Upgrades XGBoost to 1.3.1

Classification/XGBoost/src/main/java/org/tribuo/classification/xgboost/XGBoostClassificationTrainer.java

@@ -102,6 +102,32 @@ public XGBoostClassificationTrainer(int numTrees, double eta, double gamma, int
         postConfig();
     }
 
+    /**
+     * Create an XGBoost trainer.
+     *
+     * @param boosterType The base learning algorithm.
+     * @param treeMethod The tree building algorithm if using a tree booster.
+     * @param numTrees Number of trees to boost.
+     * @param eta Step size shrinkage parameter (default 0.3, range [0,1]).
+     * @param gamma Minimum loss reduction to make a split (default 0, range
+     * [0,inf]).
+     * @param maxDepth Maximum tree depth (default 6, range [1,inf]).
+     * @param minChildWeight Minimum sum of instance weights needed in a leaf
+     * (default 1, range [0, inf]).
+     * @param subsample Subsample size for each tree (default 1, range (0,1]).
+     * @param featureSubsample Subsample features for each tree (default 1,
+     * range (0,1]).
+     * @param lambda L2 regularization term on weights (default 1).
+     * @param alpha L1 regularization term on weights (default 0).
+     * @param nThread Number of threads to use (default 4).
+     * @param verbosity Set the logging verbosity of the native library.
+     * @param seed RNG seed.
+     */
+    public XGBoostClassificationTrainer(BoosterType boosterType, TreeMethod treeMethod, int numTrees, double eta, double gamma, int maxDepth, double minChildWeight, double subsample, double featureSubsample, double lambda, double alpha, int nThread, LoggingVerbosity verbosity, long seed) {
+        super(boosterType,treeMethod,numTrees,eta,gamma,maxDepth,minChildWeight,subsample,featureSubsample,lambda,alpha,nThread,verbosity,seed);
+        postConfig();
+    }
+
     /**
      * This gives direct access to the XGBoost parameter map.
      * <p>
@@ -128,7 +154,7 @@ protected XGBoostClassificationTrainer() { }
     public void postConfig() {
         super.postConfig();
         parameters.put("objective", "multi:softprob");
-        if(!evalMetric.isEmpty()) {
+        if (!evalMetric.isEmpty()) {
             parameters.put("eval_metric", evalMetric);
         }
     }

Classification/XGBoost/src/main/java/org/tribuo/classification/xgboost/XGBoostOptions.java

@@ -19,33 +19,45 @@
 import com.oracle.labs.mlrg.olcut.config.Option;
 import org.tribuo.Trainer;
 import org.tribuo.classification.ClassificationOptions;
+import org.tribuo.common.xgboost.XGBoostTrainer;
+
+import java.util.logging.Level;
+import java.util.logging.Logger;
 
 /**
  * CLI options for training an XGBoost classifier.
  */
 public class XGBoostOptions implements ClassificationOptions<XGBoostClassificationTrainer> {
+    private static final Logger logger = Logger.getLogger(XGBoostOptions.class.getName());
+
+    @Option(longName = "xgb-booster-type", usage = "Weak learning algorithm.")
+    public XGBoostTrainer.BoosterType xgbBoosterType = XGBoostTrainer.BoosterType.GBTREE;
+    @Option(longName = "xgb-tree-method", usage = "Tree building algorithm.")
+    public XGBoostTrainer.TreeMethod xgbTreeMethod = XGBoostTrainer.TreeMethod.AUTO;
     @Option(longName = "xgb-ensemble-size", usage = "Number of trees in the ensemble.")
     public int xgbEnsembleSize = -1;
-    @Option(longName = "xgb-alpha", usage = "L1 regularization term for weights (default 0).")
+    @Option(longName = "xgb-alpha", usage = "L1 regularization term for weights.")
     public float xbgAlpha = 0.0f;
-    @Option(longName = "xgb-min-weight", usage = "Minimum sum of instance weights needed in a leaf (default 1, range [0,inf]).")
+    @Option(longName = "xgb-min-weight", usage = "Minimum sum of instance weights needed in a leaf (range [0,Infinity]).")
     public float xgbMinWeight = 1;
-    @Option(longName = "xgb-max-depth", usage = "Max tree depth (default 6, range (0,inf]).")
+    @Option(longName = "xgb-max-depth", usage = "Max tree depth (range (0,Integer.MAX_VALUE]).")
     public int xgbMaxDepth = 6;
-    @Option(longName = "xgb-eta", usage = "Step size shrinkage parameter (default 0.3, range [0,1]).")
+    @Option(longName = "xgb-eta", usage = "Step size shrinkage parameter (range [0,1]).")
     public float xgbEta = 0.3f;
-    @Option(longName = "xgb-subsample-features", usage = "Subsample features for each tree (default 1, range (0,1]).")
-    public float xgbSubsampleFeatures;
-    @Option(longName = "xgb-gamma", usage = "Minimum loss reduction to make a split (default 0, range [0,inf]).")
+    @Option(longName = "xgb-subsample-features", usage = "Subsample features for each tree (range (0,1]).")
+    public float xgbSubsampleFeatures = 0.0f;
+    @Option(longName = "xgb-gamma", usage = "Minimum loss reduction to make a split (range [0,Infinity]).")
     public float xgbGamma = 0.0f;
-    @Option(longName = "xgb-lambda", usage = "L2 regularization term for weights (default 1).")
+    @Option(longName = "xgb-lambda", usage = "L2 regularization term for weights.")
     public float xgbLambda = 1.0f;
-    @Option(longName = "xgb-quiet", usage = "Make the XGBoost training procedure quiet.")
+    @Option(longName = "xgb-quiet", usage = "Deprecated, use xgb-loglevel.")
     public boolean xgbQuiet;
-    @Option(longName = "xgb-subsample", usage = "Subsample size for each tree (default 1, range (0,1]).")
+    @Option(longName = "xgb-loglevel", usage = "Make the XGBoost training procedure quiet.")
+    public XGBoostTrainer.LoggingVerbosity xgbLogLevel = XGBoostTrainer.LoggingVerbosity.WARNING;
+    @Option(longName = "xgb-subsample", usage = "Subsample size for each tree (range (0,1]).")
     public float xgbSubsample = 1.0f;
-    @Option(longName = "xgb-num-threads", usage = "Number of threads to use (default 4, range (1, num hw threads)).")
-    public int xgbNumThreads;
+    @Option(longName = "xgb-num-threads", usage = "Number of threads to use (range (1, num hw threads)). The default of 0 means use all hw threads.")
+    public int xgbNumThreads = 0;
     @Option(longName = "xgb-seed", usage = "Sets the random seed for XGBoost.")
     private long xgbSeed = Trainer.DEFAULT_SEED;
 
@@ -54,6 +66,10 @@ public XGBoostClassificationTrainer getTrainer() {
         if (xgbEnsembleSize == -1) {
             throw new IllegalArgumentException("Please supply the number of trees.");
         }
-        return new XGBoostClassificationTrainer(xgbEnsembleSize, xgbEta, xgbGamma, xgbMaxDepth, xgbMinWeight, xgbSubsample, xgbSubsampleFeatures, xgbLambda, xbgAlpha, xgbNumThreads, xgbQuiet, xgbSeed);
+        if (xgbQuiet) {
+            logger.log(Level.WARNING,"Silencing XGBoost, overriding logging verbosity. Please switch to the 'xgb-loglevel' argument.");
+            xgbLogLevel = XGBoostTrainer.LoggingVerbosity.SILENT;
+        }
+        return new XGBoostClassificationTrainer(xgbBoosterType, xgbTreeMethod, xgbEnsembleSize, xgbEta, xgbGamma, xgbMaxDepth, xgbMinWeight, xgbSubsample, xgbSubsampleFeatures, xgbLambda, xbgAlpha, xgbNumThreads, xgbLogLevel, xgbSeed);
     }
 }

Classification/XGBoost/src/test/java/org/tribuo/classification/xgboost/TestXGBoost.java

@@ -30,6 +30,7 @@
 import org.tribuo.classification.example.LabelledDataGenerator;
 import org.tribuo.common.xgboost.XGBoostFeatureImportance;
 import org.tribuo.common.xgboost.XGBoostModel;
+import org.tribuo.common.xgboost.XGBoostTrainer;
 import org.tribuo.data.text.TextDataSource;
 import org.tribuo.data.text.TextFeatureExtractor;
 import org.tribuo.data.text.impl.BasicPipeline;
@@ -61,6 +62,15 @@ public class TestXGBoost {
 
     private static final XGBoostClassificationTrainer t = new XGBoostClassificationTrainer(50);
 
+    private static final XGBoostClassificationTrainer dart = new XGBoostClassificationTrainer(
+            XGBoostTrainer.BoosterType.DART,XGBoostTrainer.TreeMethod.AUTO,50,0.3,0,6,1,1,1,1,0,1, XGBoostTrainer.LoggingVerbosity.SILENT,42);
+
+    private static final XGBoostClassificationTrainer linear = new XGBoostClassificationTrainer(
+            XGBoostTrainer.BoosterType.LINEAR,XGBoostTrainer.TreeMethod.AUTO,50,0.3,0,6,1,1,1,1,0,1, XGBoostTrainer.LoggingVerbosity.SILENT,42);
+
+    private static final XGBoostClassificationTrainer gbtree = new XGBoostClassificationTrainer(
+            XGBoostTrainer.BoosterType.GBTREE,XGBoostTrainer.TreeMethod.HIST,50,0.3,0,6,1,1,1,1,0,1, XGBoostTrainer.LoggingVerbosity.SILENT,42);
+
     private static final int[] NUM_TREES = new int[]{1,5,10,50};
 
     //on Windows, this resolves to some nonsense like this: /C:/workspace/Classification/XGBoost/target/test-classes/test_input.tribuo
@@ -168,8 +178,8 @@ private void checkPrediction(String msgPrefix, XGBoostModel<Label> model, Predic
         }
     }
 
-    public Model<Label> testXGBoost(Pair<Dataset<Label>,Dataset<Label>> p) {
-        Model<Label> m = t.train(p.getA());
+    public static Model<Label> testXGBoost(XGBoostClassificationTrainer trainer, Pair<Dataset<Label>,Dataset<Label>> p) {
+        Model<Label> m = trainer.train(p.getA());
         LabelEvaluator e = new LabelEvaluator();
         LabelEvaluation evaluation = e.evaluate(m,p.getB());
         Map<String, List<Pair<String,Double>>> features = m.getTopFeatures(3);
@@ -205,20 +215,23 @@ public void testFeatureImportanceSmokeTest() {
     @Test
     public void testDenseData() {
         Pair<Dataset<Label>,Dataset<Label>> p = LabelledDataGenerator.denseTrainTest();
-        Model<Label> model = testXGBoost(p);
+        Model<Label> model = testXGBoost(t,p);
         Helpers.testModelSerialization(model,Label.class);
+        testXGBoost(dart,p);
+        testXGBoost(linear,p);
+        testXGBoost(gbtree,p);
     }
 
     @Test
     public void testSparseData() {
         Pair<Dataset<Label>,Dataset<Label>> p = LabelledDataGenerator.sparseTrainTest();
-        testXGBoost(p);
+        testXGBoost(t,p);
     }
 
     @Test
     public void testSparseBinaryData() {
         Pair<Dataset<Label>,Dataset<Label>> p = LabelledDataGenerator.binarySparseTrainTest();
-        testXGBoost(p);
+        testXGBoost(t,p);
     }
 
     @Test

Common/XGBoost/pom.xml

@@ -31,6 +31,7 @@
         <maven.compiler.source>1.8</maven.compiler.source>
         <maven.compiler.target>1.8</maven.compiler.target>
     </properties>
+
     <dependencies>
         <dependency>
             <groupId>${project.groupId}</groupId>
@@ -68,6 +69,10 @@
                     <groupId>com.typesafe.akka</groupId>
                     <artifactId>akka-actor_2.12</artifactId>
                 </exclusion>
+                <exclusion>
+                    <groupId>org.scalatest</groupId>
+                    <artifactId>scalatest_2.12</artifactId>
+                </exclusion>
                 <exclusion>
                     <groupId>org.scala-lang.modules</groupId>
                     <artifactId>scala-java8-compat_2.12</artifactId>

Common/XGBoost/src/main/java/org/tribuo/common/xgboost/XGBoostTrainer.java

@@ -78,7 +78,56 @@ public abstract class XGBoostTrainer<T extends Output<T>> implements Trainer<T>,
 
     private static final Logger logger = Logger.getLogger(XGBoostTrainer.class.getName());
 
-    protected final Map<String, Object> parameters = new HashMap<>();
+    /**
+     * The tree building algorithm.
+     */
+    public enum TreeMethod {
+        /**
+         * XGBoost chooses between {@link TreeMethod#EXACT} and {@link TreeMethod#APPROX}
+         * depending on dataset size.
+         */
+        AUTO("auto"),
+        /**
+         * Exact greedy algorithm, enumerates all split candidates.
+         */
+        EXACT("exact"),
+        /**
+         * Approximate greedy algorithm, using a quantile sketch of the data and a gradient histogram.
+         */
+        APPROX("approx"),
+        /**
+         * Faster histogram optimized approximate algorithm.
+         */
+        HIST("hist"),
+        /**
+         * GPU implementation of the {@link TreeMethod#HIST} algorithm.
+         * <p>
+         * Note: GPU computation may not be supported on all platforms, and Tribuo is not tested with XGBoost GPU support.
+         */
+        GPU_HIST("gpu_hist");
+
+        public final String paramName;
+
+        TreeMethod(String paramName) {
+            this.paramName = paramName;
+        }
+    }
+
+    /**
+     * The logging verbosity of the native library.
+     */
+    public enum LoggingVerbosity {
+        SILENT(0),
+        WARNING(1),
+        INFO(2),
+        DEBUG(3);
+
+        public final int value;
+
+        LoggingVerbosity(int value) {
+            this.value = value;
+        }
+    }
 
     /**
      * The type of XGBoost model.
@@ -104,6 +153,8 @@ public enum BoosterType {
         }
     }
 
+    protected final Map<String, Object> parameters = new HashMap<>();
+
     @Config(mandatory = true,description="The number of trees to build.")
     protected int numTrees;
 
@@ -134,12 +185,22 @@ public enum BoosterType {
     @Config(description="The number of threads to use at training time.")
     private int nThread = 4;
 
-    @Config(description="Quiesce all the logging output from the XGBoost C library.")
+    /**
+     * Deprecated by XGBoost in favour of the verbosity field.
+     */
+    @Deprecated
+    @Config(description="Quiesce all the logging output from the XGBoost C library. Deprecated in favour of 'verbosity'.")
     private int silent = 1;
 
+    @Config(description="Logging verbosity, 0 is silent, 3 is debug.")
+    private LoggingVerbosity verbosity = LoggingVerbosity.SILENT;
+
     @Config(description="Type of the weak learner.")
     private BoosterType booster = BoosterType.GBTREE;
 
+    @Config(description="The tree building algorithm to use.")
+    private TreeMethod treeMethod = TreeMethod.AUTO;
+
     @Config(description="The RNG seed.")
     private long seed = Trainer.DEFAULT_SEED;
 
@@ -155,6 +216,8 @@ protected XGBoostTrainer(int numTrees, int numThreads, boolean silent) {
 
     /**
      * Create an XGBoost trainer.
+     * <p>
+     * Sets the boosting algorithm to {@link BoosterType#GBTREE} and the tree building algorithm to {@link TreeMethod#AUTO}.
      *
      * @param numTrees Number of trees to boost.
      * @param eta Step size shrinkage parameter (default 0.3, range [0,1]).
@@ -173,9 +236,36 @@ protected XGBoostTrainer(int numTrees, int numThreads, boolean silent) {
      * @param seed RNG seed.
      */
     protected XGBoostTrainer(int numTrees, double eta, double gamma, int maxDepth, double minChildWeight, double subsample, double featureSubsample, double lambda, double alpha, int nThread, boolean silent, long seed) {
+        this(BoosterType.GBTREE,TreeMethod.AUTO,numTrees,eta,gamma,maxDepth,minChildWeight,subsample,featureSubsample,lambda,alpha,nThread,silent ? LoggingVerbosity.SILENT : LoggingVerbosity.INFO,seed);
+    }
+
+    /**
+     * Create an XGBoost trainer.
+     *
+     * @param boosterType The base learning algorithm.
+     * @param treeMethod The tree building algorithm if using a tree booster.
+     * @param numTrees Number of trees to boost.
+     * @param eta Step size shrinkage parameter (default 0.3, range [0,1]).
+     * @param gamma Minimum loss reduction to make a split (default 0, range
+     * [0,inf]).
+     * @param maxDepth Maximum tree depth (default 6, range [1,inf]).
+     * @param minChildWeight Minimum sum of instance weights needed in a leaf
+     * (default 1, range [0, inf]).
+     * @param subsample Subsample size for each tree (default 1, range (0,1]).
+     * @param featureSubsample Subsample features for each tree (default 1,
+     * range (0,1]).
+     * @param lambda L2 regularization term on weights (default 1).
+     * @param alpha L1 regularization term on weights (default 0).
+     * @param nThread Number of threads to use (default 4).
+     * @param verbosity Set the logging verbosity of the native library.
+     * @param seed RNG seed.
+     */
+    protected XGBoostTrainer(BoosterType boosterType, TreeMethod treeMethod, int numTrees, double eta, double gamma, int maxDepth, double minChildWeight, double subsample, double featureSubsample, double lambda, double alpha, int nThread, LoggingVerbosity verbosity, long seed) {
         if (numTrees < 1) {
             throw new IllegalArgumentException("Must supply a positive number of trees. Received " + numTrees);
         }
+        this.booster = boosterType;
+        this.treeMethod = treeMethod;
         this.numTrees = numTrees;
         this.eta = eta;
         this.gamma = gamma;
@@ -186,7 +276,8 @@ protected XGBoostTrainer(int numTrees, double eta, double gamma, int maxDepth, d
         this.lambda = lambda;
         this.alpha = alpha;
         this.nThread = nThread;
-        this.silent = silent ? 1 : 0;
+        this.verbosity = verbosity;
+        this.silent = 0; // silent is deprecated
         this.seed = seed;
     }
 
@@ -227,8 +318,13 @@ public void postConfig() {
         parameters.put("alpha", alpha);
         parameters.put("nthread", nThread);
         parameters.put("seed", seed);
-        parameters.put("silent", silent);
+        if (silent == 1) {
+            parameters.put("verbosity", 0);
+        } else {
+            parameters.put("verbosity", verbosity.value);
+        }
         parameters.put("booster", booster.paramName);
+        parameters.put("tree_method", treeMethod.paramName);
     }
 
     @Override