xgboost_regressor

XGBoost Regressor

Description

XGBoost regressor for Spark.

Usage

xgboost_regressor(
  x,
  formula = NULL,
  eta = 0.3,
  gamma = 0,
  max_depth = 6,
  min_child_weight = 1,
  max_delta_step = 0,
  grow_policy = "depthwise",
  max_bins = 16,
  subsample = 1,
  colsample_bytree = 1,
  colsample_bylevel = 1,
  lambda = 1,
  alpha = 0,
  tree_method = "auto",
  sketch_eps = 0.03,
  scale_pos_weight = 1,
  sample_type = "uniform",
  normalize_type = "tree",
  rate_drop = 0,
  skip_drop = 0,
  lambda_bias = 0,
  tree_limit = 0,
  num_round = 1,
  num_workers = 1,
  nthread = 1,
  use_external_memory = FALSE,
  silent = 0,
  custom_obj = NULL,
  custom_eval = NULL,
  missing = NaN,
  seed = 0,
  timeout_request_workers = 30 * 60 * 1000,
  checkpoint_path = "",
  checkpoint_interval = -1,
  objective = "reg:linear",
  base_score = 0.5,
  train_test_ratio = 1,
  num_early_stopping_rounds = 0,
  objective_type = "regression",
  eval_metric = NULL,
  maximize_evaluation_metrics = FALSE,
  base_margin_col = NULL,
  weight_col = NULL,
  features_col = "features",
  label_col = "label",
  prediction_col = "prediction",
  uid = random_string("xgboost_regressor_"),
  ...
)

Arguments

Argument	Description
x	A `spark_connection`, `ml_pipeline`, or a `tbl_spark`.
formula	Used when `x` is a `tbl_spark`. R formula as a character string or a formula. This is used to transform the input dataframe before fitting, see ft_r_formula for details.
eta	Step size shrinkage used in update to prevents overfitting. After each boosting step, we can directly get the weights of new features and eta actually shrinks the feature weights to make the boosting process more conservative. [default=0.3] range: [0,1]
gamma	Minimum loss reduction required to make a further partition on a leaf node of the tree. the larger, the more conservative the algorithm will be. [default=0]
max_depth	Maximum depth of a tree, increase this value will make model more complex / likely to be overfitting. [default=6]
min_child_weight	Minimum sum of instance weight(hessian) needed in a child. If the tree partition step results in a leaf node with the sum of instance weight less than min_child_weight, then the building process will give up further partitioning. In linear regression mode, this simply corresponds to minimum number of instances needed to be in each node. The larger, the more conservative the algorithm will be. [default=1]
max_delta_step	Maximum delta step we allow each tree’s weight estimation to be. If the value is set to 0, it means there is no constraint. If it is set to a positive value, it can help making the update step more conservative. Usually this parameter is not needed, but it might help in logistic regression when class is extremely imbalanced. Set it to value of 1-10 might help control the update. [default=0]
grow_policy	Growth policy for fast histogram algorithm.
max_bins	Maximum number of bins in histogram.
subsample	Subsample ratio of the training instance. Setting it to 0.5 means that XGBoost randomly collected half of the data instances to grow trees and this will prevent overfitting. [default=1] range:(0,1]
colsample_bytree	Subsample ratio of columns when constructing each tree. [default=1] range: (0,1]
colsample_bylevel	Subsample ratio of columns for each split, in each level. [default=1] range: (0,1]
lambda	L2 regularization term on weights, increase this value will make model more conservative. [default=1]
alpha	L1 regularization term on weights, increase this value will make model more conservative, defaults to 0.
tree_method	The tree construction algorithm used in XGBoost. options: ‘auto’, ‘exact’, ‘approx’ [default=‘auto’]
sketch_eps	This is only used for approximate greedy algorithm. This roughly translated into O(1 / sketch_eps) number of bins. Compared to directly select number of bins, this comes with theoretical guarantee with sketch accuracy. [default=0.03] range: (0, 1)
scale_pos_weight	Control the balance of positive and negative weights, useful for unbalanced classes. A typical value to consider: sum(negative cases) / sum(positive cases). [default=1]
sample_type	Parameter for Dart booster. Type of sampling algorithm. “uniform”: dropped trees are selected uniformly. “weighted”: dropped trees are selected in proportion to weight. [default=“uniform”]
normalize_type	Parameter of Dart booster. type of normalization algorithm, options: ‘tree’, ‘forest’. [default=“tree”]
rate_drop	Parameter of Dart booster. dropout rate. [default=0.0] range: [0.0, 1.0]
skip_drop	Parameter of Dart booster. probability of skip dropout. If a dropout is skipped, new trees are added in the same manner as gbtree. [default=0.0] range: [0.0, 1.0]
lambda_bias	Parameter of linear booster L2 regularization term on bias, default 0 (no L1 reg on bias because it is not important.)
tree_limit	Limit number of trees in the prediction; defaults to 0 (use all trees.)
num_round	The number of rounds for boosting.
num_workers	number of workers used to train xgboost model. Defaults to 1.
nthread	Number of threads used by per worker. Defaults to 1.
use_external_memory	The tree construction algorithm used in XGBoost. options: ‘auto’, ‘exact’, ‘approx’ [default=‘auto’]
silent	0 means printing running messages, 1 means silent mode. default: 0
custom_obj	Customized objective function provided by user. Currently unsupported.
custom_eval	Customized evaluation function provided by user. Currently unsupported.
missing	The value treated as missing. default: Float.NaN
seed	Random seed for the C++ part of XGBoost and train/test splitting.
timeout_request_workers	the maximum time to wait for the job requesting new workers. default: 30 minutes
checkpoint_path	The hdfs folder to load and save checkpoint boosters.
checkpoint_interval	Param for set checkpoint interval (>= 1) or disable checkpoint (-1). E.g. 10 means that the trained model will get checkpointed every 10 iterations. Note: checkpoint_path must also be set if the checkpoint interval is greater than 0.
objective	Specify the learning task and the corresponding learning objective. options: reg:linear, reg:logistic, binary:logistic, binary:logitraw, count:poisson, multi:softmax, multi:softprob, rank:pairwise, reg:gamma. default: reg:linear.
base_score	Param for initial prediction (aka base margin) column name. Defaults to 0.5.
train_test_ratio	Fraction of training points to use for testing.
num_early_stopping_rounds	If non-zero, the training will be stopped after a specified number of consecutive increases in any evaluation metric.
objective_type	The learning objective type of the specified custom objective and eval. Corresponding type will be assigned if custom objective is defined options: regression, classification.
eval_metric	Evaluation metrics for validation data, a default metric will be assigned according to objective(rmse for regression, and error for classification, mean average precision for ranking). options: rmse, mae, logloss, error, merror, mlogloss, auc, aucpr, ndcg, map, gamma-deviance
maximize_evaluation_metrics	Whether to maximize evaluation metrics. Defaults to FALSE (for minization.)
base_margin_col	Param for initial prediction (aka base margin) column name.
weight_col	Weight column.
features_col	Features column name, as a length-one character vector. The column should be single vector column of numeric values. Usually this column is output by `ft_r_formula`.
label_col	Label column name. The column should be a numeric column. Usually this column is output by `ft_r_formula`.
prediction_col	Prediction column name.
uid	A character string used to uniquely identify the ML estimator.
…	Optional arguments; see Details.

Details

When x is a tbl_spark and formula (alternatively, response and features) is specified, the function returns a ml_model object wrapping a ml_pipeline_model which contains data pre-processing transformers, the ML predictor, and, for classification models, a post-processing transformer that converts predictions into class labels. For classification, an optional argument predicted_label_col (defaults to "predicted_label") can be used to specify the name of the predicted label column. In addition to the fitted ml_pipeline_model, ml_model objects also contain a ml_pipeline object where the ML predictor stage is an estimator ready to be fit against data. This is utilized by ml_save with type = "pipeline" to faciliate model refresh workflows.

Value

The object returned depends on the class of x.

spark_connection: When x is a spark_connection, the function returns an instance of a ml_estimator object. The object contains a pointer to a Spark Predictor object and can be used to compose Pipeline objects.
ml_pipeline: When x is a ml_pipeline, the function returns a ml_pipeline with the predictor appended to the pipeline.
tbl_spark: When x is a tbl_spark, a predictor is constructed then immediately fit with the input tbl_spark, returning a prediction model.
tbl_spark, with formula: specified When formula is specified, the input tbl_spark is first transformed using a RFormula transformer before being fit by the predictor. The object returned in this case is a ml_model which is a wrapper of a ml_pipeline_model.