JuML is a machine learning package written in pure Julia. This is still very much work in progress so the package is not registered yet and you will need to clone this repo to try it.
At the moment JuML contains a custom built DataFrame with associated types (Factor, Covariate etc) and an independent XGBoost implementation (logistic only). The XGBoost part is under 500 lines of Julia code and has speed similar to the original C++ implementation with smaller memory footprint.
The datasets can be downloaded from here:
https://s3.amazonaws.com/benchm-ml--main/train-10m.csv
https://s3.amazonaws.com/benchm-ml--main/test.csv
Let's rename the datasets into airlinetrain and airlinetest. First we have to import the csv datasets into a special binary format:
using JuML
importcsv("your-path\\airlinetrain.csv")
importcsv("your-path\\airlinetest.csv")
The data will be converted into a special binary format and saved in a new folder named after the name of the csv file, e.g. airlinetrain. Each data column is stored in a separate binary file.
We can now load the datasets into JuML DataFrames:
train_df = DataFrame("your-path\\airlinetrain") # note we are passing a path to a folder
test_df = DataFrame("your-path\\airlinetest")
You should see a summary of the dataframe in your REPL. JuML DataFrame is just a collection of Factors and Covariates. Categorical data is stored in Factors and numeric data in Covariates.
factors = train_df.factors
covariates = train_df.covariates
We can access each Factor or Covariate by name:
distance = train_df["Distance"]
deptime = train_df["DepTime"]
dep_delayed_15min = train_df["dep_delayed_15min"]
We can see a quick stat summary:
summary(distance)
summary(deptime)
summary(dep_delayed_15min)
JuML XGBoost expects label to be a Covariate and all features to be Factors. Our label is dep_delayed_15min, which is a Factor, and there are 2 Covariates in the data: Distance and DepTime. Fortunately we can easily convert between factors and covariates in JuML.
Let's create a Covariate which is equal to 1 when dep_delayed_15min is Y and 0 otherwise:
label = covariate(train_df["dep_delayed_15min"], level -> level == "Y" ? 1.0 : 0.0)
Covariates can be converted into factors by binning. From the summary of our covariates we know that Distance values range from 11 to 4962 and DepTime from 1 to 2930. We can simply apply those ranges to create factors:
deptime = factor(train_df["DepTime"], 1:2930)
distance = factor(train_df["Distance"], 11:4962)
The last thing to do before we can run XGBoost is to create a vector of factors as features. We need to add deptime and distance factors to train dataframe factors (dep_delayed_15min will be excluded from the model features automatically):
factors = [train_df.factors; [deptime, distance]]
We are now ready to run XGBoost:
model = xgblogit(label, factors; η = 0.3, λ = 1.0, γ = 0.0, minchildweight = 1.0, nrounds = 2, maxdepth = 5, ordstumps = true, caching = true, usefloat64 = false, singlethread = true);
We can apply the model to our test data and calculate auc and logloss:
pred = predict(model, test_df)
testlabel = covariate(test_df["dep_delayed_15min"], level -> level == "Y" ? 1.0 : 0.0)
auc = getauc(pred, testlabel)
logloss = getlogloss(pred, testlabel)
There is a special function for nfold cross validation. It returns a dictionary with auc/logloss mean/std:
cv = cvxgblogit(label, factors, 5; aucmetric = true, loglossmetric = true, trainmetric = false, η = 0.3, λ = 1.0, γ = 0.0, minchildweight = 1.0, nrounds = 2, maxdepth = 5, ordstumps = true, caching = true, usefloat64 = false, singlethread = true);