Merge pull request #107 from jinlow/fix-from-xgboost

Fix from xgboost

.github/workflows/CI.yml

@@ -55,12 +55,67 @@ jobs:
         with:
           command: publish
           args: --username __token__ --password ${{ secrets.PYPI_TOKEN }} --interpreter python --skip-existing --manifest-path py-forust/Cargo.toml
-
+# "3.8", "3.9", "3.10",
   macos-build-test:
     strategy:
       matrix:
-        pyversion: ["3.8", "3.9", "3.10", "3.11", "3.12"]
+        pyversion: ["3.11", "3.12"]
     runs-on: "macos-latest"
+    steps:
+      - uses: actions/checkout@v3
+      - name: Install latests stable Rust
+        uses: dtolnay/rust-toolchain@stable
+        with:
+          toolchain: stable
+      - uses: actions/setup-python@v4
+        with:
+          python-version: ${{ matrix.pyversion }}
+          architecture: x64
+      - name: Install deps
+        run: pip install numpy pandas seaborn xgboost=='1.6.1' scikit-learn toml
+      - run: |
+          cp README.md py-forust/README.md
+          cp LICENSE py-forust/LICENSE
+      - name: Update TOML
+        run: python scripts/remove-optional-deps.py
+      - name: Build test data
+        run: python scripts/make_resources.py
+      - name: Run tests
+        run: cargo test --verbose
+      - name: Build Wheels with maturin
+        uses: PyO3/maturin-action@v1
+        with:
+          target: x86_64
+          command: build
+          args: --release --strip --interpreter python --manifest-path py-forust/Cargo.toml --out dist
+      - name: Install wheel
+        run: cd py-forust; pip install --no-deps --force-reinstall -e .; cd ..
+      - name: Run Package Tests
+        run: |
+          pip install pytest pytest-cov 'black>=24.0.0,<25.0.0' ruff setuptools --upgrade
+          cd py-forust
+          ruff check .
+          black --check .
+          pytest --cov-fail-under=90 tests
+          cd ..
+      - name: Save Artifacts
+        uses: actions/upload-artifact@v3
+        with:
+          name: wheels
+          path: dist
+      - if: "startsWith(github.ref, 'refs/tags/')"
+        name: Publish Wheels
+        uses: PyO3/maturin-action@v1
+        with:
+          command: publish
+          target: x86_64
+          args: --username __token__ --password ${{ secrets.PYPI_TOKEN }} --interpreter python --skip-existing --manifest-path py-forust/Cargo.toml
+
+  macos-13-build-test:
+    strategy:
+      matrix:
+        pyversion: ["3.8", "3.9", "3.10"]
+    runs-on: "macos-13"
     steps:
       - uses: actions/checkout@v3
       - name: Install latests stable Rust
@@ -111,6 +166,7 @@ jobs:
           target: x86_64
           args: --username __token__ --password ${{ secrets.PYPI_TOKEN }} --interpreter python --skip-existing --manifest-path py-forust/Cargo.toml
 
+
   linux-build-test:
     runs-on: ubuntu-latest
     strategy:

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "forust-ml"
-version = "0.4.7"
+version = "0.4.8"
 edition = "2021"
 authors = ["James Inlow <[email protected]>"]
 homepage = "https://github.com/jinlow/forust"

README.md

@@ -29,7 +29,7 @@ pip install forust
 
 To use in a rust project add the following to your Cargo.toml file.
 ```toml
-forust-ml = "0.4.7"
+forust-ml = "0.4.8"
 ```
 
 ## Usage

py-forust/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "py-forust"
-version = "0.4.7"
+version = "0.4.8"
 edition = "2021"
 
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
@@ -10,7 +10,7 @@ crate-type = ["cdylib"]
 
 [dependencies]
 pyo3 = { version = "0.20.0", features = ["extension-module"] }
-forust-ml = { version = "0.4.7", path = "../" }
+forust-ml = { version = "0.4.8", path = "../" }
 numpy = "0.20.0"
 ndarray = "0.15.1"
 serde_plain = { version = "1.0" }

py-forust/forust/__init__.py

@@ -95,6 +95,10 @@ def _xgboost_tree_to_nodes(
         )
         if "leaf" not in xgb_node:
             buffer.extend(xgb_node["children"])
+    # We can't depend on the children to be in the "depth-wise" order, sometimes they
+    # will be built with lossguide, in which case the order will differ. Because of this,
+    # We need do tresort the list, by the node number...
+    node_list = sorted(node_list, key=lambda n: n["num"])
     # Ensure the nodeids all align with the nodes index
     for idx, node in enumerate(node_list):
         if idx != node["num"]:

py-forust/tests/test_booster.py

@@ -1157,6 +1157,28 @@ def test_booster_to_xgboosts_with_contributions_shapley_from_xgboost(X_y):
     assert np.allclose(fmod_preds, xmod.predict(X, output_margin=True), atol=0.00001)
 
 
+@pytest.mark.parametrize("growth_policy", ["depthwise", "lossguide"])
+def test_from_xgboost(X_y, growth_policy):
+    X, y = X_y
+    X = X.astype(np.float32)
+    xmod = XGBClassifier(
+        n_estimators=200,
+        learning_rate=0.03,
+        max_depth=10,
+        objective="binary:logitraw",
+        eval_metric="auc",
+        tree_method="hist",
+        base_score=0.5,
+        growth_policy=growth_policy,
+    )
+    xmod.fit(X, y)
+
+    fmod = forust._from_xgboost_model(xmod)
+    assert np.allclose(
+        xmod.predict(X, output_margin=True), fmod.predict(X), atol=0.00001
+    )
+
+
 def test_missing_branch_with_contributions(X_y):
     X, y = X_y
     X = X

rs-example.md

@@ -3,7 +3,7 @@
 To run this example, add the following code to your `Cargo.toml` file.
 ```toml
 [dependencies]
-forust-ml = "0.4.7"
+forust-ml = "0.4.8"
 polars = "0.28"
 reqwest = { version = "0.11", features = ["blocking"] }
 ```