes. Also,enable_categorical needs to be set to havecategorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only bypartition-based splits for preventing over-fitting. Also,enable_categoricalneeds to be set to have categorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-targetregression and multi-class classification. SeeMultiple Outputs formore information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str,List[Union[str,Callable]],Callable,NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be astring or list of strings as names of predefined metric in XGBoost (SeeXGBoost Parameters), one of the metrics in
sklearn.metrics
, or anyother user defined metric that looks likesklearn.metrics.If custom objective is also provided, then custom metric should implement thecorresponding reverse link function.
Unlike thescoring parameter commonly used in scikit-learn, when a callableobject is provided, it’s assumed to be a cost function and by default XGBoostwill minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize insteadof minimize, see
xgboost.callback.EarlyStopping
.SeeCustom Objective and Evaluation Metric andCustom objective and metric for moreinformation.
fromsklearn.datasetsimportload_diabetesfromsklearn.metricsimportmean_absolute_errorX,y=load_diabetes(return_X_y=True)reg=xgb.XGBRegressor(tree_method="hist",eval_metric=mean_absolute_error,)reg.fit(X,y,eval_set=[(X,y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training. Requires atleast one item ineval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimalnumber of trees during inference. If users want to access the full model(including trees built after early stopping), they can specify theiteration_range in these inference methods. In addition, other utilitieslike model plotting can also use the entire model.If you prefer to discard the trees afterbest_iteration, consider using thecallback function
xgboost.callback.EarlyStopping
.If there’s more than one item ineval_set, the last entry will be used forearly stopping. If there’s more than one metric ineval_metric, the lastmetric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]reg=xgboost.XGBRegressor(**params,callbacks=callbacks)reg.fit(X,y)
Keyword arguments for XGBoost Booster object. Full documentation of parameterscan be foundhere.Attempting to set a parameter via the constructor args and **kwargsdict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guaranteethat parameters passed via this argument will interact properlywith scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true,y_pred)->[grad,hess]
orobjective(y_true,y_pred,*,sample_weight)->[grad,hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
Note that, if the custom objective produces negative values forthe Hessian, these will be clipped. If the objective is non-convex,one might also consider using the expected Hessian (Fisherinformation) instead.
- apply(X,iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trainedwith early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of theleaf x ends up in. Leaves are numbered within
[0;2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- propertybest_iteration:int
The best iteration obtained by early stopping. This attribute is 0-based,for instance if the best iteration is the first round, then best_iteration is 0.
- propertycoef_:ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen asbase learner (booster=gblinear). It is not defined for other baselearner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes,n_features]
- evals_result()
Return the evaluation results.
Ifeval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passedeval_sets. Wheneval_metric is also passed to thefit()
function, theevals_result will contain theeval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0':{'logloss':['0.604835','0.531479']},'validation_1':{'logloss':['0.41965','0.17686']}}
- Return type:
evals_result
- propertyfeature_importances_:ndarray
Feature importances property, return depends onimportance_typeparameter. When model trained with multi-class/multi-label/multi-target dataset,the feature importance is “averaged” over all targets. The “average” is definedbased on the importance type. For instance, if the importance type is“total_gain”, then the score is sum of loss change for each split from alltrees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape(n_features, n_classes)
- propertyfeature_names_in_:ndarray
Names of features seen during
fit()
. Defined only whenX hasfeature names that are all strings.
- fit(X,y,*,sample_weight=None,base_margin=None,eval_set=None,verbose=True,xgb_model=None,sample_weight_eval_set=None,base_margin_eval_set=None,feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to bere-fit from scratch. To resume training from a previous checkpoint, explicitlypassxgb_model
argument.- Parameters:
X (Any) –
Input feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when thedevice of input data is not matched with algorithm. For instance, if theinput is a numpy array on CPU butcuda
is used for training, then thedata is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any |None) – instance weights
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
eval_set (Sequence[Tuple[Any,Any]]|None) – A list of (X, y) tuple pairs to use as validation sets, for whichmetrics will be computed.Validation metrics will help us track the performance of the model.
verbose (bool |int |None) – Ifverbose is True and an evaluation set is used, the evaluation metricmeasured on the validation set is printed to stdout at each boosting stage.Ifverbose is an integer, the evaluation metric is printed at eachverbose boosting stage. The last boosting stage / the boosting stage foundby usingearly_stopping_rounds is also printed.
xgb_model (Booster |XGBModel |str |None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to beloaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any]|None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array likeobject storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any]|None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array likeobject storing base margin for the i-th validation set.
feature_weights (Any |None) –
Deprecated since version 3.0.0.
Usefeature_weights in
__init__()
orset_params()
instead.
- Return type:
XGBModel
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please checkUser Guide on how the routingmechanism works.
- Returns:
routing – A
MetadataRequest
encapsulatingrouting information.- Return type:
MetadataRequest
- propertyintercept_:ndarray
Intercept (bias) property
For tree-based model, the returned value is thebase_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- predict(X,*,output_margin=False,validate_features=True,base_margin=None,iteration_range=None)
Predict withX. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator usesinplace_predict by default and falls back to usingDMatrix
ifdevices between the data and the estimator don’t match.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Data to predict with. SeeSupported data structures for various XGBoost functions for a list of supported types.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifying
iteration_range=(10,20)
, then only the forests built during [10, 20) (half open set) roundsare used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- score(X,y,sample_weight=None)
Returncoefficient of determination on test data.
The coefficient of determination,\(R^2\), is defined as\((1 - \frac{u}{v})\), where\(u\) is the residualsum of squares
((y_true-y_pred)**2).sum()
and\(v\)is the total sum of squares((y_true-y_true.mean())**2).sum()
.The best possible score is 1.0 and it can be negative (because themodel can be arbitrarily worse). A constant model that always predictsthe expected value ofy, disregarding the input features, would geta\(R^2\) score of 0.0.- Parameters:
X (array-like ofshape (n_samples,n_features)) – Test samples. For some estimators this may be a precomputedkernel matrix or a list of generic objects instead with shape
(n_samples,n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.y (array-like ofshape (n_samples,) or(n_samples,n_outputs)) – True values forX.
sample_weight (array-like ofshape (n_samples,),default=None) – Sample weights.
- Returns:
score –\(R^2\) of
self.predict(X)
w.r.t.y.- Return type:
Notes
The\(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistentwith default value ofr2_score()
.This influences thescore
method of all the multioutputregressors (except forMultiOutputRegressor
).
- set_fit_request(*,base_margin='$UNCHANGED$',base_margin_eval_set='$UNCHANGED$',eval_set='$UNCHANGED$',feature_weights='$UNCHANGED$',sample_weight='$UNCHANGED$',sample_weight_eval_set='$UNCHANGED$',verbose='$UNCHANGED$',xgb_model='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
fit
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter infit
.- base_margin_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin_eval_set
parameter infit
.- eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_set
parameter infit
.- feature_weightsstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
feature_weights
parameter infit
.- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.- sample_weight_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight_eval_set
parameter infit
.- verbosestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
verbose
parameter infit
.- xgb_modelstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
xgb_model
parameter infit
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method toallow unknown kwargs. This allows using the full range of xgboostparameters that are not defined as member variables in sklearn gridsearch.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',output_margin='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict
.- output_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
output_margin
parameter inpredict
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_score_request(*,sample_weight='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
score
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- selfobject
The updated object.
- Parameters:
self (XGBRegressor)
- Return type:
- classxgboost.XGBClassifier(*,objective='binary:logistic',**kwargs)
Bases:
ClassifierMixin
,XGBModel
Implementation of the scikit-learn API for XGBoost classification.SeeUsing the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str,xgboost.sklearn._SklObjWProto,Callable[[Any,Any],Tuple[numpy.ndarray,numpy.ndarray]],NoneType]) –
Specify the learning task and the corresponding learning objective or a customobjective function to be used.
For custom objective, seeCustom Objective and Evaluation Metric andCustom objective and metric for more information, along with the end note forfunction signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set todefault, XGBoost will choose the most conservative option available. It’srecommended to study this option from the parameters documenttree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with otherScikit-Learn algorithms like grid search, you may choose which algorithm toparallelize and balance the threads. Creating thread contention willsignificantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition ona leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState,numpy.random._generator.Generator,int,NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic asit uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str,int],str,NoneType]) – Constraint of variable monotonicity. Seetutorialfor more information.
interaction_constraints (Union[str,List[Tuple[str]],NoneType]) – Constraints for interaction representing permitted interactions. Theconstraints must be specified in the form of a nested list, e.g.
[[0,1],[2,3,4]]
, where each inner list is a group of indices of features that areallowed to interact with each other. Seetutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or“total_cover”.
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Added in version 2.0.0.
Device ordinal, available options arecpu,cuda, andgpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.feature_weights (Optional[ArrayLike]) – Weight for each feature, defines the probability of each feature being selectedwhen colsample is being used. All values must be greater than 0, otherwise aValueError is thrown.
max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based splitfor categorical data. When number of categories is lesser than the thresholdthen one-hot encoding is chosen, otherwise the categories will be partitionedinto children nodes. Also,enable_categorical needs to be set to havecategorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only bypartition-based splits for preventing over-fitting. Also,enable_categoricalneeds to be set to have categorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-targetregression and multi-class classification. SeeMultiple Outputs formore information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str,List[Union[str,Callable]],Callable,NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be astring or list of strings as names of predefined metric in XGBoost (SeeXGBoost Parameters), one of the metrics in
sklearn.metrics
, or anyother user defined metric that looks likesklearn.metrics.If custom objective is also provided, then custom metric should implement thecorresponding reverse link function.
Unlike thescoring parameter commonly used in scikit-learn, when a callableobject is provided, it’s assumed to be a cost function and by default XGBoostwill minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize insteadof minimize, see
xgboost.callback.EarlyStopping
.SeeCustom Objective and Evaluation Metric andCustom objective and metric for moreinformation.
fromsklearn.datasetsimportload_diabetesfromsklearn.metricsimportmean_absolute_errorX,y=load_diabetes(return_X_y=True)reg=xgb.XGBRegressor(tree_method="hist",eval_metric=mean_absolute_error,)reg.fit(X,y,eval_set=[(X,y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training. Requires atleast one item ineval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimalnumber of trees during inference. If users want to access the full model(including trees built after early stopping), they can specify theiteration_range in these inference methods. In addition, other utilitieslike model plotting can also use the entire model.If you prefer to discard the trees afterbest_iteration, consider using thecallback function
xgboost.callback.EarlyStopping
.If there’s more than one item ineval_set, the last entry will be used forearly stopping. If there’s more than one metric ineval_metric, the lastmetric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]reg=xgboost.XGBRegressor(**params,callbacks=callbacks)reg.fit(X,y)
Keyword arguments for XGBoost Booster object. Full documentation of parameterscan be foundhere.Attempting to set a parameter via the constructor args and **kwargsdict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guaranteethat parameters passed via this argument will interact properlywith scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true,y_pred)->[grad,hess]
orobjective(y_true,y_pred,*,sample_weight)->[grad,hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
Note that, if the custom objective produces negative values forthe Hessian, these will be clipped. If the objective is non-convex,one might also consider using the expected Hessian (Fisherinformation) instead.
- apply(X,iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trainedwith early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of theleaf x ends up in. Leaves are numbered within
[0;2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- propertybest_iteration:int
The best iteration obtained by early stopping. This attribute is 0-based,for instance if the best iteration is the first round, then best_iteration is 0.
- propertycoef_:ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen asbase learner (booster=gblinear). It is not defined for other baselearner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes,n_features]
- evals_result()
Return the evaluation results.
Ifeval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passedeval_sets. Wheneval_metric is also passed to thefit()
function, theevals_result will contain theeval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0':{'logloss':['0.604835','0.531479']},'validation_1':{'logloss':['0.41965','0.17686']}}
- Return type:
evals_result
- propertyfeature_importances_:ndarray
Feature importances property, return depends onimportance_typeparameter. When model trained with multi-class/multi-label/multi-target dataset,the feature importance is “averaged” over all targets. The “average” is definedbased on the importance type. For instance, if the importance type is“total_gain”, then the score is sum of loss change for each split from alltrees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape(n_features, n_classes)
- propertyfeature_names_in_:ndarray
Names of features seen during
fit()
. Defined only whenX hasfeature names that are all strings.
- fit(X,y,*,sample_weight=None,base_margin=None,eval_set=None,verbose=True,xgb_model=None,sample_weight_eval_set=None,base_margin_eval_set=None,feature_weights=None)
Fit gradient boosting classifier.
Note that calling
fit()
multiple times will cause the model object to bere-fit from scratch. To resume training from a previous checkpoint, explicitlypassxgb_model
argument.- Parameters:
X (Any) –
Input feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when thedevice of input data is not matched with algorithm. For instance, if theinput is a numpy array on CPU butcuda
is used for training, then thedata is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any |None) – instance weights
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
eval_set (Sequence[Tuple[Any,Any]]|None) – A list of (X, y) tuple pairs to use as validation sets, for whichmetrics will be computed.Validation metrics will help us track the performance of the model.
verbose (bool |int |None) – Ifverbose is True and an evaluation set is used, the evaluation metricmeasured on the validation set is printed to stdout at each boosting stage.Ifverbose is an integer, the evaluation metric is printed at eachverbose boosting stage. The last boosting stage / the boosting stage foundby usingearly_stopping_rounds is also printed.
xgb_model (Booster |str |XGBModel |None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to beloaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any]|None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array likeobject storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any]|None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array likeobject storing base margin for the i-th validation set.
feature_weights (Any |None) –
Deprecated since version 3.0.0.
Usefeature_weights in
__init__()
orset_params()
instead.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please checkUser Guide on how the routingmechanism works.
- Returns:
routing – A
MetadataRequest
encapsulatingrouting information.- Return type:
MetadataRequest
- propertyintercept_:ndarray
Intercept (bias) property
For tree-based model, the returned value is thebase_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- predict(X,*,output_margin=False,validate_features=True,base_margin=None,iteration_range=None)
Predict withX. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator usesinplace_predict by default and falls back to usingDMatrix
ifdevices between the data and the estimator don’t match.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Data to predict with. SeeSupported data structures for various XGBoost functions for a list of supported types.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifying
iteration_range=(10,20)
, then only the forests built during [10, 20) (half open set) roundsare used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- predict_proba(X,validate_features=True,base_margin=None,iteration_range=None)
Predict the probability of eachX example being of a given class. If themodel is trained with early stopping, then
best_iteration
is usedautomatically. The estimator usesinplace_predict by default and falls back tousingDMatrix
if devices between the data and the estimator don’tmatch.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) – Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifyingiteration_range=(10,20), then only the forests built during [10, 20) (half open set) rounds areused in this prediction.
- Returns:
a numpy array of shape array-like of shape (n_samples, n_classes) with theprobability of each data example being of a given class.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- score(X,y,sample_weight=None)
Returnaccuracy on provided data and labels.
In multi-label classification, this is the subset accuracywhich is a harsh metric since you require for each sample thateach label set be correctly predicted.
- Parameters:
X (array-like ofshape (n_samples,n_features)) – Test samples.
y (array-like ofshape (n_samples,) or(n_samples,n_outputs)) – True labels forX.
sample_weight (array-like ofshape (n_samples,),default=None) – Sample weights.
- Returns:
score – Mean accuracy of
self.predict(X)
w.r.t.y.- Return type:
- set_fit_request(*,base_margin='$UNCHANGED$',base_margin_eval_set='$UNCHANGED$',eval_set='$UNCHANGED$',feature_weights='$UNCHANGED$',sample_weight='$UNCHANGED$',sample_weight_eval_set='$UNCHANGED$',verbose='$UNCHANGED$',xgb_model='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
fit
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter infit
.- base_margin_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin_eval_set
parameter infit
.- eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_set
parameter infit
.- feature_weightsstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
feature_weights
parameter infit
.- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.- sample_weight_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight_eval_set
parameter infit
.- verbosestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
verbose
parameter infit
.- xgb_modelstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
xgb_model
parameter infit
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method toallow unknown kwargs. This allows using the full range of xgboostparameters that are not defined as member variables in sklearn gridsearch.
- Return type:
self
- Parameters:
params (Any)
- set_predict_proba_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict_proba
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict_proba
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict_proba
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict_proba
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict_proba
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict_proba
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_predict_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',output_margin='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict
.- output_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
output_margin
parameter inpredict
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_score_request(*,sample_weight='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
score
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- selfobject
The updated object.
- Parameters:
self (XGBClassifier)
- Return type:
- classxgboost.XGBRanker(*,objective='rank:ndcg',**kwargs)
Bases:
XGBRankerMixIn
,XGBModel
Implementation of the Scikit-Learn API for XGBoost Ranking.
SeeLearning to Rank for an introducion.
SeeUsing the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boostingrounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str,xgboost.sklearn._SklObjWProto,Callable[[Any,Any],Tuple[numpy.ndarray,numpy.ndarray]],NoneType]) –
Specify the learning task and the corresponding learning objective or a customobjective function to be used.
For custom objective, seeCustom Objective and Evaluation Metric andCustom objective and metric for more information, along with the end note forfunction signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set todefault, XGBoost will choose the most conservative option available. It’srecommended to study this option from the parameters documenttree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with otherScikit-Learn algorithms like grid search, you may choose which algorithm toparallelize and balance the threads. Creating thread contention willsignificantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition ona leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState,numpy.random._generator.Generator,int,NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic asit uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str,int],str,NoneType]) – Constraint of variable monotonicity. Seetutorialfor more information.
interaction_constraints (Union[str,List[Tuple[str]],NoneType]) – Constraints for interaction representing permitted interactions. Theconstraints must be specified in the form of a nested list, e.g.
[[0,1],[2,3,4]]
, where each inner list is a group of indices of features that areallowed to interact with each other. Seetutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or“total_cover”.
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Added in version 2.0.0.
Device ordinal, available options arecpu,cuda, andgpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.feature_weights (Optional[ArrayLike]) – Weight for each feature, defines the probability of each feature being selectedwhen colsample is being used. All values must be greater than 0, otherwise aValueError is thrown.
max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based splitfor categorical data. When number of categories is lesser than the thresholdthen one-hot encoding is chosen, otherwise the categories will be partitionedinto children nodes. Also,enable_categorical needs to be set to havecategorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only bypartition-based splits for preventing over-fitting. Also,enable_categoricalneeds to be set to have categorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-targetregression and multi-class classification. SeeMultiple Outputs formore information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str,List[Union[str,Callable]],Callable,NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be astring or list of strings as names of predefined metric in XGBoost (SeeXGBoost Parameters), one of the metrics in
sklearn.metrics
, or anyother user defined metric that looks likesklearn.metrics.If custom objective is also provided, then custom metric should implement thecorresponding reverse link function.
Unlike thescoring parameter commonly used in scikit-learn, when a callableobject is provided, it’s assumed to be a cost function and by default XGBoostwill minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize insteadof minimize, see
xgboost.callback.EarlyStopping
.SeeCustom Objective and Evaluation Metric andCustom objective and metric for moreinformation.
fromsklearn.datasetsimportload_diabetesfromsklearn.metricsimportmean_absolute_errorX,y=load_diabetes(return_X_y=True)reg=xgb.XGBRegressor(tree_method="hist",eval_metric=mean_absolute_error,)reg.fit(X,y,eval_set=[(X,y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training. Requires atleast one item ineval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimalnumber of trees during inference. If users want to access the full model(including trees built after early stopping), they can specify theiteration_range in these inference methods. In addition, other utilitieslike model plotting can also use the entire model.If you prefer to discard the trees afterbest_iteration, consider using thecallback function
xgboost.callback.EarlyStopping
.If there’s more than one item ineval_set, the last entry will be used forearly stopping. If there’s more than one metric ineval_metric, the lastmetric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]reg=xgboost.XGBRegressor(**params,callbacks=callbacks)reg.fit(X,y)
Keyword arguments for XGBoost Booster object. Full documentation of parameterscan be foundhere.Attempting to set a parameter via the constructor args and **kwargsdict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guaranteethat parameters passed via this argument will interact properlywith scikit-learn.
Note
A custom objective function is currently not supported by XGBRanker.
Note
Query group information is only required for ranking training but notprediction. Multiple groups can be predicted on a single call to
predict()
.When fitting the model with thegroup parameter, your data need to be sortedby the query group first.group is an array that contains the size of eachquery group.
Similarly, when fitting the model with theqid parameter, the data should besorted according to query index andqid is an array that contains the queryindex for each training sample.
For example, if your original data look like:
qid
label
features
1
0
x_1
1
1
x_2
1
0
x_3
2
0
x_4
2
1
x_5
2
1
x_6
2
1
x_7
then
fit()
method can be called with eithergroup array as[3,4]
or withqid as[1,1,1,2,2,2,2]
, that is the qid column. Also, theqid can be a special column of inputX instead of a separated parameter, seefit()
for more info.
- apply(X,iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trainedwith early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of theleaf x ends up in. Leaves are numbered within
[0;2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- propertybest_iteration:int
The best iteration obtained by early stopping. This attribute is 0-based,for instance if the best iteration is the first round, then best_iteration is 0.
- propertycoef_:ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen asbase learner (booster=gblinear). It is not defined for other baselearner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes,n_features]
- evals_result()
Return the evaluation results.
Ifeval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passedeval_sets. Wheneval_metric is also passed to thefit()
function, theevals_result will contain theeval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0':{'logloss':['0.604835','0.531479']},'validation_1':{'logloss':['0.41965','0.17686']}}
- Return type:
evals_result
- propertyfeature_importances_:ndarray
Feature importances property, return depends onimportance_typeparameter. When model trained with multi-class/multi-label/multi-target dataset,the feature importance is “averaged” over all targets. The “average” is definedbased on the importance type. For instance, if the importance type is“total_gain”, then the score is sum of loss change for each split from alltrees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape(n_features, n_classes)
- propertyfeature_names_in_:ndarray
Names of features seen during
fit()
. Defined only whenX hasfeature names that are all strings.
- fit(X,y,*,group=None,qid=None,sample_weight=None,base_margin=None,eval_set=None,eval_group=None,eval_qid=None,verbose=False,xgb_model=None,sample_weight_eval_set=None,base_margin_eval_set=None,feature_weights=None)
Fit gradient boosting ranker
Note that calling
fit()
multiple times will cause the model object to bere-fit from scratch. To resume training from a previous checkpoint, explicitlypassxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
When this is a
pandas.DataFrame
or acudf.DataFrame
,it may contain a special column calledqid
for specifying the queryindex. Using a special column is the same as using theqid parameter,except for being compatible with sklearn utility functions likesklearn.model_selection.cross_validation()
. The same conventionapplies to theXGBRanker.score()
andXGBRanker.predict()
.qid
feat_0
feat_1
0
\(x_{00}\)
\(x_{01}\)
1
\(x_{10}\)
\(x_{11}\)
1
\(x_{20}\)
\(x_{21}\)
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when thedevice of input data is not matched with algorithm. For instance, if theinput is a numpy array on CPU butcuda
is used for training, then thedata is first processed on CPU then transferred to GPU.y (Any) – Labels
group (Any |None) – Size of each query group of training data. Should have as many elements asthe query groups in the training data. If this is set to None, then usermust provide qid.
qid (Any |None) – Query ID for each training sample. Should have the size of n_samples. Ifthis is set to None, then user must provide group or a special column in X.
sample_weight (Any |None) –
Query group weights
Note
Weights are per-group for ranking tasks
In ranking task, one weight is assigned to each query group/id (not eachdata point). This is because we only care about the relative ordering ofdata points within each group, so it doesn’t make sense to assignweights to individual data points.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
eval_set (Sequence[Tuple[Any,Any]]|None) – A list of (X, y) tuple pairs to use as validation sets, for whichmetrics will be computed.Validation metrics will help us track the performance of the model.
eval_group (Sequence[Any]|None) – A list in which
eval_group[i]
is the list containing the sizes of allquery groups in thei
-th pair ineval_set.eval_qid (Sequence[Any]|None) – A list in which
eval_qid[i]
is the array containing query ID ofi
-thpair ineval_set. The special column convention inX applies tovalidation datasets as well.verbose (bool |int |None) – Ifverbose is True and an evaluation set is used, the evaluation metricmeasured on the validation set is printed to stdout at each boosting stage.Ifverbose is an integer, the evaluation metric is printed at eachverbose boosting stage. The last boosting stage / the boosting stage foundby usingearly_stopping_rounds is also printed.
xgb_model (Booster |str |XGBModel |None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to beloaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any]|None) –
A list of the form [L_1, L_2, …, L_n], where each L_i is a list ofgroup weights on the i-th validation set.
Note
Weights are per-group for ranking tasks
In ranking task, one weight is assigned to each query group (not eachdata point). This is because we only care about the relative ordering ofdata points within each group, so it doesn’t make sense to assignweights to individual data points.
base_margin_eval_set (Sequence[Any]|None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array likeobject storing base margin for the i-th validation set.
feature_weights (Any |None) – Weight for each feature, defines the probability of each feature beingselected when colsample is being used. All values must be greater than 0,otherwise aValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please checkUser Guide on how the routingmechanism works.
- Returns:
routing – A
MetadataRequest
encapsulatingrouting information.- Return type:
MetadataRequest
- propertyintercept_:ndarray
Intercept (bias) property
For tree-based model, the returned value is thebase_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- predict(X,*,output_margin=False,validate_features=True,base_margin=None,iteration_range=None)
Predict withX. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator usesinplace_predict by default and falls back to usingDMatrix
ifdevices between the data and the estimator don’t match.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Data to predict with. SeeSupported data structures for various XGBoost functions for a list of supported types.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifying
iteration_range=(10,20)
, then only the forests built during [10, 20) (half open set) roundsare used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- score(X,y)
Evaluate score for data using the last evaluation metric. If the model istrained with early stopping, then
best_iteration
is usedautomatically.- Parameters:
X (Union[pd.DataFrame,cudf.DataFrame]) – Feature matrix. A DataFrame with a specialqid column.
y (Any) – Labels
- Returns:
The result of the first evaluation metric for the ranker.
- Return type:
score
- set_fit_request(*,base_margin='$UNCHANGED$',base_margin_eval_set='$UNCHANGED$',eval_group='$UNCHANGED$',eval_qid='$UNCHANGED$',eval_set='$UNCHANGED$',feature_weights='$UNCHANGED$',group='$UNCHANGED$',qid='$UNCHANGED$',sample_weight='$UNCHANGED$',sample_weight_eval_set='$UNCHANGED$',verbose='$UNCHANGED$',xgb_model='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
fit
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter infit
.- base_margin_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin_eval_set
parameter infit
.- eval_groupstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_group
parameter infit
.- eval_qidstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_qid
parameter infit
.- eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_set
parameter infit
.- feature_weightsstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
feature_weights
parameter infit
.- groupstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
group
parameter infit
.- qidstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
qid
parameter infit
.- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.- sample_weight_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight_eval_set
parameter infit
.- verbosestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
verbose
parameter infit
.- xgb_modelstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
xgb_model
parameter infit
.
- selfobject
The updated object.
- Parameters:
self (XGBRanker)
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method toallow unknown kwargs. This allows using the full range of xgboostparameters that are not defined as member variables in sklearn gridsearch.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',output_margin='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict
.- output_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
output_margin
parameter inpredict
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict
.
- selfobject
The updated object.
- classxgboost.XGBRFRegressor(*,learning_rate=1.0,subsample=0.8,colsample_bynode=0.8,reg_lambda=1e-05,**kwargs)
Bases:
XGBRegressor
scikit-learn API for XGBoost random forest regression.SeeUsing the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of trees in random forest to fit.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str,xgboost.sklearn._SklObjWProto,Callable[[Any,Any],Tuple[numpy.ndarray,numpy.ndarray]],NoneType]) –
Specify the learning task and the corresponding learning objective or a customobjective function to be used.
For custom objective, seeCustom Objective and Evaluation Metric andCustom objective and metric for more information, along with the end note forfunction signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set todefault, XGBoost will choose the most conservative option available. It’srecommended to study this option from the parameters documenttree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with otherScikit-Learn algorithms like grid search, you may choose which algorithm toparallelize and balance the threads. Creating thread contention willsignificantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition ona leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState,numpy.random._generator.Generator,int,NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic asit uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str,int],str,NoneType]) – Constraint of variable monotonicity. Seetutorialfor more information.
interaction_constraints (Union[str,List[Tuple[str]],NoneType]) – Constraints for interaction representing permitted interactions. Theconstraints must be specified in the form of a nested list, e.g.
[[0,1],[2,3,4]]
, where each inner list is a group of indices of features that areallowed to interact with each other. Seetutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or“total_cover”.
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Added in version 2.0.0.
Device ordinal, available options arecpu,cuda, andgpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.feature_weights (Optional[ArrayLike]) – Weight for each feature, defines the probability of each feature being selectedwhen colsample is being used. All values must be greater than 0, otherwise aValueError is thrown.
max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based splitfor categorical data. When number of categories is lesser than the thresholdthen one-hot encoding is chosen, otherwise the categories will be partitionedinto children nodes. Also,enable_categorical needs to be set to havecategorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only bypartition-based splits for preventing over-fitting. Also,enable_categoricalneeds to be set to have categorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-targetregression and multi-class classification. SeeMultiple Outputs formore information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str,List[Union[str,Callable]],Callable,NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be astring or list of strings as names of predefined metric in XGBoost (SeeXGBoost Parameters), one of the metrics in
sklearn.metrics
, or anyother user defined metric that looks likesklearn.metrics.If custom objective is also provided, then custom metric should implement thecorresponding reverse link function.
Unlike thescoring parameter commonly used in scikit-learn, when a callableobject is provided, it’s assumed to be a cost function and by default XGBoostwill minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize insteadof minimize, see
xgboost.callback.EarlyStopping
.SeeCustom Objective and Evaluation Metric andCustom objective and metric for moreinformation.
fromsklearn.datasetsimportload_diabetesfromsklearn.metricsimportmean_absolute_errorX,y=load_diabetes(return_X_y=True)reg=xgb.XGBRegressor(tree_method="hist",eval_metric=mean_absolute_error,)reg.fit(X,y,eval_set=[(X,y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training. Requires atleast one item ineval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimalnumber of trees during inference. If users want to access the full model(including trees built after early stopping), they can specify theiteration_range in these inference methods. In addition, other utilitieslike model plotting can also use the entire model.If you prefer to discard the trees afterbest_iteration, consider using thecallback function
xgboost.callback.EarlyStopping
.If there’s more than one item ineval_set, the last entry will be used forearly stopping. If there’s more than one metric ineval_metric, the lastmetric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]reg=xgboost.XGBRegressor(**params,callbacks=callbacks)reg.fit(X,y)
Keyword arguments for XGBoost Booster object. Full documentation of parameterscan be foundhere.Attempting to set a parameter via the constructor args and **kwargsdict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guaranteethat parameters passed via this argument will interact properlywith scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true,y_pred)->[grad,hess]
orobjective(y_true,y_pred,*,sample_weight)->[grad,hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
Note that, if the custom objective produces negative values forthe Hessian, these will be clipped. If the objective is non-convex,one might also consider using the expected Hessian (Fisherinformation) instead.
- apply(X,iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trainedwith early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of theleaf x ends up in. Leaves are numbered within
[0;2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- propertybest_iteration:int
The best iteration obtained by early stopping. This attribute is 0-based,for instance if the best iteration is the first round, then best_iteration is 0.
- propertycoef_:ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen asbase learner (booster=gblinear). It is not defined for other baselearner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes,n_features]
- evals_result()
Return the evaluation results.
Ifeval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passedeval_sets. Wheneval_metric is also passed to thefit()
function, theevals_result will contain theeval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0':{'logloss':['0.604835','0.531479']},'validation_1':{'logloss':['0.41965','0.17686']}}
- Return type:
evals_result
- propertyfeature_importances_:ndarray
Feature importances property, return depends onimportance_typeparameter. When model trained with multi-class/multi-label/multi-target dataset,the feature importance is “averaged” over all targets. The “average” is definedbased on the importance type. For instance, if the importance type is“total_gain”, then the score is sum of loss change for each split from alltrees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape(n_features, n_classes)
- propertyfeature_names_in_:ndarray
Names of features seen during
fit()
. Defined only whenX hasfeature names that are all strings.
- fit(X,y,*,sample_weight=None,base_margin=None,eval_set=None,verbose=True,xgb_model=None,sample_weight_eval_set=None,base_margin_eval_set=None,feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to bere-fit from scratch. To resume training from a previous checkpoint, explicitlypassxgb_model
argument.- Parameters:
X (Any) –
Input feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when thedevice of input data is not matched with algorithm. For instance, if theinput is a numpy array on CPU butcuda
is used for training, then thedata is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any |None) – instance weights
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
eval_set (Sequence[Tuple[Any,Any]]|None) – A list of (X, y) tuple pairs to use as validation sets, for whichmetrics will be computed.Validation metrics will help us track the performance of the model.
verbose (bool |int |None) – Ifverbose is True and an evaluation set is used, the evaluation metricmeasured on the validation set is printed to stdout at each boosting stage.Ifverbose is an integer, the evaluation metric is printed at eachverbose boosting stage. The last boosting stage / the boosting stage foundby usingearly_stopping_rounds is also printed.
xgb_model (Booster |str |XGBModel |None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to beloaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any]|None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array likeobject storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any]|None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array likeobject storing base margin for the i-th validation set.
feature_weights (Any |None) –
Deprecated since version 3.0.0.
Usefeature_weights in
__init__()
orset_params()
instead.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please checkUser Guide on how the routingmechanism works.
- Returns:
routing – A
MetadataRequest
encapsulatingrouting information.- Return type:
MetadataRequest
- propertyintercept_:ndarray
Intercept (bias) property
For tree-based model, the returned value is thebase_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- predict(X,*,output_margin=False,validate_features=True,base_margin=None,iteration_range=None)
Predict withX. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator usesinplace_predict by default and falls back to usingDMatrix
ifdevices between the data and the estimator don’t match.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Data to predict with. SeeSupported data structures for various XGBoost functions for a list of supported types.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifying
iteration_range=(10,20)
, then only the forests built during [10, 20) (half open set) roundsare used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- score(X,y,sample_weight=None)
Returncoefficient of determination on test data.
The coefficient of determination,\(R^2\), is defined as\((1 - \frac{u}{v})\), where\(u\) is the residualsum of squares
((y_true-y_pred)**2).sum()
and\(v\)is the total sum of squares((y_true-y_true.mean())**2).sum()
.The best possible score is 1.0 and it can be negative (because themodel can be arbitrarily worse). A constant model that always predictsthe expected value ofy, disregarding the input features, would geta\(R^2\) score of 0.0.- Parameters:
X (array-like ofshape (n_samples,n_features)) – Test samples. For some estimators this may be a precomputedkernel matrix or a list of generic objects instead with shape
(n_samples,n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.y (array-like ofshape (n_samples,) or(n_samples,n_outputs)) – True values forX.
sample_weight (array-like ofshape (n_samples,),default=None) – Sample weights.
- Returns:
score –\(R^2\) of
self.predict(X)
w.r.t.y.- Return type:
Notes
The\(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistentwith default value ofr2_score()
.This influences thescore
method of all the multioutputregressors (except forMultiOutputRegressor
).
- set_fit_request(*,base_margin='$UNCHANGED$',base_margin_eval_set='$UNCHANGED$',eval_set='$UNCHANGED$',feature_weights='$UNCHANGED$',sample_weight='$UNCHANGED$',sample_weight_eval_set='$UNCHANGED$',verbose='$UNCHANGED$',xgb_model='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
fit
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter infit
.- base_margin_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin_eval_set
parameter infit
.- eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_set
parameter infit
.- feature_weightsstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
feature_weights
parameter infit
.- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.- sample_weight_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight_eval_set
parameter infit
.- verbosestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
verbose
parameter infit
.- xgb_modelstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
xgb_model
parameter infit
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method toallow unknown kwargs. This allows using the full range of xgboostparameters that are not defined as member variables in sklearn gridsearch.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',output_margin='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict
.- output_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
output_margin
parameter inpredict
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_score_request(*,sample_weight='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
score
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- selfobject
The updated object.
- Parameters:
self (XGBRFRegressor)
- Return type:
- classxgboost.XGBRFClassifier(*,learning_rate=1.0,subsample=0.8,colsample_bynode=0.8,reg_lambda=1e-05,**kwargs)
Bases:
XGBClassifier
scikit-learn API for XGBoost random forest classification.SeeUsing the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of trees in random forest to fit.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str,xgboost.sklearn._SklObjWProto,Callable[[Any,Any],Tuple[numpy.ndarray,numpy.ndarray]],NoneType]) –
Specify the learning task and the corresponding learning objective or a customobjective function to be used.
For custom objective, seeCustom Objective and Evaluation Metric andCustom objective and metric for more information, along with the end note forfunction signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set todefault, XGBoost will choose the most conservative option available. It’srecommended to study this option from the parameters documenttree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with otherScikit-Learn algorithms like grid search, you may choose which algorithm toparallelize and balance the threads. Creating thread contention willsignificantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition ona leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState,numpy.random._generator.Generator,int,NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic asit uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str,int],str,NoneType]) – Constraint of variable monotonicity. Seetutorialfor more information.
interaction_constraints (Union[str,List[Tuple[str]],NoneType]) – Constraints for interaction representing permitted interactions. Theconstraints must be specified in the form of a nested list, e.g.
[[0,1],[2,3,4]]
, where each inner list is a group of indices of features that areallowed to interact with each other. Seetutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or“total_cover”.
For linear model, only “weight” is defined and it’s the normalizedcoefficients without bias.
Added in version 2.0.0.
Device ordinal, available options arecpu,cuda, andgpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.feature_weights (Optional[ArrayLike]) – Weight for each feature, defines the probability of each feature being selectedwhen colsample is being used. All values must be greater than 0, otherwise aValueError is thrown.
max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based splitfor categorical data. When number of categories is lesser than the thresholdthen one-hot encoding is chosen, otherwise the categories will be partitionedinto children nodes. Also,enable_categorical needs to be set to havecategorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only bypartition-based splits for preventing over-fitting. Also,enable_categoricalneeds to be set to have categorical feature support. SeeCategorical Data andParameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-targetregression and multi-class classification. SeeMultiple Outputs formore information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str,List[Union[str,Callable]],Callable,NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be astring or list of strings as names of predefined metric in XGBoost (SeeXGBoost Parameters), one of the metrics in
sklearn.metrics
, or anyother user defined metric that looks likesklearn.metrics.If custom objective is also provided, then custom metric should implement thecorresponding reverse link function.
Unlike thescoring parameter commonly used in scikit-learn, when a callableobject is provided, it’s assumed to be a cost function and by default XGBoostwill minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize insteadof minimize, see
xgboost.callback.EarlyStopping
.SeeCustom Objective and Evaluation Metric andCustom objective and metric for moreinformation.
fromsklearn.datasetsimportload_diabetesfromsklearn.metricsimportmean_absolute_errorX,y=load_diabetes(return_X_y=True)reg=xgb.XGBRegressor(tree_method="hist",eval_metric=mean_absolute_error,)reg.fit(X,y,eval_set=[(X,y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once ineveryearly_stopping_rounds round(s) to continue training. Requires atleast one item ineval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimalnumber of trees during inference. If users want to access the full model(including trees built after early stopping), they can specify theiteration_range in these inference methods. In addition, other utilitieslike model plotting can also use the entire model.If you prefer to discard the trees afterbest_iteration, consider using thecallback function
xgboost.callback.EarlyStopping
.If there’s more than one item ineval_set, the last entry will be used forearly stopping. If there’s more than one metric ineval_metric, the lastmetric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration.It is possible to use predefined callbacks by usingCallback API.
Note
States in callback are not preserved during training, which means callbackobjects can not be reused for multiple training sessions withoutreinitialization or deepcopy.
forparamsinparameters_grid:# be sure to (re)initialize the callbacks before each runcallbacks=[xgb.callback.LearningRateScheduler(custom_rates)]reg=xgboost.XGBRegressor(**params,callbacks=callbacks)reg.fit(X,y)
Keyword arguments for XGBoost Booster object. Full documentation of parameterscan be foundhere.Attempting to set a parameter via the constructor args and **kwargsdict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guaranteethat parameters passed via this argument will interact properlywith scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true,y_pred)->[grad,hess]
orobjective(y_true,y_pred,*,sample_weight)->[grad,hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
Note that, if the custom objective produces negative values forthe Hessian, these will be clipped. If the objective is non-convex,one might also consider using the expected Hessian (Fisherinformation) instead.
- apply(X,iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trainedwith early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of theleaf x ends up in. Leaves are numbered within
[0;2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- propertybest_iteration:int
The best iteration obtained by early stopping. This attribute is 0-based,for instance if the best iteration is the first round, then best_iteration is 0.
- propertycoef_:ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen asbase learner (booster=gblinear). It is not defined for other baselearner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes,n_features]
- evals_result()
Return the evaluation results.
Ifeval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passedeval_sets. Wheneval_metric is also passed to thefit()
function, theevals_result will contain theeval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0':{'logloss':['0.604835','0.531479']},'validation_1':{'logloss':['0.41965','0.17686']}}
- Return type:
evals_result
- propertyfeature_importances_:ndarray
Feature importances property, return depends onimportance_typeparameter. When model trained with multi-class/multi-label/multi-target dataset,the feature importance is “averaged” over all targets. The “average” is definedbased on the importance type. For instance, if the importance type is“total_gain”, then the score is sum of loss change for each split from alltrees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape(n_features, n_classes)
- propertyfeature_names_in_:ndarray
Names of features seen during
fit()
. Defined only whenX hasfeature names that are all strings.
- fit(X,y,*,sample_weight=None,base_margin=None,eval_set=None,verbose=True,xgb_model=None,sample_weight_eval_set=None,base_margin_eval_set=None,feature_weights=None)
Fit gradient boosting classifier.
Note that calling
fit()
multiple times will cause the model object to bere-fit from scratch. To resume training from a previous checkpoint, explicitlypassxgb_model
argument.- Parameters:
X (Any) –
Input feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when thedevice of input data is not matched with algorithm. For instance, if theinput is a numpy array on CPU butcuda
is used for training, then thedata is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any |None) – instance weights
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
eval_set (Sequence[Tuple[Any,Any]]|None) – A list of (X, y) tuple pairs to use as validation sets, for whichmetrics will be computed.Validation metrics will help us track the performance of the model.
verbose (bool |int |None) – Ifverbose is True and an evaluation set is used, the evaluation metricmeasured on the validation set is printed to stdout at each boosting stage.Ifverbose is an integer, the evaluation metric is printed at eachverbose boosting stage. The last boosting stage / the boosting stage foundby usingearly_stopping_rounds is also printed.
xgb_model (Booster |str |XGBModel |None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to beloaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any]|None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array likeobject storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any]|None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array likeobject storing base margin for the i-th validation set.
feature_weights (Any |None) –
Deprecated since version 3.0.0.
Usefeature_weights in
__init__()
orset_params()
instead.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please checkUser Guide on how the routingmechanism works.
- Returns:
routing – A
MetadataRequest
encapsulatingrouting information.- Return type:
MetadataRequest
- propertyintercept_:ndarray
Intercept (bias) property
For tree-based model, the returned value is thebase_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")model.load_model("model.json")# ormodel.save_model("model.ubj")model.load_model("model.ubj")# orbuf=model.save_raw()model.load_model(buf)
- predict(X,*,output_margin=False,validate_features=True,base_margin=None,iteration_range=None)
Predict withX. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator usesinplace_predict by default and falls back to usingDMatrix
ifdevices between the data and the estimator don’t match.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Data to predict with. SeeSupported data structures for various XGBoost functions for a list of supported types.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) –
Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifying
iteration_range=(10,20)
, then only the forests built during [10, 20) (half open set) roundsare used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- predict_proba(X,validate_features=True,base_margin=None,iteration_range=None)
Predict the probability of eachX example being of a given class. If themodel is trained with early stopping, then
best_iteration
is usedautomatically. The estimator usesinplace_predict by default and falls back tousingDMatrix
if devices between the data and the estimator don’tmatch.Note
This function is only thread safe forgbtree anddart.
- Parameters:
X (Any) – Feature matrix. SeeSupported data structures for various XGBoost functions for a list of supported types.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names areidentical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any |None) – Global bias for each instance. SeeIntercept for details.
iteration_range (Tuple[int |integer,int |integer]|None) – Specifies which layer of trees are used in prediction. For example, if arandom forest is trained with 100 rounds. Specifyingiteration_range=(10,20), then only the forests built during [10, 20) (half open set) rounds areused in this prediction.
- Returns:
a numpy array of shape array-like of shape (n_samples, n_classes) with theprobability of each data example being of a given class.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among thevarious XGBoost interfaces. Auxiliary attributes of the Python Booster object(such as feature_names) are only saved when using JSON or UBJSON (default)format. Also, parameters that are not part of the model (like metrics,max_depth, etc) are not saved, seeModel IOfor more info.
model.save_model("model.json")# ormodel.save_model("model.ubj")
- score(X,y,sample_weight=None)
Returnaccuracy on provided data and labels.
In multi-label classification, this is the subset accuracywhich is a harsh metric since you require for each sample thateach label set be correctly predicted.
- Parameters:
X (array-like ofshape (n_samples,n_features)) – Test samples.
y (array-like ofshape (n_samples,) or(n_samples,n_outputs)) – True labels forX.
sample_weight (array-like ofshape (n_samples,),default=None) – Sample weights.
- Returns:
score – Mean accuracy of
self.predict(X)
w.r.t.y.- Return type:
- set_fit_request(*,base_margin='$UNCHANGED$',base_margin_eval_set='$UNCHANGED$',eval_set='$UNCHANGED$',feature_weights='$UNCHANGED$',sample_weight='$UNCHANGED$',sample_weight_eval_set='$UNCHANGED$',verbose='$UNCHANGED$',xgb_model='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
fit
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter infit
.- base_margin_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin_eval_set
parameter infit
.- eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
eval_set
parameter infit
.- feature_weightsstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
feature_weights
parameter infit
.- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.- sample_weight_eval_setstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight_eval_set
parameter infit
.- verbosestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
verbose
parameter infit
.- xgb_modelstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
xgb_model
parameter infit
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method toallow unknown kwargs. This allows using the full range of xgboostparameters that are not defined as member variables in sklearn gridsearch.
- Return type:
self
- Parameters:
params (Any)
- set_predict_proba_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict_proba
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict_proba
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict_proba
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict_proba
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict_proba
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict_proba
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_predict_request(*,base_margin='$UNCHANGED$',iteration_range='$UNCHANGED$',output_margin='$UNCHANGED$',validate_features='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
predict
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- base_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
base_margin
parameter inpredict
.- iteration_rangestr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
iteration_range
parameter inpredict
.- output_marginstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
output_margin
parameter inpredict
.- validate_featuresstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
validate_features
parameter inpredict
.
- selfobject
The updated object.
- Parameters:
- Return type:
- set_score_request(*,sample_weight='$UNCHANGED$')
Configure whether metadata should be requested to be passed to the
score
method.Note that this method is only relevant when this estimator is used as asub-estimator within ameta-estimator and metadata routing is enabledwith
enable_metadata_routing=True
(seesklearn.set_config()
).Please check theUser Guide on how the routingmechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains theexisting request. This allows you to change the request for someparameters and not others.Added in version 1.3.
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- selfobject
The updated object.
- Parameters:
self (XGBRFClassifier)
- Return type:
Plotting API
Plotting Library.
- xgboost.plot_importance(booster,*,ax=None,height=0.2,xlim=None,ylim=None,title='Featureimportance',xlabel='Importancescore',ylabel='Features',fmap='',importance_type='weight',max_num_features=None,grid=True,show_values=True,values_format='{v}',**kwargs)
Plot importance based on fitted trees.
- Parameters:
booster (XGBModel |Booster |dict) – Booster or XGBModel instance, or dict taken by Booster.get_fscore()
ax (matplotlib Axes) – Target axes instance. If None, new figure and axes will be created.
grid (bool) – Turn the axes grids on or off. Default is True (On).
importance_type (str) –
How the importance is calculated: either “weight”, “gain”, or “cover”
”weight” is the number of times a feature appears in a tree
”gain” is the average gain of splits which use the feature
”cover” is the average coverage of splits which use the featurewhere coverage is defined as the number of samples affected by the split
max_num_features (int |None) – Maximum number of top features displayed on plot. If None, all features will bedisplayed.
height (float) – Bar height, passed to ax.barh()
xlim (tuple |None) – Tuple passed to axes.xlim()
ylim (tuple |None) – Tuple passed to axes.ylim()
title (str) – Axes title. To disable, pass None.
xlabel (str) – X axis title label. To disable, pass None.
ylabel (str) – Y axis title label. To disable, pass None.
show_values (bool) – Show values on plot. To disable, pass False.
values_format (str) – Format string for values. “v” will be replaced by the value of the featureimportance. e.g. Pass “{v:.2f}” in order to limit the number of digits afterthe decimal point to two, for each value printed on the graph.
kwargs (Any) – Other keywords passed to ax.barh()
- Returns:
ax
- Return type:
matplotlib Axes
- xgboost.plot_tree(booster,*,fmap='',num_trees=None,rankdir=None,ax=None,with_stats=False,tree_idx=0,**kwargs)
Plot specified tree.
- Parameters:
booster (Booster |XGBModel) – Booster or XGBModel instance
fmap (str (optional)) – The name of feature map file
num_trees (int |None) –
Deprecated since version 3.0.
rankdir (str,default "TB") – Passed to graphviz via graph_attr
ax (matplotlib Axes,default None) – Target axes instance. If None, new figure and axes will be created.
with_stats (bool) –
Added in version 3.0.
See
to_graphviz()
.tree_idx (int) –
Added in version 3.0.
See
to_graphviz()
.kwargs (Any) – Other keywords passed to
to_graphviz()
- Returns:
ax
- Return type:
matplotlib Axes
- xgboost.to_graphviz(booster,*,fmap='',num_trees=None,rankdir=None,yes_color=None,no_color=None,condition_node_params=None,leaf_node_params=None,with_stats=False,tree_idx=0,**kwargs)
Convert specified tree to graphviz instance. IPython can automatically plotthe returned graphviz instance. Otherwise, you should call .render() methodof the returned graphviz instance.
- Parameters:
booster (Booster |XGBModel) – Booster or XGBModel instance
num_trees (int |None) –
Deprecated since version 3.0.
Specify the ordinal number of target tree
rankdir (str |None) – Passed to graphviz via graph_attr
yes_color (str |None) – Edge color when meets the node condition.
no_color (str |None) – Edge color when doesn’t meet the node condition.
condition_node_params (dict |None) –
Condition node configuration for for graphviz. Example:
{'shape':'box','style':'filled,rounded','fillcolor':'#78bceb'}
leaf_node_params (dict |None) –
Leaf node configuration for graphviz. Example:
{'shape':'box','style':'filled','fillcolor':'#e48038'}
with_stats (bool) –
Added in version 3.0.
Controls whether the split statistics should be included.
tree_idx (int) –
Added in version 3.0.
Specify the ordinal index of target tree.
kwargs (Any) – Other keywords passed to graphviz graph_attr, e.g.
graph[{key}={value}]
- Returns:
graph
- Return type:
graphviz.Source
Callback API
Callback library containing training routines. SeeCallback Functions for a quick introduction.
- classxgboost.callback.TrainingCallback
Interface for training callback.
Added in version 1.3.0.
- after_iteration(model,epoch,evals_log)
Run after each iteration. ReturnsTrue when training should stop.
- Parameters:
- Return type:
- before_iteration(model,epoch,evals_log)
Run before each iteration. Returns True when training should stop. See
after_iteration()
for details.
- classxgboost.callback.EvaluationMonitor(rank=0,period=1,show_stdv=False,logger=<functioncommunicator_print>)
Bases:
TrainingCallback
Print the evaluation result at each iteration.
Added in version 1.3.0.
- Parameters:
- after_iteration(model,epoch,evals_log)
Run after each iteration. ReturnsTrue when training should stop.
- Parameters:
- Return type:
- classxgboost.callback.EarlyStopping(*,rounds,metric_name=None,data_name=None,maximize=None,save_best=False,min_delta=0.0)
Bases:
TrainingCallback
Callback function for early stopping
Added in version 1.3.0.
- Parameters:
rounds (int) – Early stopping rounds.
metric_name (str |None) – Name of metric that is used for early stopping.
data_name (str |None) – Name of dataset that is used for early stopping.
maximize (bool |None) – Whether to maximize evaluation metric. None means auto (discouraged).
save_best (bool |None) – Whether training should return the best model or the last model. If set toTrue, it will only keep the boosting rounds up to the detected best iteration,discarding the ones that come after. This is only supported with tree methods(notgblinear). Also, thecv function doesn’t return a model, the parameteris not applicable.
min_delta (float) –
Added in version 1.5.0.
Minimum absolute change in score to be qualified as an improvement.
Examples
es=xgboost.callback.EarlyStopping(rounds=2,min_delta=1e-3,save_best=True,maximize=False,data_name="validation_0",metric_name="mlogloss",)clf=xgboost.XGBClassifier(tree_method="hist",device="cuda",callbacks=[es])X,y=load_digits(return_X_y=True)clf.fit(X,y,eval_set=[(X,y)])
- after_iteration(model,epoch,evals_log)
Run after each iteration. ReturnsTrue when training should stop.
- Parameters:
- Return type:
- classxgboost.callback.LearningRateScheduler(learning_rates)
Bases:
TrainingCallback
Callback function for scheduling learning rate.
Added in version 1.3.0.
- Parameters:
learning_rates (Callable[[int],float]|Sequence[float]) – If it’s a callable object, then it should accept an integer parameterepoch and returns the corresponding learning rate. Otherwise itshould be a sequence like list or tuple with the same size of boostingrounds.
- after_iteration(model,epoch,evals_log)
Run after each iteration. ReturnsTrue when training should stop.
- Parameters:
- Return type:
- classxgboost.callback.TrainingCheckPoint(directory,name='model',as_pickle=False,interval=100)
Bases:
TrainingCallback
Checkpointing operation. Users are encouraged to create their own callbacks forcheckpoint as XGBoost doesn’t handle distributed file systems. When checkpointing ondistributed systems, be sure to know the rank of the worker to avoid multipleworkers checkpointing to the same place.
Added in version 1.3.0.
Since XGBoost 2.1.0, the default format is changed to UBJSON.
- Parameters:
name (str) – pattern of output model file. Models will be saved as name_0.ubj, name_1.ubj,name_2.ubj ….
as_pickle (bool) – When set to True, all training parameters will be saved in pickle format,instead of saving only the model.
interval (int) – Interval of checkpointing. Checkpointing is slow so setting a larger number canreduce performance hit.
- after_iteration(model,epoch,evals_log)
Run after each iteration. ReturnsTrue when training should stop.
- Parameters:
- Return type:
Dask API
PySpark API
PySpark XGBoost integration interface
- classxgboost.spark.SparkXGBClassifier(*,features_col='features',label_col='label',prediction_col='prediction',probability_col='probability',raw_prediction_col='rawPrediction',pred_contrib_col=None,validation_indicator_col=None,weight_col=None,base_margin_col=None,num_workers=1,device=None,force_repartition=False,repartition_random_shuffle=False,enable_sparse_data_optim=False,launch_tracker_on_driver=True,coll_cfg=None,**kwargs)
Bases:
_SparkXGBEstimator
,HasProbabilityCol
,HasRawPredictionCol
SparkXGBClassifier is a PySpark ML estimator. It implements the XGBoostclassification algorithm based on XGBoost python library, and it can be used inPySpark Pipeline and PySpark ML meta algorithms like-
CrossValidator
/-TrainValidationSplit
/-OneVsRest
SparkXGBClassifier automatically supports most of the parameters in
xgboost.XGBClassifier
constructor and most of the parameters used inxgboost.XGBClassifier.fit()
andxgboost.XGBClassifier.predict()
method.To enable GPU support, setdevice tocuda orgpu.
SparkXGBClassifier doesn’t support settingbase_margin explicitly as well, butsupport another param calledbase_margin_col. see doc below for more details.
SparkXGBClassifier doesn’t support settingoutput_margin, but we can get outputmargin from the raw prediction column. Seeraw_prediction_col param doc below formore details.
SparkXGBClassifier doesn’t supportvalidate_features andoutput_margin param.
SparkXGBClassifier doesn’t support settingnthread xgboost param, instead, thenthread param for each xgboost worker will be set equal tospark.task.cpusconfig value.
- Parameters:
features_col (str |List[str]) – When the value is string, it requires the features column name to be vector type.When the value is a list of string, it requires all the feature columns to be numeric types.
label_col (str) – Label column name. Default to “label”.
prediction_col (str) – Prediction column name. Default to “prediction”
probability_col (str) – Column name for predicted class conditional probabilities. Default to probabilityCol
raw_prediction_col (str) – Theoutput_margin=True is implicitly supported by therawPredictionCol output column, which is always returned with the predicted marginvalues.
pred_contrib_col (pyspark.ml.param.Param[str]) – Contribution prediction column name.
validation_indicator_col (str |None) – For params related toxgboost.XGBClassifier training withevaluation dataset’s supervision,set
xgboost.spark.SparkXGBClassifier.validation_indicator_col
parameter instead of setting theeval_set parameter inxgboost.XGBClassifierfit method.weight_col (str |None) – To specify the weight of the training and validation dataset, set
xgboost.spark.SparkXGBClassifier.weight_col
parameter instead of settingsample_weight andsample_weight_eval_set parameter inxgboost.XGBClassifierfit method.base_margin_col (str |None) – To specify the base margins of the training and validationdataset, set
xgboost.spark.SparkXGBClassifier.base_margin_col
parameterinstead of settingbase_margin andbase_margin_eval_set in thexgboost.XGBClassifier fit method.num_workers (int) – How many XGBoost workers to be used to train.Each XGBoost worker corresponds to one spark task.
device (str |None) –
Added in version 2.0.0.
Device for XGBoost workers, available options arecpu,cuda, andgpu.
force_repartition (bool) – Boolean value to specify if forcing the input dataset to be repartitionedbefore XGBoost training.
repartition_random_shuffle (bool) – Boolean value to specify if randomly shuffling the dataset when repartitioning is required.
enable_sparse_data_optim (bool) – Boolean value to specify if enabling sparse data optimization, if True,Xgboost DMatrix object will be constructed from sparse matrix instead ofdense matrix.
launch_tracker_on_driver (bool) – Boolean value to indicate whether the tracker should be launched on the driver side orthe executor side.
coll_cfg (Config |None) – The collective configuration. See
Config
kwargs (Any) – A dictionary of xgboost parameters, please refer tohttps://xgboost.readthedocs.io/en/stable/parameter.html
Note
The Parameters chart above contains parameters that need special handling.For a full list of parameters, see entries withParam(parent=… below.
This API is experimental.
Examples
>>>fromxgboost.sparkimportSparkXGBClassifier>>>frompyspark.ml.linalgimportVectors>>>df_train=spark.createDataFrame([...(Vectors.dense(1.0,2.0,3.0),0,False,1.0),...(Vectors.sparse(3,{1:1.0,2:5.5}),1,False,2.0),...(Vectors.dense(4.0,5.0,6.0),0,True,1.0),...(Vectors.sparse(3,{1:6.0,2:7.5}),1,True,2.0),...],["features","label","isVal","weight"])>>>df_test=spark.createDataFrame([...(Vectors.dense(1.0,2.0,3.0),),...],["features"])>>>xgb_classifier=SparkXGBClassifier(max_depth=5,missing=0.0,...validation_indicator_col='isVal',weight_col='weight',...early_stopping_rounds=1,eval_metric='logloss')>>>xgb_clf_model=xgb_classifier.fit(df_train)>>>xgb_clf_model.transform(df_test).show()
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- fit(dataset,params=None)
Fits a model to the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.params (dict orlist ortuple,optional) – an optional param map that overrides embedded params. If a list/tuple ofparam maps is given, this calls fit on each param map and returns a list ofmodels.
- Returns:
fitted model(s)
- Return type:
Transformer
or a list ofTransformer
- fitMultiple(dataset,paramMaps)
Fits a model to the input dataset for each param map inparamMaps.
Added in version 2.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.paramMaps (
collections.abc.Sequence
) – A Sequence of param maps.
- Returns:
A thread safe iterable which contains one model for each param map. Eachcall tonext(modelIterator) will return(index, model) where model was fitusingparamMaps[index].index values may not be sequential.
- Return type:
_FitMultipleIterator
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the estimator.
- Return type:
SparkXGBReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- uid
A unique id for the object.
- write()
Return the writer for saving the estimator.
- Return type:
SparkXGBWriter
- classxgboost.spark.SparkXGBClassifierModel(xgb_sklearn_model=None,training_summary=None)
Bases:
_ClassificationModel
The model returned by
xgboost.spark.SparkXGBClassifier.fit()
Note
This API is experimental.
- Parameters:
xgb_sklearn_model (XGBModel |None)
training_summary (XGBoostTrainingSummary |None)
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- get_feature_importances(importance_type='weight')
Get feature importance of each feature.Importance type can be defined as:
‘weight’: the number of times a feature is used to split the data across all trees.
‘gain’: the average gain across all splits the feature is used in.
‘cover’: the average coverage across all splits the feature is used in.
‘total_gain’: the total gain across all splits the feature is used in.
‘total_cover’: the total coverage across all splits the feature is used in.
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the model.
- Return type:
SparkXGBModelReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- transform(dataset,params=None)
Transforms the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input datasetparams (dict,optional) – an optional param map that overrides embedded params.
- Returns:
transformed dataset
- Return type:
- uid
A unique id for the object.
- write()
Return the writer for saving the model.
- Return type:
SparkXGBModelWriter
- classxgboost.spark.SparkXGBRegressor(*,features_col='features',label_col='label',prediction_col='prediction',pred_contrib_col=None,validation_indicator_col=None,weight_col=None,base_margin_col=None,num_workers=1,device=None,force_repartition=False,repartition_random_shuffle=False,enable_sparse_data_optim=False,launch_tracker_on_driver=True,coll_cfg=None,**kwargs)
Bases:
_SparkXGBEstimator
SparkXGBRegressor is a PySpark ML estimator. It implements the XGBoost regressionalgorithm based on XGBoost python library, and it can be used in PySpark Pipelineand PySpark ML meta algorithms like-
CrossValidator
/-TrainValidationSplit
/-OneVsRest
SparkXGBRegressor automatically supports most of the parameters in
xgboost.XGBRegressor
constructor and most of the parameters used inxgboost.XGBRegressor.fit()
andxgboost.XGBRegressor.predict()
method.To enable GPU support, setdevice tocuda orgpu.
SparkXGBRegressor doesn’t support settingbase_margin explicitly as well, butsupport another param calledbase_margin_col. see doc below for more details.
SparkXGBRegressor doesn’t supportvalidate_features andoutput_margin param.
SparkXGBRegressor doesn’t support settingnthread xgboost param, instead, thenthread param for each xgboost worker will be set equal tospark.task.cpusconfig value.
- Parameters:
features_col (str |List[str]) – When the value is string, it requires the features column name to be vector type.When the value is a list of string, it requires all the feature columns to be numeric types.
label_col (str) – Label column name. Default to “label”.
prediction_col (str) – Prediction column name. Default to “prediction”
pred_contrib_col (pyspark.ml.param.Param[str]) – Contribution prediction column name.
validation_indicator_col (str |None) – For params related toxgboost.XGBRegressor training withevaluation dataset’s supervision,set
xgboost.spark.SparkXGBRegressor.validation_indicator_col
parameter instead of setting theeval_set parameter inxgboost.XGBRegressorfit method.weight_col (str |None) – To specify the weight of the training and validation dataset, set
xgboost.spark.SparkXGBRegressor.weight_col
parameter instead of settingsample_weight andsample_weight_eval_set parameter inxgboost.XGBRegressorfit method.base_margin_col (str |None) – To specify the base margins of the training and validationdataset, set
xgboost.spark.SparkXGBRegressor.base_margin_col
parameterinstead of settingbase_margin andbase_margin_eval_set in thexgboost.XGBRegressor fit method.num_workers (int) – How many XGBoost workers to be used to train.Each XGBoost worker corresponds to one spark task.
device (str |None) –
Added in version 2.0.0.
Device for XGBoost workers, available options arecpu,cuda, andgpu.
force_repartition (bool) – Boolean value to specify if forcing the input dataset to be repartitionedbefore XGBoost training.
repartition_random_shuffle (bool) – Boolean value to specify if randomly shuffling the dataset when repartitioning is required.
enable_sparse_data_optim (bool) – Boolean value to specify if enabling sparse data optimization, if True,Xgboost DMatrix object will be constructed from sparse matrix instead ofdense matrix.
launch_tracker_on_driver (bool) – Boolean value to indicate whether the tracker should be launched on the driver side orthe executor side.
coll_cfg (Config |None) – The collective configuration. See
Config
kwargs (Any) – A dictionary of xgboost parameters, please refer tohttps://xgboost.readthedocs.io/en/stable/parameter.html
Note
The Parameters chart above contains parameters that need special handling.For a full list of parameters, see entries withParam(parent=… below.
This API is experimental.
Examples
>>>fromxgboost.sparkimportSparkXGBRegressor>>>frompyspark.ml.linalgimportVectors>>>df_train=spark.createDataFrame([...(Vectors.dense(1.0,2.0,3.0),0,False,1.0),...(Vectors.sparse(3,{1:1.0,2:5.5}),1,False,2.0),...(Vectors.dense(4.0,5.0,6.0),2,True,1.0),...(Vectors.sparse(3,{1:6.0,2:7.5}),3,True,2.0),...],["features","label","isVal","weight"])>>>df_test=spark.createDataFrame([...(Vectors.dense(1.0,2.0,3.0),),...(Vectors.sparse(3,{1:1.0,2:5.5}),)...],["features"])>>>xgb_regressor=SparkXGBRegressor(max_depth=5,missing=0.0,...validation_indicator_col='isVal',weight_col='weight',...early_stopping_rounds=1,eval_metric='rmse')>>>xgb_reg_model=xgb_regressor.fit(df_train)>>>xgb_reg_model.transform(df_test)
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- fit(dataset,params=None)
Fits a model to the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.params (dict orlist ortuple,optional) – an optional param map that overrides embedded params. If a list/tuple ofparam maps is given, this calls fit on each param map and returns a list ofmodels.
- Returns:
fitted model(s)
- Return type:
Transformer
or a list ofTransformer
- fitMultiple(dataset,paramMaps)
Fits a model to the input dataset for each param map inparamMaps.
Added in version 2.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.paramMaps (
collections.abc.Sequence
) – A Sequence of param maps.
- Returns:
A thread safe iterable which contains one model for each param map. Eachcall tonext(modelIterator) will return(index, model) where model was fitusingparamMaps[index].index values may not be sequential.
- Return type:
_FitMultipleIterator
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the estimator.
- Return type:
SparkXGBReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- uid
A unique id for the object.
- write()
Return the writer for saving the estimator.
- Return type:
SparkXGBWriter
- classxgboost.spark.SparkXGBRegressorModel(xgb_sklearn_model=None,training_summary=None)
Bases:
_SparkXGBModel
The model returned by
xgboost.spark.SparkXGBRegressor.fit()
Note
This API is experimental.
- Parameters:
xgb_sklearn_model (XGBModel |None)
training_summary (XGBoostTrainingSummary |None)
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- get_feature_importances(importance_type='weight')
Get feature importance of each feature.Importance type can be defined as:
‘weight’: the number of times a feature is used to split the data across all trees.
‘gain’: the average gain across all splits the feature is used in.
‘cover’: the average coverage across all splits the feature is used in.
‘total_gain’: the total gain across all splits the feature is used in.
‘total_cover’: the total coverage across all splits the feature is used in.
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the model.
- Return type:
SparkXGBModelReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- transform(dataset,params=None)
Transforms the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input datasetparams (dict,optional) – an optional param map that overrides embedded params.
- Returns:
transformed dataset
- Return type:
- uid
A unique id for the object.
- write()
Return the writer for saving the model.
- Return type:
SparkXGBModelWriter
- classxgboost.spark.SparkXGBRanker(*,features_col='features',label_col='label',prediction_col='prediction',pred_contrib_col=None,validation_indicator_col=None,weight_col=None,base_margin_col=None,qid_col=None,num_workers=1,device=None,force_repartition=False,repartition_random_shuffle=False,enable_sparse_data_optim=False,launch_tracker_on_driver=True,coll_cfg=None,**kwargs)
Bases:
_SparkXGBEstimator
SparkXGBRanker is a PySpark ML estimator. It implements the XGBoostranking algorithm based on XGBoost python library, and it can be used inPySpark Pipeline and PySpark ML meta algorithms like
CrossValidator
/TrainValidationSplit
/OneVsRest
SparkXGBRanker automatically supports most of the parameters in
xgboost.XGBRanker
constructor and most of the parameters used inxgboost.XGBRanker.fit()
andxgboost.XGBRanker.predict()
method.To enable GPU support, setdevice tocuda orgpu.
SparkXGBRanker doesn’t support settingbase_margin explicitly as well, but supportanother param calledbase_margin_col. see doc below for more details.
SparkXGBRanker doesn’t support settingoutput_margin, but we can get output marginfrom the raw prediction column. Seeraw_prediction_col param doc below for moredetails.
SparkXGBRanker doesn’t supportvalidate_features andoutput_margin param.
SparkXGBRanker doesn’t support settingnthread xgboost param, instead, thenthread param for each xgboost worker will be set equal tospark.task.cpusconfig value.
- Parameters:
features_col (str |List[str]) – When the value is string, it requires the features column name to be vector type.When the value is a list of string, it requires all the feature columns to be numeric types.
label_col (str) – Label column name. Default to “label”.
prediction_col (str) – Prediction column name. Default to “prediction”
pred_contrib_col (pyspark.ml.param.Param[str]) – Contribution prediction column name.
validation_indicator_col (str |None) – For params related toxgboost.XGBRanker training withevaluation dataset’s supervision,set
xgboost.spark.SparkXGBRanker.validation_indicator_col
parameter instead of setting theeval_set parameter inxgboost.XGBRanker
fit method.weight_col (str |None) – To specify the weight of the training and validation dataset, set
xgboost.spark.SparkXGBRanker.weight_col
parameter instead of settingsample_weight andsample_weight_eval_set parameter inxgboost.XGBRanker
fit method.base_margin_col (str |None) – To specify the base margins of the training and validationdataset, set
xgboost.spark.SparkXGBRanker.base_margin_col
parameterinstead of settingbase_margin andbase_margin_eval_set in thexgboost.XGBRanker
fit method.qid_col (str |None) – Query id column name.
num_workers (int) – How many XGBoost workers to be used to train.Each XGBoost worker corresponds to one spark task.
device (str |None) –
Added in version 2.0.0.
Device for XGBoost workers, available options arecpu,cuda, andgpu.
force_repartition (bool) – Boolean value to specify if forcing the input dataset to be repartitionedbefore XGBoost training.
repartition_random_shuffle (bool) – Boolean value to specify if randomly shuffling the dataset when repartitioning is required.
enable_sparse_data_optim (bool) – Boolean value to specify if enabling sparse data optimization, if True,Xgboost DMatrix object will be constructed from sparse matrix instead ofdense matrix.
launch_tracker_on_driver (bool) – Boolean value to indicate whether the tracker should be launched on the driver side orthe executor side.
coll_cfg (Config |None) – The collective configuration. See
Config
kwargs (Any) – A dictionary of xgboost parameters, please refer tohttps://xgboost.readthedocs.io/en/stable/parameter.html
Note: (..) – The Parameters chart above contains parameters that need special handling.: For a full list of parameters, see entries withParam(parent=… below.
Note: – This API is experimental.:
Examples
>>>fromxgboost.sparkimportSparkXGBRanker>>>frompyspark.ml.linalgimportVectors>>>ranker=SparkXGBRanker(qid_col="qid")>>>df_train=spark.createDataFrame(...[...(Vectors.dense(1.0,2.0,3.0),0,0),...(Vectors.dense(4.0,5.0,6.0),1,0),...(Vectors.dense(9.0,4.0,8.0),2,0),...(Vectors.sparse(3,{1:1.0,2:5.5}),0,1),...(Vectors.sparse(3,{1:6.0,2:7.5}),1,1),...(Vectors.sparse(3,{1:8.0,2:9.5}),2,1),...],...["features","label","qid"],...)>>>df_test=spark.createDataFrame(...[...(Vectors.dense(1.5,2.0,3.0),0),...(Vectors.dense(4.5,5.0,6.0),0),...(Vectors.dense(9.0,4.5,8.0),0),...(Vectors.sparse(3,{1:1.0,2:6.0}),1),...(Vectors.sparse(3,{1:6.0,2:7.0}),1),...(Vectors.sparse(3,{1:8.0,2:10.5}),1),...],...["features","qid"],...)>>>model=ranker.fit(df_train)>>>model.transform(df_test).show()
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- fit(dataset,params=None)
Fits a model to the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.params (dict orlist ortuple,optional) – an optional param map that overrides embedded params. If a list/tuple ofparam maps is given, this calls fit on each param map and returns a list ofmodels.
- Returns:
fitted model(s)
- Return type:
Transformer
or a list ofTransformer
- fitMultiple(dataset,paramMaps)
Fits a model to the input dataset for each param map inparamMaps.
Added in version 2.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input dataset.paramMaps (
collections.abc.Sequence
) – A Sequence of param maps.
- Returns:
A thread safe iterable which contains one model for each param map. Eachcall tonext(modelIterator) will return(index, model) where model was fitusingparamMaps[index].index values may not be sequential.
- Return type:
_FitMultipleIterator
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the estimator.
- Return type:
SparkXGBReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- uid
A unique id for the object.
- write()
Return the writer for saving the estimator.
- Return type:
SparkXGBWriter
- classxgboost.spark.SparkXGBRankerModel(xgb_sklearn_model=None,training_summary=None)
Bases:
_SparkXGBModel
The model returned by
xgboost.spark.SparkXGBRanker.fit()
Note
This API is experimental.
- Parameters:
xgb_sklearn_model (XGBModel |None)
training_summary (XGBoostTrainingSummary |None)
- clear(param)
Clears a param from the param map if it has been explicitly set.
- Parameters:
param (Param)
- Return type:
None
- copy(extra=None)
Creates a copy of this instance with the same uid and someextra params. The default implementation creates ashallow copy using
copy.copy()
, and then copies theembedded and extra parameters over and returns the copy.Subclasses should override this method if the default approachis not sufficient.- Parameters:
extra (dict,optional) – Extra parameters to copy to the new instance
self (P)
- Returns:
Copy of this instance
- Return type:
Params
- explainParam(param)
Explains a single param and returns its name, doc, and optionaldefault value and user-supplied value in a string.
- explainParams()
Returns the documentation of all params with their optionallydefault values and user-supplied values.
- Return type:
- extractParamMap(extra=None)
Extracts the embedded default param values and user-suppliedvalues, and then merges them with extra values from input intoa flat param map, where the latter value is used if there existconflicts, i.e., with ordering: default param values <user-supplied values < extra.
- getOrDefault(param)
Gets the value of a param in the user-supplied param map or itsdefault value. Raises an error if neither is set.
- getValidationIndicatorCol()
Gets the value of validationIndicatorCol or its default value.
- Return type:
- get_feature_importances(importance_type='weight')
Get feature importance of each feature.Importance type can be defined as:
‘weight’: the number of times a feature is used to split the data across all trees.
‘gain’: the average gain across all splits the feature is used in.
‘cover’: the average coverage across all splits the feature is used in.
‘total_gain’: the total gain across all splits the feature is used in.
‘total_cover’: the total coverage across all splits the feature is used in.
- hasDefault(param)
Checks whether a param has a default value.
- hasParam(paramName)
Tests whether this instance contains a param with a given(string) name.
- isDefined(param)
Checks whether a param is explicitly set by user or hasa default value.
- isSet(param)
Checks whether a param is explicitly set by user.
- classmethodload(path)
Reads an ML instance from the input path, a shortcut ofread().load(path).
- Parameters:
path (str)
- Return type:
RL
- propertyparams:List[Param]
Returns all params ordered by name. The default implementationuses
dir()
to get all attributes of typeParam
.
- classmethodread()
Return the reader for loading the model.
- Return type:
SparkXGBModelReader
- save(path)
Save this ML instance to the given path, a shortcut of ‘write().save(path)’.
- Parameters:
path (str)
- Return type:
None
- set(param,value)
Sets a parameter in the embedded param map.
- set_coll_cfg(value)
Set collective configuration
- Parameters:
value (Config)
- Return type:
_SparkXGBParams
- set_device(value)
Set device, optional value: cpu, cuda, gpu
- Parameters:
value (str)
- Return type:
_SparkXGBParams
- transform(dataset,params=None)
Transforms the input dataset with optional parameters.
Added in version 1.3.0.
- Parameters:
dataset (
pyspark.sql.DataFrame
) – input datasetparams (dict,optional) – an optional param map that overrides embedded params.
- Returns:
transformed dataset
- Return type:
- uid
A unique id for the object.
- write()
Return the writer for saving the model.
- Return type:
SparkXGBModelWriter
Collective
XGBoost collective communication related API.
- classxgboost.collective.Config(retry=None,timeout=None,tracker_host_ip=None,tracker_port=None,tracker_timeout=None)
User configuration for the communicator context. This is used for easierintegration with distributed frameworks. Users of the collective module can pass theparameters directly into tracker and the communicator.
Added in version 3.0.
- Parameters:
- timeout
Seedmlc_timeout in
init()
. This is only used for communicators, notthe tracker. They are different parameters since the timeout for tracker limitsonly the time for starting and finalizing the communication group, whereas thetimeout for communicators limits the time used for collective operations.- Type:
int | None
- tracker_host_ip
- Type:
See
RabitTracker
.
- tracker_port
- Type:
See
RabitTracker
.
- tracker_timeout
- Type:
See
RabitTracker
.
- xgboost.collective.init(**args)
Initialize the collective library with arguments.
- Parameters:
Keyword arguments representing the parameters and their values.
- Accepted parameters:
dmlc_communicator: The type of the communicator.* rabit: Use Rabit. This is the default if the type is unspecified.* federated: Use the gRPC interface for Federated Learning.
- Only applicable to the Rabit communicator:
dmlc_tracker_uri: Hostname of the tracker.
dmlc_tracker_port: Port number of the tracker.
dmlc_task_id: ID of the current task, can be used to obtain deterministic
dmlc_retry: The number of retry when handling network errors.
dmlc_timeout: Timeout in seconds.
dmlc_nccl_path: Path to load (dlopen) nccl for GPU-based communication.
- Only applicable to the Federated communicator:
federated_server_address: Address of the federated server.
federated_world_size: Number of federated workers.
federated_rank: Rank of the current worker.
federated_server_cert: Server certificate file path. Only needed for the SSLmode.
federated_client_key: Client key file path. Only needed for the SSL mode.
federated_client_cert: Client certificate file path. Only needed for the SSLmode.
Use upper case for environment variables, use lower case for runtime configuration.
- Return type:
None
Tracker for XGBoost collective.
- classxgboost.tracker.RabitTracker(n_workers,host_ip,port=0,*,sortby='host',timeout=0)
Tracker for the collective used in XGBoost, acting as a coordinator betweenworkers.
- Parameters:
n_workers (int) – The total number of workers in the communication group.
host_ip (str |None) – The IP address of the tracker node. XGBoost can try to guess one by probing withsockets. But it’s best to explicitly pass an address.
port (int) – The port this tracker should listen to. XGBoost can query an available port fromthe OS, this configuration is useful for restricted network environments.
sortby (str) –
How to sort the workers for rank assignment. The default is host, but users canset theDMLC_TASK_ID via arguments of
init()
andobtain deterministic rank assignment through sorting by task name. Availableoptions are:host
task
timeout (int) –
Timeout for constructing (bootstrap) and shutting down the communication group,doesn’t apply to communication when the group is up and running.
The timeout value should take the time of data loading and pre-processing intoaccount, due to potential lazy execution. By default the Tracker doesn’t haveany timeout to avoid pre-mature aborting.
The
wait_for()
method has a different timeout parameter that can stopthe tracker even if the tracker is still being used. A value error is raisedwhen timeout is reached.
Examples
fromxgboost.trackerimportRabitTrackerfromxgboostimportcollectiveascolltracker=RabitTracker(host_ip="127.0.0.1",n_workers=2)tracker.start()withcoll.CommunicatorContext(**tracker.worker_args()):ret=coll.broadcast("msg",0)assertstr(ret)=="msg"