xgb-demo

xgb-demo.R

install.packages(c("zoo","data.table","FeatureHashing","xgboost","Matrix","dplyr","smbinning","ROCR"))

install.packages(c("xgboost","DiagrammeR"))


data(agaricus.train, package='xgboost')
library(xgboost)
bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 3,
               eta = 1, nthread = 2, nrounds = 2,objective = "binary:logistic")
# plot all the trees
xgb.plot.tree(model = bst)
# plot only the first tree and display the node ID:
xgb.plot.tree(model = bst, trees = 0, show_node_id = TRUE)

print(bst)

## Not run: 
# Below is an example of how to save this plot to a file. 
# Note that for `export_graph` to work, the DiagrammeRsvg and rsvg packages must also be installed.
library(DiagrammeR)
gr <- xgb.plot.tree(model=bst, trees=0:1, render=FALSE)
export_graph(gr, 'tree.pdf', width=1500, height=1900)
export_graph(gr, 'tree.png', width=1500, height=1900)



bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 15,
               eta = 1, nthread = 2, nrounds = 30, objective = "binary:logistic",
               min_child_weight = 50, verbose = 0)

p <- xgb.plot.multi.trees(model = bst, features_keep = 3)
print(p)

## Not run: 
# Below is an example of how to save this plot to a file.
# Note that for `export_graph` to work, the DiagrammeRsvg and rsvg packages must also be installed.
library(DiagrammeR)
gr <- xgb.plot.multi.trees(model=bst, features_keep = 3, render=FALSE)
export_graph(gr, 'tree.pdf', width=1500, height=600)

## End(Not run)


data(agaricus.train)

bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 3,
               eta = 1, nthread = 2, nrounds = 2, objective = "binary:logistic")

importance_matrix <- xgb.importance(colnames(agaricus.train$data), model = bst)

xgb.plot.importance(importance_matrix, rel_to_first = TRUE, xlab = "Relative importance")

(gg <- xgb.ggplot.importance(importance_matrix, measure = "Frequency", rel_to_first = TRUE))
gg + ggplot2::ylab("Frequency")