[R-package] ensure use of interaction_constraints does not lead to features being ignored

[mayer79]

This enhances the R-API of interaction constraints by adding a feature group with those features that do not appear in any of the interaction groups. Currently, these are simply dropped from training, which seems undesirable.

Additionally, it reorganizes the code of the corresponding helper function .check_interaction_constraints().

It solves the R-package part of #6376. I will attempt a separate PR for the Python-package.

Example

.check_interaction_constraints(list("a", 2:3), letters[1:5])

# Output
[[1]]
[1] "[0]"

[[2]]
[1] "[1,2]"

[[3]]
[1] "[3,4]"

Without the PR, the result is

[[1]]
[1] "[0]"

[[2]]
[1] "[1,2]"

i.e., the last two features are silently dropped from the training.

[mayer79]

Getting a failing unit test:

  -- 1. Failure (test_lgb.Booster.R:209:5): Loading a Booster from a text file wor

  bst2$params[names(params)] not equal to `params`.

  Component "interaction_constraints": Length mismatch: comparison on first 2 components

I will have a look at it next week (afk).

[jameslamb]

Thanks! Left a few minor comments.

@ me if you need help with the failing tests. Let's also please get confirmation that excluding omitted features from training wasn't intentional (#6376 (comment)).

[jameslamb]

Hey @mayer79 , across your recent PRs I've seen multiple "fix linting" types of commits. Totally fine to keep using Continuous Integration to get that feedback (we don't have a lot of activity going on in the repo right now), but you'd probably find it faster to run the linting locally. It only requires R and the {lintr} package.

Rscript .ci/lint_r_code.R $(pwd)/R-package

[mayer79]

Hey @mayer79 , across your recent PRs I've seen multiple "fix linting" types of commits. Totally fine to keep using Continuous Integration to get that feedback (we don't have a lot of activity going on in the repo right now), but you'd probably find it faster to run the linting locally. It only requires R and the {lintr} package.

Rscript .ci/lint_r_code.R $(pwd)/R-package

Thanks, this is the stuff that I should have asked long time ago, but never did :-).

[mayer79]

Pipeline seems happy @jameslamb - but really no pressure :-)