From 1e315e4bf04dd2368c92f88c0b18fc6f45fa2857 Mon Sep 17 00:00:00 2001
From: Egill Axfjord Fridgeirsson <egillax@gmail.com>
Date: Fri, 3 May 2024 11:47:26 -0400
Subject: [PATCH] Informative error message when no outcomes in early stopping
 set xgboost (#450)

Closes #447
---
 R/GradientBoostingMachine.R       | 16 ++++++++-------
 tests/testthat/helper-functions.R | 31 +++++++++++++++++++++++++++-
 tests/testthat/test-rclassifier.R | 34 +++++++++++++++++++++++++++++++
 3 files changed, 73 insertions(+), 8 deletions(-)

diff --git a/R/GradientBoostingMachine.R b/R/GradientBoostingMachine.R
index 7035ee44f..fc2a48151 100644
--- a/R/GradientBoostingMachine.R
+++ b/R/GradientBoostingMachine.R
@@ -204,9 +204,13 @@ fitXgboost <- function(
   hyperParameters,
   settings
   ){
-  
-  if(!is.null(hyperParameters$earlyStopRound)){
+  set.seed(settings$seed)
+  if (!is.null(hyperParameters$earlyStopRound)) {
     trainInd <- sample(nrow(dataMatrix), nrow(dataMatrix)*0.9)
+    if (sum(labels$outcomeCount[-trainInd]) == 0) {
+      stop("No outcomes in early stopping set, either increase size of training
+            set or turn off early stopping")
+    }
     train <- xgboost::xgb.DMatrix(
       data = dataMatrix[trainInd,, drop = F], 
       label = labels$outcomeCount[trainInd]
@@ -215,9 +219,9 @@ fitXgboost <- function(
       data = dataMatrix[-trainInd,, drop = F], 
       label = labels$outcomeCount[-trainInd]
       )
-    watchlist <- list(train=train, test=test)
+    watchlist <- list(train = train, test = test)
     
-  } else{
+  } else {
     train <- xgboost::xgb.DMatrix(
       data = dataMatrix, 
       label = labels$outcomeCount
@@ -225,10 +229,9 @@ fitXgboost <- function(
     watchlist <- list()
   }
   
-  outcomes <- sum(labels$outcomeCount>0)
+  outcomes <- sum(labels$outcomeCount > 0)
   N <- nrow(labels)
   outcomeProportion <- outcomes/N
-  set.seed(settings$seed)
   model <- xgboost::xgb.train(
     data = train, 
     params = list(
@@ -240,7 +243,6 @@ fitXgboost <- function(
       lambda = hyperParameters$lambda,
       alpha = hyperParameters$alpha,
       objective = "binary:logistic",
-      #eval.metric = "logloss"
       base_score = outcomeProportion,
       eval_metric = "auc"
     ),
diff --git a/tests/testthat/helper-functions.R b/tests/testthat/helper-functions.R
index 3a44091e8..7170cf2aa 100644
--- a/tests/testthat/helper-functions.R
+++ b/tests/testthat/helper-functions.R
@@ -31,4 +31,33 @@ createTinyPlpData <- function(plpData, plpResult, n= 20) {
   attributes(tinyPlpData)$metaData <- attributes(plpData)$metaData
   class(tinyPlpData) <- class(plpData)
   return(tinyPlpData)
-}
\ No newline at end of file
+}
+
+createData <- function(observations, features, totalFeatures,
+                       numCovs = FALSE,
+                       outcomeRate = 0.5,
+                       seed = 42) {
+  rowId <- rep(1:observations, each = features)
+  withr::with_seed(42, {
+    columnId <- sample(1:totalFeatures, observations * features, replace = TRUE)
+  })
+  covariateValue <- rep(1, observations * features)
+  covariates <- data.frame(rowId = rowId, columnId = columnId, covariateValue = covariateValue)  
+  if (numCovs) {
+    numRow <- 1:observations
+    numCol <- rep(totalFeatures + 1, observations)
+    withr::with_seed(seed, {
+      numVal <- runif(observations)
+    })
+    numCovariates <- data.frame(rowId = as.integer(numRow),
+                                columnId = as.integer(numCol),
+                                covariateValue = numVal)
+    covariates <- rbind(covariates, numCovariates)
+  }
+  withr::with_seed(seed, {
+    labels <- as.numeric(sample(0:1, observations, replace = TRUE, prob = c(1 - outcomeRate, outcomeRate)))  
+  })
+  
+  data <- list(covariates = covariates,  labels = labels)
+  return(data)
+}
diff --git a/tests/testthat/test-rclassifier.R b/tests/testthat/test-rclassifier.R
index 5a0dadc31..72f6d024d 100644
--- a/tests/testthat/test-rclassifier.R
+++ b/tests/testthat/test-rclassifier.R
@@ -116,3 +116,37 @@ test_that("GBM working checks", {
   expect_equal(sum(abs(fitModel$covariateImportance$covariateValue))>0, TRUE)
   
 })
+
+
+test_that("GBM without outcomes in early stopping set errors", {
+  hyperParameters <- list(
+    ntrees = 10,
+    earlyStopRound = 2,
+    maxDepth = 3,
+    learnRate = 0.1,
+    minChildWeight = 1,
+    scalePosWeight = 1,
+    lambda = 1,
+    alpha = 0
+  )
+  observations <- 100
+  features <- 10
+  data <- createData(observations = observations, features = features, 
+                     totalFeatures = 10,
+                     numCovs = FALSE, outcomeRate = 0.05)
+  dataMatrix <- Matrix::sparseMatrix(
+    i = data$covariates %>% dplyr::pull("rowId"),
+    j = data$covariates %>% dplyr::pull("columnId"),
+    x = data$covariates %>% dplyr::pull("covariateValue"),
+    dims = c(observations,features)
+  )
+  labels <- data.frame(outcomeCount = data$labels)
+  settings <- list(seed = 42, threads = 2)
+  expect_error(fitXgboost(dataMatrix = dataMatrix, 
+             labels = labels,
+             hyperParameters = hyperParameters,
+             settings = settings),
+             regexp = "* or turn off early stopping")
+
+})
+