python package : https://github.com/mwburke/xgboost-python-deploy
import xgboost as xgb import numpy as np import pandas as pd from xgb_deploy.fmap import generate_fmap_from_pandas from xgb_deploy.model import ProdEstimator from sklearn.model_selection import train_test_split import json import random dim_float = 80 dim_int = 20 n = 50000 df_float = pd.DataFrame(np.random.rand(n,dim_float)) df_float.columns = ['float_%s'%i for i in range(dim_float)] df_int = pd.DataFrame(np.random.randint(0,10,size=(n,dim_int))) df_int.columns = ['int_%s'%i for i in range(dim_int)] feature_cols = list(df_float.columns)+list(df_int.columns) df_data = pd.concat([df_float,df_int],axis=1) df_data['label'] = np.random.randint(0,2,n) print(df_data['label'].value_counts()) print(df_data.shape) print(df_data.head(5)) generate_fmap_from_pandas(df_data, 'demo_fmap.txt') X_train, X_test, y_train, y_test = train_test_split(df_data[feature_cols], df_data['label'], test_size=0.33) dtrain = xgb.DMatrix(data=X_train, label=y_train) dtest = xgb.DMatrix(data=X_test, label=y_test) classification_params = { 'base_score': 0.5, # np.mean(y_train), 'max_depth': 3, 'eta': 0.1, 'objective': 'binary:logistic', 'eval_metric': 'auc', 'silent': 1, 'n_jobs ':-1 } clf = xgb.XGBClassifier(**classification_params) clf.fit(X_train, y_train,eval_set=[(X_train, y_train), (X_test, y_test)],eval_metric='logloss',verbose=True) X_test['pred1'] = clf.predict_proba(X_test)[:,1] model = clf._Booster model.dump_model(fout='demo_xgb.json', fmap='demo_fmap.txt', dump_format='json') with open('demo_xgb.json', 'r') as f: model_data = json.load(f) estimator = ProdEstimator(model_data, pred_type='classification', base_score=classification_params['base_score']) X_test['pred2'] = estimator.predict(X_test.to_dict(orient='records')) X_test['diff'] = X_test['pred1'] - X_test['pred2'] print(X_test[['pred1','pred2','diff']].head(30)) print(X_test['diff'].sum())
pred1 pred2 diff
33243 0.515672 0.515672 1.635301e-08 15742 0.478694 0.478694 3.468678e-08 24815 0.596091 0.596091 -5.536898e-09 33120 0.489696 0.489696 4.128085e-08 29388 0.472804 0.472804 -6.701184e-09 33662 0.478668 0.478668 1.495377e-08 15019 0.495415 0.495415 -1.104315e-09 7787 0.555280 0.555280 -1.022957e-08 39378 0.494439 0.494439 5.891659e-08 15317 0.481563 0.481563 1.630472e-08 31946 0.533403 0.533403 -2.231835e-08 16784 0.484454 0.484454 2.196223e-08 13511 0.529494 0.529494 -2.274838e-09 11304 0.492583 0.492583 -1.724794e-09 9583 0.501279 0.501279 -1.815183e-09 31448 0.517019 0.517019 -2.593171e-08 38030 0.482880 0.482880 -1.191063e-08 49734 0.479614 0.479614 -1.770112e-08 15682 0.479675 0.479675 4.876058e-09 30756 0.539753 0.539753 9.885628e-09 4829 0.507685 0.507685 2.341456e-08 49888 0.502952 0.502952 2.951946e-08 41311 0.500395 0.500395 1.270836e-08 22434 0.486226 0.486226 1.047917e-08 45807 0.531456 0.531457 -3.217818e-08 25009 0.490071 0.490071 2.752955e-08 3419 0.516763 0.516763 -2.142890e-09 18176 0.486686 0.486686 -5.403653e-09 18296 0.490275 0.490275 -3.624349e-08 314 0.496112 0.496112 -1.507733e-08 -0.05263647978160496