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* Remove silent from R demos. * Vignettes.
# install xgboost package, see R-package in root folder | |
require(xgboost) | |
require(methods) | |
testsize <- 550000 | |
dtrain <- read.csv("data/training.csv", header=TRUE) | |
dtrain[33] <- dtrain[33] == "s" | |
label <- as.numeric(dtrain[[33]]) | |
data <- as.matrix(dtrain[2:31]) | |
weight <- as.numeric(dtrain[[32]]) * testsize / length(label) | |
sumwpos <- sum(weight * (label==1.0)) | |
sumwneg <- sum(weight * (label==0.0)) | |
print(paste("weight statistics: wpos=", sumwpos, "wneg=", sumwneg, "ratio=", sumwneg / sumwpos)) | |
xgmat <- xgb.DMatrix(data, label = label, weight = weight, missing = -999.0) | |
param <- list("objective" = "binary:logitraw", | |
"scale_pos_weight" = sumwneg / sumwpos, | |
"bst:eta" = 0.1, | |
"bst:max_depth" = 6, | |
"eval_metric" = "auc", | |
"eval_metric" = "ams@0.15", | |
"nthread" = 16) | |
watchlist <- list("train" = xgmat) | |
nrounds = 120 | |
print ("loading data end, start to boost trees") | |
bst = xgb.train(param, xgmat, nrounds, watchlist ); | |
# save out model | |
xgb.save(bst, "higgs.model") | |
print ('finish training') |