Getting started with XGBoost

import numpy as np
import scipy.sparse
import pickle
import xgboost as xgb
import os

# Make sure the demo knows where to load the data.
CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
XGBOOST_ROOT_DIR = os.path.dirname(os.path.dirname(CURRENT_DIR))
DEMO_DIR = os.path.join(XGBOOST_ROOT_DIR, 'demo')

# simple example
# load file from text file, also binary buffer generated by xgboost
dtrain = xgb.DMatrix(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.train?indexing_mode=1'))
dtest = xgb.DMatrix(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.test?indexing_mode=1'))

# specify parameters via map, definition are same as c++ version
param = {'max_depth': 2, 'eta': 1, 'objective': 'binary:logistic'}

# specify validations set to watch performance
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
num_round = 2
bst = xgb.train(param, dtrain, num_round, watchlist)

# this is prediction
preds = bst.predict(dtest)
labels = dtest.get_label()
print('error=%f' %
      (sum(1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]) /
       float(len(preds))))
bst.save_model('0001.model')
# dump model
bst.dump_model('dump.raw.txt')
# dump model with feature map
bst.dump_model('dump.nice.txt', os.path.join(DEMO_DIR, 'data/featmap.txt'))

# save dmatrix into binary buffer
dtest.save_binary('dtest.buffer')
# save model
bst.save_model('xgb.model')
# load model and data in
bst2 = xgb.Booster(model_file='xgb.model')
dtest2 = xgb.DMatrix('dtest.buffer')
preds2 = bst2.predict(dtest2)
# assert they are the same
assert np.sum(np.abs(preds2 - preds)) == 0

# alternatively, you can pickle the booster
pks = pickle.dumps(bst2)
# load model and data in
bst3 = pickle.loads(pks)
preds3 = bst3.predict(dtest2)
# assert they are the same
assert np.sum(np.abs(preds3 - preds)) == 0

###
# build dmatrix from scipy.sparse
print('start running example of build DMatrix from scipy.sparse CSR Matrix')
labels = []
row = []
col = []
dat = []
i = 0
for l in open(os.path.join(DEMO_DIR, 'data', 'agaricus.txt.train')):
    arr = l.split()
    labels.append(int(arr[0]))
    for it in arr[1:]:
        k, v = it.split(':')
        row.append(i)
        col.append(int(k))
        dat.append(float(v))
    i += 1
csr = scipy.sparse.csr_matrix((dat, (row, col)))
dtrain = xgb.DMatrix(csr, label=labels)
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
bst = xgb.train(param, dtrain, num_round, watchlist)

print('start running example of build DMatrix from scipy.sparse CSC Matrix')
# we can also construct from csc matrix
csc = scipy.sparse.csc_matrix((dat, (row, col)))
dtrain = xgb.DMatrix(csc, label=labels)
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
bst = xgb.train(param, dtrain, num_round, watchlist)

print('start running example of build DMatrix from numpy array')
# NOTE: npymat is numpy array, we will convert it into scipy.sparse.csr_matrix
# in internal implementation then convert to DMatrix
npymat = csr.todense()
dtrain = xgb.DMatrix(npymat, label=labels)
watchlist = [(dtest, 'eval'), (dtrain, 'train')]
bst = xgb.train(param, dtrain, num_round, watchlist)