Source code for optuna.integration.xgboost

import optuna

with optuna._imports.try_import() as _imports:
    import xgboost as xgb  # NOQA


def _get_callback_context(env):
    # type: (xgb.core.CallbackEnv) -> str
    """Return whether the current callback context is cv or train.

    .. note::
        `Reference
        <https://github.com/dmlc/xgboost/blob/master/python-package/xgboost/callback.py>`_.
    """

    if env.model is None and env.cvfolds is not None:
        context = "cv"
    else:
        context = "train"
    return context


[docs]class XGBoostPruningCallback(object): """Callback for XGBoost to prune unpromising trials. See `the example <https://github.com/optuna/optuna/blob/master/ examples/pruning/xgboost_integration.py>`__ if you want to add a pruning callback which observes validation AUC of a XGBoost model. Args: trial: A :class:`~optuna.trial.Trial` corresponding to the current evaluation of the objective function. observation_key: An evaluation metric for pruning, e.g., ``validation-error`` and ``validation-merror``. When using the Scikit-Learn API, the index number of ``eval_set`` must be included in the ``observation_key``, e.g., ``validation_0-error`` and ``validation_0-merror``. Please refer to ``eval_metric`` in `XGBoost reference <https://xgboost.readthedocs.io/en/latest/parameter.html>`_ for further details. """
[docs] def __init__(self, trial, observation_key): # type: (optuna.trial.Trial, str) -> None _imports.check() self._trial = trial self._observation_key = observation_key
def __call__(self, env): # type: (xgb.core.CallbackEnv) -> None context = _get_callback_context(env) evaluation_result_list = env.evaluation_result_list if context == "cv": # Remove a third element: the stddev of the metric across the cross-valdation folds. evaluation_result_list = [(key, metric) for key, metric, _ in evaluation_result_list] current_score = dict(evaluation_result_list)[self._observation_key] self._trial.report(current_score, step=env.iteration) if self._trial.should_prune(): message = "Trial was pruned at iteration {}.".format(env.iteration) raise optuna.TrialPruned(message)