basic.py 176 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
"""Wrapper for C API of LightGBM."""
3
import abc
wxchan's avatar
wxchan committed
4
import ctypes
5
import json
wxchan's avatar
wxchan committed
6
import warnings
7
from collections import OrderedDict
8
from copy import deepcopy
9
from enum import Enum
10
from functools import wraps
11
from os import SEEK_END, environ
12
13
from os.path import getsize
from pathlib import Path
14
from tempfile import NamedTemporaryFile
15
from typing import Any, Callable, Dict, Iterable, List, Optional, Set, Tuple, Union
wxchan's avatar
wxchan committed
16
17
18
19

import numpy as np
import scipy.sparse

20
from .compat import PANDAS_INSTALLED, concat, dt_DataTable, pd_CategoricalDtype, pd_DataFrame, pd_Series
wxchan's avatar
wxchan committed
21
22
from .libpath import find_lib_path

23
24
25
26
27
28
29
30
31
__all__ = [
    'Booster',
    'Dataset',
    'LGBMDeprecationWarning',
    'LightGBMError',
    'register_logger',
    'Sequence',
]

32
_DatasetHandle = ctypes.c_void_p
33
_LGBM_EvalFunctionResultType = Tuple[str, float, bool]
34
_LGBM_BoosterBestScoreType = Dict[str, Dict[str, float]]
35
_LGBM_BoosterEvalMethodResultType = Tuple[str, str, float, bool]
36
37
38
39
40
41
_LGBM_LabelType = Union[
    list,
    np.ndarray,
    pd_Series,
    pd_DataFrame
]
42

43
44
45
ZERO_THRESHOLD = 1e-35


46
47
48
49
def _is_zero(x: float) -> bool:
    return -ZERO_THRESHOLD <= x <= ZERO_THRESHOLD


50
def _get_sample_count(total_nrow: int, params: str) -> int:
51
52
53
    sample_cnt = ctypes.c_int(0)
    _safe_call(_LIB.LGBM_GetSampleCount(
        ctypes.c_int32(total_nrow),
54
        _c_str(params),
55
56
57
58
        ctypes.byref(sample_cnt),
    ))
    return sample_cnt.value

wxchan's avatar
wxchan committed
59

60
61
62
63
64
65
class _MissingType(Enum):
    NONE = 'None'
    NAN = 'NaN'
    ZERO = 'Zero'


66
class _DummyLogger:
67
    def info(self, msg: str) -> None:
68
69
        print(msg)

70
    def warning(self, msg: str) -> None:
71
72
73
        warnings.warn(msg, stacklevel=3)


74
75
76
_LOGGER: Any = _DummyLogger()
_INFO_METHOD_NAME = "info"
_WARNING_METHOD_NAME = "warning"
77
78


79
80
81
82
def _has_method(logger: Any, method_name: str) -> bool:
    return callable(getattr(logger, method_name, None))


83
84
85
def register_logger(
    logger: Any, info_method_name: str = "info", warning_method_name: str = "warning"
) -> None:
86
87
88
89
    """Register custom logger.

    Parameters
    ----------
90
    logger : Any
91
        Custom logger.
92
93
94
95
    info_method_name : str, optional (default="info")
        Method used to log info messages.
    warning_method_name : str, optional (default="warning")
        Method used to log warning messages.
96
    """
97
98
99
100
101
102
    if not _has_method(logger, info_method_name) or not _has_method(logger, warning_method_name):
        raise TypeError(
            f"Logger must provide '{info_method_name}' and '{warning_method_name}' method"
        )

    global _LOGGER, _INFO_METHOD_NAME, _WARNING_METHOD_NAME
103
    _LOGGER = logger
104
105
    _INFO_METHOD_NAME = info_method_name
    _WARNING_METHOD_NAME = warning_method_name
106
107


108
def _normalize_native_string(func: Callable[[str], None]) -> Callable[[str], None]:
109
    """Join log messages from native library which come by chunks."""
110
    msg_normalized: List[str] = []
111
112

    @wraps(func)
113
    def wrapper(msg: str) -> None:
114
115
116
117
118
119
120
121
122
123
124
        nonlocal msg_normalized
        if msg.strip() == '':
            msg = ''.join(msg_normalized)
            msg_normalized = []
            return func(msg)
        else:
            msg_normalized.append(msg)

    return wrapper


125
def _log_info(msg: str) -> None:
126
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
127
128


129
def _log_warning(msg: str) -> None:
130
    getattr(_LOGGER, _WARNING_METHOD_NAME)(msg)
131
132
133


@_normalize_native_string
134
def _log_native(msg: str) -> None:
135
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
136
137


138
def _log_callback(msg: bytes) -> None:
139
    """Redirect logs from native library into Python."""
140
    _log_native(str(msg.decode('utf-8')))
141
142


143
def _load_lib() -> ctypes.CDLL:
144
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
145
146
147
    lib_path = find_lib_path()
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
148
    callback = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
149
    lib.callback = callback(_log_callback)  # type: ignore[attr-defined]
150
    if lib.LGBM_RegisterLogCallback(lib.callback) != 0:
151
        raise LightGBMError(lib.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
152
153
    return lib

wxchan's avatar
wxchan committed
154

155
156
157
158
159
160
161
# we don't need lib_lightgbm while building docs
_LIB: ctypes.CDLL
if environ.get('LIGHTGBM_BUILD_DOC', False):
    from unittest.mock import Mock  # isort: skip
    _LIB = Mock(ctypes.CDLL)  # type: ignore
else:
    _LIB = _load_lib()
wxchan's avatar
wxchan committed
162

wxchan's avatar
wxchan committed
163

164
_NUMERIC_TYPES = (int, float, bool)
165
_ArrayLike = Union[List, np.ndarray, pd_Series]
166
167


168
def _safe_call(ret: int) -> None:
169
170
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
171
172
173
    Parameters
    ----------
    ret : int
174
        The return value from C API calls.
wxchan's avatar
wxchan committed
175
176
    """
    if ret != 0:
177
        raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
178

wxchan's avatar
wxchan committed
179

180
def _is_numeric(obj: Any) -> bool:
181
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
182
183
184
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
185
186
187
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
188
189
        return False

wxchan's avatar
wxchan committed
190

191
def _is_numpy_1d_array(data: Any) -> bool:
192
    """Check whether data is a numpy 1-D array."""
193
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
194

wxchan's avatar
wxchan committed
195

196
def _is_numpy_column_array(data: Any) -> bool:
197
198
199
200
201
202
203
    """Check whether data is a column numpy array."""
    if not isinstance(data, np.ndarray):
        return False
    shape = data.shape
    return len(shape) == 2 and shape[1] == 1


204
def _cast_numpy_array_to_dtype(array: np.ndarray, dtype: np.dtype) -> np.ndarray:
205
    """Cast numpy array to given dtype."""
206
207
208
209
210
    if array.dtype == dtype:
        return array
    return array.astype(dtype=dtype, copy=False)


211
def _is_1d_list(data: Any) -> bool:
212
    """Check whether data is a 1-D list."""
213
    return isinstance(data, list) and (not data or _is_numeric(data[0]))
wxchan's avatar
wxchan committed
214

wxchan's avatar
wxchan committed
215

216
217
218
def _is_1d_collection(data: Any) -> bool:
    """Check whether data is a 1-D collection."""
    return (
219
        _is_numpy_1d_array(data)
220
        or _is_numpy_column_array(data)
221
        or _is_1d_list(data)
222
223
224
225
        or isinstance(data, pd_Series)
    )


226
def _list_to_1d_numpy(data, dtype=np.float32, name='list'):
227
    """Convert data to numpy 1-D array."""
228
    if _is_numpy_1d_array(data):
229
        return _cast_numpy_array_to_dtype(data, dtype)
230
    elif _is_numpy_column_array(data):
231
232
        _log_warning('Converting column-vector to 1d array')
        array = data.ravel()
233
        return _cast_numpy_array_to_dtype(array, dtype)
234
    elif _is_1d_list(data):
wxchan's avatar
wxchan committed
235
        return np.array(data, dtype=dtype, copy=False)
236
    elif isinstance(data, pd_Series):
237
        _check_for_bad_pandas_dtypes(data.to_frame().dtypes)
238
        return np.array(data, dtype=dtype, copy=False)  # SparseArray should be supported as well
wxchan's avatar
wxchan committed
239
    else:
240
241
        raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                        "It should be list, numpy 1-D array or pandas Series")
wxchan's avatar
wxchan committed
242

wxchan's avatar
wxchan committed
243

244
245
246
247
248
249
250
def _is_numpy_2d_array(data: Any) -> bool:
    """Check whether data is a numpy 2-D array."""
    return isinstance(data, np.ndarray) and len(data.shape) == 2 and data.shape[1] > 1


def _is_2d_list(data: Any) -> bool:
    """Check whether data is a 2-D list."""
251
    return isinstance(data, list) and len(data) > 0 and _is_1d_list(data[0])
252
253
254
255
256
257
258
259
260
261
262
263
264
265


def _is_2d_collection(data: Any) -> bool:
    """Check whether data is a 2-D collection."""
    return (
        _is_numpy_2d_array(data)
        or _is_2d_list(data)
        or isinstance(data, pd_DataFrame)
    )


def _data_to_2d_numpy(data: Any, dtype: type = np.float32, name: str = 'list') -> np.ndarray:
    """Convert data to numpy 2-D array."""
    if _is_numpy_2d_array(data):
266
        return _cast_numpy_array_to_dtype(data, dtype)
267
268
269
    if _is_2d_list(data):
        return np.array(data, dtype=dtype)
    if isinstance(data, pd_DataFrame):
270
        _check_for_bad_pandas_dtypes(data.dtypes)
271
        return _cast_numpy_array_to_dtype(data.values, dtype)
272
273
274
275
    raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                    "It should be list of lists, numpy 2-D array or pandas DataFrame")


276
def _cfloat32_array_to_numpy(cptr: Any, length: int) -> np.ndarray:
277
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
278
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
279
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
280
    else:
281
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
282

Guolin Ke's avatar
Guolin Ke committed
283

284
def _cfloat64_array_to_numpy(cptr: Any, length: int) -> np.ndarray:
285
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
286
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
287
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
Guolin Ke's avatar
Guolin Ke committed
288
289
290
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
291

292
def _cint32_array_to_numpy(cptr: Any, length: int) -> np.ndarray:
293
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
294
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
295
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
296
    else:
297
298
299
        raise RuntimeError('Expected int32 pointer')


300
def _cint64_array_to_numpy(cptr: Any, length: int) -> np.ndarray:
301
302
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int64)):
303
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
304
305
    else:
        raise RuntimeError('Expected int64 pointer')
wxchan's avatar
wxchan committed
306

wxchan's avatar
wxchan committed
307

308
def _c_str(string: str) -> ctypes.c_char_p:
309
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
310
311
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
312

313
def _c_array(ctype: type, values: List[Any]) -> ctypes.Array:
314
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
315
316
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
317

318
def _json_default_with_numpy(obj: Any) -> Any:
319
320
321
322
323
324
325
326
327
    """Convert numpy classes to JSON serializable objects."""
    if isinstance(obj, (np.integer, np.floating, np.bool_)):
        return obj.item()
    elif isinstance(obj, np.ndarray):
        return obj.tolist()
    else:
        return obj


328
329
330
331
332
333
334
335
def _to_string(x: Union[int, float, str, List]) -> str:
    if isinstance(x, list):
        val_list = ",".join(str(val) for val in x)
        return f"[{val_list}]"
    else:
        return str(x)


336
def _param_dict_to_str(data: Optional[Dict[str, Any]]) -> str:
337
    """Convert Python dictionary to string, which is passed to C API."""
338
    if data is None or not data:
wxchan's avatar
wxchan committed
339
340
341
        return ""
    pairs = []
    for key, val in data.items():
342
        if isinstance(val, (list, tuple, set)) or _is_numpy_1d_array(val):
343
            pairs.append(f"{key}={','.join(map(_to_string, val))}")
344
        elif isinstance(val, (str, Path, _NUMERIC_TYPES)) or _is_numeric(val):
345
            pairs.append(f"{key}={val}")
346
        elif val is not None:
347
            raise TypeError(f'Unknown type of parameter:{key}, got:{type(val).__name__}')
wxchan's avatar
wxchan committed
348
    return ' '.join(pairs)
349

wxchan's avatar
wxchan committed
350

351
class _TempFile:
352
353
    """Proxy class to workaround errors on Windows."""

354
355
356
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
357
            self.path = Path(self.name)
358
        return self
wxchan's avatar
wxchan committed
359

360
    def __exit__(self, exc_type, exc_val, exc_tb):
361
362
        if self.path.is_file():
            self.path.unlink()
363

wxchan's avatar
wxchan committed
364

365
class LightGBMError(Exception):
366
367
    """Error thrown by LightGBM."""

368
369
370
    pass


371
372
373
374
375
376
377
378
# DeprecationWarning is not shown by default, so let's create our own with higher level
class LGBMDeprecationWarning(UserWarning):
    """Custom deprecation warning."""

    pass


class _ConfigAliases:
379
380
381
382
    # lazy evaluation to allow import without dynamic library, e.g., for docs generation
    aliases = None

    @staticmethod
383
    def _get_all_param_aliases() -> Dict[str, List[str]]:
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_DumpParamAliases(
            ctypes.c_int64(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        # if buffer length is not long enough, re-allocate a buffer
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_DumpParamAliases(
                ctypes.c_int64(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        aliases = json.loads(
            string_buffer.value.decode('utf-8'),
403
            object_hook=lambda obj: {k: [k] + v for k, v in obj.items()}
404
405
        )
        return aliases
406
407

    @classmethod
408
409
410
    def get(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
411
412
        ret = set()
        for i in args:
413
            ret.update(cls.get_sorted(i))
414
415
        return ret

416
417
418
419
420
421
    @classmethod
    def get_sorted(cls, name: str) -> List[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
        return cls.aliases.get(name, [name])

422
    @classmethod
423
424
425
    def get_by_alias(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
426
427
428
429
        ret = set(args)
        for arg in args:
            for aliases in cls.aliases.values():
                if arg in aliases:
430
                    ret.update(aliases)
431
432
433
                    break
        return ret

434

435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
def _choose_param_value(main_param_name: str, params: Dict[str, Any], default_value: Any) -> Dict[str, Any]:
    """Get a single parameter value, accounting for aliases.

    Parameters
    ----------
    main_param_name : str
        Name of the main parameter to get a value for. One of the keys of ``_ConfigAliases``.
    params : dict
        Dictionary of LightGBM parameters.
    default_value : Any
        Default value to use for the parameter, if none is found in ``params``.

    Returns
    -------
    params : dict
        A ``params`` dict with exactly one value for ``main_param_name``, and all aliases ``main_param_name`` removed.
        If both ``main_param_name`` and one or more aliases for it are found, the value of ``main_param_name`` will be preferred.
    """
    # avoid side effects on passed-in parameters
    params = deepcopy(params)

456
457
    aliases = _ConfigAliases.get_sorted(main_param_name)
    aliases = [a for a in aliases if a != main_param_name]
458
459

    # if main_param_name was provided, keep that value and remove all aliases
460
    if main_param_name in params.keys():
461
462
463
        for param in aliases:
            params.pop(param, None)
        return params
464

465
466
467
468
469
    # if main param name was not found, search for an alias
    for param in aliases:
        if param in params.keys():
            params[main_param_name] = params[param]
            break
470

471
472
473
474
475
476
477
    if main_param_name in params.keys():
        for param in aliases:
            params.pop(param, None)
        return params

    # neither of main_param_name, aliases were found
    params[main_param_name] = default_value
478
479
480
481

    return params


482
_MAX_INT32 = (1 << 31) - 1
483

484
"""Macro definition of data type in C API of LightGBM"""
485
486
487
488
_C_API_DTYPE_FLOAT32 = 0
_C_API_DTYPE_FLOAT64 = 1
_C_API_DTYPE_INT32 = 2
_C_API_DTYPE_INT64 = 3
Guolin Ke's avatar
Guolin Ke committed
489

490
"""Matrix is row major in Python"""
491
_C_API_IS_ROW_MAJOR = 1
wxchan's avatar
wxchan committed
492

493
"""Macro definition of prediction type in C API of LightGBM"""
494
495
496
497
_C_API_PREDICT_NORMAL = 0
_C_API_PREDICT_RAW_SCORE = 1
_C_API_PREDICT_LEAF_INDEX = 2
_C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
498

499
"""Macro definition of sparse matrix type"""
500
501
_C_API_MATRIX_TYPE_CSR = 0
_C_API_MATRIX_TYPE_CSC = 1
502

503
"""Macro definition of feature importance type"""
504
505
_C_API_FEATURE_IMPORTANCE_SPLIT = 0
_C_API_FEATURE_IMPORTANCE_GAIN = 1
506

507
"""Data type of data field"""
508
509
510
511
512
513
_FIELD_TYPE_MAPPER = {
    "label": _C_API_DTYPE_FLOAT32,
    "weight": _C_API_DTYPE_FLOAT32,
    "init_score": _C_API_DTYPE_FLOAT64,
    "group": _C_API_DTYPE_INT32
}
wxchan's avatar
wxchan committed
514

515
"""String name to int feature importance type mapper"""
516
517
518
519
_FEATURE_IMPORTANCE_TYPE_MAPPER = {
    "split": _C_API_FEATURE_IMPORTANCE_SPLIT,
    "gain": _C_API_FEATURE_IMPORTANCE_GAIN
}
520

wxchan's avatar
wxchan committed
521

522
def _convert_from_sliced_object(data: np.ndarray) -> np.ndarray:
523
    """Fix the memory of multi-dimensional sliced object."""
524
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
525
        if not data.flags.c_contiguous:
526
527
            _log_warning("Usage of np.ndarray subset (sliced data) is not recommended "
                         "due to it will double the peak memory cost in LightGBM.")
528
529
530
531
            return np.copy(data)
    return data


532
def _c_float_array(data):
533
    """Get pointer of float numpy array / list."""
534
    if _is_1d_list(data):
wxchan's avatar
wxchan committed
535
        data = np.array(data, copy=False)
536
    if _is_numpy_1d_array(data):
537
        data = _convert_from_sliced_object(data)
538
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
539
540
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
541
            type_data = _C_API_DTYPE_FLOAT32
wxchan's avatar
wxchan committed
542
543
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
544
            type_data = _C_API_DTYPE_FLOAT64
wxchan's avatar
wxchan committed
545
        else:
546
            raise TypeError(f"Expected np.float32 or np.float64, met type({data.dtype})")
wxchan's avatar
wxchan committed
547
    else:
548
        raise TypeError(f"Unknown type({type(data).__name__})")
549
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
550

wxchan's avatar
wxchan committed
551

552
def _c_int_array(data):
553
    """Get pointer of int numpy array / list."""
554
    if _is_1d_list(data):
wxchan's avatar
wxchan committed
555
        data = np.array(data, copy=False)
556
    if _is_numpy_1d_array(data):
557
        data = _convert_from_sliced_object(data)
558
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
559
560
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
561
            type_data = _C_API_DTYPE_INT32
wxchan's avatar
wxchan committed
562
563
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
564
            type_data = _C_API_DTYPE_INT64
wxchan's avatar
wxchan committed
565
        else:
566
            raise TypeError(f"Expected np.int32 or np.int64, met type({data.dtype})")
wxchan's avatar
wxchan committed
567
    else:
568
        raise TypeError(f"Unknown type({type(data).__name__})")
569
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
570

wxchan's avatar
wxchan committed
571

572
def _is_allowed_numpy_dtype(dtype) -> bool:
573
    float128 = getattr(np, 'float128', type(None))
574
575
576
577
    return (
        issubclass(dtype, (np.integer, np.floating, np.bool_))
        and not issubclass(dtype, (np.timedelta64, float128))
    )
578
579


580
def _check_for_bad_pandas_dtypes(pandas_dtypes_series: pd_Series) -> None:
581
582
    bad_pandas_dtypes = [
        f'{column_name}: {pandas_dtype}'
583
        for column_name, pandas_dtype in pandas_dtypes_series.items()
584
        if not _is_allowed_numpy_dtype(pandas_dtype.type)
585
586
587
588
    ]
    if bad_pandas_dtypes:
        raise ValueError('pandas dtypes must be int, float or bool.\n'
                         f'Fields with bad pandas dtypes: {", ".join(bad_pandas_dtypes)}')
589
590


591
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
592
    if isinstance(data, pd_DataFrame):
593
594
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
595
        if feature_name == 'auto' or feature_name is None:
596
            data = data.rename(columns=str, copy=False)
597
        cat_cols = [col for col, dtype in zip(data.columns, data.dtypes) if isinstance(dtype, pd_CategoricalDtype)]
598
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
599
600
601
602
603
        if pandas_categorical is None:  # train dataset
            pandas_categorical = [list(data[col].cat.categories) for col in cat_cols]
        else:
            if len(cat_cols) != len(pandas_categorical):
                raise ValueError('train and valid dataset categorical_feature do not match.')
604
            for col, category in zip(cat_cols, pandas_categorical):
605
606
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
607
        if len(cat_cols):  # cat_cols is list
608
            data = data.copy(deep=False)  # not alter origin DataFrame
609
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
610
611
612
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
613
            if categorical_feature == 'auto':  # use cat cols from DataFrame
614
                categorical_feature = cat_cols_not_ordered
615
616
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
617
618
        if feature_name == 'auto':
            feature_name = list(data.columns)
619
        _check_for_bad_pandas_dtypes(data.dtypes)
620
621
622
        df_dtypes = [dtype.type for dtype in data.dtypes]
        df_dtypes.append(np.float32)  # so that the target dtype considers floats
        target_dtype = np.find_common_type(df_dtypes, [])
623
624
625
626
627
628
629
630
631
632
        try:
            # most common case (no nullable dtypes)
            data = data.to_numpy(dtype=target_dtype, copy=False)
        except TypeError:
            # 1.0 <= pd version < 1.1 and nullable dtypes, least common case
            # raises error because array is casted to type(pd.NA) and there's no na_value argument
            data = data.astype(target_dtype, copy=False).values
        except ValueError:
            # data has nullable dtypes, but we can specify na_value argument and copy will be made
            data = data.to_numpy(dtype=target_dtype, na_value=np.nan)
633
634
635
636
637
638
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
639
640


641
def _dump_pandas_categorical(pandas_categorical, file_name=None):
642
    categorical_json = json.dumps(pandas_categorical, default=_json_default_with_numpy)
643
    pandas_str = f'\npandas_categorical:{categorical_json}\n'
644
645
646
647
648
649
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


650
651
652
653
def _load_pandas_categorical(
    file_name: Optional[Union[str, Path]] = None,
    model_str: Optional[str] = None
) -> Optional[str]:
654
655
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
656
    if file_name is not None:
657
        max_offset = -getsize(file_name)
658
659
660
661
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
662
                f.seek(offset, SEEK_END)
663
664
665
666
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
667
        last_line = lines[-1].decode('utf-8').strip()
668
        if not last_line.startswith(pandas_key):
669
            last_line = lines[-2].decode('utf-8').strip()
670
    elif model_str is not None:
671
672
673
674
675
676
        idx = model_str.rfind('\n', 0, offset)
        last_line = model_str[idx:].strip()
    if last_line.startswith(pandas_key):
        return json.loads(last_line[len(pandas_key):])
    else:
        return None
677
678


679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
class Sequence(abc.ABC):
    """
    Generic data access interface.

    Object should support the following operations:

    .. code-block::

        # Get total row number.
        >>> len(seq)
        # Random access by row index. Used for data sampling.
        >>> seq[10]
        # Range data access. Used to read data in batch when constructing Dataset.
        >>> seq[0:100]
        # Optionally specify batch_size to control range data read size.
        >>> seq.batch_size

    - With random access, **data sampling does not need to go through all data**.
    - With range data access, there's **no need to read all data into memory thus reduce memory usage**.

699
700
    .. versionadded:: 3.3.0

701
702
703
704
705
706
707
708
709
    Attributes
    ----------
    batch_size : int
        Default size of a batch.
    """

    batch_size = 4096  # Defaults to read 4K rows in each batch.

    @abc.abstractmethod
710
    def __getitem__(self, idx: Union[int, slice, List[int]]) -> np.ndarray:
711
712
713
714
715
716
717
        """Return data for given row index.

        A basic implementation should look like this:

        .. code-block:: python

            if isinstance(idx, numbers.Integral):
718
                return self._get_one_line(idx)
719
            elif isinstance(idx, slice):
720
721
                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
            elif isinstance(idx, list):
722
                # Only required if using ``Dataset.subset()``.
723
                return np.array([self._get_one_line(i) for i in idx])
724
            else:
725
                raise TypeError(f"Sequence index must be integer, slice or list, got {type(idx).__name__}")
726
727
728

        Parameters
        ----------
729
        idx : int, slice[int], list[int]
730
731
732
733
            Item index.

        Returns
        -------
734
        result : numpy 1-D array or numpy 2-D array
735
            1-D array if idx is int, 2-D array if idx is slice or list.
736
737
738
739
740
741
742
743
744
        """
        raise NotImplementedError("Sub-classes of lightgbm.Sequence must implement __getitem__()")

    @abc.abstractmethod
    def __len__(self) -> int:
        """Return row count of this sequence."""
        raise NotImplementedError("Sub-classes of lightgbm.Sequence must implement __len__()")


745
class _InnerPredictor:
746
747
748
749
750
    """_InnerPredictor of LightGBM.

    Not exposed to user.
    Used only for prediction, usually used for continued training.

Nikita Titov's avatar
Nikita Titov committed
751
752
753
    .. note::

        Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
754
    """
755

756
757
758
759
760
761
    def __init__(
        self,
        model_file: Optional[Union[str, Path]] = None,
        booster_handle: Optional[ctypes.c_void_p] = None,
        pred_parameter: Optional[Dict[str, Any]] = None
    ):
762
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
763
764
765

        Parameters
        ----------
766
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
767
            Path to the model file.
768
769
770
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
771
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
772
773
774
775
776
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
777
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
778
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
779
                _c_str(str(model_file)),
wxchan's avatar
wxchan committed
780
781
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
782
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
783
784
785
786
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
787
            self.num_total_iteration = out_num_iterations.value
788
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
789
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
790
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
791
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
792
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
793
794
795
796
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
797
            self.num_total_iteration = self.current_iteration()
798
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
799
        else:
800
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
801

802
        pred_parameter = {} if pred_parameter is None else pred_parameter
803
        self.pred_parameter = _param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
804

805
    def __del__(self) -> None:
806
807
808
809
810
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
811

812
    def __getstate__(self) -> Dict[str, Any]:
813
814
815
816
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

817
818
819
820
821
822
823
824
825
826
827
    def predict(
        self,
        data,
        start_iteration: int = 0,
        num_iteration: int = -1,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False
    ):
828
        """Predict logic.
wxchan's avatar
wxchan committed
829
830
831

        Parameters
        ----------
832
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
833
            Data source for prediction.
834
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
835
836
        start_iteration : int, optional (default=0)
            Start index of the iteration to predict.
837
838
839
840
841
842
843
844
845
846
847
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
        data_has_header : bool, optional (default=False)
            Whether data has header.
            Used only for txt data.
848
849
850
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
wxchan's avatar
wxchan committed
851
852
853

        Returns
        -------
854
        result : numpy array, scipy.sparse or list of scipy.sparse
855
            Prediction result.
856
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
857
        """
wxchan's avatar
wxchan committed
858
        if isinstance(data, Dataset):
859
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
860
861
862
863
864
865
866
867
868
869
870
        elif isinstance(data, pd_DataFrame) and validate_features:
            data_names = [str(x) for x in data.columns]
            ptr_names = (ctypes.c_char_p * len(data_names))()
            ptr_names[:] = [x.encode('utf-8') for x in data_names]
            _safe_call(
                _LIB.LGBM_BoosterValidateFeatureNames(
                    self.handle,
                    ptr_names,
                    ctypes.c_int(len(data_names)),
                )
            )
871
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
872
        predict_type = _C_API_PREDICT_NORMAL
wxchan's avatar
wxchan committed
873
        if raw_score:
874
            predict_type = _C_API_PREDICT_RAW_SCORE
wxchan's avatar
wxchan committed
875
        if pred_leaf:
876
            predict_type = _C_API_PREDICT_LEAF_INDEX
877
        if pred_contrib:
878
            predict_type = _C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
879
        int_data_has_header = 1 if data_has_header else 0
cbecker's avatar
cbecker committed
880

881
        if isinstance(data, (str, Path)):
882
            with _TempFile() as f:
wxchan's avatar
wxchan committed
883
884
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
885
                    _c_str(str(data)),
Guolin Ke's avatar
Guolin Ke committed
886
887
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
888
                    ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
889
                    ctypes.c_int(num_iteration),
890
891
                    _c_str(self.pred_parameter),
                    _c_str(f.name)))
892
893
                preds = np.loadtxt(f.name, dtype=np.float64)
                nrow = preds.shape[0]
wxchan's avatar
wxchan committed
894
        elif isinstance(data, scipy.sparse.csr_matrix):
895
            preds, nrow = self.__pred_for_csr(data, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
896
        elif isinstance(data, scipy.sparse.csc_matrix):
897
            preds, nrow = self.__pred_for_csc(data, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
898
        elif isinstance(data, np.ndarray):
899
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
900
901
902
        elif isinstance(data, list):
            try:
                data = np.array(data)
903
            except BaseException:
904
                raise ValueError('Cannot convert data list to numpy array.')
905
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
906
        elif isinstance(data, dt_DataTable):
907
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
908
909
        else:
            try:
910
                _log_warning('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
911
                csr = scipy.sparse.csr_matrix(data)
912
            except BaseException:
913
                raise TypeError(f'Cannot predict data for type {type(data).__name__}')
914
            preds, nrow = self.__pred_for_csr(csr, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
915
916
        if pred_leaf:
            preds = preds.astype(np.int32)
917
        is_sparse = scipy.sparse.issparse(preds) or isinstance(preds, list)
918
        if not is_sparse and preds.size != nrow:
wxchan's avatar
wxchan committed
919
            if preds.size % nrow == 0:
920
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
921
            else:
922
                raise ValueError(f'Length of predict result ({preds.size}) cannot be divide nrow ({nrow})')
wxchan's avatar
wxchan committed
923
924
        return preds

925
    def __get_num_preds(self, start_iteration, num_iteration, nrow, predict_type):
926
        """Get size of prediction result."""
927
        if nrow > _MAX_INT32:
928
            raise LightGBMError('LightGBM cannot perform prediction for data '
929
                                f'with number of rows greater than MAX_INT32 ({_MAX_INT32}).\n'
930
                                'You can split your data into chunks '
931
                                'and then concatenate predictions for them')
Guolin Ke's avatar
Guolin Ke committed
932
933
934
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
935
936
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
937
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
938
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
939
940
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
941

942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
    def __inner_predict_np2d(
        self,
        mat: np.ndarray,
        start_iteration: int,
        num_iteration: int,
        predict_type: int,
        preds: Optional[np.ndarray]
    ) -> Tuple[np.ndarray, int]:
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:  # change non-float data to float data, need to copy
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data, _ = _c_float_array(data)
        n_preds = self.__get_num_preds(start_iteration, num_iteration, mat.shape[0], predict_type)
        if preds is None:
            preds = np.empty(n_preds, dtype=np.float64)
        elif len(preds.shape) != 1 or len(preds) != n_preds:
            raise ValueError("Wrong length of pre-allocated predict array")
        out_num_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
            self.handle,
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
        if n_preds != out_num_preds.value:
            raise ValueError("Wrong length for predict results")
        return preds, mat.shape[0]

    def __pred_for_np2d(
        self,
        mat: np.ndarray,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
    ) -> Tuple[np.ndarray, int]:
985
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
986
        if len(mat.shape) != 2:
987
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
988

989
        nrow = mat.shape[0]
990
991
        if nrow > _MAX_INT32:
            sections = np.arange(start=_MAX_INT32, stop=nrow, step=_MAX_INT32)
992
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
993
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
994
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
995
            preds = np.empty(sum(n_preds), dtype=np.float64)
996
997
            for chunk, (start_idx_pred, end_idx_pred) in zip(np.array_split(mat, sections),
                                                             zip(n_preds_sections, n_preds_sections[1:])):
998
                # avoid memory consumption by arrays concatenation operations
999
1000
1001
1002
1003
1004
1005
                self.__inner_predict_np2d(
                    mat=chunk,
                    start_iteration=start_iteration,
                    num_iteration=num_iteration,
                    predict_type=predict_type,
                    preds=preds[start_idx_pred:end_idx_pred]
                )
1006
            return preds, nrow
wxchan's avatar
wxchan committed
1007
        else:
1008
1009
1010
1011
1012
1013
1014
            return self.__inner_predict_np2d(
                mat=mat,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type,
                preds=None
            )
wxchan's avatar
wxchan committed
1015

1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
    def __create_sparse_native(
        self,
        cs: Union[scipy.sparse.csc_matrix, scipy.sparse.csr_matrix],
        out_shape,
        out_ptr_indptr,
        out_ptr_indices,
        out_ptr_data,
        indptr_type,
        data_type,
        is_csr: bool
    ):
1027
1028
1029
        # create numpy array from output arrays
        data_indices_len = out_shape[0]
        indptr_len = out_shape[1]
1030
        if indptr_type == _C_API_DTYPE_INT32:
1031
            out_indptr = _cint32_array_to_numpy(out_ptr_indptr, indptr_len)
1032
        elif indptr_type == _C_API_DTYPE_INT64:
1033
            out_indptr = _cint64_array_to_numpy(out_ptr_indptr, indptr_len)
1034
1035
        else:
            raise TypeError("Expected int32 or int64 type for indptr")
1036
        if data_type == _C_API_DTYPE_FLOAT32:
1037
            out_data = _cfloat32_array_to_numpy(out_ptr_data, data_indices_len)
1038
        elif data_type == _C_API_DTYPE_FLOAT64:
1039
            out_data = _cfloat64_array_to_numpy(out_ptr_data, data_indices_len)
1040
1041
        else:
            raise TypeError("Expected float32 or float64 type for data")
1042
        out_indices = _cint32_array_to_numpy(out_ptr_indices, data_indices_len)
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
        # break up indptr based on number of rows (note more than one matrix in multiclass case)
        per_class_indptr_shape = cs.indptr.shape[0]
        # for CSC there is extra column added
        if not is_csr:
            per_class_indptr_shape += 1
        out_indptr_arrays = np.split(out_indptr, out_indptr.shape[0] / per_class_indptr_shape)
        # reformat output into a csr or csc matrix or list of csr or csc matrices
        cs_output_matrices = []
        offset = 0
        for cs_indptr in out_indptr_arrays:
            matrix_indptr_len = cs_indptr[cs_indptr.shape[0] - 1]
            cs_indices = out_indices[offset + cs_indptr[0]:offset + matrix_indptr_len]
            cs_data = out_data[offset + cs_indptr[0]:offset + matrix_indptr_len]
            offset += matrix_indptr_len
            # same shape as input csr or csc matrix except extra column for expected value
            cs_shape = [cs.shape[0], cs.shape[1] + 1]
            # note: make sure we copy data as it will be deallocated next
            if is_csr:
                cs_output_matrices.append(scipy.sparse.csr_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
            else:
                cs_output_matrices.append(scipy.sparse.csc_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
        # free the temporary native indptr, indices, and data
        _safe_call(_LIB.LGBM_BoosterFreePredictSparse(out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                      ctypes.c_int(indptr_type), ctypes.c_int(data_type)))
        if len(cs_output_matrices) == 1:
            return cs_output_matrices[0]
        return cs_output_matrices

1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
    def __inner_predict_csr(
        self,
        csr: scipy.sparse.csr_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int,
        preds: Optional[np.ndarray]
    ) -> Tuple[np.ndarray, int]:
        nrow = len(csr.indptr) - 1
        n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
        if preds is None:
            preds = np.empty(n_preds, dtype=np.float64)
        elif len(preds.shape) != 1 or len(preds) != n_preds:
            raise ValueError("Wrong length of pre-allocated predict array")
        out_num_preds = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
1086

1087
1088
        ptr_indptr, type_ptr_indptr, _ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
1089

1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
        assert csr.shape[1] <= _MAX_INT32
        csr_indices = csr.indices.astype(np.int32, copy=False)

        _safe_call(_LIB.LGBM_BoosterPredictForCSR(
            self.handle,
            ptr_indptr,
            ctypes.c_int(type_ptr_indptr),
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
        if n_preds != out_num_preds.value:
            raise ValueError("Wrong length for predict results")
        return preds, nrow

    def __inner_predict_csr_sparse(
        self,
        csr: scipy.sparse.csr_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
    ):
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
        csr_indices = csr.indices.astype(np.int32, copy=False)
        matrix_type = _C_API_MATRIX_TYPE_CSR
        if type_ptr_indptr == _C_API_DTYPE_INT32:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
        else:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
        out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
        if type_ptr_data == _C_API_DTYPE_FLOAT32:
            out_ptr_data = ctypes.POINTER(ctypes.c_float)()
        else:
            out_ptr_data = ctypes.POINTER(ctypes.c_double)()
        out_shape = np.empty(2, dtype=np.int64)
        _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
            self.handle,
            ptr_indptr,
            ctypes.c_int(type_ptr_indptr),
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.c_int(matrix_type),
            out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
            ctypes.byref(out_ptr_indptr),
            ctypes.byref(out_ptr_indices),
            ctypes.byref(out_ptr_data)))
        matrices = self.__create_sparse_native(
            cs=csr,
            out_shape=out_shape,
            out_ptr_indptr=out_ptr_indptr,
            out_ptr_indices=out_ptr_indices,
            out_ptr_data=out_ptr_data,
            indptr_type=type_ptr_indptr,
            data_type=type_ptr_data,
            is_csr=True
        )
        nrow = len(csr.indptr) - 1
        return matrices, nrow

    def __pred_for_csr(self, csr, start_iteration, num_iteration, predict_type):
        """Predict for a CSR data."""
1168
        if predict_type == _C_API_PREDICT_CONTRIB:
1169
1170
1171
1172
1173
1174
            return self.__inner_predict_csr_sparse(
                csr=csr,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1175
        nrow = len(csr.indptr) - 1
1176
1177
        if nrow > _MAX_INT32:
            sections = [0] + list(np.arange(start=_MAX_INT32, stop=nrow, step=_MAX_INT32)) + [nrow]
1178
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
1179
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff(sections)]
1180
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1181
            preds = np.empty(sum(n_preds), dtype=np.float64)
1182
1183
            for (start_idx, end_idx), (start_idx_pred, end_idx_pred) in zip(zip(sections, sections[1:]),
                                                                            zip(n_preds_sections, n_preds_sections[1:])):
1184
                # avoid memory consumption by arrays concatenation operations
1185
1186
1187
1188
1189
1190
1191
                self.__inner_predict_csr(
                    csr=csr[start_idx:end_idx],
                    start_iteration=start_iteration,
                    num_iteration=num_iteration,
                    predict_type=predict_type,
                    preds=preds[start_idx_pred:end_idx_pred]
                )
1192
1193
            return preds, nrow
        else:
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
            return self.__inner_predict_csr(
                csr=csr,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type,
                preds=None
            )

    def __inner_predict_sparse_csc(
        self,
        csc,
        start_iteration,
        num_iteration,
        predict_type
    ):
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
        csc_indices = csc.indices.astype(np.int32, copy=False)
        matrix_type = _C_API_MATRIX_TYPE_CSC
        if type_ptr_indptr == _C_API_DTYPE_INT32:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
        else:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
        out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
        if type_ptr_data == _C_API_DTYPE_FLOAT32:
            out_ptr_data = ctypes.POINTER(ctypes.c_float)()
        else:
            out_ptr_data = ctypes.POINTER(ctypes.c_double)()
        out_shape = np.empty(2, dtype=np.int64)
        _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
            self.handle,
            ptr_indptr,
            ctypes.c_int(type_ptr_indptr),
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.c_int(matrix_type),
            out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
            ctypes.byref(out_ptr_indptr),
            ctypes.byref(out_ptr_indices),
            ctypes.byref(out_ptr_data)))
        matrices = self.__create_sparse_native(
            cs=csc,
            out_shape=out_shape,
            out_ptr_indptr=out_ptr_indptr,
            out_ptr_indices=out_ptr_indices,
            out_ptr_data=out_ptr_data,
            indptr_type=type_ptr_indptr,
            data_type=type_ptr_data,
            is_csr=False
        )
        nrow = csc.shape[0]
        return matrices, nrow
Guolin Ke's avatar
Guolin Ke committed
1254

1255
    def __pred_for_csc(self, csc, start_iteration, num_iteration, predict_type):
1256
        """Predict for a CSC data."""
Guolin Ke's avatar
Guolin Ke committed
1257
        nrow = csc.shape[0]
1258
        if nrow > _MAX_INT32:
1259
            return self.__pred_for_csr(csc.tocsr(), start_iteration, num_iteration, predict_type)
1260
        if predict_type == _C_API_PREDICT_CONTRIB:
1261
1262
1263
1264
1265
1266
            return self.__inner_predict_sparse_csc(
                csc=csc,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1267
        n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
1268
        preds = np.empty(n_preds, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1269
1270
        out_num_preds = ctypes.c_int64(0)

1271
1272
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
1273

1274
        assert csc.shape[0] <= _MAX_INT32
1275
        csc_indices = csc.indices.astype(np.int32, copy=False)
1276

Guolin Ke's avatar
Guolin Ke committed
1277
1278
1279
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
1280
            ctypes.c_int(type_ptr_indptr),
1281
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1282
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1283
1284
1285
1286
1287
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
1288
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1289
            ctypes.c_int(num_iteration),
1290
            _c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
1291
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
1292
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1293
        if n_preds != out_num_preds.value:
1294
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
1295
1296
        return preds, nrow

1297
    def current_iteration(self) -> int:
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
        out_cur_iter = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

wxchan's avatar
wxchan committed
1311

1312
class Dataset:
wxchan's avatar
wxchan committed
1313
    """Dataset in LightGBM."""
1314

1315
1316
1317
    def __init__(
        self,
        data,
1318
        label: Optional[_LGBM_LabelType] = None,
1319
1320
1321
1322
1323
1324
1325
1326
1327
        reference: Optional["Dataset"] = None,
        weight=None,
        group=None,
        init_score=None,
        feature_name='auto',
        categorical_feature='auto',
        params: Optional[Dict[str, Any]] = None,
        free_raw_data: bool = True
    ):
1328
        """Initialize Dataset.
1329

wxchan's avatar
wxchan committed
1330
1331
        Parameters
        ----------
1332
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
1333
            Data source of Dataset.
1334
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1335
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1336
1337
1338
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
1339
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1340
            Weight for each instance. Weights should be non-negative.
1341
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1342
1343
1344
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1345
1346
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
1347
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
1348
            Init score for Dataset.
1349
        feature_name : list of str, or 'auto', optional (default="auto")
1350
1351
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
1352
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
1353
1354
            Categorical features.
            If list of int, interpreted as indices.
1355
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
1356
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
1357
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
1358
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
1359
            All negative values in categorical features will be treated as missing values.
1360
            The output cannot be monotonically constrained with respect to a categorical feature.
1361
            Floating point numbers in categorical features will be rounded towards 0.
Nikita Titov's avatar
Nikita Titov committed
1362
        params : dict or None, optional (default=None)
1363
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1364
        free_raw_data : bool, optional (default=True)
1365
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
1366
        """
1367
        self.handle: Optional[_DatasetHandle] = None
wxchan's avatar
wxchan committed
1368
1369
1370
1371
1372
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
1373
        self.init_score = init_score
wxchan's avatar
wxchan committed
1374
        self.feature_name = feature_name
1375
        self.categorical_feature = categorical_feature
1376
        self.params = deepcopy(params)
wxchan's avatar
wxchan committed
1377
        self.free_raw_data = free_raw_data
1378
        self.used_indices: Optional[List[int]] = None
1379
        self._need_slice = True
1380
        self._predictor: Optional[_InnerPredictor] = None
1381
        self.pandas_categorical = None
1382
        self._params_back_up = None
1383
        self.version = 0
1384
        self._start_row = 0  # Used when pushing rows one by one.
wxchan's avatar
wxchan committed
1385

1386
    def __del__(self) -> None:
1387
1388
1389
1390
        try:
            self._free_handle()
        except AttributeError:
            pass
1391

1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
    def _create_sample_indices(self, total_nrow: int) -> np.ndarray:
        """Get an array of randomly chosen indices from this ``Dataset``.

        Indices are sampled without replacement.

        Parameters
        ----------
        total_nrow : int
            Total number of rows to sample from.
            If this value is greater than the value of parameter ``bin_construct_sample_cnt``, only ``bin_construct_sample_cnt`` indices will be used.
            If Dataset has multiple input data, this should be the sum of rows of every file.

        Returns
        -------
        indices : numpy array
            Indices for sampled data.
        """
1409
        param_str = _param_dict_to_str(self.get_params())
1410
1411
        sample_cnt = _get_sample_count(total_nrow, param_str)
        indices = np.empty(sample_cnt, dtype=np.int32)
1412
        ptr_data, _, _ = _c_int_array(indices)
1413
1414
1415
1416
        actual_sample_cnt = ctypes.c_int32(0)

        _safe_call(_LIB.LGBM_SampleIndices(
            ctypes.c_int32(total_nrow),
1417
            _c_str(param_str),
1418
1419
1420
            ptr_data,
            ctypes.byref(actual_sample_cnt),
        ))
1421
1422
        assert sample_cnt == actual_sample_cnt.value
        return indices
1423

1424
1425
1426
1427
1428
    def _init_from_ref_dataset(
        self,
        total_nrow: int,
        ref_dataset: _DatasetHandle
    ) -> 'Dataset':
1429
1430
1431
1432
1433
1434
        """Create dataset from a reference dataset.

        Parameters
        ----------
        total_nrow : int
            Number of rows expected to add to dataset.
1435
1436
        ref_dataset : object
            Handle of reference dataset to extract metadata from.
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461

        Returns
        -------
        self : Dataset
            Constructed Dataset object.
        """
        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateByReference(
            ref_dataset,
            ctypes.c_int64(total_nrow),
            ctypes.byref(self.handle),
        ))
        return self

    def _init_from_sample(
        self,
        sample_data: List[np.ndarray],
        sample_indices: List[np.ndarray],
        sample_cnt: int,
        total_nrow: int,
    ) -> "Dataset":
        """Create Dataset from sampled data structures.

        Parameters
        ----------
1462
        sample_data : list of numpy array
1463
            Sample data for each column.
1464
        sample_indices : list of numpy array
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
            Sample data row index for each column.
        sample_cnt : int
            Number of samples.
        total_nrow : int
            Total number of rows for all input files.

        Returns
        -------
        self : Dataset
            Constructed Dataset object.
        """
        ncol = len(sample_indices)
        assert len(sample_data) == ncol, "#sample data column != #column indices"

        for i in range(ncol):
            if sample_data[i].dtype != np.double:
                raise ValueError(f"sample_data[{i}] type {sample_data[i].dtype} is not double")
            if sample_indices[i].dtype != np.int32:
                raise ValueError(f"sample_indices[{i}] type {sample_indices[i].dtype} is not int32")

        # c type: double**
        # each double* element points to start of each column of sample data.
        sample_col_ptr = (ctypes.POINTER(ctypes.c_double) * ncol)()
        # c type int**
        # each int* points to start of indices for each column
        indices_col_ptr = (ctypes.POINTER(ctypes.c_int32) * ncol)()
        for i in range(ncol):
1492
1493
            sample_col_ptr[i] = _c_float_array(sample_data[i])[0]
            indices_col_ptr[i] = _c_int_array(sample_indices[i])[0]
1494
1495

        num_per_col = np.array([len(d) for d in sample_indices], dtype=np.int32)
1496
        num_per_col_ptr, _, _ = _c_int_array(num_per_col)
1497
1498

        self.handle = ctypes.c_void_p()
1499
        params_str = _param_dict_to_str(self.get_params())
1500
1501
1502
1503
1504
1505
1506
        _safe_call(_LIB.LGBM_DatasetCreateFromSampledColumn(
            ctypes.cast(sample_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.cast(indices_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_int32))),
            ctypes.c_int32(ncol),
            num_per_col_ptr,
            ctypes.c_int32(sample_cnt),
            ctypes.c_int32(total_nrow),
1507
            ctypes.c_int64(total_nrow),
1508
            _c_str(params_str),
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
            ctypes.byref(self.handle),
        ))
        return self

    def _push_rows(self, data: np.ndarray) -> 'Dataset':
        """Add rows to Dataset.

        Parameters
        ----------
        data : numpy 1-D array
            New data to add to the Dataset.

        Returns
        -------
        self : Dataset
            Dataset object.
        """
        nrow, ncol = data.shape
        data = data.reshape(data.size)
1528
        data_ptr, data_type, _ = _c_float_array(data)
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540

        _safe_call(_LIB.LGBM_DatasetPushRows(
            self.handle,
            data_ptr,
            data_type,
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol),
            ctypes.c_int32(self._start_row),
        ))
        self._start_row += nrow
        return self

1541
    def get_params(self) -> Dict[str, Any]:
1542
1543
1544
1545
        """Get the used parameters in the Dataset.

        Returns
        -------
1546
        params : dict
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
            The used parameters in this Dataset object.
        """
        if self.params is not None:
            # no min_data, nthreads and verbose in this function
            dataset_params = _ConfigAliases.get("bin_construct_sample_cnt",
                                                "categorical_feature",
                                                "data_random_seed",
                                                "enable_bundle",
                                                "feature_pre_filter",
                                                "forcedbins_filename",
                                                "group_column",
                                                "header",
                                                "ignore_column",
                                                "is_enable_sparse",
                                                "label_column",
1562
                                                "linear_tree",
1563
1564
1565
1566
                                                "max_bin",
                                                "max_bin_by_feature",
                                                "min_data_in_bin",
                                                "pre_partition",
Nikita Titov's avatar
Nikita Titov committed
1567
                                                "precise_float_parser",
1568
1569
1570
1571
1572
                                                "two_round",
                                                "use_missing",
                                                "weight_column",
                                                "zero_as_missing")
            return {k: v for k, v in self.params.items() if k in dataset_params}
1573
1574
        else:
            return {}
1575

1576
    def _free_handle(self) -> "Dataset":
1577
        if self.handle is not None:
1578
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
1579
            self.handle = None
1580
        self._need_slice = True
Guolin Ke's avatar
Guolin Ke committed
1581
1582
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
1583
        return self
wxchan's avatar
wxchan committed
1584

1585
1586
1587
1588
1589
1590
    def _set_init_score_by_predictor(
        self,
        predictor: Optional[_InnerPredictor],
        data,
        used_indices: Optional[List[int]]
    ):
Guolin Ke's avatar
Guolin Ke committed
1591
        data_has_header = False
1592
        if isinstance(data, (str, Path)):
Guolin Ke's avatar
Guolin Ke committed
1593
            # check data has header or not
1594
            data_has_header = any(self.params.get(alias, False) for alias in _ConfigAliases.get("header"))
Guolin Ke's avatar
Guolin Ke committed
1595
        num_data = self.num_data()
1596
1597
1598
        if predictor is not None:
            init_score = predictor.predict(data,
                                           raw_score=True,
1599
1600
                                           data_has_header=data_has_header)
            init_score = init_score.ravel()
1601
            if used_indices is not None:
1602
                assert not self._need_slice
1603
                if isinstance(data, (str, Path)):
1604
                    sub_init_score = np.empty(num_data * predictor.num_class, dtype=np.float64)
1605
                    assert num_data == len(used_indices)
1606
1607
                    for i in range(len(used_indices)):
                        for j in range(predictor.num_class):
1608
1609
1610
1611
                            sub_init_score[i * predictor.num_class + j] = init_score[used_indices[i] * predictor.num_class + j]
                    init_score = sub_init_score
            if predictor.num_class > 1:
                # need to regroup init_score
1612
                new_init_score = np.empty(init_score.size, dtype=np.float64)
1613
1614
                for i in range(num_data):
                    for j in range(predictor.num_class):
1615
1616
1617
                        new_init_score[j * num_data + i] = init_score[i * predictor.num_class + j]
                init_score = new_init_score
        elif self.init_score is not None:
1618
            init_score = np.zeros(self.init_score.shape, dtype=np.float64)
1619
1620
        else:
            return self
Guolin Ke's avatar
Guolin Ke committed
1621
1622
        self.set_init_score(init_score)

1623
1624
1625
    def _lazy_init(
        self,
        data,
1626
        label: Optional[_LGBM_LabelType] = None,
1627
1628
1629
1630
1631
1632
1633
1634
1635
        reference: Optional["Dataset"] = None,
        weight=None,
        group=None,
        init_score=None,
        predictor=None,
        feature_name='auto',
        categorical_feature='auto',
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
wxchan's avatar
wxchan committed
1636
1637
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
1638
            return self
Guolin Ke's avatar
Guolin Ke committed
1639
1640
1641
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
1642
1643
1644
1645
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
Guolin Ke's avatar
Guolin Ke committed
1646

1647
        # process for args
wxchan's avatar
wxchan committed
1648
        params = {} if params is None else params
1649
1650
1651
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
1652
        for key in params.keys():
1653
            if key in args_names:
1654
1655
                _log_warning(f'{key} keyword has been found in `params` and will be ignored.\n'
                             f'Please use {key} argument of the Dataset constructor to pass this parameter.')
1656
        # get categorical features
1657
1658
1659
1660
1661
1662
        if categorical_feature is not None:
            categorical_indices = set()
            feature_dict = {}
            if feature_name is not None:
                feature_dict = {name: i for i, name in enumerate(feature_name)}
            for name in categorical_feature:
1663
                if isinstance(name, str) and name in feature_dict:
1664
                    categorical_indices.add(feature_dict[name])
1665
                elif isinstance(name, int):
1666
1667
                    categorical_indices.add(name)
                else:
1668
                    raise TypeError(f"Wrong type({type(name).__name__}) or unknown name({name}) in categorical_feature")
1669
            if categorical_indices:
1670
1671
                for cat_alias in _ConfigAliases.get("categorical_feature"):
                    if cat_alias in params:
1672
                        # If the params[cat_alias] is equal to categorical_indices, do not report the warning.
1673
                        if not (isinstance(params[cat_alias], list) and set(params[cat_alias]) == categorical_indices):
1674
                            _log_warning(f'{cat_alias} in param dict is overridden.')
1675
                        params.pop(cat_alias, None)
1676
                params['categorical_column'] = sorted(categorical_indices)
1677

1678
        params_str = _param_dict_to_str(params)
1679
        self.params = params
1680
        # process for reference dataset
wxchan's avatar
wxchan committed
1681
        ref_dataset = None
wxchan's avatar
wxchan committed
1682
        if isinstance(reference, Dataset):
1683
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
1684
1685
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
1686
        # start construct data
1687
        if isinstance(data, (str, Path)):
wxchan's avatar
wxchan committed
1688
1689
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
1690
1691
                _c_str(str(data)),
                _c_str(params_str),
wxchan's avatar
wxchan committed
1692
1693
1694
1695
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
1696
1697
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
1698
1699
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
1700
1701
1702
1703
1704
1705
1706
1707
1708
        elif isinstance(data, list) and len(data) > 0:
            if all(isinstance(x, np.ndarray) for x in data):
                self.__init_from_list_np2d(data, params_str, ref_dataset)
            elif all(isinstance(x, Sequence) for x in data):
                self.__init_from_seqs(data, ref_dataset)
            else:
                raise TypeError('Data list can only be of ndarray or Sequence')
        elif isinstance(data, Sequence):
            self.__init_from_seqs([data], ref_dataset)
1709
        elif isinstance(data, dt_DataTable):
1710
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
1711
1712
1713
1714
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
1715
            except BaseException:
1716
                raise TypeError(f'Cannot initialize Dataset from {type(data).__name__}')
wxchan's avatar
wxchan committed
1717
1718
1719
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
1720
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
1721
1722
1723
1724
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
1725
1726
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
1727
                _log_warning("The init_score will be overridden by the prediction of init_model.")
1728
1729
1730
1731
1732
            self._set_init_score_by_predictor(
                predictor=predictor,
                data=data,
                used_indices=None
            )
1733
1734
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
1735
        elif predictor is not None:
1736
            raise TypeError(f'Wrong predictor type {type(predictor).__name__}')
Guolin Ke's avatar
Guolin Ke committed
1737
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
1738
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
1739

1740
1741
    @staticmethod
    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
        offset = 0
        seq_id = 0
        seq = seqs[seq_id]
        for row_id in indices:
            assert row_id >= offset, "sample indices are expected to be monotonic"
            while row_id >= offset + len(seq):
                offset += len(seq)
                seq_id += 1
                seq = seqs[seq_id]
            id_in_seq = row_id - offset
            row = seq[id_in_seq]
            yield row if row.flags['OWNDATA'] else row.copy()

    def __sample(self, seqs: List[Sequence], total_nrow: int) -> Tuple[List[np.ndarray], List[np.ndarray]]:
        """Sample data from seqs.

        Mimics behavior in c_api.cpp:LGBM_DatasetCreateFromMats()

        Returns
        -------
            sampled_rows, sampled_row_indices
        """
        indices = self._create_sample_indices(total_nrow)

        # Select sampled rows, transpose to column order.
1767
        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
1778
1779
1780
1781
1782
        sampled = sampled.T

        filtered = []
        filtered_idx = []
        sampled_row_range = np.arange(len(indices), dtype=np.int32)
        for col in sampled:
            col_predicate = (np.abs(col) > ZERO_THRESHOLD) | np.isnan(col)
            filtered_col = col[col_predicate]
            filtered_row_idx = sampled_row_range[col_predicate]

            filtered.append(filtered_col)
            filtered_idx.append(filtered_row_idx)

        return filtered, filtered_idx

1783
1784
1785
    def __init_from_seqs(
        self,
        seqs: List[Sequence],
1786
        ref_dataset: Optional[_DatasetHandle]
1787
    ) -> "Dataset":
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
1800
1801
        """
        Initialize data from list of Sequence objects.

        Sequence: Generic Data Access Object
            Supports random access and access by batch if properly defined by user

        Data scheme uniformity are trusted, not checked
        """
        total_nrow = sum(len(seq) for seq in seqs)

        # create validation dataset from ref_dataset
        if ref_dataset is not None:
            self._init_from_ref_dataset(total_nrow, ref_dataset)
        else:
1802
            param_str = _param_dict_to_str(self.get_params())
1803
1804
1805
1806
1807
1808
1809
1810
1811
1812
1813
1814
1815
            sample_cnt = _get_sample_count(total_nrow, param_str)

            sample_data, col_indices = self.__sample(seqs, total_nrow)
            self._init_from_sample(sample_data, col_indices, sample_cnt, total_nrow)

        for seq in seqs:
            nrow = len(seq)
            batch_size = getattr(seq, 'batch_size', None) or Sequence.batch_size
            for start in range(0, nrow, batch_size):
                end = min(start + batch_size, nrow)
                self._push_rows(seq[start:end])
        return self

1816
1817
1818
1819
1820
1821
    def __init_from_np2d(
        self,
        mat: np.ndarray,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
1822
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1823
1824
1825
1826
1827
1828
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        self.handle = ctypes.c_void_p()
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
1829
        else:  # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
1830
1831
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

1832
        ptr_data, type_ptr_data, _ = _c_float_array(data)
wxchan's avatar
wxchan committed
1833
1834
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1835
            ctypes.c_int(type_ptr_data),
1836
1837
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
1838
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
1839
            _c_str(params_str),
wxchan's avatar
wxchan committed
1840
1841
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1842
        return self
wxchan's avatar
wxchan committed
1843

1844
1845
1846
1847
1848
1849
    def __init_from_list_np2d(
        self,
        mats: List[np.ndarray],
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
1850
        """Initialize data from a list of 2-D numpy matrices."""
1851
        ncol = mats[0].shape[1]
1852
        nrow = np.empty((len(mats),), np.int32)
1853
1854
1855
1856
1857
1858
1859
1860
1861
1862
1863
1864
1865
1866
1867
1868
1869
1870
1871
        if mats[0].dtype == np.float64:
            ptr_data = (ctypes.POINTER(ctypes.c_double) * len(mats))()
        else:
            ptr_data = (ctypes.POINTER(ctypes.c_float) * len(mats))()

        holders = []
        type_ptr_data = None

        for i, mat in enumerate(mats):
            if len(mat.shape) != 2:
                raise ValueError('Input numpy.ndarray must be 2 dimensional')

            if mat.shape[1] != ncol:
                raise ValueError('Input arrays must have same number of columns')

            nrow[i] = mat.shape[0]

            if mat.dtype == np.float32 or mat.dtype == np.float64:
                mats[i] = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
1872
            else:  # change non-float data to float data, need to copy
1873
1874
                mats[i] = np.array(mat.reshape(mat.size), dtype=np.float32)

1875
            chunk_ptr_data, chunk_type_ptr_data, holder = _c_float_array(mats[i])
1876
1877
1878
1879
1880
1881
1882
1883
            if type_ptr_data is not None and chunk_type_ptr_data != type_ptr_data:
                raise ValueError('Input chunks must have same type')
            ptr_data[i] = chunk_ptr_data
            type_ptr_data = chunk_type_ptr_data
            holders.append(holder)

        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateFromMats(
1884
            ctypes.c_int32(len(mats)),
1885
1886
1887
            ctypes.cast(ptr_data, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.c_int(type_ptr_data),
            nrow.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1888
            ctypes.c_int32(ncol),
1889
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
1890
            _c_str(params_str),
1891
1892
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1893
        return self
1894

1895
1896
1897
1898
1899
1900
    def __init_from_csr(
        self,
        csr: scipy.sparse.csr_matrix,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
1901
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
1902
        if len(csr.indices) != len(csr.data):
1903
            raise ValueError(f'Length mismatch: {len(csr.indices)} vs {len(csr.data)}')
wxchan's avatar
wxchan committed
1904
1905
        self.handle = ctypes.c_void_p()

1906
1907
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
wxchan's avatar
wxchan committed
1908

1909
        assert csr.shape[1] <= _MAX_INT32
1910
        csr_indices = csr.indices.astype(np.int32, copy=False)
1911

wxchan's avatar
wxchan committed
1912
1913
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1914
            ctypes.c_int(type_ptr_indptr),
1915
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
wxchan's avatar
wxchan committed
1916
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1917
1918
1919
1920
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
1921
            _c_str(params_str),
wxchan's avatar
wxchan committed
1922
1923
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1924
        return self
wxchan's avatar
wxchan committed
1925

1926
1927
1928
1929
1930
1931
    def __init_from_csc(
        self,
        csc: scipy.sparse.csc_matrix,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
1932
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
1933
        if len(csc.indices) != len(csc.data):
1934
            raise ValueError(f'Length mismatch: {len(csc.indices)} vs {len(csc.data)}')
Guolin Ke's avatar
Guolin Ke committed
1935
1936
        self.handle = ctypes.c_void_p()

1937
1938
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
1939

1940
        assert csc.shape[0] <= _MAX_INT32
1941
        csc_indices = csc.indices.astype(np.int32, copy=False)
1942

Guolin Ke's avatar
Guolin Ke committed
1943
1944
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1945
            ctypes.c_int(type_ptr_indptr),
1946
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1947
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1948
1949
1950
1951
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
1952
            _c_str(params_str),
Guolin Ke's avatar
Guolin Ke committed
1953
1954
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1955
        return self
Guolin Ke's avatar
Guolin Ke committed
1956

1957
    @staticmethod
1958
1959
1960
1961
1962
1963
    def _compare_params_for_warning(
        params: Optional[Dict[str, Any]],
        other_params: Optional[Dict[str, Any]],
        ignore_keys: Set[str]
    ) -> bool:
        """Compare two dictionaries with params ignoring some keys.
1964

1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
        It is only for the warning purpose.

        Parameters
        ----------
        params : dict or None
            One dictionary with parameters to compare.
        other_params : dict or None
            Another dictionary with parameters to compare.
        ignore_keys : set
            Keys that should be ignored during comparing two dictionaries.
1975
1976
1977

        Returns
        -------
1978
1979
        compare_result : bool
          Returns whether two dictionaries with params are equal.
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
        """
        if params is None:
            params = {}
        if other_params is None:
            other_params = {}
        for k in other_params:
            if k not in ignore_keys:
                if k not in params or params[k] != other_params[k]:
                    return False
        for k in params:
            if k not in ignore_keys:
                if k not in other_params or params[k] != other_params[k]:
                    return False
        return True

1995
    def construct(self) -> "Dataset":
1996
1997
1998
1999
2000
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
2001
            Constructed Dataset object.
2002
        """
2003
        if self.handle is None:
wxchan's avatar
wxchan committed
2004
            if self.reference is not None:
2005
                reference_params = self.reference.get_params()
2006
2007
                params = self.get_params()
                if params != reference_params:
2008
2009
2010
2011
2012
                    if not self._compare_params_for_warning(
                        params=params,
                        other_params=reference_params,
                        ignore_keys=_ConfigAliases.get("categorical_feature")
                    ):
2013
                        _log_warning('Overriding the parameters from Reference Dataset.')
2014
                    self._update_params(reference_params)
wxchan's avatar
wxchan committed
2015
                if self.used_indices is None:
2016
                    # create valid
2017
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
2018
2019
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
2020
                                    feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
2021
                else:
2022
                    # construct subset
2023
                    used_indices = _list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
2024
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
2025
                    if self.reference.group is not None:
2026
                        group_info = np.array(self.reference.group).astype(np.int32, copy=False)
2027
                        _, self.group = np.unique(np.repeat(range(len(group_info)), repeats=group_info)[self.used_indices],
2028
                                                  return_counts=True)
2029
                    self.handle = ctypes.c_void_p()
2030
                    params_str = _param_dict_to_str(self.params)
wxchan's avatar
wxchan committed
2031
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
2032
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
2033
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
2034
                        ctypes.c_int32(used_indices.shape[0]),
2035
                        _c_str(params_str),
wxchan's avatar
wxchan committed
2036
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2037
2038
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
2039
2040
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
2041
2042
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
2043
2044
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
2045
2046
2047
2048
2049
                        self._set_init_score_by_predictor(
                            predictor=self._predictor,
                            data=self.data,
                            used_indices=used_indices
                        )
wxchan's avatar
wxchan committed
2050
            else:
2051
                # create train
2052
                self._lazy_init(self.data, label=self.label,
2053
2054
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
2055
                                feature_name=self.feature_name, categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
2056
2057
            if self.free_raw_data:
                self.data = None
2058
            self.feature_name = self.get_feature_name()
wxchan's avatar
wxchan committed
2059
        return self
wxchan's avatar
wxchan committed
2060

2061
2062
2063
    def create_valid(
        self,
        data,
2064
        label: Optional[_LGBM_LabelType] = None,
2065
2066
2067
2068
2069
        weight=None,
        group=None,
        init_score=None,
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
2070
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
2071
2072
2073

        Parameters
        ----------
2074
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
2075
            Data source of Dataset.
2076
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
2077
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
2078
2079
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
2080
            Weight for each instance. Weights should be non-negative.
2081
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
2082
2083
2084
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2085
2086
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
2087
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
2088
            Init score for Dataset.
Nikita Titov's avatar
Nikita Titov committed
2089
        params : dict or None, optional (default=None)
2090
            Other parameters for validation Dataset.
2091
2092
2093

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2094
2095
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
2096
        """
2097
        ret = Dataset(data, label=label, reference=self,
2098
                      weight=weight, group=group, init_score=init_score,
2099
                      params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
2100
        ret._predictor = self._predictor
2101
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
2102
        return ret
wxchan's avatar
wxchan committed
2103

2104
2105
2106
2107
2108
    def subset(
        self,
        used_indices: List[int],
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
2109
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
2110
2111
2112
2113

        Parameters
        ----------
        used_indices : list of int
2114
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
2115
        params : dict or None, optional (default=None)
2116
            These parameters will be passed to Dataset constructor.
2117
2118
2119
2120
2121

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
2122
        """
wxchan's avatar
wxchan committed
2123
2124
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
2125
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
2126
2127
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
2128
        ret._predictor = self._predictor
2129
        ret.pandas_categorical = self.pandas_categorical
2130
        ret.used_indices = sorted(used_indices)
wxchan's avatar
wxchan committed
2131
2132
        return ret

2133
    def save_binary(self, filename: Union[str, Path]) -> "Dataset":
2134
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
2135

2136
2137
2138
2139
2140
        .. note::

            Please note that `init_score` is not saved in binary file.
            If you need it, please set it again after loading Dataset.

wxchan's avatar
wxchan committed
2141
2142
        Parameters
        ----------
2143
        filename : str or pathlib.Path
wxchan's avatar
wxchan committed
2144
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
2145
2146
2147
2148
2149

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
2150
2151
2152
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
2153
            _c_str(str(filename))))
Nikita Titov's avatar
Nikita Titov committed
2154
        return self
wxchan's avatar
wxchan committed
2155

2156
    def _update_params(self, params: Optional[Dict[str, Any]]) -> "Dataset":
2157
2158
        if not params:
            return self
2159
        params = deepcopy(params)
2160
2161
2162
2163
2164

        def update():
            if not self.params:
                self.params = params
            else:
2165
                self._params_back_up = deepcopy(self.params)
2166
2167
2168
2169
2170
2171
                self.params.update(params)

        if self.handle is None:
            update()
        elif params is not None:
            ret = _LIB.LGBM_DatasetUpdateParamChecking(
2172
2173
                _c_str(_param_dict_to_str(self.params)),
                _c_str(_param_dict_to_str(params)))
2174
2175
2176
2177
2178
2179
            if ret != 0:
                # could be updated if data is not freed
                if self.data is not None:
                    update()
                    self._free_handle()
                else:
2180
                    raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
Nikita Titov's avatar
Nikita Titov committed
2181
        return self
wxchan's avatar
wxchan committed
2182

2183
    def _reverse_update_params(self) -> "Dataset":
2184
        if self.handle is None:
2185
2186
            self.params = deepcopy(self._params_back_up)
            self._params_back_up = None
Nikita Titov's avatar
Nikita Titov committed
2187
        return self
2188

2189
2190
2191
2192
2193
    def set_field(
        self,
        field_name: str,
        data
    ) -> "Dataset":
wxchan's avatar
wxchan committed
2194
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
2195
2196
2197

        Parameters
        ----------
2198
        field_name : str
2199
            The field name of the information.
2200
2201
        data : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
            The data to be set.
Nikita Titov's avatar
Nikita Titov committed
2202
2203
2204
2205
2206

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
2207
        """
2208
        if self.handle is None:
2209
            raise Exception(f"Cannot set {field_name} before construct dataset")
wxchan's avatar
wxchan committed
2210
        if data is None:
2211
            # set to None
wxchan's avatar
wxchan committed
2212
2213
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
2214
                _c_str(field_name),
wxchan's avatar
wxchan committed
2215
                None,
Guolin Ke's avatar
Guolin Ke committed
2216
                ctypes.c_int(0),
2217
                ctypes.c_int(_FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
2218
            return self
2219
        if field_name == 'init_score':
Guolin Ke's avatar
Guolin Ke committed
2220
            dtype = np.float64
2221
            if _is_1d_collection(data):
2222
                data = _list_to_1d_numpy(data, dtype, name=field_name)
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
            elif _is_2d_collection(data):
                data = _data_to_2d_numpy(data, dtype, name=field_name)
                data = data.ravel(order='F')
            else:
                raise TypeError(
                    'init_score must be list, numpy 1-D array or pandas Series.\n'
                    'In multiclass classification init_score can also be a list of lists, numpy 2-D array or pandas DataFrame.'
                )
        else:
            dtype = np.int32 if field_name == 'group' else np.float32
2233
            data = _list_to_1d_numpy(data, dtype, name=field_name)
2234

2235
        if data.dtype == np.float32 or data.dtype == np.float64:
2236
            ptr_data, type_data, _ = _c_float_array(data)
wxchan's avatar
wxchan committed
2237
        elif data.dtype == np.int32:
2238
            ptr_data, type_data, _ = _c_int_array(data)
wxchan's avatar
wxchan committed
2239
        else:
2240
            raise TypeError(f"Expected np.float32/64 or np.int32, met type({data.dtype})")
2241
        if type_data != _FIELD_TYPE_MAPPER[field_name]:
2242
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
2243
2244
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
2245
            _c_str(field_name),
wxchan's avatar
wxchan committed
2246
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
2247
2248
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
2249
        self.version += 1
Nikita Titov's avatar
Nikita Titov committed
2250
        return self
wxchan's avatar
wxchan committed
2251

2252
    def get_field(self, field_name: str) -> Optional[np.ndarray]:
wxchan's avatar
wxchan committed
2253
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
2254
2255
2256

        Parameters
        ----------
2257
        field_name : str
2258
            The field name of the information.
wxchan's avatar
wxchan committed
2259
2260
2261

        Returns
        -------
2262
        info : numpy array or None
2263
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2264
        """
2265
        if self.handle is None:
2266
            raise Exception(f"Cannot get {field_name} before construct Dataset")
2267
2268
        tmp_out_len = ctypes.c_int(0)
        out_type = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2269
2270
2271
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
2272
            _c_str(field_name),
wxchan's avatar
wxchan committed
2273
2274
2275
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
2276
        if out_type.value != _FIELD_TYPE_MAPPER[field_name]:
wxchan's avatar
wxchan committed
2277
2278
2279
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
2280
        if out_type.value == _C_API_DTYPE_INT32:
2281
            arr = _cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
2282
        elif out_type.value == _C_API_DTYPE_FLOAT32:
2283
            arr = _cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
2284
        elif out_type.value == _C_API_DTYPE_FLOAT64:
2285
            arr = _cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
2286
        else:
wxchan's avatar
wxchan committed
2287
            raise TypeError("Unknown type")
2288
2289
2290
2291
2292
2293
        if field_name == 'init_score':
            num_data = self.num_data()
            num_classes = arr.size // num_data
            if num_classes > 1:
                arr = arr.reshape((num_data, num_classes), order='F')
        return arr
Guolin Ke's avatar
Guolin Ke committed
2294

2295
2296
    def set_categorical_feature(
        self,
2297
        categorical_feature: Union[List[int], List[str], str]
2298
    ) -> "Dataset":
2299
        """Set categorical features.
2300
2301
2302

        Parameters
        ----------
2303
        categorical_feature : list of int or str
2304
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
2305
2306
2307
2308
2309

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
2310
2311
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
2312
            return self
2313
        if self.data is not None:
2314
2315
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2316
                return self._free_handle()
2317
            elif categorical_feature == 'auto':
Nikita Titov's avatar
Nikita Titov committed
2318
                return self
2319
            else:
2320
2321
2322
                if self.categorical_feature != 'auto':
                    _log_warning('categorical_feature in Dataset is overridden.\n'
                                 f'New categorical_feature is {sorted(list(categorical_feature))}')
2323
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2324
                return self._free_handle()
2325
        else:
2326
2327
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2328

2329
2330
2331
2332
    def _set_predictor(
        self,
        predictor: Optional[_InnerPredictor]
    ) -> "Dataset":
2333
2334
2335
2336
        """Set predictor for continued training.

        It is not recommended for user to call this function.
        Please use init_model argument in engine.train() or engine.cv() instead.
Guolin Ke's avatar
Guolin Ke committed
2337
        """
2338
        if predictor is None and self._predictor is None:
Nikita Titov's avatar
Nikita Titov committed
2339
            return self
2340
2341
2342
        elif isinstance(predictor, _InnerPredictor) and isinstance(self._predictor, _InnerPredictor):
            if (predictor == self._predictor) and (predictor.current_iteration() == self._predictor.current_iteration()):
                return self
2343
        if self.handle is None:
Guolin Ke's avatar
Guolin Ke committed
2344
            self._predictor = predictor
2345
2346
        elif self.data is not None:
            self._predictor = predictor
2347
2348
2349
2350
2351
            self._set_init_score_by_predictor(
                predictor=self._predictor,
                data=self.data,
                used_indices=None
            )
2352
2353
        elif self.used_indices is not None and self.reference is not None and self.reference.data is not None:
            self._predictor = predictor
2354
2355
2356
2357
2358
            self._set_init_score_by_predictor(
                predictor=self._predictor,
                data=self.reference.data,
                used_indices=self.used_indices
            )
Guolin Ke's avatar
Guolin Ke committed
2359
        else:
2360
2361
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2362
        return self
Guolin Ke's avatar
Guolin Ke committed
2363

2364
    def set_reference(self, reference: "Dataset") -> "Dataset":
2365
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
2366
2367
2368
2369

        Parameters
        ----------
        reference : Dataset
2370
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
2371
2372
2373
2374
2375

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
2376
        """
2377
2378
2379
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
2380
        # we're done if self and reference share a common upstream reference
2381
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
2382
            return self
Guolin Ke's avatar
Guolin Ke committed
2383
2384
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
2385
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
2386
        else:
2387
2388
            raise LightGBMError("Cannot set reference after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
2389

2390
    def set_feature_name(self, feature_name: Union[List[str], str]) -> "Dataset":
2391
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
2392
2393
2394

        Parameters
        ----------
2395
        feature_name : list of str
2396
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
2397
2398
2399
2400
2401

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
2402
        """
2403
2404
        if feature_name != 'auto':
            self.feature_name = feature_name
2405
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
2406
            if len(feature_name) != self.num_feature():
2407
                raise ValueError(f"Length of feature_name({len(feature_name)}) and num_feature({self.num_feature()}) don't match")
2408
            c_feature_name = [_c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
2409
2410
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
2411
                _c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
2412
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
2413
        return self
Guolin Ke's avatar
Guolin Ke committed
2414

2415
    def set_label(self, label: Optional[_LGBM_LabelType]) -> "Dataset":
2416
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
2417
2418
2419

        Parameters
        ----------
2420
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
2421
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
2422
2423
2424
2425
2426

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
2427
2428
        """
        self.label = label
2429
        if self.handle is not None:
2430
2431
2432
2433
            if isinstance(label, pd_DataFrame):
                if len(label.columns) > 1:
                    raise ValueError('DataFrame for label cannot have multiple columns')
                _check_for_bad_pandas_dtypes(label.dtypes)
2434
2435
2436
2437
2438
2439
2440
2441
2442
2443
2444
                try:
                    # most common case (no nullable dtypes)
                    label = label.to_numpy(dtype=np.float32, copy=False)
                except TypeError:
                    # 1.0 <= pd version < 1.1 and nullable dtypes, least common case
                    # raises error because array is casted to type(pd.NA) and there's no na_value argument
                    label = label.astype(np.float32, copy=False).values
                except ValueError:
                    # data has nullable dtypes, but we can specify na_value argument and copy will be made
                    label = label.to_numpy(dtype=np.float32, na_value=np.nan)
                label_array = np.ravel(label)
2445
            else:
2446
                label_array = _list_to_1d_numpy(label, name='label')
2447
            self.set_field('label', label_array)
2448
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2449
        return self
Guolin Ke's avatar
Guolin Ke committed
2450

2451
    def set_weight(self, weight) -> "Dataset":
2452
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
2453
2454
2455

        Parameters
        ----------
2456
        weight : list, numpy 1-D array, pandas Series or None
2457
            Weight to be set for each data point. Weights should be non-negative.
Nikita Titov's avatar
Nikita Titov committed
2458
2459
2460
2461
2462

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
2463
        """
2464
2465
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
2466
        self.weight = weight
2467
        if self.handle is not None and weight is not None:
2468
            weight = _list_to_1d_numpy(weight, name='weight')
wxchan's avatar
wxchan committed
2469
            self.set_field('weight', weight)
2470
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2471
        return self
Guolin Ke's avatar
Guolin Ke committed
2472

2473
    def set_init_score(self, init_score) -> "Dataset":
2474
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
2475
2476
2477

        Parameters
        ----------
2478
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
2479
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
2480
2481
2482
2483
2484

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
2485
2486
        """
        self.init_score = init_score
2487
        if self.handle is not None and init_score is not None:
wxchan's avatar
wxchan committed
2488
            self.set_field('init_score', init_score)
2489
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2490
        return self
Guolin Ke's avatar
Guolin Ke committed
2491

2492
    def set_group(self, group) -> "Dataset":
2493
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
2494
2495
2496

        Parameters
        ----------
2497
        group : list, numpy 1-D array, pandas Series or None
2498
2499
2500
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2501
2502
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
Nikita Titov's avatar
Nikita Titov committed
2503
2504
2505
2506
2507

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
2508
2509
        """
        self.group = group
2510
        if self.handle is not None and group is not None:
2511
            group = _list_to_1d_numpy(group, np.int32, name='group')
wxchan's avatar
wxchan committed
2512
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
2513
        return self
Guolin Ke's avatar
Guolin Ke committed
2514

2515
    def get_feature_name(self) -> List[str]:
2516
2517
2518
2519
        """Get the names of columns (features) in the Dataset.

        Returns
        -------
2520
        feature_names : list of str
2521
2522
2523
2524
2525
2526
2527
2528
            The names of columns (features) in the Dataset.
        """
        if self.handle is None:
            raise LightGBMError("Cannot get feature_name before construct dataset")
        num_feature = self.num_feature()
        tmp_out_len = ctypes.c_int(0)
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
2529
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
2530
2531
2532
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
            self.handle,
2533
            ctypes.c_int(num_feature),
2534
            ctypes.byref(tmp_out_len),
2535
            ctypes.c_size_t(reserved_string_buffer_size),
2536
2537
2538
2539
            ctypes.byref(required_string_buffer_size),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
2540
2541
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
2552
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
2553

2554
    def get_label(self) -> Optional[np.ndarray]:
2555
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2556
2557
2558

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2559
        label : numpy array or None
2560
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2561
        """
2562
        if self.label is None:
wxchan's avatar
wxchan committed
2563
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
2564
2565
        return self.label

2566
    def get_weight(self) -> Optional[np.ndarray]:
2567
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2568
2569
2570

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2571
        weight : numpy array or None
2572
            Weight for each data point from the Dataset. Weights should be non-negative.
Guolin Ke's avatar
Guolin Ke committed
2573
        """
2574
        if self.weight is None:
wxchan's avatar
wxchan committed
2575
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
2576
2577
        return self.weight

2578
    def get_init_score(self) -> Optional[np.ndarray]:
2579
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2580
2581
2582

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2583
        init_score : numpy array or None
2584
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
2585
        """
2586
        if self.init_score is None:
wxchan's avatar
wxchan committed
2587
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
2588
2589
        return self.init_score

2590
2591
2592
2593
2594
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
2595
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array or None
2596
2597
2598
2599
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
2600
        if self._need_slice and self.used_indices is not None and self.reference is not None:
Guolin Ke's avatar
Guolin Ke committed
2601
2602
2603
2604
            self.data = self.reference.data
            if self.data is not None:
                if isinstance(self.data, np.ndarray) or scipy.sparse.issparse(self.data):
                    self.data = self.data[self.used_indices, :]
2605
                elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2606
                    self.data = self.data.iloc[self.used_indices].copy()
2607
                elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2608
                    self.data = self.data[self.used_indices, :]
2609
2610
2611
2612
                elif isinstance(self.data, Sequence):
                    self.data = self.data[self.used_indices]
                elif isinstance(self.data, list) and len(self.data) > 0 and all(isinstance(x, Sequence) for x in self.data):
                    self.data = np.array([row for row in self._yield_row_from_seqlist(self.data, self.used_indices)])
Guolin Ke's avatar
Guolin Ke committed
2613
                else:
2614
2615
                    _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                 "Returning original raw data")
2616
            self._need_slice = False
Guolin Ke's avatar
Guolin Ke committed
2617
2618
2619
        if self.data is None:
            raise LightGBMError("Cannot call `get_data` after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2620
2621
        return self.data

Guolin Ke's avatar
Guolin Ke committed
2622
    def get_group(self):
2623
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2624
2625
2626

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2627
        group : numpy array or None
2628
2629
2630
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2631
2632
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
Guolin Ke's avatar
Guolin Ke committed
2633
        """
2634
        if self.group is None:
wxchan's avatar
wxchan committed
2635
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
2636
2637
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
Nikita Titov's avatar
Nikita Titov committed
2638
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
2639
2640
        return self.group

2641
    def num_data(self) -> int:
2642
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2643
2644
2645

        Returns
        -------
2646
2647
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2648
        """
2649
        if self.handle is not None:
2650
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2651
2652
2653
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2654
        else:
2655
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2656

2657
    def num_feature(self) -> int:
2658
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2659
2660
2661

        Returns
        -------
2662
2663
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2664
        """
2665
        if self.handle is not None:
2666
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2667
2668
2669
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2670
        else:
2671
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2672

2673
    def feature_num_bin(self, feature: Union[int, str]) -> int:
2674
2675
2676
2677
        """Get the number of bins for a feature.

        Parameters
        ----------
2678
2679
        feature : int or str
            Index or name of the feature.
2680
2681
2682
2683
2684
2685
2686

        Returns
        -------
        number_of_bins : int
            The number of constructed bins for the feature in the Dataset.
        """
        if self.handle is not None:
2687
            if isinstance(feature, str):
2688
2689
2690
                feature_index = self.feature_name.index(feature)
            else:
                feature_index = feature
2691
2692
            ret = ctypes.c_int(0)
            _safe_call(_LIB.LGBM_DatasetGetFeatureNumBin(self.handle,
2693
                                                         ctypes.c_int(feature_index),
2694
2695
2696
2697
2698
                                                         ctypes.byref(ret)))
            return ret.value
        else:
            raise LightGBMError("Cannot get feature_num_bin before construct dataset")

2699
    def get_ref_chain(self, ref_limit: int = 100) -> Set["Dataset"]:
2700
2701
2702
2703
2704
        """Get a chain of Dataset objects.

        Starts with r, then goes to r.reference (if exists),
        then to r.reference.reference, etc.
        until we hit ``ref_limit`` or a reference loop.
2705
2706
2707
2708
2709

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
2710
2711
2712

        Returns
        -------
2713
2714
2715
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
2716
        head = self
2717
        ref_chain: Set[Dataset] = set()
2718
2719
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
2720
                ref_chain.add(head)
2721
2722
2723
2724
2725
2726
                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
Nikita Titov's avatar
Nikita Titov committed
2727
        return ref_chain
2728

2729
    def add_features_from(self, other: "Dataset") -> "Dataset":
2730
2731
2732
2733
2734
2735
2736
2737
2738
2739
2740
2741
2742
2743
2744
2745
2746
        """Add features from other Dataset to the current Dataset.

        Both Datasets must be constructed before calling this method.

        Parameters
        ----------
        other : Dataset
            The Dataset to take features from.

        Returns
        -------
        self : Dataset
            Dataset with the new features added.
        """
        if self.handle is None or other.handle is None:
            raise ValueError('Both source and target Datasets must be constructed before adding features')
        _safe_call(_LIB.LGBM_DatasetAddFeaturesFrom(self.handle, other.handle))
Guolin Ke's avatar
Guolin Ke committed
2747
2748
2749
2750
2751
2752
2753
2754
2755
2756
        was_none = self.data is None
        old_self_data_type = type(self.data).__name__
        if other.data is None:
            self.data = None
        elif self.data is not None:
            if isinstance(self.data, np.ndarray):
                if isinstance(other.data, np.ndarray):
                    self.data = np.hstack((self.data, other.data))
                elif scipy.sparse.issparse(other.data):
                    self.data = np.hstack((self.data, other.data.toarray()))
2757
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2758
                    self.data = np.hstack((self.data, other.data.values))
2759
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2760
2761
2762
2763
2764
2765
2766
                    self.data = np.hstack((self.data, other.data.to_numpy()))
                else:
                    self.data = None
            elif scipy.sparse.issparse(self.data):
                sparse_format = self.data.getformat()
                if isinstance(other.data, np.ndarray) or scipy.sparse.issparse(other.data):
                    self.data = scipy.sparse.hstack((self.data, other.data), format=sparse_format)
2767
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2768
                    self.data = scipy.sparse.hstack((self.data, other.data.values), format=sparse_format)
2769
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2770
2771
2772
                    self.data = scipy.sparse.hstack((self.data, other.data.to_numpy()), format=sparse_format)
                else:
                    self.data = None
2773
            elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2774
2775
                if not PANDAS_INSTALLED:
                    raise LightGBMError("Cannot add features to DataFrame type of raw data "
2776
2777
                                        "without pandas installed. "
                                        "Install pandas and restart your session.")
Guolin Ke's avatar
Guolin Ke committed
2778
                if isinstance(other.data, np.ndarray):
2779
                    self.data = concat((self.data, pd_DataFrame(other.data)),
Guolin Ke's avatar
Guolin Ke committed
2780
2781
                                       axis=1, ignore_index=True)
                elif scipy.sparse.issparse(other.data):
2782
                    self.data = concat((self.data, pd_DataFrame(other.data.toarray())),
Guolin Ke's avatar
Guolin Ke committed
2783
                                       axis=1, ignore_index=True)
2784
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2785
2786
                    self.data = concat((self.data, other.data),
                                       axis=1, ignore_index=True)
2787
2788
                elif isinstance(other.data, dt_DataTable):
                    self.data = concat((self.data, pd_DataFrame(other.data.to_numpy())),
Guolin Ke's avatar
Guolin Ke committed
2789
2790
2791
                                       axis=1, ignore_index=True)
                else:
                    self.data = None
2792
            elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2793
                if isinstance(other.data, np.ndarray):
2794
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data)))
Guolin Ke's avatar
Guolin Ke committed
2795
                elif scipy.sparse.issparse(other.data):
2796
2797
2798
2799
2800
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.toarray())))
                elif isinstance(other.data, pd_DataFrame):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.values)))
                elif isinstance(other.data, dt_DataTable):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.to_numpy())))
Guolin Ke's avatar
Guolin Ke committed
2801
2802
2803
2804
2805
                else:
                    self.data = None
            else:
                self.data = None
        if self.data is None:
2806
2807
            err_msg = (f"Cannot add features from {type(other.data).__name__} type of raw data to "
                       f"{old_self_data_type} type of raw data.\n")
Guolin Ke's avatar
Guolin Ke committed
2808
2809
            err_msg += ("Set free_raw_data=False when construct Dataset to avoid this"
                        if was_none else "Freeing raw data")
2810
            _log_warning(err_msg)
Guolin Ke's avatar
Guolin Ke committed
2811
        self.feature_name = self.get_feature_name()
2812
2813
        _log_warning("Reseting categorical features.\n"
                     "You can set new categorical features via ``set_categorical_feature`` method")
Guolin Ke's avatar
Guolin Ke committed
2814
2815
        self.categorical_feature = "auto"
        self.pandas_categorical = None
2816
2817
        return self

2818
    def _dump_text(self, filename: Union[str, Path]) -> "Dataset":
2819
2820
2821
2822
2823
2824
        """Save Dataset to a text file.

        This format cannot be loaded back in by LightGBM, but is useful for debugging purposes.

        Parameters
        ----------
2825
        filename : str or pathlib.Path
2826
2827
2828
2829
2830
2831
2832
2833
2834
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetDumpText(
            self.construct().handle,
2835
            _c_str(str(filename))))
2836
2837
        return self

wxchan's avatar
wxchan committed
2838

2839
2840
2841
2842
_LGBM_CustomObjectiveFunction = Callable[
    [np.ndarray, Dataset],
    Tuple[np.ndarray, np.ndarray]
]
2843
2844
2845
2846
2847
2848
2849
2850
2851
2852
_LGBM_CustomEvalFunction = Union[
    Callable[
        [np.ndarray, Dataset],
        _LGBM_EvalFunctionResultType
    ],
    Callable[
        [np.ndarray, Dataset],
        List[_LGBM_EvalFunctionResultType]
    ]
]
2853
2854


2855
class Booster:
2856
    """Booster in LightGBM."""
2857

2858
2859
2860
2861
2862
2863
2864
    def __init__(
        self,
        params: Optional[Dict[str, Any]] = None,
        train_set: Optional[Dataset] = None,
        model_file: Optional[Union[str, Path]] = None,
        model_str: Optional[str] = None
    ):
2865
        """Initialize the Booster.
wxchan's avatar
wxchan committed
2866
2867
2868

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2869
        params : dict or None, optional (default=None)
2870
2871
2872
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
2873
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
2874
            Path to the model file.
2875
        model_str : str or None, optional (default=None)
2876
            Model will be loaded from this string.
wxchan's avatar
wxchan committed
2877
        """
2878
        self.handle = None
2879
        self._network = False
wxchan's avatar
wxchan committed
2880
        self.__need_reload_eval_info = True
2881
        self._train_data_name = "training"
2882
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
2883
        self.best_iteration = -1
2884
        self.best_score: _LGBM_BoosterBestScoreType = {}
2885
        params = {} if params is None else deepcopy(params)
wxchan's avatar
wxchan committed
2886
        if train_set is not None:
2887
            # Training task
wxchan's avatar
wxchan committed
2888
            if not isinstance(train_set, Dataset):
2889
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
2890
2891
2892
2893
2894
2895
2896
2897
2898
2899
2900
2901
2902
2903
2904
2905
2906
2907
2908
2909
2910
2911
2912
2913
2914
2915
2916
2917
2918
2919
2920
2921
2922
2923
            params = _choose_param_value(
                main_param_name="machines",
                params=params,
                default_value=None
            )
            # if "machines" is given, assume user wants to do distributed learning, and set up network
            if params["machines"] is None:
                params.pop("machines", None)
            else:
                machines = params["machines"]
                if isinstance(machines, str):
                    num_machines_from_machine_list = len(machines.split(','))
                elif isinstance(machines, (list, set)):
                    num_machines_from_machine_list = len(machines)
                    machines = ','.join(machines)
                else:
                    raise ValueError("Invalid machines in params.")

                params = _choose_param_value(
                    main_param_name="num_machines",
                    params=params,
                    default_value=num_machines_from_machine_list
                )
                params = _choose_param_value(
                    main_param_name="local_listen_port",
                    params=params,
                    default_value=12400
                )
                self.set_network(
                    machines=machines,
                    local_listen_port=params["local_listen_port"],
                    listen_time_out=params.get("time_out", 120),
                    num_machines=params["num_machines"]
                )
2924
            # construct booster object
2925
2926
2927
            train_set.construct()
            # copy the parameters from train_set
            params.update(train_set.get_params())
2928
            params_str = _param_dict_to_str(params)
2929
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2930
            _safe_call(_LIB.LGBM_BoosterCreate(
2931
                train_set.handle,
2932
                _c_str(params_str),
wxchan's avatar
wxchan committed
2933
                ctypes.byref(self.handle)))
2934
            # save reference to data
wxchan's avatar
wxchan committed
2935
            self.train_set = train_set
2936
2937
            self.valid_sets: List[Dataset] = []
            self.name_valid_sets: List[str] = []
wxchan's avatar
wxchan committed
2938
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
2939
2940
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
2941
2942
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
2943
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
2944
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2945
2946
2947
2948
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2949
            # buffer for inner predict
wxchan's avatar
wxchan committed
2950
2951
2952
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
2953
            self.pandas_categorical = train_set.pandas_categorical
2954
            self.train_set_version = train_set.version
wxchan's avatar
wxchan committed
2955
        elif model_file is not None:
2956
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
2957
            out_num_iterations = ctypes.c_int(0)
2958
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2959
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
2960
                _c_str(str(model_file)),
wxchan's avatar
wxchan committed
2961
2962
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2963
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2964
2965
2966
2967
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2968
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
2969
2970
2971
            if params:
                _log_warning('Ignoring params argument, using parameters from model file.')
            params = self._get_loaded_param()
2972
        elif model_str is not None:
2973
            self.model_from_string(model_str)
wxchan's avatar
wxchan committed
2974
        else:
2975
2976
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
2977
        self.params = params
wxchan's avatar
wxchan committed
2978

2979
    def __del__(self) -> None:
2980
        try:
2981
            if self._network:
2982
2983
2984
2985
2986
2987
2988
2989
                self.free_network()
        except AttributeError:
            pass
        try:
            if self.handle is not None:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
2990

2991
    def __copy__(self) -> "Booster":
wxchan's avatar
wxchan committed
2992
2993
        return self.__deepcopy__(None)

2994
    def __deepcopy__(self, _) -> "Booster":
2995
        model_str = self.model_to_string(num_iteration=-1)
2996
        booster = Booster(model_str=model_str)
2997
        return booster
wxchan's avatar
wxchan committed
2998

2999
    def __getstate__(self) -> Dict[str, Any]:
wxchan's avatar
wxchan committed
3000
3001
3002
3003
3004
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
3005
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
3006
3007
        return this

3008
    def __setstate__(self, state: Dict[str, Any]) -> None:
3009
3010
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
3011
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
3012
            out_num_iterations = ctypes.c_int(0)
3013
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
3014
                _c_str(model_str),
3015
3016
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
3017
3018
3019
            state['handle'] = handle
        self.__dict__.update(state)

3020
3021
3022
3023
3024
3025
3026
3027
3028
3029
3030
3031
3032
3033
3034
3035
3036
3037
3038
3039
3040
3041
    def _get_loaded_param(self) -> Dict[str, Any]:
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterGetLoadedParam(
            self.handle,
            ctypes.c_int64(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        # if buffer length is not long enough, re-allocate a buffer
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterGetLoadedParam(
                self.handle,
                ctypes.c_int64(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        return json.loads(string_buffer.value.decode('utf-8'))

3042
    def free_dataset(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3043
3044
3045
3046
3047
3048
3049
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
3050
3051
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
3052
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
3053
        return self
wxchan's avatar
wxchan committed
3054

3055
    def _free_buffer(self) -> "Booster":
3056
3057
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
3058
        return self
3059

3060
3061
3062
3063
3064
3065
3066
    def set_network(
        self,
        machines: Union[List[str], Set[str], str],
        local_listen_port: int = 12400,
        listen_time_out: int = 120,
        num_machines: int = 1
    ) -> "Booster":
3067
3068
3069
3070
        """Set the network configuration.

        Parameters
        ----------
3071
        machines : list, set or str
3072
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
3073
        local_listen_port : int, optional (default=12400)
3074
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
3075
        listen_time_out : int, optional (default=120)
3076
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
3077
        num_machines : int, optional (default=1)
3078
            The number of machines for distributed learning application.
Nikita Titov's avatar
Nikita Titov committed
3079
3080
3081
3082
3083

        Returns
        -------
        self : Booster
            Booster with set network.
3084
        """
3085
3086
        if isinstance(machines, (list, set)):
            machines = ','.join(machines)
3087
        _safe_call(_LIB.LGBM_NetworkInit(_c_str(machines),
3088
3089
3090
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
3091
        self._network = True
Nikita Titov's avatar
Nikita Titov committed
3092
        return self
3093

3094
    def free_network(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3095
3096
3097
3098
3099
3100
3101
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
3102
        _safe_call(_LIB.LGBM_NetworkFree())
3103
        self._network = False
Nikita Titov's avatar
Nikita Titov committed
3104
        return self
3105

3106
    def trees_to_dataframe(self) -> pd_DataFrame:
3107
3108
        """Parse the fitted model and return in an easy-to-read pandas DataFrame.

3109
3110
3111
3112
        The returned DataFrame has the following columns.

            - ``tree_index`` : int64, which tree a node belongs to. 0-based, so a value of ``6``, for example, means "this node is in the 7th tree".
            - ``node_depth`` : int64, how far a node is from the root of the tree. The root node has a value of ``1``, its direct children are ``2``, etc.
3113
3114
3115
3116
3117
            - ``node_index`` : str, unique identifier for a node.
            - ``left_child`` : str, ``node_index`` of the child node to the left of a split. ``None`` for leaf nodes.
            - ``right_child`` : str, ``node_index`` of the child node to the right of a split. ``None`` for leaf nodes.
            - ``parent_index`` : str, ``node_index`` of this node's parent. ``None`` for the root node.
            - ``split_feature`` : str, name of the feature used for splitting. ``None`` for leaf nodes.
3118
3119
            - ``split_gain`` : float64, gain from adding this split to the tree. ``NaN`` for leaf nodes.
            - ``threshold`` : float64, value of the feature used to decide which side of the split a record will go down. ``NaN`` for leaf nodes.
3120
            - ``decision_type`` : str, logical operator describing how to compare a value to ``threshold``.
3121
3122
              For example, ``split_feature = "Column_10", threshold = 15, decision_type = "<="`` means that
              records where ``Column_10 <= 15`` follow the left side of the split, otherwise follows the right side of the split. ``None`` for leaf nodes.
3123
3124
            - ``missing_direction`` : str, split direction that missing values should go to. ``None`` for leaf nodes.
            - ``missing_type`` : str, describes what types of values are treated as missing.
3125
            - ``value`` : float64, predicted value for this leaf node, multiplied by the learning rate.
3126
            - ``weight`` : float64 or int64, sum of Hessian (second-order derivative of objective), summed over observations that fall in this node.
3127
3128
            - ``count`` : int64, number of records in the training data that fall into this node.

3129
3130
3131
3132
3133
3134
        Returns
        -------
        result : pandas DataFrame
            Returns a pandas DataFrame of the parsed model.
        """
        if not PANDAS_INSTALLED:
3135
3136
            raise LightGBMError('This method cannot be run without pandas installed. '
                                'You must install pandas and restart your session to use this method.')
3137
3138
3139
3140
3141
3142
3143
3144
3145
3146
3147

        if self.num_trees() == 0:
            raise LightGBMError('There are no trees in this Booster and thus nothing to parse')

        def _is_split_node(tree):
            return 'split_index' in tree.keys()

        def create_node_record(tree, node_depth=1, tree_index=None,
                               feature_names=None, parent_node=None):

            def _get_node_index(tree, tree_index):
3148
                tree_num = f'{tree_index}-' if tree_index is not None else ''
3149
3150
3151
                is_split = _is_split_node(tree)
                node_type = 'S' if is_split else 'L'
                # if a single node tree it won't have `leaf_index` so return 0
3152
3153
                node_num = tree.get('split_index' if is_split else 'leaf_index', 0)
                return f"{tree_num}{node_type}{node_num}"
3154
3155
3156
3157
3158
3159
3160
3161
3162
3163
3164
3165

            def _get_split_feature(tree, feature_names):
                if _is_split_node(tree):
                    if feature_names is not None:
                        feature_name = feature_names[tree['split_feature']]
                    else:
                        feature_name = tree['split_feature']
                else:
                    feature_name = None
                return feature_name

            def _is_single_node_tree(tree):
3166
                return set(tree.keys()) == {'leaf_value'}
3167
3168
3169
3170
3171
3172
3173
3174
3175
3176
3177
3178
3179
3180
3181
3182
3183
3184
3185
3186
3187
3188
3189
3190
3191
3192
3193
3194
3195
3196
3197
3198
3199
3200
3201
3202
3203
3204
3205
3206
3207
3208
3209
3210
3211
3212
3213
3214
3215
3216
3217
3218
3219
3220
3221
3222
3223
3224
3225
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
3236
3237
3238
3239

            # Create the node record, and populate universal data members
            node = OrderedDict()
            node['tree_index'] = tree_index
            node['node_depth'] = node_depth
            node['node_index'] = _get_node_index(tree, tree_index)
            node['left_child'] = None
            node['right_child'] = None
            node['parent_index'] = parent_node
            node['split_feature'] = _get_split_feature(tree, feature_names)
            node['split_gain'] = None
            node['threshold'] = None
            node['decision_type'] = None
            node['missing_direction'] = None
            node['missing_type'] = None
            node['value'] = None
            node['weight'] = None
            node['count'] = None

            # Update values to reflect node type (leaf or split)
            if _is_split_node(tree):
                node['left_child'] = _get_node_index(tree['left_child'], tree_index)
                node['right_child'] = _get_node_index(tree['right_child'], tree_index)
                node['split_gain'] = tree['split_gain']
                node['threshold'] = tree['threshold']
                node['decision_type'] = tree['decision_type']
                node['missing_direction'] = 'left' if tree['default_left'] else 'right'
                node['missing_type'] = tree['missing_type']
                node['value'] = tree['internal_value']
                node['weight'] = tree['internal_weight']
                node['count'] = tree['internal_count']
            else:
                node['value'] = tree['leaf_value']
                if not _is_single_node_tree(tree):
                    node['weight'] = tree['leaf_weight']
                    node['count'] = tree['leaf_count']

            return node

        def tree_dict_to_node_list(tree, node_depth=1, tree_index=None,
                                   feature_names=None, parent_node=None):

            node = create_node_record(tree,
                                      node_depth=node_depth,
                                      tree_index=tree_index,
                                      feature_names=feature_names,
                                      parent_node=parent_node)

            res = [node]

            if _is_split_node(tree):
                # traverse the next level of the tree
                children = ['left_child', 'right_child']
                for child in children:
                    subtree_list = tree_dict_to_node_list(
                        tree[child],
                        node_depth=node_depth + 1,
                        tree_index=tree_index,
                        feature_names=feature_names,
                        parent_node=node['node_index'])
                    # In tree format, "subtree_list" is a list of node records (dicts),
                    # and we add node to the list.
                    res.extend(subtree_list)
            return res

        model_dict = self.dump_model()
        feature_names = model_dict['feature_names']
        model_list = []
        for tree in model_dict['tree_info']:
            model_list.extend(tree_dict_to_node_list(tree['tree_structure'],
                                                     tree_index=tree['tree_index'],
                                                     feature_names=feature_names))

3240
        return pd_DataFrame(model_list, columns=model_list[0].keys())
3241

3242
    def set_train_data_name(self, name: str) -> "Booster":
3243
3244
3245
3246
        """Set the name to the training Dataset.

        Parameters
        ----------
3247
        name : str
Nikita Titov's avatar
Nikita Titov committed
3248
3249
3250
3251
3252
3253
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
3254
        """
3255
        self._train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
3256
        return self
wxchan's avatar
wxchan committed
3257

3258
    def add_valid(self, data: Dataset, name: str) -> "Booster":
3259
        """Add validation data.
wxchan's avatar
wxchan committed
3260
3261
3262
3263

        Parameters
        ----------
        data : Dataset
3264
            Validation data.
3265
        name : str
3266
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
3267
3268
3269
3270
3271

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
3272
        """
Guolin Ke's avatar
Guolin Ke committed
3273
        if not isinstance(data, Dataset):
3274
            raise TypeError(f'Validation data should be Dataset instance, met {type(data).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3275
        if data._predictor is not self.__init_predictor:
3276
3277
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3278
3279
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
3280
            data.construct().handle))
wxchan's avatar
wxchan committed
3281
3282
3283
3284
3285
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Nikita Titov's avatar
Nikita Titov committed
3286
        return self
wxchan's avatar
wxchan committed
3287

3288
    def reset_parameter(self, params: Dict[str, Any]) -> "Booster":
3289
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
3290
3291
3292
3293

        Parameters
        ----------
        params : dict
3294
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
3295
3296
3297
3298
3299

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
3300
        """
3301
        params_str = _param_dict_to_str(params)
wxchan's avatar
wxchan committed
3302
3303
3304
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
3305
                _c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
3306
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
3307
        return self
wxchan's avatar
wxchan committed
3308

3309
3310
3311
3312
3313
    def update(
        self,
        train_set: Optional[Dataset] = None,
        fobj: Optional[_LGBM_CustomObjectiveFunction] = None
    ) -> bool:
Nikita Titov's avatar
Nikita Titov committed
3314
        """Update Booster for one iteration.
3315

wxchan's avatar
wxchan committed
3316
3317
        Parameters
        ----------
3318
3319
3320
3321
        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
wxchan's avatar
wxchan committed
3322
            Customized objective function.
3323
3324
3325
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

3326
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3327
                    The predicted values.
3328
3329
                    Predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task.
3330
3331
                train_data : Dataset
                    The training dataset.
3332
                grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3333
3334
                    The value of the first order derivative (gradient) of the loss
                    with respect to the elements of preds for each sample point.
3335
                hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3336
3337
                    The value of the second order derivative (Hessian) of the loss
                    with respect to the elements of preds for each sample point.
wxchan's avatar
wxchan committed
3338

3339
            For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes],
3340
            and grad and hess should be returned in the same format.
3341

wxchan's avatar
wxchan committed
3342
3343
        Returns
        -------
3344
3345
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
3346
        """
3347
        # need reset training data
3348
3349
3350
3351
3352
3353
        if train_set is None and self.train_set_version != self.train_set.version:
            train_set = self.train_set
            is_the_same_train_set = False
        else:
            is_the_same_train_set = train_set is self.train_set and self.train_set_version == train_set.version
        if train_set is not None and not is_the_same_train_set:
Guolin Ke's avatar
Guolin Ke committed
3354
            if not isinstance(train_set, Dataset):
3355
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3356
            if train_set._predictor is not self.__init_predictor:
3357
3358
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3359
3360
3361
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
3362
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
3363
            self.__inner_predict_buffer[0] = None
3364
            self.train_set_version = self.train_set.version
wxchan's avatar
wxchan committed
3365
3366
        is_finished = ctypes.c_int(0)
        if fobj is None:
3367
            if self.__set_objective_to_none:
3368
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
3369
3370
3371
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
3372
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3373
3374
            return is_finished.value == 1
        else:
3375
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
3376
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
3377
3378
3379
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

3380
3381
3382
3383
3384
    def __boost(
        self,
        grad: np.ndarray,
        hess: np.ndarray
    ) -> bool:
3385
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
3386

Nikita Titov's avatar
Nikita Titov committed
3387
3388
        .. note::

3389
3390
            Score is returned before any transformation,
            e.g. it is raw margin instead of probability of positive class for binary task.
3391
            For multi-class task, score are numpy 2-D array of shape = [n_samples, n_classes],
3392
            and grad and hess should be returned in the same format.
3393

wxchan's avatar
wxchan committed
3394
3395
        Parameters
        ----------
3396
        grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3397
3398
            The value of the first order derivative (gradient) of the loss
            with respect to the elements of score for each sample point.
3399
        hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3400
3401
            The value of the second order derivative (Hessian) of the loss
            with respect to the elements of score for each sample point.
wxchan's avatar
wxchan committed
3402
3403
3404

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3405
3406
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
3407
        """
3408
3409
3410
        if self.__num_class > 1:
            grad = grad.ravel(order='F')
            hess = hess.ravel(order='F')
3411
3412
        grad = _list_to_1d_numpy(grad, name='gradient')
        hess = _list_to_1d_numpy(hess, name='hessian')
3413
3414
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
3415
        if len(grad) != len(hess):
3416
3417
            raise ValueError(f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) don't match")
        num_train_data = self.train_set.num_data()
3418
        if len(grad) != num_train_data * self.__num_class:
3419
3420
3421
            raise ValueError(
                f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) "
                f"don't match training data length ({num_train_data}) * "
3422
                f"number of models per one iteration ({self.__num_class})"
3423
            )
wxchan's avatar
wxchan committed
3424
3425
3426
3427
3428
3429
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
3430
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3431
3432
        return is_finished.value == 1

3433
    def rollback_one_iter(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3434
3435
3436
3437
3438
3439
3440
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
3441
3442
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
3443
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
3444
        return self
wxchan's avatar
wxchan committed
3445

3446
    def current_iteration(self) -> int:
3447
3448
3449
3450
3451
3452
3453
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
3454
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3455
3456
3457
3458
3459
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

3460
    def num_model_per_iteration(self) -> int:
3461
3462
3463
3464
3465
3466
3467
3468
3469
3470
3471
3472
3473
        """Get number of models per iteration.

        Returns
        -------
        model_per_iter : int
            The number of models per iteration.
        """
        model_per_iter = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterNumModelPerIteration(
            self.handle,
            ctypes.byref(model_per_iter)))
        return model_per_iter.value

3474
    def num_trees(self) -> int:
3475
3476
3477
3478
3479
3480
3481
3482
3483
3484
3485
3486
3487
        """Get number of weak sub-models.

        Returns
        -------
        num_trees : int
            The number of weak sub-models.
        """
        num_trees = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterNumberOfTotalModel(
            self.handle,
            ctypes.byref(num_trees)))
        return num_trees.value

3488
    def upper_bound(self) -> float:
3489
3490
3491
3492
        """Get upper bound value of a model.

        Returns
        -------
3493
        upper_bound : float
3494
3495
3496
3497
3498
3499
3500
3501
            Upper bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetUpperBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

3502
    def lower_bound(self) -> float:
3503
3504
3505
3506
        """Get lower bound value of a model.

        Returns
        -------
3507
        lower_bound : float
3508
3509
3510
3511
3512
3513
3514
3515
            Lower bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLowerBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

3516
3517
3518
3519
3520
3521
    def eval(
        self,
        data: Dataset,
        name: str,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3522
        """Evaluate for data.
wxchan's avatar
wxchan committed
3523
3524
3525

        Parameters
        ----------
3526
3527
        data : Dataset
            Data for the evaluating.
3528
        name : str
3529
            Name of the data.
3530
        feval : callable, list of callable, or None, optional (default=None)
3531
            Customized evaluation function.
3532
            Each evaluation function should accept two parameters: preds, eval_data,
3533
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3534

3535
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3536
                    The predicted values.
3537
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3538
                    If custom objective function is used, predicted values are returned before any transformation,
3539
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3540
                eval_data : Dataset
3541
                    A ``Dataset`` to evaluate.
3542
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3543
                    The name of evaluation function (without whitespace).
3544
3545
3546
3547
3548
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3549
3550
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3551
        result : list
3552
            List with (dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3553
        """
Guolin Ke's avatar
Guolin Ke committed
3554
3555
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
3556
3557
3558
3559
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
3560
            for i in range(len(self.valid_sets)):
wxchan's avatar
wxchan committed
3561
3562
3563
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
3564
        # need to push new valid data
wxchan's avatar
wxchan committed
3565
3566
3567
3568
3569
3570
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

3571
3572
3573
3574
    def eval_train(
        self,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3575
        """Evaluate for training data.
wxchan's avatar
wxchan committed
3576
3577
3578

        Parameters
        ----------
3579
        feval : callable, list of callable, or None, optional (default=None)
3580
            Customized evaluation function.
3581
            Each evaluation function should accept two parameters: preds, eval_data,
3582
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3583

3584
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3585
                    The predicted values.
3586
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3587
                    If custom objective function is used, predicted values are returned before any transformation,
3588
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3589
                eval_data : Dataset
3590
                    The training dataset.
3591
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3592
                    The name of evaluation function (without whitespace).
3593
3594
3595
3596
3597
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3598
3599
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3600
        result : list
3601
            List with (train_dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3602
        """
3603
        return self.__inner_eval(self._train_data_name, 0, feval)
wxchan's avatar
wxchan committed
3604

3605
3606
3607
3608
    def eval_valid(
        self,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3609
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
3610
3611
3612

        Parameters
        ----------
3613
        feval : callable, list of callable, or None, optional (default=None)
3614
            Customized evaluation function.
3615
            Each evaluation function should accept two parameters: preds, eval_data,
3616
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3617

3618
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3619
                    The predicted values.
3620
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3621
                    If custom objective function is used, predicted values are returned before any transformation,
3622
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3623
                eval_data : Dataset
3624
                    The validation dataset.
3625
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3626
                    The name of evaluation function (without whitespace).
3627
3628
3629
3630
3631
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3632
3633
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3634
        result : list
3635
            List with (validation_dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3636
        """
3637
        return [item for i in range(1, self.__num_dataset)
wxchan's avatar
wxchan committed
3638
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
3639

3640
3641
3642
3643
3644
3645
3646
    def save_model(
        self,
        filename: Union[str, Path],
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> "Booster":
3647
        """Save Booster to file.
wxchan's avatar
wxchan committed
3648
3649
3650

        Parameters
        ----------
3651
        filename : str or pathlib.Path
3652
            Filename to save Booster.
3653
3654
3655
3656
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3657
        start_iteration : int, optional (default=0)
3658
            Start index of the iteration that should be saved.
3659
        importance_type : str, optional (default="split")
3660
3661
3662
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
Nikita Titov's avatar
Nikita Titov committed
3663
3664
3665
3666
3667

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
3668
        """
3669
        if num_iteration is None:
3670
            num_iteration = self.best_iteration
3671
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3672
3673
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
3674
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3675
            ctypes.c_int(num_iteration),
3676
            ctypes.c_int(importance_type_int),
3677
            _c_str(str(filename))))
3678
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
3679
        return self
wxchan's avatar
wxchan committed
3680

3681
3682
3683
3684
3685
    def shuffle_models(
        self,
        start_iteration: int = 0,
        end_iteration: int = -1
    ) -> "Booster":
3686
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
3687

3688
3689
3690
        Parameters
        ----------
        start_iteration : int, optional (default=0)
3691
            The first iteration that will be shuffled.
3692
3693
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
3694
            If <= 0, means the last available iteration.
3695

Nikita Titov's avatar
Nikita Titov committed
3696
3697
3698
3699
        Returns
        -------
        self : Booster
            Booster with shuffled models.
3700
        """
3701
3702
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
3703
3704
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
3705
        return self
3706

3707
    def model_from_string(self, model_str: str) -> "Booster":
3708
3709
3710
3711
        """Load Booster from a string.

        Parameters
        ----------
3712
        model_str : str
3713
3714
3715
3716
            Model will be loaded from this string.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3717
        self : Booster
3718
3719
            Loaded Booster object.
        """
3720
3721
3722
3723
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
3724
3725
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
3726
            _c_str(model_str),
3727
3728
3729
3730
3731
3732
3733
            ctypes.byref(out_num_iterations),
            ctypes.byref(self.handle)))
        out_num_class = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumClasses(
            self.handle,
            ctypes.byref(out_num_class)))
        self.__num_class = out_num_class.value
3734
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
3735
3736
        return self

3737
3738
3739
3740
3741
3742
    def model_to_string(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> str:
3743
        """Save Booster to string.
3744

3745
3746
3747
3748
3749
3750
        Parameters
        ----------
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3751
        start_iteration : int, optional (default=0)
3752
            Start index of the iteration that should be saved.
3753
        importance_type : str, optional (default="split")
3754
3755
3756
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3757
3758
3759

        Returns
        -------
3760
        str_repr : str
3761
3762
            String representation of Booster.
        """
3763
        if num_iteration is None:
3764
            num_iteration = self.best_iteration
3765
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3766
        buffer_len = 1 << 20
3767
        tmp_out_len = ctypes.c_int64(0)
3768
3769
3770
3771
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterSaveModelToString(
            self.handle,
3772
            ctypes.c_int(start_iteration),
3773
            ctypes.c_int(num_iteration),
3774
            ctypes.c_int(importance_type_int),
3775
            ctypes.c_int64(buffer_len),
3776
3777
3778
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
3779
        # if buffer length is not long enough, re-allocate a buffer
3780
3781
3782
3783
3784
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterSaveModelToString(
                self.handle,
3785
                ctypes.c_int(start_iteration),
3786
                ctypes.c_int(num_iteration),
3787
                ctypes.c_int(importance_type_int),
3788
                ctypes.c_int64(actual_len),
3789
3790
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
3791
        ret = string_buffer.value.decode('utf-8')
3792
3793
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
3794

3795
3796
3797
3798
3799
3800
3801
    def dump_model(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split',
        object_hook: Optional[Callable[[Dict[str, Any]], Dict[str, Any]]] = None
    ) -> Dict[str, Any]:
Nikita Titov's avatar
Nikita Titov committed
3802
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
3803

3804
3805
        Parameters
        ----------
3806
3807
3808
3809
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be dumped.
            If None, if the best iteration exists, it is dumped; otherwise, all iterations are dumped.
            If <= 0, all iterations are dumped.
Nikita Titov's avatar
Nikita Titov committed
3810
        start_iteration : int, optional (default=0)
3811
            Start index of the iteration that should be dumped.
3812
        importance_type : str, optional (default="split")
3813
3814
3815
            What type of feature importance should be dumped.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3816
3817
3818
3819
3820
3821
3822
3823
3824
        object_hook : callable or None, optional (default=None)
            If not None, ``object_hook`` is a function called while parsing the json
            string returned by the C API. It may be used to alter the json, to store
            specific values while building the json structure. It avoids
            walking through the structure again. It saves a significant amount
            of time if the number of trees is huge.
            Signature is ``def object_hook(node: dict) -> dict``.
            None is equivalent to ``lambda node: node``.
            See documentation of ``json.loads()`` for further details.
3825

wxchan's avatar
wxchan committed
3826
3827
        Returns
        -------
3828
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
3829
            JSON format of Booster.
wxchan's avatar
wxchan committed
3830
        """
3831
        if num_iteration is None:
3832
            num_iteration = self.best_iteration
3833
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3834
        buffer_len = 1 << 20
3835
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
3836
3837
3838
3839
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
3840
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3841
            ctypes.c_int(num_iteration),
3842
            ctypes.c_int(importance_type_int),
3843
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
3844
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3845
            ptr_string_buffer))
wxchan's avatar
wxchan committed
3846
        actual_len = tmp_out_len.value
3847
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
3848
3849
3850
3851
3852
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
3853
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3854
                ctypes.c_int(num_iteration),
3855
                ctypes.c_int(importance_type_int),
3856
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
3857
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3858
                ptr_string_buffer))
3859
        ret = json.loads(string_buffer.value.decode('utf-8'), object_hook=object_hook)
3860
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
3861
                                                          default=_json_default_with_numpy))
3862
        return ret
wxchan's avatar
wxchan committed
3863

3864
3865
3866
3867
3868
3869
3870
3871
3872
3873
3874
3875
    def predict(
        self,
        data,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ):
3876
        """Make a prediction.
wxchan's avatar
wxchan committed
3877
3878
3879

        Parameters
        ----------
3880
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
3881
            Data source for prediction.
3882
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3883
        start_iteration : int, optional (default=0)
3884
            Start index of the iteration to predict.
3885
            If <= 0, starts from the first iteration.
3886
        num_iteration : int or None, optional (default=None)
3887
3888
3889
3890
            Total number of iterations used in the prediction.
            If None, if the best iteration exists and start_iteration <= 0, the best iteration is used;
            otherwise, all iterations from ``start_iteration`` are used (no limits).
            If <= 0, all iterations from ``start_iteration`` are used (no limits).
3891
3892
3893
3894
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
3895
3896
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
3897

Nikita Titov's avatar
Nikita Titov committed
3898
3899
3900
3901
3902
3903
3904
            .. note::

                If you want to get more explanations for your model's predictions using SHAP values,
                like SHAP interaction values,
                you can install the shap package (https://github.com/slundberg/shap).
                Note that unlike the shap package, with ``pred_contrib`` we return a matrix with an extra
                column, where the last column is the expected value.
3905

3906
3907
        data_has_header : bool, optional (default=False)
            Whether the data has header.
3908
            Used only if data is str.
3909
3910
3911
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
3912
3913
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
3914
3915
3916

        Returns
        -------
3917
        result : numpy array, scipy.sparse or list of scipy.sparse
3918
            Prediction result.
3919
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
3920
        """
3921
        predictor = self._to_predictor(deepcopy(kwargs))
3922
        if num_iteration is None:
3923
            if start_iteration <= 0:
3924
3925
3926
3927
                num_iteration = self.best_iteration
            else:
                num_iteration = -1
        return predictor.predict(data, start_iteration, num_iteration,
3928
                                 raw_score, pred_leaf, pred_contrib,
3929
                                 data_has_header, validate_features)
wxchan's avatar
wxchan committed
3930

3931
3932
3933
3934
    def refit(
        self,
        data,
        label,
3935
3936
        decay_rate: float = 0.9,
        reference: Optional[Dataset] = None,
3937
3938
3939
        weight=None,
        group=None,
        init_score=None,
3940
3941
3942
3943
3944
        feature_name: Union[str, List[str]] = 'auto',
        categorical_feature: Union[str, List[str], List[int]] = 'auto',
        dataset_params: Optional[Dict[str, Any]] = None,
        free_raw_data: bool = True,
        validate_features: bool = False,
3945
3946
        **kwargs
    ):
Guolin Ke's avatar
Guolin Ke committed
3947
3948
3949
3950
        """Refit the existing Booster by new data.

        Parameters
        ----------
3951
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
3952
            Data source for refit.
3953
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3954
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
3955
3956
            Label for refit.
        decay_rate : float, optional (default=0.9)
3957
3958
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
3959
3960
3961
        reference : Dataset or None, optional (default=None)
            Reference for ``data``.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
3962
            Weight for each ``data`` instance. Weights should be non-negative.
3963
3964
3965
3966
3967
3968
3969
3970
3971
3972
3973
3974
3975
3976
3977
3978
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
            Group/query size for ``data``.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
            Init score for ``data``.
        feature_name : list of str, or 'auto', optional (default="auto")
            Feature names for ``data``.
            If 'auto' and data is pandas DataFrame, data columns names are used.
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
            Categorical features for ``data``.
            If list of int, interpreted as indices.
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
3979
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
3980
3981
3982
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
            All negative values in categorical features will be treated as missing values.
            The output cannot be monotonically constrained with respect to a categorical feature.
3983
            Floating point numbers in categorical features will be rounded towards 0.
3984
3985
3986
3987
        dataset_params : dict or None, optional (default=None)
            Other parameters for Dataset ``data``.
        free_raw_data : bool, optional (default=True)
            If True, raw data is freed after constructing inner Dataset for ``data``.
3988
3989
3990
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to refit the model match the original ones.
            Used only if data is pandas DataFrame.
3991
3992
        **kwargs
            Other parameters for refit.
3993
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
3994
3995
3996
3997
3998
3999

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
4000
4001
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
4002
4003
        if dataset_params is None:
            dataset_params = {}
4004
        predictor = self._to_predictor(deepcopy(kwargs))
4005
        leaf_preds = predictor.predict(data, -1, pred_leaf=True, validate_features=validate_features)
4006
        nrow, ncol = leaf_preds.shape
4007
        out_is_linear = ctypes.c_int(0)
4008
4009
4010
        _safe_call(_LIB.LGBM_BoosterGetLinear(
            self.handle,
            ctypes.byref(out_is_linear)))
Nikita Titov's avatar
Nikita Titov committed
4011
4012
4013
4014
4015
        new_params = _choose_param_value(
            main_param_name="linear_tree",
            params=self.params,
            default_value=None
        )
4016
        new_params["linear_tree"] = bool(out_is_linear.value)
4017
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
4029
        new_params.update(dataset_params)
        train_set = Dataset(
            data=data,
            label=label,
            reference=reference,
            weight=weight,
            group=group,
            init_score=init_score,
            feature_name=feature_name,
            categorical_feature=categorical_feature,
            params=new_params,
            free_raw_data=free_raw_data,
        )
4030
        new_params['refit_decay_rate'] = decay_rate
4031
        new_booster = Booster(new_params, train_set)
Guolin Ke's avatar
Guolin Ke committed
4032
4033
4034
4035
4036
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
4037
        ptr_data, _, _ = _c_int_array(leaf_preds)
Guolin Ke's avatar
Guolin Ke committed
4038
4039
4040
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
4041
4042
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol)))
4043
        new_booster._network = self._network
Guolin Ke's avatar
Guolin Ke committed
4044
4045
        return new_booster

4046
    def get_leaf_output(self, tree_id: int, leaf_id: int) -> float:
4047
4048
4049
4050
4051
4052
4053
4054
4055
4056
4057
4058
4059
4060
        """Get the output of a leaf.

        Parameters
        ----------
        tree_id : int
            The index of the tree.
        leaf_id : int
            The index of the leaf in the tree.

        Returns
        -------
        result : float
            The output of the leaf.
        """
4061
4062
4063
4064
4065
4066
4067
4068
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLeafValue(
            self.handle,
            ctypes.c_int(tree_id),
            ctypes.c_int(leaf_id),
            ctypes.byref(ret)))
        return ret.value

4069
4070
4071
4072
4073
4074
4075
4076
4077
4078
4079
4080
4081
4082
4083
4084
4085
4086
4087
4088
4089
4090
4091
4092
4093
4094
4095
4096
4097
4098
4099
4100
    def set_leaf_output(
        self,
        tree_id: int,
        leaf_id: int,
        value: float,
    ) -> 'Booster':
        """Set the output of a leaf.

        Parameters
        ----------
        tree_id : int
            The index of the tree.
        leaf_id : int
            The index of the leaf in the tree.
        value : float
            Value to set as the output of the leaf.

        Returns
        -------
        self : Booster
            Booster with the leaf output set.
        """
        _safe_call(
            _LIB.LGBM_BoosterSetLeafValue(
                self.handle,
                ctypes.c_int(tree_id),
                ctypes.c_int(leaf_id),
                ctypes.c_double(value)
            )
        )
        return self

4101
4102
4103
4104
    def _to_predictor(
        self,
        pred_parameter: Optional[Dict[str, Any]] = None
    ) -> _InnerPredictor:
4105
        """Convert to predictor."""
4106
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
4107
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
4108
4109
        return predictor

4110
    def num_feature(self) -> int:
4111
4112
4113
4114
4115
4116
4117
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
4118
4119
4120
4121
4122
4123
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

4124
    def feature_name(self) -> List[str]:
4125
        """Get names of features.
wxchan's avatar
wxchan committed
4126
4127
4128

        Returns
        -------
4129
        result : list of str
4130
            List with names of features.
wxchan's avatar
wxchan committed
4131
        """
4132
        num_feature = self.num_feature()
4133
        # Get name of features
wxchan's avatar
wxchan committed
4134
        tmp_out_len = ctypes.c_int(0)
4135
4136
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
4137
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
wxchan's avatar
wxchan committed
4138
4139
4140
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
4141
            ctypes.c_int(num_feature),
wxchan's avatar
wxchan committed
4142
            ctypes.byref(tmp_out_len),
4143
            ctypes.c_size_t(reserved_string_buffer_size),
4144
            ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
4145
4146
4147
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
4148
4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
4160
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
wxchan's avatar
wxchan committed
4161

4162
4163
4164
4165
4166
    def feature_importance(
        self,
        importance_type: str = 'split',
        iteration: Optional[int] = None
    ) -> np.ndarray:
4167
        """Get feature importances.
4168

4169
4170
        Parameters
        ----------
4171
        importance_type : str, optional (default="split")
4172
4173
4174
            How the importance is calculated.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
4175
4176
4177
4178
        iteration : int or None, optional (default=None)
            Limit number of iterations in the feature importance calculation.
            If None, if the best iteration exists, it is used; otherwise, all trees are used.
            If <= 0, all trees are used (no limits).
4179

4180
4181
        Returns
        -------
4182
4183
        result : numpy array
            Array with feature importances.
4184
        """
4185
4186
        if iteration is None:
            iteration = self.best_iteration
4187
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
4188
        result = np.empty(self.num_feature(), dtype=np.float64)
4189
4190
4191
4192
4193
        _safe_call(_LIB.LGBM_BoosterFeatureImportance(
            self.handle,
            ctypes.c_int(iteration),
            ctypes.c_int(importance_type_int),
            result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
4194
        if importance_type_int == _C_API_FEATURE_IMPORTANCE_SPLIT:
4195
            return result.astype(np.int32)
4196
4197
        else:
            return result
4198

4199
4200
4201
4202
4203
4204
    def get_split_value_histogram(
        self,
        feature: Union[int, str],
        bins: Optional[Union[int, str]] = None,
        xgboost_style: bool = False
    ) -> Union[Tuple[np.ndarray, np.ndarray], np.ndarray, pd_DataFrame]:
4205
4206
4207
4208
        """Get split value histogram for the specified feature.

        Parameters
        ----------
4209
        feature : int or str
4210
4211
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
4212
            If str, interpreted as name.
4213

Nikita Titov's avatar
Nikita Titov committed
4214
4215
4216
            .. warning::

                Categorical features are not supported.
4217

4218
        bins : int, str or None, optional (default=None)
4219
4220
4221
            The maximum number of bins.
            If None, or int and > number of unique split values and ``xgboost_style=True``,
            the number of bins equals number of unique split values.
4222
            If str, it should be one from the list of the supported values by ``numpy.histogram()`` function.
4223
4224
4225
4226
4227
4228
4229
4230
4231
4232
4233
4234
4235
4236
        xgboost_style : bool, optional (default=False)
            Whether the returned result should be in the same form as it is in XGBoost.
            If False, the returned value is tuple of 2 numpy arrays as it is in ``numpy.histogram()`` function.
            If True, the returned value is matrix, in which the first column is the right edges of non-empty bins
            and the second one is the histogram values.

        Returns
        -------
        result_tuple : tuple of 2 numpy arrays
            If ``xgboost_style=False``, the values of the histogram of used splitting values for the specified feature
            and the bin edges.
        result_array_like : numpy array or pandas DataFrame (if pandas is installed)
            If ``xgboost_style=True``, the histogram of used splitting values for the specified feature.
        """
4237
        def add(root: Dict[str, Any]) -> None:
4238
4239
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
4240
                if feature_names is not None and isinstance(feature, str):
4241
4242
4243
4244
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
4245
                    if isinstance(root['threshold'], str):
4246
4247
4248
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
4249
4250
4251
4252
4253
4254
4255
4256
4257
4258
                add(root['left_child'])
                add(root['right_child'])

        model = self.dump_model()
        feature_names = model.get('feature_names')
        tree_infos = model['tree_info']
        values = []
        for tree_info in tree_infos:
            add(tree_info['tree_structure'])

4259
        if bins is None or isinstance(bins, int) and xgboost_style:
4260
4261
4262
4263
4264
4265
4266
            n_unique = len(np.unique(values))
            bins = max(min(n_unique, bins) if bins is not None else n_unique, 1)
        hist, bin_edges = np.histogram(values, bins=bins)
        if xgboost_style:
            ret = np.column_stack((bin_edges[1:], hist))
            ret = ret[ret[:, 1] > 0]
            if PANDAS_INSTALLED:
4267
                return pd_DataFrame(ret, columns=['SplitValue', 'Count'])
4268
4269
4270
4271
4272
            else:
                return ret
        else:
            return hist, bin_edges

4273
4274
4275
4276
    def __inner_eval(
        self,
        data_name: str,
        data_idx: int,
4277
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]]
4278
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
4279
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
4280
        if data_idx >= self.__num_dataset:
4281
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
4282
4283
4284
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
4285
            result = np.empty(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
4286
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
4287
4288
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
4289
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
4290
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
4291
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
4292
            if tmp_out_len.value != self.__num_inner_eval:
4293
                raise ValueError("Wrong length of eval results")
4294
            for i in range(self.__num_inner_eval):
4295
4296
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
4297
4298
        if callable(feval):
            feval = [feval]
wxchan's avatar
wxchan committed
4299
4300
4301
4302
4303
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
4304
4305
4306
4307
4308
4309
4310
4311
4312
            for eval_function in feval:
                if eval_function is None:
                    continue
                feval_ret = eval_function(self.__inner_predict(data_idx), cur_data)
                if isinstance(feval_ret, list):
                    for eval_name, val, is_higher_better in feval_ret:
                        ret.append((data_name, eval_name, val, is_higher_better))
                else:
                    eval_name, val, is_higher_better = feval_ret
wxchan's avatar
wxchan committed
4313
4314
4315
                    ret.append((data_name, eval_name, val, is_higher_better))
        return ret

4316
    def __inner_predict(self, data_idx: int) -> np.ndarray:
4317
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
4318
        if data_idx >= self.__num_dataset:
4319
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
4320
4321
4322
4323
4324
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
4325
            self.__inner_predict_buffer[data_idx] = np.empty(n_preds, dtype=np.float64)
4326
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
4327
4328
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
4329
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
4330
4331
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
4332
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
4333
4334
4335
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
4336
                raise ValueError(f"Wrong length of predict results for data {data_idx}")
wxchan's avatar
wxchan committed
4337
            self.__is_predicted_cur_iter[data_idx] = True
4338
4339
4340
4341
4342
        result = self.__inner_predict_buffer[data_idx]
        if self.__num_class > 1:
            num_data = result.size // self.__num_class
            result = result.reshape(num_data, self.__num_class, order='F')
        return result
wxchan's avatar
wxchan committed
4343

4344
    def __get_eval_info(self) -> None:
4345
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
4346
4347
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
4348
            out_num_eval = ctypes.c_int(0)
4349
            # Get num of inner evals
wxchan's avatar
wxchan committed
4350
4351
4352
4353
4354
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
4355
                # Get name of eval metrics
Guolin Ke's avatar
Guolin Ke committed
4356
                tmp_out_len = ctypes.c_int(0)
4357
4358
4359
                reserved_string_buffer_size = 255
                required_string_buffer_size = ctypes.c_size_t(0)
                string_buffers = [
4360
                    ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(self.__num_inner_eval)
4361
                ]
wxchan's avatar
wxchan committed
4362
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
4363
4364
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
4365
                    ctypes.c_int(self.__num_inner_eval),
wxchan's avatar
wxchan committed
4366
                    ctypes.byref(tmp_out_len),
4367
                    ctypes.c_size_t(reserved_string_buffer_size),
4368
                    ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
4369
4370
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
4371
                    raise ValueError("Length of eval names doesn't equal with num_evals")
4372
4373
4374
4375
4376
4377
4378
4379
4380
4381
4382
4383
4384
4385
4386
4387
4388
4389
4390
4391
                actual_string_buffer_size = required_string_buffer_size.value
                # if buffer length is not long enough, reallocate buffers
                if reserved_string_buffer_size < actual_string_buffer_size:
                    string_buffers = [
                        ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(self.__num_inner_eval)
                    ]
                    ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
                    _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                        self.handle,
                        ctypes.c_int(self.__num_inner_eval),
                        ctypes.byref(tmp_out_len),
                        ctypes.c_size_t(actual_string_buffer_size),
                        ctypes.byref(required_string_buffer_size),
                        ptr_string_buffers))
                self.__name_inner_eval = [
                    string_buffers[i].value.decode('utf-8') for i in range(self.__num_inner_eval)
                ]
                self.__higher_better_inner_eval = [
                    name.startswith(('auc', 'ndcg@', 'map@', 'average_precision')) for name in self.__name_inner_eval
                ]