Add XGBRanker and transformer (#649)

* Add XGBRanker and transformer

* Map XGBoostRegressorTransformer to XGBRanker

* Add unit tests

* Remove unused import

* Revert addition of type

* Update function comment

* Distinguish objective based on model class

eland/ml/ml_model.py

@@ -45,7 +45,11 @@ if TYPE_CHECKING:
     except ImportError:
         pass
     try:
-        from xgboost import XGBClassifier, XGBRegressor  # type: ignore # noqa: F401
+        from xgboost import (  # type: ignore # noqa: F401
+            XGBClassifier,
+            XGBRanker,
+            XGBRegressor,
+        )
     except ImportError:
         pass
     try:
@@ -252,6 +256,7 @@ class MLModel:
             "RandomForestRegressor",
             "RandomForestClassifier",
             "XGBClassifier",
+            "XGBRanker",
             "XGBRegressor",
             "LGBMRegressor",
             "LGBMClassifier",
@@ -304,6 +309,11 @@ class MLModel:
                     - "binary:logistic"
                     - "multi:softmax"
                     - "multi:softprob"
+            - xgboost.XGBRanker
+                - only the following objectives are supported:
+                    - "rank:map"
+                    - "rank:ndcg"
+                    - "rank:pairwise"
             - xgboost.XGBRegressor
                 - only the following objectives are supported:
                     - "reg:squarederror"

eland/ml/transformers/xgboost.py

@@ -27,7 +27,13 @@ from .base import ModelTransformer
 
 import_optional_dependency("xgboost", on_version="warn")
 
-from xgboost import Booster, XGBClassifier, XGBModel, XGBRegressor  # type: ignore
+from xgboost import (  # type: ignore
+    Booster,
+    XGBClassifier,
+    XGBModel,
+    XGBRanker,
+    XGBRegressor,
+)
 
 
 class XGBoostForestTransformer(ModelTransformer):
@@ -140,7 +146,7 @@ class XGBoostForestTransformer(ModelTransformer):
         if len(tree_nodes) > 0:
             transformed_trees.append(self.build_tree(tree_nodes))
         # We add this stump as XGBoost adds the base_score to the regression outputs
-        if self._objective.partition(":")[0] == "reg":
+        if self._objective.partition(":")[0] in ["reg", "rank"]:
             transformed_trees.append(self.build_base_score_stump())
         return transformed_trees
 
@@ -184,6 +190,7 @@ class XGBoostForestTransformer(ModelTransformer):
 
 class XGBoostRegressorTransformer(XGBoostForestTransformer):
     def __init__(self, model: XGBRegressor, feature_names: List[str]):
+        self._regressor_model = model
         # XGBRegressor.base_score defaults to 0.5.
         base_score = model.base_score
         if base_score is None:
@@ -197,6 +204,13 @@ class XGBoostRegressorTransformer(XGBoostForestTransformer):
         return "regression"
 
     def is_objective_supported(self) -> bool:
+        if isinstance(self._regressor_model, XGBRanker):
+            return self._objective in {
+                "rank:pairwise",
+                "rank:ndcg",
+                "rank:map",
+            }
+
         return self._objective in {
             "reg:squarederror",
             "reg:squaredlogerror",
@@ -264,5 +278,6 @@ class XGBoostClassifierTransformer(XGBoostForestTransformer):
 
 _MODEL_TRANSFORMERS: Dict[type, Type[ModelTransformer]] = {
     XGBRegressor: XGBoostRegressorTransformer,
+    XGBRanker: XGBoostRegressorTransformer,
     XGBClassifier: XGBoostClassifierTransformer,
 }

tests/ml/test_ml_model_pytest.py

@@ -40,7 +40,7 @@ except ImportError:
     HAS_SKLEARN = False
 
 try:
-    from xgboost import XGBClassifier, XGBRegressor
+    from xgboost import XGBClassifier, XGBRanker, XGBRegressor
 
     HAS_XGBOOST = True
 except ImportError:
@@ -555,6 +555,45 @@ class TestMLModel:
         # Clean up
         es_model.delete_model()
 
+    @requires_xgboost
+    @pytest.mark.parametrize("compress_model_definition", [True, False])
+    @pytest.mark.parametrize(
+        "objective",
+        ["rank:ndcg", "rank:map", "rank:pairwise"],
+    )
+    def test_xgb_ranker(self, compress_model_definition, objective):
+        X, y = datasets.make_classification(n_features=5)
+        rng = np.random.default_rng()
+        qid = rng.integers(0, 3, size=X.shape[0])
+
+        # Sort the inputs based on query index
+        sorted_idx = np.argsort(qid)
+        X = X[sorted_idx, :]
+        y = y[sorted_idx]
+        qid = qid[sorted_idx]
+
+        ranker = XGBRanker(objective=objective)
+        ranker.fit(X, y, qid=qid)
+
+        # Serialise the models to Elasticsearch
+        feature_names = ["f0", "f1", "f2", "f3", "f4"]
+        model_id = "test_xgb_ranker"
+
+        es_model = MLModel.import_model(
+            ES_TEST_CLIENT,
+            model_id,
+            ranker,
+            feature_names,
+            es_if_exists="replace",
+            es_compress_model_definition=compress_model_definition,
+        )
+
+        # Get some test results
+        check_prediction_equality(es_model, ranker, random_rows(X, 20))
+
+        # Clean up
+        es_model.delete_model()
+
     @requires_xgboost
     @pytest.mark.parametrize("compress_model_definition", [True, False])
     @pytest.mark.parametrize(