Source code for optuna.integration.xgboost

import optuna

    import xgboost as xgb  # NOQA

    _available = True
except ImportError as e:
    _import_error = e
    # XGBoostPruningCallback is disabled because XGBoost is not available.
    _available = False

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

    .. note::

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

[docs]class XGBoostPruningCallback(object): """Callback for XGBoost to prune unpromising trials. See `the example < examples/pruning/>`__ 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 <>`_ for further details. """ def __init__(self, trial, observation_key): # type: (optuna.trial.Trial, str) -> None _check_xgboost_availability() 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], step=env.iteration) if self._trial.should_prune(): message = "Trial was pruned at iteration {}.".format(env.iteration) raise optuna.TrialPruned(message)
def _check_xgboost_availability(): # type: () -> None if not _available: raise ImportError( "XGBoost is not available. Please install XGBoost to use this feature. " "XGBoost can be installed by executing `$ pip install xgboost`. " "For further information, please refer to the installation guide of XGBoost. " "(The actual import error is as follows: " + str(_import_error) + ")" )