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test_basic.R
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context("lightgbm()")
ON_WINDOWS <- .Platform$OS.type == "windows"
UTF8_LOCALE <- all(grepl(
pattern = "UTF-8$"
, x = Sys.getlocale(category = "LC_CTYPE")
))
data(agaricus.train, package = "lightgbm")
data(agaricus.test, package = "lightgbm")
train <- agaricus.train
test <- agaricus.test
TOLERANCE <- 1e-6
set.seed(708L)
# [description] Every time this function is called, it adds 0.1
# to an accumulator then returns the current value.
# This is used to mock the situation where an evaluation
# metric increases every iteration
ACCUMULATOR_NAME <- "INCREASING_METRIC_ACUMULATOR"
assign(x = ACCUMULATOR_NAME, value = 0.0, envir = .GlobalEnv)
.increasing_metric <- function(preds, dtrain) {
if (!exists(ACCUMULATOR_NAME, envir = .GlobalEnv)) {
assign(ACCUMULATOR_NAME, 0.0, envir = .GlobalEnv)
}
assign(
x = ACCUMULATOR_NAME
, value = get(ACCUMULATOR_NAME, envir = .GlobalEnv) + 0.1
, envir = .GlobalEnv
)
return(list(
name = "increasing_metric"
, value = get(ACCUMULATOR_NAME, envir = .GlobalEnv)
, higher_better = TRUE
))
}
# [description] Evaluation function that always returns the
# same value
CONSTANT_METRIC_VALUE <- 0.2
.constant_metric <- function(preds, dtrain) {
return(list(
name = "constant_metric"
, value = CONSTANT_METRIC_VALUE
, higher_better = FALSE
))
}
# sample datasets to test early stopping
DTRAIN_RANDOM_REGRESSION <- lgb.Dataset(
data = as.matrix(rnorm(100L), ncol = 1L, drop = FALSE)
, label = rnorm(100L)
)
DVALID_RANDOM_REGRESSION <- lgb.Dataset(
data = as.matrix(rnorm(50L), ncol = 1L, drop = FALSE)
, label = rnorm(50L)
)
DTRAIN_RANDOM_CLASSIFICATION <- lgb.Dataset(
data = as.matrix(rnorm(120L), ncol = 1L, drop = FALSE)
, label = sample(c(0L, 1L), size = 120L, replace = TRUE)
)
DVALID_RANDOM_CLASSIFICATION <- lgb.Dataset(
data = as.matrix(rnorm(37L), ncol = 1L, drop = FALSE)
, label = sample(c(0L, 1L), size = 37L, replace = TRUE)
)
test_that("train and predict binary classification", {
nrounds <- 10L
bst <- lightgbm(
data = train$data
, label = train$label
, num_leaves = 5L
, nrounds = nrounds
, objective = "binary"
, metric = "binary_error"
, save_name = tempfile(fileext = ".model")
)
expect_false(is.null(bst$record_evals))
record_results <- lgb.get.eval.result(bst, "train", "binary_error")
expect_lt(min(record_results), 0.02)
pred <- predict(bst, test$data)
expect_equal(length(pred), 1611L)
pred1 <- predict(bst, train$data, num_iteration = 1L)
expect_equal(length(pred1), 6513L)
err_pred1 <- sum((pred1 > 0.5) != train$label) / length(train$label)
err_log <- record_results[1L]
expect_lt(abs(err_pred1 - err_log), TOLERANCE)
})
test_that("train and predict softmax", {
set.seed(708L)
lb <- as.numeric(iris$Species) - 1L
bst <- lightgbm(
data = as.matrix(iris[, -5L])
, label = lb
, num_leaves = 4L
, learning_rate = 0.05
, nrounds = 20L
, min_data = 20L
, min_hessian = 10.0
, objective = "multiclass"
, metric = "multi_error"
, num_class = 3L
, save_name = tempfile(fileext = ".model")
)
expect_false(is.null(bst$record_evals))
record_results <- lgb.get.eval.result(bst, "train", "multi_error")
expect_lt(min(record_results), 0.06)
pred <- predict(bst, as.matrix(iris[, -5L]))
expect_equal(length(pred), nrow(iris) * 3L)
})
test_that("use of multiple eval metrics works", {
metrics <- list("binary_error", "auc", "binary_logloss")
bst <- lightgbm(
data = train$data
, label = train$label
, num_leaves = 4L
, learning_rate = 1.0
, nrounds = 10L
, objective = "binary"
, metric = metrics
, save_name = tempfile(fileext = ".model")
)
expect_false(is.null(bst$record_evals))
expect_named(
bst$record_evals[["train"]]
, unlist(metrics)
, ignore.order = FALSE
, ignore.case = FALSE
)
})
test_that("lgb.Booster.upper_bound() and lgb.Booster.lower_bound() work as expected for binary classification", {
set.seed(708L)
nrounds <- 10L
bst <- lightgbm(
data = train$data
, label = train$label
, num_leaves = 5L
, nrounds = nrounds
, objective = "binary"
, metric = "binary_error"
, save_name = tempfile(fileext = ".model")
)
expect_true(abs(bst$lower_bound() - -1.590853) < TOLERANCE)
expect_true(abs(bst$upper_bound() - 1.871015) < TOLERANCE)
})
test_that("lgb.Booster.upper_bound() and lgb.Booster.lower_bound() work as expected for regression", {
set.seed(708L)
nrounds <- 10L
bst <- lightgbm(
data = train$data
, label = train$label
, num_leaves = 5L
, nrounds = nrounds
, objective = "regression"
, metric = "l2"
, save_name = tempfile(fileext = ".model")
)
expect_true(abs(bst$lower_bound() - 0.1513859) < TOLERANCE)
expect_true(abs(bst$upper_bound() - 0.9080349) < TOLERANCE)
})
test_that("lightgbm() rejects negative or 0 value passed to nrounds", {
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2,l1")
for (nround_value in c(-10L, 0L)) {
expect_error({
bst <- lightgbm(
data = dtrain
, params = params
, nrounds = nround_value
, save_name = tempfile(fileext = ".model")
)
}, "nrounds should be greater than zero")
}
})
test_that("lightgbm() performs evaluation on validation sets if they are provided", {
set.seed(708L)
dvalid1 <- lgb.Dataset(
data = train$data
, label = train$label
)
dvalid2 <- lgb.Dataset(
data = train$data
, label = train$label
)
nrounds <- 10L
bst <- lightgbm(
data = train$data
, label = train$label
, num_leaves = 5L
, nrounds = nrounds
, objective = "binary"
, metric = c(
"binary_error"
, "auc"
)
, valids = list(
"valid1" = dvalid1
, "valid2" = dvalid2
)
, save_name = tempfile(fileext = ".model")
)
expect_named(
bst$record_evals
, c("train", "valid1", "valid2", "start_iter")
, ignore.order = TRUE
, ignore.case = FALSE
)
for (valid_name in c("train", "valid1", "valid2")) {
eval_results <- bst$record_evals[[valid_name]][["binary_error"]]
expect_length(eval_results[["eval"]], nrounds)
}
expect_true(abs(bst$record_evals[["train"]][["binary_error"]][["eval"]][[1L]] - 0.02226317) < TOLERANCE)
expect_true(abs(bst$record_evals[["valid1"]][["binary_error"]][["eval"]][[1L]] - 0.02226317) < TOLERANCE)
expect_true(abs(bst$record_evals[["valid2"]][["binary_error"]][["eval"]][[1L]] - 0.02226317) < TOLERANCE)
})
context("training continuation")
test_that("training continuation works", {
dtrain <- lgb.Dataset(
train$data
, label = train$label
, free_raw_data = FALSE
)
watchlist <- list(train = dtrain)
param <- list(
objective = "binary"
, metric = "binary_logloss"
, num_leaves = 5L
, learning_rate = 1.0
)
# train for 10 consecutive iterations
bst <- lgb.train(param, dtrain, nrounds = 10L, watchlist)
err_bst <- lgb.get.eval.result(bst, "train", "binary_logloss", 10L)
# train for 5 iterations, save, load, train for 5 more
bst1 <- lgb.train(param, dtrain, nrounds = 5L, watchlist)
model_file <- tempfile(fileext = ".model")
lgb.save(bst1, model_file)
bst2 <- lgb.train(param, dtrain, nrounds = 5L, watchlist, init_model = bst1)
err_bst2 <- lgb.get.eval.result(bst2, "train", "binary_logloss", 10L)
# evaluation metrics should be nearly identical for the model trained in 10 coonsecutive
# iterations and the one trained in 5-then-5.
expect_lt(abs(err_bst - err_bst2), 0.01)
})
context("lgb.cv()")
test_that("cv works", {
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2,l1")
bst <- lgb.cv(
params
, dtrain
, 10L
, nfold = 5L
, min_data = 1L
, learning_rate = 1.0
, early_stopping_rounds = 10L
)
expect_false(is.null(bst$record_evals))
})
test_that("lgb.cv() rejects negative or 0 value passed to nrounds", {
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2,l1")
for (nround_value in c(-10L, 0L)) {
expect_error({
bst <- lgb.cv(
params
, dtrain
, nround_value
, nfold = 5L
, min_data = 1L
)
}, "nrounds should be greater than zero")
}
})
test_that("lgb.cv() throws an informative error is 'data' is not an lgb.Dataset and labels are not given", {
bad_values <- list(
4L
, "hello"
, list(a = TRUE, b = seq_len(10L))
, data.frame(x = seq_len(5L), y = seq_len(5L))
, data.table::data.table(x = seq_len(5L), y = seq_len(5L))
, matrix(data = seq_len(10L), 2L, 5L)
)
for (val in bad_values) {
expect_error({
bst <- lgb.cv(
params = list(objective = "regression", metric = "l2,l1")
, data = val
, 10L
, nfold = 5L
, min_data = 1L
)
}, regexp = "'label' must be provided for lgb.cv if 'data' is not an 'lgb.Dataset'", fixed = TRUE)
}
})
test_that("lightgbm.cv() gives the correct best_score and best_iter for a metric where higher values are better", {
set.seed(708L)
dtrain <- lgb.Dataset(
data = as.matrix(runif(n = 500L, min = 0.0, max = 15.0), drop = FALSE)
, label = rep(c(0L, 1L), 250L)
)
nrounds <- 10L
cv_bst <- lgb.cv(
data = dtrain
, nfold = 5L
, nrounds = nrounds
, num_leaves = 5L
, params = list(
objective = "binary"
, metric = "auc,binary_error"
, learning_rate = 1.5
)
)
expect_is(cv_bst, "lgb.CVBooster")
expect_named(
cv_bst$record_evals
, c("start_iter", "valid")
, ignore.order = FALSE
, ignore.case = FALSE
)
auc_scores <- unlist(cv_bst$record_evals[["valid"]][["auc"]][["eval"]])
expect_length(auc_scores, nrounds)
expect_identical(cv_bst$best_iter, which.max(auc_scores))
expect_identical(cv_bst$best_score, auc_scores[which.max(auc_scores)])
})
test_that("lgb.cv() fit on linearly-relatead data improves when using linear learners", {
set.seed(708L)
.new_dataset <- function() {
X <- matrix(rnorm(1000L), ncol = 1L)
return(lgb.Dataset(
data = X
, label = 2L * X + runif(nrow(X), 0L, 0.1)
))
}
params <- list(
objective = "regression"
, verbose = -1L
, metric = "mse"
, seed = 0L
, num_leaves = 2L
)
dtrain <- .new_dataset()
cv_bst <- lgb.cv(
data = dtrain
, nrounds = 10L
, params = params
, nfold = 5L
)
expect_is(cv_bst, "lgb.CVBooster")
dtrain <- .new_dataset()
cv_bst_linear <- lgb.cv(
data = dtrain
, nrounds = 10L
, params = utils::modifyList(params, list(linear_tree = TRUE))
, nfold = 5L
)
expect_is(cv_bst_linear, "lgb.CVBooster")
expect_true(cv_bst_linear$best_score < cv_bst$best_score)
})
test_that("lgb.cv() respects showsd argument", {
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2")
nrounds <- 5L
set.seed(708L)
bst_showsd <- lgb.cv(
params = params
, data = dtrain
, nrounds = nrounds
, nfold = 3L
, min_data = 1L
, showsd = TRUE
)
evals_showsd <- bst_showsd$record_evals[["valid"]][["l2"]]
set.seed(708L)
bst_no_showsd <- lgb.cv(
params = params
, data = dtrain
, nrounds = nrounds
, nfold = 3L
, min_data = 1L
, showsd = FALSE
)
evals_no_showsd <- bst_no_showsd$record_evals[["valid"]][["l2"]]
expect_equal(
evals_showsd[["eval"]]
, evals_no_showsd[["eval"]]
)
expect_is(evals_showsd[["eval_err"]], "list")
expect_equal(length(evals_showsd[["eval_err"]]), nrounds)
expect_identical(evals_no_showsd[["eval_err"]], list())
})
context("lgb.train()")
test_that("lgb.train() works as expected with multiple eval metrics", {
metrics <- c("binary_error", "auc", "binary_logloss")
bst <- lgb.train(
data = lgb.Dataset(
train$data
, label = train$label
)
, learning_rate = 1.0
, nrounds = 10L
, params = list(
objective = "binary"
, metric = metrics
)
, valids = list(
"train" = lgb.Dataset(
train$data
, label = train$label
)
)
)
expect_false(is.null(bst$record_evals))
expect_named(
bst$record_evals[["train"]]
, unlist(metrics)
, ignore.order = FALSE
, ignore.case = FALSE
)
})
test_that("lgb.train() rejects negative or 0 value passed to nrounds", {
dtrain <- lgb.Dataset(train$data, label = train$label)
params <- list(objective = "regression", metric = "l2,l1")
for (nround_value in c(-10L, 0L)) {
expect_error({
bst <- lgb.train(
params
, dtrain
, nround_value
)
}, "nrounds should be greater than zero")
}
})
test_that("lgb.train() throws an informative error if 'data' is not an lgb.Dataset", {
bad_values <- list(
4L
, "hello"
, list(a = TRUE, b = seq_len(10L))
, data.frame(x = seq_len(5L), y = seq_len(5L))
, data.table::data.table(x = seq_len(5L), y = seq_len(5L))
, matrix(data = seq_len(10L), 2L, 5L)
)
for (val in bad_values) {
expect_error({
bst <- lgb.train(
params = list(objective = "regression", metric = "l2,l1")
, data = val
, 10L
)
}, regexp = "data must be an lgb.Dataset instance", fixed = TRUE)
}
})
test_that("lgb.train() throws an informative error if 'valids' is not a list of lgb.Dataset objects", {
valids <- list(
"valid1" = data.frame(x = rnorm(5L), y = rnorm(5L))
, "valid2" = data.frame(x = rnorm(5L), y = rnorm(5L))
)
expect_error({
bst <- lgb.train(
params = list(objective = "regression", metric = "l2,l1")
, data = lgb.Dataset(train$data, label = train$label)
, 10L
, valids = valids
)
}, regexp = "valids must be a list of lgb.Dataset elements")
})
test_that("lgb.train() errors if 'valids' is a list of lgb.Dataset objects but some do not have names", {
valids <- list(
"valid1" = lgb.Dataset(matrix(rnorm(10L), 5L, 2L))
, lgb.Dataset(matrix(rnorm(10L), 2L, 5L))
)
expect_error({
bst <- lgb.train(
params = list(objective = "regression", metric = "l2,l1")
, data = lgb.Dataset(train$data, label = train$label)
, 10L
, valids = valids
)
}, regexp = "each element of valids must have a name")
})
test_that("lgb.train() throws an informative error if 'valids' contains lgb.Dataset objects but none have names", {
valids <- list(
lgb.Dataset(matrix(rnorm(10L), 5L, 2L))
, lgb.Dataset(matrix(rnorm(10L), 2L, 5L))
)
expect_error({
bst <- lgb.train(
params = list(objective = "regression", metric = "l2,l1")
, data = lgb.Dataset(train$data, label = train$label)
, 10L
, valids = valids
)
}, regexp = "each element of valids must have a name")
})
test_that("lgb.train() works with force_col_wise and force_row_wise", {
set.seed(1234L)
nrounds <- 10L
dtrain <- lgb.Dataset(
train$data
, label = train$label
)
params <- list(
objective = "binary"
, metric = "binary_error"
, force_col_wise = TRUE
)
bst_col_wise <- lgb.train(
params = params
, data = dtrain
, nrounds = nrounds
)
params <- list(
objective = "binary"
, metric = "binary_error"
, force_row_wise = TRUE
)
bst_row_wise <- lgb.train(
params = params
, data = dtrain
, nrounds = nrounds
)
expected_error <- 0.003070782
expect_equal(bst_col_wise$eval_train()[[1L]][["value"]], expected_error)
expect_equal(bst_row_wise$eval_train()[[1L]][["value"]], expected_error)
# check some basic details of the boosters just to be sure force_col_wise
# and force_row_wise are not causing any weird side effects
for (bst in list(bst_row_wise, bst_col_wise)) {
expect_equal(bst$current_iter(), nrounds)
parsed_model <- jsonlite::fromJSON(bst$dump_model())
expect_equal(parsed_model$objective, "binary sigmoid:1")
expect_false(parsed_model$average_output)
}
})
test_that("lgb.train() works as expected with sparse features", {
set.seed(708L)
num_obs <- 70000L
trainDF <- data.frame(
y = sample(c(0L, 1L), size = num_obs, replace = TRUE)
, x = sample(c(1.0:10.0, rep(NA_real_, 50L)), size = num_obs, replace = TRUE)
)
dtrain <- lgb.Dataset(
data = as.matrix(trainDF[["x"]], drop = FALSE)
, label = trainDF[["y"]]
)
nrounds <- 1L
bst <- lgb.train(
params = list(
objective = "binary"
, min_data = 1L
, min_data_in_bin = 1L
)
, data = dtrain
, nrounds = nrounds
)
expect_true(lgb.is.Booster(bst))
expect_equal(bst$current_iter(), nrounds)
parsed_model <- jsonlite::fromJSON(bst$dump_model())
expect_equal(parsed_model$objective, "binary sigmoid:1")
expect_false(parsed_model$average_output)
expected_error <- 0.6931268
expect_true(abs(bst$eval_train()[[1L]][["value"]] - expected_error) < TOLERANCE)
})
test_that("lgb.train() works with early stopping for classification", {
trainDF <- data.frame(
"feat1" = rep(c(5.0, 10.0), 500L)
, "target" = rep(c(0L, 1L), 500L)
)
validDF <- data.frame(
"feat1" = rep(c(5.0, 10.0), 50L)
, "target" = rep(c(0L, 1L), 50L)
)
dtrain <- lgb.Dataset(
data = as.matrix(trainDF[["feat1"]], drop = FALSE)
, label = trainDF[["target"]]
)
dvalid <- lgb.Dataset(
data = as.matrix(validDF[["feat1"]], drop = FALSE)
, label = validDF[["target"]]
)
nrounds <- 10L
################################
# train with no early stopping #
################################
bst <- lgb.train(
params = list(
objective = "binary"
, metric = "binary_error"
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# a perfect model should be trivial to obtain, but all 10 rounds
# should happen
expect_equal(bst$best_score, 0.0)
expect_equal(bst$best_iter, 1L)
expect_equal(length(bst$record_evals[["valid1"]][["binary_error"]][["eval"]]), nrounds)
#############################
# train with early stopping #
#############################
early_stopping_rounds <- 5L
bst <- lgb.train(
params = list(
objective = "binary"
, metric = "binary_error"
, early_stopping_rounds = early_stopping_rounds
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# a perfect model should be trivial to obtain, and only 6 rounds
# should have happen (1 with improvement, 5 consecutive with no improvement)
expect_equal(bst$best_score, 0.0)
expect_equal(bst$best_iter, 1L)
expect_equal(
length(bst$record_evals[["valid1"]][["binary_error"]][["eval"]])
, early_stopping_rounds + 1L
)
})
test_that("lgb.train() treats early_stopping_rounds<=0 as disabling early stopping", {
set.seed(708L)
trainDF <- data.frame(
"feat1" = rep(c(5.0, 10.0), 500L)
, "target" = rep(c(0L, 1L), 500L)
)
validDF <- data.frame(
"feat1" = rep(c(5.0, 10.0), 50L)
, "target" = rep(c(0L, 1L), 50L)
)
dtrain <- lgb.Dataset(
data = as.matrix(trainDF[["feat1"]], drop = FALSE)
, label = trainDF[["target"]]
)
dvalid <- lgb.Dataset(
data = as.matrix(validDF[["feat1"]], drop = FALSE)
, label = validDF[["target"]]
)
nrounds <- 5L
for (value in c(-5L, 0L)) {
#----------------------------#
# passed as keyword argument #
#----------------------------#
bst <- lgb.train(
params = list(
objective = "binary"
, metric = "binary_error"
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
, early_stopping_rounds = value
)
# a perfect model should be trivial to obtain, but all 10 rounds
# should happen
expect_equal(bst$best_score, 0.0)
expect_equal(bst$best_iter, 1L)
expect_equal(length(bst$record_evals[["valid1"]][["binary_error"]][["eval"]]), nrounds)
#---------------------------#
# passed as parameter alias #
#---------------------------#
bst <- lgb.train(
params = list(
objective = "binary"
, metric = "binary_error"
, n_iter_no_change = value
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# a perfect model should be trivial to obtain, but all 10 rounds
# should happen
expect_equal(bst$best_score, 0.0)
expect_equal(bst$best_iter, 1L)
expect_equal(length(bst$record_evals[["valid1"]][["binary_error"]][["eval"]]), nrounds)
}
})
test_that("lgb.train() works with early stopping for classification with a metric that should be maximized", {
set.seed(708L)
dtrain <- lgb.Dataset(
data = train$data
, label = train$label
)
dvalid <- lgb.Dataset(
data = test$data
, label = test$label
)
nrounds <- 10L
#############################
# train with early stopping #
#############################
early_stopping_rounds <- 5L
# the harsh max_depth guarantees that AUC improves over at least the first few iterations
bst_auc <- lgb.train(
params = list(
objective = "binary"
, metric = "auc"
, max_depth = 3L
, early_stopping_rounds = early_stopping_rounds
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
bst_binary_error <- lgb.train(
params = list(
objective = "binary"
, metric = "binary_error"
, max_depth = 3L
, early_stopping_rounds = early_stopping_rounds
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# early stopping should have been hit for binary_error (higher_better = FALSE)
eval_info <- bst_binary_error$.__enclos_env__$private$get_eval_info()
expect_identical(eval_info, "binary_error")
expect_identical(
unname(bst_binary_error$.__enclos_env__$private$higher_better_inner_eval)
, FALSE
)
expect_identical(bst_binary_error$best_iter, 1L)
expect_identical(bst_binary_error$current_iter(), early_stopping_rounds + 1L)
expect_true(abs(bst_binary_error$best_score - 0.01613904) < TOLERANCE)
# early stopping should not have been hit for AUC (higher_better = TRUE)
eval_info <- bst_auc$.__enclos_env__$private$get_eval_info()
expect_identical(eval_info, "auc")
expect_identical(
unname(bst_auc$.__enclos_env__$private$higher_better_inner_eval)
, TRUE
)
expect_identical(bst_auc$best_iter, 9L)
expect_identical(bst_auc$current_iter(), nrounds)
expect_true(abs(bst_auc$best_score - 0.9999969) < TOLERANCE)
})
test_that("lgb.train() works with early stopping for regression", {
set.seed(708L)
trainDF <- data.frame(
"feat1" = rep(c(10.0, 100.0), 500L)
, "target" = rep(c(-50.0, 50.0), 500L)
)
validDF <- data.frame(
"feat1" = rep(50.0, 4L)
, "target" = rep(50.0, 4L)
)
dtrain <- lgb.Dataset(
data = as.matrix(trainDF[["feat1"]], drop = FALSE)
, label = trainDF[["target"]]
)
dvalid <- lgb.Dataset(
data = as.matrix(validDF[["feat1"]], drop = FALSE)
, label = validDF[["target"]]
)
nrounds <- 10L
################################
# train with no early stopping #
################################
bst <- lgb.train(
params = list(
objective = "regression"
, metric = "rmse"
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# the best possible model should come from the first iteration, but
# all 10 training iterations should happen
expect_equal(bst$best_score, 55.0)
expect_equal(bst$best_iter, 1L)
expect_equal(length(bst$record_evals[["valid1"]][["rmse"]][["eval"]]), nrounds)
#############################
# train with early stopping #
#############################
early_stopping_rounds <- 5L
bst <- lgb.train(
params = list(
objective = "regression"
, metric = "rmse"
, early_stopping_rounds = early_stopping_rounds
)
, data = dtrain
, nrounds = nrounds
, valids = list(
"valid1" = dvalid
)
)
# the best model should be from the first iteration, and only 6 rounds
# should have happen (1 with improvement, 5 consecutive with no improvement)
expect_equal(bst$best_score, 55.0)
expect_equal(bst$best_iter, 1L)
expect_equal(
length(bst$record_evals[["valid1"]][["rmse"]][["eval"]])
, early_stopping_rounds + 1L
)
})
test_that("lgb.train() does not stop early if early_stopping_rounds is not given", {
set.seed(708L)
increasing_metric_starting_value <- get(
ACCUMULATOR_NAME
, envir = .GlobalEnv
)
nrounds <- 10L
metrics <- list(
.constant_metric
, .increasing_metric
)
bst <- lgb.train(
params = list(
objective = "regression"
, metric = "None"
)
, data = DTRAIN_RANDOM_REGRESSION
, nrounds = nrounds
, valids = list("valid1" = DVALID_RANDOM_REGRESSION)
, eval = metrics
)
# Only the two functions provided to "eval" should have been evaluated
expect_equal(length(bst$record_evals[["valid1"]]), 2L)
# all 10 iterations should have happen, and the best_iter should be
# the first one (based on constant_metric)
best_iter <- 1L
expect_equal(bst$best_iter, best_iter)
# best_score should be taken from the first metric
expect_equal(
bst$best_score
, bst$record_evals[["valid1"]][["constant_metric"]][["eval"]][[best_iter]]
)
# early stopping should not have happened. Even though constant_metric
# had 9 consecutive iterations with no improvement, it is ignored because of
# first_metric_only = TRUE
expect_equal(
length(bst$record_evals[["valid1"]][["constant_metric"]][["eval"]])
, nrounds
)
expect_equal(
length(bst$record_evals[["valid1"]][["increasing_metric"]][["eval"]])
, nrounds
)
})
test_that("If first_metric_only is not given or is FALSE, lgb.train() decides to stop early based on all metrics", {
set.seed(708L)
early_stopping_rounds <- 3L
param_variations <- list(
list(
objective = "regression"
, metric = "None"
, early_stopping_rounds = early_stopping_rounds
)
, list(
objective = "regression"
, metric = "None"
, early_stopping_rounds = early_stopping_rounds
, first_metric_only = FALSE
)
)
for (params in param_variations) {
nrounds <- 10L
bst <- lgb.train(
params = params
, data = DTRAIN_RANDOM_REGRESSION
, nrounds = nrounds
, valids = list(
"valid1" = DVALID_RANDOM_REGRESSION
)
, eval = list(
.increasing_metric
, .constant_metric
)
)
# Only the two functions provided to "eval" should have been evaluated
expect_equal(length(bst$record_evals[["valid1"]]), 2L)
# early stopping should have happened, and should have stopped early_stopping_rounds + 1 rounds in
# because constant_metric never improves
#
# the best iteration should be the last one, because increasing_metric was first
# and gets better every iteration
best_iter <- early_stopping_rounds + 1L
expect_equal(bst$best_iter, best_iter)
# best_score should be taken from "increasing_metric" because it was first
expect_equal(
bst$best_score
, bst$record_evals[["valid1"]][["increasing_metric"]][["eval"]][[best_iter]]
)
# early stopping should not have happened. even though increasing_metric kept
# getting better, early stopping should have happened because "constant_metric"
# did not improve
expect_equal(
length(bst$record_evals[["valid1"]][["constant_metric"]][["eval"]])
, early_stopping_rounds + 1L
)
expect_equal(
length(bst$record_evals[["valid1"]][["increasing_metric"]][["eval"]])
, early_stopping_rounds + 1L
)
}
})
test_that("If first_metric_only is TRUE, lgb.train() decides to stop early based on only the first metric", {
set.seed(708L)
nrounds <- 10L
early_stopping_rounds <- 3L
increasing_metric_starting_value <- get(ACCUMULATOR_NAME, envir = .GlobalEnv)