[R] Gracefully handle deprecated parameters

[hcho3]

Reproducer:

require(xgboost)
data(agaricus.train, package='xgboost')
data(agaricus.test, package='xgboost')
train <- agaricus.train
test <- agaricus.test
dtrain <- xgb.DMatrix(data = train$data, label=train$label)
dtest <- xgb.DMatrix(data = test$data, label=test$label)
watchlist <- list(train=dtrain, test=dtest)
bst <- xgb.train(data=dtrain, max_depth=2, eta=1, nthread = 2, nrounds=2,
                 watchlist=watchlist, objective = "binary:logistic")

The current master version fails with cryptic error

Loading required package: xgboost
Error in parse(text = paste(new_par, "<-", pars[[pars_par]])) :
  <text>:1:10: unexpected '<'
1: evals <- <
             ^
Calls: xgb.train -> check.deprecation -> eval -> parse
In addition: Warning message:
In check.deprecation(...) : 'watchlist' is deprecated.
Use 'evals' instead.
See help("Deprecated") and help("xgboost-deprecated").
4: parse(text = paste(new_par, "<-", pars[[pars_par]]))
3: eval(parse(text = paste(new_par, "<-", pars[[pars_par]])), envir = env)
2: check.deprecation(...)
1: xgb.train(data = dtrain, max_depth = 2, eta = 1, nthread = 2,
       nrounds = 2, watchlist = watchlist, objective = "binary:logistic")

The error occurs because the use of eval(parse(...)) does not correctly handle data frame values.
This pull request replaces the expression with assign(...).

Also: Explicitly filter out deprecated parameters from the dot params. In the reproducer script, not filtering out watchlist leads to error Error: No method asJSON S3 class: xgb.DMatrix because watchlist was still part of the params list and R tried to serialize the params list as JSON.

After the fix, the reproducer script successfully runs, with only a warning:

Loading required package: xgboost
[1]     train-logloss:0.233156  test-logloss:0.226460
[2]     train-logloss:0.136542  test-logloss:0.137763
Warning message:
In check.deprecation(...) : 'watchlist' is deprecated.
Use 'evals' instead.
See help("Deprecated") and help("xgboost-deprecated").

[hcho3]

@david-cortes @mayer79 @trivialfis Can I get a review for this patch?

[hcho3]

Let me look at the failing tests.

[trivialfis]

Is this necessary considering that the rewrite will break pretty much everything.

[gtumuluri]

I am running into this exact issue, and am unable to use xgboost. Is there a version that I should be using instead?

Here is what I am using:

> packageVersion('xgboost')
[1] '1.7.7.1'

[hcho3]

@gtumuluri For now, please ensure that you are not using any of the deprecated parameters.

[david-cortes]

LGTM.

Unrelated to the changes here, but since things are being modified:

• It currently suggests:

See help("Deprecated") and help("xgboost-deprecated").

But help("Deprecated") doesn't really help the end user here. Perhaps it could be removed.

• Docs for help("xgboost-deprecated") suggest:

check the xgboost:::depr_par_lut table.

Perhaps it could be publicly exported as a function that would return said table. Might even help package authors that have dependencies on XGBoost.