[R-package] Fixed R implementation of upper_bound() and lower_bound()…

… for lgb.Booster (#2785) * [R-package] Fixed R implementation of upper_bound() and lower_bound() for lgb.Booster * [R-package] switched return type to double * fixed R tests on Booster upper_bound() and lower_bound() * fixed linting * moved numeric tolerance into a global constant
microsoft · Feb 23, 2020 · 790c1e3 · 790c1e3
1 parent 4adb9ff
commit 790c1e3
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Showing 3 changed files with 62 additions and 6 deletions.
diff --git a/R-package/R/lgb.Booster.R b/R-package/R/lgb.Booster.R
@@ -322,9 +322,9 @@ Booster <- R6::R6Class(
     },
 
     # Get upper bound
-    upper_bound_ = function() {
+    upper_bound = function() {
 
-      upper_bound <- 0L
+      upper_bound <- 0.0
       lgb.call(
         "LGBM_BoosterGetUpperBoundValue_R"
         , ret = upper_bound
@@ -334,12 +334,12 @@ Booster <- R6::R6Class(
     },
 
     # Get lower bound
-    lower_bound_ = function() {
+    lower_bound = function() {
 
-      lower_bound <- 0L
+      lower_bound <- 0.0
       lgb.call(
         "LGBM_BoosterGetLowerBoundValue_R"
-        , ret = upper_bound
+        , ret = lower_bound
         , private$handle
       )
 

diff --git a/R-package/tests/testthat/test_basic.R b/R-package/tests/testthat/test_basic.R
@@ -7,6 +7,8 @@ test <- agaricus.test
 
 windows_flag <- grepl("Windows", Sys.info()[["sysname"]])
 
+TOLERANCE <- 1e-6
+
 test_that("train and predict binary classification", {
   nrounds <- 10L
   bst <- lightgbm(
@@ -28,7 +30,7 @@ test_that("train and predict binary classification", {
   expect_equal(length(pred1), 6513L)
   err_pred1 <- sum((pred1 > 0.5) != train$label) / length(train$label)
   err_log <- record_results[1L]
-  expect_lt(abs(err_pred1 - err_log), 10e-6)
+  expect_lt(abs(err_pred1 - err_log), TOLERANCE)
 })
 
 
@@ -70,6 +72,36 @@ test_that("use of multiple eval metrics works", {
   expect_false(is.null(bst$record_evals))
 })
 
+test_that("lgb.Booster.upper_bound() and lgb.Booster.lower_bound() work as expected for binary classification", {
+  set.seed(708L)
+  nrounds <- 10L
+  bst <- lightgbm(
+    data = train$data
+    , label = train$label
+    , num_leaves = 5L
+    , nrounds = nrounds
+    , objective = "binary"
+    , metric = "binary_error"
+  )
+  expect_true(abs(bst$lower_bound() - -1.590853) < TOLERANCE)
+  expect_true(abs(bst$upper_bound() - 1.871015) <  TOLERANCE)
+})
+
+test_that("lgb.Booster.upper_bound() and lgb.Booster.lower_bound() work as expected for regression", {
+  set.seed(708L)
+  nrounds <- 10L
+  bst <- lightgbm(
+    data = train$data
+    , label = train$label
+    , num_leaves = 5L
+    , nrounds = nrounds
+    , objective = "regression"
+    , metric = "l2"
+  )
+  expect_true(abs(bst$lower_bound() - 0.1513859) < TOLERANCE)
+  expect_true(abs(bst$upper_bound() - 0.9080349) < TOLERANCE)
+})
+
 test_that("lightgbm() rejects negative or 0 value passed to nrounds", {
   dtrain <- lgb.Dataset(train$data, label = train$label)
   params <- list(objective = "regression", metric = "l2,l1")

diff --git a/include/LightGBM/lightgbm_R.h b/include/LightGBM/lightgbm_R.h
@@ -336,6 +336,30 @@ LIGHTGBM_C_EXPORT LGBM_SE LGBM_BoosterGetCurrentIteration_R(LGBM_SE handle,
   LGBM_SE out,
   LGBM_SE call_state);
 
+/*!
+* \brief Get model upper bound value.
+* \param handle Handle of booster
+* \param[out] out_results Result pointing to max value
+* \return 0 when succeed, -1 when failure happens
+*/
+LIGHTGBM_C_EXPORT LGBM_SE LGBM_BoosterGetUpperBoundValue_R(
+    LGBM_SE handle,
+    LGBM_SE out_result,
+    LGBM_SE call_state
+);
+
+/*!
+* \brief Get model lower bound value.
+* \param handle Handle of booster
+* \param[out] out_results Result pointing to min value
+* \return 0 when succeed, -1 when failure happens
+*/
+LIGHTGBM_C_EXPORT LGBM_SE LGBM_BoosterGetLowerBoundValue_R(
+    LGBM_SE handle,
+    LGBM_SE out_result,
+    LGBM_SE call_state
+);
+
 /*!
 * \brief Get Name of eval
 * \param eval_names eval names