Merge pull request #72 from mayer79/more_examples

add XGBoost and LightGBM example to README

README.md

@@ -277,6 +277,126 @@ perm_importance(fit, X = iris, y = "Species", loss = "mlogloss")
 
 ![](man/figures/multivariate_ice.svg)
 
+## XGBoost and LightGBM
+
+Here, we provide simple examples for working with XGBoost and LightGBM classification. 
+
+Their predict function requires to pass `reshape = TRUE`.
+
+### LightGBM
+
+```r
+library(hstats)
+library(lightgbm)
+
+set.seed(1)
+
+ix <- c(1:40, 51:90, 101:140)
+X <- data.matrix(iris[, -5])
+y <- as.integer(iris[, 5]) - 1
+X_train <- X[ix, ]
+X_valid <- X[-ix, ]
+y_train <- y[ix]
+y_valid <- y[-ix]
+
+params <- list(objective = "multiclass", num_class = 3, learning_rate = 0.2)
+dtrain <- lgb.Dataset(X_train, label = y_train)
+dvalid <- lgb.Dataset(X_valid, label = y_valid)
+
+fit <- lgb.train(
+  params = params, 
+  data = dtrain,
+  valids = list(valid = dvalid),
+  early_stopping_rounds = 20,
+  nrounds = 1000
+)
+
+# Check that predictions require reshape = TRUE to be a matrix
+predict(fit, head(X_pred, 2), reshape = TRUE)
+#           [,1]         [,2]         [,3]
+# [1,] 0.9999997 2.918695e-07 2.858720e-14
+# [2,] 0.9999999 1.038470e-07 7.337221e-10
+
+# mlogloss: 9.331699e-05
+average_loss(fit, X = X_valid, y = y_valid, loss = "mlogloss", reshape = TRUE)
+
+partial_dep(fit, v = "Petal.Length", X = X_train, reshape = TRUE) |> 
+  plot(show_points = FALSE)
+
+ice(fit, v = "Petal.Length", X = X_train, reshape = TRUE) |> 
+  plot(swap_dim = TRUE, alpha = 0.05)
+
+perm_importance(
+  fit, X = X_valid, y = y_valid, loss = "mlogloss", reshape = TRUE, m_rep = 100
+)
+# Permutation importance regarding mlogloss
+# Petal.Length  Petal.Width  Sepal.Width Sepal.Length 
+#   2.61783760   1.00647382   0.08414687   0.01011645 
+
+# Interaction statistics (H-statistics)
+(H <- hstats(fit, X = X_train, reshape = TRUE))  # 0.3010446 0.4167927 0.1623982
+plot(H, normalize = FALSE, squared = FALSE)
+```
+
+![](man/figures/lightgbm.svg)
+
+### XGBoost
+
+```r
+library(hstats)
+library(xgboost)
+
+set.seed(1)
+
+ix <- c(1:40, 51:90, 101:140)
+X <- data.matrix(iris[, -5])
+y <- as.integer(iris[, 5]) - 1
+X_train <- X[ix, ]
+X_valid <- X[-ix, ]
+y_train <- y[ix]
+y_valid <- y[-ix]
+
+params <- list(objective = "multi:softprob", num_class = 3, learning_rate = 0.2)
+dtrain <- xgb.DMatrix(X_train, label = y_train)
+dvalid <- xgb.DMatrix(X_valid, label = y_valid)
+
+fit <- xgb.train(
+  params = params, 
+  data = dtrain,
+  watchlist = list(valid = dvalid),
+  early_stopping_rounds = 20,
+  nrounds = 1000
+)
+
+# We need to pass reshape = TRUE to get a beautiful matrix
+predict(fit, head(X_pred, 2), reshape = TRUE)
+#           [,1]        [,2]         [,3]
+# [1,] 0.9974016 0.002130089 0.0004682819
+# [2,] 0.9971375 0.002129525 0.0007328897
+
+# mlogloss: 0.006689544
+average_loss(fit, X = X_valid, y = y_valid, loss = "mlogloss", reshape = TRUE)
+
+partial_dep(fit, v = "Petal.Length", X = X_train, reshape = TRUE) |> 
+  plot(show_points = FALSE)
+
+ice(fit, v = "Petal.Length", X = X_train, reshape = TRUE) |> 
+  plot(alpha = 0.05)
+
+perm_importance(
+  fit, X = X_valid, y = y_valid, loss = "mlogloss", reshape = TRUE, m_rep = 100
+)
+# Permutation importance regarding mlogloss
+# Petal.Length  Petal.Width Sepal.Length  Sepal.Width 
+#  1.731532873  0.276671377  0.009158659  0.005717263 
+
+# Interaction statistics (H-statistics)
+(H <- hstats(fit, X = X_train, reshape = TRUE))  # 0.02714399 0.16067364 0.11606973
+plot(H, normalize = FALSE, squared = FALSE)
+```
+
+![](man/figures/xgboost.svg)
+
 ## Meta-learning packages
 
 Here, we provide some working examples for "tidymodels", "caret", and "mlr3".