XGBoost极限梯度提升树时间序列预测（Matlab完整程序和数据）

/*! * Copyright (c) 2015~2021 by Contributors * \file c_api.h * \author Tianqi Chen * \brief C API of XGBoost, used for interfacing to other languages. */ #ifndef XGBOOST_C_API_H_ #define XGBOOST_C_API_H_ #ifdef __cplusplus #define XGB_EXTERN_C extern "C" #include <cstdio> #include <cstdint> #else #define XGB_EXTERN_C #include <stdio.h> #include <stdint.h> #endif // __cplusplus #if defined(_MSC_VER) || defined(_WIN32) #define XGB_DLL XGB_EXTERN_C __declspec(dllexport) #else #define XGB_DLL XGB_EXTERN_C #endif // defined(_MSC_VER) || defined(_WIN32) // manually define unsigned long typedef uint64_t bst_ulong; // NOLINT(*) /*! \brief handle to DMatrix */ typedef void *DMatrixHandle; // NOLINT(*) /*! \brief handle to Booster */ typedef void *BoosterHandle; // NOLINT(*) /*! * \brief Return the version of the XGBoost library being currently used. * * The output variable is only written if it's not NULL. * * \param major Store the major version number * \param minor Store the minor version number * \param patch Store the patch (revision) number */ XGB_DLL void XGBoostVersion(int* major, int* minor, int* patch); /*! * \brief get string message of the last error * * all function in this file will return 0 when success * and -1 when an error occurred, * XGBGetLastError can be called to retrieve the error * * this function is thread safe and can be called by different thread * \return const char* error information */ XGB_DLL const char *XGBGetLastError(void); /*! * \brief register callback function for LOG(INFO) messages -- helpful messages * that are not errors. * Note: this function can be called by multiple threads. The callback function * will run on the thread that registered it * \return 0 for success, -1 for failure */ XGB_DLL int XGBRegisterLogCallback(void (*callback)(const char*)); /*! * \brief Set global configuration (collection of parameters that apply globally). This function * accepts the list of key-value pairs representing the global-scope parameters to be * configured. The list of key-value pairs are passed in as a JSON string. * \param json_str a JSON string representing the list of key-value pairs. The JSON object shall * be flat: no value can be a JSON object or an array. * \return 0 for success, -1 for failure */ XGB_DLL int XGBSetGlobalConfig(const char* json_str); /*! * \brief Get current global configuration (collection of parameters that apply globally). * \param json_str pointer to received returned global configuration, represented as a JSON string. * \return 0 for success, -1 for failure */ XGB_DLL int XGBGetGlobalConfig(const char** json_str); /*! * \brief load a data matrix * \param fname the name of the file * \param silent whether print messages during loading * \param out a loaded data matrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromFile(const char *fname, int silent, DMatrixHandle *out); /*! * \brief create a matrix content from CSR format * \param indptr pointer to row headers * \param indices findex * \param data fvalue * \param nindptr number of rows in the matrix + 1 * \param nelem number of nonzero elements in the matrix * \param num_col number of columns; when it's set to kAdapterUnknownSize, then guess from data * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromCSREx(const size_t* indptr, const unsigned* indices, const float* data, size_t nindptr, size_t nelem, size_t num_col, DMatrixHandle* out); /*! * \brief Create a matrix from CSR matrix. * \param indptr JSON encoded __array_interface__ to row pointers in CSR. * \param indices JSON encoded __array_interface__ to column indices in CSR. * \param data JSON encoded __array_interface__ to values in CSR. * \param num_col Number of columns. * \param json_config JSON encoded configuration. Required values are: * * - missing * - nthread * * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromCSR(char const *indptr, char const *indices, char const *data, bst_ulong ncol, char const* json_config, DMatrixHandle* out); /*! * \brief Create a matrix from dense array. * \param data JSON encoded __array_interface__ to array values. * \param json_config JSON encoded configuration. Required values are: * * - missing * - nthread * * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromDense(char const *data, char const *json_config, DMatrixHandle *out); /*! * \brief create a matrix content from CSC format * \param col_ptr pointer to col headers * \param indices findex * \param data fvalue * \param nindptr number of rows in the matrix + 1 * \param nelem number of nonzero elements in the matrix * \param num_row number of rows; when it's set to 0, then guess from data * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromCSCEx(const size_t* col_ptr, const unsigned* indices, const float* data, size_t nindptr, size_t nelem, size_t num_row, DMatrixHandle* out); /*! * \brief create matrix content from dense matrix * \param data pointer to the data space * \param nrow number of rows * \param ncol number columns * \param missing which value to represent missing value * \param out created dmatrix * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromMat(const float *data, bst_ulong nrow, bst_ulong ncol, float missing, DMatrixHandle *out); /*! * \brief create matrix content from dense matrix * \param data pointer to the data space * \param nrow number of rows * \param ncol number columns * \param missing which value to represent missing value * \param out created dmatrix * \param nthread number of threads (up to maximum cores available, if <=0 use all cores) * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromMat_omp(const float *data, // NOLINT bst_ulong nrow, bst_ulong ncol, float missing, DMatrixHandle *out, int nthread); /*! * \brief create matrix content from python data table * \param data pointer to pointer to column data * \param feature_stypes pointer to strings * \param nrow number of rows * \param ncol number columns * \param out created dmatrix * \param nthread number of threads (up to maximum cores available, if <=0 use all cores) * \return 0 when success, -1 when failure happens */ XGB_DLL int XGDMatrixCreateFromDT(void** data, const char ** feature_stypes, bst_ulong nrow,