Reputation: 142
In XGBoost I have tried multiple ways to make pairwise group work with group set, but without success. The following code doesn't work when using set_group but is fine with set_group commented out for xgbTrain
import xgboost
import pandas as pd
from xgboost import DMatrix,train
xgb_params ={
'booster' : 'gbtree',
'eta': 0.1,
'gamma' : 1.0 ,
'min_child_weight' : 0.1,
'objective' : 'rank:pairwise',
'eval_metric' : 'merror',
#'num_class': 3, #
'max_depth' : 6,
'num_round' : 4,
'save_period' : 0
}
n_group=2
n_choice=3
#training dataset
dtrain=np.random.uniform(0,100,[n_group*n_choice,2])
dtarget=np.array([np.random.choice([0,1,2],3,False) for i in range(n_group)]).flatten()
dgroup=np.array([np.repeat(i,3)for i in range(n_group)]).flatten()
xgbTrain = DMatrix(dtrain, label = dtarget)
xgbTrain =xgbTrain.set_group(dgroup)
#watchlist
dtrain_eval=np.random.uniform(0,100,[n_group*n_choice,2])
xgbTrain_eval = DMatrix(dtrain_eval, label = dtarget)
#xgbTrain_eval =xgbTrain_eval .set_group(dgroup)
#test dataset
dtest=np.random.uniform(0,100,[n_group*n_choice,2])
dtestgroup=np.array([np.repeat(i,3)for i in range(n_group)]).flatten()
xgbTest = DMatrix(dtest)
#xgbTest =xgbTest.set_group(dgroup)
evallist = [(xgbTrain_eval, 'eval')]
rankModel = xgboost.train(params=xgb_params,dtrain=xgbTrain )
print(rankModel.predict( xgbTest))
The error returned seem to point to the lack of eval data but even specifying the evals as
rankModel = xgboost.train(params=xgb_params,dtrain=xgbTrain,evals=evallist )
the error remains.
Note that num_class is commented out but intuitively it should have a value either 3 ( here corresponding to the number of class ) or 2 (for the number of group in the case of pairwise ranking)?
Any help in pointing to what is wrong?
(Xgboost 0.6)
Upvotes: 3
Views: 3727
Reputation: 142
An error: mea cupla, the set_group is incorrect and should be
xgbTrain.set_group(dgroup)
and not
xgbTrain =xgbTrain.set_group(dgroup)
The solution:
The data in the set_group should just be the count of each items per group with one item per group.
dgroup=np.array([n_choice for i in range(n_group)]).flatten()
That did it!
Upvotes: 2