Xgboost - Ruby bindings for Xgboost

This gem provides Ruby bindings to the Xgboost library. Xgboost is a Scalable, Portable and Distributed Gradient Boosting Library.

The gem is already used in production by HotelTonight, although it's still pre-1.0, so some APIs can change.

Dependency on the XGBoost shared library

The gem uses FFI to communicate with the shared XGBoost library (libxgboost.so on Linux or libxgboost.dylib on Mac). It'll look for it in /usr/lib, /usr/local/lib, or its own vendor/xgboost/lib directories.

To compile the library, you have the following options:

1. (easiest) Run rake -r xgboost/rake xgboost:install

   This will clone and compile the latest version of dmlc/xgboost, using this script.

2. (easy, stable) Run rake -r xgboost/rake xgboost:install[GIT_SHA]

   This will clone and compile the given commit SHA1 of dmlc/xgboost. This way you're making sure you're locking to the same version of XGBoost across development, CI, staging, and production.

3. (full control) Compile xgboost yourself and put it in /usr/local/lib, e.g.:

   git clone --recurse-submodules https://github.com/dmlc/xgboost.git && cd xgboost && make
   ln -s $(pwd)/lib/libxgboost.[ds]* /usr/local/lib
   # or:
   cp $(pwd)/lib/libxgboost.[ds]* /usr/local/lib

   Depending on your platform, compiling xgboost from source will probably be more tricky than that, please consult the XGBoost docs for help.

Installation

Add this line to your application's Gemfile:

gem 'xgboost'

And then execute:

$ bundle

Or install it yourself as:

$ gem install xgboost

Usage

This gem is mostly useful for inference, for example as part of a Rails request, when you've trained your model using Python or xgboost4j and saved its serialized state to a file, e.g. my.model:

booster = Xgboost::Booster.new
booster.load('my.model')

# Predict a single example
booster.predict([-7.0, 0.0, 2.0]) # => 0.87

# Predict an array of examples
booster.predict([
  [-7.0, 1.0, 2.0],
  [15.0, 3.0, 1.1, 1.0],
  [3.0, Float::NAN, 0.0],
]) # => [0.87, 0.01, 0.15]

By default, Float::NAN is used to impute missing values. You can change that using the missing argument:

booster.predict([-7.0, nil, 2.0], missing: 0.0) # same as booster.predict([-7.0, 0.0, 2.0])

Development

After checking out the repo, run bin/setup to install dependencies and compile XGBoost. Then, run rake to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment. To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb and in CHANGELOG.md, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/PairOnAir/xgboost. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.

License

The gem is available as open source under the terms of the MIT License.

Code of Conduct

Everyone interacting in the Xgboost project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.