R/xgb.plot.multi.trees.R

In xgboost: Extreme Gradient Boosting

#' Project all trees on one tree and plot it
#'
#' Visualization of the ensemble of trees as a single collective unit.
#'
#' @param model produced by the \code{xgb.train} function.
#' @param feature_names names of each feature as a \code{character} vector.
#' @param features_keep number of features to keep in each position of the multi trees.
#' @param plot_width width in pixels of the graph to produce
#' @param plot_height height in pixels of the graph to produce
#' @param render a logical flag for whether the graph should be rendered (see Value).
#' @param ... currently not used
#'
#' @details
#'
#' This function tries to capture the complexity of a gradient boosted tree model
#' in a cohesive way by compressing an ensemble of trees into a single tree-graph representation.
#' The goal is to improve the interpretability of a model generally seen as black box.
#'
#' Note: this function is applicable to tree booster-based models only.
#'
#' It takes advantage of the fact that the shape of a binary tree is only defined by
#' its depth (therefore, in a boosting model, all trees have similar shape).
#'
#' Moreover, the trees tend to reuse the same features.
#'
#' The function projects each tree onto one, and keeps for each position the
#' \code{features_keep} first features (based on the Gain per feature measure).
#'
#' This function is inspired by this blog post:
#' \url{https://wellecks.wordpress.com/2015/02/21/peering-into-the-black-box-visualizing-lambdamart/}
#'
#' @return
#'
#' When \code{render = TRUE}:
#' returns a rendered graph object which is an \code{htmlwidget} of class \code{grViz}.
#' Similar to ggplot objects, it needs to be printed to see it when not running from command line.
#'
#' When \code{render = FALSE}:
#' silently returns a graph object which is of DiagrammeR's class \code{dgr_graph}.
#' This could be useful if one wants to modify some of the graph attributes
#' before rendering the graph with \code{\link[DiagrammeR]{render_graph}}.
#'
#' @examples
#'
#' data(agaricus.train, package='xgboost')
#'
#' 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)
#'
#' \dontrun{
#' # 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)
#' }
#'
#' @export
xgb.plot.multi.trees <- function(model, feature_names = NULL, features_keep = 5, plot_width = NULL, plot_height = NULL,
                                 render = TRUE, ...){
  if (!requireNamespace("DiagrammeR", quietly = TRUE)) {
    stop("DiagrammeR is required for xgb.plot.multi.trees")
  }
  check.deprecation(...)
  tree.matrix <- xgb.model.dt.tree(feature_names = feature_names, model = model)

  # first number of the path represents the tree, then the following numbers are related to the path to follow
  # root init
  root.nodes <- tree.matrix[Node == 0, ID]
  tree.matrix[ID %in% root.nodes, abs.node.position := root.nodes]

  precedent.nodes <- root.nodes

  while (tree.matrix[, sum(is.na(abs.node.position))] > 0) {
    yes.row.nodes <- tree.matrix[abs.node.position %in% precedent.nodes & !is.na(Yes)]
    no.row.nodes <- tree.matrix[abs.node.position %in% precedent.nodes & !is.na(No)]
    yes.nodes.abs.pos <- paste0(yes.row.nodes[, abs.node.position], "_0")
    no.nodes.abs.pos <- paste0(no.row.nodes[, abs.node.position], "_1")

    tree.matrix[ID %in% yes.row.nodes[, Yes], abs.node.position := yes.nodes.abs.pos]
    tree.matrix[ID %in% no.row.nodes[, No], abs.node.position := no.nodes.abs.pos]
    precedent.nodes <- c(yes.nodes.abs.pos, no.nodes.abs.pos)
  }

  tree.matrix[!is.na(Yes), Yes := paste0(abs.node.position, "_0")]
  tree.matrix[!is.na(No), No := paste0(abs.node.position, "_1")]

  for (nm in c("abs.node.position", "Yes", "No"))
    data.table::set(tree.matrix, j = nm, value = sub("^\\d+-", "", tree.matrix[[nm]]))

  nodes.dt <- tree.matrix[
        , .(Quality = sum(Quality))
        , by = .(abs.node.position, Feature)
      ][, .(Text = paste0(
              paste0(
                Feature[1:min(length(Feature), features_keep)],
                " (",
                format(Quality[1:min(length(Quality), features_keep)], digits = 5),
                ")"
              ),
              collapse = "\n"
            )
          )
        , by = abs.node.position
      ]

  edges.dt <- data.table::rbindlist(
    l = list(
      tree.matrix[Feature != "Leaf", .(abs.node.position, Yes)],
      tree.matrix[Feature != "Leaf", .(abs.node.position, No)]
    )
  )
  data.table::setnames(edges.dt, c("From", "To"))
  edges.dt <- edges.dt[, .N, .(From, To)]
  edges.dt[, N := NULL]

  nodes <- DiagrammeR::create_node_df(
    n = nrow(nodes.dt),
    label = nodes.dt[, Text]
  )

  edges <- DiagrammeR::create_edge_df(
    from = match(edges.dt[, From], nodes.dt[, abs.node.position]),
    to = match(edges.dt[, To], nodes.dt[, abs.node.position]),
    rel = "leading_to")

  graph <- DiagrammeR::create_graph(
      nodes_df = nodes,
      edges_df = edges,
      attr_theme = NULL
  )
  graph <- DiagrammeR::add_global_graph_attrs(
      graph = graph,
      attr_type = "graph",
      attr  = c("layout", "rankdir"),
      value = c("dot", "LR")
  )
  graph <- DiagrammeR::add_global_graph_attrs(
      graph = graph,
      attr_type = "node",
      attr  = c("color", "fillcolor", "style", "shape", "fontname"),
      value = c("DimGray", "beige", "filled", "rectangle", "Helvetica")
  )
  graph <- DiagrammeR::add_global_graph_attrs(
      graph = graph,
      attr_type = "edge",
      attr  = c("color", "arrowsize", "arrowhead", "fontname"),
      value = c("DimGray", "1.5", "vee", "Helvetica")
  )

  if (!render) return(invisible(graph))

  DiagrammeR::render_graph(graph, width = plot_width, height = plot_height)
}

globalVariables(c(".N", "N", "From", "To", "Text", "Feature", "no.nodes.abs.pos",
                  "ID", "Yes", "No", "Tree", "yes.nodes.abs.pos", "abs.node.position"))