Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fix skl nan tag. #5538

Merged
merged 4 commits into from
Apr 17, 2020
Merged

Fix skl nan tag. #5538

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
a57d449
Fix skl nan tag.
trivialfis Apr 15, 2020
0d2691d
Add nan.
trivialfis Apr 15, 2020
944c525
Try upgrade dependencies.
trivialfis Apr 15, 2020
e68a73a
Typo.
trivialfis Apr 15, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 8 additions & 0 deletions Jenkinsfile-win64
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -110,6 +110,10 @@ def TestWin64CPU() {
bat """
conda activate && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"
"""
echo "Installing Python dependencies..."
bat """
conda activate && conda upgrade scikit-learn pandas numpy
"""
echo "Running Python tests..."
bat "conda activate && python -m pytest -v -s --fulltrace tests\\python"
bat "conda activate && python -m pip uninstall -y xgboost"
Expand All @@ -131,6 +135,10 @@ def TestWin64GPU(args) {
bat """
conda activate && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"
"""
echo "Installing Python dependencies..."
bat """
conda activate && conda upgrade scikit-learn pandas numpy
"""
echo "Running Python tests..."
bat """
conda activate && python -m pytest -v -s --fulltrace -m "(not slow) and (not mgpu)" tests\\python-gpu
Expand Down
4 changes: 4 additions & 0 deletions python-package/xgboost/sklearn.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -244,6 +244,10 @@ def __init__(self, max_depth=None, learning_rate=None, n_estimators=100,
self.gpu_id = gpu_id
self.validate_parameters = validate_parameters

def _more_tags(self):
'''Tags used for scikit-learn data validation.'''
return {'allow_nan': True}

def get_booster(self):
"""Get the underlying xgboost Booster of this model.

Expand Down
16 changes: 13 additions & 3 deletions tests/python/test_with_sklearn.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -719,7 +719,7 @@ def test_RFECV():
# Regression
X, y = load_boston(return_X_y=True)
bst = xgb.XGBClassifier(booster='gblinear', learning_rate=0.1,
n_estimators=10, n_jobs=1,
n_estimators=10,
objective='reg:squarederror',
random_state=0, verbosity=0)
rfecv = RFECV(
Expand All @@ -729,7 +729,7 @@ def test_RFECV():
# Binary classification
X, y = load_breast_cancer(return_X_y=True)
bst = xgb.XGBClassifier(booster='gblinear', learning_rate=0.1,
n_estimators=10, n_jobs=1,
n_estimators=10,
objective='binary:logistic',
random_state=0, verbosity=0)
rfecv = RFECV(estimator=bst, step=1, cv=3, scoring='roc_auc')
Expand All @@ -739,13 +739,23 @@ def test_RFECV():
X, y = load_iris(return_X_y=True)
bst = xgb.XGBClassifier(base_score=0.4, booster='gblinear',
learning_rate=0.1,
n_estimators=10, n_jobs=1,
n_estimators=10,
objective='multi:softprob',
random_state=0, reg_alpha=0.001, reg_lambda=0.01,
scale_pos_weight=0.5, verbosity=0)
rfecv = RFECV(estimator=bst, step=1, cv=3, scoring='neg_log_loss')
rfecv.fit(X, y)

X[0:4, :] = np.nan # verify scikit_learn doesn't throw with nan
reg = xgb.XGBRegressor()
rfecv = RFECV(estimator=reg)
rfecv.fit(X, y)

cls = xgb.XGBClassifier()
rfecv = RFECV(estimator=cls, step=1, cv=3,
scoring='neg_mean_squared_error')
rfecv.fit(X, y)


def test_XGBClassifier_resume():
from sklearn.datasets import load_breast_cancer
Expand Down