-
Notifications
You must be signed in to change notification settings - Fork 3.8k
/
Copy pathcallback.R
368 lines (268 loc) · 8.37 KB
/
callback.R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
# constants that control naming in lists
.EVAL_KEY <- function() {
return("eval")
}
.EVAL_ERR_KEY <- function() {
return("eval_err")
}
#' @importFrom R6 R6Class
CB_ENV <- R6::R6Class(
"lgb.cb_env",
cloneable = FALSE,
public = list(
model = NULL,
iteration = NULL,
begin_iteration = NULL,
end_iteration = NULL,
eval_list = list(),
eval_err_list = list(),
best_iter = -1L,
best_score = NA,
met_early_stop = FALSE
)
)
# Format the evaluation metric string
.format_eval_string <- function(eval_res, eval_err) {
# Check for empty evaluation string
if (is.null(eval_res) || length(eval_res) == 0L) {
stop("no evaluation results")
}
# Check for empty evaluation error
if (!is.null(eval_err)) {
return(sprintf("%s\'s %s:%g+%g", eval_res$data_name, eval_res$name, eval_res$value, eval_err))
} else {
return(sprintf("%s\'s %s:%g", eval_res$data_name, eval_res$name, eval_res$value))
}
}
.merge_eval_string <- function(env) {
# Check length of evaluation list
if (length(env$eval_list) <= 0L) {
return("")
}
# Get evaluation
msg <- list(sprintf("[%d]:", env$iteration))
# Set if evaluation error
is_eval_err <- length(env$eval_err_list) > 0L
# Loop through evaluation list
for (j in seq_along(env$eval_list)) {
# Store evaluation error
eval_err <- NULL
if (isTRUE(is_eval_err)) {
eval_err <- env$eval_err_list[[j]]
}
# Set error message
msg <- c(msg, .format_eval_string(eval_res = env$eval_list[[j]], eval_err = eval_err))
}
return(paste0(msg, collapse = " "))
}
cb_print_evaluation <- function(period) {
# Create callback
callback <- function(env) {
# Check if period is at least 1 or more
if (period > 0L) {
# Store iteration
i <- env$iteration
# Check if iteration matches moduo
if ((i - 1L) %% period == 0L || is.element(i, c(env$begin_iteration, env$end_iteration))) {
# Merge evaluation string
msg <- .merge_eval_string(env = env)
# Check if message is existing
if (nchar(msg) > 0L) {
cat(.merge_eval_string(env = env), "\n")
}
}
}
return(invisible(NULL))
}
# Store attributes
attr(callback, "call") <- match.call()
attr(callback, "name") <- "cb_print_evaluation"
return(callback)
}
cb_record_evaluation <- function() {
# Create callback
callback <- function(env) {
if (length(env$eval_list) <= 0L) {
return()
}
# Set if evaluation error
is_eval_err <- length(env$eval_err_list) > 0L
# Check length of recorded evaluation
if (length(env$model$record_evals) == 0L) {
# Loop through each evaluation list element
for (j in seq_along(env$eval_list)) {
# Store names
data_name <- env$eval_list[[j]]$data_name
name <- env$eval_list[[j]]$name
env$model$record_evals$start_iter <- env$begin_iteration
# Check if evaluation record exists
if (is.null(env$model$record_evals[[data_name]])) {
env$model$record_evals[[data_name]] <- list()
}
# Create dummy lists
env$model$record_evals[[data_name]][[name]] <- list()
env$model$record_evals[[data_name]][[name]][[.EVAL_KEY()]] <- list()
env$model$record_evals[[data_name]][[name]][[.EVAL_ERR_KEY()]] <- list()
}
}
# Loop through each evaluation list element
for (j in seq_along(env$eval_list)) {
# Get evaluation data
eval_res <- env$eval_list[[j]]
eval_err <- NULL
if (isTRUE(is_eval_err)) {
eval_err <- env$eval_err_list[[j]]
}
# Store names
data_name <- eval_res$data_name
name <- eval_res$name
# Store evaluation data
env$model$record_evals[[data_name]][[name]][[.EVAL_KEY()]] <- c(
env$model$record_evals[[data_name]][[name]][[.EVAL_KEY()]]
, eval_res$value
)
env$model$record_evals[[data_name]][[name]][[.EVAL_ERR_KEY()]] <- c(
env$model$record_evals[[data_name]][[name]][[.EVAL_ERR_KEY()]]
, eval_err
)
}
return(invisible(NULL))
}
# Store attributes
attr(callback, "call") <- match.call()
attr(callback, "name") <- "cb_record_evaluation"
return(callback)
}
cb_early_stop <- function(stopping_rounds, first_metric_only, verbose) {
factor_to_bigger_better <- NULL
best_iter <- NULL
best_score <- NULL
best_msg <- NULL
eval_len <- NULL
# Initialization function
init <- function(env) {
# Early stopping cannot work without metrics
if (length(env$eval_list) == 0L) {
stop("For early stopping, valids must have at least one element")
}
# Store evaluation length
eval_len <<- length(env$eval_list)
# Check if verbose or not
if (isTRUE(verbose)) {
msg <- paste0(
"Will train until there is no improvement in "
, stopping_rounds
, " rounds.\n"
)
cat(msg)
}
# Internally treat everything as a maximization task
factor_to_bigger_better <<- rep.int(1.0, eval_len)
best_iter <<- rep.int(-1L, eval_len)
best_score <<- rep.int(-Inf, eval_len)
best_msg <<- list()
# Loop through evaluation elements
for (i in seq_len(eval_len)) {
# Prepend message
best_msg <<- c(best_msg, "")
# Internally treat everything as a maximization task
if (!isTRUE(env$eval_list[[i]]$higher_better)) {
factor_to_bigger_better[i] <<- -1.0
}
}
return(invisible(NULL))
}
# Create callback
callback <- function(env) {
# Check for empty evaluation
if (is.null(eval_len)) {
init(env = env)
}
# Store iteration
cur_iter <- env$iteration
# By default, any metric can trigger early stopping. This can be disabled
# with 'first_metric_only = TRUE'
if (isTRUE(first_metric_only)) {
evals_to_check <- 1L
} else {
evals_to_check <- seq_len(eval_len)
}
# Loop through evaluation
for (i in evals_to_check) {
# Store score
score <- env$eval_list[[i]]$value * factor_to_bigger_better[i]
# Check if score is better
if (score > best_score[i]) {
# Store new scores
best_score[i] <<- score
best_iter[i] <<- cur_iter
# Prepare to print if verbose
if (verbose) {
best_msg[[i]] <<- as.character(.merge_eval_string(env = env))
}
} else {
# Check if early stopping is required
if (cur_iter - best_iter[i] >= stopping_rounds) {
if (!is.null(env$model)) {
env$model$best_score <- best_score[i]
env$model$best_iter <- best_iter[i]
}
if (isTRUE(verbose)) {
cat(paste0("Early stopping, best iteration is: ", best_msg[[i]], "\n"))
}
# Store best iteration and stop
env$best_iter <- best_iter[i]
env$met_early_stop <- TRUE
}
}
if (!isTRUE(env$met_early_stop) && cur_iter == env$end_iteration) {
if (!is.null(env$model)) {
env$model$best_score <- best_score[i]
env$model$best_iter <- best_iter[i]
}
if (isTRUE(verbose)) {
cat(paste0("Did not meet early stopping, best iteration is: ", best_msg[[i]], "\n"))
}
# Store best iteration and stop
env$best_iter <- best_iter[i]
env$met_early_stop <- TRUE
}
}
return(invisible(NULL))
}
attr(callback, "call") <- match.call()
attr(callback, "name") <- "cb_early_stop"
return(callback)
}
# Extract callback names from the list of callbacks
callback.names <- function(cb_list) {
return(unlist(lapply(cb_list, attr, "name")))
}
add.cb <- function(cb_list, cb) {
# Combine two elements
cb_list <- c(cb_list, cb)
# Set names of elements
names(cb_list) <- callback.names(cb_list = cb_list)
if ("cb_early_stop" %in% names(cb_list)) {
# Concatenate existing elements
cb_list <- c(cb_list, cb_list["cb_early_stop"])
# Remove only the first one
cb_list["cb_early_stop"] <- NULL
}
return(cb_list)
}
categorize.callbacks <- function(cb_list) {
# Check for pre-iteration or post-iteration
return(
list(
pre_iter = Filter(function(x) {
pre <- attr(x, "is_pre_iteration")
!is.null(pre) && pre
}, cb_list),
post_iter = Filter(function(x) {
pre <- attr(x, "is_pre_iteration")
is.null(pre) || !pre
}, cb_list)
)
)
}