| Function | Works |
|---|---|
tidypredict_fit(), tidypredict_sql(),
parse_model()
|
✔ |
tidypredict_to_column() |
✔ |
tidypredict_test() |
✔ |
tidypredict_interval(),
tidypredict_sql_interval()
|
✗ |
parsnip |
✔ |
tidypredict_ functions
library(xgboost)
logregobj <- function(preds, dtrain) {
labels <- xgboost::getinfo(dtrain, "label")
preds <- 1 / (1 + exp(-preds))
grad <- preds - labels
hess <- preds * (1 - preds)
return(list(grad = grad, hess = hess))
}
xgb_bin_data <- xgboost::xgb.DMatrix(
as.matrix(mtcars[, -9]),
label = mtcars$am
)
model <- xgboost::xgb.train(
params = list(max_depth = 2, objective = "binary:logistic", base_score = 0.5),
data = xgb_bin_data,
nrounds = 50
)-
Create the R formula
tidypredict_fit(model) #> 1 - 1/(1 + exp(case_when(wt < 3.19000006 ~ case_when(qsec < 19.4400005 ~ #> 0.428571463, .default = 0), .default = -0.436363667) + case_when(wt < #> 3.1500001 ~ 0.311573088, .default = case_when(hp < 230 ~ #> -0.392053694, .default = -0.0240745768)) + case_when(gear < #> 4 ~ -0.355945677, .default = case_when(wt < 3.1500001 ~ 0.325712085, #> .default = -0.0384863913)) + case_when(gear < 4 ~ -0.309683114, #> .default = case_when(wt < 3.1500001 ~ 0.283893973, .default = -0.032039877)) + #> case_when(gear < 4 ~ -0.275577009, .default = case_when(wt < #> 3.1500001 ~ 0.252453178, .default = -0.0266750772)) + #> case_when(gear < 4 ~ -0.248323873, .default = case_when(qsec < #> 17.0499992 ~ 0.261978835, .default = -0.00959526002)) + #> case_when(gear < 4 ~ -0.225384533, .default = case_when(wt < #> 3.1500001 ~ 0.218285918, .default = -0.0373593047)) + #> case_when(gear < 4 ~ -0.205454513, .default = case_when(qsec < #> 18.8999996 ~ 0.196076646, .default = -0.0544253439)) + #> case_when(wt < 3.1500001 ~ 0.149246693, .default = case_when(qsec < #> 17.4200001 ~ 0.0354709327, .default = -0.226075932)) + #> case_when(gear < 4 ~ -0.184417158, .default = case_when(wt < #> 3.1500001 ~ 0.176768288, .default = -0.0237750355)) + #> case_when(gear < 4 ~ -0.168993726, .default = case_when(qsec < #> 18.6100006 ~ 0.155569643, .default = -0.0325752236)) + #> case_when(wt < 3.1500001 ~ 0.119126029, .default = -0.105012275) + #> case_when(qsec < 17.2999992 ~ 0.117254697, .default = -0.0994235724) + #> case_when(wt < 3.19000006 ~ 0.097100094, .default = -0.10567718) + #> case_when(wt < 3.19000006 ~ 0.0824323222, .default = -0.091120176) + #> case_when(qsec < 17.6000004 ~ 0.0854752287, .default = -0.0764453933) + #> case_when(wt < 3.19000006 ~ 0.0749477893, .default = -0.0799863264) + #> case_when(qsec < 17.8199997 ~ 0.0728750378, .default = -0.0646049976) + #> case_when(wt < 3.19000006 ~ 0.0682478622, .default = -0.0711427554) + #> case_when(wt < 3.19000006 ~ 0.0579533465, .default = -0.0613371208) + #> case_when(qsec < 18.2999992 ~ 0.0595484748, .default = -0.0546668135) + #> case_when(wt < 3.19000006 ~ 0.0535288528, .default = -0.0558333211) + #> case_when(wt < 3.19000006 ~ 0.0454574414, .default = -0.048143398) + #> case_when(qsec < 18.6000004 ~ 0.0422042683, .default = -0.0454404354) + #> case_when(wt < 3.19000006 ~ 0.0420555808, .default = -0.0449385941) + #> case_when(qsec < 18.6000004 ~ 0.0393446013, .default = -0.0425945036) + #> case_when(wt < 3.19000006 ~ 0.0391179025, .default = -0.0420661867) + #> case_when(qsec < 18.5200005 ~ 0.0304145869, .default = -0.031833414) + #> case_when(wt < 3.19000006 ~ 0.0362136625, .default = -0.038949281) + #> case_when(qsec < 18.5200005 ~ 0.0295153651, .default = -0.0307046026) + #> case_when(drat < 3.8499999 ~ -0.0306891855, .default = 0.0288283136) + #> case_when(qsec < 18.5200005 ~ 0.0271221269, .default = -0.0281750448) + #> case_when(qsec < 18.5200005 ~ 0.0228891298, .default = -0.0238814205) + #> case_when(drat < 3.8499999 ~ -0.0296511576, .default = 0.0280048084) + #> case_when(qsec < 18.5200005 ~ 0.0214707125, .default = -0.0224219449) + #> case_when(qsec < 18.5200005 ~ 0.0181306079, .default = -0.0190209728) + #> case_when(wt < 3.19000006 ~ 0.0379650332, .default = -0.0395050682) + #> case_when(qsec < 18.5200005 ~ 0.0194106717, .default = -0.0202215631) + #> case_when(qsec < 18.5200005 ~ 0.0164139606, .default = -0.0171694476) + #> case_when(qsec < 18.5200005 ~ 0.013879573, .default = -0.0145772668) + #> case_when(qsec < 18.5200005 ~ 0.0117362784, .default = -0.0123759825) + #> case_when(wt < 3.19000006 ~ 0.0388614088, .default = -0.0400568396) + #> -0.000357544719 + -0.000285989838 + -0.000228823963 + -0.00018303754 + #> -0.000146419203 + -0.000117138377 + -9.37248842e-05 + -7.49547908e-05 + #> log(0.5/(1 - 0.5)))) -
Add the prediction to the original table
library(dplyr) mtcars %>% tidypredict_to_column(model) %>% glimpse() #> Rows: 32 #> Columns: 12 #> $ mpg <dbl> 21.0, 21.0, 22.8, 21.4, 18.7, 18.1, 14.3, 24.4, 22.8, 19… #> $ cyl <dbl> 6, 6, 4, 6, 8, 6, 8, 4, 4, 6, 6, 8, 8, 8, 8, 8, 8, 4, 4,… #> $ disp <dbl> 160.0, 160.0, 108.0, 258.0, 360.0, 225.0, 360.0, 146.7, … #> $ hp <dbl> 110, 110, 93, 110, 175, 105, 245, 62, 95, 123, 123, 180,… #> $ drat <dbl> 3.90, 3.90, 3.85, 3.08, 3.15, 2.76, 3.21, 3.69, 3.92, 3.… #> $ wt <dbl> 2.620, 2.875, 2.320, 3.215, 3.440, 3.460, 3.570, 3.190, … #> $ qsec <dbl> 16.46, 17.02, 18.61, 19.44, 17.02, 20.22, 15.84, 20.00, … #> $ vs <dbl> 0, 0, 1, 1, 0, 1, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1,… #> $ am <dbl> 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1,… #> $ gear <dbl> 4, 4, 4, 3, 3, 3, 3, 4, 4, 4, 4, 3, 3, 3, 3, 3, 3, 4, 4,… #> $ carb <dbl> 4, 4, 1, 1, 2, 1, 4, 2, 2, 4, 4, 3, 3, 3, 4, 4, 4, 1, 2,… #> $ fit <dbl> 0.98574329, 0.98574329, 0.93896617, 0.01079918, 0.046325… -
Confirm that
tidypredictresults match to the model’spredict()results. Thexg_dfargument expects thexgb.DMatrixdata set.tidypredict_test(model, mtcars, xg_df = xgb_bin_data) #> tidypredict test results #> Difference threshold: 1e-12 #> #> Fitted records above the threshold: 5 #> #> Max difference: 7.11972936162653e-08
Please be aware that XGBoost converts data into 32-bit floats
internally. This could lead to prediction discrepancies at exact split
boundaries. Always verify that predictions match using
tidypredict_test(). See the float precision article for more
details.
parsnip
parsnip fitted models are also supported by
tidypredict:
library(parsnip)
p_model <- boost_tree(mode = "regression") %>%
set_engine("xgboost") %>%
fit(am ~ ., data = mtcars)
tidypredict_test(p_model, mtcars, xg_df = xgb_bin_data)
#> tidypredict test results
#> Difference threshold: 1e-12
#>
#> Fitted records above the threshold: 12
#>
#> Max difference: 1.04374733855828e-07Parse model spec
Here is an example of the model spec:
pm <- parse_model(model)
str(pm, 2)
#> List of 2
#> $ general:List of 8
#> ..$ model : chr "xgb.Booster"
#> ..$ type : chr "xgb"
#> ..$ params :List of 5
#> ..$ feature_names: chr [1:10] "mpg" "cyl" "disp" "hp" ...
#> ..$ niter : int 50
#> ..$ nfeatures : int 10
#> ..$ booster_name : chr "gbtree"
#> ..$ version : num 3
#> $ trees :List of 50
#> ..$ 0 :List of 3
#> ..$ 1 :List of 3
#> ..$ 2 :List of 3
#> ..$ 3 :List of 3
#> ..$ 4 :List of 3
#> ..$ 5 :List of 3
#> ..$ 6 :List of 3
#> ..$ 7 :List of 3
#> ..$ 8 :List of 3
#> ..$ 9 :List of 3
#> ..$ 10:List of 3
#> ..$ 11:List of 2
#> ..$ 12:List of 2
#> ..$ 13:List of 2
#> ..$ 14:List of 2
#> ..$ 15:List of 2
#> ..$ 16:List of 2
#> ..$ 17:List of 2
#> ..$ 18:List of 2
#> ..$ 19:List of 2
#> ..$ 20:List of 2
#> ..$ 21:List of 2
#> ..$ 22:List of 2
#> ..$ 23:List of 2
#> ..$ 24:List of 2
#> ..$ 25:List of 2
#> ..$ 26:List of 2
#> ..$ 27:List of 2
#> ..$ 28:List of 2
#> ..$ 29:List of 2
#> ..$ 30:List of 2
#> ..$ 31:List of 2
#> ..$ 32:List of 2
#> ..$ 33:List of 2
#> ..$ 34:List of 2
#> ..$ 35:List of 2
#> ..$ 36:List of 2
#> ..$ 37:List of 2
#> ..$ 38:List of 2
#> ..$ 39:List of 2
#> ..$ 40:List of 2
#> ..$ 41:List of 2
#> ..$ 42:List of 1
#> ..$ 43:List of 1
#> ..$ 44:List of 1
#> ..$ 45:List of 1
#> ..$ 46:List of 1
#> ..$ 47:List of 1
#> ..$ 48:List of 1
#> ..$ 49:List of 1
#> - attr(*, "class")= chr [1:3] "parsed_model" "pm_xgb" "list"
str(pm$trees[1])
#> List of 1
#> $ 0:List of 3
#> ..$ :List of 2
#> .. ..$ prediction: num -0.436
#> .. ..$ path :List of 1
#> .. .. ..$ :List of 5
#> .. .. .. ..$ type : chr "conditional"
#> .. .. .. ..$ col : chr "wt"
#> .. .. .. ..$ val : num 3.19
#> .. .. .. ..$ op : chr "less"
#> .. .. .. ..$ missing: logi TRUE
#> ..$ :List of 2
#> .. ..$ prediction: num 0.429
#> .. ..$ path :List of 2
#> .. .. ..$ :List of 5
#> .. .. .. ..$ type : chr "conditional"
#> .. .. .. ..$ col : chr "qsec"
#> .. .. .. ..$ val : num 19.4
#> .. .. .. ..$ op : chr "more-equal"
#> .. .. .. ..$ missing: logi FALSE
#> .. .. ..$ :List of 5
#> .. .. .. ..$ type : chr "conditional"
#> .. .. .. ..$ col : chr "wt"
#> .. .. .. ..$ val : num 3.19
#> .. .. .. ..$ op : chr "more-equal"
#> .. .. .. ..$ missing: logi FALSE
#> ..$ :List of 2
#> .. ..$ prediction: num 0
#> .. ..$ path :List of 2
#> .. .. ..$ :List of 5
#> .. .. .. ..$ type : chr "conditional"
#> .. .. .. ..$ col : chr "qsec"
#> .. .. .. ..$ val : num 19.4
#> .. .. .. ..$ op : chr "less"
#> .. .. .. ..$ missing: logi TRUE
#> .. .. ..$ :List of 5
#> .. .. .. ..$ type : chr "conditional"
#> .. .. .. ..$ col : chr "wt"
#> .. .. .. ..$ val : num 3.19
#> .. .. .. ..$ op : chr "more-equal"
#> .. .. .. ..$ missing: logi FALSE