basic.py 160 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
10
from functools import wraps
from logging import Logger
11
12
13
from os import SEEK_END
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
21
from .compat import (PANDAS_INSTALLED, concat, dt_DataTable, is_dtype_sparse, pd_CategoricalDtype, pd_DataFrame,
                     pd_Series)
wxchan's avatar
wxchan committed
22
23
from .libpath import find_lib_path

24
25
26
27
28
29
30
31
32
33
34
35
ZERO_THRESHOLD = 1e-35


def _get_sample_count(total_nrow: int, params: str):
    sample_cnt = ctypes.c_int(0)
    _safe_call(_LIB.LGBM_GetSampleCount(
        ctypes.c_int32(total_nrow),
        c_str(params),
        ctypes.byref(sample_cnt),
    ))
    return sample_cnt.value

wxchan's avatar
wxchan committed
36

37
class _DummyLogger:
38
    def info(self, msg: str) -> None:
39
40
        print(msg)

41
    def warning(self, msg: str) -> None:
42
43
44
        warnings.warn(msg, stacklevel=3)


45
_LOGGER: Union[_DummyLogger, Logger] = _DummyLogger()
46
47


48
def register_logger(logger: Logger) -> None:
49
50
51
52
53
54
55
56
57
58
59
60
61
    """Register custom logger.

    Parameters
    ----------
    logger : logging.Logger
        Custom logger.
    """
    if not isinstance(logger, Logger):
        raise TypeError("Logger should inherit logging.Logger class")
    global _LOGGER
    _LOGGER = logger


62
def _normalize_native_string(func: Callable[[str], None]) -> Callable[[str], None]:
63
    """Join log messages from native library which come by chunks."""
64
    msg_normalized: List[str] = []
65
66

    @wraps(func)
67
    def wrapper(msg: str) -> None:
68
69
70
71
72
73
74
75
76
77
78
        nonlocal msg_normalized
        if msg.strip() == '':
            msg = ''.join(msg_normalized)
            msg_normalized = []
            return func(msg)
        else:
            msg_normalized.append(msg)

    return wrapper


79
def _log_info(msg: str) -> None:
80
81
82
    _LOGGER.info(msg)


83
def _log_warning(msg: str) -> None:
84
85
86
87
    _LOGGER.warning(msg)


@_normalize_native_string
88
def _log_native(msg: str) -> None:
89
90
91
    _LOGGER.info(msg)


92
def _log_callback(msg: bytes) -> None:
93
    """Redirect logs from native library into Python."""
94
    _log_native(str(msg.decode('utf-8')))
95
96


wxchan's avatar
wxchan committed
97
def _load_lib():
98
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
99
100
    lib_path = find_lib_path()
    if len(lib_path) == 0:
101
        return None
wxchan's avatar
wxchan committed
102
103
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
104
105
106
    callback = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
    lib.callback = callback(_log_callback)
    if lib.LGBM_RegisterLogCallback(lib.callback) != 0:
107
        raise LightGBMError(lib.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
108
109
    return lib

wxchan's avatar
wxchan committed
110

wxchan's avatar
wxchan committed
111
112
_LIB = _load_lib()

wxchan's avatar
wxchan committed
113

114
NUMERIC_TYPES = (int, float, bool)
115
_ArrayLike = Union[List, np.ndarray, pd_Series]
116
117


118
def _safe_call(ret: int) -> None:
119
120
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
121
122
123
    Parameters
    ----------
    ret : int
124
        The return value from C API calls.
wxchan's avatar
wxchan committed
125
126
    """
    if ret != 0:
127
        raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
128

wxchan's avatar
wxchan committed
129

wxchan's avatar
wxchan committed
130
def is_numeric(obj):
131
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
132
133
134
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
135
136
137
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
138
139
        return False

wxchan's avatar
wxchan committed
140

wxchan's avatar
wxchan committed
141
def is_numpy_1d_array(data):
142
    """Check whether data is a numpy 1-D array."""
143
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
144

wxchan's avatar
wxchan committed
145

146
147
148
149
150
151
152
153
def is_numpy_column_array(data):
    """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


154
155
def cast_numpy_array_to_dtype(array, dtype):
    """Cast numpy array to given dtype."""
156
157
158
159
160
    if array.dtype == dtype:
        return array
    return array.astype(dtype=dtype, copy=False)


wxchan's avatar
wxchan committed
161
def is_1d_list(data):
162
163
    """Check whether data is a 1-D list."""
    return isinstance(data, list) and (not data or is_numeric(data[0]))
wxchan's avatar
wxchan committed
164

wxchan's avatar
wxchan committed
165

166
167
168
169
170
171
172
173
174
175
def _is_1d_collection(data: Any) -> bool:
    """Check whether data is a 1-D collection."""
    return (
        is_numpy_1d_array(data)
        or is_numpy_column_array(data)
        or is_1d_list(data)
        or isinstance(data, pd_Series)
    )


176
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
177
    """Convert data to numpy 1-D array."""
wxchan's avatar
wxchan committed
178
    if is_numpy_1d_array(data):
179
        return cast_numpy_array_to_dtype(data, dtype)
180
181
182
    elif is_numpy_column_array(data):
        _log_warning('Converting column-vector to 1d array')
        array = data.ravel()
183
        return cast_numpy_array_to_dtype(array, dtype)
wxchan's avatar
wxchan committed
184
185
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
186
    elif isinstance(data, pd_Series):
187
188
        if _get_bad_pandas_dtypes([data.dtypes]):
            raise ValueError('Series.dtypes must be int, float or bool')
189
        return np.array(data, dtype=dtype, copy=False)  # SparseArray should be supported as well
wxchan's avatar
wxchan committed
190
    else:
191
192
        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
193

wxchan's avatar
wxchan committed
194

195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
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."""
    return isinstance(data, list) and len(data) > 0 and is_1d_list(data[0])


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):
        return cast_numpy_array_to_dtype(data, dtype)
    if _is_2d_list(data):
        return np.array(data, dtype=dtype)
    if isinstance(data, pd_DataFrame):
        if _get_bad_pandas_dtypes(data.dtypes):
            raise ValueError('DataFrame.dtypes must be int, float or bool')
        return cast_numpy_array_to_dtype(data.values, dtype)
    raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                    "It should be list of lists, numpy 2-D array or pandas DataFrame")


wxchan's avatar
wxchan committed
228
def cfloat32_array_to_numpy(cptr, length):
229
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
230
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
231
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
232
    else:
233
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
234

Guolin Ke's avatar
Guolin Ke committed
235

Guolin Ke's avatar
Guolin Ke committed
236
def cfloat64_array_to_numpy(cptr, length):
237
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
238
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
239
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
Guolin Ke's avatar
Guolin Ke committed
240
241
242
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
243

wxchan's avatar
wxchan committed
244
def cint32_array_to_numpy(cptr, length):
245
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
246
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
247
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
248
    else:
249
250
251
252
253
254
        raise RuntimeError('Expected int32 pointer')


def cint64_array_to_numpy(cptr, length):
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int64)):
255
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
256
257
    else:
        raise RuntimeError('Expected int64 pointer')
wxchan's avatar
wxchan committed
258

wxchan's avatar
wxchan committed
259

wxchan's avatar
wxchan committed
260
def c_str(string):
261
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
262
263
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
264

wxchan's avatar
wxchan committed
265
def c_array(ctype, values):
266
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
267
268
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
269

270
271
272
273
274
275
276
277
278
279
def json_default_with_numpy(obj):
    """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


wxchan's avatar
wxchan committed
280
def param_dict_to_str(data):
281
    """Convert Python dictionary to string, which is passed to C API."""
282
    if data is None or not data:
wxchan's avatar
wxchan committed
283
284
285
        return ""
    pairs = []
    for key, val in data.items():
286
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
287
288
            def to_string(x):
                if isinstance(x, list):
289
                    return f"[{','.join(map(str, x))}]"
290
291
                else:
                    return str(x)
292
            pairs.append(f"{key}={','.join(map(to_string, val))}")
293
        elif isinstance(val, (str, Path, NUMERIC_TYPES)) or is_numeric(val):
294
            pairs.append(f"{key}={val}")
295
        elif val is not None:
296
            raise TypeError(f'Unknown type of parameter:{key}, got:{type(val).__name__}')
wxchan's avatar
wxchan committed
297
    return ' '.join(pairs)
298

wxchan's avatar
wxchan committed
299

300
class _TempFile:
301
302
    """Proxy class to workaround errors on Windows."""

303
304
305
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
306
            self.path = Path(self.name)
307
        return self
wxchan's avatar
wxchan committed
308

309
    def __exit__(self, exc_type, exc_val, exc_tb):
310
311
        if self.path.is_file():
            self.path.unlink()
312

wxchan's avatar
wxchan committed
313

314
class LightGBMError(Exception):
315
316
    """Error thrown by LightGBM."""

317
318
319
    pass


320
321
322
323
324
325
326
327
# DeprecationWarning is not shown by default, so let's create our own with higher level
class LGBMDeprecationWarning(UserWarning):
    """Custom deprecation warning."""

    pass


class _ConfigAliases:
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
    # lazy evaluation to allow import without dynamic library, e.g., for docs generation
    aliases = None

    @staticmethod
    def _get_all_param_aliases() -> Dict[str, Set[str]]:
        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'),
            object_hook=lambda obj: {k: set(v) | {k} for k, v in obj.items()}
        )
        return aliases
355
356

    @classmethod
357
358
359
    def get(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
360
361
        ret = set()
        for i in args:
362
            ret |= cls.aliases.get(i, {i})
363
364
        return ret

365
    @classmethod
366
367
368
    def get_by_alias(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
369
370
371
372
373
374
375
376
        ret = set(args)
        for arg in args:
            for aliases in cls.aliases.values():
                if arg in aliases:
                    ret |= aliases
                    break
        return ret

377

378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
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)

    # find a value, and remove other aliases with .pop()
    # prefer the value of 'main_param_name' if it exists, otherwise search the aliases
    found_value = None
    if main_param_name in params.keys():
        found_value = params[main_param_name]

    for param in _ConfigAliases.get(main_param_name):
        val = params.pop(param, None)
        if found_value is None and val is not None:
            found_value = val

    if found_value is not None:
        params[main_param_name] = found_value
    else:
        params[main_param_name] = default_value

    return params


418
419
MAX_INT32 = (1 << 31) - 1

420
"""Macro definition of data type in C API of LightGBM"""
wxchan's avatar
wxchan committed
421
422
423
424
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
425

426
"""Matrix is row major in Python"""
wxchan's avatar
wxchan committed
427
428
C_API_IS_ROW_MAJOR = 1

429
"""Macro definition of prediction type in C API of LightGBM"""
wxchan's avatar
wxchan committed
430
431
432
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
433
C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
434

435
436
437
438
"""Macro definition of sparse matrix type"""
C_API_MATRIX_TYPE_CSR = 0
C_API_MATRIX_TYPE_CSC = 1

439
440
441
442
"""Macro definition of feature importance type"""
C_API_FEATURE_IMPORTANCE_SPLIT = 0
C_API_FEATURE_IMPORTANCE_GAIN = 1

443
"""Data type of data field"""
wxchan's avatar
wxchan committed
444
445
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
446
                     "init_score": C_API_DTYPE_FLOAT64,
447
                     "group": C_API_DTYPE_INT32}
wxchan's avatar
wxchan committed
448

449
450
451
452
"""String name to int feature importance type mapper"""
FEATURE_IMPORTANCE_TYPE_MAPPER = {"split": C_API_FEATURE_IMPORTANCE_SPLIT,
                                  "gain": C_API_FEATURE_IMPORTANCE_GAIN}

wxchan's avatar
wxchan committed
453

454
def convert_from_sliced_object(data):
455
    """Fix the memory of multi-dimensional sliced object."""
456
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
457
        if not data.flags.c_contiguous:
458
459
            _log_warning("Usage of np.ndarray subset (sliced data) is not recommended "
                         "due to it will double the peak memory cost in LightGBM.")
460
461
462
463
            return np.copy(data)
    return data


wxchan's avatar
wxchan committed
464
def c_float_array(data):
465
    """Get pointer of float numpy array / list."""
wxchan's avatar
wxchan committed
466
467
468
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
469
470
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
471
472
473
474
475
476
477
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
        else:
478
            raise TypeError(f"Expected np.float32 or np.float64, met type({data.dtype})")
wxchan's avatar
wxchan committed
479
    else:
480
        raise TypeError(f"Unknown type({type(data).__name__})")
481
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
482

wxchan's avatar
wxchan committed
483

wxchan's avatar
wxchan committed
484
def c_int_array(data):
485
    """Get pointer of int numpy array / list."""
wxchan's avatar
wxchan committed
486
487
488
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
489
490
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
491
492
493
494
495
496
497
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
            type_data = C_API_DTYPE_INT64
        else:
498
            raise TypeError(f"Expected np.int32 or np.int64, met type({data.dtype})")
wxchan's avatar
wxchan committed
499
    else:
500
        raise TypeError(f"Unknown type({type(data).__name__})")
501
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
502

wxchan's avatar
wxchan committed
503

504
505
506
507
508
509
510
511
512
513
514
def _get_bad_pandas_dtypes(dtypes):
    pandas_dtype_mapper = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                           'int64': 'int', 'uint8': 'int', 'uint16': 'int',
                           'uint32': 'int', 'uint64': 'int', 'bool': 'int',
                           'float16': 'float', 'float32': 'float', 'float64': 'float'}
    bad_indices = [i for i, dtype in enumerate(dtypes) if (dtype.name not in pandas_dtype_mapper
                                                           and (not is_dtype_sparse(dtype)
                                                                or dtype.subtype.name not in pandas_dtype_mapper))]
    return bad_indices


515
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
516
    if isinstance(data, pd_DataFrame):
517
518
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
519
520
        if feature_name == 'auto' or feature_name is None:
            data = data.rename(columns=str)
521
        cat_cols = [col for col, dtype in zip(data.columns, data.dtypes) if isinstance(dtype, pd_CategoricalDtype)]
522
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
523
524
525
526
527
        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.')
528
            for col, category in zip(cat_cols, pandas_categorical):
529
530
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
531
        if len(cat_cols):  # cat_cols is list
532
            data = data.copy()  # not alter origin DataFrame
533
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
534
535
536
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
537
            if categorical_feature == 'auto':  # use cat cols from DataFrame
538
                categorical_feature = cat_cols_not_ordered
539
540
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
541
542
        if feature_name == 'auto':
            feature_name = list(data.columns)
543
544
        bad_indices = _get_bad_pandas_dtypes(data.dtypes)
        if bad_indices:
545
            bad_index_cols_str = ', '.join(data.columns[bad_indices])
546
            raise ValueError("DataFrame.dtypes for data must be int, float or bool.\n"
547
                             "Did not expect the data types in the following fields: "
548
                             f"{bad_index_cols_str}")
549
550
551
        data = data.values
        if data.dtype != np.float32 and data.dtype != np.float64:
            data = data.astype(np.float32)
552
553
554
555
556
557
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
558
559
560


def _label_from_pandas(label):
561
    if isinstance(label, pd_DataFrame):
562
563
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
564
        if _get_bad_pandas_dtypes(label.dtypes):
565
            raise ValueError('DataFrame.dtypes for label must be int, float or bool')
566
        label = np.ravel(label.values.astype(np.float32, copy=False))
567
568
569
    return label


570
def _dump_pandas_categorical(pandas_categorical, file_name=None):
571
572
    categorical_json = json.dumps(pandas_categorical, default=json_default_with_numpy)
    pandas_str = f'\npandas_categorical:{categorical_json}\n'
573
574
575
576
577
578
579
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


def _load_pandas_categorical(file_name=None, model_str=None):
580
581
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
582
    if file_name is not None:
583
        max_offset = -getsize(file_name)
584
585
586
587
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
588
                f.seek(offset, SEEK_END)
589
590
591
592
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
593
        last_line = lines[-1].decode('utf-8').strip()
594
        if not last_line.startswith(pandas_key):
595
            last_line = lines[-2].decode('utf-8').strip()
596
    elif model_str is not None:
597
598
599
600
601
602
        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
603
604


605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
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**.

625
626
    .. versionadded:: 3.3.0

627
628
629
630
631
632
633
634
635
    Attributes
    ----------
    batch_size : int
        Default size of a batch.
    """

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

    @abc.abstractmethod
636
    def __getitem__(self, idx: Union[int, slice, List[int]]) -> np.ndarray:
637
638
639
640
641
642
643
        """Return data for given row index.

        A basic implementation should look like this:

        .. code-block:: python

            if isinstance(idx, numbers.Integral):
644
                return self._get_one_line(idx)
645
            elif isinstance(idx, slice):
646
647
                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
            elif isinstance(idx, list):
648
                # Only required if using ``Dataset.subset()``.
649
                return np.array([self._get_one_line(i) for i in idx])
650
            else:
651
                raise TypeError(f"Sequence index must be integer, slice or list, got {type(idx).__name__}")
652
653
654

        Parameters
        ----------
655
        idx : int, slice[int], list[int]
656
657
658
659
            Item index.

        Returns
        -------
660
        result : numpy 1-D array or numpy 2-D array
661
            1-D array if idx is int, 2-D array if idx is slice or list.
662
663
664
665
666
667
668
669
670
        """
        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__()")


671
class _InnerPredictor:
672
673
674
675
676
    """_InnerPredictor of LightGBM.

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

Nikita Titov's avatar
Nikita Titov committed
677
678
679
    .. note::

        Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
680
    """
681

682
    def __init__(self, model_file=None, booster_handle=None, pred_parameter=None):
683
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
684
685
686

        Parameters
        ----------
687
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
688
            Path to the model file.
689
690
691
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
692
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
693
694
695
696
697
        """
        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
698
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
699
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
700
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
701
702
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
703
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
704
705
706
707
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
708
            self.num_total_iteration = out_num_iterations.value
709
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
710
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
711
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
712
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
713
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
714
715
716
717
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
718
            self.num_total_iteration = self.current_iteration()
719
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
720
        else:
721
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
722

723
724
        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
725

wxchan's avatar
wxchan committed
726
    def __del__(self):
727
728
729
730
731
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
732

733
734
735
736
737
    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

738
    def predict(self, data, start_iteration=0, num_iteration=-1,
739
                raw_score=False, pred_leaf=False, pred_contrib=False, data_has_header=False,
wxchan's avatar
wxchan committed
740
                is_reshape=True):
741
        """Predict logic.
wxchan's avatar
wxchan committed
742
743
744

        Parameters
        ----------
745
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
746
            Data source for prediction.
747
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
748
749
        start_iteration : int, optional (default=0)
            Start index of the iteration to predict.
750
751
752
753
754
755
756
757
758
759
760
761
762
        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.
        is_reshape : bool, optional (default=True)
            Whether to reshape to (nrow, ncol).
wxchan's avatar
wxchan committed
763
764
765

        Returns
        -------
766
        result : numpy array, scipy.sparse or list of scipy.sparse
767
            Prediction result.
768
            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
769
        """
wxchan's avatar
wxchan committed
770
        if isinstance(data, Dataset):
771
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
772
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
773
774
775
776
777
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
778
779
        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
780
        int_data_has_header = 1 if data_has_header else 0
cbecker's avatar
cbecker committed
781

782
        if isinstance(data, (str, Path)):
783
            with _TempFile() as f:
wxchan's avatar
wxchan committed
784
785
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
786
                    c_str(str(data)),
Guolin Ke's avatar
Guolin Ke committed
787
788
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
789
                    ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
790
                    ctypes.c_int(num_iteration),
791
                    c_str(self.pred_parameter),
wxchan's avatar
wxchan committed
792
                    c_str(f.name)))
793
794
                preds = np.loadtxt(f.name, dtype=np.float64)
                nrow = preds.shape[0]
wxchan's avatar
wxchan committed
795
        elif isinstance(data, scipy.sparse.csr_matrix):
796
            preds, nrow = self.__pred_for_csr(data, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
797
        elif isinstance(data, scipy.sparse.csc_matrix):
798
            preds, nrow = self.__pred_for_csc(data, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
799
        elif isinstance(data, np.ndarray):
800
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
801
802
803
        elif isinstance(data, list):
            try:
                data = np.array(data)
804
            except BaseException:
805
                raise ValueError('Cannot convert data list to numpy array.')
806
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
807
        elif isinstance(data, dt_DataTable):
808
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
809
810
        else:
            try:
811
                _log_warning('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
812
                csr = scipy.sparse.csr_matrix(data)
813
            except BaseException:
814
                raise TypeError(f'Cannot predict data for type {type(data).__name__}')
815
            preds, nrow = self.__pred_for_csr(csr, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
816
817
        if pred_leaf:
            preds = preds.astype(np.int32)
818
819
        is_sparse = scipy.sparse.issparse(preds) or isinstance(preds, list)
        if is_reshape and not is_sparse and preds.size != nrow:
wxchan's avatar
wxchan committed
820
            if preds.size % nrow == 0:
821
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
822
            else:
823
                raise ValueError(f'Length of predict result ({preds.size}) cannot be divide nrow ({nrow})')
wxchan's avatar
wxchan committed
824
825
        return preds

826
    def __get_num_preds(self, start_iteration, num_iteration, nrow, predict_type):
827
        """Get size of prediction result."""
828
        if nrow > MAX_INT32:
829
            raise LightGBMError('LightGBM cannot perform prediction for data '
830
                                f'with number of rows greater than MAX_INT32 ({MAX_INT32}).\n'
831
                                'You can split your data into chunks '
832
                                'and then concatenate predictions for them')
Guolin Ke's avatar
Guolin Ke committed
833
834
835
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
836
837
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
838
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
839
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
840
841
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
842

843
    def __pred_for_np2d(self, mat, start_iteration, num_iteration, predict_type):
844
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
845
        if len(mat.shape) != 2:
846
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
847

848
        def inner_predict(mat, start_iteration, num_iteration, predict_type, preds=None):
849
850
            if mat.dtype == np.float32 or mat.dtype == np.float64:
                data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
851
            else:  # change non-float data to float data, need to copy
852
853
                data = np.array(mat.reshape(mat.size), dtype=np.float32)
            ptr_data, type_ptr_data, _ = c_float_array(data)
854
            n_preds = self.__get_num_preds(start_iteration, num_iteration, mat.shape[0], predict_type)
855
            if preds is None:
856
                preds = np.empty(n_preds, dtype=np.float64)
857
858
859
860
861
862
863
            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),
864
865
                ctypes.c_int32(mat.shape[0]),
                ctypes.c_int32(mat.shape[1]),
866
867
                ctypes.c_int(C_API_IS_ROW_MAJOR),
                ctypes.c_int(predict_type),
868
                ctypes.c_int(start_iteration),
869
870
871
872
873
874
875
876
877
878
879
880
                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]

        nrow = mat.shape[0]
        if nrow > MAX_INT32:
            sections = np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
881
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
882
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
883
            preds = np.empty(sum(n_preds), dtype=np.float64)
884
885
            for chunk, (start_idx_pred, end_idx_pred) in zip(np.array_split(mat, sections),
                                                             zip(n_preds_sections, n_preds_sections[1:])):
886
                # avoid memory consumption by arrays concatenation operations
887
                inner_predict(chunk, start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
888
            return preds, nrow
wxchan's avatar
wxchan committed
889
        else:
890
            return inner_predict(mat, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
891

892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
    def __create_sparse_native(self, cs, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                               indptr_type, data_type, is_csr=True):
        # create numpy array from output arrays
        data_indices_len = out_shape[0]
        indptr_len = out_shape[1]
        if indptr_type == C_API_DTYPE_INT32:
            out_indptr = cint32_array_to_numpy(out_ptr_indptr, indptr_len)
        elif indptr_type == C_API_DTYPE_INT64:
            out_indptr = cint64_array_to_numpy(out_ptr_indptr, indptr_len)
        else:
            raise TypeError("Expected int32 or int64 type for indptr")
        if data_type == C_API_DTYPE_FLOAT32:
            out_data = cfloat32_array_to_numpy(out_ptr_data, data_indices_len)
        elif data_type == C_API_DTYPE_FLOAT64:
            out_data = cfloat64_array_to_numpy(out_ptr_data, data_indices_len)
        else:
            raise TypeError("Expected float32 or float64 type for data")
        out_indices = cint32_array_to_numpy(out_ptr_indices, data_indices_len)
        # 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

938
    def __pred_for_csr(self, csr, start_iteration, num_iteration, predict_type):
939
        """Predict for a CSR data."""
940
        def inner_predict(csr, start_iteration, num_iteration, predict_type, preds=None):
941
            nrow = len(csr.indptr) - 1
942
            n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
943
            if preds is None:
944
                preds = np.empty(n_preds, dtype=np.float64)
945
946
947
948
949
950
951
            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)

            ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
            ptr_data, type_ptr_data, _ = c_float_array(csr.data)

952
            assert csr.shape[1] <= MAX_INT32
953
            csr_indices = csr.indices.astype(np.int32, copy=False)
954

955
956
957
            _safe_call(_LIB.LGBM_BoosterPredictForCSR(
                self.handle,
                ptr_indptr,
958
                ctypes.c_int(type_ptr_indptr),
959
                csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
960
961
962
963
964
965
                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),
966
                ctypes.c_int(start_iteration),
967
968
969
970
971
972
973
                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
wxchan's avatar
wxchan committed
974

975
        def inner_predict_sparse(csr, start_iteration, num_iteration, predict_type):
976
977
978
979
980
981
982
983
984
985
986
987
988
            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)()
989
            out_shape = np.empty(2, dtype=np.int64)
990
991
992
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
993
                ctypes.c_int(type_ptr_indptr),
994
995
996
997
998
999
1000
                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),
1001
                ctypes.c_int(start_iteration),
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
                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(csr, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                   type_ptr_indptr, type_ptr_data, is_csr=True)
            nrow = len(csr.indptr) - 1
            return matrices, nrow

        if predict_type == C_API_PREDICT_CONTRIB:
1015
            return inner_predict_sparse(csr, start_iteration, num_iteration, predict_type)
1016
1017
1018
1019
        nrow = len(csr.indptr) - 1
        if nrow > MAX_INT32:
            sections = [0] + list(np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)) + [nrow]
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
1020
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff(sections)]
1021
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1022
            preds = np.empty(sum(n_preds), dtype=np.float64)
1023
1024
            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:])):
1025
                # avoid memory consumption by arrays concatenation operations
1026
                inner_predict(csr[start_idx:end_idx], start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
1027
1028
            return preds, nrow
        else:
1029
            return inner_predict(csr, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
1030

1031
    def __pred_for_csc(self, csc, start_iteration, num_iteration, predict_type):
1032
        """Predict for a CSC data."""
1033
        def inner_predict_sparse(csc, start_iteration, num_iteration, predict_type):
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
            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)()
1047
            out_shape = np.empty(2, dtype=np.int64)
1048
1049
1050
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
1051
                ctypes.c_int(type_ptr_indptr),
1052
1053
1054
1055
1056
1057
1058
                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),
1059
                ctypes.c_int(start_iteration),
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
                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(csc, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                   type_ptr_indptr, type_ptr_data, is_csr=False)
            nrow = csc.shape[0]
            return matrices, nrow

Guolin Ke's avatar
Guolin Ke committed
1072
        nrow = csc.shape[0]
1073
        if nrow > MAX_INT32:
1074
            return self.__pred_for_csr(csc.tocsr(), start_iteration, num_iteration, predict_type)
1075
        if predict_type == C_API_PREDICT_CONTRIB:
1076
1077
            return inner_predict_sparse(csc, start_iteration, num_iteration, predict_type)
        n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
1078
        preds = np.empty(n_preds, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1079
1080
        out_num_preds = ctypes.c_int64(0)

1081
1082
        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
1083

1084
        assert csc.shape[0] <= MAX_INT32
1085
        csc_indices = csc.indices.astype(np.int32, copy=False)
1086

Guolin Ke's avatar
Guolin Ke committed
1087
1088
1089
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
1090
            ctypes.c_int(type_ptr_indptr),
1091
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1092
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1093
1094
1095
1096
1097
            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),
1098
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1099
            ctypes.c_int(num_iteration),
1100
            c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
1101
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
1102
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1103
        if n_preds != out_num_preds.value:
1104
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
1105
1106
        return preds, nrow

1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
    def current_iteration(self):
        """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
1121

1122
class Dataset:
wxchan's avatar
wxchan committed
1123
    """Dataset in LightGBM."""
1124

1125
    def __init__(self, data, label=None, reference=None,
1126
                 weight=None, group=None, init_score=None,
1127
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
1128
                 free_raw_data=True):
1129
        """Initialize Dataset.
1130

wxchan's avatar
wxchan committed
1131
1132
        Parameters
        ----------
1133
        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
1134
            Data source of Dataset.
1135
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1136
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1137
1138
1139
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
1140
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
1141
            Weight for each instance.
1142
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1143
1144
1145
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1146
1147
            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.
1148
        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)
1149
            Init score for Dataset.
1150
        feature_name : list of str, or 'auto', optional (default="auto")
1151
1152
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
1153
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
1154
1155
            Categorical features.
            If list of int, interpreted as indices.
1156
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
1157
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
1158
            All values in categorical features should be less than int32 max value (2147483647).
1159
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
1160
            All negative values in categorical features will be treated as missing values.
1161
            The output cannot be monotonically constrained with respect to a categorical feature.
Nikita Titov's avatar
Nikita Titov committed
1162
        params : dict or None, optional (default=None)
1163
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1164
        free_raw_data : bool, optional (default=True)
1165
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
1166
        """
wxchan's avatar
wxchan committed
1167
1168
1169
1170
1171
1172
        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
1173
        self.init_score = init_score
wxchan's avatar
wxchan committed
1174
        self.feature_name = feature_name
1175
        self.categorical_feature = categorical_feature
1176
        self.params = deepcopy(params)
wxchan's avatar
wxchan committed
1177
1178
        self.free_raw_data = free_raw_data
        self.used_indices = None
1179
        self.need_slice = True
wxchan's avatar
wxchan committed
1180
        self._predictor = None
1181
        self.pandas_categorical = None
1182
        self.params_back_up = None
1183
1184
        self.feature_penalty = None
        self.monotone_constraints = None
1185
        self.version = 0
1186
        self._start_row = 0  # Used when pushing rows one by one.
wxchan's avatar
wxchan committed
1187
1188

    def __del__(self):
1189
1190
1191
1192
        try:
            self._free_handle()
        except AttributeError:
            pass
1193

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
    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.
        """
        param_str = param_dict_to_str(self.get_params())
        sample_cnt = _get_sample_count(total_nrow, param_str)
        indices = np.empty(sample_cnt, dtype=np.int32)
        ptr_data, _, _ = c_int_array(indices)
        actual_sample_cnt = ctypes.c_int32(0)

        _safe_call(_LIB.LGBM_SampleIndices(
            ctypes.c_int32(total_nrow),
            c_str(param_str),
            ptr_data,
            ctypes.byref(actual_sample_cnt),
        ))
1223
1224
        assert sample_cnt == actual_sample_cnt.value
        return indices
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
1254
1255
1256
1257
1258
1259

    def _init_from_ref_dataset(self, total_nrow: int, ref_dataset: 'Dataset') -> 'Dataset':
        """Create dataset from a reference dataset.

        Parameters
        ----------
        total_nrow : int
            Number of rows expected to add to dataset.
        ref_dataset : Dataset
            Reference dataset to extract meta from.

        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
        ----------
1260
        sample_data : list of numpy array
1261
            Sample data for each column.
1262
        sample_indices : list of numpy array
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
            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):
            sample_col_ptr[i] = c_float_array(sample_data[i])[0]
            indices_col_ptr[i] = c_int_array(sample_indices[i])[0]

        num_per_col = np.array([len(d) for d in sample_indices], dtype=np.int32)
        num_per_col_ptr, _, _ = c_int_array(num_per_col)

        self.handle = ctypes.c_void_p()
        params_str = param_dict_to_str(self.get_params())
        _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),
            c_str(params_str),
            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)
        data_ptr, data_type, _ = c_float_array(data)

        _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

1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
    def get_params(self):
        """Get the used parameters in the Dataset.

        Returns
        -------
        params : dict or None
            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",
1359
                                                "linear_tree",
1360
1361
1362
1363
                                                "max_bin",
                                                "max_bin_by_feature",
                                                "min_data_in_bin",
                                                "pre_partition",
Nikita Titov's avatar
Nikita Titov committed
1364
                                                "precise_float_parser",
1365
1366
1367
1368
1369
1370
                                                "two_round",
                                                "use_missing",
                                                "weight_column",
                                                "zero_as_missing")
            return {k: v for k, v in self.params.items() if k in dataset_params}

1371
    def _free_handle(self):
1372
        if self.handle is not None:
1373
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
1374
            self.handle = None
Guolin Ke's avatar
Guolin Ke committed
1375
1376
1377
        self.need_slice = True
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
1378
        return self
wxchan's avatar
wxchan committed
1379

Guolin Ke's avatar
Guolin Ke committed
1380
1381
    def _set_init_score_by_predictor(self, predictor, data, used_indices=None):
        data_has_header = False
1382
        if isinstance(data, (str, Path)):
Guolin Ke's avatar
Guolin Ke committed
1383
            # check data has header or not
1384
            data_has_header = any(self.params.get(alias, False) for alias in _ConfigAliases.get("header"))
Guolin Ke's avatar
Guolin Ke committed
1385
        num_data = self.num_data()
1386
1387
1388
1389
1390
1391
1392
        if predictor is not None:
            init_score = predictor.predict(data,
                                           raw_score=True,
                                           data_has_header=data_has_header,
                                           is_reshape=False)
            if used_indices is not None:
                assert not self.need_slice
1393
                if isinstance(data, (str, Path)):
1394
                    sub_init_score = np.empty(num_data * predictor.num_class, dtype=np.float64)
1395
                    assert num_data == len(used_indices)
1396
1397
                    for i in range(len(used_indices)):
                        for j in range(predictor.num_class):
1398
1399
1400
1401
                            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
1402
                new_init_score = np.empty(init_score.size, dtype=np.float64)
1403
1404
                for i in range(num_data):
                    for j in range(predictor.num_class):
1405
1406
1407
                        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:
1408
            init_score = np.zeros(self.init_score.shape, dtype=np.float64)
1409
1410
        else:
            return self
Guolin Ke's avatar
Guolin Ke committed
1411
1412
        self.set_init_score(init_score)

1413
    def _lazy_init(self, data, label=None, reference=None,
1414
                   weight=None, group=None, init_score=None, predictor=None,
1415
                   feature_name='auto', categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
1416
1417
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
1418
            return self
Guolin Ke's avatar
Guolin Ke committed
1419
1420
1421
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
1422
1423
1424
1425
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
wxchan's avatar
wxchan committed
1426
        label = _label_from_pandas(label)
Guolin Ke's avatar
Guolin Ke committed
1427

1428
        # process for args
wxchan's avatar
wxchan committed
1429
        params = {} if params is None else params
1430
1431
1432
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
1433
        for key in params.keys():
1434
            if key in args_names:
1435
1436
                _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.')
1437
        # get categorical features
1438
1439
1440
1441
1442
1443
        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:
1444
                if isinstance(name, str) and name in feature_dict:
1445
                    categorical_indices.add(feature_dict[name])
1446
                elif isinstance(name, int):
1447
1448
                    categorical_indices.add(name)
                else:
1449
                    raise TypeError(f"Wrong type({type(name).__name__}) or unknown name({name}) in categorical_feature")
1450
            if categorical_indices:
1451
1452
                for cat_alias in _ConfigAliases.get("categorical_feature"):
                    if cat_alias in params:
1453
1454
1455
                        # If the params[cat_alias] is equal to categorical_indices, do not report the warning.
                        if not(isinstance(params[cat_alias], list) and set(params[cat_alias]) == categorical_indices):
                            _log_warning(f'{cat_alias} in param dict is overridden.')
1456
                        params.pop(cat_alias, None)
1457
                params['categorical_column'] = sorted(categorical_indices)
1458

wxchan's avatar
wxchan committed
1459
        params_str = param_dict_to_str(params)
1460
        self.params = params
1461
        # process for reference dataset
wxchan's avatar
wxchan committed
1462
        ref_dataset = None
wxchan's avatar
wxchan committed
1463
        if isinstance(reference, Dataset):
1464
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
1465
1466
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
1467
        # start construct data
1468
        if isinstance(data, (str, Path)):
wxchan's avatar
wxchan committed
1469
1470
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
1471
                c_str(str(data)),
wxchan's avatar
wxchan committed
1472
1473
1474
1475
1476
                c_str(params_str),
                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
1477
1478
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
1479
1480
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
1481
1482
1483
1484
1485
1486
1487
1488
1489
        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)
1490
        elif isinstance(data, dt_DataTable):
1491
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
1492
1493
1494
1495
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
1496
            except BaseException:
1497
                raise TypeError(f'Cannot initialize Dataset from {type(data).__name__}')
wxchan's avatar
wxchan committed
1498
1499
1500
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
1501
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
1502
1503
1504
1505
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
1506
1507
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
1508
                _log_warning("The init_score will be overridden by the prediction of init_model.")
Guolin Ke's avatar
Guolin Ke committed
1509
            self._set_init_score_by_predictor(predictor, data)
1510
1511
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
1512
        elif predictor is not None:
1513
            raise TypeError(f'Wrong predictor type {type(predictor).__name__}')
Guolin Ke's avatar
Guolin Ke committed
1514
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
1515
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
1516

1517
1518
    @staticmethod
    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
        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.
1544
        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
        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

    def __init_from_seqs(self, seqs: List[Sequence], ref_dataset: Optional['Dataset'] = None):
        """
        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:
            param_str = param_dict_to_str(self.get_params())
            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

wxchan's avatar
wxchan committed
1589
    def __init_from_np2d(self, mat, params_str, ref_dataset):
1590
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1591
1592
1593
1594
1595
1596
        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)
1597
        else:  # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
1598
1599
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

1600
        ptr_data, type_ptr_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1601
1602
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1603
            ctypes.c_int(type_ptr_data),
1604
1605
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
Guolin Ke's avatar
Guolin Ke committed
1606
            ctypes.c_int(C_API_IS_ROW_MAJOR),
wxchan's avatar
wxchan committed
1607
1608
1609
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1610
        return self
wxchan's avatar
wxchan committed
1611

1612
    def __init_from_list_np2d(self, mats, params_str, ref_dataset):
1613
        """Initialize data from a list of 2-D numpy matrices."""
1614
        ncol = mats[0].shape[1]
1615
        nrow = np.empty((len(mats),), np.int32)
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
        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)
1635
            else:  # change non-float data to float data, need to copy
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
                mats[i] = np.array(mat.reshape(mat.size), dtype=np.float32)

            chunk_ptr_data, chunk_type_ptr_data, holder = c_float_array(mats[i])
            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(
1647
            ctypes.c_int32(len(mats)),
1648
1649
1650
            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)),
1651
            ctypes.c_int32(ncol),
1652
1653
1654
1655
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1656
        return self
1657

wxchan's avatar
wxchan committed
1658
    def __init_from_csr(self, csr, params_str, ref_dataset):
1659
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
1660
        if len(csr.indices) != len(csr.data):
1661
            raise ValueError(f'Length mismatch: {len(csr.indices)} vs {len(csr.data)}')
wxchan's avatar
wxchan committed
1662
1663
        self.handle = ctypes.c_void_p()

1664
1665
        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
1666

1667
        assert csr.shape[1] <= MAX_INT32
1668
        csr_indices = csr.indices.astype(np.int32, copy=False)
1669

wxchan's avatar
wxchan committed
1670
1671
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1672
            ctypes.c_int(type_ptr_indptr),
1673
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
wxchan's avatar
wxchan committed
1674
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1675
1676
1677
1678
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
wxchan's avatar
wxchan committed
1679
1680
1681
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1682
        return self
wxchan's avatar
wxchan committed
1683

Guolin Ke's avatar
Guolin Ke committed
1684
    def __init_from_csc(self, csc, params_str, ref_dataset):
1685
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
1686
        if len(csc.indices) != len(csc.data):
1687
            raise ValueError(f'Length mismatch: {len(csc.indices)} vs {len(csc.data)}')
Guolin Ke's avatar
Guolin Ke committed
1688
1689
        self.handle = ctypes.c_void_p()

1690
1691
        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
1692

1693
        assert csc.shape[0] <= MAX_INT32
1694
        csc_indices = csc.indices.astype(np.int32, copy=False)
1695

Guolin Ke's avatar
Guolin Ke committed
1696
1697
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1698
            ctypes.c_int(type_ptr_indptr),
1699
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1700
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1701
1702
1703
1704
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
Guolin Ke's avatar
Guolin Ke committed
1705
1706
1707
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1708
        return self
Guolin Ke's avatar
Guolin Ke committed
1709

1710
    @staticmethod
1711
1712
1713
1714
1715
1716
    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.
1717

1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
        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.
1728
1729
1730

        Returns
        -------
1731
1732
        compare_result : bool
          Returns whether two dictionaries with params are equal.
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
        """
        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

wxchan's avatar
wxchan committed
1748
    def construct(self):
1749
1750
1751
1752
1753
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
1754
            Constructed Dataset object.
1755
        """
1756
        if self.handle is None:
wxchan's avatar
wxchan committed
1757
            if self.reference is not None:
1758
                reference_params = self.reference.get_params()
1759
1760
                params = self.get_params()
                if params != reference_params:
1761
1762
1763
1764
1765
                    if not self._compare_params_for_warning(
                        params=params,
                        other_params=reference_params,
                        ignore_keys=_ConfigAliases.get("categorical_feature")
                    ):
1766
                        _log_warning('Overriding the parameters from Reference Dataset.')
1767
                    self._update_params(reference_params)
wxchan's avatar
wxchan committed
1768
                if self.used_indices is None:
1769
                    # create valid
1770
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
1771
1772
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
1773
                                    feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
1774
                else:
1775
                    # construct subset
wxchan's avatar
wxchan committed
1776
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
1777
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
1778
                    if self.reference.group is not None:
1779
                        group_info = np.array(self.reference.group).astype(np.int32, copy=False)
1780
                        _, self.group = np.unique(np.repeat(range(len(group_info)), repeats=group_info)[self.used_indices],
1781
                                                  return_counts=True)
1782
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1783
1784
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
1785
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
1786
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1787
                        ctypes.c_int32(used_indices.shape[0]),
wxchan's avatar
wxchan committed
1788
1789
                        c_str(params_str),
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1790
1791
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
1792
1793
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
1794
1795
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
1796
1797
1798
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
                        self._set_init_score_by_predictor(self._predictor, self.data, used_indices)
wxchan's avatar
wxchan committed
1799
            else:
1800
                # create train
1801
                self._lazy_init(self.data, label=self.label,
1802
1803
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
1804
                                feature_name=self.feature_name, categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
1805
1806
1807
            if self.free_raw_data:
                self.data = None
        return self
wxchan's avatar
wxchan committed
1808

1809
    def create_valid(self, data, label=None, weight=None, group=None, init_score=None, params=None):
1810
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
1811
1812
1813

        Parameters
        ----------
1814
        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
1815
            Data source of Dataset.
1816
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1817
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1818
1819
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
1820
            Weight for each instance.
1821
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1822
1823
1824
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1825
1826
            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.
1827
        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)
1828
            Init score for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1829
        params : dict or None, optional (default=None)
1830
            Other parameters for validation Dataset.
1831
1832
1833

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1834
1835
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
1836
        """
1837
        ret = Dataset(data, label=label, reference=self,
1838
                      weight=weight, group=group, init_score=init_score,
1839
                      params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1840
        ret._predictor = self._predictor
1841
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1842
        return ret
wxchan's avatar
wxchan committed
1843

wxchan's avatar
wxchan committed
1844
    def subset(self, used_indices, params=None):
1845
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
1846
1847
1848
1849

        Parameters
        ----------
        used_indices : list of int
1850
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
1851
        params : dict or None, optional (default=None)
1852
            These parameters will be passed to Dataset constructor.
1853
1854
1855
1856
1857

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
1858
        """
wxchan's avatar
wxchan committed
1859
1860
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
1861
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
1862
1863
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1864
        ret._predictor = self._predictor
1865
        ret.pandas_categorical = self.pandas_categorical
1866
        ret.used_indices = sorted(used_indices)
wxchan's avatar
wxchan committed
1867
1868
1869
        return ret

    def save_binary(self, filename):
1870
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
1871

1872
1873
1874
1875
1876
        .. 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
1877
1878
        Parameters
        ----------
1879
        filename : str or pathlib.Path
wxchan's avatar
wxchan committed
1880
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
1881
1882
1883
1884
1885

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
1886
1887
1888
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
1889
            c_str(str(filename))))
Nikita Titov's avatar
Nikita Titov committed
1890
        return self
wxchan's avatar
wxchan committed
1891
1892

    def _update_params(self, params):
1893
1894
        if not params:
            return self
1895
        params = deepcopy(params)
1896
1897
1898
1899
1900

        def update():
            if not self.params:
                self.params = params
            else:
1901
                self.params_back_up = deepcopy(self.params)
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
                self.params.update(params)

        if self.handle is None:
            update()
        elif params is not None:
            ret = _LIB.LGBM_DatasetUpdateParamChecking(
                c_str(param_dict_to_str(self.params)),
                c_str(param_dict_to_str(params)))
            if ret != 0:
                # could be updated if data is not freed
                if self.data is not None:
                    update()
                    self._free_handle()
                else:
1916
                    raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
Nikita Titov's avatar
Nikita Titov committed
1917
        return self
wxchan's avatar
wxchan committed
1918

1919
    def _reverse_update_params(self):
1920
        if self.handle is None:
1921
            self.params = deepcopy(self.params_back_up)
1922
            self.params_back_up = None
Nikita Titov's avatar
Nikita Titov committed
1923
        return self
1924

wxchan's avatar
wxchan committed
1925
    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
1926
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
1927
1928
1929

        Parameters
        ----------
1930
        field_name : str
1931
            The field name of the information.
1932
1933
        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
1934
1935
1936
1937
1938

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
1939
        """
1940
        if self.handle is None:
1941
            raise Exception(f"Cannot set {field_name} before construct dataset")
wxchan's avatar
wxchan committed
1942
        if data is None:
1943
            # set to None
wxchan's avatar
wxchan committed
1944
1945
1946
1947
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
1948
1949
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
1950
            return self
1951
        if field_name == 'init_score':
Guolin Ke's avatar
Guolin Ke committed
1952
            dtype = np.float64
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
            if _is_1d_collection(data):
                data = list_to_1d_numpy(data, dtype, name=field_name)
            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
            data = list_to_1d_numpy(data, dtype, name=field_name)

1967
1968
        if data.dtype == np.float32 or data.dtype == np.float64:
            ptr_data, type_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1969
        elif data.dtype == np.int32:
1970
            ptr_data, type_data, _ = c_int_array(data)
wxchan's avatar
wxchan committed
1971
        else:
1972
            raise TypeError(f"Expected np.float32/64 or np.int32, met type({data.dtype})")
wxchan's avatar
wxchan committed
1973
        if type_data != FIELD_TYPE_MAPPER[field_name]:
1974
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
1975
1976
1977
1978
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1979
1980
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
1981
        self.version += 1
Nikita Titov's avatar
Nikita Titov committed
1982
        return self
wxchan's avatar
wxchan committed
1983

wxchan's avatar
wxchan committed
1984
1985
    def get_field(self, field_name):
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
1986
1987
1988

        Parameters
        ----------
1989
        field_name : str
1990
            The field name of the information.
wxchan's avatar
wxchan committed
1991
1992
1993

        Returns
        -------
1994
        info : numpy array or None
1995
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1996
        """
1997
        if self.handle is None:
1998
            raise Exception(f"Cannot get {field_name} before construct Dataset")
1999
2000
        tmp_out_len = ctypes.c_int(0)
        out_type = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
        if out_type.value == C_API_DTYPE_INT32:
2013
            arr = cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
wxchan's avatar
wxchan committed
2014
        elif out_type.value == C_API_DTYPE_FLOAT32:
2015
            arr = cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
2016
        elif out_type.value == C_API_DTYPE_FLOAT64:
2017
            arr = cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
2018
        else:
wxchan's avatar
wxchan committed
2019
            raise TypeError("Unknown type")
2020
2021
2022
2023
2024
2025
        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
2026

2027
    def set_categorical_feature(self, categorical_feature):
2028
        """Set categorical features.
2029
2030
2031

        Parameters
        ----------
2032
        categorical_feature : list of int or str
2033
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
2034
2035
2036
2037
2038

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
2039
2040
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
2041
            return self
2042
        if self.data is not None:
2043
2044
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2045
                return self._free_handle()
2046
            elif categorical_feature == 'auto':
Nikita Titov's avatar
Nikita Titov committed
2047
                return self
2048
            else:
2049
2050
2051
                if self.categorical_feature != 'auto':
                    _log_warning('categorical_feature in Dataset is overridden.\n'
                                 f'New categorical_feature is {sorted(list(categorical_feature))}')
2052
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2053
                return self._free_handle()
2054
        else:
2055
2056
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2057

Guolin Ke's avatar
Guolin Ke committed
2058
    def _set_predictor(self, predictor):
2059
2060
2061
2062
        """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
2063
        """
2064
        if predictor is self._predictor and (predictor is None or predictor.current_iteration() == self._predictor.current_iteration()):
Nikita Titov's avatar
Nikita Titov committed
2065
            return self
2066
        if self.handle is None:
Guolin Ke's avatar
Guolin Ke committed
2067
            self._predictor = predictor
2068
2069
2070
2071
2072
2073
        elif self.data is not None:
            self._predictor = predictor
            self._set_init_score_by_predictor(self._predictor, self.data)
        elif self.used_indices is not None and self.reference is not None and self.reference.data is not None:
            self._predictor = predictor
            self._set_init_score_by_predictor(self._predictor, self.reference.data, self.used_indices)
Guolin Ke's avatar
Guolin Ke committed
2074
        else:
2075
2076
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2077
        return self
Guolin Ke's avatar
Guolin Ke committed
2078
2079

    def set_reference(self, reference):
2080
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
2081
2082
2083
2084

        Parameters
        ----------
        reference : Dataset
2085
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
2086
2087
2088
2089
2090

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
2091
        """
2092
2093
2094
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
2095
        # we're done if self and reference share a common upstream reference
2096
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
2097
            return self
Guolin Ke's avatar
Guolin Ke committed
2098
2099
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
2100
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
2101
        else:
2102
2103
            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
2104
2105

    def set_feature_name(self, feature_name):
2106
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
2107
2108
2109

        Parameters
        ----------
2110
        feature_name : list of str
2111
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
2112
2113
2114
2115
2116

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
2117
        """
2118
2119
        if feature_name != 'auto':
            self.feature_name = feature_name
2120
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
2121
            if len(feature_name) != self.num_feature():
2122
                raise ValueError(f"Length of feature_name({len(feature_name)}) and num_feature({self.num_feature()}) don't match")
2123
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
2124
2125
2126
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
2127
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
2128
        return self
Guolin Ke's avatar
Guolin Ke committed
2129
2130

    def set_label(self, label):
2131
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
2132
2133
2134

        Parameters
        ----------
2135
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
2136
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
2137
2138
2139
2140
2141

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
2142
2143
        """
        self.label = label
2144
        if self.handle is not None:
2145
            label = list_to_1d_numpy(_label_from_pandas(label), name='label')
wxchan's avatar
wxchan committed
2146
            self.set_field('label', label)
2147
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2148
        return self
Guolin Ke's avatar
Guolin Ke committed
2149
2150

    def set_weight(self, weight):
2151
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
2152
2153
2154

        Parameters
        ----------
2155
        weight : list, numpy 1-D array, pandas Series or None
2156
            Weight to be set for each data point.
Nikita Titov's avatar
Nikita Titov committed
2157
2158
2159
2160
2161

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
2162
        """
2163
2164
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
2165
        self.weight = weight
2166
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
2167
2168
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
2169
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2170
        return self
Guolin Ke's avatar
Guolin Ke committed
2171
2172

    def set_init_score(self, init_score):
2173
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
2174
2175
2176

        Parameters
        ----------
2177
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
2178
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
2179
2180
2181
2182
2183

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
2184
2185
        """
        self.init_score = init_score
2186
        if self.handle is not None and init_score is not None:
wxchan's avatar
wxchan committed
2187
            self.set_field('init_score', init_score)
2188
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2189
        return self
Guolin Ke's avatar
Guolin Ke committed
2190
2191

    def set_group(self, group):
2192
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
2193
2194
2195

        Parameters
        ----------
2196
        group : list, numpy 1-D array, pandas Series or None
2197
2198
2199
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2200
2201
            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
2202
2203
2204
2205
2206

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
2207
2208
        """
        self.group = group
2209
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
2210
2211
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
2212
        return self
Guolin Ke's avatar
Guolin Ke committed
2213

2214
2215
2216
2217
2218
    def get_feature_name(self):
        """Get the names of columns (features) in the Dataset.

        Returns
        -------
2219
        feature_names : list of str
2220
2221
2222
2223
2224
2225
2226
2227
            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)
2228
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
2229
2230
2231
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
            self.handle,
2232
            ctypes.c_int(num_feature),
2233
            ctypes.byref(tmp_out_len),
2234
            ctypes.c_size_t(reserved_string_buffer_size),
2235
2236
2237
2238
            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")
2239
2240
2241
2242
2243
2244
2245
2246
2247
2248
2249
2250
        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))
2251
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
2252

Guolin Ke's avatar
Guolin Ke committed
2253
    def get_label(self):
2254
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2255
2256
2257

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2258
        label : numpy array or None
2259
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2260
        """
2261
        if self.label is None:
wxchan's avatar
wxchan committed
2262
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
2263
2264
2265
        return self.label

    def get_weight(self):
2266
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2267
2268
2269

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2270
        weight : numpy array or None
2271
            Weight for each data point from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2272
        """
2273
        if self.weight is None:
wxchan's avatar
wxchan committed
2274
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
2275
2276
2277
        return self.weight

    def get_init_score(self):
2278
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2279
2280
2281

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2282
        init_score : numpy array or None
2283
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
2284
        """
2285
        if self.init_score is None:
wxchan's avatar
wxchan committed
2286
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
2287
2288
        return self.init_score

2289
2290
2291
2292
2293
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
2294
        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
2295
2296
2297
2298
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
Guolin Ke's avatar
Guolin Ke committed
2299
2300
2301
2302
2303
        if self.need_slice and self.used_indices is not None and self.reference is not None:
            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, :]
2304
                elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2305
                    self.data = self.data.iloc[self.used_indices].copy()
2306
                elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2307
                    self.data = self.data[self.used_indices, :]
2308
2309
2310
2311
                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
2312
                else:
2313
2314
                    _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                 "Returning original raw data")
2315
            self.need_slice = False
Guolin Ke's avatar
Guolin Ke committed
2316
2317
2318
        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.")
2319
2320
        return self.data

Guolin Ke's avatar
Guolin Ke committed
2321
    def get_group(self):
2322
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2323
2324
2325

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2326
        group : numpy array or None
2327
2328
2329
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2330
2331
            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
2332
        """
2333
        if self.group is None:
wxchan's avatar
wxchan committed
2334
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
2335
2336
            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
2337
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
2338
2339
2340
        return self.group

    def num_data(self):
2341
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2342
2343
2344

        Returns
        -------
2345
2346
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2347
        """
2348
        if self.handle is not None:
2349
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2350
2351
2352
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2353
        else:
2354
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2355
2356

    def num_feature(self):
2357
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2358
2359
2360

        Returns
        -------
2361
2362
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2363
        """
2364
        if self.handle is not None:
2365
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2366
2367
2368
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2369
        else:
2370
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2371

2372
    def get_ref_chain(self, ref_limit=100):
2373
2374
2375
2376
2377
        """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.
2378
2379
2380
2381
2382

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
2383
2384
2385

        Returns
        -------
2386
2387
2388
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
2389
        head = self
2390
        ref_chain = set()
2391
2392
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
2393
                ref_chain.add(head)
2394
2395
2396
2397
2398
2399
                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
2400
        return ref_chain
2401

2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
2417
2418
2419
    def add_features_from(self, other):
        """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
2420
2421
2422
2423
2424
2425
2426
2427
2428
2429
        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()))
2430
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2431
                    self.data = np.hstack((self.data, other.data.values))
2432
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2433
2434
2435
2436
2437
2438
2439
                    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)
2440
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2441
                    self.data = scipy.sparse.hstack((self.data, other.data.values), format=sparse_format)
2442
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2443
2444
2445
                    self.data = scipy.sparse.hstack((self.data, other.data.to_numpy()), format=sparse_format)
                else:
                    self.data = None
2446
            elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2447
2448
                if not PANDAS_INSTALLED:
                    raise LightGBMError("Cannot add features to DataFrame type of raw data "
2449
2450
                                        "without pandas installed. "
                                        "Install pandas and restart your session.")
Guolin Ke's avatar
Guolin Ke committed
2451
                if isinstance(other.data, np.ndarray):
2452
                    self.data = concat((self.data, pd_DataFrame(other.data)),
Guolin Ke's avatar
Guolin Ke committed
2453
2454
                                       axis=1, ignore_index=True)
                elif scipy.sparse.issparse(other.data):
2455
                    self.data = concat((self.data, pd_DataFrame(other.data.toarray())),
Guolin Ke's avatar
Guolin Ke committed
2456
                                       axis=1, ignore_index=True)
2457
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2458
2459
                    self.data = concat((self.data, other.data),
                                       axis=1, ignore_index=True)
2460
2461
                elif isinstance(other.data, dt_DataTable):
                    self.data = concat((self.data, pd_DataFrame(other.data.to_numpy())),
Guolin Ke's avatar
Guolin Ke committed
2462
2463
2464
                                       axis=1, ignore_index=True)
                else:
                    self.data = None
2465
            elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2466
                if isinstance(other.data, np.ndarray):
2467
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data)))
Guolin Ke's avatar
Guolin Ke committed
2468
                elif scipy.sparse.issparse(other.data):
2469
2470
2471
2472
2473
                    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
2474
2475
2476
2477
2478
                else:
                    self.data = None
            else:
                self.data = None
        if self.data is None:
2479
2480
            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
2481
2482
            err_msg += ("Set free_raw_data=False when construct Dataset to avoid this"
                        if was_none else "Freeing raw data")
2483
            _log_warning(err_msg)
Guolin Ke's avatar
Guolin Ke committed
2484
        self.feature_name = self.get_feature_name()
2485
2486
        _log_warning("Reseting categorical features.\n"
                     "You can set new categorical features via ``set_categorical_feature`` method")
Guolin Ke's avatar
Guolin Ke committed
2487
2488
        self.categorical_feature = "auto"
        self.pandas_categorical = None
2489
2490
        return self

2491
    def _dump_text(self, filename):
2492
2493
2494
2495
2496
2497
        """Save Dataset to a text file.

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

        Parameters
        ----------
2498
        filename : str or pathlib.Path
2499
2500
2501
2502
2503
2504
2505
2506
2507
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetDumpText(
            self.construct().handle,
2508
            c_str(str(filename))))
2509
2510
        return self

wxchan's avatar
wxchan committed
2511

2512
class Booster:
2513
    """Booster in LightGBM."""
2514

2515
    def __init__(self, params=None, train_set=None, model_file=None, model_str=None):
2516
        """Initialize the Booster.
wxchan's avatar
wxchan committed
2517
2518
2519

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2520
        params : dict or None, optional (default=None)
2521
2522
2523
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
2524
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
2525
            Path to the model file.
2526
        model_str : str or None, optional (default=None)
2527
            Model will be loaded from this string.
wxchan's avatar
wxchan committed
2528
        """
2529
        self.handle = None
2530
        self.network = False
wxchan's avatar
wxchan committed
2531
        self.__need_reload_eval_info = True
2532
        self._train_data_name = "training"
wxchan's avatar
wxchan committed
2533
        self.__attr = {}
2534
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
2535
        self.best_iteration = -1
wxchan's avatar
wxchan committed
2536
        self.best_score = {}
2537
        params = {} if params is None else deepcopy(params)
wxchan's avatar
wxchan committed
2538
        if train_set is not None:
2539
            # Training task
wxchan's avatar
wxchan committed
2540
            if not isinstance(train_set, Dataset):
2541
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
2552
2553
2554
2555
2556
2557
2558
2559
2560
2561
2562
2563
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
            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"]
                )
2576
            # construct booster object
2577
2578
2579
2580
            train_set.construct()
            # copy the parameters from train_set
            params.update(train_set.get_params())
            params_str = param_dict_to_str(params)
2581
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2582
            _safe_call(_LIB.LGBM_BoosterCreate(
2583
                train_set.handle,
wxchan's avatar
wxchan committed
2584
2585
                c_str(params_str),
                ctypes.byref(self.handle)))
2586
            # save reference to data
wxchan's avatar
wxchan committed
2587
2588
2589
2590
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
2591
2592
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
2593
2594
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
2595
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
2596
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2597
2598
2599
2600
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2601
            # buffer for inner predict
wxchan's avatar
wxchan committed
2602
2603
2604
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
2605
            self.pandas_categorical = train_set.pandas_categorical
2606
            self.train_set_version = train_set.version
wxchan's avatar
wxchan committed
2607
        elif model_file is not None:
2608
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
2609
            out_num_iterations = ctypes.c_int(0)
2610
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2611
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
2612
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
2613
2614
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2615
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2616
2617
2618
2619
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2620
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
2621
        elif model_str is not None:
2622
            self.model_from_string(model_str, verbose="_silent_false")
wxchan's avatar
wxchan committed
2623
        else:
2624
2625
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
2626
        self.params = params
wxchan's avatar
wxchan committed
2627
2628

    def __del__(self):
2629
2630
2631
2632
2633
2634
2635
2636
2637
2638
        try:
            if self.network:
                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
2639

wxchan's avatar
wxchan committed
2640
2641
2642
2643
    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
2644
        model_str = self.model_to_string(num_iteration=-1)
2645
        booster = Booster(model_str=model_str)
2646
        return booster
wxchan's avatar
wxchan committed
2647
2648
2649
2650
2651
2652
2653

    def __getstate__(self):
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
2654
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
2655
2656
2657
        return this

    def __setstate__(self, state):
2658
2659
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
2660
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
2661
            out_num_iterations = ctypes.c_int(0)
2662
2663
2664
2665
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
2666
2667
2668
            state['handle'] = handle
        self.__dict__.update(state)

wxchan's avatar
wxchan committed
2669
    def free_dataset(self):
Nikita Titov's avatar
Nikita Titov committed
2670
2671
2672
2673
2674
2675
2676
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
2677
2678
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
2679
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
2680
        return self
wxchan's avatar
wxchan committed
2681

2682
2683
2684
    def _free_buffer(self):
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
2685
        return self
2686

2687
2688
2689
2690
2691
2692
2693
    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":
2694
2695
2696
2697
        """Set the network configuration.

        Parameters
        ----------
2698
        machines : list, set or str
2699
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
2700
        local_listen_port : int, optional (default=12400)
2701
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
2702
        listen_time_out : int, optional (default=120)
2703
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
2704
        num_machines : int, optional (default=1)
2705
            The number of machines for distributed learning application.
Nikita Titov's avatar
Nikita Titov committed
2706
2707
2708
2709
2710

        Returns
        -------
        self : Booster
            Booster with set network.
2711
        """
2712
2713
        if isinstance(machines, (list, set)):
            machines = ','.join(machines)
2714
2715
2716
2717
2718
        _safe_call(_LIB.LGBM_NetworkInit(c_str(machines),
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
        self.network = True
Nikita Titov's avatar
Nikita Titov committed
2719
        return self
2720
2721

    def free_network(self):
Nikita Titov's avatar
Nikita Titov committed
2722
2723
2724
2725
2726
2727
2728
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
2729
2730
        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False
Nikita Titov's avatar
Nikita Titov committed
2731
        return self
2732

2733
2734
2735
    def trees_to_dataframe(self):
        """Parse the fitted model and return in an easy-to-read pandas DataFrame.

2736
2737
2738
2739
        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.
2740
2741
2742
2743
2744
            - ``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.
2745
2746
            - ``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.
2747
            - ``decision_type`` : str, logical operator describing how to compare a value to ``threshold``.
2748
2749
              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.
2750
2751
            - ``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.
2752
2753
2754
2755
            - ``value`` : float64, predicted value for this leaf node, multiplied by the learning rate.
            - ``weight`` : float64 or int64, sum of hessian (second-order derivative of objective), summed over observations that fall in this node.
            - ``count`` : int64, number of records in the training data that fall into this node.

2756
2757
2758
2759
2760
2761
        Returns
        -------
        result : pandas DataFrame
            Returns a pandas DataFrame of the parsed model.
        """
        if not PANDAS_INSTALLED:
2762
2763
            raise LightGBMError('This method cannot be run without pandas installed. '
                                'You must install pandas and restart your session to use this method.')
2764
2765
2766
2767
2768
2769
2770
2771
2772
2773
2774

        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):
2775
                tree_num = f'{tree_index}-' if tree_index is not None else ''
2776
2777
2778
                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
2779
2780
                node_num = tree.get('split_index' if is_split else 'leaf_index', 0)
                return f"{tree_num}{node_type}{node_num}"
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792

            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):
2793
                return set(tree.keys()) == {'leaf_value'}
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
2815
2816
2817
2818
2819
2820
2821
2822
2823
2824
2825
2826
2827
2828
2829
2830
2831
2832
2833
2834
2835
2836
2837
2838
2839
2840
2841
2842
2843
2844
2845
2846
2847
2848
2849
2850
2851
2852
2853
2854
2855
2856
2857
2858
2859
2860
2861
2862
2863
2864
2865
2866

            # 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))

2867
        return pd_DataFrame(model_list, columns=model_list[0].keys())
2868

wxchan's avatar
wxchan committed
2869
    def set_train_data_name(self, name):
2870
2871
2872
2873
        """Set the name to the training Dataset.

        Parameters
        ----------
2874
        name : str
Nikita Titov's avatar
Nikita Titov committed
2875
2876
2877
2878
2879
2880
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
2881
        """
2882
        self._train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
2883
        return self
wxchan's avatar
wxchan committed
2884
2885

    def add_valid(self, data, name):
2886
        """Add validation data.
wxchan's avatar
wxchan committed
2887
2888
2889
2890

        Parameters
        ----------
        data : Dataset
2891
            Validation data.
2892
        name : str
2893
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
2894
2895
2896
2897
2898

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
2899
        """
Guolin Ke's avatar
Guolin Ke committed
2900
        if not isinstance(data, Dataset):
2901
            raise TypeError(f'Validation data should be Dataset instance, met {type(data).__name__}')
Guolin Ke's avatar
Guolin Ke committed
2902
        if data._predictor is not self.__init_predictor:
2903
2904
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
2905
2906
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
2907
            data.construct().handle))
wxchan's avatar
wxchan committed
2908
2909
2910
2911
2912
        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
2913
        return self
wxchan's avatar
wxchan committed
2914
2915

    def reset_parameter(self, params):
2916
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
2917
2918
2919
2920

        Parameters
        ----------
        params : dict
2921
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
2922
2923
2924
2925
2926

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
2927
2928
2929
2930
2931
2932
        """
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
2933
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
2934
        return self
wxchan's avatar
wxchan committed
2935
2936

    def update(self, train_set=None, fobj=None):
Nikita Titov's avatar
Nikita Titov committed
2937
        """Update Booster for one iteration.
2938

wxchan's avatar
wxchan committed
2939
2940
        Parameters
        ----------
2941
2942
2943
2944
        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
2945
            Customized objective function.
2946
2947
2948
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

2949
                preds : numpy 1-D array
2950
                    The predicted values.
2951
2952
                    Predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task.
2953
2954
                train_data : Dataset
                    The training dataset.
2955
                grad : list, numpy 1-D array or pandas Series
2956
2957
                    The value of the first order derivative (gradient) of the loss
                    with respect to the elements of preds for each sample point.
2958
                hess : list, numpy 1-D array or pandas Series
2959
2960
                    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
2961

2962
2963
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is score[j * num_data + i]
2964
2965
            and you should group grad and hess in this way as well.

wxchan's avatar
wxchan committed
2966
2967
        Returns
        -------
2968
2969
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
2970
        """
2971
        # need reset training data
2972
2973
2974
2975
2976
2977
        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
2978
            if not isinstance(train_set, Dataset):
2979
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
Guolin Ke's avatar
Guolin Ke committed
2980
            if train_set._predictor is not self.__init_predictor:
2981
2982
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
2983
2984
2985
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
2986
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
2987
            self.__inner_predict_buffer[0] = None
2988
            self.train_set_version = self.train_set.version
wxchan's avatar
wxchan committed
2989
2990
        is_finished = ctypes.c_int(0)
        if fobj is None:
2991
            if self.__set_objective_to_none:
2992
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
2993
2994
2995
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
2996
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
2997
2998
            return is_finished.value == 1
        else:
2999
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
3000
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
3001
3002
3003
3004
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
3005
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
3006

Nikita Titov's avatar
Nikita Titov committed
3007
3008
        .. note::

3009
3010
            Score is returned before any transformation,
            e.g. it is raw margin instead of probability of positive class for binary task.
Nikita Titov's avatar
Nikita Titov committed
3011
3012
3013
            For multi-class task, the score is group by class_id first, then group by row_id.
            If you want to get i-th row score in j-th class, the access way is score[j * num_data + i]
            and you should group grad and hess in this way as well.
3014

wxchan's avatar
wxchan committed
3015
3016
        Parameters
        ----------
3017
        grad : list, numpy 1-D array or pandas Series
3018
3019
            The value of the first order derivative (gradient) of the loss
            with respect to the elements of score for each sample point.
3020
        hess : list, numpy 1-D array or pandas Series
3021
3022
            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
3023
3024
3025

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3026
3027
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
3028
        """
3029
3030
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
3031
3032
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
3033
        if len(grad) != len(hess):
3034
            raise ValueError(f"Lengths of gradient({len(grad)}) and hessian({len(hess)}) don't match")
wxchan's avatar
wxchan committed
3035
3036
3037
3038
3039
3040
        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)))
3041
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3042
3043
3044
        return is_finished.value == 1

    def rollback_one_iter(self):
Nikita Titov's avatar
Nikita Titov committed
3045
3046
3047
3048
3049
3050
3051
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
3052
3053
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
3054
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
3055
        return self
wxchan's avatar
wxchan committed
3056
3057

    def current_iteration(self):
3058
3059
3060
3061
3062
3063
3064
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
3065
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3066
3067
3068
3069
3070
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
3095
3096
3097
3098
    def num_model_per_iteration(self):
        """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

    def num_trees(self):
        """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

3099
3100
3101
3102
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
3124
3125
3126
    def upper_bound(self):
        """Get upper bound value of a model.

        Returns
        -------
        upper_bound : double
            Upper bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetUpperBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

    def lower_bound(self):
        """Get lower bound value of a model.

        Returns
        -------
        lower_bound : double
            Lower bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLowerBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

wxchan's avatar
wxchan committed
3127
    def eval(self, data, name, feval=None):
3128
        """Evaluate for data.
wxchan's avatar
wxchan committed
3129
3130
3131

        Parameters
        ----------
3132
3133
        data : Dataset
            Data for the evaluating.
3134
        name : str
3135
3136
            Name of the data.
        feval : callable or None, optional (default=None)
3137
            Customized evaluation function.
3138
            Should accept two parameters: preds, eval_data,
3139
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3140

3141
                preds : numpy 1-D array
3142
                    The predicted values.
3143
3144
                    If ``fobj`` is specified, predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3145
3146
                eval_data : Dataset
                    The evaluation dataset.
3147
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3148
                    The name of evaluation function (without whitespace).
3149
3150
3151
3152
3153
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

3154
3155
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
3156

wxchan's avatar
wxchan committed
3157
3158
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3159
        result : list
3160
            List with evaluation results.
wxchan's avatar
wxchan committed
3161
        """
Guolin Ke's avatar
Guolin Ke committed
3162
3163
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
3164
3165
3166
3167
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
3168
            for i in range(len(self.valid_sets)):
wxchan's avatar
wxchan committed
3169
3170
3171
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
3172
        # need to push new valid data
wxchan's avatar
wxchan committed
3173
3174
3175
3176
3177
3178
3179
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

    def eval_train(self, feval=None):
3180
        """Evaluate for training data.
wxchan's avatar
wxchan committed
3181
3182
3183

        Parameters
        ----------
3184
        feval : callable or None, optional (default=None)
3185
            Customized evaluation function.
3186
3187
            Should accept two parameters: preds, train_data,
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3188

3189
                preds : numpy 1-D array
3190
                    The predicted values.
3191
3192
                    If ``fobj`` is specified, predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3193
3194
                train_data : Dataset
                    The training dataset.
3195
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3196
                    The name of evaluation function (without whitespace).
3197
3198
3199
3200
3201
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

3202
3203
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
3204
3205
3206

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3207
        result : list
3208
            List with evaluation results.
wxchan's avatar
wxchan committed
3209
        """
3210
        return self.__inner_eval(self._train_data_name, 0, feval)
wxchan's avatar
wxchan committed
3211
3212

    def eval_valid(self, feval=None):
3213
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
3214
3215
3216

        Parameters
        ----------
3217
        feval : callable or None, optional (default=None)
3218
            Customized evaluation function.
3219
            Should accept two parameters: preds, valid_data,
3220
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3221

3222
                preds : numpy 1-D array
3223
                    The predicted values.
3224
3225
                    If ``fobj`` is specified, predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3226
3227
                valid_data : Dataset
                    The validation dataset.
3228
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3229
                    The name of evaluation function (without whitespace).
3230
3231
3232
3233
3234
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

3235
3236
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
3237
3238
3239

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3240
        result : list
3241
            List with evaluation results.
wxchan's avatar
wxchan committed
3242
        """
3243
        return [item for i in range(1, self.__num_dataset)
wxchan's avatar
wxchan committed
3244
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
3245

3246
    def save_model(self, filename, num_iteration=None, start_iteration=0, importance_type='split'):
3247
        """Save Booster to file.
wxchan's avatar
wxchan committed
3248
3249
3250

        Parameters
        ----------
3251
        filename : str or pathlib.Path
3252
            Filename to save Booster.
3253
3254
3255
3256
        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
3257
        start_iteration : int, optional (default=0)
3258
            Start index of the iteration that should be saved.
3259
        importance_type : str, optional (default="split")
3260
3261
3262
            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
3263
3264
3265
3266
3267

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
3268
        """
3269
        if num_iteration is None:
3270
            num_iteration = self.best_iteration
3271
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3272
3273
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
3274
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3275
            ctypes.c_int(num_iteration),
3276
            ctypes.c_int(importance_type_int),
3277
            c_str(str(filename))))
3278
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
3279
        return self
wxchan's avatar
wxchan committed
3280

3281
    def shuffle_models(self, start_iteration=0, end_iteration=-1):
3282
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
3283

3284
3285
3286
        Parameters
        ----------
        start_iteration : int, optional (default=0)
3287
            The first iteration that will be shuffled.
3288
3289
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
3290
            If <= 0, means the last available iteration.
3291

Nikita Titov's avatar
Nikita Titov committed
3292
3293
3294
3295
        Returns
        -------
        self : Booster
            Booster with shuffled models.
3296
        """
3297
3298
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
3299
3300
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
3301
        return self
3302

3303
    def model_from_string(self, model_str, verbose='warn'):
3304
3305
3306
3307
        """Load Booster from a string.

        Parameters
        ----------
3308
        model_str : str
3309
            Model will be loaded from this string.
Nikita Titov's avatar
Nikita Titov committed
3310
3311
        verbose : bool, optional (default=True)
            Whether to print messages while loading model.
3312
3313
3314

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3315
        self : Booster
3316
3317
            Loaded Booster object.
        """
3318
3319
3320
3321
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
3322
3323
3324
3325
3326
3327
3328
3329
3330
3331
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
            c_str(model_str),
            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
3332
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
3333
3334
        return self

3335
    def model_to_string(self, num_iteration=None, start_iteration=0, importance_type='split'):
3336
        """Save Booster to string.
3337

3338
3339
3340
3341
3342
3343
        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
3344
        start_iteration : int, optional (default=0)
3345
            Start index of the iteration that should be saved.
3346
        importance_type : str, optional (default="split")
3347
3348
3349
            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.
3350
3351
3352

        Returns
        -------
3353
        str_repr : str
3354
3355
            String representation of Booster.
        """
3356
        if num_iteration is None:
3357
            num_iteration = self.best_iteration
3358
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3359
        buffer_len = 1 << 20
3360
        tmp_out_len = ctypes.c_int64(0)
3361
3362
3363
3364
        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,
3365
            ctypes.c_int(start_iteration),
3366
            ctypes.c_int(num_iteration),
3367
            ctypes.c_int(importance_type_int),
3368
            ctypes.c_int64(buffer_len),
3369
3370
3371
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
3372
        # if buffer length is not long enough, re-allocate a buffer
3373
3374
3375
3376
3377
        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,
3378
                ctypes.c_int(start_iteration),
3379
                ctypes.c_int(num_iteration),
3380
                ctypes.c_int(importance_type_int),
3381
                ctypes.c_int64(actual_len),
3382
3383
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
3384
        ret = string_buffer.value.decode('utf-8')
3385
3386
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
3387

3388
    def dump_model(self, num_iteration=None, start_iteration=0, importance_type='split', object_hook=None):
Nikita Titov's avatar
Nikita Titov committed
3389
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
3390

3391
3392
        Parameters
        ----------
3393
3394
3395
3396
        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
3397
        start_iteration : int, optional (default=0)
3398
            Start index of the iteration that should be dumped.
3399
        importance_type : str, optional (default="split")
3400
3401
3402
            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.
3403
3404
3405
3406
3407
3408
3409
3410
3411
        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.
3412

wxchan's avatar
wxchan committed
3413
3414
        Returns
        -------
3415
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
3416
            JSON format of Booster.
wxchan's avatar
wxchan committed
3417
        """
3418
        if num_iteration is None:
3419
            num_iteration = self.best_iteration
3420
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3421
        buffer_len = 1 << 20
3422
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
3423
3424
3425
3426
        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,
3427
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3428
            ctypes.c_int(num_iteration),
3429
            ctypes.c_int(importance_type_int),
3430
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
3431
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3432
            ptr_string_buffer))
wxchan's avatar
wxchan committed
3433
        actual_len = tmp_out_len.value
3434
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
3435
3436
3437
3438
3439
        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,
3440
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3441
                ctypes.c_int(num_iteration),
3442
                ctypes.c_int(importance_type_int),
3443
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
3444
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3445
                ptr_string_buffer))
3446
        ret = json.loads(string_buffer.value.decode('utf-8'), object_hook=object_hook)
3447
3448
3449
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
                                                          default=json_default_with_numpy))
        return ret
wxchan's avatar
wxchan committed
3450

3451
    def predict(self, data, start_iteration=0, num_iteration=None,
3452
                raw_score=False, pred_leaf=False, pred_contrib=False,
3453
                data_has_header=False, is_reshape=True, **kwargs):
3454
        """Make a prediction.
wxchan's avatar
wxchan committed
3455
3456
3457

        Parameters
        ----------
3458
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
3459
            Data source for prediction.
3460
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3461
        start_iteration : int, optional (default=0)
3462
            Start index of the iteration to predict.
3463
            If <= 0, starts from the first iteration.
3464
        num_iteration : int or None, optional (default=None)
3465
3466
3467
3468
            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).
3469
3470
3471
3472
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
3473
3474
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
3475

Nikita Titov's avatar
Nikita Titov committed
3476
3477
3478
3479
3480
3481
3482
            .. 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.
3483

3484
3485
        data_has_header : bool, optional (default=False)
            Whether the data has header.
3486
            Used only if data is str.
3487
3488
        is_reshape : bool, optional (default=True)
            If True, result is reshaped to [nrow, ncol].
3489
3490
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
3491
3492
3493

        Returns
        -------
3494
        result : numpy array, scipy.sparse or list of scipy.sparse
3495
            Prediction result.
3496
            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
3497
        """
3498
        predictor = self._to_predictor(deepcopy(kwargs))
3499
        if num_iteration is None:
3500
            if start_iteration <= 0:
3501
3502
3503
3504
                num_iteration = self.best_iteration
            else:
                num_iteration = -1
        return predictor.predict(data, start_iteration, num_iteration,
3505
3506
                                 raw_score, pred_leaf, pred_contrib,
                                 data_has_header, is_reshape)
wxchan's avatar
wxchan committed
3507

3508
    def refit(self, data, label, decay_rate=0.9, **kwargs):
Guolin Ke's avatar
Guolin Ke committed
3509
3510
3511
3512
        """Refit the existing Booster by new data.

        Parameters
        ----------
3513
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
3514
            Data source for refit.
3515
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3516
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
3517
3518
            Label for refit.
        decay_rate : float, optional (default=0.9)
3519
3520
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
3521
3522
        **kwargs
            Other parameters for refit.
3523
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
3524
3525
3526
3527
3528
3529

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
3530
3531
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
3532
        predictor = self._to_predictor(deepcopy(kwargs))
3533
        leaf_preds = predictor.predict(data, -1, pred_leaf=True)
3534
        nrow, ncol = leaf_preds.shape
3535
        out_is_linear = ctypes.c_int(0)
3536
3537
3538
        _safe_call(_LIB.LGBM_BoosterGetLinear(
            self.handle,
            ctypes.byref(out_is_linear)))
Nikita Titov's avatar
Nikita Titov committed
3539
3540
3541
3542
3543
        new_params = _choose_param_value(
            main_param_name="linear_tree",
            params=self.params,
            default_value=None
        )
3544
        new_params["linear_tree"] = bool(out_is_linear.value)
3545
        train_set = Dataset(data, label, params=new_params)
3546
        new_params['refit_decay_rate'] = decay_rate
3547
        new_booster = Booster(new_params, train_set)
Guolin Ke's avatar
Guolin Ke committed
3548
3549
3550
3551
3552
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
3553
        ptr_data, _, _ = c_int_array(leaf_preds)
Guolin Ke's avatar
Guolin Ke committed
3554
3555
3556
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
3557
3558
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol)))
3559
3560
        new_booster.network = self.network
        new_booster.__attr = self.__attr.copy()
Guolin Ke's avatar
Guolin Ke committed
3561
3562
        return new_booster

3563
    def get_leaf_output(self, tree_id, leaf_id):
3564
3565
3566
3567
3568
3569
3570
3571
3572
3573
3574
3575
3576
3577
        """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.
        """
3578
3579
3580
3581
3582
3583
3584
3585
        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

3586
    def _to_predictor(self, pred_parameter=None):
3587
        """Convert to predictor."""
3588
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
3589
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
3590
3591
        return predictor

3592
    def num_feature(self):
3593
3594
3595
3596
3597
3598
3599
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
3600
3601
3602
3603
3604
3605
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

wxchan's avatar
wxchan committed
3606
    def feature_name(self):
3607
        """Get names of features.
wxchan's avatar
wxchan committed
3608
3609
3610

        Returns
        -------
3611
        result : list of str
3612
            List with names of features.
wxchan's avatar
wxchan committed
3613
        """
3614
        num_feature = self.num_feature()
3615
        # Get name of features
wxchan's avatar
wxchan committed
3616
        tmp_out_len = ctypes.c_int(0)
3617
3618
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
3619
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
wxchan's avatar
wxchan committed
3620
3621
3622
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
3623
            ctypes.c_int(num_feature),
wxchan's avatar
wxchan committed
3624
            ctypes.byref(tmp_out_len),
3625
            ctypes.c_size_t(reserved_string_buffer_size),
3626
            ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
3627
3628
3629
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
3630
3631
3632
3633
3634
3635
3636
3637
3638
3639
3640
3641
        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))
3642
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
wxchan's avatar
wxchan committed
3643

3644
    def feature_importance(self, importance_type='split', iteration=None):
3645
        """Get feature importances.
3646

3647
3648
        Parameters
        ----------
3649
        importance_type : str, optional (default="split")
3650
3651
3652
            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.
3653
3654
3655
3656
        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).
3657

3658
3659
        Returns
        -------
3660
3661
        result : numpy array
            Array with feature importances.
3662
        """
3663
3664
        if iteration is None:
            iteration = self.best_iteration
3665
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3666
        result = np.empty(self.num_feature(), dtype=np.float64)
3667
3668
3669
3670
3671
3672
        _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))))
        if importance_type_int == 0:
3673
            return result.astype(np.int32)
3674
3675
        else:
            return result
3676

3677
3678
3679
3680
3681
    def get_split_value_histogram(self, feature, bins=None, xgboost_style=False):
        """Get split value histogram for the specified feature.

        Parameters
        ----------
3682
        feature : int or str
3683
3684
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
3685
            If str, interpreted as name.
3686

Nikita Titov's avatar
Nikita Titov committed
3687
3688
3689
            .. warning::

                Categorical features are not supported.
3690

3691
        bins : int, str or None, optional (default=None)
3692
3693
3694
            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.
3695
            If str, it should be one from the list of the supported values by ``numpy.histogram()`` function.
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
3710
3711
3712
        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.
        """
        def add(root):
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
3713
                if feature_names is not None and isinstance(feature, str):
3714
3715
3716
3717
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
3718
                    if isinstance(root['threshold'], str):
3719
3720
3721
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
                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'])

3732
        if bins is None or isinstance(bins, int) and xgboost_style:
3733
3734
3735
3736
3737
3738
3739
            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:
3740
                return pd_DataFrame(ret, columns=['SplitValue', 'Count'])
3741
3742
3743
3744
3745
            else:
                return ret
        else:
            return hist, bin_edges

wxchan's avatar
wxchan committed
3746
    def __inner_eval(self, data_name, data_idx, feval=None):
3747
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
3748
        if data_idx >= self.__num_dataset:
3749
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
3750
3751
3752
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
3753
            result = np.empty(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
3754
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3755
3756
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
3757
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
3758
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3759
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
3760
            if tmp_out_len.value != self.__num_inner_eval:
3761
                raise ValueError("Wrong length of eval results")
3762
            for i in range(self.__num_inner_eval):
3763
3764
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
3765
3766
        if callable(feval):
            feval = [feval]
wxchan's avatar
wxchan committed
3767
3768
3769
3770
3771
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
3772
3773
3774
3775
3776
3777
3778
3779
3780
            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
3781
3782
3783
3784
                    ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
3785
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
3786
        if data_idx >= self.__num_dataset:
3787
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
3788
3789
3790
3791
3792
        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
3793
            self.__inner_predict_buffer[data_idx] = np.empty(n_preds, dtype=np.float64)
3794
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
3795
3796
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
3797
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
3798
3799
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
3800
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
3801
3802
3803
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
3804
                raise ValueError(f"Wrong length of predict results for data {data_idx}")
wxchan's avatar
wxchan committed
3805
3806
3807
3808
            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
3809
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
3810
3811
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
3812
            out_num_eval = ctypes.c_int(0)
3813
            # Get num of inner evals
wxchan's avatar
wxchan committed
3814
3815
3816
3817
3818
            _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:
3819
                # Get name of eval metrics
Guolin Ke's avatar
Guolin Ke committed
3820
                tmp_out_len = ctypes.c_int(0)
3821
3822
3823
                reserved_string_buffer_size = 255
                required_string_buffer_size = ctypes.c_size_t(0)
                string_buffers = [
3824
                    ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(self.__num_inner_eval)
3825
                ]
wxchan's avatar
wxchan committed
3826
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
3827
3828
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
3829
                    ctypes.c_int(self.__num_inner_eval),
wxchan's avatar
wxchan committed
3830
                    ctypes.byref(tmp_out_len),
3831
                    ctypes.c_size_t(reserved_string_buffer_size),
3832
                    ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
3833
3834
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
3835
                    raise ValueError("Length of eval names doesn't equal with num_evals")
3836
3837
3838
3839
3840
3841
3842
3843
3844
3845
3846
3847
3848
3849
3850
3851
3852
3853
3854
3855
                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
                ]
3856

wxchan's avatar
wxchan committed
3857
    def attr(self, key):
3858
        """Get attribute string from the Booster.
wxchan's avatar
wxchan committed
3859
3860
3861

        Parameters
        ----------
3862
        key : str
3863
            The name of the attribute.
wxchan's avatar
wxchan committed
3864
3865
3866

        Returns
        -------
3867
        value : str or None
3868
            The attribute value.
Nikita Titov's avatar
Nikita Titov committed
3869
            Returns None if attribute does not exist.
wxchan's avatar
wxchan committed
3870
        """
3871
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
3872
3873

    def set_attr(self, **kwargs):
3874
        """Set attributes to the Booster.
wxchan's avatar
wxchan committed
3875
3876
3877
3878

        Parameters
        ----------
        **kwargs
3879
3880
            The attributes to set.
            Setting a value to None deletes an attribute.
Nikita Titov's avatar
Nikita Titov committed
3881
3882
3883
3884

        Returns
        -------
        self : Booster
3885
            Booster with set attributes.
wxchan's avatar
wxchan committed
3886
3887
3888
        """
        for key, value in kwargs.items():
            if value is not None:
3889
                if not isinstance(value, str):
Nikita Titov's avatar
Nikita Titov committed
3890
                    raise ValueError("Only string values are accepted")
wxchan's avatar
wxchan committed
3891
3892
3893
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)
Nikita Titov's avatar
Nikita Titov committed
3894
        return self