test_engine.py 190 KB
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# coding: utf-8
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import copy
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import itertools
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import json
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import math
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import pickle
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import platform
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import random
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import re
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from os import getenv
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from pathlib import Path
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from shutil import copyfile
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import numpy as np
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import psutil
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import pytest
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from scipy.sparse import csr_matrix, isspmatrix_csc, isspmatrix_csr
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from sklearn.datasets import load_svmlight_file, make_blobs, make_classification, make_multilabel_classification
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from sklearn.metrics import average_precision_score, log_loss, mean_absolute_error, mean_squared_error, roc_auc_score
from sklearn.model_selection import GroupKFold, TimeSeriesSplit, train_test_split
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import lightgbm as lgb
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from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame, pd_Series
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from .utils import (
    SERIALIZERS,
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    assert_all_trees_valid,
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    assert_silent,
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    dummy_obj,
    load_breast_cancer,
    load_digits,
    load_iris,
    logistic_sigmoid,
    make_synthetic_regression,
    mse_obj,
    pickle_and_unpickle_object,
    sklearn_multiclass_custom_objective,
    softmax,
)
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decreasing_generator = itertools.count(0, -1)


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def logloss_obj(preds, train_data):
    y_true = train_data.get_label()
    y_pred = logistic_sigmoid(preds)
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess
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def multi_logloss(y_true, y_pred):
    return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])

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def top_k_error(y_true, y_pred, k):
    if k == y_pred.shape[1]:
        return 0
    max_rest = np.max(-np.partition(-y_pred, k)[:, k:], axis=1)
    return 1 - np.mean((y_pred[np.arange(len(y_true)), y_true] > max_rest))


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def constant_metric(preds, train_data):
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    return ("error", 0.0, False)
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def constant_metric_multi(preds, train_data):
    return [
        ("important_metric", 1.5, False),
        ("irrelevant_metric", 7.8, False),
    ]


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def decreasing_metric(preds, train_data):
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    return ("decreasing_metric", next(decreasing_generator), False)
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def categorize(continuous_x):
    return np.digitize(continuous_x, bins=np.arange(0, 1, 0.01))


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def test_binary():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
        "num_iteration": 50,  # test num_iteration in dict here
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
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    assert len(evals_result["valid_0"]["binary_logloss"]) == 50
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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def test_rf():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "boosting_type": "rf",
        "objective": "binary",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
        "feature_fraction": 0.5,
        "num_leaves": 50,
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.19
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    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize("objective", ["regression", "regression_l1", "huber", "fair", "poisson", "quantile"])
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def test_regression(objective):
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    X, y = make_synthetic_regression()
    y = np.abs(y)
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": objective, "metric": "l2", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    if objective == "huber":
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        assert ret < 430
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    elif objective == "fair":
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        assert ret < 296
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    elif objective == "poisson":
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        assert ret < 193
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    elif objective == "quantile":
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        assert ret < 1311
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    else:
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        assert ret < 343
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle():
    X_train = np.zeros((100, 1))
    y_train = np.zeros(100)
    trues = random.sample(range(100), 20)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 1
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_more_na():
    X_train = np.ones((100, 1))
    y_train = np.ones(100)
    trues = random.sample(range(100), 80)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 0
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_na():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [1, 1, 1, 1, 0, 0, 0, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_zero():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": True,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_none():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "use_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    assert pred[0] == pytest.approx(pred[1])
    assert pred[-1] == pytest.approx(pred[0])
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.83
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle(use_quantized_grad):
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    x = [0, 1, 2, 3, 4, 5, 6, 7]
    y = [0, 1, 0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": True,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle_na(use_quantized_grad):
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    x = [0, np.nan, 0, np.nan, 0, np.nan]
    y = [0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_non_zero_inputs(use_quantized_grad):
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    x = [1, 1, 1, 1, 1, 1, 2, 2]
    y = [1, 1, 1, 1, 1, 1, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_multiclass():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.16
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_rf():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "boosting_type": "rf",
        "objective": "multiclass",
        "metric": "multi_logloss",
        "bagging_freq": 1,
        "bagging_fraction": 0.6,
        "feature_fraction": 0.6,
        "num_class": 10,
        "num_leaves": 50,
        "min_data": 1,
        "verbose": -1,
        "gpu_use_dp": True,
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    }
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.23
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_prediction_early_stopping():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
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    gbm = lgb.train(params, lgb_train, num_boost_round=50)
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    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.8
    assert ret > 0.6  # loss will be higher than when evaluating the full model

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    pred_parameter["pred_early_stop_margin"] = 5.5
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.2


def test_multi_class_error():
    X, y = load_digits(n_class=10, return_X_y=True)
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    params = {"objective": "multiclass", "num_classes": 10, "metric": "multi_error", "num_leaves": 4, "verbose": -1}
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    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=10)
    predict_default = est.predict(X)
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=1),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_1 = est.predict(X)
    # check that default gives same result as k = 1
    np.testing.assert_allclose(predict_1, predict_default)
    # check against independent calculation for k = 1
    err = top_k_error(y, predict_1, 1)
515
    assert results["training"]["multi_error"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 2
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_2 = est.predict(X)
    err = top_k_error(y, predict_2, 2)
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    assert results["training"]["multi_error@2"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 10
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=10),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_3 = est.predict(X)
    err = top_k_error(y, predict_3, 10)
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    assert results["training"]["multi_error@10"][-1] == pytest.approx(err)
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    # check cases where predictions are equal
    X = np.array([[0, 0], [0, 0]])
    y = np.array([0, 1])
    lgb_data = lgb.Dataset(X, label=y)
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    params["num_classes"] = 2
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    results = {}
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    lgb.train(params, lgb_data, num_boost_round=10, valid_sets=[lgb_data], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["multi_error"][-1] == pytest.approx(1)
548
    results = {}
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    lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
555
    )
556
    assert results["training"]["multi_error@2"][-1] == pytest.approx(0)
557
558


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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
562
def test_auc_mu(rng):
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    # should give same result as binary auc for 2 classes
    X, y = load_digits(n_class=10, return_X_y=True)
    y_new = np.zeros((len(y)))
    y_new[y != 0] = 1
    lgb_X = lgb.Dataset(X, label=y_new)
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    params = {"objective": "multiclass", "metric": "auc_mu", "verbose": -1, "num_classes": 2, "seed": 0}
569
    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    params = {"objective": "binary", "metric": "auc", "verbose": -1, "seed": 0}
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    results_auc = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc)])
    np.testing.assert_allclose(results_auc_mu["training"]["auc_mu"], results_auc["training"]["auc"])
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    # test the case where all predictions are equal
    lgb_X = lgb.Dataset(X[:10], label=y_new[:10])
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "verbose": -1,
        "num_classes": 2,
        "min_data_in_leaf": 20,
        "seed": 0,
    }
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    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    assert results_auc_mu["training"]["auc_mu"][-1] == pytest.approx(0.5)
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    # test that weighted data gives different auc_mu
    lgb_X = lgb.Dataset(X, label=y)
590
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.abs(rng.standard_normal(size=y.shape)))
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    results_unweighted = {}
    results_weighted = {}
    params = dict(params, num_classes=10, num_leaves=5)
594
    lgb.train(
595
        params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_unweighted)]
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    )
    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
603
    )
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    assert results_weighted["training"]["auc_mu"][-1] < 1
    assert results_unweighted["training"]["auc_mu"][-1] != results_weighted["training"]["auc_mu"][-1]
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    # test that equal data weights give same auc_mu as unweighted data
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.ones(y.shape) * 0.5)
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    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
    )
    assert results_unweighted["training"]["auc_mu"][-1] == pytest.approx(
        results_weighted["training"]["auc_mu"][-1], abs=1e-5
617
    )
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    # should give 1 when accuracy = 1
    X = X[:10, :]
    y = y[:10]
    lgb_X = lgb.Dataset(X, label=y)
622
    params = {"objective": "multiclass", "metric": "auc_mu", "num_classes": 10, "min_data_in_leaf": 1, "verbose": -1}
623
    results = {}
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    lgb.train(params, lgb_X, num_boost_round=100, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["auc_mu"][-1] == pytest.approx(1)
626
    # test loading class weights
627
    Xy = np.loadtxt(
628
        str(Path(__file__).absolute().parents[2] / "examples" / "multiclass_classification" / "multiclass.train")
629
    )
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    y = Xy[:, 0]
    X = Xy[:, 1:]
    lgb_X = lgb.Dataset(X, label=y)
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "auc_mu_weights": [0, 2, 2, 2, 2, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0],
        "num_classes": 5,
        "verbose": -1,
        "seed": 0,
    }
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    results_weight = {}
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    lgb.train(params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_weight)])
    params["auc_mu_weights"] = []
644
    results_no_weight = {}
645
    lgb.train(
646
        params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_no_weight)]
647
    )
648
    assert results_weight["training"]["auc_mu"][-1] != results_no_weight["training"]["auc_mu"][-1]
649
650


651
def test_ranking_prediction_early_stopping():
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    X_test, _ = load_svmlight_file(str(rank_example_dir / "rank.test"))
    params = {"objective": "rank_xendcg", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=50)

660
    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret_early = gbm.predict(X_test, **pred_parameter)

    pred_parameter["pred_early_stop_margin"] = 5.5
    ret_early_more_strict = gbm.predict(X_test, **pred_parameter)
665
    with pytest.raises(AssertionError):  # noqa: PT011
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        np.testing.assert_allclose(ret_early, ret_early_more_strict)


669
# Simulates position bias for a given ranking dataset.
670
# The output dataset is identical to the input one with the exception for the relevance labels.
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# The new labels are generated according to an instance of a cascade user model:
# for each query, the user is simulated to be traversing the list of documents ranked by a baseline ranker
# (in our example it is simply the ordering by some feature correlated with relevance, e.g., 34)
# and clicks on that document (new_label=1) with some probability 'pclick' depending on its true relevance;
# at each position the user may stop the traversal with some probability pstop. For the non-clicked documents,
676
# new_label=0. Thus the generated new labels are biased towards the baseline ranker.
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# The positions of the documents in the ranked lists produced by the baseline, are returned.
def simulate_position_bias(file_dataset_in, file_query_in, file_dataset_out, baseline_feature):
    # a mapping of a document's true relevance (defined on a 5-grade scale) into the probability of clicking it
    def get_pclick(label):
        if label == 0:
            return 0.4
        elif label == 1:
            return 0.6
        elif label == 2:
            return 0.7
        elif label == 3:
            return 0.8
        else:
            return 0.9
691

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    # an instantiation of a cascade model where the user stops with probability 0.2 after observing each document
    pstop = 0.2
694

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    f_dataset_in = open(file_dataset_in, "r")
    f_dataset_out = open(file_dataset_out, "w")
697
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    random.seed(10)
    positions_all = []
    for line in open(file_query_in):
700
        docs_num = int(line)
701
        lines = []
702
        index_values = []
703
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        positions = [0] * docs_num
        for index in range(docs_num):
            features = f_dataset_in.readline().split()
            lines.append(features)
            val = 0.0
            for feature_val in features:
709
                feature_val_split = feature_val.split(":")
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                if int(feature_val_split[0]) == baseline_feature:
                    val = float(feature_val_split[1])
            index_values.append([index, val])
        index_values.sort(key=lambda x: -x[1])
714
        stop = False
715
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721
        for pos in range(docs_num):
            index = index_values[pos][0]
            new_label = 0
            if not stop:
                label = int(lines[index][0])
                pclick = get_pclick(label)
                if random.random() < pclick:
722
                    new_label = 1
723
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725
726
                stop = random.random() < pstop
            lines[index][0] = str(new_label)
            positions[index] = pos
        for features in lines:
727
            f_dataset_out.write(" ".join(features) + "\n")
728
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731
732
        positions_all.extend(positions)
    f_dataset_out.close()
    return positions_all


733
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
736
def test_ranking_with_position_information_with_file(tmp_path):
737
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
738
    params = {
739
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742
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746
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
747
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749
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
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    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
759

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    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
763

764
    f_positions_out = open(str(tmp_path / "rank.train.position"), "w")
765
    for pos in positions:
766
        f_positions_out.write(str(pos) + "\n")
767
768
    f_positions_out.close()

769
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771
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased_with_file = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
772

773
    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
774
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased_with_file.best_score["valid_0"]["ndcg@3"]
775
776

    # add extra row to position file
777
778
    with open(str(tmp_path / "rank.train.position"), "a") as file:
        file.write("pos_1000\n")
779
        file.close()
780
781
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
782
    with pytest.raises(lgb.basic.LightGBMError, match=r"Positions size \(3006\) doesn't match data size"):
783
        lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
784
785


786
787
788
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
789
def test_ranking_with_position_information_with_dataset_constructor(tmp_path):
790
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
791
    params = {
792
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794
795
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797
798
799
800
801
802
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
        "num_threads": 1,
        "deterministic": True,
        "seed": 0,
803
804
805
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
806
807
808
809
810
811
812
813
814
    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
815

816
817
818
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
819
820
821
822

    positions = np.array(positions)

    # test setting positions through Dataset constructor with numpy array
823
824
825
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=positions)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
826
827

    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
828
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased.best_score["valid_0"]["ndcg@3"]
829
830
831

    if PANDAS_INSTALLED:
        # test setting positions through Dataset constructor with pandas Series
832
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834
835
836
837
        lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=pd_Series(positions))
        lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
        gbm_unbiased_pandas_series = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
        assert (
            gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_pandas_series.best_score["valid_0"]["ndcg@3"]
        )
838
839

    # test setting positions through set_position
840
841
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
842
    lgb_train.set_position(positions)
843
844
    gbm_unbiased_set_position = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
    assert gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_set_position.best_score["valid_0"]["ndcg@3"]
845
846
847
848
849
850

    # test get_position works
    positions_from_get = lgb_train.get_position()
    np.testing.assert_array_equal(positions_from_get, positions)


851
852
def test_early_stopping():
    X, y = load_breast_cancer(return_X_y=True)
853
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
854
855
856
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
857
    valid_set_name = "valid_set"
858
    # no early stopping
859
860
861
862
863
864
865
866
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=10,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
867
868
    assert gbm.best_iteration == 10
    assert valid_set_name in gbm.best_score
869
    assert "binary_logloss" in gbm.best_score[valid_set_name]
870
    # early stopping occurs
871
872
873
874
875
876
877
878
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=40,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
879
880
    assert gbm.best_iteration <= 39
    assert valid_set_name in gbm.best_score
881
    assert "binary_logloss" in gbm.best_score[valid_set_name]
882
883


884
@pytest.mark.parametrize("use_valid", [True, False])
885
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888
889
890
891
892
893
def test_early_stopping_ignores_training_set(use_valid):
    x = np.linspace(-1, 1, 100)
    X = x.reshape(-1, 1)
    y = x**2
    X_train, X_valid = X[:80], X[80:]
    y_train, y_valid = y[:80], y[80:]
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid)
    valid_sets = [train_ds]
894
    valid_names = ["train"]
895
896
    if use_valid:
        valid_sets.append(valid_ds)
897
        valid_names.append("valid")
898
899
900
901
    eval_result = {}

    def train_fn():
        return lgb.train(
902
            {"num_leaves": 5},
903
904
905
906
            train_ds,
            num_boost_round=2,
            valid_sets=valid_sets,
            valid_names=valid_names,
907
            callbacks=[lgb.early_stopping(1), lgb.record_evaluation(eval_result)],
908
        )
909

910
911
912
    if use_valid:
        bst = train_fn()
        assert bst.best_iteration == 1
913
914
        assert eval_result["train"]["l2"][1] < eval_result["train"]["l2"][0]  # train improved
        assert eval_result["valid"]["l2"][1] > eval_result["valid"]["l2"][0]  # valid didn't
915
    else:
916
        with pytest.warns(UserWarning, match="Only training set found, disabling early stopping."):
917
918
919
920
921
            bst = train_fn()
        assert bst.current_iteration() == 2
        assert bst.best_iteration == 0


922
@pytest.mark.parametrize("first_metric_only", [True, False])
923
924
925
926
def test_early_stopping_via_global_params(first_metric_only):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
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        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "first_metric_only": first_metric_only,
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    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
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    valid_set_name = "valid_set"
    gbm = lgb.train(
        params, lgb_train, feval=[decreasing_metric, constant_metric], valid_sets=lgb_eval, valid_names=valid_set_name
    )
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    if first_metric_only:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1
    assert valid_set_name in gbm.best_score
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    assert "decreasing_metric" in gbm.best_score[valid_set_name]
    assert "error" in gbm.best_score[valid_set_name]
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@pytest.mark.parametrize("early_stopping_round", [-10, -1, 0, None, "None"])
def test_early_stopping_is_not_enabled_for_non_positive_stopping_rounds(early_stopping_round):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": early_stopping_round,
        "first_metric_only": True,
    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    valid_set_name = "valid_set"

    if early_stopping_round is None:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert "early_stopping_round" not in gbm.params
        assert gbm.num_trees() == num_trees
    elif early_stopping_round == "None":
        with pytest.raises(TypeError, match="early_stopping_round should be an integer. Got 'str'"):
            gbm = lgb.train(
                params,
                lgb_train,
                feval=[constant_metric],
                valid_sets=lgb_eval,
                valid_names=valid_set_name,
            )
    elif early_stopping_round <= 0:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert gbm.params["early_stopping_round"] == early_stopping_round
        assert gbm.num_trees() == num_trees


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@pytest.mark.parametrize("first_only", [True, False])
@pytest.mark.parametrize("single_metric", [True, False])
@pytest.mark.parametrize("greater_is_better", [True, False])
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def test_early_stopping_min_delta(first_only, single_metric, greater_is_better):
    if single_metric and not first_only:
        pytest.skip("first_metric_only doesn't affect single metric.")
    metric2min_delta = {
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        "auc": 0.001,
        "binary_logloss": 0.01,
        "average_precision": 0.001,
        "mape": 0.01,
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    }
    if single_metric:
        if greater_is_better:
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            metric = "auc"
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        else:
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            metric = "binary_logloss"
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    else:
        if first_only:
            if greater_is_better:
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                metric = ["auc", "binary_logloss"]
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            else:
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                metric = ["binary_logloss", "auc"]
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        else:
            if greater_is_better:
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                metric = ["auc", "average_precision"]
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            else:
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                metric = ["binary_logloss", "mape"]
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    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_valid, y_train, y_valid = train_test_split(X, y, test_size=0.2, random_state=0)
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)

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    params = {"objective": "binary", "metric": metric, "verbose": -1}
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    if isinstance(metric, str):
        min_delta = metric2min_delta[metric]
    elif first_only:
        min_delta = metric2min_delta[metric[0]]
    else:
        min_delta = [metric2min_delta[m] for m in metric]
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    train_kwargs = {
        "params": params,
        "train_set": train_ds,
        "num_boost_round": 50,
        "valid_sets": [train_ds, valid_ds],
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        "valid_names": ["training", "valid"],
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    }
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    # regular early stopping
    evals_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False),
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        lgb.record_evaluation(evals_result),
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    ]
    bst = lgb.train(**train_kwargs)
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    scores = np.vstack(list(evals_result["valid"].values())).T
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    # positive min_delta
    delta_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False, min_delta=min_delta),
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        lgb.record_evaluation(delta_result),
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    ]
    delta_bst = lgb.train(**train_kwargs)
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    delta_scores = np.vstack(list(delta_result["valid"].values())).T
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    if first_only:
        scores = scores[:, 0]
        delta_scores = delta_scores[:, 0]

    assert delta_bst.num_trees() < bst.num_trees()
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    np.testing.assert_allclose(scores[: len(delta_scores)], delta_scores)
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    last_score = delta_scores[-1]
    best_score = delta_scores[delta_bst.num_trees() - 1]
    if greater_is_better:
        assert np.less_equal(last_score, best_score + min_delta).any()
    else:
        assert np.greater_equal(last_score, best_score - min_delta).any()


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@pytest.mark.parametrize("early_stopping_min_delta", [1e3, 0.0])
def test_early_stopping_min_delta_via_global_params(early_stopping_min_delta):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "num_leaves": 5,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "early_stopping_min_delta": early_stopping_min_delta,
    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    gbm = lgb.train(params, lgb_train, feval=decreasing_metric, valid_sets=lgb_eval)
    if early_stopping_min_delta == 0:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1


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def test_early_stopping_can_be_triggered_via_custom_callback():
    X, y = make_synthetic_regression()

    def _early_stop_after_seventh_iteration(env):
        if env.iteration == 6:
            exc = lgb.EarlyStopException(
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                best_iteration=6, best_score=[("some_validation_set", "some_metric", 0.708, True)]
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            )
            raise exc

    bst = lgb.train(
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        params={"objective": "regression", "verbose": -1, "num_leaves": 2},
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        train_set=lgb.Dataset(X, label=y),
        num_boost_round=23,
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        callbacks=[_early_stop_after_seventh_iteration],
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    )
    assert bst.num_trees() == 7
    assert bst.best_score["some_validation_set"]["some_metric"] == 0.708
    assert bst.best_iteration == 7
    assert bst.current_iteration() == 7


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def test_continue_train(tmp_path):
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
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    model_path = tmp_path / "model.txt"
    init_gbm.save_model(model_path)
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    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        # test custom eval metrics
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        feval=(lambda p, d: ("custom_mae", mean_absolute_error(p, d.get_label()), False)),
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        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=model_path,
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
    np.testing.assert_allclose(evals_result["valid_0"]["l1"], evals_result["valid_0"]["custom_mae"])
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def test_continue_train_reused_dataset():
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    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=5)
    init_gbm_2 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm)
    init_gbm_3 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_2)
    gbm = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_3)
    assert gbm.current_iteration() == 20


def test_continue_train_dart():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"boosting_type": "dart", "objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=50)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=50,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
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def test_continue_train_multiclass():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 3, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.1
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_cv():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    # shuffle = False, override metric in params
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    params_with_metric = {"metric": "l2", "verbose": -1}
    cv_res = lgb.cv(
        params_with_metric, lgb_train, num_boost_round=10, nfold=3, stratified=False, shuffle=False, metrics="l1"
    )
    assert "valid l1-mean" in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # shuffle = True, callbacks
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=True,
        metrics="l1",
        callbacks=[lgb.reset_parameter(learning_rate=lambda i: 0.1 - 0.001 * i)],
    )
    assert "valid l1-mean" in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # enable display training loss
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    cv_res = lgb.cv(
        params_with_metric,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=False,
        metrics="l1",
        eval_train_metric=True,
    )
    assert "train l1-mean" in cv_res
    assert "valid l1-mean" in cv_res
    assert "train l2-mean" not in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["train l1-mean"]) == 10
    assert len(cv_res["valid l1-mean"]) == 10
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    # self defined folds
    tss = TimeSeriesSplit(3)
    folds = tss.split(X_train)
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    cv_res_gen = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=folds)
    cv_res_obj = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=tss)
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    np.testing.assert_allclose(cv_res_gen["valid l2-mean"], cv_res_obj["valid l2-mean"])
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    # LambdaRank
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    params_lambdarank = {"objective": "lambdarank", "verbose": -1, "eval_at": 3}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train)
    # ... with l2 metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3, metrics="l2")
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid l2-mean"]).any()
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    # ... with NDCG (default) metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3)
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid ndcg@3-mean"]).any()
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    # self defined folds with lambdarank
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    cv_res_lambda_obj = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, folds=GroupKFold(n_splits=3))
    np.testing.assert_allclose(cv_res_lambda["valid ndcg@3-mean"], cv_res_lambda_obj["valid ndcg@3-mean"])
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def test_cv_works_with_init_model(tmp_path):
    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    num_train_rounds = 2
    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
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    bst = lgb.train(params=params, train_set=lgb_train, num_boost_round=num_train_rounds)
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    preds_raw = bst.predict(X, raw_score=True)
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    model_path_txt = str(tmp_path / "lgb.model")
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    bst.save_model(model_path_txt)

    num_cv_rounds = 5
    cv_kwargs = {
        "num_boost_round": num_cv_rounds,
        "nfold": 3,
        "stratified": False,
        "shuffle": False,
        "seed": 708,
        "return_cvbooster": True,
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        "params": params,
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    }

    # init_model from an in-memory Booster
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    cv_res = lgb.cv(train_set=lgb_train, init_model=bst, **cv_kwargs)
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    cv_bst_w_in_mem_init_model = cv_res["cvbooster"]
    assert cv_bst_w_in_mem_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_in_mem_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # init_model from a text file
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    cv_res = lgb.cv(train_set=lgb_train, init_model=model_path_txt, **cv_kwargs)
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    cv_bst_w_file_init_model = cv_res["cvbooster"]
    assert cv_bst_w_file_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_file_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # predictions should be identical
    for i in range(3):
        np.testing.assert_allclose(
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            cv_bst_w_in_mem_init_model.boosters[i].predict(X), cv_bst_w_file_init_model.boosters[i].predict(X)
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        )


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def test_cvbooster():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
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    nfold = 3
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    lgb_train = lgb.Dataset(X_train, y_train)
    # with early stopping
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=25,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    assert "cvbooster" in cv_res
    cvb = cv_res["cvbooster"]
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    assert isinstance(cvb, lgb.CVBooster)
    assert isinstance(cvb.boosters, list)
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    assert len(cvb.boosters) == nfold
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    assert all(isinstance(bst, lgb.Booster) for bst in cvb.boosters)
    assert cvb.best_iteration > 0
    # predict by each fold booster
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    preds = cvb.predict(X_test)
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    assert isinstance(preds, list)
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    assert len(preds) == nfold
    # check that each booster predicted using the best iteration
    for fold_preds, bst in zip(preds, cvb.boosters):
        assert bst.best_iteration == cvb.best_iteration
        expected = bst.predict(X_test, num_iteration=cvb.best_iteration)
        np.testing.assert_allclose(fold_preds, expected)
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    # fold averaging
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.13
    # without early stopping
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    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, return_cvbooster=True)
    cvb = cv_res["cvbooster"]
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    assert cvb.best_iteration == -1
    preds = cvb.predict(X_test)
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.15


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def test_cvbooster_save_load(tmp_path):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

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    model_path_txt = str(tmp_path / "lgb.model")
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    cvbooster.save_model(model_path_txt)
    model_string = cvbooster.model_to_string()
    del cvbooster

    cvbooster_from_txt_file = lgb.CVBooster(model_file=model_path_txt)
    cvbooster_from_string = lgb.CVBooster().model_from_string(model_string)
    for cvbooster_loaded in [cvbooster_from_txt_file, cvbooster_from_string]:
        assert best_iteration == cvbooster_loaded.best_iteration
        np.testing.assert_array_equal(preds, cvbooster_loaded.predict(X_test))


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@pytest.mark.parametrize("serializer", SERIALIZERS)
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def test_cvbooster_picklable(serializer):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

    cvbooster_from_disk = pickle_and_unpickle_object(obj=cvbooster, serializer=serializer)
    del cvbooster

    assert best_iteration == cvbooster_from_disk.best_iteration

    preds_from_disk = cvbooster_from_disk.predict(X_test)
    np.testing.assert_array_equal(preds, preds_from_disk)


1430
def test_feature_name():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
    feature_names = [f"f_{i}" for i in range(X_train.shape[-1])]
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    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()
    # test feature_names with whitespaces
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    feature_names_with_space = [f"f {i}" for i in range(X_train.shape[-1])]
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    lgb_train.set_feature_name(feature_names_with_space)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()


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def test_feature_name_with_non_ascii(rng, tmp_path):
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    X_train = rng.normal(size=(100, 4))
    y_train = rng.normal(size=(100,))
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    # This has non-ascii strings.
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    feature_names = ["F_零", "F_一", "F_二", "F_三"]
    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
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    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()
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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
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    gbm2 = lgb.Booster(model_file=model_path_txt)
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    assert feature_names == gbm2.feature_name()


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def test_parameters_are_loaded_from_model_file(tmp_path, capsys, rng):
    X = np.hstack(
        [
            rng.uniform(size=(100, 1)),
            rng.integers(low=0, high=5, size=(100, 2)),
        ]
    )
    y = rng.uniform(size=(100,))
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    ds = lgb.Dataset(X, y, categorical_feature=[1, 2])
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    params = {
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        "bagging_fraction": 0.8,
        "bagging_freq": 2,
        "boosting": "rf",
        "feature_contri": [0.5, 0.5, 0.5],
        "feature_fraction": 0.7,
        "boost_from_average": False,
        "interaction_constraints": [[0, 1], [0]],
        "metric": ["l2", "rmse"],
        "num_leaves": 5,
        "num_threads": 1,
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        "verbosity": 0,
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    }
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    model_file = tmp_path / "model.txt"
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    orig_bst = lgb.train(params, ds, num_boost_round=1)
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    orig_bst.save_model(model_file)
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    with model_file.open("rt") as f:
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        model_contents = f.readlines()
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    params_start = model_contents.index("parameters:\n")
    model_contents.insert(params_start + 1, "[max_conflict_rate: 0]\n")
    with model_file.open("wt") as f:
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        f.writelines(model_contents)
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    bst = lgb.Booster(model_file=model_file)
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    expected_msg = "[LightGBM] [Warning] Ignoring unrecognized parameter 'max_conflict_rate' found in model string."
    stdout = capsys.readouterr().out
    assert expected_msg in stdout
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    set_params = {k: bst.params[k] for k in params.keys()}
    assert set_params == params
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    assert bst.params["categorical_feature"] == [1, 2]
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    # check that passing parameters to the constructor raises warning and ignores them
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    with pytest.warns(UserWarning, match="Ignoring params argument, using parameters from model file."):
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        bst2 = lgb.Booster(params={"num_leaves": 7}, model_file=model_file)
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    assert bst.params == bst2.params

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    # check inference isn't affected by unknown parameter
    orig_preds = orig_bst.predict(X)
    preds = bst.predict(X)
    np.testing.assert_allclose(preds, orig_preds)

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def test_string_serialized_params_retrieval(rng):
    # Random train data
    train_x = rng.random((500, 3))
    train_y = rng.integers(0, 1, 500)
    train_data = lgb.Dataset(train_x, train_y)

    # Parameters
    params = {
        "boosting": "gbdt",
        "deterministic": True,
        "feature_contri": [0.5] * train_x.shape[1],
        "interaction_constraints": [[0, 1], [0]],
        "objective": "binary",
        "metric": ["auc"],
        "num_leaves": 7,
        "learning_rate": 0.05,
        "feature_fraction": 0.9,
        "bagging_fraction": 0.8,
        "bagging_freq": 5,
        "verbosity": -100,
    }

    # train a model and serialize it to a string in memory
    model = lgb.train(params, train_data, num_boost_round=2)
    model_serialized = model.model_to_string()

    # load a new model with the string
    with pytest.warns(UserWarning, match="Ignoring params argument, using parameters from model string."):
        new_model = lgb.Booster(params={"num_leaves": 32}, model_str=model_serialized)

    assert new_model.params["boosting"] == "gbdt"
    assert new_model.params["deterministic"] is True
    assert new_model.params["feature_contri"] == [0.5] * train_x.shape[1]
    assert new_model.params["interaction_constraints"] == [[0, 1], [0]]
    assert new_model.params["objective"] == "binary"
    assert new_model.params["metric"] == ["auc"]
    assert new_model.params["num_leaves"] == 7
    assert new_model.params["learning_rate"] == 0.05
    assert new_model.params["feature_fraction"] == 0.9
    assert new_model.params["bagging_fraction"] == 0.8
    assert new_model.params["bagging_freq"] == 5
    assert new_model.params["verbosity"] == -100


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def test_save_load_copy_pickle(tmp_path):
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    def train_and_predict(init_model=None, return_model=False):
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        X, y = make_synthetic_regression()
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        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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        params = {"objective": "regression", "metric": "l2", "verbose": -1}
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        lgb_train = lgb.Dataset(X_train, y_train)
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        gbm_template = lgb.train(params, lgb_train, num_boost_round=10, init_model=init_model)
        return gbm_template if return_model else mean_squared_error(y_test, gbm_template.predict(X_test))

    gbm = train_and_predict(return_model=True)
    ret_origin = train_and_predict(init_model=gbm)
    other_ret = []
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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
    with open(model_path_txt) as f:  # check all params are logged into model file correctly
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        assert f.read().find("[num_iterations: 10]") != -1
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    other_ret.append(train_and_predict(init_model=model_path_txt))
    gbm_load = lgb.Booster(model_file=model_path_txt)
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    other_ret.append(train_and_predict(init_model=gbm_load))
    other_ret.append(train_and_predict(init_model=copy.copy(gbm)))
    other_ret.append(train_and_predict(init_model=copy.deepcopy(gbm)))
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    model_path_pkl = str(tmp_path / "lgb.pkl")
    with open(model_path_pkl, "wb") as f:
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        pickle.dump(gbm, f)
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    with open(model_path_pkl, "rb") as f:
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        gbm_pickle = pickle.load(f)
    other_ret.append(train_and_predict(init_model=gbm_pickle))
    gbm_pickles = pickle.loads(pickle.dumps(gbm))
    other_ret.append(train_and_predict(init_model=gbm_pickles))
    for ret in other_ret:
        assert ret_origin == pytest.approx(ret)


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def test_all_expected_params_are_written_out_to_model_text(tmp_path):
    X, y = make_synthetic_regression()
    params = {
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        "objective": "mape",
        "metric": ["l2", "mae"],
        "seed": 708,
        "data_sample_strategy": "bagging",
        "sub_row": 0.8234,
        "verbose": -1,
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    }
    dtrain = lgb.Dataset(data=X, label=y)
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    gbm = lgb.train(params=params, train_set=dtrain, num_boost_round=3)
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    model_txt_from_memory = gbm.model_to_string()
    model_file = tmp_path / "out.model"
    gbm.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    assert model_txt_from_memory == model_txt_from_file

    # entries whose values should reflect params passed to lgb.train()
    non_default_param_entries = [
        "[objective: mape]",
        # 'l1' was passed in with alias 'mae'
        "[metric: l2,l1]",
        "[data_sample_strategy: bagging]",
        "[seed: 708]",
        # NOTE: this was passed in with alias 'sub_row'
        "[bagging_fraction: 0.8234]",
        "[num_iterations: 3]",
    ]

    # entries with default values of params
    default_param_entries = [
        "[boosting: gbdt]",
        "[tree_learner: serial]",
        "[data: ]",
        "[valid: ]",
        "[learning_rate: 0.1]",
        "[num_leaves: 31]",
        "[num_threads: 0]",
        "[deterministic: 0]",
        "[histogram_pool_size: -1]",
        "[max_depth: -1]",
        "[min_data_in_leaf: 20]",
        "[min_sum_hessian_in_leaf: 0.001]",
        "[pos_bagging_fraction: 1]",
        "[neg_bagging_fraction: 1]",
        "[bagging_freq: 0]",
        "[bagging_seed: 15415]",
        "[feature_fraction: 1]",
        "[feature_fraction_bynode: 1]",
        "[feature_fraction_seed: 32671]",
        "[extra_trees: 0]",
        "[extra_seed: 6642]",
        "[early_stopping_round: 0]",
1645
        "[early_stopping_min_delta: 0]",
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        "[first_metric_only: 0]",
        "[max_delta_step: 0]",
        "[lambda_l1: 0]",
        "[lambda_l2: 0]",
        "[linear_lambda: 0]",
        "[min_gain_to_split: 0]",
        "[drop_rate: 0.1]",
        "[max_drop: 50]",
        "[skip_drop: 0.5]",
        "[xgboost_dart_mode: 0]",
        "[uniform_drop: 0]",
        "[drop_seed: 20623]",
        "[top_rate: 0.2]",
        "[other_rate: 0.1]",
        "[min_data_per_group: 100]",
        "[max_cat_threshold: 32]",
        "[cat_l2: 10]",
        "[cat_smooth: 10]",
        "[max_cat_to_onehot: 4]",
        "[top_k: 20]",
        "[monotone_constraints: ]",
        "[monotone_constraints_method: basic]",
        "[monotone_penalty: 0]",
        "[feature_contri: ]",
        "[forcedsplits_filename: ]",
        "[refit_decay_rate: 0.9]",
        "[cegb_tradeoff: 1]",
        "[cegb_penalty_split: 0]",
        "[cegb_penalty_feature_lazy: ]",
        "[cegb_penalty_feature_coupled: ]",
        "[path_smooth: 0]",
        "[interaction_constraints: ]",
        "[verbosity: -1]",
        "[saved_feature_importance_type: 0]",
        "[use_quantized_grad: 0]",
        "[num_grad_quant_bins: 4]",
        "[quant_train_renew_leaf: 0]",
        "[stochastic_rounding: 1]",
        "[linear_tree: 0]",
        "[max_bin: 255]",
        "[max_bin_by_feature: ]",
        "[min_data_in_bin: 3]",
        "[bin_construct_sample_cnt: 200000]",
        "[data_random_seed: 2350]",
        "[is_enable_sparse: 1]",
        "[enable_bundle: 1]",
        "[use_missing: 1]",
        "[zero_as_missing: 0]",
        "[feature_pre_filter: 1]",
        "[pre_partition: 0]",
        "[two_round: 0]",
        "[header: 0]",
        "[label_column: ]",
        "[weight_column: ]",
        "[group_column: ]",
        "[ignore_column: ]",
        "[categorical_feature: ]",
        "[forcedbins_filename: ]",
        "[precise_float_parser: 0]",
        "[parser_config_file: ]",
        "[objective_seed: 4309]",
        "[num_class: 1]",
        "[is_unbalance: 0]",
        "[scale_pos_weight: 1]",
        "[sigmoid: 1]",
        "[boost_from_average: 1]",
        "[reg_sqrt: 0]",
        "[alpha: 0.9]",
        "[fair_c: 1]",
        "[poisson_max_delta_step: 0.7]",
        "[tweedie_variance_power: 1.5]",
        "[lambdarank_truncation_level: 30]",
        "[lambdarank_norm: 1]",
        "[label_gain: ]",
        "[lambdarank_position_bias_regularization: 0]",
        "[eval_at: ]",
        "[multi_error_top_k: 1]",
        "[auc_mu_weights: ]",
        "[num_machines: 1]",
        "[local_listen_port: 12400]",
        "[time_out: 120]",
        "[machine_list_filename: ]",
        "[machines: ]",
        "[gpu_platform_id: -1]",
        "[gpu_device_id: -1]",
        "[num_gpu: 1]",
    ]
    all_param_entries = non_default_param_entries + default_param_entries

    # add device-specific entries
    #
    # passed-in force_col_wise / force_row_wise parameters are ignored on CUDA and GPU builds...
    # https://github.com/microsoft/LightGBM/blob/1d7ee63686272bceffd522284127573b511df6be/src/io/config.cpp#L375-L377
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    if getenv("TASK", "") == "cuda":
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 1]", "[device_type: cuda]", "[gpu_use_dp: 1]"]
    elif getenv("TASK", "") == "gpu":
        device_entries = ["[force_col_wise: 1]", "[force_row_wise: 0]", "[device_type: gpu]", "[gpu_use_dp: 0]"]
1743
    else:
1744
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 0]", "[device_type: cpu]", "[gpu_use_dp: 0]"]
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    all_param_entries += device_entries

    # check that model text has all expected param entries
    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory

    # since Booster.model_to_string() is used when pickling, check that parameters all
    # roundtrip pickling successfully too
    gbm_pkl = pickle_and_unpickle_object(gbm, serializer="joblib")
    model_txt_from_memory = gbm_pkl.model_to_string()
    model_file = tmp_path / "out-pkl.model"
    gbm_pkl.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory


1767
1768
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
1769
def test_pandas_categorical(rng_fixed_seed, tmp_path):
1770
    pd = pytest.importorskip("pandas")
1771
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    X = pd.DataFrame(
        {
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            "A": rng_fixed_seed.permutation(["a", "b", "c", "d"] * 75),  # str
            "B": rng_fixed_seed.permutation([1, 2, 3] * 100),  # int
            "C": rng_fixed_seed.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
            "D": rng_fixed_seed.permutation([True, False] * 150),  # bool
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
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        }
    )  # str and ordered categorical
1780
    y = rng_fixed_seed.permutation([0, 1] * 150)
1781
1782
    X_test = pd.DataFrame(
        {
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            "A": rng_fixed_seed.permutation(["a", "b", "e"] * 20),  # unseen category
            "B": rng_fixed_seed.permutation([1, 3] * 30),
            "C": rng_fixed_seed.permutation([0.1, -0.1, 0.2, 0.2] * 15),
            "D": rng_fixed_seed.permutation([True, False] * 30),
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y"] * 30), ordered=True),
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1789
        }
    )
1790
1791
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
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    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
1794
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
1795
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y)
    gbm0 = lgb.train(params, lgb_train, num_boost_round=10)
    pred0 = gbm0.predict(X_test)
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    assert lgb_train.categorical_feature == "auto"
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    lgb_train = lgb.Dataset(
        X, pd.DataFrame(y), categorical_feature=[0]
    )  # also test that label can be one-column pd.DataFrame
    gbm1 = lgb.train(params, lgb_train, num_boost_round=10)
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    pred1 = gbm1.predict(X_test)
    assert lgb_train.categorical_feature == [0]
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    lgb_train = lgb.Dataset(X, pd.Series(y), categorical_feature=["A"])  # also test that label can be pd.Series
    gbm2 = lgb.train(params, lgb_train, num_boost_round=10)
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    pred2 = gbm2.predict(X_test)
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    assert lgb_train.categorical_feature == ["A"]
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    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D"])
    gbm3 = lgb.train(params, lgb_train, num_boost_round=10)
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    pred3 = gbm3.predict(X_test)
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    assert lgb_train.categorical_feature == ["A", "B", "C", "D"]
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    categorical_model_path = tmp_path / "categorical.model"
    gbm3.save_model(categorical_model_path)
    gbm4 = lgb.Booster(model_file=categorical_model_path)
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    pred4 = gbm4.predict(X_test)
    model_str = gbm4.model_to_string()
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    gbm4.model_from_string(model_str)
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    pred5 = gbm4.predict(X_test)
    gbm5 = lgb.Booster(model_str=model_str)
    pred6 = gbm5.predict(X_test)
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    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D", "E"])
    gbm6 = lgb.train(params, lgb_train, num_boost_round=10)
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    pred7 = gbm6.predict(X_test)
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    assert lgb_train.categorical_feature == ["A", "B", "C", "D", "E"]
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    lgb_train = lgb.Dataset(X, y, categorical_feature=[])
    gbm7 = lgb.train(params, lgb_train, num_boost_round=10)
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    pred8 = gbm7.predict(X_test)
    assert lgb_train.categorical_feature == []
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    with pytest.raises(AssertionError):  # noqa: PT011
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        np.testing.assert_allclose(pred0, pred1)
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    with pytest.raises(AssertionError):  # noqa: PT011
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        np.testing.assert_allclose(pred0, pred2)
    np.testing.assert_allclose(pred1, pred2)
    np.testing.assert_allclose(pred0, pred3)
    np.testing.assert_allclose(pred0, pred4)
    np.testing.assert_allclose(pred0, pred5)
    np.testing.assert_allclose(pred0, pred6)
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    with pytest.raises(AssertionError):  # noqa: PT011
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        np.testing.assert_allclose(pred0, pred7)  # ordered cat features aren't treated as cat features by default
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    with pytest.raises(AssertionError):  # noqa: PT011
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        np.testing.assert_allclose(pred0, pred8)
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    assert gbm0.pandas_categorical == cat_values
    assert gbm1.pandas_categorical == cat_values
    assert gbm2.pandas_categorical == cat_values
    assert gbm3.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.pandas_categorical == cat_values
    assert gbm6.pandas_categorical == cat_values
    assert gbm7.pandas_categorical == cat_values


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def test_pandas_sparse(rng):
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    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 1, 2] * 100)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 150)),
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        }
    )
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    y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
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    X_test = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 2] * 30)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 30)),
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        }
    )
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    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
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        assert isinstance(dtype, pd.SparseDtype)
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    params = {"objective": "binary", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=10)
    pred_sparse = gbm.predict(X_test, raw_score=True)
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    if hasattr(X_test, "sparse"):
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        pred_dense = gbm.predict(X_test.sparse.to_dense(), raw_score=True)
    else:
        pred_dense = gbm.predict(X_test.to_dense(), raw_score=True)
    np.testing.assert_allclose(pred_sparse, pred_dense)


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def test_reference_chain(rng):
    X = rng.normal(size=(100, 2))
    y = rng.normal(size=(100,))
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    tmp_dat = lgb.Dataset(X, y)
    # take subsets and train
    tmp_dat_train = tmp_dat.subset(np.arange(80))
    tmp_dat_val = tmp_dat.subset(np.arange(80, 100)).subset(np.arange(18))
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    params = {"objective": "regression_l2", "metric": "rmse"}
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    evals_result = {}
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    lgb.train(
        params,
        tmp_dat_train,
        num_boost_round=20,
        valid_sets=[tmp_dat_train, tmp_dat_val],
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        callbacks=[lgb.record_evaluation(evals_result)],
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    )
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    assert len(evals_result["training"]["rmse"]) == 20
    assert len(evals_result["valid_1"]["rmse"]) == 20
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def test_contribs():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)

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    assert (
        np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(gbm.predict(X_test, pred_contrib=True), axis=1))
        < 1e-4
    )
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def test_contribs_sparse():
    n_features = 20
    n_samples = 100
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=2
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isspmatrix_csr(contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense)
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    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense, axis=1)) < 1e-4
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    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isspmatrix_csc(contribs_csc)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense)
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def test_contribs_sparse_multiclass():
    n_features = 20
    n_samples = 100
    n_labels = 4
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=n_labels
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "multiclass",
        "num_class": n_labels,
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isinstance(contribs_csr, list)
    for perclass_contribs_csr in contribs_csr:
        assert isspmatrix_csr(perclass_contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    contribs_csr_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csr]), 0, 1)
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    contribs_csr_arr_re = contribs_csr_array.reshape(
        (contribs_csr_array.shape[0], contribs_csr_array.shape[1] * contribs_csr_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense)
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    contribs_dense_re = contribs_dense.reshape(contribs_csr_array.shape)
    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense_re, axis=2)) < 1e-4
    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isinstance(contribs_csc, list)
    for perclass_contribs_csc in contribs_csc:
        assert isspmatrix_csc(perclass_contribs_csc)
    # validate the values are the same
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    contribs_csc_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csc]), 0, 1)
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    contribs_csc_array = contribs_csc_array.reshape(
        (contribs_csc_array.shape[0], contribs_csc_array.shape[1] * contribs_csc_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc_array, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc_array, contribs_dense)
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# @pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
# def test_int32_max_sparse_contribs(rng):
#     params = {"objective": "binary"}
#     train_features = rng.uniform(size=(100, 1000))
#     train_targets = [0] * 50 + [1] * 50
#     lgb_train = lgb.Dataset(train_features, train_targets)
#     gbm = lgb.train(params, lgb_train, num_boost_round=2)
#     csr_input_shape = (3000000, 1000)
#     test_features = csr_matrix(csr_input_shape)
#     for i in range(0, csr_input_shape[0], csr_input_shape[0] // 6):
#         for j in range(0, 1000, 100):
#             test_features[i, j] = random.random()
#     y_pred_csr = gbm.predict(test_features, pred_contrib=True)
#     # Note there is an extra column added to the output for the expected value
#     csr_output_shape = (csr_input_shape[0], csr_input_shape[1] + 1)
#     assert y_pred_csr.shape == csr_output_shape
#     y_pred_csc = gbm.predict(test_features.tocsc(), pred_contrib=True)
#     # Note output CSC shape should be same as CSR output shape
#     assert y_pred_csc.shape == csr_output_shape


def test_sliced_data(rng):
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    def train_and_get_predictions(features, labels):
        dataset = lgb.Dataset(features, label=labels)
        lgb_params = {
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            "application": "binary",
            "verbose": -1,
            "min_data": 5,
2036
        }
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        gbm = lgb.train(
            params=lgb_params,
            train_set=dataset,
            num_boost_round=10,
        )
        return gbm.predict(features)

    num_samples = 100
2045
    features = rng.uniform(size=(num_samples, 5))
2046
    positive_samples = int(num_samples * 0.25)
2047
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    labels = np.append(
        np.ones(positive_samples, dtype=np.float32), np.zeros(num_samples - positive_samples, dtype=np.float32)
    )
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    # test sliced labels
    origin_pred = train_and_get_predictions(features, labels)
    stacked_labels = np.column_stack((labels, np.ones(num_samples, dtype=np.float32)))
    sliced_labels = stacked_labels[:, 0]
    sliced_pred = train_and_get_predictions(features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # append some columns
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), features))
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), stacked_features))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    # append some rows
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    # test sliced 2d matrix
    sliced_features = stacked_features[2:102, 2:7]
    assert np.all(sliced_features == features)
    sliced_pred = train_and_get_predictions(sliced_features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # test sliced CSR
    stacked_csr = csr_matrix(stacked_features)
    sliced_csr = stacked_csr[2:102, 2:7]
    assert np.all(sliced_csr == features)
    sliced_pred = train_and_get_predictions(sliced_csr, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)


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def test_init_with_subset(tmp_path, rng):
2080
    data = rng.uniform(size=(50, 2))
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    y = [1] * 25 + [0] * 25
    lgb_train = lgb.Dataset(data, y, free_raw_data=False)
2083
    subset_index_1 = rng.choice(a=np.arange(50), size=30, replace=False)
2084
    subset_data_1 = lgb_train.subset(subset_index_1)
2085
    subset_index_2 = rng.choice(a=np.arange(50), size=20, replace=False)
2086
    subset_data_2 = lgb_train.subset(subset_index_2)
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    params = {"objective": "binary", "verbose": -1}
    init_gbm = lgb.train(params=params, train_set=subset_data_1, num_boost_round=10, keep_training_booster=True)
    lgb.train(params=params, train_set=subset_data_2, num_boost_round=10, init_model=init_gbm)
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    assert lgb_train.get_data().shape[0] == 50
    assert subset_data_1.get_data().shape[0] == 30
    assert subset_data_2.get_data().shape[0] == 20
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    lgb_train_data = str(tmp_path / "lgb_train_data.bin")
    lgb_train.save_binary(lgb_train_data)
    lgb_train_from_file = lgb.Dataset(lgb_train_data, free_raw_data=False)
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    subset_data_3 = lgb_train_from_file.subset(subset_index_1)
    subset_data_4 = lgb_train_from_file.subset(subset_index_2)
2098
    init_gbm_2 = lgb.train(params=params, train_set=subset_data_3, num_boost_round=10, keep_training_booster=True)
2099
    with np.testing.assert_raises_regex(lgb.basic.LightGBMError, "Unknown format of training data"):
2100
        lgb.train(params=params, train_set=subset_data_4, num_boost_round=10, init_model=init_gbm_2)
2101
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    assert lgb_train_from_file.get_data() == lgb_train_data
    assert subset_data_3.get_data() == lgb_train_data
    assert subset_data_4.get_data() == lgb_train_data
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2108
def test_training_on_constructed_subset_without_params(rng):
    X = rng.uniform(size=(100, 10))
    y = rng.uniform(size=(100,))
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    lgb_data = lgb.Dataset(X, y)
    subset_indices = [1, 2, 3, 4]
    subset = lgb_data.subset(subset_indices).construct()
    bst = lgb.train({}, subset, num_boost_round=1)
    assert subset.get_params() == {}
    assert subset.num_data() == len(subset_indices)
    assert bst.current_iteration() == 1


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def generate_trainset_for_monotone_constraints_tests(x3_to_category=True):
    number_of_dpoints = 3000
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    rng = np.random.default_rng()
    x1_positively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x2_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x3_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
2124
    x = np.column_stack(
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        (
            x1_positively_correlated_with_y,
2127
            x2_negatively_correlated_with_y,
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            categorize(x3_negatively_correlated_with_y) if x3_to_category else x3_negatively_correlated_with_y,
        )
    )
2131

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2133
    zs = rng.normal(loc=0.0, scale=0.01, size=number_of_dpoints)
    scales = 10.0 * (rng.uniform(size=6) + 0.5)
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    y = (
        scales[0] * x1_positively_correlated_with_y
        + np.sin(scales[1] * np.pi * x1_positively_correlated_with_y)
        - scales[2] * x2_negatively_correlated_with_y
        - np.cos(scales[3] * np.pi * x2_negatively_correlated_with_y)
        - scales[4] * x3_negatively_correlated_with_y
        - np.cos(scales[5] * np.pi * x3_negatively_correlated_with_y)
        + zs
    )
2143
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2145
    categorical_features = []
    if x3_to_category:
        categorical_features = [2]
2146
    return lgb.Dataset(x, label=y, categorical_feature=categorical_features, free_raw_data=False)
2147
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2149
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
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@pytest.mark.parametrize("test_with_categorical_variable", [True, False])
def test_monotone_constraints(test_with_categorical_variable):
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    def is_increasing(y):
        return (np.diff(y) >= 0.0).all()

    def is_decreasing(y):
        return (np.diff(y) <= 0.0).all()

    def is_non_monotone(y):
        return (np.diff(y) < 0.0).any() and (np.diff(y) > 0.0).any()

    def is_correctly_constrained(learner, x3_to_category=True):
        iterations = 10
        n = 1000
        variable_x = np.linspace(0, 1, n).reshape((n, 1))
        fixed_xs_values = np.linspace(0, 1, n)
        for i in range(iterations):
            fixed_x = fixed_xs_values[i] * np.ones((n, 1))
            monotonically_increasing_x = np.column_stack((variable_x, fixed_x, fixed_x))
            monotonically_increasing_y = learner.predict(monotonically_increasing_x)
            monotonically_decreasing_x = np.column_stack((fixed_x, variable_x, fixed_x))
            monotonically_decreasing_y = learner.predict(monotonically_decreasing_x)
2172
2173
2174
2175
2176
2177
2178
            non_monotone_x = np.column_stack(
                (
                    fixed_x,
                    fixed_x,
                    categorize(variable_x) if x3_to_category else variable_x,
                )
            )
2179
            non_monotone_y = learner.predict(non_monotone_x)
2180
2181
2182
2183
2184
            if not (
                is_increasing(monotonically_increasing_y)
                and is_decreasing(monotonically_decreasing_y)
                and is_non_monotone(non_monotone_y)
            ):
2185
                return False
2186
        return True
2187

2188
2189
2190
2191
2192
2193
2194
2195
    def are_interactions_enforced(gbm, feature_sets):
        def parse_tree_features(gbm):
            # trees start at position 1.
            tree_str = gbm.model_to_string().split("Tree")[1:]
            feature_sets = []
            for tree in tree_str:
                # split_features are in 4th line.
                features = tree.splitlines()[3].split("=")[1].split(" ")
2196
                features = {f"Column_{f}" for f in features}
2197
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2200
2201
2202
2203
2204
2205
2206
2207
                feature_sets.append(features)
            return np.array(feature_sets)

        def has_interaction(treef):
            n = 0
            for fs in feature_sets:
                if len(treef.intersection(fs)) > 0:
                    n += 1
            return n > 1

        tree_features = parse_tree_features(gbm)
2208
        has_interaction_flag = np.array([has_interaction(treef) for treef in tree_features])
2209
2210
2211

        return not has_interaction_flag.any()

2212
    trainset = generate_trainset_for_monotone_constraints_tests(test_with_categorical_variable)
2213
    for test_with_interaction_constraints in [True, False]:
2214
        error_msg = (
2215
            f"Model not correctly constrained (test_with_interaction_constraints={test_with_interaction_constraints})"
2216
        )
2217
        for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2218
            params = {
2219
2220
2221
                "min_data": 20,
                "num_leaves": 20,
                "monotone_constraints": [1, -1, 0],
2222
                "monotone_constraints_method": monotone_constraints_method,
2223
                "use_missing": False,
2224
            }
2225
2226
            if test_with_interaction_constraints:
                params["interaction_constraints"] = [[0], [1], [2]]
2227
            constrained_model = lgb.train(params, trainset)
2228
            assert is_correctly_constrained(constrained_model, test_with_categorical_variable), error_msg
2229
2230
2231
            if test_with_interaction_constraints:
                feature_sets = [["Column_0"], ["Column_1"], "Column_2"]
                assert are_interactions_enforced(constrained_model, feature_sets)
2232
2233


2234
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2235
2236
2237
2238
2239
2240
2241
2242
def test_monotone_penalty():
    def are_first_splits_non_monotone(tree, n, monotone_constraints):
        if n <= 0:
            return True
        if "leaf_value" in tree:
            return True
        if monotone_constraints[tree["split_feature"]] != 0:
            return False
2243
2244
2245
        return are_first_splits_non_monotone(
            tree["left_child"], n - 1, monotone_constraints
        ) and are_first_splits_non_monotone(tree["right_child"], n - 1, monotone_constraints)
2246
2247
2248
2249
2250
2251

    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
2252
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        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
2255
2256
2257
2258
2259
2260

    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = 2.0
    trainset = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2261
        params = {
2262
2263
2264
            "max_depth": max_depth,
            "monotone_constraints": monotone_constraints,
            "monotone_penalty": penalization_parameter,
2265
            "monotone_constraints_method": monotone_constraints_method,
2266
        }
2267
2268
2269
        constrained_model = lgb.train(params, trainset, 10)
        dumped_model = constrained_model.dump_model()["tree_info"]
        for tree in dumped_model:
2270
2271
2272
            assert are_first_splits_non_monotone(
                tree["tree_structure"], int(penalization_parameter), monotone_constraints
            )
2273
2274
2275
2276
            assert are_there_monotone_splits(tree["tree_structure"], monotone_constraints)


# test if a penalty as high as the depth indeed prohibits all monotone splits
2277
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2278
2279
2280
2281
2282
2283
2284
2285
2286
2287
def test_monotone_penalty_max():
    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = max_depth
    trainset_constrained_model = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    x = trainset_constrained_model.data
    y = trainset_constrained_model.label
    x3_negatively_correlated_with_y = x[:, 2]
    trainset_unconstrained_model = lgb.Dataset(x3_negatively_correlated_with_y.reshape(-1, 1), label=y)
    params_constrained_model = {
2288
2289
        "monotone_constraints": monotone_constraints,
        "monotone_penalty": penalization_parameter,
2290
2291
2292
2293
2294
2295
2296
2297
2298
        "max_depth": max_depth,
        "gpu_use_dp": True,
    }
    params_unconstrained_model = {
        "max_depth": max_depth,
        "gpu_use_dp": True,
    }

    unconstrained_model = lgb.train(params_unconstrained_model, trainset_unconstrained_model, 10)
2299
    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
2300
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2302
2303
2304
2305
2306
2307
2308
2309
2310
2311
2312
2313
2314
2315
2316

    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
        params_constrained_model["monotone_constraints_method"] = monotone_constraints_method
        # The penalization is so high that the first 2 features should not be used here
        constrained_model = lgb.train(params_constrained_model, trainset_constrained_model, 10)

        # Check that a very high penalization is the same as not using the features at all
        np.testing.assert_array_equal(constrained_model.predict(x), unconstrained_model_predictions)


def test_max_bin_by_feature():
    col1 = np.arange(0, 100)[:, np.newaxis]
    col2 = np.zeros((100, 1))
    col2[20:] = 1
    X = np.concatenate([col1, col2], axis=1)
    y = np.arange(0, 100)
    params = {
2317
2318
2319
2320
2321
2322
2323
        "objective": "regression_l2",
        "verbose": -1,
        "num_leaves": 100,
        "min_data_in_leaf": 1,
        "min_sum_hessian_in_leaf": 0,
        "min_data_in_bin": 1,
        "max_bin_by_feature": [100, 2],
2324
2325
2326
2327
    }
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 100
2328
    params["max_bin_by_feature"] = [2, 100]
2329
2330
2331
2332
2333
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 3


2334
2335
def test_small_max_bin(rng_fixed_seed):
    y = rng_fixed_seed.choice([0, 1], 100)
2336
    x = np.ones((100, 1))
2337
2338
    x[:30, 0] = -1
    x[60:, 0] = 2
2339
    params = {"objective": "binary", "seed": 0, "min_data_in_leaf": 1, "verbose": -1, "max_bin": 2}
2340
2341
2342
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    x[0, 0] = np.nan
2343
    params["max_bin"] = 3
2344
2345
2346
2347
2348
2349
2350
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)


def test_refit():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
2351
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1, "min_data": 10}
2352
2353
2354
2355
2356
2357
2358
2359
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    err_pred = log_loss(y_test, gbm.predict(X_test))
    new_gbm = gbm.refit(X_test, y_test)
    new_err_pred = log_loss(y_test, new_gbm.predict(X_test))
    assert err_pred > new_err_pred


2360
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2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
2379
2380
2381
2382
2383
2384
2385
2386
def test_refit_with_one_tree_regression():
    X, y = make_synthetic_regression(n_samples=1_000, n_features=2)
    lgb_train = lgb.Dataset(X, label=y)
    params = {"objective": "regression", "verbosity": -1}
    model = lgb.train(params, lgb_train, num_boost_round=1)
    model_refit = model.refit(X, y)
    assert isinstance(model_refit, lgb.Booster)


def test_refit_with_one_tree_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
    lgb_train = lgb.Dataset(X, label=y)
    params = {"objective": "binary", "verbosity": -1}
    model = lgb.train(params, lgb_train, num_boost_round=1)
    model_refit = model.refit(X, y)
    assert isinstance(model_refit, lgb.Booster)


def test_refit_with_one_tree_multiclass_classification():
    X, y = load_iris(return_X_y=True)
    lgb_train = lgb.Dataset(X, y)
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
    model = lgb.train(params, lgb_train, num_boost_round=1)
    model_refit = model.refit(X, y)
    assert isinstance(model_refit, lgb.Booster)


2387
def test_refit_dataset_params(rng):
2388
2389
2390
    # check refit accepts dataset_params
    X, y = load_breast_cancer(return_X_y=True)
    lgb_train = lgb.Dataset(X, y, init_score=np.zeros(y.size))
2391
    train_params = {"objective": "binary", "verbose": -1, "seed": 123}
2392
2393
    gbm = lgb.train(train_params, lgb_train, num_boost_round=10)
    non_weight_err_pred = log_loss(y, gbm.predict(X))
2394
    refit_weight = rng.uniform(size=(y.shape[0],))
2395
    dataset_params = {
2396
2397
2398
        "max_bin": 260,
        "min_data_in_bin": 5,
        "data_random_seed": 123,
2399
2400
2401
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
    }
    new_gbm = gbm.refit(
        data=X,
        label=y,
        weight=refit_weight,
        dataset_params=dataset_params,
        decay_rate=0.0,
    )
    weight_err_pred = log_loss(y, new_gbm.predict(X))
    train_set_params = new_gbm.train_set.get_params()
    stored_weights = new_gbm.train_set.get_weight()
    assert weight_err_pred != non_weight_err_pred
    assert train_set_params["max_bin"] == 260
    assert train_set_params["min_data_in_bin"] == 5
    assert train_set_params["data_random_seed"] == 123
    np.testing.assert_allclose(stored_weights, refit_weight)


2417
@pytest.mark.parametrize("boosting_type", ["rf", "dart"])
2418
2419
2420
def test_mape_for_specific_boosting_types(boosting_type):
    X, y = make_synthetic_regression()
    y = abs(y)
2421
    params = {
2422
2423
2424
2425
2426
2427
2428
        "boosting_type": boosting_type,
        "objective": "mape",
        "verbose": -1,
        "bagging_freq": 1,
        "bagging_fraction": 0.8,
        "feature_fraction": 0.8,
        "boost_from_average": True,
2429
2430
2431
2432
2433
    }
    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    pred = gbm.predict(X)
    pred_mean = pred.mean()
2434
2435
2436
    # the following checks that dart and rf with mape can predict outside the 0-1 range
    # https://github.com/microsoft/LightGBM/issues/1579
    assert pred_mean > 8
2437
2438
2439
2440
2441
2442


def check_constant_features(y_true, expected_pred, more_params):
    X_train = np.ones((len(y_true), 1))
    y_train = np.array(y_true)
    params = {
2443
2444
2445
2446
2447
2448
2449
2450
        "objective": "regression",
        "num_class": 1,
        "verbose": -1,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "boost_from_average": True,
2451
2452
2453
2454
2455
2456
2457
2458
2459
    }
    params.update(more_params)
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=2)
    pred = gbm.predict(X_train)
    assert np.allclose(pred, expected_pred)


def test_constant_features_regression():
2460
    params = {"objective": "regression"}
2461
2462
2463
2464
2465
2466
    check_constant_features([0.0, 10.0, 0.0, 10.0], 5.0, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 1.5, params)
    check_constant_features([-1.0, 1.0, -2.0, 2.0], 0.0, params)


def test_constant_features_binary():
2467
    params = {"objective": "binary"}
2468
2469
2470
2471
2472
    check_constant_features([0.0, 10.0, 0.0, 10.0], 0.5, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 0.75, params)


def test_constant_features_multiclass():
2473
    params = {"objective": "multiclass", "num_class": 3}
2474
2475
2476
2477
2478
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_constant_features_multiclassova():
2479
    params = {"objective": "multiclassova", "num_class": 3}
2480
2481
2482
2483
2484
2485
2486
2487
2488
2489
2490
2491
2492
2493
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_fpreproc():
    def preprocess_data(dtrain, dtest, params):
        train_data = dtrain.construct().get_data()
        test_data = dtest.construct().get_data()
        train_data[:, 0] += 1
        test_data[:, 0] += 1
        dtrain.label[-5:] = 3
        dtest.label[-5:] = 3
        dtrain = lgb.Dataset(train_data, dtrain.label)
        dtest = lgb.Dataset(test_data, dtest.label, reference=dtrain)
2494
        params["num_class"] = 4
2495
2496
2497
2498
        return dtrain, dtest, params

    X, y = load_iris(return_X_y=True)
    dataset = lgb.Dataset(X, y, free_raw_data=False)
2499
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
2500
    results = lgb.cv(params, dataset, num_boost_round=10, fpreproc=preprocess_data)
2501
2502
    assert "valid multi_logloss-mean" in results
    assert len(results["valid multi_logloss-mean"]) == 10
2503
2504
2505
2506
2507


def test_metrics():
    X, y = load_digits(n_class=2, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
2508
2509
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid = lgb.Dataset(X_test, y_test, reference=lgb_train)
2510
2511

    evals_result = {}
2512
2513
2514
2515
2516
2517
2518
2519
2520
2521
2522
2523
2524
2525
2526
2527
2528
2529
2530
2531
2532
    params_dummy_obj_verbose = {"verbose": -1, "objective": dummy_obj}
    params_obj_verbose = {"objective": "binary", "verbose": -1}
    params_obj_metric_log_verbose = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
    params_obj_metric_err_verbose = {"objective": "binary", "metric": "binary_error", "verbose": -1}
    params_obj_metric_inv_verbose = {"objective": "binary", "metric": "invalid_metric", "verbose": -1}
    params_obj_metric_quant_verbose = {"objective": "regression", "metric": "quantile", "verbose": 2}
    params_obj_metric_multi_verbose = {
        "objective": "binary",
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_obj_metric_none_verbose = {"objective": "binary", "metric": "None", "verbose": -1}
    params_dummy_obj_metric_log_verbose = {"objective": dummy_obj, "metric": "binary_logloss", "verbose": -1}
    params_dummy_obj_metric_err_verbose = {"objective": dummy_obj, "metric": "binary_error", "verbose": -1}
    params_dummy_obj_metric_inv_verbose = {"objective": dummy_obj, "metric_types": "invalid_metric", "verbose": -1}
    params_dummy_obj_metric_multi_verbose = {
        "objective": dummy_obj,
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_dummy_obj_metric_none_verbose = {"objective": dummy_obj, "metric": "None", "verbose": -1}
2533
2534

    def get_cv_result(params=params_obj_verbose, **kwargs):
2535
        return lgb.cv(params, lgb_train, num_boost_round=2, **kwargs)
2536
2537

    def train_booster(params=params_obj_verbose, **kwargs):
2538
2539
2540
2541
2542
2543
        lgb.train(
            params,
            lgb_train,
            num_boost_round=2,
            valid_sets=[lgb_valid],
            callbacks=[lgb.record_evaluation(evals_result)],
2544
            **kwargs,
2545
        )
2546

2547
    # no custom objective, no feval
2548
2549
2550
    # default metric
    res = get_cv_result()
    assert len(res) == 2
2551
    assert "valid binary_logloss-mean" in res
2552
2553
2554
2555

    # non-default metric in params
    res = get_cv_result(params=params_obj_metric_err_verbose)
    assert len(res) == 2
2556
    assert "valid binary_error-mean" in res
2557
2558

    # default metric in args
2559
    res = get_cv_result(metrics="binary_logloss")
2560
    assert len(res) == 2
2561
    assert "valid binary_logloss-mean" in res
2562
2563

    # non-default metric in args
2564
    res = get_cv_result(metrics="binary_error")
2565
    assert len(res) == 2
2566
    assert "valid binary_error-mean" in res
2567
2568

    # metric in args overwrites one in params
2569
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error")
2570
    assert len(res) == 2
2571
    assert "valid binary_error-mean" in res
2572

2573
2574
2575
    # metric in args overwrites one in params
    res = get_cv_result(params=params_obj_metric_quant_verbose)
    assert len(res) == 2
2576
    assert "valid quantile-mean" in res
2577

2578
2579
2580
    # multiple metrics in params
    res = get_cv_result(params=params_obj_metric_multi_verbose)
    assert len(res) == 4
2581
2582
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2583
2584

    # multiple metrics in args
2585
    res = get_cv_result(metrics=["binary_logloss", "binary_error"])
2586
    assert len(res) == 4
2587
2588
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2589
2590

    # remove default metric by 'None' in list
2591
    res = get_cv_result(metrics=["None"])
2592
2593
2594
    assert len(res) == 0

    # remove default metric by 'None' aliases
2595
    for na_alias in ("None", "na", "null", "custom"):
2596
2597
2598
        res = get_cv_result(metrics=na_alias)
        assert len(res) == 0

2599
    # custom objective, no feval
2600
    # no default metric
2601
    res = get_cv_result(params=params_dummy_obj_verbose)
2602
2603
2604
    assert len(res) == 0

    # metric in params
2605
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose)
2606
    assert len(res) == 2
2607
    assert "valid binary_error-mean" in res
2608
2609

    # metric in args
2610
    res = get_cv_result(params=params_dummy_obj_verbose, metrics="binary_error")
2611
    assert len(res) == 2
2612
    assert "valid binary_error-mean" in res
2613
2614

    # metric in args overwrites its' alias in params
2615
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, metrics="binary_error")
2616
    assert len(res) == 2
2617
    assert "valid binary_error-mean" in res
2618
2619

    # multiple metrics in params
2620
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose)
2621
    assert len(res) == 4
2622
2623
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2624
2625

    # multiple metrics in args
2626
    res = get_cv_result(params=params_dummy_obj_verbose, metrics=["binary_logloss", "binary_error"])
2627
    assert len(res) == 4
2628
2629
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2630

2631
    # no custom objective, feval
2632
2633
2634
    # default metric with custom one
    res = get_cv_result(feval=constant_metric)
    assert len(res) == 4
2635
2636
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2637
2638
2639
2640

    # non-default metric in params with custom one
    res = get_cv_result(params=params_obj_metric_err_verbose, feval=constant_metric)
    assert len(res) == 4
2641
2642
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2643
2644

    # default metric in args with custom one
2645
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric)
2646
    assert len(res) == 4
2647
2648
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2649

2650
2651
2652
2653
2654
2655
2656
    # default metric in args with 1 custom function returning a list of 2 metrics
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric_multi)
    assert len(res) == 6
    assert "valid binary_logloss-mean" in res
    assert res["valid important_metric-mean"] == [1.5, 1.5]
    assert res["valid irrelevant_metric-mean"] == [7.8, 7.8]

2657
    # non-default metric in args with custom one
2658
    res = get_cv_result(metrics="binary_error", feval=constant_metric)
2659
    assert len(res) == 4
2660
2661
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2662
2663

    # metric in args overwrites one in params, custom one is evaluated too
2664
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error", feval=constant_metric)
2665
    assert len(res) == 4
2666
2667
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2668
2669
2670
2671

    # multiple metrics in params with custom one
    res = get_cv_result(params=params_obj_metric_multi_verbose, feval=constant_metric)
    assert len(res) == 6
2672
2673
2674
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2675
2676

    # multiple metrics in args with custom one
2677
    res = get_cv_result(metrics=["binary_logloss", "binary_error"], feval=constant_metric)
2678
    assert len(res) == 6
2679
2680
2681
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2682
2683

    # custom metric is evaluated despite 'None' is passed
2684
    res = get_cv_result(metrics=["None"], feval=constant_metric)
2685
    assert len(res) == 2
2686
    assert "valid error-mean" in res
2687

2688
    # custom objective, feval
2689
    # no default metric, only custom one
2690
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric)
2691
    assert len(res) == 2
2692
    assert "valid error-mean" in res
2693
2694

    # metric in params with custom one
2695
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose, feval=constant_metric)
2696
    assert len(res) == 4
2697
2698
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2699
2700

    # metric in args with custom one
2701
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric, metrics="binary_error")
2702
    assert len(res) == 4
2703
2704
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2705
2706

    # metric in args overwrites one in params, custom one is evaluated too
2707
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, feval=constant_metric, metrics="binary_error")
2708
    assert len(res) == 4
2709
2710
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2711
2712

    # multiple metrics in params with custom one
2713
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2714
    assert len(res) == 6
2715
2716
2717
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2718
2719

    # multiple metrics in args with custom one
2720
2721
2722
    res = get_cv_result(
        params=params_dummy_obj_verbose, feval=constant_metric, metrics=["binary_logloss", "binary_error"]
    )
2723
    assert len(res) == 6
2724
2725
2726
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2727
2728

    # custom metric is evaluated despite 'None' is passed
2729
    res = get_cv_result(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2730
    assert len(res) == 2
2731
    assert "valid error-mean" in res
2732

2733
    # no custom objective, no feval
2734
2735
    # default metric
    train_booster()
2736
2737
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2738
2739
2740

    # default metric in params
    train_booster(params=params_obj_metric_log_verbose)
2741
2742
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2743
2744
2745

    # non-default metric in params
    train_booster(params=params_obj_metric_err_verbose)
2746
2747
    assert len(evals_result["valid_0"]) == 1
    assert "binary_error" in evals_result["valid_0"]
2748
2749
2750

    # multiple metrics in params
    train_booster(params=params_obj_metric_multi_verbose)
2751
2752
2753
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2754
2755

    # remove default metric by 'None' aliases
2756
2757
    for na_alias in ("None", "na", "null", "custom"):
        params = {"objective": "binary", "metric": na_alias, "verbose": -1}
2758
2759
2760
        train_booster(params=params)
        assert len(evals_result) == 0

2761
    # custom objective, no feval
2762
    # no default metric
2763
    train_booster(params=params_dummy_obj_verbose)
2764
2765
2766
    assert len(evals_result) == 0

    # metric in params
2767
    train_booster(params=params_dummy_obj_metric_log_verbose)
2768
2769
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2770
2771

    # multiple metrics in params
2772
    train_booster(params=params_dummy_obj_metric_multi_verbose)
2773
2774
2775
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2776

2777
    # no custom objective, feval
2778
2779
    # default metric with custom one
    train_booster(feval=constant_metric)
2780
2781
2782
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2783
2784
2785

    # default metric in params with custom one
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric)
2786
2787
2788
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2789

2790
2791
2792
2793
2794
2795
2796
    # default metric in params with custom function returning a list of 2 metrics
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric_multi)
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert evals_result["valid_0"]["important_metric"] == [1.5, 1.5]
    assert evals_result["valid_0"]["irrelevant_metric"] == [7.8, 7.8]

2797
2798
    # non-default metric in params with custom one
    train_booster(params=params_obj_metric_err_verbose, feval=constant_metric)
2799
2800
2801
    assert len(evals_result["valid_0"]) == 2
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2802
2803
2804

    # multiple metrics in params with custom one
    train_booster(params=params_obj_metric_multi_verbose, feval=constant_metric)
2805
2806
2807
2808
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2809
2810
2811
2812

    # custom metric is evaluated despite 'None' is passed
    train_booster(params=params_obj_metric_none_verbose, feval=constant_metric)
    assert len(evals_result) == 1
2813
    assert "error" in evals_result["valid_0"]
2814

2815
    # custom objective, feval
2816
    # no default metric, only custom one
2817
    train_booster(params=params_dummy_obj_verbose, feval=constant_metric)
2818
2819
    assert len(evals_result["valid_0"]) == 1
    assert "error" in evals_result["valid_0"]
2820
2821

    # metric in params with custom one
2822
    train_booster(params=params_dummy_obj_metric_log_verbose, feval=constant_metric)
2823
2824
2825
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2826
2827

    # multiple metrics in params with custom one
2828
    train_booster(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2829
2830
2831
2832
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2833
2834

    # custom metric is evaluated despite 'None' is passed
2835
    train_booster(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2836
    assert len(evals_result) == 1
2837
    assert "error" in evals_result["valid_0"]
2838
2839

    X, y = load_digits(n_class=3, return_X_y=True)
2840
    lgb_train = lgb.Dataset(X, y)
2841

2842
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2843
    for obj_multi_alias in obj_multi_aliases:
2844
        # Custom objective replaces multiclass
2845
2846
2847
2848
2849
        params_obj_class_3_verbose = {"objective": obj_multi_alias, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_3_verbose = {"objective": dummy_obj, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_1_verbose = {"objective": dummy_obj, "num_class": 1, "verbose": -1}
        params_obj_verbose = {"objective": obj_multi_alias, "verbose": -1}
        params_dummy_obj_verbose = {"objective": dummy_obj, "verbose": -1}
2850
2851
2852
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2853
        assert "valid multi_logloss-mean" in res
2854
2855
2856
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2857
2858
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2859
        # multiclass metric alias with custom one for custom objective
2860
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2861
        assert len(res) == 2
2862
        assert "valid error-mean" in res
2863
        # no metric for invalid class_num
2864
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2865
2866
        assert len(res) == 0
        # custom metric for invalid class_num
2867
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2868
        assert len(res) == 2
2869
        assert "valid error-mean" in res
2870
        # multiclass metric alias with custom one with invalid class_num
2871
        with pytest.raises(lgb.basic.LightGBMError, match="Multiclass objective and metrics don't match"):
2872
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2873
        # multiclass default metric without num_class
2874
2875
2876
2877
        with pytest.raises(
            lgb.basic.LightGBMError,
            match="Number of classes should be specified and greater than 1 for multiclass training",
        ):
2878
            get_cv_result(params_obj_verbose)
2879
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2880
2881
2882
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2883
            assert "valid multi_logloss-mean" in res
2884
        # multiclass metric
2885
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2886
        assert len(res) == 2
2887
        assert "valid multi_error-mean" in res
2888
        # non-valid metric for multiclass objective
2889
        with pytest.raises(lgb.basic.LightGBMError, match="Multiclass objective and metrics don't match"):
2890
2891
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2892
    # non-default num_class for default objective
2893
    with pytest.raises(lgb.basic.LightGBMError, match="Number of classes must be 1 for non-multiclass training"):
2894
2895
        get_cv_result(params_class_3_verbose)
    # no metric with non-default num_class for custom objective
2896
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2897
    assert len(res) == 0
2898
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2899
        # multiclass metric alias for custom objective
2900
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2901
        assert len(res) == 2
2902
        assert "valid multi_logloss-mean" in res
2903
    # multiclass metric for custom objective
2904
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2905
    assert len(res) == 2
2906
    assert "valid multi_error-mean" in res
2907
    # binary metric with non-default num_class for custom objective
2908
    with pytest.raises(lgb.basic.LightGBMError, match="Multiclass objective and metrics don't match"):
2909
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2910
2911
2912
2913
2914


def test_multiple_feval_train():
    X, y = load_breast_cancer(return_X_y=True)

2915
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2916
2917
2918

    X_train, X_validation, y_train, y_validation = train_test_split(X, y, test_size=0.2)

2919
2920
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2921
2922
2923
2924
2925
2926
2927
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2928
        callbacks=[lgb.record_evaluation(evals_result)],
2929
    )
2930

2931
2932
2933
2934
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
    assert "decreasing_metric" in evals_result["valid_0"]
2935
2936


2937
2938
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2939
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2940
    train_dataset = lgb.Dataset(X, y)
2941
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2942
2943
2944
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2945
    assert booster.params["objective"] == "none"
2946
2947
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2948
2949
2950
2951


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2952
    params = {"verbose": -1, "objective": mse_obj}
2953
    lgb_train = lgb.Dataset(X, y)
2954
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2955
2956
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2957
    assert booster.params["objective"] == "none"
2958
    assert mse_error == pytest.approx(286.724194)
2959
2960
2961
2962


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2963
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2964
    train_dataset = lgb.Dataset(X, y)
2965
2966
2967
2968
    cv_res = lgb.cv(params, train_dataset, num_boost_round=20, nfold=3, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_logloss_errors = [log_loss(y, logistic_sigmoid(cb.predict(X))) < 0.56 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2969
2970
2971
2972
2973
2974
2975
    assert all(cv_objs)
    assert all(cv_logloss_errors)


def test_objective_callable_cv_regression():
    X, y = make_synthetic_regression()
    lgb_train = lgb.Dataset(X, y)
2976
2977
2978
2979
2980
    params = {"verbose": -1, "objective": mse_obj}
    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, stratified=False, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_mse_errors = [mean_squared_error(y, cb.predict(X)) < 463 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2981
2982
2983
2984
    assert all(cv_objs)
    assert all(cv_mse_errors)


2985
2986
2987
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2988
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2989

2990
    train_dataset = lgb.Dataset(data=X, label=y)
2991
2992

    cv_results = lgb.cv(
2993
2994
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2995
2996
2997

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2998
2999
3000
3001
3002
3003
    assert "valid binary_logloss-mean" in cv_results
    assert "valid error-mean" in cv_results
    assert "valid decreasing_metric-mean" in cv_results
    assert "valid binary_logloss-stdv" in cv_results
    assert "valid error-stdv" in cv_results
    assert "valid decreasing_metric-stdv" in cv_results
3004
3005


3006
3007
3008
3009
3010
3011
def test_default_objective_and_metric():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_test, label=y_test, reference=train_dataset)
    evals_result = {}
3012
    params = {"verbose": -1}
3013
3014
3015
3016
3017
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
3018
        callbacks=[lgb.record_evaluation(evals_result)],
3019
3020
    )

3021
3022
3023
3024
    assert "valid_0" in evals_result
    assert len(evals_result["valid_0"]) == 1
    assert "l2" in evals_result["valid_0"]
    assert len(evals_result["valid_0"]["l2"]) == 5
3025
3026


3027
@pytest.mark.parametrize("use_weight", [True, False])
3028
def test_multiclass_custom_objective(use_weight):
3029
3030
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
3031
3032
3033
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
3034
3035
3036

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
3037
    weight = np.full_like(y, 2)
3038
    ds = lgb.Dataset(X, y)
3039
3040
    if use_weight:
        ds.set_weight(weight)
3041
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
3042
3043
3044
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

3045
    params["objective"] = custom_obj
3046
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
3047
3048
3049
3050
3051
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)


3052
@pytest.mark.parametrize("use_weight", [True, False])
3053
def test_multiclass_custom_eval(use_weight):
3054
3055
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
3056
3057
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
3058
        return "custom_logloss", loss, False
3059
3060
3061

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
3062
3063
3064
3065
    weight = np.full_like(y, 2)
    X_train, X_valid, y_train, y_valid, weight_train, weight_valid = train_test_split(
        X, y, weight, test_size=0.2, random_state=0
    )
3066
3067
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
3068
3069
3070
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
3071
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
3072
3073
3074
3075
3076
3077
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
3078
        valid_names=["train", "valid"],
3079
3080
3081
3082
3083
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

3084
3085
    for key, ds in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
3086
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
3087
        assert metric == "custom_logloss"
3088
3089
3090
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


3091
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
3092
def test_model_size():
3093
    X, y = make_synthetic_regression()
3094
    data = lgb.Dataset(X, y)
3095
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
3096
3097
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
3098
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
3099
    one_tree_size = len(one_tree)
3100
    one_tree = one_tree.replace("Tree=1", "Tree={}")
3101
3102
3103
    multiplier = 100
    total_trees = multiplier + 2
    try:
3104
3105
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
3106
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
3107
        after_trees = model_str[model_str.find("end of trees") :]
3108
3109
        num_end_spaces = 2**31 - one_tree_size * total_trees
        new_model_str = f"{before_tree_sizes}\n\n{trees}{more_trees}{after_trees}{'':{num_end_spaces}}"
3110
        assert len(new_model_str) > 2**31
3111
        bst.model_from_string(new_model_str)
3112
3113
3114
3115
        assert bst.num_trees() == total_trees
        y_pred_new = bst.predict(X, num_iteration=2)
        np.testing.assert_allclose(y_pred, y_pred_new)
    except MemoryError:
3116
        pytest.skipTest("not enough RAM")
3117
3118


3119
3120
3121
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3122
def test_get_split_value_histogram(rng_fixed_seed):
3123
3124
3125
3126
    X, y = make_synthetic_regression()
    X = np.repeat(X, 3, axis=0)
    y = np.repeat(y, 3, axis=0)
    X[:, 2] = np.random.default_rng(0).integers(0, 20, size=X.shape[0])
3127
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
3128
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
3129
    # test XGBoost-style return value
3130
    params = {"feature": 0, "xgboost_style": True}
3131
3132
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
3133
3134
3135
3136
    assert gbm.get_split_value_histogram(bins=-1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=0, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=2, **params).shape == (2, 2)
3137
3138
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
3139
3140
3141
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
3142
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
3143
3144
3145
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
3146
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
3147
3148
3149
3150
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
3151
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
3152
3153
3154
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
3155
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
3156
3157
3158
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
3159
3160
    assert len(hist) == 20
    assert len(bins) == 21
3161
3162
3163
    hist, bins = gbm.get_split_value_histogram(0, bins=999)
    assert len(hist) == 999
    assert len(bins) == 1000
3164
    with pytest.raises(ValueError, match="`bins` must be positive, when an integer"):
3165
        gbm.get_split_value_histogram(0, bins=-1)
3166
    with pytest.raises(ValueError, match="`bins` must be positive, when an integer"):
3167
3168
3169
3170
3171
3172
3173
3174
3175
3176
3177
3178
3179
3180
3181
3182
3183
3184
3185
3186
3187
3188
        gbm.get_split_value_histogram(0, bins=0)
    hist, bins = gbm.get_split_value_histogram(0, bins=1)
    assert len(hist) == 1
    assert len(bins) == 2
    hist, bins = gbm.get_split_value_histogram(0, bins=2)
    assert len(hist) == 2
    assert len(bins) == 3
    hist, bins = gbm.get_split_value_histogram(0, bins=6)
    assert len(hist) == 6
    assert len(bins) == 7
    hist, bins = gbm.get_split_value_histogram(0, bins=7)
    assert len(hist) == 7
    assert len(bins) == 8
    hist_idx, bins_idx = gbm.get_split_value_histogram(0)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[0])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    hist_idx, bins_idx = gbm.get_split_value_histogram(X.shape[-1] - 1)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    # test bins string type
3189
3190
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3191
3192
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3193
3194
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3195
3196
3197
3198
    else:
        mask = hist_vals > 0
        np.testing.assert_array_equal(hist_vals[mask], hist[:, 1])
        np.testing.assert_allclose(bin_edges[1:][mask], hist[:, 0])
3199
    # test histogram is disabled for categorical features
3200
3201
3202
    with pytest.raises(
        lgb.basic.LightGBMError, match="Cannot compute split value histogram for the categorical feature"
    ):
3203
        gbm.get_split_value_histogram(2)
3204
3205


3206
3207
3208
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3209
def test_early_stopping_for_only_first_metric():
3210
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3211
        params = {
3212
3213
3214
3215
3216
3217
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3218
        }
3219
3220
3221
3222
3223
3224
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3225
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3226
        )
3227
        assert assumed_iteration == gbm.best_iteration
3228

3229
3230
3231
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3232
        params = {
3233
3234
3235
3236
3237
3238
3239
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3240
        }
3241
3242
3243
3244
3245
3246
3247
        ret = lgb.cv(
            params,
            train_set=lgb_train,
            num_boost_round=25,
            stratified=False,
            feval=feval,
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3248
            eval_train_metric=eval_train_metric,
3249
        )
3250
3251
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3252
    X, y = make_synthetic_regression()
3253
3254
3255
3256
3257
3258
3259
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
    X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=0.5, random_state=73)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid1 = lgb.Dataset(X_test1, y_test1, reference=lgb_train)
    lgb_valid2 = lgb.Dataset(X_test2, y_test2, reference=lgb_train)

    iter_valid1_l1 = 3
3260
3261
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3262
    iter_valid2_l2 = 15
3263
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3264
3265
3266
3267
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

3268
3269
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3270
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3271
3272
3273
3274
3275
3276
3277
    iter_cv_min = min([iter_cv_l1, iter_cv_l2])

    # test for lgb.train
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, True)
3278
3279
3280
3281
3282
3283
    metrics_combination_train_regression(lgb_valid1, "l2", iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, "l1", iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_min_valid1, False)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_min_valid1, False)
3284
3285

    # test feval for lgb.train
3286
3287
3288
3289
3290
3291
3292
3293
3294
3295
3296
3297
3298
3299
3300
3301
3302
3303
3304
3305
3306
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        25,
        True,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        True,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3307
3308

    # test with two valid data for lgb.train
3309
3310
3311
3312
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l1", "l2"], iter_min_l1, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l1", "l2"], iter_min_l1, True)
3313
3314
3315

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3316
3317
3318
3319
3320
3321
    metrics_combination_cv_regression("l2", iter_cv_l2, True, False)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, False)
3322
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3323
3324
3325
3326
3327
3328
    metrics_combination_cv_regression("l2", iter_cv_l2, True, True)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, True)
3329
3330

    # test feval for lgb.cv
3331
3332
3333
3334
3335
3336
3337
3338
3339
3340
3341
3342
3343
3344
3345
3346
3347
3348
3349
3350
3351
    metrics_combination_cv_regression(
        "None",
        1,
        False,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        25,
        True,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        1,
        True,
        False,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3352
3353
3354
3355
3356
3357


def test_node_level_subcol():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
3358
3359
3360
3361
3362
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3363
3364
3365
3366
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3367
    gbm = lgb.train(
3368
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3369
    )
3370
3371
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3372
3373
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3374
3375
3376
3377
3378
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3379
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
def test_forced_split_feature_indices(tmp_path):
    X, y = make_synthetic_regression()
    forced_split = {
        "feature": 0,
        "threshold": 0.5,
        "left": {"feature": X.shape[1], "threshold": 0.5},
    }
    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))
    lgb_train = lgb.Dataset(X, y)
3390
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3391
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3392
        lgb.train(params, lgb_train)
3393
3394


3395
def test_forced_bins():
3396
    x = np.empty((100, 2))
3397
3398
3399
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3400
3401
3402
3403
3404
3405
3406
3407
3408
    forcedbins_filename = Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins.json"
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "forcedbins_filename": forcedbins_filename,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
    }
3409
3410
3411
3412
3413
3414
3415
3416
3417
3418
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, x.shape[1]))
    new_x[:, 0] = [0.31, 0.37, 0.41]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
    new_x[:, 0] = [0, 0, 0]
    new_x[:, 1] = [-0.9, -0.6, -0.3]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 1
3419
    params["forcedbins_filename"] = ""
3420
3421
3422
3423
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
3424
3425
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3426
    )
3427
    params["max_bin"] = 11
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
    lgb_x = lgb.Dataset(x[:, :1], label=y)
    est = lgb.train(params, lgb_x, num_boost_round=50)
    predicted = est.predict(x[1:, :1])
    _, counts = np.unique(predicted, return_counts=True)
    assert min(counts) >= 9
    assert max(counts) <= 11


def test_binning_same_sign():
    # test that binning works properly for features with only positive or only negative values
3438
    x = np.empty((99, 2))
3439
3440
3441
    x[:, 0] = np.arange(0.01, 1, 0.01)
    x[:, 1] = -np.arange(0.01, 1, 0.01)
    y = np.arange(0.01, 1, 0.01)
3442
3443
3444
3445
3446
3447
3448
3449
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3450
3451
3452
3453
3454
3455
3456
3457
3458
3459
3460
3461
3462
3463
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, 2))
    new_x[:, 0] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] == pytest.approx(predicted[1])
    assert predicted[1] != pytest.approx(predicted[2])
    new_x = np.zeros((3, 2))
    new_x[:, 1] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] != pytest.approx(predicted[1])
    assert predicted[1] == pytest.approx(predicted[2])


3464
def test_dataset_update_params(rng):
3465
3466
3467
3468
3469
3470
3471
3472
3473
3474
3475
3476
3477
3478
3479
3480
3481
3482
3483
3484
3485
3486
3487
3488
3489
3490
3491
3492
3493
3494
3495
3496
3497
3498
3499
3500
3501
3502
3503
3504
3505
3506
3507
3508
3509
3510
3511
3512
    default_params = {
        "max_bin": 100,
        "max_bin_by_feature": [20, 10],
        "bin_construct_sample_cnt": 10000,
        "min_data_in_bin": 1,
        "use_missing": False,
        "zero_as_missing": False,
        "categorical_feature": [0],
        "feature_pre_filter": True,
        "pre_partition": False,
        "enable_bundle": True,
        "data_random_seed": 0,
        "is_enable_sparse": True,
        "header": True,
        "two_round": True,
        "label_column": 0,
        "weight_column": 0,
        "group_column": 0,
        "ignore_column": 0,
        "min_data_in_leaf": 10,
        "linear_tree": False,
        "precise_float_parser": True,
        "verbose": -1,
    }
    unchangeable_params = {
        "max_bin": 150,
        "max_bin_by_feature": [30, 5],
        "bin_construct_sample_cnt": 5000,
        "min_data_in_bin": 2,
        "use_missing": True,
        "zero_as_missing": True,
        "categorical_feature": [0, 1],
        "feature_pre_filter": False,
        "pre_partition": True,
        "enable_bundle": False,
        "data_random_seed": 1,
        "is_enable_sparse": False,
        "header": False,
        "two_round": False,
        "label_column": 1,
        "weight_column": 1,
        "group_column": 1,
        "ignore_column": 1,
        "forcedbins_filename": "/some/path/forcedbins.json",
        "min_data_in_leaf": 2,
        "linear_tree": True,
        "precise_float_parser": False,
    }
3513
3514
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
3515
3516
3517
3518
3519
3520
3521
3522
3523
3524
3525
3526
3527
3528
3529
3530
3531
3532
3533
3534
3535
3536
3537
3538
3539
3540
3541
3542

    # decreasing without freeing raw data is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing before lazy init is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params)
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # increasing is allowed
    default_params["min_data_in_leaf"] += 2
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with disabled filter is allowed
    default_params["feature_pre_filter"] = False
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    default_params["min_data_in_leaf"] -= 4
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with enabled filter is disallowed;
    # also changes of other params are disallowed
    default_params["feature_pre_filter"] = True
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    for key, value in unchangeable_params.items():
        new_params = default_params.copy()
        new_params[key] = value
3543
3544
3545
3546
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3547
3548
3549
3550
3551
        err_msg = (
            "Reducing `min_data_in_leaf` with `feature_pre_filter=true` may cause *"
            if key == "min_data_in_leaf"
            else f"Cannot change {param_name} *"
        )
3552
3553
3554
3555
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


3556
def test_dataset_params_with_reference(rng):
3557
    default_params = {"max_bin": 100}
3558
3559
3560
3561
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
    X_val = rng.uniform(size=(100, 2))
    y_val = rng.uniform(size=(100,))
3562
3563
3564
3565
3566
3567
3568
3569
3570
    lgb_train = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    lgb_val = lgb.Dataset(X_val, y_val, reference=lgb_train, free_raw_data=False).construct()
    assert lgb_train.get_params() == default_params
    assert lgb_val.get_params() == default_params
    lgb.train(default_params, lgb_train, valid_sets=[lgb_val])


def test_extra_trees():
    # check extra trees increases regularization
3571
    X, y = make_synthetic_regression()
3572
    lgb_x = lgb.Dataset(X, label=y)
3573
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3574
3575
3576
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3577
    params["extra_trees"] = True
3578
3579
3580
3581
3582
3583
3584
3585
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


def test_path_smoothing():
    # check path smoothing increases regularization
3586
    X, y = make_synthetic_regression()
3587
    lgb_x = lgb.Dataset(X, label=y)
3588
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3589
3590
3591
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3592
    params["path_smooth"] = 1
3593
3594
3595
3596
3597
3598
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


3599
def test_trees_to_dataframe(rng):
3600
3601
3602
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3603
3604
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3605
3606
3607
3608
3609
3610

    X, y = load_breast_cancer(return_X_y=True)
    data = lgb.Dataset(X, label=y)
    num_trees = 10
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()
3611
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3612

3613
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3614
3615
3616

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3617
3618
3619
3620
    mod_split = bst.feature_importance("split")
    mod_gains = bst.feature_importance("gain")
    num_trees_from_df = tree_df["tree_index"].nunique()
    obs_counts_from_df = tree_df.loc[tree_df["node_depth"] == 1, "count"].values
3621
3622
3623
3624
3625
3626
3627
3628

    np.testing.assert_equal(tree_split, mod_split)
    np.testing.assert_allclose(tree_gains, mod_gains)
    assert num_trees_from_df == num_trees
    np.testing.assert_equal(obs_counts_from_df, len(y))

    # test edge case with one leaf
    X = np.ones((10, 2))
3629
    y = rng.uniform(size=(10,))
3630
3631
3632
3633
3634
    data = lgb.Dataset(X, label=y)
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()

    assert len(tree_df) == 1
3635
3636
3637
3638
3639
3640
3641
3642
3643
3644
3645
3646
3647
3648
3649
3650
3651
    assert tree_df.loc[0, "tree_index"] == 0
    assert tree_df.loc[0, "node_depth"] == 1
    assert tree_df.loc[0, "node_index"] == "0-L0"
    assert tree_df.loc[0, "value"] is not None
    for col in (
        "left_child",
        "right_child",
        "parent_index",
        "split_feature",
        "split_gain",
        "threshold",
        "decision_type",
        "missing_direction",
        "missing_type",
        "weight",
        "count",
    ):
3652
3653
3654
3655
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3656
    X, y = make_synthetic_regression(n_samples=200)
3657
3658
3659
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3660
    params = {"verbose": -1, "seed": 0}
3661
3662
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3663
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3664
3665
3666
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3667
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3668
3669
3670
    pred3 = est.predict(X)
    assert mean_squared_error(y, pred1) < mean_squared_error(y, pred3)
    # check that constraints consisting of single features reduce accuracy further
3671
3672
3673
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3674
3675
3676
3677
3678
3679
    pred4 = est.predict(X)
    assert mean_squared_error(y, pred3) < mean_squared_error(y, pred4)
    # test that interaction constraints work when not all features are used
    X = np.concatenate([np.zeros((X.shape[0], 1)), X], axis=1)
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
3680
3681
3682
3683
3684
    est = lgb.train(
        dict(params, interaction_constraints=[[0] + list(range(2, num_features)), [1] + list(range(2, num_features))]),
        train_data,
        num_boost_round=10,
    )
3685
3686


3687
def test_linear_trees_num_threads(rng_fixed_seed):
3688
3689
    # check that number of threads does not affect result
    x = np.arange(0, 1000, 0.1)
3690
    y = 2 * x + rng_fixed_seed.normal(loc=0, scale=0.1, size=(len(x),))
3691
3692
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3693
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3694
3695
3696
3697
3698
3699
3700
3701
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred1 = est.predict(x)
    params["num_threads"] = 4
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred2 = est.predict(x)
    np.testing.assert_allclose(pred1, pred2)


3702
def test_linear_trees(tmp_path, rng_fixed_seed):
3703
3704
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    x = np.arange(0, 100, 0.1)
3705
    y = 2 * x + rng_fixed_seed.normal(0, 0.1, len(x))
3706
3707
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3708
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3709
3710
3711
3712
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3713
    est = lgb.train(
3714
        dict(params, linear_tree=True),
3715
3716
3717
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3718
3719
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3720
    )
3721
    pred2 = est.predict(x)
3722
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3723
3724
3725
3726
3727
3728
3729
3730
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with nans in data
    x[:10] = np.nan
    lgb_train = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3731
    est = lgb.train(
3732
        dict(params, linear_tree=True),
3733
3734
3735
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3736
3737
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3738
    )
3739
    pred2 = est.predict(x)
3740
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3741
3742
3743
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3744
    est = lgb.train(
3745
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3746
3747
3748
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3749
3750
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3751
    )
3752
    pred = est.predict(x)
3753
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3754
3755
3756
3757
3758
3759
    # test with a feature that has only one non-nan value
    x = np.concatenate([np.ones([x.shape[0], 1]), x], 1)
    x[500:, 1] = np.nan
    y[500:] += 10
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3760
    est = lgb.train(
3761
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3762
3763
3764
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3765
3766
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3767
    )
3768
    pred = est.predict(x)
3769
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3770
3771
3772
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
3773
    lgb_train = lgb.Dataset(x, label=y, categorical_feature=[0])
3774
3775
3776
3777
3778
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
    )
3779
3780
3781
3782
3783
3784
3785
3786
3787
3788
3789
3790
3791
3792
3793
3794
3795
3796
3797
3798
    # test refit: same results on same data
    est2 = est.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2

    # test refit with save and load
    temp_model = str(tmp_path / "temp_model.txt")
    est.save_model(temp_model)
    est2 = lgb.Booster(model_file=temp_model)
    est2 = est2.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2
    # test refit: different results training on different data
    est3 = est.refit(x[:100, :], label=y[:100])
    p3 = est3.predict(x)
    assert np.mean(np.abs(p2 - p1)) > np.abs(np.max(p3 - p1))
    # test when num_leaves - 1 < num_features and when num_leaves - 1 > num_features
    X_train, _, y_train, _ = train_test_split(*load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2)
3799
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3800
3801
3802
3803
3804
3805
3806
3807
3808
3809
3810
3811
3812
3813
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=2),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=60),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
3814
3815


3816
def test_save_and_load_linear(tmp_path):
3817
3818
3819
    X_train, X_test, y_train, y_test = train_test_split(
        *load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2
    )
3820
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3821
3822
3823
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3824
3825
    train_data_1 = lgb.Dataset(X_train, label=y_train, params=params, categorical_feature=[0])
    est_1 = lgb.train(params, train_data_1, num_boost_round=10)
3826
3827
    pred_1 = est_1.predict(X_train)

3828
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3829
3830
3831
3832
3833
3834
    train_data_1.save_binary(tmp_dataset)
    train_data_2 = lgb.Dataset(tmp_dataset)
    est_2 = lgb.train(params, train_data_2, num_boost_round=10)
    pred_2 = est_2.predict(X_train)
    np.testing.assert_allclose(pred_1, pred_2)

3835
    model_file = str(tmp_path / "model.txt")
3836
3837
3838
3839
3840
3841
    est_2.save_model(model_file)
    est_3 = lgb.Booster(model_file=model_file)
    pred_3 = est_3.predict(X_train)
    np.testing.assert_allclose(pred_2, pred_3)


3842
3843
3844
def test_linear_single_leaf():
    X_train, y_train = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X_train, label=y_train)
3845
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3846
3847
3848
3849
3850
    bst = lgb.train(params, train_data, num_boost_round=5)
    y_pred = bst.predict(X_train)
    assert log_loss(y_train, y_pred) < 0.661


3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
3862
3863
3864
3865
3866
def test_linear_raises_informative_errors_on_unsupported_params():
    X, y = make_synthetic_regression()
    with pytest.raises(lgb.basic.LightGBMError, match="Cannot use regression_l1 objective when fitting linear trees"):
        lgb.train(
            train_set=lgb.Dataset(X, label=y),
            params={"linear_tree": True, "objective": "regression_l1"},
            num_boost_round=1,
        )
    with pytest.raises(lgb.basic.LightGBMError, match="zero_as_missing must be false when fitting linear trees"):
        lgb.train(
            train_set=lgb.Dataset(X, label=y),
            params={"linear_tree": True, "zero_as_missing": True},
            num_boost_round=1,
        )


3867
3868
3869
3870
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def test_predict_with_start_iteration():
    def inner_test(X, y, params, early_stopping_rounds):
        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
        train_data = lgb.Dataset(X_train, label=y_train)
        valid_data = lgb.Dataset(X_test, label=y_test)
3872
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3873
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
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        # test that the predict once with all iterations equals summed results with start_iteration and num_iteration
        all_pred = booster.predict(X, raw_score=True)
        all_pred_contrib = booster.predict(X, pred_contrib=True)
        steps = [10, 12]
        for step in steps:
            pred = np.zeros_like(all_pred)
            pred_contrib = np.zeros_like(all_pred_contrib)
            for start_iter in range(0, 50, step):
                pred += booster.predict(X, start_iteration=start_iter, num_iteration=step, raw_score=True)
                pred_contrib += booster.predict(X, start_iteration=start_iter, num_iteration=step, pred_contrib=True)
            np.testing.assert_allclose(all_pred, pred)
            np.testing.assert_allclose(all_pred_contrib, pred_contrib)
        # test the case where start_iteration <= 0, and num_iteration is None
        pred1 = booster.predict(X, start_iteration=-1)
        pred2 = booster.predict(X, num_iteration=booster.best_iteration)
        np.testing.assert_allclose(pred1, pred2)
3891

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        # test the case where start_iteration > 0, and num_iteration <= 0
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=90)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_leaf=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_leaf=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_leaf=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_leaf=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_contrib=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_contrib=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_contrib=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_contrib=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

    # test for regression
3914
    X, y = make_synthetic_regression()
3915
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3916
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3918
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3922
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for multi-class
    X, y = load_iris(return_X_y=True)
3923
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3924
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3926
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3928
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3930
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for binary
    X, y = load_breast_cancer(return_X_y=True)
3931
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3932
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    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)


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3965
@pytest.mark.parametrize("use_init_score", [False, True])
def test_predict_stump(rng, use_init_score):
    X, y = load_breast_cancer(return_X_y=True)
    dataset_kwargs = {"data": X, "label": y}
    if use_init_score:
        dataset_kwargs.update({"init_score": rng.uniform(size=y.shape)})
    bst = lgb.train(
        train_set=lgb.Dataset(**dataset_kwargs),
        params={"objective": "binary", "min_data_in_leaf": X.shape[0]},
        num_boost_round=5,
    )
    # checking prediction from 1 iteration and the whole model, to prevent bugs
    # of the form "a model of n stumps predicts n * initial_score"
    preds_1 = bst.predict(X, raw_score=True, num_iteration=1)
    preds_all = bst.predict(X, raw_score=True)
    if use_init_score:
        # if init_score was provided, a model of stumps should predict all 0s
        all_zeroes = np.full_like(preds_1, fill_value=0.0)
        np.testing.assert_allclose(preds_1, all_zeroes)
        np.testing.assert_allclose(preds_all, all_zeroes)
    else:
        # if init_score was not provided, prediction for a model of stumps should be
        # the "average" of the labels
        y_avg = np.log(y.mean() / (1.0 - y.mean()))
        np.testing.assert_allclose(preds_1, np.full_like(preds_1, fill_value=y_avg))
        np.testing.assert_allclose(preds_all, np.full_like(preds_all, fill_value=y_avg))


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3970
3971
3972
3973
3974
3975
def test_predict_regression_output_shape():
    n_samples = 1_000
    n_features = 4
    X, y = make_synthetic_regression(n_samples=n_samples, n_features=n_features)
    dtrain = lgb.Dataset(X, label=y)
    params = {"objective": "regression", "verbosity": -1}

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples,)
3976
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3977
3978
3979
3980
3981
3982
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 1)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples,)
3983
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3984
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    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 2)


def test_predict_binary_classification_output_shape():
    n_samples = 1_000
    n_features = 4
    X, y = make_classification(n_samples=n_samples, n_features=n_features, n_classes=2)
    dtrain = lgb.Dataset(X, label=y)
    params = {"objective": "binary", "verbosity": -1}

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples,)
3998
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3999
4000
4001
4002
4003
4004
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 1)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples,)
4005
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
4006
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4008
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4010
4011
4012
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4014
4015
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4020
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 2)


def test_predict_multiclass_classification_output_shape():
    n_samples = 1_000
    n_features = 10
    n_classes = 3
    X, y = make_classification(n_samples=n_samples, n_features=n_features, n_classes=n_classes, n_informative=6)
    dtrain = lgb.Dataset(X, label=y)
    params = {"objective": "multiclass", "verbosity": -1, "num_class": n_classes}

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples, n_classes)
4021
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
4022
4023
4024
4025
4026
4027
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_classes * (n_features + 1))
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, n_classes)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples, n_classes)
4028
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
4029
4030
4031
4032
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_classes * (n_features + 1))
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, n_classes * 2)


4033
4034
4035
def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
4036
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
4037
4038
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
4039
4040
    est = lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    ap = res["training"]["average_precision"][-1]
4041
4042
4043
4044
4045
4046
4047
    pred = est.predict(X)
    sklearn_ap = average_precision_score(y, pred)
    assert ap == pytest.approx(sklearn_ap)
    # test that average precision is 1 where model predicts perfectly
    y = y.copy()
    y[:] = 1
    lgb_X = lgb.Dataset(X, label=y)
4048
4049
    lgb.train(params, lgb_X, num_boost_round=1, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    assert res["training"]["average_precision"][-1] == pytest.approx(1)
4050
4051
4052
4053
4054
4055


def test_reset_params_works_with_metric_num_class_and_boosting():
    X, y = load_breast_cancer(return_X_y=True)
    dataset_params = {"max_bin": 150}
    booster_params = {
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4061
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
4062
4063
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
4064
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
4065
4066
4067
4068

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params

4069
    booster_params["bagging_fraction"] += 0.1
4070
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4072
4073
4074
    new_bst = bst.reset_parameter(booster_params)

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params
    assert new_bst.params == expected_params
4075
4076


4077
4078
@pytest.mark.parametrize("linear_tree", [False, True])
def test_dump_model_stump(linear_tree):
4079
    X, y = load_breast_cancer(return_X_y=True)
4080

4081
    train_data = lgb.Dataset(X, label=y)
4082
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4100
    params = {"objective": "binary", "verbose": -1, "linear_tree": linear_tree, "min_data_in_leaf": len(y)}
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    tree_structure = dumped_model["tree_info"][0]["tree_structure"]
    assert len(dumped_model["tree_info"]) == 1
    assert "leaf_value" in tree_structure
    assert tree_structure["leaf_count"] == len(y)


def test_dump_model():
    initial_score_offset = 57.5
    X, y = make_synthetic_regression()
    train_data = lgb.Dataset(X, label=y + initial_score_offset)

    params = {
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
    }
4101
    bst = lgb.train(params, train_data, num_boost_round=5)
4102
4103
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    dumped_model_str = str(dumped_model)
4104
4105
4106
4107
4108
    assert "leaf_features" not in dumped_model_str
    assert "leaf_coeff" not in dumped_model_str
    assert "leaf_const" not in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
4109
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4112
4113
4114
4115
4116
4117
4118
4119
4120
4121
4122
4123
4124
4125

    for tree in dumped_model["tree_info"]:
        assert tree["tree_structure"]["internal_value"] != 0

    assert dumped_model["tree_info"][0]["tree_structure"]["internal_value"] == pytest.approx(
        initial_score_offset, abs=1
    )
    assert_all_trees_valid(dumped_model)


def test_dump_model_linear():
    X, y = load_breast_cancer(return_X_y=True)
    params = {
        "objective": "binary",
        "verbose": -1,
        "linear_tree": True,
    }
4126
4127
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
4128
4129
4130
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    assert_all_trees_valid(dumped_model)
    dumped_model_str = str(dumped_model)
4131
4132
4133
4134
4135
    assert "leaf_features" in dumped_model_str
    assert "leaf_coeff" in dumped_model_str
    assert "leaf_const" in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
4136
4137
4138
4139


def test_dump_model_hook():
    def hook(obj):
4140
4141
4142
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
4143
4144
4145
4146
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
4147
    params = {"objective": "binary", "verbose": -1}
4148
4149
4150
4151
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0, object_hook=hook))
    assert "leaf_value" not in dumped_model_str
    assert "LV" in dumped_model_str
4152
4153


4154
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
4155
def test_force_split_with_feature_fraction(tmp_path):
4156
    X, y = make_synthetic_regression()
4157
4158
4159
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)

4160
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170

    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))

    params = {
        "objective": "regression",
        "feature_fraction": 0.6,
        "force_col_wise": True,
        "feature_fraction_seed": 1,
4171
        "forcedsplits_filename": tmp_split_file,
4172
4173
4174
4175
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
4176
    assert ret < 15.7
4177
4178
4179
4180
4181

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
4182
        assert tree_structure["split_feature"] == 0
4183
4184


4185
4186
4187
4188
4189
4190
def test_goss_boosting_and_strategy_equivalent():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    base_params = {
4191
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4194
4195
4196
4197
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4198
    }
4199
    params1 = {**base_params, "boosting": "goss"}
4200
    evals_result1 = {}
4201
4202
4203
4204
    lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result1)]
    )
    params2 = {**base_params, "data_sample_strategy": "goss"}
4205
    evals_result2 = {}
4206
4207
4208
4209
    lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result2)]
    )
    assert evals_result1["valid_0"]["l2"] == evals_result2["valid_0"]["l2"]
4210
4211
4212
4213
4214
4215
4216
4217
4218


def test_sample_strategy_with_boosting():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)

    base_params = {
4219
4220
4221
4222
4223
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4224
4225
    }

4226
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
4227
    evals_result = {}
4228
4229
4230
4231
    gbm = lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res1 = evals_result["valid_0"]["l2"][-1]
4232
4233
4234
4235
    test_res1 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res1 == pytest.approx(3149.393862, abs=1.0)
    assert eval_res1 == pytest.approx(test_res1)

4236
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
4237
    evals_result = {}
4238
4239
4240
4241
    gbm = lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res2 = evals_result["valid_0"]["l2"][-1]
4242
4243
4244
4245
    test_res2 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res2 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res2 == pytest.approx(test_res2)

4246
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
4247
    evals_result = {}
4248
4249
4250
4251
    gbm = lgb.train(
        params3, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res3 = evals_result["valid_0"]["l2"][-1]
4252
4253
4254
4255
    test_res3 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res3 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res3 == pytest.approx(test_res3)

4256
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
4257
    evals_result = {}
4258
4259
4260
4261
    gbm = lgb.train(
        params4, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res4 = evals_result["valid_0"]["l2"][-1]
4262
4263
4264
4265
4266
4267
4268
4269
4270
4271
4272
4273
4274
    test_res4 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res4 == pytest.approx(2095.538735, abs=1.0)
    assert eval_res4 == pytest.approx(test_res4)

    assert test_res1 != test_res2
    assert eval_res1 != eval_res2
    assert test_res2 == test_res3
    assert eval_res2 == eval_res3
    assert eval_res1 != eval_res4
    assert test_res1 != test_res4
    assert eval_res2 != eval_res4
    assert test_res2 != test_res4

4275
4276
4277
4278
4279
4280
4281
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4282
    evals_result = {}
4283
4284
4285
4286
    gbm = lgb.train(
        params5, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res5 = evals_result["valid_0"]["l2"][-1]
4287
4288
4289
4290
    test_res5 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res5 == pytest.approx(3134.866931, abs=1.0)
    assert eval_res5 == pytest.approx(test_res5)

4291
4292
4293
4294
4295
4296
4297
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4298
    evals_result = {}
4299
4300
4301
4302
    gbm = lgb.train(
        params6, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res6 = evals_result["valid_0"]["l2"][-1]
4303
4304
4305
4306
4307
4308
    test_res6 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res6 == pytest.approx(2539.792378, abs=1.0)
    assert eval_res6 == pytest.approx(test_res6)
    assert test_res5 != test_res6
    assert eval_res5 != eval_res6

4309
4310
4311
4312
4313
4314
4315
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4316
    evals_result = {}
4317
4318
4319
4320
    gbm = lgb.train(
        params7, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res7 = evals_result["valid_0"]["l2"][-1]
4321
4322
4323
4324
4325
4326
4327
4328
4329
    test_res7 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res7 == pytest.approx(1518.704481, abs=1.0)
    assert eval_res7 == pytest.approx(test_res7)
    assert test_res5 != test_res7
    assert eval_res5 != eval_res7
    assert test_res6 != test_res7
    assert eval_res6 != eval_res7


4330
4331
4332
4333
4334
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4335
    params = {"objective": "l2", "num_leaves": 3}
4336
4337
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
4338
    assert list(eval_result.keys()) == ["training"]
4339
4340
4341
4342
4343
    train_mses = []
    for i in range(num_boost_round):
        pred = bst.predict(X, num_iteration=i + 1)
        mse = mean_squared_error(y, pred)
        train_mses.append(mse)
4344
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4345
4346


4347
@pytest.mark.parametrize("train_metric", [False, True])
4348
4349
4350
4351
4352
def test_record_evaluation_with_cv(train_metric):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4353
4354
4355
4356
4357
4358
    metrics = ["l2", "rmse"]
    params = {"objective": "l2", "num_leaves": 3, "metric": metrics}
    cv_hist = lgb.cv(
        params, ds, num_boost_round=5, stratified=False, callbacks=callbacks, eval_train_metric=train_metric
    )
    expected_datasets = {"valid"}
4359
    if train_metric:
4360
        expected_datasets.add("train")
4361
4362
4363
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4364
4365
4366
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4367
4368


4369
def test_pandas_with_numpy_regular_dtypes(rng_fixed_seed):
4370
4371
4372
4373
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4374
4375
4376

    n_samples = 100
    # data as float64
4377
4378
    df = pd.DataFrame(
        {
4379
4380
4381
4382
            "x1": rng_fixed_seed.integers(low=0, high=2, size=n_samples),
            "x2": rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x3": 10 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x4": 100 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
4383
4384
        }
    )
4385
    df = df.astype(np.float64)
4386
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4387
    ds = lgb.Dataset(df, y)
4388
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4389
4390
4391
4392
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4393
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4394
4395
4396
4397
4398
4399
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test all predictions are equal using different input dtypes
    for target_dtypes in [uints, ints, bool_and_floats]:
4400
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4401
4402
4403
4404
4405
4406
4407
        assert df2.dtypes.tolist() == target_dtypes
        ds2 = lgb.Dataset(df2, y)
        bst2 = lgb.train(params, ds2, num_boost_round=5)
        preds2 = bst2.predict(df2)
        np.testing.assert_allclose(preds, preds2)


4408
def test_pandas_nullable_dtypes(rng_fixed_seed):
4409
4410
4411
    pd = pytest.importorskip("pandas")
    df = pd.DataFrame(
        {
4412
            "x1": rng_fixed_seed.integers(low=1, high=3, size=100),
4413
            "x2": np.linspace(-1, 1, 100),
4414
4415
            "x3": pd.arrays.SparseArray(rng_fixed_seed.integers(low=0, high=11, size=100)),
            "x4": rng_fixed_seed.uniform(size=(100,)) < 0.5,
4416
4417
        }
    )
4418
    # introduce some missing values
4419
4420
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
4421
    # in recent versions of pandas, type 'bool' is incompatible with nan values in x4
4422
    df["x4"] = df["x4"].astype(np.float64)
4423
    df.loc[3, "x4"] = np.nan
4424
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4425
4426
4427
    y = y.fillna(0)

    # train with regular dtypes
4428
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4429
4430
4431
4432
4433
4434
    ds = lgb.Dataset(df, y)
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # convert to nullable dtypes
    df2 = df.copy()
4435
4436
4437
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4438
4439
4440
4441
4442
4443
4444
4445

    # test training succeeds
    ds_nullable_dtypes = lgb.Dataset(df2, y)
    bst_nullable_dtypes = lgb.train(params, ds_nullable_dtypes, num_boost_round=5)
    preds_nullable_dtypes = bst_nullable_dtypes.predict(df2)

    trees_df = bst_nullable_dtypes.trees_to_dataframe()
    # test all features were used
4446
    assert trees_df["split_feature"].nunique() == df.shape[1]
4447
4448
4449
4450
4451
4452
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test equal predictions
    np.testing.assert_allclose(preds, preds_nullable_dtypes)
4453
4454
4455
4456
4457


def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
4458
4459
4460
4461
4462
4463
4464
4465
4466
4467
4468
    X = np.array(
        [
            [1021.0589, 1018.9578],
            [1023.85754, 1018.7854],
            [1024.5468, 1018.88513],
            [1019.02954, 1018.88513],
            [1016.79926, 1018.88513],
            [1007.6, 1018.88513],
        ],
        dtype=np.float32,
    )
4469
4470
4471
4472
4473
4474
4475
4476
4477
4478
4479
4480
4481
4482
4483
4484
    y = np.array([1023.8, 1024.6, 1024.4, 1023.8, 1022.0, 1014.4], dtype=np.float32)
    params = {
        "extra_trees": True,
        "min_data_in_bin": 1,
        "extra_seed": 7,
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
        "min_data_in_leaf": 1,
    }
    train_set = lgb.Dataset(X, y)
    model = lgb.train(params=params, train_set=train_set, num_boost_round=10)

    preds = model.predict(X)
    mean_preds = np.mean(preds)
    assert y.min() <= mean_preds <= y.max()
4485
4486


4487
def test_cegb_split_buffer_clean(rng_fixed_seed):
4488
4489
4490
4491
4492
4493
4494
4495
    # modified from https://github.com/microsoft/LightGBM/issues/3679#issuecomment-938652811
    # and https://github.com/microsoft/LightGBM/pull/5087
    # test that the ``splits_per_leaf_`` of CEGB is cleaned before training a new tree
    # which is done in the fix #5164
    # without the fix:
    #    Check failed: (best_split_info.left_count) > (0)

    R, C = 1000, 100
4496
    data = rng_fixed_seed.standard_normal(size=(R, C))
4497
    for i in range(1, C):
4498
        data[i] += data[0] * rng_fixed_seed.standard_normal()
4499
4500
4501
4502
4503
4504
4505
4506
4507
4508

    N = int(0.8 * len(data))
    train_data = data[:N]
    test_data = data[N:]
    train_y = np.sum(train_data, axis=1)
    test_y = np.sum(test_data, axis=1)

    train = lgb.Dataset(train_data, train_y, free_raw_data=True)

    params = {
4509
4510
4511
4512
4513
4514
4515
4516
4517
4518
4519
4520
4521
        "boosting_type": "gbdt",
        "objective": "regression",
        "max_bin": 255,
        "num_leaves": 31,
        "seed": 0,
        "learning_rate": 0.1,
        "min_data_in_leaf": 0,
        "verbose": -1,
        "min_split_gain": 1000.0,
        "cegb_penalty_feature_coupled": 5 * np.arange(C),
        "cegb_penalty_split": 0.0002,
        "cegb_tradeoff": 10.0,
        "force_col_wise": True,
4522
4523
4524
4525
4526
4527
    }

    model = lgb.train(params, train, num_boost_round=10)
    predicts = model.predict(test_data)
    rmse = np.sqrt(mean_squared_error(test_y, predicts))
    assert rmse < 10.0
4528
4529


4530
4531
4532
4533
def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4534
4535
4536
        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
4537
4538
    }
    lgb.train(params, ds, num_boost_round=1)
4539
    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. Current value: verbosity=0"
4540
4541
4542
4543
    stdout = capsys.readouterr().out
    assert expected_msg in stdout


4544
4545
4546
4547
4548
4549
4550
4551
4552
def test_verbosity_is_respected_when_using_custom_objective(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
        "objective": mse_obj,
        "nonsense": 123,
        "num_leaves": 3,
    }
    lgb.train({**params, "verbosity": -1}, ds, num_boost_round=1)
4553
    assert_silent(capsys)
4554
4555
4556
4557
    lgb.train({**params, "verbosity": 0}, ds, num_boost_round=1)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


4558
4559
@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
4560
4561
4562
4563
def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4564
4565
4566
4567
        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
4568
4569
4570
4571
        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
4572
4573
        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
4574
4575
4576
4577
4578
    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
4579
        assert re.search(r"\[LightGBM\]", stdout) is None
4580
4581


4582
4583
4584
4585
4586
4587
4588
4589
4590
4591
4592
4593
4594
4595
4596
4597
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4600
4601
4602
4603
4604
4605
4606
4607
4608
4609
4610
4611
4612
4613
4614
4615
4616
4617
4618
4619
4620
4621
4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
4649
4650
4651
4652
4653
4654
4655
4656
4657
4658
4659
4660
4661
4662
4663
4664
4665
4666
4667
4668
4669
4670
4671
4672
4673
4674
4675
4676
4677
4678
4679
4680
4681
4682
4683
4684
4685
4686
4687
4688
4689
4690
def test_cv_only_raises_num_rounds_warning_when_expected(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    base_params = {
        "num_leaves": 5,
        "objective": "regression",
        "verbosity": -1,
    }
    additional_kwargs = {"return_cvbooster": True, "stratified": False}

    # no warning: no aliases, all defaults
    cv_bst = lgb.cv({**base_params}, ds, **additional_kwargs)
    assert all(t == 100 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: no aliases, just num_boost_round
    cv_bst = lgb.cv({**base_params}, ds, num_boost_round=2, **additional_kwargs)
    assert all(t == 2 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (both same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3}, ds, num_boost_round=3, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (different values... value from params should win)
    cv_bst = lgb.cv({**base_params, "n_iter": 4}, ds, num_boost_round=3, **additional_kwargs)
    assert all(t == 4 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 2 aliases (both same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3, "num_iterations": 3}, ds, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 4 aliases (all same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3, "num_trees": 3, "nrounds": 3, "max_iter": 3}, ds, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # warning: 2 aliases (different values... "num_iterations" wins because it's the main param name)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 5 boosting rounds"):
        cv_bst = lgb.cv({**base_params, "n_iter": 6, "num_iterations": 5}, ds, **additional_kwargs)
    assert all(t == 5 for t in cv_bst["cvbooster"].num_trees())
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)

    # warning: 2 aliases (different values... first one in the order from Config::parameter2aliases() wins)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 4 boosting rounds"):
        cv_bst = lgb.cv({**base_params, "n_iter": 4, "max_iter": 5}, ds, **additional_kwargs)["cvbooster"]
    assert all(t == 4 for t in cv_bst.num_trees())
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)


def test_train_only_raises_num_rounds_warning_when_expected(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    base_params = {
        "num_leaves": 5,
        "objective": "regression",
        "verbosity": -1,
    }

    # no warning: no aliases, all defaults
    bst = lgb.train({**base_params}, ds)
    assert bst.num_trees() == 100
    assert_silent(capsys)

    # no warning: no aliases, just num_boost_round
    bst = lgb.train({**base_params}, ds, num_boost_round=2)
    assert bst.num_trees() == 2
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (both same value)
    bst = lgb.train({**base_params, "n_iter": 3}, ds, num_boost_round=3)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (different values... value from params should win)
    bst = lgb.train({**base_params, "n_iter": 4}, ds, num_boost_round=3)
    assert bst.num_trees() == 4
    assert_silent(capsys)

    # no warning: 2 aliases (both same value)
    bst = lgb.train({**base_params, "n_iter": 3, "num_iterations": 3}, ds)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # no warning: 4 aliases (all same value)
    bst = lgb.train({**base_params, "n_iter": 3, "num_trees": 3, "nrounds": 3, "max_iter": 3}, ds)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # warning: 2 aliases (different values... "num_iterations" wins because it's the main param name)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 5 boosting rounds"):
        bst = lgb.train({**base_params, "n_iter": 6, "num_iterations": 5}, ds)
    assert bst.num_trees() == 5
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)

    # warning: 2 aliases (different values... first one in the order from Config::parameter2aliases() wins)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 4 boosting rounds"):
        bst = lgb.train({**base_params, "n_iter": 4, "max_iter": 5}, ds)
    assert bst.num_trees() == 4
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)


4691
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
4692
4693
def test_validate_features():
    X, y = make_synthetic_regression()
4694
    features = ["x1", "x2", "x3", "x4"]
4695
4696
    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
4697
    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
4698
4699
4700
    assert bst.feature_name() == features

    # try to predict with a different feature
4701
    df2 = df.rename(columns={"x3": "z"})
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    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.predict(df2, validate_features=False)
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    # try to refit with a different feature
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.refit(df2, y, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.refit(df2, y, validate_features=False)
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4715


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def test_train_and_cv_raise_informative_error_for_train_set_of_wrong_type():
    with pytest.raises(TypeError, match=r"train\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.train({}, train_set=[])
    with pytest.raises(TypeError, match=r"cv\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.cv({}, train_set=[])


4723
@pytest.mark.parametrize("num_boost_round", [-7, -1, 0])
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def test_train_and_cv_raise_informative_error_for_impossible_num_boost_round(num_boost_round):
    X, y = make_synthetic_regression(n_samples=100)
4726
    error_msg = rf"Number of boosting rounds must be greater than 0\. Got {num_boost_round}\."
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    with pytest.raises(ValueError, match=error_msg):
        lgb.train({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)
    with pytest.raises(ValueError, match=error_msg):
        lgb.cv({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)


def test_train_raises_informative_error_if_any_valid_sets_are_not_dataset_objects():
    X, y = make_synthetic_regression(n_samples=100)
    X_valid = X * 2.0
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    with pytest.raises(
        TypeError, match=r"Every item in valid_sets must be a Dataset object\. Item 1 has type 'tuple'\."
    ):
4739
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        lgb.train(
            params={},
            train_set=lgb.Dataset(X, y),
4742
            valid_sets=[lgb.Dataset(X_valid, y), ([1.0], [2.0]), [5.6, 5.7, 5.8]],
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4745
        )


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def test_train_raises_informative_error_for_params_of_wrong_type():
    X, y = make_synthetic_regression()
4748
    params = {"num_leaves": "too-many"}
4749
    dtrain = lgb.Dataset(X, label=y)
4750
    with pytest.raises(lgb.basic.LightGBMError, match='Parameter num_leaves should be of type int, got "too-many"'):
4751
        lgb.train(params, dtrain)
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def test_quantized_training():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, label=y)
4757
    bst_params = {"num_leaves": 15, "verbose": -1, "seed": 0}
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    bst = lgb.train(bst_params, ds, num_boost_round=10)
    rmse = np.sqrt(np.mean((bst.predict(X) - y) ** 2))
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    bst_params.update(
        {
            "use_quantized_grad": True,
            "num_grad_quant_bins": 30,
            "quant_train_renew_leaf": True,
        }
    )
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    quant_bst = lgb.train(bst_params, ds, num_boost_round=10)
    quant_rmse = np.sqrt(np.mean((quant_bst.predict(X) - y) ** 2))
    assert quant_rmse < rmse + 6.0
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def test_bagging_by_query_in_lambdarank():
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
    params = {"objective": "lambdarank", "verbose": -1, "metric": "ndcg", "ndcg_eval_at": [5]}
    lgb_train = lgb.Dataset(X_train, y_train, group=q_train, params=params)
    lgb_test = lgb.Dataset(X_test, y_test, group=q_test, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score = gbm.best_score["valid_0"]["ndcg@5"]

    params.update({"bagging_by_query": True, "bagging_fraction": 0.1, "bagging_freq": 1})
    gbm_bagging_by_query = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score_bagging_by_query = gbm_bagging_by_query.best_score["valid_0"]["ndcg@5"]

    params.update({"bagging_by_query": False, "bagging_fraction": 0.1, "bagging_freq": 1})
    gbm_no_bagging_by_query = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score_no_bagging_by_query = gbm_no_bagging_by_query.best_score["valid_0"]["ndcg@5"]
    assert ndcg_score_bagging_by_query >= ndcg_score - 0.1
    assert ndcg_score_no_bagging_by_query >= ndcg_score - 0.1
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4796


def test_equal_predict_from_row_major_and_col_major_data():
    X_row, y = make_synthetic_regression()
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    assert X_row.flags["C_CONTIGUOUS"]
    assert not X_row.flags["F_CONTIGUOUS"]
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    ds = lgb.Dataset(X_row, y)
    params = {"num_leaves": 8, "verbose": -1}
    bst = lgb.train(params, ds, num_boost_round=5)
    preds_row = bst.predict(X_row)

    X_col = np.asfortranarray(X_row)
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    assert X_col.flags["F_CONTIGUOUS"]
    assert not X_col.flags["C_CONTIGUOUS"]
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    preds_col = bst.predict(X_col)

    np.testing.assert_allclose(preds_row, preds_col)