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Fix r early stop with custom objective. #5923

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merged 4 commits into from
Jul 22, 2020
Merged

Fix r early stop with custom objective. #5923

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d2bf122
Specify ntreelimit.
trivialfis Jul 22, 2020
7403a28
Fix test.
trivialfis Jul 22, 2020
0d1b0b3
Add a simple test.
trivialfis Jul 22, 2020
4d38bf9
Revert.
trivialfis Jul 22, 2020
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5 changes: 3 additions & 2 deletions R-package/R/utils.R
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Original file line number Diff line number Diff line change
Expand Up @@ -145,7 +145,8 @@ xgb.iter.update <- function(booster_handle, dtrain, iter, obj = NULL) {
if (is.null(obj)) {
.Call(XGBoosterUpdateOneIter_R, booster_handle, as.integer(iter), dtrain)
} else {
pred <- predict(booster_handle, dtrain, outputmargin = TRUE, training = TRUE)
pred <- predict(booster_handle, dtrain, outputmargin = TRUE, training = TRUE,
ntreelimit = 0)
gpair <- obj(pred, dtrain)
.Call(XGBoosterBoostOneIter_R, booster_handle, dtrain, gpair$grad, gpair$hess)
}
Expand All @@ -172,7 +173,7 @@ xgb.iter.eval <- function(booster_handle, watchlist, iter, feval = NULL) {
} else {
res <- sapply(seq_along(watchlist), function(j) {
w <- watchlist[[j]]
preds <- predict(booster_handle, w) # predict using all trees
preds <- predict(booster_handle, w, ntreelimit = 0) # predict using all trees
eval_res <- feval(preds, w)
out <- eval_res$value
names(out) <- paste0(evnames[j], "-", eval_res$metric)
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9 changes: 8 additions & 1 deletion R-package/tests/testthat/test_custom_objective.R
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Expand Up @@ -20,7 +20,7 @@ logregobj <- function(preds, dtrain) {

evalerror <- function(preds, dtrain) {
labels <- getinfo(dtrain, "label")
err <- as.numeric(sum(labels != (preds > 0))) / length(labels)
err <- as.numeric(sum(labels != (preds > 0.5))) / length(labels)
return(list(metric = "error", value = err))
}

Expand All @@ -43,6 +43,13 @@ test_that("custom objective in CV works", {
expect_lt(cv$evaluation_log[num_round, test_error_mean], 0.03)
})

test_that("custom objective with early stop works", {
bst <- xgb.train(param, dtrain, 10, watchlist)
expect_equal(class(bst), "xgb.Booster")
train_log <- bst$evaluation_log$train_error
expect_true(all(diff(train_log)) <= 0)
})

test_that("custom objective using DMatrix attr works", {

attr(dtrain, 'label') <- getinfo(dtrain, 'label')
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2 changes: 1 addition & 1 deletion tests/python/test_basic_models.py
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Expand Up @@ -210,7 +210,7 @@ def logregobj(preds, dtrain):

def evalerror(preds, dtrain):
labels = dtrain.get_label()
return 'error', float(sum(labels != (preds > 0.0))) / len(labels)
return 'error', float(sum(labels != (preds > 0.5))) / len(labels)

# test custom_objective in training
bst = xgb.train(param, dtrain, num_round, watchlist, logregobj, evalerror)
Expand Down