R：在 xgboost 中提取初始化预测

Question

library(xgboost)
data(agaricus.train, package='xgboost')
# Initialize baseline predictions to be 0
baseline_predictions <- rep(1.5, nrow(agaricus.train$data))
# base_margin is the base prediction Xgboost will boost from ;
dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label, base_margin = baseline_predictions)
param <- list(max_depth = 2, eta = 1, verbose = 0, nthread = 2,
              objective = "binary:logistic", eval_metric = "auc")
bst <- xgb.train(param, dtrain, nrounds = 2)
> xgb.dump(bst, with_stats = T)
 [1] "booster[0]"                                                                    
 [2] "0:[f28<-9.53674316e-07] yes=1,no=2,missing=1,gain=6691.7876,cover=971.39093"   
 [3] "1:[f55<-9.53674316e-07] yes=3,no=4,missing=3,gain=1923.16174,cover=551.54364"  
 [4] "3:leaf=0.742681563,cover=484.427734"                                           
 [5] "4:leaf=-4.93142509,cover=67.1159134"                                           
 [6] "2:[f108<-9.53674316e-07] yes=5,no=6,missing=5,gain=336.239258,cover=419.847321"
 [7] "5:leaf=-5.37396955,cover=411.942535"                                           
 [8] "6:leaf=1.08577335,cover=7.90476274"                                            
 [9] "booster[1]"                                                                    
[10] "0:[f59<-9.53674316e-07] yes=1,no=2,missing=1,gain=1517.97913,cover=354.008148" 
[11] "1:[f66<-9.53674316e-07] yes=3,no=4,missing=3,gain=1250.927,cover=340.298492"   
[12] "3:leaf=0.488599688,cover=338.470062"                                           
[13] "4:leaf=21.6099014,cover=1.82844138"                                            
[14] "2:leaf=-9.71027374,cover=13.709651"

在上面的代码中，我通过指定 base_margin = baseline_predictions 将训练数据中所有观察值的预测初始化为 1.5。

使用 xgb.dump, 我能够看到生成的树是合适的。我的问题是，是否也可以提取初始预测？也就是说，给定一个 XGBoost 模型 bst，我可以提取基线预测（即所有观察结果为 1.5）？

Answer 1

解决此问题的方法是使用xgboost::getinfo(object = dtrain, name = "base_margin") 来获取baseline_predictions。无论它们是预先设置为（例如本例中的“1.5”）还是根据初步训练计算运行（例如 https://github.com/dmlc/xgboost/blob/master/R-package/demo/boost_from_prediction.R 中的 baseline_predictions，这都是有用的)

R：在 xgboost 中提取初始化预测

R: extracting initialized predictions in xgboost

r

machine-learning

xgboost