Python API Reference
This page gives the Python API reference of xgboost, please also refer to Python Package Introduction for more information about the Python package.
Global Configuration
- xgboost.config_context(**new_config)
Context manager for global XGBoost configuration.
Global configuration consists of a collection of parameters that can be applied in the global scope. See Global Configuration for the full list of parameters supported in the global configuration.
Note
All settings, not just those presently modified, will be returned to their previous values when the context manager is exited. This is not thread-safe.
Added in version 1.4.0.
- Parameters:
new_config (Dict[str, Any]) – Keyword arguments representing the parameters and their values
- Return type:
Iterator[None]
Example
import xgboost as xgb # Show all messages, including ones pertaining to debugging xgb.set_config(verbosity=2) # Get current value of global configuration # This is a dict containing all parameters in the global configuration, # including 'verbosity' config = xgb.get_config() assert config['verbosity'] == 2 # Example of using the context manager xgb.config_context(). # The context manager will restore the previous value of the global # configuration upon exiting. with xgb.config_context(verbosity=0): # Suppress warning caused by model generated with XGBoost version < 1.0.0 bst = xgb.Booster(model_file='./old_model.bin') assert xgb.get_config()['verbosity'] == 2 # old value restored
Nested configuration context is also supported:
Example
with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3 with xgb.config_context(verbosity=2): assert xgb.get_config()["verbosity"] == 2 xgb.set_config(verbosity=2) assert xgb.get_config()["verbosity"] == 2 with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3
See also
set_config
Set global XGBoost configuration
get_config
Get current values of the global configuration
- xgboost.set_config(**new_config)
Set global configuration.
Global configuration consists of a collection of parameters that can be applied in the global scope. See Global Configuration for the full list of parameters supported in the global configuration.
Added in version 1.4.0.
- Parameters:
new_config (Dict[str, Any]) – Keyword arguments representing the parameters and their values
- Return type:
None
Example
import xgboost as xgb # Show all messages, including ones pertaining to debugging xgb.set_config(verbosity=2) # Get current value of global configuration # This is a dict containing all parameters in the global configuration, # including 'verbosity' config = xgb.get_config() assert config['verbosity'] == 2 # Example of using the context manager xgb.config_context(). # The context manager will restore the previous value of the global # configuration upon exiting. with xgb.config_context(verbosity=0): # Suppress warning caused by model generated with XGBoost version < 1.0.0 bst = xgb.Booster(model_file='./old_model.bin') assert xgb.get_config()['verbosity'] == 2 # old value restored
Nested configuration context is also supported:
Example
with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3 with xgb.config_context(verbosity=2): assert xgb.get_config()["verbosity"] == 2 xgb.set_config(verbosity=2) assert xgb.get_config()["verbosity"] == 2 with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3
- xgboost.get_config()
Get current values of the global configuration.
Global configuration consists of a collection of parameters that can be applied in the global scope. See Global Configuration for the full list of parameters supported in the global configuration.
Added in version 1.4.0.
- Returns:
args – The list of global parameters and their values
- Return type:
Dict[str, Any]
Example
import xgboost as xgb # Show all messages, including ones pertaining to debugging xgb.set_config(verbosity=2) # Get current value of global configuration # This is a dict containing all parameters in the global configuration, # including 'verbosity' config = xgb.get_config() assert config['verbosity'] == 2 # Example of using the context manager xgb.config_context(). # The context manager will restore the previous value of the global # configuration upon exiting. with xgb.config_context(verbosity=0): # Suppress warning caused by model generated with XGBoost version < 1.0.0 bst = xgb.Booster(model_file='./old_model.bin') assert xgb.get_config()['verbosity'] == 2 # old value restored
Nested configuration context is also supported:
Example
with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3 with xgb.config_context(verbosity=2): assert xgb.get_config()["verbosity"] == 2 xgb.set_config(verbosity=2) assert xgb.get_config()["verbosity"] == 2 with xgb.config_context(verbosity=3): assert xgb.get_config()["verbosity"] == 3
- xgboost.build_info()
Build information of XGBoost. The returned value format is not stable. Also, please note that build time dependency is not the same as runtime dependency. For instance, it’s possible to build XGBoost with older CUDA version but run it with the lastest one.
Added in version 1.6.0.
- Return type:
Core Data Structure
Core XGBoost Library.
- class xgboost.DMatrix(data, label=None, *, weight=None, base_margin=None, missing=None, silent=False, feature_names=None, feature_types=None, nthread=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_weights=None, enable_categorical=False, data_split_mode=DataSplitMode.ROW)
Bases:
object
Data Matrix used in XGBoost.
DMatrix is an internal data structure that is used by XGBoost, which is optimized for both memory efficiency and training speed. You can construct DMatrix from multiple different sources of data.
- Parameters:
data (Any) – Data source of DMatrix. See Supported data structures for various XGBoost functions for a list of supported input types.
label (Any | None) – Label of the training data.
weight (Any | None) –
Weight for each instance.
Note
For ranking task, weights are per-group. In ranking task, one weight is assigned to each group (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
missing (float | None) – Value in the input data which needs to be present as a missing value. If None, defaults to np.nan.
silent (bool) – Whether print messages during construction
feature_names (Sequence[str] | None) – Set names for features.
feature_types (Sequence[str] | None) –
Set types for features. If data is a DataFrame type and passing enable_categorical=True, the types will be deduced automatically from the column types.
Otherwise, one can pass a list-like input with the same length as number of columns in data, with the following possible values:
”c”, which represents categorical columns.
”q”, which represents numeric columns.
”int”, which represents integer columns.
”i”, which represents boolean columns.
Note that, while categorical types are treated differently from the rest for model fitting purposes, the other types do not influence the generated model, but have effects in other functionalities such as feature importances.
For categorical features, the input is assumed to be preprocessed and encoded by the users. The encoding can be done via
sklearn.preprocessing.OrdinalEncoder
or pandas dataframe .cat.codes method. This is useful when users want to specify categorical features without having to construct a dataframe as input.nthread (int | None) – Number of threads to use for loading data when parallelization is applicable. If -1, uses maximum threads available on the system.
group (Any | None) – Group size for all ranking group.
qid (Any | None) – Query ID for data samples, used for ranking.
label_lower_bound (Any | None) – Lower bound for survival training.
label_upper_bound (Any | None) – Upper bound for survival training.
feature_weights (Any | None) – Set feature weights for column sampling.
enable_categorical (bool) –
Added in version 1.3.0.
Note
This parameter is experimental
Experimental support of specializing for categorical features.
If passing ‘True’ and ‘data’ is a data frame (from supported libraries such as Pandas, Modin or cuDF), columns of categorical types will automatically be set to be of categorical type (feature_type=’c’) in the resulting DMatrix.
If passing ‘False’ and ‘data’ is a data frame with categorical columns, it will result in an error being thrown.
If ‘data’ is not a data frame, this argument is ignored.
JSON/UBJSON serialization format is required for this.
data_split_mode (DataSplitMode)
- data_split_mode()
Get the data split mode of the DMatrix.
Added in version 2.1.0.
- Return type:
DataSplitMode
- property feature_names: Sequence[str] | None
Labels for features (column labels).
Setting it to
None
resets existing feature names.
- property feature_types: Sequence[str] | None
Type of features (column types).
This is for displaying the results and categorical data support. See
DMatrix
for details.Setting it to
None
resets existing feature types.
- get_base_margin()
Get the base margin of the DMatrix.
- Return type:
base_margin
- get_data()
Get the predictors from DMatrix as a CSR matrix. This getter is mostly for testing purposes. If this is a quantized DMatrix then quantized values are returned instead of input values.
Added in version 1.7.0.
- Return type:
- get_float_info(field)
Get float property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of float information of the data
- Return type:
array
- get_group()
Get the group of the DMatrix.
- Return type:
group
- get_label()
Get the label of the DMatrix.
- Returns:
label
- Return type:
array
- get_quantile_cut()
Get quantile cuts for quantization.
Added in version 2.0.0.
- get_uint_info(field)
Get unsigned integer property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of unsigned integer information of the data
- Return type:
array
- get_weight()
Get the weight of the DMatrix.
- Returns:
weight
- Return type:
array
- num_nonmissing()
Get the number of non-missing values in the DMatrix.
Added in version 1.7.0.
- Return type:
- save_binary(fname, silent=True)
Save DMatrix to an XGBoost buffer. Saved binary can be later loaded by providing the path to
xgboost.DMatrix()
as input.- Parameters:
fname (string or os.PathLike) – Name of the output buffer file.
silent (bool (optional; default: True)) – If set, the output is suppressed.
- Return type:
None
- set_base_margin(margin)
Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to be base_margin However, remember margin is needed, instead of transformed prediction e.g. for logistic regression: need to put in value before logistic transformation see also example/demo.py
- Parameters:
margin (array like) – Prediction margin of each datapoint
- Return type:
None
- set_float_info(field, data)
Set float type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_float_info_npy2d(field, data)
- Set float type property into the DMatrix
for numpy 2d array input
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_group(group)
Set group size of DMatrix (used for ranking).
- Parameters:
group (array like) – Group size of each group
- Return type:
None
- set_info(*, label=None, weight=None, base_margin=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_names=None, feature_types=None, feature_weights=None)
Set meta info for DMatrix. See doc string for
xgboost.DMatrix
.
- set_label(label)
Set label of dmatrix
- Parameters:
label (array like) – The label information to be set into DMatrix
- Return type:
None
- set_uint_info(field, data)
Set uint type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_weight(weight)
Set weight of each instance.
- Parameters:
weight (array like) –
Weight for each data point
Note
For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
- Return type:
None
- slice(rindex, allow_groups=False)
Slice the DMatrix and return a new DMatrix that only contains rindex.
- class xgboost.QuantileDMatrix(data, label=None, *, weight=None, base_margin=None, missing=None, silent=False, feature_names=None, feature_types=None, nthread=None, max_bin=None, ref=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_weights=None, enable_categorical=False, data_split_mode=DataSplitMode.ROW)
Bases:
DMatrix
A DMatrix variant that generates quantilized data directly from input for the
hist
tree method. This DMatrix is primarily designed to save memory in training by avoiding intermediate storage. Setmax_bin
to control the number of bins during quantisation, which should be consistent with the training parametermax_bin
. WhenQuantileDMatrix
is used for validation/test dataset,ref
should be anotherQuantileDMatrix``(or ``DMatrix
, but not recommended as it defeats the purpose of saving memory) constructed from training dataset. Seexgboost.DMatrix
for documents on meta info.Note
Do not use
QuantileDMatrix
as validation/test dataset without supplying a reference (the training dataset)QuantileDMatrix
usingref
as some information may be lost in quantisation.Added in version 1.7.0.
- Parameters:
max_bin (int | None) – The number of histogram bin, should be consistent with the training parameter
max_bin
.ref (DMatrix | None) – The training dataset that provides quantile information, needed when creating validation/test dataset with
QuantileDMatrix
. Supplying the training DMatrix as a reference means that the same quantisation applied to the training data is applied to the validation/test datadata (Any) – Data source of DMatrix. See Supported data structures for various XGBoost functions for a list of supported input types.
label (Any | None) – Label of the training data.
weight (Any | None) –
Weight for each instance.
Note
For ranking task, weights are per-group. In ranking task, one weight is assigned to each group (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
missing (float | None) – Value in the input data which needs to be present as a missing value. If None, defaults to np.nan.
silent (bool) – Whether print messages during construction
feature_names (Sequence[str] | None) – Set names for features.
feature_types (Sequence[str] | None) –
Set types for features. If data is a DataFrame type and passing enable_categorical=True, the types will be deduced automatically from the column types.
Otherwise, one can pass a list-like input with the same length as number of columns in data, with the following possible values:
”c”, which represents categorical columns.
”q”, which represents numeric columns.
”int”, which represents integer columns.
”i”, which represents boolean columns.
Note that, while categorical types are treated differently from the rest for model fitting purposes, the other types do not influence the generated model, but have effects in other functionalities such as feature importances.
For categorical features, the input is assumed to be preprocessed and encoded by the users. The encoding can be done via
sklearn.preprocessing.OrdinalEncoder
or pandas dataframe .cat.codes method. This is useful when users want to specify categorical features without having to construct a dataframe as input.nthread (int | None) – Number of threads to use for loading data when parallelization is applicable. If -1, uses maximum threads available on the system.
group (Any | None) – Group size for all ranking group.
qid (Any | None) – Query ID for data samples, used for ranking.
label_lower_bound (Any | None) – Lower bound for survival training.
label_upper_bound (Any | None) – Upper bound for survival training.
feature_weights (Any | None) – Set feature weights for column sampling.
enable_categorical (bool) –
Added in version 1.3.0.
Note
This parameter is experimental
Experimental support of specializing for categorical features.
If passing ‘True’ and ‘data’ is a data frame (from supported libraries such as Pandas, Modin or cuDF), columns of categorical types will automatically be set to be of categorical type (feature_type=’c’) in the resulting DMatrix.
If passing ‘False’ and ‘data’ is a data frame with categorical columns, it will result in an error being thrown.
If ‘data’ is not a data frame, this argument is ignored.
JSON/UBJSON serialization format is required for this.
data_split_mode (DataSplitMode)
- data_split_mode()
Get the data split mode of the DMatrix.
Added in version 2.1.0.
- Return type:
DataSplitMode
- property feature_names: Sequence[str] | None
Labels for features (column labels).
Setting it to
None
resets existing feature names.
- property feature_types: Sequence[str] | None
Type of features (column types).
This is for displaying the results and categorical data support. See
DMatrix
for details.Setting it to
None
resets existing feature types.
- get_base_margin()
Get the base margin of the DMatrix.
- Return type:
base_margin
- get_data()
Get the predictors from DMatrix as a CSR matrix. This getter is mostly for testing purposes. If this is a quantized DMatrix then quantized values are returned instead of input values.
Added in version 1.7.0.
- Return type:
- get_float_info(field)
Get float property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of float information of the data
- Return type:
array
- get_group()
Get the group of the DMatrix.
- Return type:
group
- get_label()
Get the label of the DMatrix.
- Returns:
label
- Return type:
array
- get_quantile_cut()
Get quantile cuts for quantization.
Added in version 2.0.0.
- get_uint_info(field)
Get unsigned integer property from the DMatrix.
- Parameters:
field (str) – The field name of the information
- Returns:
info – a numpy array of unsigned integer information of the data
- Return type:
array
- get_weight()
Get the weight of the DMatrix.
- Returns:
weight
- Return type:
array
- num_nonmissing()
Get the number of non-missing values in the DMatrix.
Added in version 1.7.0.
- Return type:
- save_binary(fname, silent=True)
Save DMatrix to an XGBoost buffer. Saved binary can be later loaded by providing the path to
xgboost.DMatrix()
as input.- Parameters:
fname (string or os.PathLike) – Name of the output buffer file.
silent (bool (optional; default: True)) – If set, the output is suppressed.
- Return type:
None
- set_base_margin(margin)
Set base margin of booster to start from.
This can be used to specify a prediction value of existing model to be base_margin However, remember margin is needed, instead of transformed prediction e.g. for logistic regression: need to put in value before logistic transformation see also example/demo.py
- Parameters:
margin (array like) – Prediction margin of each datapoint
- Return type:
None
- set_float_info(field, data)
Set float type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_float_info_npy2d(field, data)
- Set float type property into the DMatrix
for numpy 2d array input
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_group(group)
Set group size of DMatrix (used for ranking).
- Parameters:
group (array like) – Group size of each group
- Return type:
None
- set_info(*, label=None, weight=None, base_margin=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_names=None, feature_types=None, feature_weights=None)
Set meta info for DMatrix. See doc string for
xgboost.DMatrix
.
- set_label(label)
Set label of dmatrix
- Parameters:
label (array like) – The label information to be set into DMatrix
- Return type:
None
- set_uint_info(field, data)
Set uint type property into the DMatrix.
- Parameters:
field (str) – The field name of the information
data (numpy array) – The array of data to be set
- Return type:
None
- set_weight(weight)
Set weight of each instance.
- Parameters:
weight (array like) –
Weight for each data point
Note
For ranking task, weights are per-group.
In ranking task, one weight is assigned to each group (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
- Return type:
None
- slice(rindex, allow_groups=False)
Slice the DMatrix and return a new DMatrix that only contains rindex.
- class xgboost.Booster(params=None, cache=None, model_file=None)
Bases:
object
A Booster of XGBoost.
Booster is the model of xgboost, that contains low level routines for training, prediction and evaluation.
- Parameters:
- attr(key)
Get attribute string from the Booster.
- Parameters:
key (str) – The key to get attribute from.
- Returns:
The attribute value of the key, returns None if attribute do not exist.
- Return type:
value
- attributes()
Get attributes stored in the Booster as a dictionary.
- Returns:
result – Returns an empty dict if there’s no attributes.
- Return type:
dictionary of attribute_name: attribute_value pairs of strings.
- boost(dtrain, iteration, grad, hess)
Boost the booster for one iteration with customized gradient statistics. Like
xgboost.Booster.update()
, this function should not be called directly by users.
- copy()
Copy the booster object.
- Returns:
A copied booster model
- Return type:
booster
- dump_model(fout, fmap='', with_stats=False, dump_format='text')
Dump model into a text or JSON file. Unlike
save_model()
, the output format is primarily used for visualization or interpretation, hence it’s more human readable but cannot be loaded back to XGBoost.
- eval(data, name='eval', iteration=0)
Evaluate the model on mat.
- eval_set(evals, iteration=0, feval=None, output_margin=True)
Evaluate a set of data.
- property feature_names: Sequence[str] | None
Feature names for this booster. Can be directly set by input data or by assignment.
- property feature_types: Sequence[str] | None
Feature types for this booster. Can be directly set by input data or by assignment. See
DMatrix
for details.
- get_dump(fmap='', with_stats=False, dump_format='text')
Returns the model dump as a list of strings. Unlike
save_model()
, the output format is primarily used for visualization or interpretation, hence it’s more human readable but cannot be loaded back to XGBoost.
- get_fscore(fmap='')
Get feature importance of each feature.
Note
Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature, i.e. those features that have not been used in any split conditions.
- get_score(fmap='', importance_type='weight')
Get feature importance of each feature. For tree model Importance type can be defined as:
‘weight’: the number of times a feature is used to split the data across all trees.
‘gain’: the average gain across all splits the feature is used in.
‘cover’: the average coverage across all splits the feature is used in.
‘total_gain’: the total gain across all splits the feature is used in.
‘total_cover’: the total coverage across all splits the feature is used in.
Note
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Note
Zero-importance features will not be included
Keep in mind that this function does not include zero-importance feature, i.e. those features that have not been used in any split conditions.
- Parameters:
- Returns:
A map between feature names and their scores. When gblinear is used for
multi-class classification the scores for each feature is a list with length
n_classes, otherwise they’re scalars.
- Return type:
- get_split_value_histogram(feature, fmap='', bins=None, as_pandas=True)
Get split value histogram of a feature
- Parameters:
feature (str) – The name of the feature.
bin – The maximum number of bins. Number of bins equals number of unique split values n_unique, if bins == None or bins > n_unique.
as_pandas (bool) – Return pd.DataFrame when pandas is installed. If False or pandas is not installed, return numpy ndarray.
bins (int | None)
- Returns:
a histogram of used splitting values for the specified feature
either as numpy array or pandas DataFrame.
- Return type:
- inplace_predict(data, iteration_range=(0, 0), predict_type='value', missing=nan, validate_features=True, base_margin=None, strict_shape=False)
Run prediction in-place when possible, Unlike
predict()
method, inplace prediction does not cache the prediction result.Calling only
inplace_predict
in multiple threads is safe and lock free. But the safety does not hold when used in conjunction with other methods. E.g. you can’t train the booster in one thread and perform prediction in the other.Note
If the device ordinal of the input data doesn’t match the one configured for the booster, data will be copied to the booster device.
booster.set_param({"device": "cuda:0"}) booster.inplace_predict(cupy_array) booster.set_param({"device": "cpu"}) booster.inplace_predict(numpy_array)
Added in version 1.1.0.
- Parameters:
data (Any) – The input data.
iteration_range (Tuple[int | integer, int | integer]) – See
predict()
for details.predict_type (str) –
value Output model prediction values.
margin Output the raw untransformed margin value.
missing (float) – See
xgboost.DMatrix
for details.validate_features (bool) – See
xgboost.Booster.predict()
for details.base_margin (Any | None) –
See
xgboost.DMatrix
for details.Added in version 1.4.0.
strict_shape (bool) –
See
xgboost.Booster.predict()
for details.Added in version 1.4.0.
- Returns:
prediction – The prediction result. When input data is on GPU, prediction result is stored in a cupy array.
- Return type:
numpy.ndarray/cupy.ndarray
- load_config(config)
Load configuration returned by save_config.
Added in version 1.0.0.
- Parameters:
config (str)
- Return type:
None
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- num_boosted_rounds()
Get number of boosted rounds. For gblinear this is reset to 0 after serializing the model.
- Return type:
- predict(data, output_margin=False, pred_leaf=False, pred_contribs=False, approx_contribs=False, pred_interactions=False, validate_features=True, training=False, iteration_range=(0, 0), strict_shape=False)
Predict with data. The full model will be used unless iteration_range is specified, meaning user have to either slice the model or use the
best_iteration
attribute to get prediction from best model returned from early stopping.Note
See Prediction for issues like thread safety and a summary of outputs from this function.
- Parameters:
data (DMatrix) – The dmatrix storing the input.
output_margin (bool) – Whether to output the raw untransformed margin value.
pred_leaf (bool) – When this option is on, the output will be a matrix of (nsample, ntrees) with each record indicating the predicted leaf index of each sample in each tree. Note that the leaf index of a tree is unique per tree, so you may find leaf 1 in both tree 1 and tree 0.
pred_contribs (bool) – When this is True the output will be a matrix of size (nsample, nfeats + 1) with each record indicating the feature contributions (SHAP values) for that prediction. The sum of all feature contributions is equal to the raw untransformed margin value of the prediction. Note the final column is the bias term.
approx_contribs (bool) – Approximate the contributions of each feature. Used when
pred_contribs
orpred_interactions
is set to True. Changing the default of this parameter (False) is not recommended.pred_interactions (bool) – When this is True the output will be a matrix of size (nsample, nfeats + 1, nfeats + 1) indicating the SHAP interaction values for each pair of features. The sum of each row (or column) of the interaction values equals the corresponding SHAP value (from pred_contribs), and the sum of the entire matrix equals the raw untransformed margin value of the prediction. Note the last row and column correspond to the bias term.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
training (bool) –
Whether the prediction value is used for training. This can effect dart booster, which performs dropouts during training iterations but use all trees for inference. If you want to obtain result with dropouts, set this parameter to True. Also, the parameter is set to true when obtaining prediction for custom objective function.
Added in version 1.0.0.
iteration_range (Tuple[int | integer, int | integer]) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying iteration_range=(10, 20), then only the forests built during [10, 20) (half open set) rounds are used in this prediction.
Added in version 1.4.0.
strict_shape (bool) –
When set to True, output shape is invariant to whether classification is used. For both value and margin prediction, the output shape is (n_samples, n_groups), n_groups == 1 when multi-class is not used. Default to False, in which case the output shape can be (n_samples, ) if multi-class is not used.
Added in version 1.4.0.
- Returns:
prediction
- Return type:
numpy array
- save_config()
Output internal parameter configuration of Booster as a JSON string.
Added in version 1.0.0.
- Return type:
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- save_raw(raw_format='ubj')
Save the model to a in memory buffer representation instead of file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
- Parameters:
raw_format (str) – Format of output buffer. Can be json, ubj or deprecated.
- Return type:
An in memory buffer representation of the model
- set_attr(**kwargs)
Set the attribute of the Booster.
- Parameters:
**kwargs (Any | None) – The attributes to set. Setting a value to None deletes an attribute.
- Return type:
None
- set_param(params, value=None)
Set parameters into the Booster.
- trees_to_dataframe(fmap='')
Parse a boosted tree model text dump into a pandas DataFrame structure.
This feature is only defined when the decision tree model is chosen as base learner (booster in {gbtree, dart}). It is not defined for other base learner types, such as linear learners (booster=gblinear).
- update(dtrain, iteration, fobj=None)
Update for one iteration, with objective function calculated internally. This function should not be called directly by users.
- class xgboost.DataIter(cache_prefix=None, release_data=True)
Bases:
ABC
The interface for user defined data iterator. The iterator facilitates distributed training,
QuantileDMatrix
, and external memory support usingDMatrix
. Most of time, users don’t need to interact with this class directly.Note
The class caches some intermediate results using the data input (predictor X) as key. Don’t repeat the X for multiple batches with different meta data (like label), make a copy if necessary.
- Parameters:
cache_prefix (str | None) – Prefix to the cache files, only used in external memory.
release_data (bool) – Whether the iterator should release the data during iteration. Set it to True if the data transformation (converting data to np.float32 type) is memory intensive. Otherwise, if the transformation is computation intensive then we can keep the cache.
- get_callbacks(enable_categorical)
Get callback functions for iterating in C. This is an internal function.
- abstract next(input_data)
Set the next batch of data.
- Parameters:
input_data (Callable) – A function with same data fields like data, label with xgboost.DMatrix.
- Return type:
0 if there’s no more batch, otherwise 1.
- property proxy: _ProxyDMatrix
Handle of DMatrix proxy.
- reraise()
Reraise the exception thrown during iteration.
- Return type:
None
- abstract reset()
Reset the data iterator. Prototype for user defined function.
- Return type:
None
Learning API
Training Library containing training routines.
- xgboost.train(params, dtrain, num_boost_round=10, *, evals=None, obj=None, feval=None, maximize=None, early_stopping_rounds=None, evals_result=None, verbose_eval=True, xgb_model=None, callbacks=None, custom_metric=None)
Train a booster with given parameters.
- Parameters:
dtrain (DMatrix) – Data to be trained.
num_boost_round (int) – Number of boosting iterations.
evals (Sequence[Tuple[DMatrix, str]] | None) – List of validation sets for which metrics will evaluated during training. Validation metrics will help us track the performance of the model.
obj (Callable[[ndarray, DMatrix], Tuple[ndarray, ndarray]] | None) – Custom objective function. See Custom Objective for details.
feval (Callable[[ndarray, DMatrix], Tuple[str, float]] | None) –
Deprecated since version 1.6.0: Use custom_metric instead.
maximize (bool | None) – Whether to maximize feval.
early_stopping_rounds (int | None) – Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in evals. The method returns the model from the last iteration (not the best one). Use custom callback or model slicing if the best model is desired. If there’s more than one item in evals, the last entry will be used for early stopping. If there’s more than one metric in the eval_metric parameter given in params, the last metric will be used for early stopping. If early stopping occurs, the model will have two additional fields:
bst.best_score
,bst.best_iteration
.evals_result (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]] | None) –
This dictionary stores the evaluation results of all the items in watchlist.
Example: with a watchlist containing
[(dtest,'eval'), (dtrain,'train')]
and a parameter containing('eval_metric': 'logloss')
, the evals_result returns{'train': {'logloss': ['0.48253', '0.35953']}, 'eval': {'logloss': ['0.480385', '0.357756']}}
verbose_eval (bool | int | None) – Requires at least one item in evals. If verbose_eval is True then the evaluation metric on the validation set is printed at each boosting stage. If verbose_eval is an integer then the evaluation metric on the validation set is printed at every given verbose_eval boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed. Example: with
verbose_eval=4
and at least one item in evals, an evaluation metric is printed every 4 boosting stages, instead of every boosting stage.xgb_model (str | PathLike | Booster | bytearray | None) – Xgb model to be loaded before training (allows training continuation).
callbacks (Sequence[TrainingCallback] | None) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] xgboost.train(params, Xy, callbacks=callbacks)
custom_metric (Callable[[ndarray, DMatrix], Tuple[str, float]] | None) –
Custom metric function. See Custom Metric for details.
- Returns:
Booster
- Return type:
a trained booster model
- xgboost.cv(params, dtrain, num_boost_round=10, nfold=3, stratified=False, folds=None, metrics=(), obj=None, feval=None, maximize=None, early_stopping_rounds=None, fpreproc=None, as_pandas=True, verbose_eval=None, show_stdv=True, seed=0, callbacks=None, shuffle=True, custom_metric=None)
Cross-validation with given parameters.
- Parameters:
params (dict) – Booster params.
dtrain (DMatrix) – Data to be trained.
num_boost_round (int) – Number of boosting iterations.
nfold (int) – Number of folds in CV.
stratified (bool) – Perform stratified sampling.
folds (a KFold or StratifiedKFold instance or list of fold indices) – Sklearn KFolds or StratifiedKFolds object. Alternatively may explicitly pass sample indices for each fold. For
n
folds, folds should be a lengthn
list of tuples. Each tuple is(in,out)
wherein
is a list of indices to be used as the training samples for then
th fold andout
is a list of indices to be used as the testing samples for then
th fold.metrics (string or list of strings) – Evaluation metrics to be watched in CV.
obj (Callable[[ndarray, DMatrix], Tuple[ndarray, ndarray]] | None) – Custom objective function. See Custom Objective for details.
feval (function) –
Deprecated since version 1.6.0: Use custom_metric instead.
maximize (bool) – Whether to maximize feval.
early_stopping_rounds (int) – Activates early stopping. Cross-Validation metric (average of validation metric computed over CV folds) needs to improve at least once in every early_stopping_rounds round(s) to continue training. The last entry in the evaluation history will represent the best iteration. If there’s more than one metric in the eval_metric parameter given in params, the last metric will be used for early stopping.
fpreproc (function) – Preprocessing function that takes (dtrain, dtest, param) and returns transformed versions of those.
as_pandas (bool, default True) – Return pd.DataFrame when pandas is installed. If False or pandas is not installed, return np.ndarray
verbose_eval (bool, int, or None, default None) – Whether to display the progress. If None, progress will be displayed when np.ndarray is returned. If True, progress will be displayed at boosting stage. If an integer is given, progress will be displayed at every given verbose_eval boosting stage.
show_stdv (bool, default True) – Whether to display the standard deviation in progress. Results are not affected, and always contains std.
seed (int) – Seed used to generate the folds (passed to numpy.random.seed).
callbacks (Sequence[TrainingCallback] | None) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] xgboost.train(params, Xy, callbacks=callbacks)
shuffle (bool) – Shuffle data before creating folds.
custom_metric (Callable[[ndarray, DMatrix], Tuple[str, float]] | None) –
Custom metric function. See Custom Metric for details.
- Returns:
evaluation history
- Return type:
list(string)
Scikit-Learn API
Scikit-Learn Wrapper interface for XGBoost.
- class xgboost.XGBRegressor(*, objective='reg:squarederror', **kwargs)
Bases:
XGBModel
,RegressorMixin
Implementation of the scikit-learn API for XGBoost regression. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true, y_pred) -> [grad, hess]
orobjective(y_true, y_pred, *, sample_weight) -> [grad, hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any | None) – instance weights
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[Any, Any]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (bool | int | None) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | XGBModel | str | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (Any | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
XGBModel
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares
((y_true - y_pred)** 2).sum()
and \(v\) is the total sum of squares((y_true - y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True values for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – \(R^2\) of
self.predict(X)
w.r.t. y.- Return type:
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score()
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (XGBRegressor)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (XGBRegressor)
- Returns:
self – The updated object.
- Return type:
- set_score_request(*, sample_weight='$UNCHANGED$')
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter inscore
.self (XGBRegressor)
- Returns:
self – The updated object.
- Return type:
- class xgboost.XGBClassifier(*, objective='binary:logistic', **kwargs)
Bases:
XGBModel
,ClassifierMixin
Implementation of the scikit-learn API for XGBoost classification. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true, y_pred) -> [grad, hess]
orobjective(y_true, y_pred, *, sample_weight) -> [grad, hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting classifier.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any | None) – instance weights
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[Any, Any]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (bool | int | None) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | str | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (Any | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- predict_proba(X, validate_features=True, base_margin=None, iteration_range=None)
Predict the probability of each X example being of a given class. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) – Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying iteration_range=(10, 20), then only the forests built during [10, 20) (half open set) rounds are used in this prediction.
- Returns:
a numpy array of shape array-like of shape (n_samples, n_classes) with the probability of each data example being of a given class.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples.
y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True labels for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – Mean accuracy of
self.predict(X)
w.r.t. y.- Return type:
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (XGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_proba_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict_proba
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict_proba
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict_proba
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict_proba
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict_proba
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict_proba
.self (XGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (XGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_score_request(*, sample_weight='$UNCHANGED$')
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter inscore
.self (XGBClassifier)
- Returns:
self – The updated object.
- Return type:
- class xgboost.XGBRanker(*, objective='rank:ndcg', **kwargs)
Bases:
XGBModel
,XGBRankerMixIn
Implementation of the Scikit-Learn API for XGBoost Ranking.
See Learning to Rank for an introducion.
See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
Note
A custom objective function is currently not supported by XGBRanker.
Note
Query group information is only required for ranking training but not prediction. Multiple groups can be predicted on a single call to
predict()
.When fitting the model with the group parameter, your data need to be sorted by the query group first. group is an array that contains the size of each query group.
Similarly, when fitting the model with the qid parameter, the data should be sorted according to query index and qid is an array that contains the query index for each training sample.
For example, if your original data look like:
qid
label
features
1
0
x_1
1
1
x_2
1
0
x_3
2
0
x_4
2
1
x_5
2
1
x_6
2
1
x_7
then
fit()
method can be called with either group array as[3, 4]
or with qid as[1, 1, 1, 2, 2, 2, 2]
, that is the qid column. Also, the qid can be a special column of input X instead of a separated parameter, seefit()
for more info.
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, group=None, qid=None, sample_weight=None, base_margin=None, eval_set=None, eval_group=None, eval_qid=None, verbose=False, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting ranker
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When this is a
pandas.DataFrame
or acudf.DataFrame
, it may contain a special column calledqid
for specifying the query index. Using a special column is the same as using the qid parameter, except for being compatible with sklearn utility functions likesklearn.model_selection.cross_validation()
. The same convention applies to theXGBRanker.score()
andXGBRanker.predict()
.qid
feat_0
feat_1
0
\(x_{00}\)
\(x_{01}\)
1
\(x_{10}\)
\(x_{11}\)
1
\(x_{20}\)
\(x_{21}\)
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (Any) – Labels
group (Any | None) – Size of each query group of training data. Should have as many elements as the query groups in the training data. If this is set to None, then user must provide qid.
qid (Any | None) – Query ID for each training sample. Should have the size of n_samples. If this is set to None, then user must provide group or a special column in X.
sample_weight (Any | None) –
Query group weights
Note
Weights are per-group for ranking tasks
In ranking task, one weight is assigned to each query group/id (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[Any, Any]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
eval_group (Sequence[Any] | None) – A list in which
eval_group[i]
is the list containing the sizes of all query groups in thei
-th pair in eval_set.eval_qid (Sequence[Any] | None) – A list in which
eval_qid[i]
is the array containing query ID ofi
-th pair in eval_set. The special column convention in X applies to validation datasets as well.verbose (bool | int | None) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | str | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any] | None) –
A list of the form [L_1, L_2, …, L_n], where each L_i is a list of group weights on the i-th validation set.
Note
Weights are per-group for ranking tasks
In ranking task, one weight is assigned to each query group (not each data point). This is because we only care about the relative ordering of data points within each group, so it doesn’t make sense to assign weights to individual data points.
base_margin_eval_set (Sequence[Any] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (Any | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y)
Evaluate score for data using the last evaluation metric. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
X (Union[pd.DataFrame, cudf.DataFrame]) – Feature matrix. A DataFrame with a special qid column.
y (Any) – Labels
- Returns:
The result of the first evaluation metric for the ranker.
- Return type:
score
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_group='$UNCHANGED$', eval_qid='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', group='$UNCHANGED$', qid='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_group (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_group
parameter infit
.eval_qid (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_qid
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.group (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
group
parameter infit
.qid (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
qid
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (XGBRanker)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (XGBRanker)
- Returns:
self – The updated object.
- Return type:
- class xgboost.XGBRFRegressor(*, learning_rate=1.0, subsample=0.8, colsample_bynode=0.8, reg_lambda=1e-05, **kwargs)
Bases:
XGBRegressor
scikit-learn API for XGBoost random forest regression. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of trees in random forest to fit.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true, y_pred) -> [grad, hess]
orobjective(y_true, y_pred, *, sample_weight) -> [grad, hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any | None) – instance weights
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[Any, Any]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (bool | int | None) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | str | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (Any | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares
((y_true - y_pred)** 2).sum()
and \(v\) is the total sum of squares((y_true - y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True values for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – \(R^2\) of
self.predict(X)
w.r.t. y.- Return type:
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score()
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (XGBRFRegressor)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (XGBRFRegressor)
- Returns:
self – The updated object.
- Return type:
- set_score_request(*, sample_weight='$UNCHANGED$')
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter inscore
.self (XGBRFRegressor)
- Returns:
self – The updated object.
- Return type:
- class xgboost.XGBRFClassifier(*, learning_rate=1.0, subsample=0.8, colsample_bynode=0.8, reg_lambda=1e-05, **kwargs)
Bases:
XGBClassifier
scikit-learn API for XGBoost random forest classification. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of trees in random forest to fit.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
Note
Custom objective function
A custom objective function can be provided for the
objective
parameter. In this case, it should have the signatureobjective(y_true, y_pred) -> [grad, hess]
orobjective(y_true, y_pred, *, sample_weight) -> [grad, hess]
:- y_true: array_like of shape [n_samples]
The target values
- y_pred: array_like of shape [n_samples]
The predicted values
- sample_weight :
Optional sample weights.
- grad: array_like of shape [n_samples]
The value of the gradient for each sample point.
- hess: array_like of shape [n_samples]
The value of the second derivative for each sample point
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting classifier.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (Any) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (Any) – Labels
sample_weight (Any | None) – instance weights
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[Any, Any]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (bool | int | None) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | str | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[Any] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[Any] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (Any | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- predict_proba(X, validate_features=True, base_margin=None, iteration_range=None)
Predict the probability of each X example being of a given class. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (Any) – Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (Any | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) – Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying iteration_range=(10, 20), then only the forests built during [10, 20) (half open set) rounds are used in this prediction.
- Returns:
a numpy array of shape array-like of shape (n_samples, n_classes) with the probability of each data example being of a given class.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples.
y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True labels for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – Mean accuracy of
self.predict(X)
w.r.t. y.- Return type:
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (XGBRFClassifier)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_proba_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict_proba
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict_proba
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict_proba
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict_proba
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict_proba
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict_proba
.self (XGBRFClassifier)
- Returns:
self – The updated object.
- Return type:
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (XGBRFClassifier)
- Returns:
self – The updated object.
- Return type:
- set_score_request(*, sample_weight='$UNCHANGED$')
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter inscore
.self (XGBRFClassifier)
- Returns:
self – The updated object.
- Return type:
Plotting API
Plotting Library.
- xgboost.plot_importance(booster, ax=None, height=0.2, xlim=None, ylim=None, title='Feature importance', xlabel='F score', ylabel='Features', fmap='', importance_type='weight', max_num_features=None, grid=True, show_values=True, values_format='{v}', **kwargs)
Plot importance based on fitted trees.
- Parameters:
booster (XGBModel | Booster | dict) – Booster or XGBModel instance, or dict taken by Booster.get_fscore()
ax (matplotlib Axes) – Target axes instance. If None, new figure and axes will be created.
grid (bool) – Turn the axes grids on or off. Default is True (On).
importance_type (str) –
How the importance is calculated: either “weight”, “gain”, or “cover”
”weight” is the number of times a feature appears in a tree
”gain” is the average gain of splits which use the feature
”cover” is the average coverage of splits which use the feature where coverage is defined as the number of samples affected by the split
max_num_features (int | None) – Maximum number of top features displayed on plot. If None, all features will be displayed.
height (float) – Bar height, passed to ax.barh()
xlim (tuple | None) – Tuple passed to axes.xlim()
ylim (tuple | None) – Tuple passed to axes.ylim()
title (str) – Axes title. To disable, pass None.
xlabel (str) – X axis title label. To disable, pass None.
ylabel (str) – Y axis title label. To disable, pass None.
show_values (bool) – Show values on plot. To disable, pass False.
values_format (str) – Format string for values. “v” will be replaced by the value of the feature importance. e.g. Pass “{v:.2f}” in order to limit the number of digits after the decimal point to two, for each value printed on the graph.
kwargs (Any) – Other keywords passed to ax.barh()
- Returns:
ax
- Return type:
matplotlib Axes
- xgboost.plot_tree(booster, fmap='', num_trees=0, rankdir=None, ax=None, **kwargs)
Plot specified tree.
- Parameters:
booster (Booster, XGBModel) – Booster or XGBModel instance
fmap (str (optional)) – The name of feature map file
num_trees (int, default 0) – Specify the ordinal number of target tree
rankdir (str, default "TB") – Passed to graphviz via graph_attr
ax (matplotlib Axes, default None) – Target axes instance. If None, new figure and axes will be created.
kwargs (Any) – Other keywords passed to to_graphviz
- Returns:
ax
- Return type:
matplotlib Axes
- xgboost.to_graphviz(booster, fmap='', num_trees=0, rankdir=None, yes_color=None, no_color=None, condition_node_params=None, leaf_node_params=None, **kwargs)
Convert specified tree to graphviz instance. IPython can automatically plot the returned graphviz instance. Otherwise, you should call .render() method of the returned graphviz instance.
- Parameters:
booster (Booster | XGBModel) – Booster or XGBModel instance
num_trees (int) – Specify the ordinal number of target tree
rankdir (str | None) – Passed to graphviz via graph_attr
yes_color (str | None) – Edge color when meets the node condition.
no_color (str | None) – Edge color when doesn’t meet the node condition.
condition_node_params (dict | None) –
Condition node configuration for for graphviz. Example:
{'shape': 'box', 'style': 'filled,rounded', 'fillcolor': '#78bceb'}
leaf_node_params (dict | None) –
Leaf node configuration for graphviz. Example:
{'shape': 'box', 'style': 'filled', 'fillcolor': '#e48038'}
kwargs (Any) – Other keywords passed to graphviz graph_attr, e.g.
graph [ {key} = {value} ]
- Returns:
graph
- Return type:
graphviz.Source
Callback API
Callback library containing training routines. See Callback Functions for a quick introduction.
- class xgboost.callback.TrainingCallback
Interface for training callback.
Added in version 1.3.0.
- after_iteration(model, epoch, evals_log)
Run after each iteration. Returns True when training should stop.
- Parameters:
model (Any) – Eeither a
Booster
object or a CVPack if the cv function in xgboost is being used.epoch (int) – The current training iteration.
evals_log (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]]) –
A dictionary containing the evaluation history:
{"data_name": {"metric_name": [0.5, ...]}}
- Return type:
- before_iteration(model, epoch, evals_log)
Run before each iteration. Returns True when training should stop. See
after_iteration()
for details.
- class xgboost.callback.EvaluationMonitor(rank=0, period=1, show_stdv=False)
Bases:
TrainingCallback
Print the evaluation result at each iteration.
Added in version 1.3.0.
- Parameters:
- after_iteration(model, epoch, evals_log)
Run after each iteration. Returns True when training should stop.
- Parameters:
model (Any) – Eeither a
Booster
object or a CVPack if the cv function in xgboost is being used.epoch (int) – The current training iteration.
evals_log (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]]) –
A dictionary containing the evaluation history:
{"data_name": {"metric_name": [0.5, ...]}}
- Return type:
- class xgboost.callback.EarlyStopping(rounds, metric_name=None, data_name=None, maximize=None, save_best=False, min_delta=0.0)
Bases:
TrainingCallback
Callback function for early stopping
Added in version 1.3.0.
- Parameters:
rounds (int) – Early stopping rounds.
metric_name (str | None) – Name of metric that is used for early stopping.
data_name (str | None) – Name of dataset that is used for early stopping.
maximize (bool | None) – Whether to maximize evaluation metric. None means auto (discouraged).
save_best (bool | None) – Whether training should return the best model or the last model.
min_delta (float) –
Added in version 1.5.0.
Minimum absolute change in score to be qualified as an improvement.
Examples
es = xgboost.callback.EarlyStopping( rounds=2, min_delta=1e-3, save_best=True, maximize=False, data_name="validation_0", metric_name="mlogloss", ) clf = xgboost.XGBClassifier(tree_method="hist", device="cuda", callbacks=[es]) X, y = load_digits(return_X_y=True) clf.fit(X, y, eval_set=[(X, y)])
- after_iteration(model, epoch, evals_log)
Run after each iteration. Returns True when training should stop.
- Parameters:
model (Any) – Eeither a
Booster
object or a CVPack if the cv function in xgboost is being used.epoch (int) – The current training iteration.
evals_log (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]]) –
A dictionary containing the evaluation history:
{"data_name": {"metric_name": [0.5, ...]}}
- Return type:
- class xgboost.callback.LearningRateScheduler(learning_rates)
Bases:
TrainingCallback
Callback function for scheduling learning rate.
Added in version 1.3.0.
- Parameters:
learning_rates (Callable[[int], float] | Sequence[float]) – If it’s a callable object, then it should accept an integer parameter epoch and returns the corresponding learning rate. Otherwise it should be a sequence like list or tuple with the same size of boosting rounds.
- after_iteration(model, epoch, evals_log)
Run after each iteration. Returns True when training should stop.
- Parameters:
model (Any) – Eeither a
Booster
object or a CVPack if the cv function in xgboost is being used.epoch (int) – The current training iteration.
evals_log (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]]) –
A dictionary containing the evaluation history:
{"data_name": {"metric_name": [0.5, ...]}}
- Return type:
- class xgboost.callback.TrainingCheckPoint(directory, name='model', as_pickle=False, interval=100)
Bases:
TrainingCallback
Checkpointing operation. Users are encouraged to create their own callbacks for checkpoint as XGBoost doesn’t handle distributed file systems. When checkpointing on distributed systems, be sure to know the rank of the worker to avoid multiple workers checkpointing to the same place.
Added in version 1.3.0.
Since XGBoost 2.1.0, the default format is changed to UBJSON.
- Parameters:
name (str) – pattern of output model file. Models will be saved as name_0.ubj, name_1.ubj, name_2.ubj ….
as_pickle (bool) – When set to True, all training parameters will be saved in pickle format, instead of saving only the model.
interval (int) – Interval of checkpointing. Checkpointing is slow so setting a larger number can reduce performance hit.
- after_iteration(model, epoch, evals_log)
Run after each iteration. Returns True when training should stop.
- Parameters:
model (Any) – Eeither a
Booster
object or a CVPack if the cv function in xgboost is being used.epoch (int) – The current training iteration.
evals_log (Dict[str, Dict[str, List[float] | List[Tuple[float, float]]]]) –
A dictionary containing the evaluation history:
{"data_name": {"metric_name": [0.5, ...]}}
- Return type:
Dask API
Dask extensions for distributed training
See Distributed XGBoost with Dask for simple tutorial. Also XGBoost Dask Feature Walkthrough for some examples.
There are two sets of APIs in this module, one is the functional API including
train
and predict
methods. Another is stateful Scikit-Learner wrapper
inherited from single-node Scikit-Learn interface.
The implementation is heavily influenced by dask_xgboost: https://github.com/dask/dask-xgboost
Optional dask configuration
xgboost.scheduler_address: Specify the scheduler address, see Troubleshooting.
Added in version 1.6.0.
dask.config.set({"xgboost.scheduler_address": "192.0.0.100"}) # We can also specify the port. dask.config.set({"xgboost.scheduler_address": "192.0.0.100:12345"})
- class xgboost.dask.DaskDMatrix(client, data, label=None, *, weight=None, base_margin=None, missing=None, silent=False, feature_names=None, feature_types=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_weights=None, enable_categorical=False)
Bases:
object
DMatrix holding on references to Dask DataFrame or Dask Array. Constructing a DaskDMatrix forces all lazy computation to be carried out. Wait for the input data explicitly if you want to see actual computation of constructing DaskDMatrix.
See doc for
xgboost.DMatrix
constructor for other parameters. DaskDMatrix accepts only dask collection.Note
DaskDMatrix does not repartition or move data between workers. It’s the caller’s responsibility to balance the data.
Added in version 1.0.0.
- Parameters:
client (distributed.Client) – Specify the dask client used for training. Use default client returned from dask if it’s set to None.
data (da.Array | dd.DataFrame)
label (da.Array | dd.DataFrame | dd.Series | None)
weight (da.Array | dd.DataFrame | dd.Series | None)
base_margin (da.Array | dd.DataFrame | dd.Series | None)
missing (float | None)
silent (bool)
group (da.Array | dd.DataFrame | dd.Series | None)
qid (da.Array | dd.DataFrame | dd.Series | None)
label_lower_bound (da.Array | dd.DataFrame | dd.Series | None)
label_upper_bound (da.Array | dd.DataFrame | dd.Series | None)
feature_weights (da.Array | dd.DataFrame | dd.Series | None)
enable_categorical (bool)
- num_col()
Get the number of columns (features) in the DMatrix.
- Return type:
number of columns
- class xgboost.dask.DaskQuantileDMatrix(client, data, label=None, *, weight=None, base_margin=None, missing=None, silent=False, feature_names=None, feature_types=None, max_bin=None, ref=None, group=None, qid=None, label_lower_bound=None, label_upper_bound=None, feature_weights=None, enable_categorical=False)
Bases:
DaskDMatrix
A dask version of
QuantileDMatrix
.- Parameters:
client (distributed.Client)
data (da.Array | dd.DataFrame)
label (da.Array | dd.DataFrame | dd.Series | None)
weight (da.Array | dd.DataFrame | dd.Series | None)
base_margin (da.Array | dd.DataFrame | dd.Series | None)
missing (float | None)
silent (bool)
max_bin (int | None)
ref (DMatrix | None)
group (da.Array | dd.DataFrame | dd.Series | None)
qid (da.Array | dd.DataFrame | dd.Series | None)
label_lower_bound (da.Array | dd.DataFrame | dd.Series | None)
label_upper_bound (da.Array | dd.DataFrame | dd.Series | None)
feature_weights (da.Array | dd.DataFrame | dd.Series | None)
enable_categorical (bool)
- num_col()
Get the number of columns (features) in the DMatrix.
- Return type:
number of columns
- xgboost.dask.train(client, params, dtrain, num_boost_round=10, *, evals=None, obj=None, feval=None, early_stopping_rounds=None, xgb_model=None, verbose_eval=True, callbacks=None, custom_metric=None)
Train XGBoost model.
Added in version 1.0.0.
Note
Other parameters are the same as
xgboost.train()
except for evals_result, which is returned as part of function return value instead of argument.- Parameters:
client (distributed.Client) – Specify the dask client used for training. Use default client returned from dask if it’s set to None.
dtrain (DaskDMatrix)
num_boost_round (int)
evals (Sequence[Tuple[DaskDMatrix, str]] | None)
obj (Callable[[ndarray, DMatrix], Tuple[ndarray, ndarray]] | None)
feval (Callable[[ndarray, DMatrix], Tuple[str, float]] | None)
early_stopping_rounds (int | None)
xgb_model (Booster | None)
callbacks (Sequence[TrainingCallback] | None)
custom_metric (Callable[[ndarray, DMatrix], Tuple[str, float]] | None)
- Returns:
results – A dictionary containing trained booster and evaluation history. history field is the same as eval_result from xgboost.train.
{'booster': xgboost.Booster, 'history': {'train': {'logloss': ['0.48253', '0.35953']}, 'eval': {'logloss': ['0.480385', '0.357756']}}}
- Return type:
- xgboost.dask.predict(client, model, data, output_margin=False, missing=nan, pred_leaf=False, pred_contribs=False, approx_contribs=False, pred_interactions=False, validate_features=True, iteration_range=(0, 0), strict_shape=False)
Run prediction with a trained booster.
Note
Using
inplace_predict
might be faster when some features are not needed. Seexgboost.Booster.predict()
for details on various parameters. When output has more than 2 dimensions (shap value, leaf with strict_shape), input should beda.Array
orDaskDMatrix
.Added in version 1.0.0.
- Parameters:
client (distributed.Client | None) – Specify the dask client used for training. Use default client returned from dask if it’s set to None.
model (TrainReturnT | Booster | distributed.Future) – The trained model. It can be a distributed.Future so user can pre-scatter it onto all workers.
data (DaskDMatrix | da.Array | dd.DataFrame) – Input data used for prediction. When input is a dataframe object, prediction output is a series.
missing (float) – Used when input data is not DaskDMatrix. Specify the value considered as missing.
output_margin (bool)
pred_leaf (bool)
pred_contribs (bool)
approx_contribs (bool)
pred_interactions (bool)
validate_features (bool)
strict_shape (bool)
- Returns:
prediction – When input data is
dask.array.Array
orDaskDMatrix
, the return value is an array, when input data isdask.dataframe.DataFrame
, return value can bedask.dataframe.Series
,dask.dataframe.DataFrame
, depending on the output shape.- Return type:
dask.array.Array/dask.dataframe.Series
- xgboost.dask.inplace_predict(client, model, data, iteration_range=(0, 0), predict_type='value', missing=nan, validate_features=True, base_margin=None, strict_shape=False)
Inplace prediction. See doc in
xgboost.Booster.inplace_predict()
for details.Added in version 1.1.0.
- Parameters:
client (distributed.Client | None) – Specify the dask client used for training. Use default client returned from dask if it’s set to None.
model (TrainReturnT | Booster | distributed.Future) – See
xgboost.dask.predict()
for details.data (da.Array | dd.DataFrame) – dask collection.
iteration_range (Tuple[int | integer, int | integer]) – See
xgboost.Booster.predict()
for details.predict_type (str) – See
xgboost.Booster.inplace_predict()
for details.missing (float) – Value in the input data which needs to be present as a missing value. If None, defaults to np.nan.
base_margin (da.Array | dd.DataFrame | dd.Series | None) –
See
xgboost.DMatrix
for details.Added in version 1.4.0.
strict_shape (bool) –
See
xgboost.Booster.predict()
for details.Added in version 1.4.0.
validate_features (bool)
- Returns:
When input data is
dask.array.Array
, the return value is an array, when input data isdask.dataframe.DataFrame
, return value can bedask.dataframe.Series
,dask.dataframe.DataFrame
, depending on the output shape.- Return type:
prediction
- class xgboost.dask.DaskXGBClassifier(max_depth=None, max_leaves=None, max_bin=None, grow_policy=None, learning_rate=None, n_estimators=None, verbosity=None, objective=None, booster=None, tree_method=None, n_jobs=None, gamma=None, min_child_weight=None, max_delta_step=None, subsample=None, sampling_method=None, colsample_bytree=None, colsample_bylevel=None, colsample_bynode=None, reg_alpha=None, reg_lambda=None, scale_pos_weight=None, base_score=None, random_state=None, missing=nan, num_parallel_tree=None, monotone_constraints=None, interaction_constraints=None, importance_type=None, device=None, validate_parameters=None, enable_categorical=False, feature_types=None, max_cat_to_onehot=None, max_cat_threshold=None, multi_strategy=None, eval_metric=None, early_stopping_rounds=None, callbacks=None, **kwargs)
Bases:
DaskScikitLearnBase
,ClassifierMixin
Implementation of the scikit-learn API for XGBoost classification. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property client: distributed.Client
The dask client used in this model. The Client object can not be serialized for transmission, so if task is launched from a worker instead of directly from the client process, this attribute needs to be set at that worker.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (da.Array | dd.DataFrame) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (da.Array | dd.DataFrame | dd.Series) – Labels
sample_weight (da.Array | dd.DataFrame | dd.Series | None) – instance weights
base_margin (da.Array | dd.DataFrame | dd.Series | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[da.Array | dd.DataFrame | dd.Series, da.Array | dd.DataFrame | dd.Series]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (int | bool) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[da.Array | dd.DataFrame | dd.Series] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[da.Array | dd.DataFrame | dd.Series] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (da.Array | dd.DataFrame | dd.Series | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (da.Array | dd.DataFrame) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (da.Array | dd.DataFrame | dd.Series | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- predict_proba(X, validate_features=True, base_margin=None, iteration_range=None)
Predict the probability of each X example being of a given class. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (da.Array | dd.DataFrame | dd.Series) – Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (da.Array | dd.DataFrame | dd.Series | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) – Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying iteration_range=(10, 20), then only the forests built during [10, 20) (half open set) rounds are used in this prediction.
- Returns:
a numpy array of shape array-like of shape (n_samples, n_classes) with the probability of each data example being of a given class.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples.
y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True labels for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – Mean accuracy of
self.predict(X)
w.r.t. y.- Return type:
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (DaskXGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_proba_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict_proba
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict_proba
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict_proba
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict_proba
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict_proba
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict_proba
.self (DaskXGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter inpredict
.iteration_range (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
iteration_range
parameter inpredict
.output_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
output_margin
parameter inpredict
.validate_features (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
validate_features
parameter inpredict
.self (DaskXGBClassifier)
- Returns:
self – The updated object.
- Return type:
- set_score_request(*, sample_weight='$UNCHANGED$')
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter inscore
.self (DaskXGBClassifier)
- Returns:
self – The updated object.
- Return type:
- class xgboost.dask.DaskXGBRegressor(max_depth=None, max_leaves=None, max_bin=None, grow_policy=None, learning_rate=None, n_estimators=None, verbosity=None, objective=None, booster=None, tree_method=None, n_jobs=None, gamma=None, min_child_weight=None, max_delta_step=None, subsample=None, sampling_method=None, colsample_bytree=None, colsample_bylevel=None, colsample_bynode=None, reg_alpha=None, reg_lambda=None, scale_pos_weight=None, base_score=None, random_state=None, missing=nan, num_parallel_tree=None, monotone_constraints=None, interaction_constraints=None, importance_type=None, device=None, validate_parameters=None, enable_categorical=False, feature_types=None, max_cat_to_onehot=None, max_cat_threshold=None, multi_strategy=None, eval_metric=None, early_stopping_rounds=None, callbacks=None, **kwargs)
Bases:
DaskScikitLearnBase
,RegressorMixin
Implementation of the Scikit-Learn API for XGBoost. See Using the Scikit-Learn Estimator Interface for more information.
- Parameters:
n_estimators (Optional[int]) – Number of gradient boosted trees. Equivalent to number of boosting rounds.
max_depth (Optional[int]) – Maximum tree depth for base learners.
max_leaves (Optional[int]) – Maximum number of leaves; 0 indicates no limit.
max_bin (Optional[int]) – If using histogram-based algorithm, maximum number of bins per feature
Tree growing policy.
depthwise: Favors splitting at nodes closest to the node,
lossguide: Favors splitting at nodes with highest loss change.
learning_rate (Optional[float]) – Boosting learning rate (xgb’s “eta”)
verbosity (Optional[int]) – The degree of verbosity. Valid values are 0 (silent) - 3 (debug).
objective (Union[str, xgboost.sklearn._SklObjWProto, Callable[[Any, Any], Tuple[numpy.ndarray, numpy.ndarray]], NoneType]) –
Specify the learning task and the corresponding learning objective or a custom objective function to be used.
For custom objective, see Custom Objective and Evaluation Metric and Custom objective and metric for more information, along with the end note for function signatures.
booster (Optional[str]) – Specify which booster to use:
gbtree
,gblinear
ordart
.tree_method (Optional[str]) – Specify which tree method to use. Default to auto. If this parameter is set to default, XGBoost will choose the most conservative option available. It’s recommended to study this option from the parameters document tree method
n_jobs (Optional[int]) – Number of parallel threads used to run xgboost. When used with other Scikit-Learn algorithms like grid search, you may choose which algorithm to parallelize and balance the threads. Creating thread contention will significantly slow down both algorithms.
gamma (Optional[float]) – (min_split_loss) Minimum loss reduction required to make a further partition on a leaf node of the tree.
min_child_weight (Optional[float]) – Minimum sum of instance weight(hessian) needed in a child.
max_delta_step (Optional[float]) – Maximum delta step we allow each tree’s weight estimation to be.
subsample (Optional[float]) – Subsample ratio of the training instance.
sampling_method (Optional[str]) –
Sampling method. Used only by the GPU version of
hist
tree method.uniform
: Select random training instances uniformly.gradient_based
: Select random training instances with higher probabilitywhen the gradient and hessian are larger. (cf. CatBoost)
colsample_bytree (Optional[float]) – Subsample ratio of columns when constructing each tree.
colsample_bylevel (Optional[float]) – Subsample ratio of columns for each level.
colsample_bynode (Optional[float]) – Subsample ratio of columns for each split.
reg_alpha (Optional[float]) – L1 regularization term on weights (xgb’s alpha).
reg_lambda (Optional[float]) – L2 regularization term on weights (xgb’s lambda).
scale_pos_weight (Optional[float]) – Balancing of positive and negative weights.
base_score (Optional[float]) – The initial prediction score of all instances, global bias.
random_state (Union[numpy.random.mtrand.RandomState, numpy.random._generator.Generator, int, NoneType]) –
Random number seed.
Note
Using gblinear booster with shotgun updater is nondeterministic as it uses Hogwild algorithm.
missing (float) – Value in the data which needs to be present as a missing value. Default to
numpy.nan
.num_parallel_tree (Optional[int]) – Used for boosting random forest.
monotone_constraints (Union[Dict[str, int], str, NoneType]) – Constraint of variable monotonicity. See tutorial for more information.
interaction_constraints (Union[str, List[Tuple[str]], NoneType]) – Constraints for interaction representing permitted interactions. The constraints must be specified in the form of a nested list, e.g.
[[0, 1], [2, 3, 4]]
, where each inner list is a group of indices of features that are allowed to interact with each other. See tutorial for more informationimportance_type (Optional[str]) –
The feature importance type for the feature_importances_ property:
For tree model, it’s either “gain”, “weight”, “cover”, “total_gain” or “total_cover”.
For linear model, only “weight” is defined and it’s the normalized coefficients without bias.
Added in version 2.0.0.
Device ordinal, available options are cpu, cuda, and gpu.
validate_parameters (Optional[bool]) – Give warnings for unknown parameter.
enable_categorical (bool) – See the same parameter of
DMatrix
for details.feature_types (Optional[Sequence[str]]) –
Added in version 1.7.0.
Used for specifying feature types without constructing a dataframe. See
DMatrix
for details.max_cat_to_onehot (Optional[int]) –
Added in version 1.6.0.
Note
This parameter is experimental
A threshold for deciding whether XGBoost should use one-hot encoding based split for categorical data. When number of categories is lesser than the threshold then one-hot encoding is chosen, otherwise the categories will be partitioned into children nodes. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
max_cat_threshold (Optional[int]) –
Added in version 1.7.0.
Note
This parameter is experimental
Maximum number of categories considered for each split. Used only by partition-based splits for preventing over-fitting. Also, enable_categorical needs to be set to have categorical feature support. See Categorical Data and Parameters for Categorical Feature for details.
multi_strategy (Optional[str]) –
Added in version 2.0.0.
Note
This parameter is working-in-progress.
The strategy used for training multi-target models, including multi-target regression and multi-class classification. See Multiple Outputs for more information.
one_output_per_tree
: One model for each target.multi_output_tree
: Use multi-target trees.
eval_metric (Union[str, List[str], Callable, NoneType]) –
Added in version 1.6.0.
Metric used for monitoring the training result and early stopping. It can be a string or list of strings as names of predefined metric in XGBoost (See doc/parameter.rst), one of the metrics in
sklearn.metrics
, or any other user defined metric that looks like sklearn.metrics.If custom objective is also provided, then custom metric should implement the corresponding reverse link function.
Unlike the scoring parameter commonly used in scikit-learn, when a callable object is provided, it’s assumed to be a cost function and by default XGBoost will minimize the result during early stopping.
For advanced usage on Early stopping like directly choosing to maximize instead of minimize, see
xgboost.callback.EarlyStopping
.See Custom Objective and Evaluation Metric and Custom objective and metric for more information.
from sklearn.datasets import load_diabetes from sklearn.metrics import mean_absolute_error X, y = load_diabetes(return_X_y=True) reg = xgb.XGBRegressor( tree_method="hist", eval_metric=mean_absolute_error, ) reg.fit(X, y, eval_set=[(X, y)])
early_stopping_rounds (Optional[int]) –
Added in version 1.6.0.
Activates early stopping. Validation metric needs to improve at least once in every early_stopping_rounds round(s) to continue training. Requires at least one item in eval_set in
fit()
.If early stopping occurs, the model will have two additional attributes:
best_score
andbest_iteration
. These are used by thepredict()
andapply()
methods to determine the optimal number of trees during inference. If users want to access the full model (including trees built after early stopping), they can specify the iteration_range in these inference methods. In addition, other utilities like model plotting can also use the entire model.If you prefer to discard the trees after best_iteration, consider using the callback function
xgboost.callback.EarlyStopping
.If there’s more than one item in eval_set, the last entry will be used for early stopping. If there’s more than one metric in eval_metric, the last metric will be used for early stopping.
callbacks (Optional[List[xgboost.callback.TrainingCallback]]) –
List of callback functions that are applied at end of each iteration. It is possible to use predefined callbacks by using Callback API.
Note
States in callback are not preserved during training, which means callback objects can not be reused for multiple training sessions without reinitialization or deepcopy.
for params in parameters_grid: # be sure to (re)initialize the callbacks before each run callbacks = [xgb.callback.LearningRateScheduler(custom_rates)] reg = xgboost.XGBRegressor(**params, callbacks=callbacks) reg.fit(X, y)
Keyword arguments for XGBoost Booster object. Full documentation of parameters can be found here. Attempting to set a parameter via the constructor args and **kwargs dict simultaneously will result in a TypeError.
Note
**kwargs unsupported by scikit-learn
**kwargs is unsupported by scikit-learn. We do not guarantee that parameters passed via this argument will interact properly with scikit-learn.
- apply(X, iteration_range=None)
Return the predicted leaf every tree for each sample. If the model is trained with early stopping, then
best_iteration
is used automatically.- Parameters:
- Returns:
X_leaves – For each datapoint x in X and for each tree, return the index of the leaf x ends up in. Leaves are numbered within
[0; 2**(self.max_depth+1))
, possibly with gaps in the numbering.- Return type:
array_like, shape=[n_samples, n_trees]
- property best_iteration: int
The best iteration obtained by early stopping. This attribute is 0-based, for instance if the best iteration is the first round, then best_iteration is 0.
- property client: distributed.Client
The dask client used in this model. The Client object can not be serialized for transmission, so if task is launched from a worker instead of directly from the client process, this attribute needs to be set at that worker.
- property coef_: ndarray
Coefficients property
Note
Coefficients are defined only for linear learners
Coefficients are only defined when the linear model is chosen as base learner (booster=gblinear). It is not defined for other base learner types, such as tree learners (booster=gbtree).
- Returns:
coef_
- Return type:
array of shape
[n_features]
or[n_classes, n_features]
- evals_result()
Return the evaluation results.
If eval_set is passed to the
fit()
function, you can callevals_result()
to get evaluation results for all passed eval_sets. When eval_metric is also passed to thefit()
function, the evals_result will contain the eval_metrics passed to thefit()
function.The returned evaluation result is a dictionary:
{'validation_0': {'logloss': ['0.604835', '0.531479']}, 'validation_1': {'logloss': ['0.41965', '0.17686']}}
- Return type:
evals_result
- property feature_importances_: ndarray
Feature importances property, return depends on importance_type parameter. When model trained with multi-class/multi-label/multi-target dataset, the feature importance is “averaged” over all targets. The “average” is defined based on the importance type. For instance, if the importance type is “total_gain”, then the score is sum of loss change for each split from all trees.
- Returns:
feature_importances_ (array of shape
[n_features]
except for multi-class)linear model, which returns an array with shape (n_features, n_classes)
- property feature_names_in_: ndarray
Names of features seen during
fit()
. Defined only when X has feature names that are all strings.
- fit(X, y, *, sample_weight=None, base_margin=None, eval_set=None, verbose=True, xgb_model=None, sample_weight_eval_set=None, base_margin_eval_set=None, feature_weights=None)
Fit gradient boosting model.
Note that calling
fit()
multiple times will cause the model object to be re-fit from scratch. To resume training from a previous checkpoint, explicitly passxgb_model
argument.- Parameters:
X (da.Array | dd.DataFrame) –
Feature matrix. See Supported data structures for various XGBoost functions for a list of supported types.
When the
tree_method
is set tohist
, internally, theQuantileDMatrix
will be used instead of theDMatrix
for conserving memory. However, this has performance implications when the device of input data is not matched with algorithm. For instance, if the input is a numpy array on CPU butcuda
is used for training, then the data is first processed on CPU then transferred to GPU.y (da.Array | dd.DataFrame | dd.Series) – Labels
sample_weight (da.Array | dd.DataFrame | dd.Series | None) – instance weights
base_margin (da.Array | dd.DataFrame | dd.Series | None) – Global bias for each instance. See Intercept for details.
eval_set (Sequence[Tuple[da.Array | dd.DataFrame | dd.Series, da.Array | dd.DataFrame | dd.Series]] | None) – A list of (X, y) tuple pairs to use as validation sets, for which metrics will be computed. Validation metrics will help us track the performance of the model.
verbose (int | bool) – If verbose is True and an evaluation set is used, the evaluation metric measured on the validation set is printed to stdout at each boosting stage. If verbose is an integer, the evaluation metric is printed at each verbose boosting stage. The last boosting stage / the boosting stage found by using early_stopping_rounds is also printed.
xgb_model (Booster | XGBModel | None) – file name of stored XGBoost model or ‘Booster’ instance XGBoost model to be loaded before training (allows training continuation).
sample_weight_eval_set (Sequence[da.Array | dd.DataFrame | dd.Series] | None) – A list of the form [L_1, L_2, …, L_n], where each L_i is an array like object storing instance weights for the i-th validation set.
base_margin_eval_set (Sequence[da.Array | dd.DataFrame | dd.Series] | None) – A list of the form [M_1, M_2, …, M_n], where each M_i is an array like object storing base margin for the i-th validation set.
feature_weights (da.Array | dd.DataFrame | dd.Series | None) – Weight for each feature, defines the probability of each feature being selected when colsample is being used. All values must be greater than 0, otherwise a ValueError is thrown.
- Return type:
- get_booster()
Get the underlying xgboost Booster of this model.
This will raise an exception when fit was not called
- Returns:
booster
- Return type:
a xgboost booster of underlying model
- get_metadata_routing()
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
routing – A
MetadataRequest
encapsulating routing information.- Return type:
MetadataRequest
- property intercept_: ndarray
Intercept (bias) property
For tree-based model, the returned value is the base_score.
- Returns:
intercept_
- Return type:
array of shape
(1,)
or[n_classes]
- load_model(fname)
Load the model from a file or a bytearray.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.load_model("model.json") # or model.load_model("model.ubj")
- predict(X, output_margin=False, validate_features=True, base_margin=None, iteration_range=None)
Predict with X. If the model is trained with early stopping, then
best_iteration
is used automatically. The estimator uses inplace_predict by default and falls back to usingDMatrix
if devices between the data and the estimator don’t match.Note
This function is only thread safe for gbtree and dart.
- Parameters:
X (da.Array | dd.DataFrame) – Data to predict with.
output_margin (bool) – Whether to output the raw untransformed margin value.
validate_features (bool) – When this is True, validate that the Booster’s and data’s feature_names are identical. Otherwise, it is assumed that the feature_names are the same.
base_margin (da.Array | dd.DataFrame | dd.Series | None) – Global bias for each instance. See Intercept for details.
iteration_range (Tuple[int | integer, int | integer] | None) –
Specifies which layer of trees are used in prediction. For example, if a random forest is trained with 100 rounds. Specifying
iteration_range=(10, 20)
, then only the forests built during [10, 20) (half open set) rounds are used in this prediction.Added in version 1.4.0.
- Return type:
prediction
- save_model(fname)
Save the model to a file.
The model is saved in an XGBoost internal format which is universal among the various XGBoost interfaces. Auxiliary attributes of the Python Booster object (such as feature_names) are only saved when using JSON or UBJSON (default) format. See Model IO for more info.
model.save_model("model.json") # or model.save_model("model.ubj")
- score(X, y, sample_weight=None)
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares
((y_true - y_pred)** 2).sum()
and \(v\) is the total sum of squares((y_true - y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters:
X (array-like of shape (n_samples, n_features)) – Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.y (array-like of shape (n_samples,) or (n_samples, n_outputs)) – True values for X.
sample_weight (array-like of shape (n_samples,), default=None) – Sample weights.
- Returns:
score – \(R^2\) of
self.predict(X)
w.r.t. y.- Return type:
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score()
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- set_fit_request(*, base_margin='$UNCHANGED$', base_margin_eval_set='$UNCHANGED$', eval_set='$UNCHANGED$', feature_weights='$UNCHANGED$', sample_weight='$UNCHANGED$', sample_weight_eval_set='$UNCHANGED$', verbose='$UNCHANGED$', xgb_model='$UNCHANGED$')
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
base_margin (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin
parameter infit
.base_margin_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
base_margin_eval_set
parameter infit
.eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
eval_set
parameter infit
.feature_weights (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
feature_weights
parameter infit
.sample_weight (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight
parameter infit
.sample_weight_eval_set (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
sample_weight_eval_set
parameter infit
.verbose (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
verbose
parameter infit
.xgb_model (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for
xgb_model
parameter infit
.self (DaskXGBRegressor)
- Returns:
self – The updated object.
- Return type:
- set_params(**params)
Set the parameters of this estimator. Modification of the sklearn method to allow unknown kwargs. This allows using the full range of xgboost parameters that are not defined as member variables in sklearn grid search.
- Return type:
self
- Parameters:
params (Any)
- set_predict_request(*, base_margin='$UNCHANGED$', iteration_range='$UNCHANGED$', output_margin='$UNCHANGED$', validate_features='$UNCHANGED$')
Request metadata passed to the
predict
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config()
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed topredict
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it topredict
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.