module Xgb class Regressor def initialize(max_depth: 3, learning_rate: 0.1, n_estimators: 100, objective: "reg:squarederror", importance_type: "gain") @params = { max_depth: max_depth, objective: objective, learning_rate: learning_rate } @n_estimators = n_estimators @importance_type = importance_type end def fit(x, y) dtrain = DMatrix.new(x, label: y) @booster = Xgb.train(@params, dtrain, num_boost_round: @n_estimators) nil end def predict(data) dmat = DMatrix.new(data) @booster.predict(dmat) end def save_model(fname) @booster.save_model(fname) end def load_model(fname) @booster = Booster.new(params: @params, model_file: fname) end def feature_importances score = @booster.score(importance_type: @importance_type) scores = @booster.feature_names.map { |k| score[k] || 0.0 } total = scores.sum.to_f scores.map { |s| s / total } end end end