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ml_xgb.clj
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ml_xgb.clj
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(ns zero-one.geni.ml-xgb
(:require
[zero-one.geni.interop :as interop]
[zero-one.geni.utils :refer [coalesce with-dynamic-import]]))
(declare xgboost-classifier
xgboost-regressor
write-native-model!)
(with-dynamic-import
[[ml.dmlc.xgboost4j.scala.spark XGBoostClassifier XGBoostRegressor]]
(defn xgboost-classifier [params]
(let [defaults {:num-round 1,
:dmlc-worker-connect-retry 5,
:subsample 1.0,
:num-early-stopping-rounds 0,
:cache-training-set false,
:allow-non-zero-for-missing false,
:checkpoint-path "",
:verbosity 1,
:scale-pos-weight 1.0,
:raw-prediction-col "rawPrediction",
:lambda 1.0,
:silent 0,
:num-workers 1,
:min-child-weight 1.0,
:rabit-timeout -1,
:colsample-bylevel 1.0,
:nthread 1,
:max-bin 16,
:seed 0,
:label-col "label",
:tree-method "auto",
:normalize-type "tree",
:checkpoint-interval -1,
:sample-type "uniform",
:probability-col "probability",
:gamma 0.0,
:alpha 0.0,
:skip-drop 0.0,
:rabit-ring-reduce-threshold 32768,
:train-test-ratio 1.0,
:grow-policy "depthwise",
:lambda-bias 0.0,
:use-external-memory false,
:rate-drop 0.0,
:tree-limit 0,
:objective "reg:squarederror",
:missing 0.0,
:max-depth 6,
:custom-eval nil,
:sketch-eps 0.03,
:custom-obj nil,
:max-delta-step 0.0,
:colsample-bytree 1.0,
:prediction-col "prediction",
:timeout-request-workers 1800000,
:features-col "features",
:eta 0.3,
:base-score 0.5}
max-bin (coalesce (:max-bin params)
(:max-bins params)
(:max-bin defaults))
props (-> defaults
(merge params)
(assoc :max-bins max-bin))]
(interop/instantiate XGBoostClassifier props)))
(defn xgboost-regressor [params]
(let [defaults {:num-round 1,
:dmlc-worker-connect-retry 5,
:subsample 1.0,
:num-early-stopping-rounds 0,
:cache-training-set false,
:allow-non-zero-for-missing false,
:checkpoint-path "",
:verbosity 1,
:scale-pos-weight 1.0,
:lambda 1.0,
:silent 0,
:num-workers 1,
:min-child-weight 1.0,
:rabit-timeout -1,
:colsample-bylevel 1.0,
:nthread 1,
:max-bin 16,
:seed 0,
:label-col "label",
:tree-method "auto",
:normalize-type "tree",
:checkpoint-interval -1,
:sample-type "uniform",
:gamma 0.0,
:alpha 0.0,
:skip-drop 0.0,
:rabit-ring-reduce-threshold 32768,
:train-test-ratio 1.0,
:grow-policy "depthwise",
:lambda-bias 0.0,
:use-external-memory false,
:rate-drop 0.0,
:tree-limit 0,
:objective "reg:squarederror",
:missing 0.0,
:max-depth 6,
:custom-eval nil,
:sketch-eps 0.03,
:custom-obj nil,
:max-delta-step 0.0,
:colsample-bytree 1.0,
:prediction-col "prediction",
:timeout-request-workers 1800000,
:features-col "features",
:eta 0.3,
:base-score 0.5}
max-bin (coalesce (:max-bin params)
(:max-bins params)
(:max-bin defaults))
props (-> defaults
(merge params)
(assoc :max-bins max-bin))]
(interop/instantiate XGBoostRegressor props)))
(defn write-native-model! [model path]
(-> model .nativeBooster (.saveModel path))))