Merge pull request dmlc#664 from pommedeterresautee/master

Support GLM in importance plot + increase tests #Rstat

Author: pommedeterresautee

R-package/R/xgb.plot.importance.R

@@ -1,6 +1,6 @@
 #' Plot feature importance bar graph
 #'
-#' Read a data.table containing feature importance details and plot it.
+#' Read a data.table containing feature importance details and plot it (for both GLM and Trees).
 #'
 #' @importFrom magrittr %>%
 #' @param importance_matrix a \code{data.table} returned by the \code{xgb.importance} function.
@@ -10,7 +10,7 @@
 #'
 #' @details
 #' The purpose of this function is to easily represent the importance of each feature of a model.
-#' The function return a ggplot graph, therefore each of its characteristic can be overriden (to customize it).
+#' The function returns a ggplot graph, therefore each of its characteristic can be overriden (to customize it).
 #' In particular you may want to override the title of the graph. To do so, add \code{+ ggtitle("A GRAPH NAME")} next to the value returned by this function.
 #'
 #' @examples
@@ -40,21 +40,29 @@ xgb.plot.importance <-
       stop("Ckmeans.1d.dp package is required for plotting the importance", call. = FALSE)
     }
 
+    if(isTRUE(all.equal(colnames(importance_matrix), c("Feature", "Gain", "Cover", "Frequency")))){
+      y.axe.name <- "Gain"
+    } else if(isTRUE(all.equal(colnames(importance_matrix), c("Feature", "Weight")))){
+      y.axe.name <- "Weight"
+    } else {
+      stop("Importance matrix is not correct (column names issue)")
+    }
+    
     # To avoid issues in clustering when co-occurences are used
     importance_matrix <-
-      importance_matrix[, .(Gain = sum(Gain)), by = Feature]
+      importance_matrix[, .(Gain.or.Weight = sum(get(y.axe.name))), by = Feature]
 
     clusters <-
-      suppressWarnings(Ckmeans.1d.dp::Ckmeans.1d.dp(importance_matrix[,Gain], numberOfClusters))
+      suppressWarnings(Ckmeans.1d.dp::Ckmeans.1d.dp(importance_matrix[,Gain.or.Weight], numberOfClusters))
     importance_matrix[,"Cluster":= clusters$cluster %>% as.character]
 
     plot <-
       ggplot2::ggplot(
         importance_matrix, ggplot2::aes(
-          x = stats::reorder(Feature, Gain), y = Gain, width = 0.05
+          x = stats::reorder(Feature, Gain.or.Weight), y = Gain.or.Weight, width = 0.05
         ), environment = environment()
       ) + ggplot2::geom_bar(ggplot2::aes(fill = Cluster), stat = "identity", position =
-                              "identity") + ggplot2::coord_flip() + ggplot2::xlab("Features") + ggplot2::ylab("Gain") + ggplot2::ggtitle("Feature importance") + ggplot2::theme(
+                              "identity") + ggplot2::coord_flip() + ggplot2::xlab("Features") + ggplot2::ylab(y.axe.name) + ggplot2::ggtitle("Feature importance") + ggplot2::theme(
                                 plot.title = ggplot2::element_text(lineheight = .9, face = "bold"), panel.grid.major.y = ggplot2::element_blank()
                               )
 
@@ -66,6 +74,6 @@ xgb.plot.importance <-
 # They are mainly column names inferred by Data.table...
 globalVariables(
   c(
-    "Feature", "Gain", "Cluster", "ggplot", "aes", "geom_bar", "coord_flip", "xlab", "ylab", "ggtitle", "theme", "element_blank", "element_text"
+    "Feature", "Gain.or.Weight", "Cluster", "ggplot", "aes", "geom_bar", "coord_flip", "xlab", "ylab", "ggtitle", "theme", "element_blank", "element_text", "Gain.or.Weight"
   )
 )

R-package/man/xgb.plot.importance.Rd

@@ -14,50 +14,55 @@ df[,AgeCat := as.factor(ifelse(Age > 30, "Old", "Young"))]
 df[,ID := NULL]
 sparse_matrix <- sparse.model.matrix(Improved~.-1, data = df)
 output_vector <- df[,Y := 0][Improved == "Marked",Y := 1][,Y]
-bst <- xgboost(data = sparse_matrix, label = output_vector, max.depth = 9,
-               eta = 1, nthread = 2, nround = 10, objective = "binary:logistic")
+bst.Tree <- xgboost(data = sparse_matrix, label = output_vector, max.depth = 9,
+               eta = 1, nthread = 2, nround = 10, objective = "binary:logistic", booster = "gbtree")
+
+bst.GLM <- xgboost(data = sparse_matrix, label = output_vector,
+                   eta = 1, nthread = 2, nround = 10, objective = "binary:logistic", booster = "gblinear")
 
 feature.names <- agaricus.train$data@Dimnames[[2]]
 
 test_that("xgb.dump works", {
-  capture.output(print(xgb.dump(bst)))
-  expect_true(xgb.dump(bst, 'xgb.model.dump', with.stats = T))
+  capture.output(print(xgb.dump(bst.Tree)))
+  capture.output(print(xgb.dump(bst.GLM)))
+  expect_true(xgb.dump(bst.Tree, 'xgb.model.dump', with.stats = T))
 })
 
 test_that("xgb.model.dt.tree works with and without feature names", {
   names.dt.trees <- c("ID", "Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover",
    "Tree", "Yes.Feature", "Yes.Cover", "Yes.Quality", "No.Feature", "No.Cover", "No.Quality")
-  dt.tree <- xgb.model.dt.tree(feature_names = feature.names, model = bst)
+  dt.tree <- xgb.model.dt.tree(feature_names = feature.names, model = bst.Tree)
   expect_equal(names.dt.trees, names(dt.tree))
   expect_equal(dim(dt.tree), c(162, 15))
-  xgb.model.dt.tree(model = bst)
+  xgb.model.dt.tree(model = bst.Tree)
 })
 
 test_that("xgb.importance works with and without feature names", {
-  importance <- xgb.importance(feature_names = sparse_matrix@Dimnames[[2]], model = bst)
-  expect_equal(dim(importance), c(7, 4))
-  expect_equal(colnames(importance), c("Feature", "Gain", "Cover", "Frequency"))
-  xgb.importance(model = bst)
+  importance.Tree <- xgb.importance(feature_names = sparse_matrix@Dimnames[[2]], model = bst.Tree)
+  expect_equal(dim(importance.Tree), c(7, 4))
+  expect_equal(colnames(importance.Tree), c("Feature", "Gain", "Cover", "Frequency"))
+  xgb.importance(model = bst.Tree)
+  xgb.plot.importance(importance_matrix = importance.Tree)
 })
 
 test_that("xgb.importance works with GLM model", {
-  bst.GLM <- xgboost(data = sparse_matrix, label = output_vector,
-                 eta = 1, nthread = 2, nround = 10, objective = "binary:logistic", booster = "gblinear")
   importance.GLM <- xgb.importance(feature_names = sparse_matrix@Dimnames[[2]], model = bst.GLM)
   expect_equal(dim(importance.GLM), c(10, 2))
   expect_equal(colnames(importance.GLM), c("Feature", "Weight"))
   xgb.importance(model = bst.GLM)
+  xgb.plot.importance(importance.GLM)
 })
 
 test_that("xgb.plot.tree works with and without feature names", {
-  xgb.plot.tree(feature_names = feature.names, model = bst)
-  xgb.plot.tree(model = bst)
+  xgb.plot.tree(feature_names = feature.names, model = bst.Tree)
+  xgb.plot.tree(model = bst.Tree)
 })
 
 test_that("xgb.plot.multi.trees works with and without feature names", {
-  xgb.plot.multi.trees(model = bst, feature_names = feature.names, features.keep = 3)
-  xgb.plot.multi.trees(model = bst, features.keep = 3)
+  xgb.plot.multi.trees(model = bst.Tree, feature_names = feature.names, features.keep = 3)
+  xgb.plot.multi.trees(model = bst.Tree, features.keep = 3)
 })
+
 test_that("xgb.plot.deepness works", {
-  xgb.plot.deepness(model = bst)
+  xgb.plot.deepness(model = bst.Tree)
 })