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JPMML R XGBoost to PMML converter
/*
* Copyright (c) 2015 Villu Ruusmann
*
* This file is part of JPMML-R
*
* JPMML-R is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* JPMML-R is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with JPMML-R. If not, see .
*/
package org.jpmml.rexp.xgboost;
import java.io.ByteArrayInputStream;
import java.io.File;
import java.io.FileInputStream;
import java.io.IOException;
import java.io.InputStream;
import java.nio.ByteOrder;
import java.util.ArrayList;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
import org.dmg.pmml.VerificationField;
import org.dmg.pmml.mining.MiningModel;
import org.jpmml.converter.Feature;
import org.jpmml.converter.Label;
import org.jpmml.converter.Schema;
import org.jpmml.converter.ValueUtil;
import org.jpmml.rexp.DecorationUtil;
import org.jpmml.rexp.ModelConverter;
import org.jpmml.rexp.RExpEncoder;
import org.jpmml.rexp.RFactorVector;
import org.jpmml.rexp.RGenericVector;
import org.jpmml.rexp.RIntegerVector;
import org.jpmml.rexp.RNumberVector;
import org.jpmml.rexp.RRaw;
import org.jpmml.rexp.RStringVector;
import org.jpmml.rexp.RVector;
import org.jpmml.xgboost.FeatureMap;
import org.jpmml.xgboost.HasXGBoostOptions;
import org.jpmml.xgboost.Learner;
import org.jpmml.xgboost.ObjFunction;
import org.jpmml.xgboost.XGBoostUtil;
public class XGBoostConverter extends ModelConverter {
private Learner learner = null;
private FeatureMap featureMap = null;
private boolean compact = true;
public XGBoostConverter(RGenericVector booster){
super(booster);
this.compact = getOption("compact", Boolean.TRUE);
}
@Override
public void encodeSchema(RExpEncoder encoder){
RGenericVector booster = getObject();
RStringVector featureNames = booster.getStringElement("feature_names", false);
RGenericVector schema = booster.getGenericElement("schema", false);
FeatureMap featureMap = ensureFeatureMap();
if(featureNames != null){
checkFeatureMap(featureMap, featureNames);
}
Learner learner = ensureLearner();
ObjFunction obj = learner.obj();
String targetField = "_target";
List targetCategories = null;
if(schema != null){
RStringVector responseName = schema.getStringElement("response_name", false);
RStringVector responseLevels = schema.getStringElement("response_levels", false);
if(responseName != null){
targetField = responseName.asScalar();
} // End if
if(responseLevels != null){
targetCategories = responseLevels.getValues();
}
}
Label label = obj.encodeLabel(targetField, targetCategories, encoder);
encoder.setLabel(label);
List features = featureMap.encodeFeatures(learner, encoder);
for(Feature feature : features){
encoder.addFeature(feature);
}
}
@Override
public MiningModel encodeModel(Schema schema){
RGenericVector booster = getObject();
RNumberVector> ntreeLimit = booster.getNumericElement("ntreelimit", false);
RGenericVector boosterSchema = booster.getGenericElement("schema", false);
RNumberVector> missing = boosterSchema.getNumericElement("missing", false);
Learner learner = ensureLearner();
Map options = new LinkedHashMap<>();
options.put(HasXGBoostOptions.OPTION_MISSING, missing != null ? missing.asScalar() : null);
options.put(HasXGBoostOptions.OPTION_COMPACT, this.compact);
options.put(HasXGBoostOptions.OPTION_NUMERIC, true);
options.put(HasXGBoostOptions.OPTION_NTREE_LIMIT, ntreeLimit != null ? ValueUtil.asInteger(ntreeLimit.asScalar()) : null);
Schema xgbSchema = learner.toXGBoostSchema(schema);
return learner.encodeModel(options, xgbSchema);
}
@Override
protected Map> encodeActiveValues(RGenericVector dataFrame){
FeatureMap featureMap = ensureFeatureMap();
checkFeatureMap(featureMap, dataFrame);
List entries = featureMap.getEntries();
Map> data = new LinkedHashMap<>();
for(int i = 0; i < dataFrame.size(); i++){
FeatureMap.Entry entry = entries.get(i);
RVector> column = dataFrame.getVectorValue(i);
String name = entry.getName();
FeatureMap.Entry.Type type = entry.getType();
switch(type){
case INDICATOR:
{
FeatureMap.IndicatorEntry indicatorEntry = (FeatureMap.IndicatorEntry)entry;
RFactorVector factorColumn = (RFactorVector)data.get(name);
if(factorColumn == null){
factorColumn = new RFactorVector(null, null){
private List factorValues = new ArrayList<>();
{
for(int i = 0; i < column.size(); i++){
this.factorValues.add(null);
}
}
@Override
public List getFactorValues(){
return this.factorValues;
}
};
data.put(name, factorColumn);
}
List factorValues = factorColumn.getFactorValues();
List extends Number> mask = (List)column.getValues();
for(int row = 0; row < mask.size(); row++){
Number rowMask = mask.get(row);
if(rowMask != null && rowMask.doubleValue() == 1d){
String value = indicatorEntry.getValue();
// XXX
if(value == null){
value = "true";
}
factorValues.set(row, value);
}
}
}
break;
case QUANTITIVE:
case INTEGER:
case FLOAT:
{
data.put(name, column);
}
break;
default:
throw new IllegalArgumentException(String.valueOf(type));
}
}
List> columns = new ArrayList<>(data.values());
List names = new ArrayList<>(data.keySet());
return encodeVerificationData(columns, names);
}
private FeatureMap ensureFeatureMap(){
if(this.featureMap == null){
this.featureMap = loadFeatureMap();
}
return this.featureMap;
}
private Learner ensureLearner(){
if(this.learner == null){
this.learner = loadLearner();
}
return this.learner;
}
private FeatureMap loadFeatureMap(){
RGenericVector booster = getObject();
RVector> fmap = DecorationUtil.getVectorElement(booster, "fmap");
try {
return loadFeatureMap(fmap);
} catch(IOException ioe){
throw new IllegalArgumentException(ioe);
}
}
private Learner loadLearner(){
RGenericVector booster = getObject();
RRaw raw = (RRaw)booster.getElement("raw");
try {
return loadLearner(raw);
} catch(IOException ioe){
throw new IllegalArgumentException(ioe);
}
}
static
private void checkFeatureMap(FeatureMap featureMap, RVector> vector){
List entries = featureMap.getEntries();
if(vector.size() != entries.size()){
throw new IllegalArgumentException("Invalid \'fmap\' element. Expected " + vector.size() + " features, got " + entries.size() + " features");
}
}
static
private FeatureMap loadFeatureMap(RVector> fmap) throws IOException {
if(fmap instanceof RStringVector){
return loadFeatureMap((RStringVector)fmap);
} else
if(fmap instanceof RGenericVector){
return loadFeatureMap((RGenericVector)fmap);
}
throw new IllegalArgumentException();
}
static
private FeatureMap loadFeatureMap(RStringVector fmap) throws IOException {
File file = new File(fmap.asScalar());
try(InputStream is = new FileInputStream(file)){
return XGBoostUtil.loadFeatureMap(is);
}
}
static
private FeatureMap loadFeatureMap(RGenericVector fmap){
RIntegerVector id = fmap.getIntegerValue(0);
RFactorVector name = fmap.getFactorValue(1);
RFactorVector type = fmap.getFactorValue(2);
FeatureMap featureMap = new FeatureMap();
for(int i = 0; i < id.size(); i++){
if(i != id.getValue(i)){
throw new IllegalArgumentException();
}
featureMap.addEntry(name.getFactorValue(i), type.getFactorValue(i));
}
return featureMap;
}
static
private Learner loadLearner(RRaw raw) throws IOException {
byte[] value = raw.getValue();
try(InputStream is = new ByteArrayInputStream(value)){
return XGBoostUtil.loadLearner(is, ByteOrder.nativeOrder(), null, "$.Model");
}
}
}