[R] multiclass predictions: change default to reshape = TRUE?

[mayer79]

Similar to: microsoft/LightGBM#6131

Probabilistic multiclass prediction in R returns a vector with $m \times n$ values, where $n$ is the number of observations, and $m$ the number of classes.

Setting predict(..., reshape = TRUE) gives the much more intuitive $n \times m$ matrix.

Changing defaults is not the sexiest thing on earth. Still: would it be possible to change the default to reshape = TRUE? I could open a PR with this proposal.

Example

library(xgboost)

params <- list(objective = "multi:softprob", num_class = 3, learning_rate = 0.2)
X_pred <- data.matrix(iris[, -5])
dtrain <- xgb.DMatrix(X_pred, label = as.integer(iris[, 5]) - 1)

fit <- xgb.train(params = params, data = dtrain, nrounds = 100)

# Current default is unintuitive
predict(fit, head(X_pred, 2))
# Gives:  0.995540798 0.003178120 0.001281114 0.994982302 0.003176337 0.001841350

# IMHO the much better default
predict(fit, head(X_pred, 2), reshape = TRUE)
# Gives: 
#           [,1]        [,2]        [,3]
# [1,] 0.9955408 0.003178120 0.001281114
# [2,] 0.9949823 0.003176337 0.001841350

[trivialfis]

Thank you for the suggestion, I think this default makes sense and am happy to make the change.

[jameslamb]

Although I forgot about it... we made the same change in v4.0 of {lightgbm}: microsoft/LightGBM#6131 (comment)