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Merge branch 'master' into upgrade_cuda124
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hcho3 authored Aug 21, 2024
2 parents cf1a1ff + 142bdc7 commit b77b9d6
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1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -84,6 +84,7 @@ target
*.gcov
*.gcda
*.gcno
*.ubj
build_tests
/tests/cpp/xgboost_test

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600 changes: 330 additions & 270 deletions R-package/R/callbacks.R

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92 changes: 50 additions & 42 deletions R-package/R/utils.R
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Expand Up @@ -199,8 +199,7 @@ xgb.iter.update <- function(bst, dtrain, iter, obj) {
bst,
dtrain,
outputmargin = TRUE,
training = TRUE,
reshape = TRUE
training = TRUE
)
gpair <- obj(pred, dtrain)
n_samples <- dim(dtrain)[1]
Expand Down Expand Up @@ -246,7 +245,7 @@ xgb.iter.eval <- function(bst, evals, iter, feval) {
res <- sapply(seq_along(evals), function(j) {
w <- evals[[j]]
## predict using all trees
preds <- predict(bst, w, outputmargin = TRUE, reshape = TRUE, iterationrange = "all")
preds <- predict(bst, w, outputmargin = TRUE, iterationrange = "all")
eval_res <- feval(preds, w)
out <- eval_res$value
names(out) <- paste0(evnames[j], "-", eval_res$metric)
Expand Down Expand Up @@ -411,7 +410,7 @@ xgb.createFolds <- function(y, k) {
#' At this time, some of the parameter names were changed in order to make the code style more uniform.
#' The deprecated parameters would be removed in the next release.
#'
#' To see all the current deprecated and new parameters, check the \code{xgboost:::depr_par_lut} table.
#' To see all the current deprecated and new parameters, check the `xgboost:::depr_par_lut` table.
#'
#' A deprecation warning is shown when any of the deprecated parameters is used in a call.
#' An additional warning is shown when there was a partial match to a deprecated parameter
Expand All @@ -420,70 +419,79 @@ xgb.createFolds <- function(y, k) {
#' @name xgboost-deprecated
NULL

#' @title Model Serialization and Compatibility
#' @description
#' Model Serialization and Compatibility
#'
#' @description
#' When it comes to serializing XGBoost models, it's possible to use R serializers such as
#' \link{save} or \link{saveRDS} to serialize an XGBoost R model, but XGBoost also provides
#' [save()] or [saveRDS()] to serialize an XGBoost R model, but XGBoost also provides
#' its own serializers with better compatibility guarantees, which allow loading
#' said models in other language bindings of XGBoost.
#'
#' Note that an `xgb.Booster` object, outside of its core components, might also keep:\itemize{
#' \item Additional model configuration (accessible through \link{xgb.config}),
#' which includes model fitting parameters like `max_depth` and runtime parameters like `nthread`.
#' These are not necessarily useful for prediction/importance/plotting.
#' \item Additional R-specific attributes - e.g. results of callbacks, such as evaluation logs,
#' which are kept as a `data.table` object, accessible through `attributes(model)$evaluation_log`
#' if present.
#' }
#' Note that an `xgb.Booster` object, outside of its core components, might also keep:
#' - Additional model configuration (accessible through [xgb.config()]), which includes
#' model fitting parameters like `max_depth` and runtime parameters like `nthread`.
#' These are not necessarily useful for prediction/importance/plotting.
#' - Additional R specific attributes - e.g. results of callbacks, such as evaluation logs,
#' which are kept as a `data.table` object, accessible through
#' `attributes(model)$evaluation_log` if present.
#'
#' The first one (configurations) does not have the same compatibility guarantees as
#' the model itself, including attributes that are set and accessed through \link{xgb.attributes} - that is, such configuration
#' might be lost after loading the booster in a different XGBoost version, regardless of the
#' serializer that was used. These are saved when using \link{saveRDS}, but will be discarded
#' if loaded into an incompatible XGBoost version. They are not saved when using XGBoost's
#' serializers from its public interface including \link{xgb.save} and \link{xgb.save.raw}.
#' the model itself, including attributes that are set and accessed through
#' [xgb.attributes()] - that is, such configuration might be lost after loading the
#' booster in a different XGBoost version, regardless of the serializer that was used.
#' These are saved when using [saveRDS()], but will be discarded if loaded into an
#' incompatible XGBoost version. They are not saved when using XGBoost's
#' serializers from its public interface including [xgb.save()] and [xgb.save.raw()].
#'
#' The second ones (R attributes) are not part of the standard XGBoost model structure, and thus are
#' not saved when using XGBoost's own serializers. These attributes are only used for informational
#' purposes, such as keeping track of evaluation metrics as the model was fit, or saving the R
#' call that produced the model, but are otherwise not used for prediction / importance / plotting / etc.
#' The second ones (R attributes) are not part of the standard XGBoost model structure,
#' and thus are not saved when using XGBoost's own serializers. These attributes are
#' only used for informational purposes, such as keeping track of evaluation metrics as
#' the model was fit, or saving the R call that produced the model, but are otherwise
#' not used for prediction / importance / plotting / etc.
#' These R attributes are only preserved when using R's serializers.
#'
#' Note that XGBoost models in R starting from version `2.1.0` and onwards, and XGBoost models
#' before version `2.1.0`; have a very different R object structure and are incompatible with
#' each other. Hence, models that were saved with R serializers live `saveRDS` or `save` before
#' version `2.1.0` will not work with latter `xgboost` versions and vice versa. Be aware that
#' the structure of R model objects could in theory change again in the future, so XGBoost's serializers
#' Note that XGBoost models in R starting from version `2.1.0` and onwards, and
#' XGBoost models before version `2.1.0`; have a very different R object structure and
#' are incompatible with each other. Hence, models that were saved with R serializers
#' like [saveRDS()] or [save()] before version `2.1.0` will not work with latter
#' `xgboost` versions and vice versa. Be aware that the structure of R model objects
#' could in theory change again in the future, so XGBoost's serializers
#' should be preferred for long-term storage.
#'
#' Furthermore, note that using the package `qs` for serialization will require version 0.26 or
#' higher of said package, and will have the same compatibility restrictions as R serializers.
#' Furthermore, note that using the package `qs` for serialization will require
#' version 0.26 or higher of said package, and will have the same compatibility
#' restrictions as R serializers.
#'
#' @details
#' Use \code{\link{xgb.save}} to save the XGBoost model as a stand-alone file. You may opt into
#' Use [xgb.save()] to save the XGBoost model as a stand-alone file. You may opt into
#' the JSON format by specifying the JSON extension. To read the model back, use
#' \code{\link{xgb.load}}.
#' [xgb.load()].
#'
#' Use \code{\link{xgb.save.raw}} to save the XGBoost model as a sequence (vector) of raw bytes
#' Use [xgb.save.raw()] to save the XGBoost model as a sequence (vector) of raw bytes
#' in a future-proof manner. Future releases of XGBoost will be able to read the raw bytes and
#' re-construct the corresponding model. To read the model back, use \code{\link{xgb.load.raw}}.
#' The \code{\link{xgb.save.raw}} function is useful if you'd like to persist the XGBoost model
#' re-construct the corresponding model. To read the model back, use [xgb.load.raw()].
#' The [xgb.save.raw()] function is useful if you would like to persist the XGBoost model
#' as part of another R object.
#'
#' Use \link{saveRDS} if you require the R-specific attributes that a booster might have, such
#' Use [saveRDS()] if you require the R-specific attributes that a booster might have, such
#' as evaluation logs, but note that future compatibility of such objects is outside XGBoost's
#' control as it relies on R's serialization format (see e.g. the details section in
#' \link{serialize} and \link{save} from base R).
#' [serialize] and [save()] from base R).
#'
#' For more details and explanation about model persistence and archival, consult the page
#' \url{https://xgboost.readthedocs.io/en/latest/tutorials/saving_model.html}.
#'
#' @examples
#' data(agaricus.train, package='xgboost')
#' bst <- xgb.train(data = xgb.DMatrix(agaricus.train$data, label = agaricus.train$label),
#' max_depth = 2, eta = 1, nthread = 2, nrounds = 2,
#' objective = "binary:logistic")
#' data(agaricus.train, package = "xgboost")
#'
#' bst <- xgb.train(
#' data = xgb.DMatrix(agaricus.train$data, label = agaricus.train$label),
#' max_depth = 2,
#' eta = 1,
#' nthread = 2,
#' nrounds = 2,
#' objective = "binary:logistic"
#' )
#'
#' # Save as a stand-alone file; load it with xgb.load()
#' fname <- file.path(tempdir(), "xgb_model.ubj")
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