tests/testthat/test_interaction_constraints.R

In xgboost: Extreme Gradient Boosting

require(xgboost)

context("interaction constraints")

set.seed(1024)
x1 <- rnorm(1000, 1)
x2 <- rnorm(1000, 1)
x3 <- sample(c(1, 2, 3), size = 1000, replace = TRUE)
y <- x1 + x2 + x3 + x1 * x2 * x3 + rnorm(1000, 0.001) + 3 * sin(x1)
train <- matrix(c(x1, x2, x3), ncol = 3)

test_that("interaction constraints for regression", {
  # Fit a model that only allows interaction between x1 and x2
  bst <- xgboost(data = train, label = y, max_depth = 3,
                 eta = 0.1, nthread = 2, nrounds = 100, verbose = 0,
                 interaction_constraints = list(c(0, 1)))

  # Set all observations to have the same x3 values then increment
  #  by the same amount
  preds <- lapply(c(1, 2, 3), function(x){
    tmat <- matrix(c(x1, x2, rep(x, 1000)), ncol = 3)
    return(predict(bst, tmat))
  })

  # Check incrementing x3 has the same effect on all observations
  #   since x3 is constrained to be independent of x1 and x2
  #   and all observations start off from the same x3 value
  diff1 <- preds[[2]] - preds[[1]]
  test1 <- all(abs(diff1 - diff1[1]) < 1e-4)

  diff2 <- preds[[3]] - preds[[2]]
  test2 <- all(abs(diff2 - diff2[1]) < 1e-4)

  expect_true({
    test1 & test2
  }, "Interaction Contraint Satisfied")
})

test_that("interaction constraints scientific representation", {
  rows <- 10
  ## When number exceeds 1e5, R paste function uses scientific representation.
  ## See: https://github.com/dmlc/xgboost/issues/5179
  cols <- 1e5 + 10

  d <- matrix(rexp(rows, rate = .1), nrow = rows, ncol = cols)
  y <- rnorm(rows)

  dtrain <- xgb.DMatrix(data = d, info = list(label = y))
  inc <- list(c(seq.int(from = 0, to = cols, by = 1)))

  with_inc <- xgb.train(data = dtrain, tree_method = 'hist',
                        interaction_constraints = inc, nrounds = 10)
  without_inc <- xgb.train(data = dtrain, tree_method = 'hist', nrounds = 10)
  expect_equal(xgb.save.raw(with_inc), xgb.save.raw(without_inc))
})