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Merged
merged 2 commits into from
Sep 14, 2022
Merged

XGBoost hyperparams #318

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552999b
XGBoost hyperparams
levkk Sep 14, 2022
96e244c
Ok works
levkk Sep 14, 2022
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2 changes: 1 addition & 1 deletion pgml-extension/pgml_rust/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ pub mod vectors;

pg_module_magic!();

extension_sql_file!("../sql/schema.sql", name = "bootstrap_raw");
extension_sql_file!("../sql/schema.sql", name = "schema");

// The mutex is there just to guarantee to Rust that
// there is no concurrent access.
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125 changes: 123 additions & 2 deletions pgml-extension/pgml_rust/src/orm/model.rs
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Expand Up @@ -160,13 +160,134 @@ impl Model {
Some(value) => value.as_u64().unwrap_or(2) as u32,
None => 2,
})
.eta(0.3)
.eta(match hyperparams.get("eta") {
Some(value) => value.as_f64().unwrap_or(0.3) as f32,
None => match hyperparams.get("learning_rate") {
Some(value) => value.as_f64().unwrap_or(0.3) as f32,
None => 0.3,
},
})
.gamma(match hyperparams.get("gamma") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => match hyperparams.get("min_split_loss") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
},
})
.min_child_weight(match hyperparams.get("min_child_weight") {
Some(value) => value.as_f64().unwrap_or(1.0) as f32,
None => 1.0,
})
.max_delta_step(match hyperparams.get("max_delta_step") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.subsample(match hyperparams.get("subsample") {
Some(value) => value.as_f64().unwrap_or(1.0) as f32,
None => 1.0,
})
.lambda(match hyperparams.get("lambda") {
Some(value) => value.as_f64().unwrap_or(1.0) as f32,
None => 1.0,
})
.alpha(match hyperparams.get("alpha") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.tree_method(match hyperparams.get("tree_method") {
Some(value) => match value.as_str().unwrap_or("auto") {
"auto" => parameters::tree::TreeMethod::Auto,
"exact" => parameters::tree::TreeMethod::Exact,
"approx" => parameters::tree::TreeMethod::Approx,
"hist" => parameters::tree::TreeMethod::Hist,
_ => parameters::tree::TreeMethod::Auto,
},

None => parameters::tree::TreeMethod::Auto,
})
.sketch_eps(match hyperparams.get("sketch_eps") {
Some(value) => value.as_f64().unwrap_or(0.03) as f32,
None => 0.03,
})
.max_leaves(match hyperparams.get("max_leaves") {
Some(value) => value.as_u64().unwrap_or(0) as u32,
None => 0,
})
.max_bin(match hyperparams.get("max_bin") {
Some(value) => value.as_u64().unwrap_or(256) as u32,
None => 256,
})
.num_parallel_tree(match hyperparams.get("num_parallel_tree") {
Some(value) => value.as_u64().unwrap_or(1) as u32,
None => 1,
})
.grow_policy(match hyperparams.get("grow_policy") {
Some(value) => match value.as_str().unwrap_or("depthwise") {
"depthwise" => parameters::tree::GrowPolicy::Depthwise,
"lossguide" => parameters::tree::GrowPolicy::LossGuide,
_ => parameters::tree::GrowPolicy::Depthwise,
},

None => parameters::tree::GrowPolicy::Depthwise,
})
.build()
.unwrap();

let linear_params = parameters::linear::LinearBoosterParametersBuilder::default()
.alpha(match hyperparams.get("alpha") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.lambda(match hyperparams.get("lambda") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.build()
.unwrap();

let dart_params = parameters::dart::DartBoosterParametersBuilder::default()
.rate_drop(match hyperparams.get("rate_drop") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.one_drop(match hyperparams.get("one_drop") {
Some(value) => value.as_u64().unwrap_or(0) != 0,
None => false,
})
.skip_drop(match hyperparams.get("skip_drop") {
Some(value) => value.as_f64().unwrap_or(0.0) as f32,
None => 0.0,
})
.sample_type(match hyperparams.get("sample_type") {
Some(value) => match value.as_str().unwrap_or("uniform") {
"uniform" => parameters::dart::SampleType::Uniform,
"weighted" => parameters::dart::SampleType::Weighted,
_ => parameters::dart::SampleType::Uniform,
},
None => parameters::dart::SampleType::Uniform,
})
.normalize_type(match hyperparams.get("normalize_type") {
Some(value) => match value.as_str().unwrap_or("tree") {
"tree" => parameters::dart::NormalizeType::Tree,
"forest" => parameters::dart::NormalizeType::Forest,
_ => parameters::dart::NormalizeType::Tree,
},
None => parameters::dart::NormalizeType::Tree,
})
.build()
.unwrap();

// overall configuration for Booster
let booster_params = parameters::BoosterParametersBuilder::default()
.booster_type(parameters::BoosterType::Tree(tree_params))
.booster_type(match hyperparams.get("booster") {
Some(value) => match value.as_str().unwrap_or("gbtree") {
"gbtree" => parameters::BoosterType::Tree(tree_params),
"linear" => parameters::BoosterType::Linear(linear_params),
"dart" => parameters::BoosterType::Dart(dart_params),
_ => parameters::BoosterType::Tree(tree_params),
},
None => parameters::BoosterType::Tree(tree_params),
})
.learning_params(learning_params)
.verbose(true)
.build()
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