Merge pull request dmlc#1161 from Far0n/eta_decay_fix

[py] eta decay bugfix
shaocf · Apr 30, 2016 · da85a4e · da85a4e
2 parents 9bc2ac4 + ad3f49e
commit da85a4e
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Showing 2 changed files with 33 additions and 6 deletions.
diff --git a/python-package/xgboost/training.py b/python-package/xgboost/training.py
@@ -108,6 +108,7 @@ def train(params, dtrain, num_boost_round=10, evals=(), obj=None, feval=None,
         bst = Booster(params, [dtrain] + [d[0] for d in evals])
 
     _params = dict(params) if isinstance(params, list) else params
+    _eta_param_name = 'eta' if 'eta' in _params else 'learning_rate'
     if 'num_parallel_tree' in _params:
         num_parallel_tree = _params['num_parallel_tree']
         nboost //= num_parallel_tree
@@ -168,9 +169,9 @@ def train(params, dtrain, num_boost_round=10, evals=(), obj=None, feval=None,
     for i in range(start_iteration, num_boost_round):
         if learning_rates is not None:
             if isinstance(learning_rates, list):
-                bst.set_param({'eta': learning_rates[i]})
+                bst.set_param(_eta_param_name, learning_rates[i])
             else:
-                bst.set_param({'eta': learning_rates(i, num_boost_round)})
+                bst.set_param(_eta_param_name, learning_rates(i, num_boost_round))
 
         # Distributed code: need to resume to this point.
         # Skip the first update if it is a recovery step.

diff --git a/tests/python/test_basic_models.py b/tests/python/test_basic_models.py
@@ -10,7 +10,6 @@
 
 
 class TestModels(unittest.TestCase):
-
     def test_glm(self):
         param = {'silent': 1, 'objective': 'binary:logistic',
                  'booster': 'gblinear', 'alpha': 0.0001, 'lambda': 1}
@@ -25,12 +24,39 @@ def test_glm(self):
         assert err < 0.1
 
     def test_eta_decay(self):
-        param = {'max_depth': 2, 'eta': 1, 'silent': 1, 'objective': 'binary:logistic'}
         watchlist = [(dtest, 'eval'), (dtrain, 'train')]
-        num_round = 2
+        num_round = 4
+
         # learning_rates as a list
-        bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.4, 0.3])
+        # init eta with 0 to check whether learning_rates work
+        param = {'max_depth': 2, 'eta': 0, 'silent': 1, 'objective': 'binary:logistic'}
+        evals_result = {}
+        bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.8, 0.7, 0.6, 0.5],
+                        evals_result=evals_result)
+        eval_errors = list(map(float, evals_result['eval']['error']))
+        assert isinstance(bst, xgb.core.Booster)
+        # validation error should decrease, if eta > 0
+        assert eval_errors[0] > eval_errors[-1]
+
+        # init learning_rate with 0 to check whether learning_rates work
+        param = {'max_depth': 2, 'learning_rate': 0, 'silent': 1, 'objective': 'binary:logistic'}
+        evals_result = {}
+        bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0.8, 0.7, 0.6, 0.5],
+                        evals_result=evals_result)
+        eval_errors = list(map(float, evals_result['eval']['error']))
+        assert isinstance(bst, xgb.core.Booster)
+        # validation error should decrease, if learning_rate > 0
+        assert eval_errors[0] > eval_errors[-1]
+
+        # check if learning_rates override default value of eta/learning_rate
+        param = {'max_depth': 2, 'silent': 1, 'objective': 'binary:logistic'}
+        evals_result = {}
+        bst = xgb.train(param, dtrain, num_round, watchlist, learning_rates=[0, 0, 0, 0],
+                        evals_result=evals_result)
+        eval_errors = list(map(float, evals_result['eval']['error']))
         assert isinstance(bst, xgb.core.Booster)
+        # validation error should not decrease, if eta/learning_rate = 0
+        assert eval_errors[0] == eval_errors[-1]
 
         # learning_rates as a customized decay function
         def eta_decay(ithround, num_boost_round):