R/xgb.model.dt.tree.R

In xgboost: Extreme Gradient Boosting

#' Parse a boosted tree model text dump
#'
#' Parse a boosted tree model text dump into a \code{data.table} structure.
#'
#' @param feature_names character vector of feature names. If the model already
#'          contains feature names, those would be used when \code{feature_names=NULL} (default value).
#'          Non-null \code{feature_names} could be provided to override those in the model.
#' @param model object of class \code{xgb.Booster}
#' @param text \code{character} vector previously generated by the \code{xgb.dump}
#'          function  (where parameter \code{with_stats = TRUE} should have been set).
#'          \code{text} takes precedence over \code{model}.
#' @param trees an integer vector of tree indices that should be parsed.
#'          If set to \code{NULL}, all trees of the model are parsed.
#'          It could be useful, e.g., in multiclass classification to get only
#'          the trees of one certain class. IMPORTANT: the tree index in xgboost models
#'          is zero-based (e.g., use \code{trees = 0:4} for first 5 trees).
#' @param use_int_id a logical flag indicating whether nodes in columns "Yes", "No", "Missing" should be
#'          represented as integers (when FALSE) or as "Tree-Node" character strings (when FALSE).
#' @param ... currently not used.
#'
#' @return
#' A \code{data.table} with detailed information about model trees' nodes.
#'
#' The columns of the \code{data.table} are:
#'
#' \itemize{
#'  \item \code{Tree}: integer ID of a tree in a model (zero-based index)
#'  \item \code{Node}: integer ID of a node in a tree (zero-based index)
#'  \item \code{ID}: character identifier of a node in a model (only when \code{use_int_id=FALSE})
#'  \item \code{Feature}: for a branch node, it's a feature id or name (when available);
#'              for a leaf note, it simply labels it as \code{'Leaf'}
#'  \item \code{Split}: location of the split for a branch node (split condition is always "less than")
#'  \item \code{Yes}: ID of the next node when the split condition is met
#'  \item \code{No}: ID of the next node when the split condition is not met
#'  \item \code{Missing}: ID of the next node when branch value is missing
#'  \item \code{Quality}: either the split gain (change in loss) or the leaf value
#'  \item \code{Cover}: metric related to the number of observation either seen by a split
#'                      or collected by a leaf during training.
#' }
#'
#' When \code{use_int_id=FALSE}, columns "Yes", "No", and "Missing" point to model-wide node identifiers
#' in the "ID" column. When \code{use_int_id=TRUE}, those columns point to node identifiers from
#' the corresponding trees in the "Node" column.
#'
#' @examples
#' # Basic use:
#'
#' data(agaricus.train, package='xgboost')
#'
#' bst <- xgboost(data = agaricus.train$data, label = agaricus.train$label, max_depth = 2,
#'                eta = 1, nthread = 2, nrounds = 2,objective = "binary:logistic")
#'
#' (dt <- xgb.model.dt.tree(colnames(agaricus.train$data), bst))
#'
#' # This bst model already has feature_names stored with it, so those would be used when
#' # feature_names is not set:
#' (dt <- xgb.model.dt.tree(model = bst))
#'
#' # How to match feature names of splits that are following a current 'Yes' branch:
#'
#' merge(dt, dt[, .(ID, Y.Feature=Feature)], by.x='Yes', by.y='ID', all.x=TRUE)[order(Tree,Node)]
#'
#' @export
xgb.model.dt.tree <- function(feature_names = NULL, model = NULL, text = NULL,
                              trees = NULL, use_int_id = FALSE, ...){
  check.deprecation(...)

  if (!inherits(model, "xgb.Booster") && !is.character(text)) {
    stop("Either 'model' must be an object of class xgb.Booster\n",
         "  or 'text' must be a character vector with the result of xgb.dump\n",
         "  (or NULL if 'model' was provided).")
  }

  if (is.null(feature_names) && !is.null(model) && !is.null(model$feature_names))
    feature_names <- model$feature_names

  if (!(is.null(feature_names) || is.character(feature_names))) {
    stop("feature_names: must be a character vector")
  }

  if (!(is.null(trees) || is.numeric(trees))) {
    stop("trees: must be a vector of integers.")
  }

  if (is.null(text)){
    text <- xgb.dump(model = model, with_stats = TRUE)
  }

  if (length(text) < 2 ||
      sum(grepl('leaf=(\\d+)', text)) < 1) {
    stop("Non-tree model detected! This function can only be used with tree models.")
  }

  position <- which(grepl("booster", text, fixed = TRUE))

  add.tree.id <- function(node, tree) if (use_int_id) node else paste(tree, node, sep = "-")

  anynumber_regex <- "[-+]?[0-9]*\\.?[0-9]+([eE][-+]?[0-9]+)?"

  td <- data.table(t = text)
  td[position, Tree := 1L]
  td[, Tree := cumsum(ifelse(is.na(Tree), 0L, Tree)) - 1L]

  if (is.null(trees)) {
    trees <- 0:max(td$Tree)
  } else {
    trees <- trees[trees >= 0 & trees <= max(td$Tree)]
  }
  td <- td[Tree %in% trees & !grepl('^booster', t)]

  td[, Node := as.integer(sub("^([0-9]+):.*", "\\1", t))]
  if (!use_int_id) td[, ID := add.tree.id(Node, Tree)]
  td[, isLeaf := grepl("leaf", t, fixed = TRUE)]

  # parse branch lines
  branch_rx <- paste0("f(\\d+)<(", anynumber_regex, ")\\] yes=(\\d+),no=(\\d+),missing=(\\d+),",
                      "gain=(", anynumber_regex, "),cover=(", anynumber_regex, ")")
  branch_cols <- c("Feature", "Split", "Yes", "No", "Missing", "Quality", "Cover")
  td[
    isLeaf == FALSE,
    (branch_cols) := {
      matches <- regmatches(t, regexec(branch_rx, t))
      # skip some indices with spurious capture groups from anynumber_regex
      xtr <- do.call(rbind, matches)[, c(2, 3, 5, 6, 7, 8, 10), drop = FALSE]
      xtr[, 3:5] <- add.tree.id(xtr[, 3:5], Tree)
      if (length(xtr) == 0) {
        as.data.table(
          list(Feature = "NA", Split = "NA", Yes = "NA", No = "NA", Missing = "NA", Quality = "NA", Cover = "NA")
        )
      } else {
        as.data.table(xtr)
      }
    }
  ]

  # assign feature_names when available
  is_stump <- function() {
    return(length(td$Feature) == 1 && is.na(td$Feature))
  }
  if (!is.null(feature_names) && !is_stump()) {
    if (length(feature_names) <= max(as.numeric(td$Feature), na.rm = TRUE))
      stop("feature_names has less elements than there are features used in the model")
    td[isLeaf == FALSE, Feature := feature_names[as.numeric(Feature) + 1]]
  }

  # parse leaf lines
  leaf_rx <- paste0("leaf=(", anynumber_regex, "),cover=(", anynumber_regex, ")")
  leaf_cols <- c("Feature", "Quality", "Cover")
  td[
    isLeaf == TRUE,
    (leaf_cols) := {
      matches <- regmatches(t, regexec(leaf_rx, t))
      xtr <- do.call(rbind, matches)[, c(2, 4)]
      if (length(xtr) == 2) {
        c("Leaf", as.data.table(xtr[1]), as.data.table(xtr[2]))
      } else {
        c("Leaf", as.data.table(xtr))
      }
    }
  ]

  # convert some columns to numeric
  numeric_cols <- c("Split", "Quality", "Cover")
  td[, (numeric_cols) := lapply(.SD, as.numeric), .SDcols = numeric_cols]
  if (use_int_id) {
    int_cols <- c("Yes", "No", "Missing")
    td[, (int_cols) := lapply(.SD, as.integer), .SDcols = int_cols]
  }

  td[, t := NULL]
  td[, isLeaf := NULL]

  td[order(Tree, Node)]
}

# Avoid error messages during CRAN check.
# The reason is that these variables are never declared
# They are mainly column names inferred by Data.table...
globalVariables(c("Tree", "Node", "ID", "Feature", "t", "isLeaf", ".SD", ".SDcols"))