dask.py 64.2 KB
Newer Older
1
# coding: utf-8
2
"""Distributed training with LightGBM and dask.distributed.
3

4
This module enables you to perform distributed training with LightGBM on
5
dask.Array and dask.DataFrame collections.
6
7

It is based on dask-lightgbm, which was based on dask-xgboost.
8
"""
9
import socket
10
from collections import defaultdict, namedtuple
11
from copy import deepcopy
12
from enum import Enum, auto
13
from functools import partial
14
from typing import Any, Dict, Iterable, List, Optional, Tuple, Type, Union
15
16
17
from urllib.parse import urlparse

import numpy as np
18
19
import scipy.sparse as ss

20
from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
21
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
22
23
                     dask_Array, dask_array_from_delayed, dask_bag_from_delayed, dask_DataFrame, dask_Series,
                     default_client, delayed, pd_DataFrame, pd_Series, wait)
24
25
from .sklearn import (LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _LGBM_ScikitCustomEvalFunction,
                      _lgbmmodel_doc_custom_eval_note, _lgbmmodel_doc_fit, _lgbmmodel_doc_predict)
26
27
28

_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
29
_DaskVectorLike = Union[dask_Array, dask_Series]
30
31
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
32

Nikita Titov's avatar
Nikita Titov committed
33
_HostWorkers = namedtuple('_HostWorkers', ['default', 'all'])
34

35

36
37
38
39
40
41
42
43
44
45
46
47
class _DatasetNames(Enum):
    """Placeholder names used by lightgbm.dask internals to say 'also evaluate the training data'.

    Avoid duplicating the training data when the validation set refers to elements of training data.
    """

    TRAINSET = auto()
    SAMPLE_WEIGHT = auto()
    INIT_SCORE = auto()
    GROUP = auto()


48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

    Parameters
    ----------
    client : dask.distributed.Client or None
        Dask client.

    Returns
    -------
    client : dask.distributed.Client
        A Dask client.
    """
    if client is None:
        return default_client()
    else:
        return client


67
68
def _find_n_open_ports(n: int) -> List[int]:
    """Find n random open ports on localhost.
69
70
71

    Returns
    -------
72
73
    ports : list of int
        n random open ports on localhost.
74
    """
75
76
77
    sockets = []
    for _ in range(n):
        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
78
        s.bind(('', 0))
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
        sockets.append(s)
    ports = []
    for s in sockets:
        ports.append(s.getsockname()[1])
        s.close()
    return ports


def _group_workers_by_host(worker_addresses: Iterable[str]) -> Dict[str, _HostWorkers]:
    """Group all worker addresses by hostname.

    Returns
    -------
    host_to_workers : dict
        mapping from hostname to all its workers.
    """
    host_to_workers: Dict[str, _HostWorkers] = {}
    for address in worker_addresses:
        hostname = urlparse(address).hostname
98
99
        if not hostname:
            raise ValueError(f"Could not parse host name from worker address '{address}'")
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
        if hostname not in host_to_workers:
            host_to_workers[hostname] = _HostWorkers(default=address, all=[address])
        else:
            host_to_workers[hostname].all.append(address)
    return host_to_workers


def _assign_open_ports_to_workers(
    client: Client,
    host_to_workers: Dict[str, _HostWorkers]
) -> Dict[str, int]:
    """Assign an open port to each worker.

    Returns
    -------
    worker_to_port: dict
        mapping from worker address to an open port.
    """
    host_ports_futures = {}
    for hostname, workers in host_to_workers.items():
        n_workers_in_host = len(workers.all)
        host_ports_futures[hostname] = client.submit(
            _find_n_open_ports,
            n=n_workers_in_host,
            workers=[workers.default],
            pure=False,
            allow_other_workers=False,
        )
    found_ports = client.gather(host_ports_futures)
    worker_to_port = {}
    for hostname, workers in host_to_workers.items():
        for worker, port in zip(workers.all, found_ports[hostname]):
            worker_to_port[worker] = port
    return worker_to_port
134
135


136
def _concat(seq: List[_DaskPart]) -> _DaskPart:
137
138
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
139
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
140
        return concat(seq, axis=0)
141
142
143
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
144
        raise TypeError(f'Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got {type(seq[0]).__name__}.')
145
146


147
148
149
150
def _remove_list_padding(*args: Any) -> List[List[Any]]:
    return [[z for z in arg if z is not None] for arg in args]


151
def _pad_eval_names(lgbm_model: LGBMModel, required_names: List[str]) -> LGBMModel:
152
153
154
155
156
157
158
159
160
161
162
163
164
165
    """Append missing (key, value) pairs to a LightGBM model's evals_result_ and best_score_ OrderedDict attrs based on a set of required eval_set names.

    Allows users to rely on expected eval_set names being present when fitting DaskLGBM estimators with ``eval_set``.
    """
    not_evaluated = 'not evaluated'
    for eval_name in required_names:
        if eval_name not in lgbm_model.evals_result_:
            lgbm_model.evals_result_[eval_name] = not_evaluated
        if eval_name not in lgbm_model.best_score_:
            lgbm_model.best_score_[eval_name] = not_evaluated

    return lgbm_model


166
167
168
169
def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
170
171
172
    machines: str,
    local_listen_port: int,
    num_machines: int,
173
174
175
176
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
177
    network_params = {
178
179
        'machines': machines,
        'local_listen_port': local_listen_port,
180
        'time_out': time_out,
181
        'num_machines': num_machines
182
    }
183
184
    params.update(network_params)

185
186
    is_ranker = issubclass(model_factory, LGBMRanker)

187
    # Concatenate many parts into one
188
189
190
191
192
193
194
195
196
197
198
199
    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

    if 'weight' in list_of_parts[0]:
        weight = _concat([x['weight'] for x in list_of_parts])
    else:
        weight = None

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None
200

201
202
203
204
205
    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
    # construct local eval_set data.
    n_evals = max(len(x.get('eval_set', [])) for x in list_of_parts)
    eval_names = kwargs.pop('eval_names', None)
    eval_class_weight = kwargs.get('eval_class_weight')
    local_eval_set = None
    local_eval_names = None
    local_eval_sample_weight = None
    local_eval_init_score = None
    local_eval_group = None

    if n_evals:
        has_eval_sample_weight = any(x.get('eval_sample_weight') is not None for x in list_of_parts)
        has_eval_init_score = any(x.get('eval_init_score') is not None for x in list_of_parts)

        local_eval_set = []
        evals_result_names = []
        if has_eval_sample_weight:
            local_eval_sample_weight = []
        if has_eval_init_score:
            local_eval_init_score = []
        if is_ranker:
            local_eval_group = []

        # store indices of eval_set components that were not contained within local parts.
        missing_eval_component_idx = []

        # consolidate parts of each individual eval component.
        for i in range(n_evals):
            x_e = []
            y_e = []
            w_e = []
            init_score_e = []
            g_e = []
            for part in list_of_parts:
                if not part.get('eval_set'):
                    continue

                # require that eval_name exists in evaluated result data in case dropped due to padding.
                # in distributed training the 'training' eval_set is not detected, will have name 'valid_<index>'.
                if eval_names:
                    evals_result_name = eval_names[i]
                else:
                    evals_result_name = f'valid_{i}'

                eval_set = part['eval_set'][i]
                if eval_set is _DatasetNames.TRAINSET:
                    x_e.append(part['data'])
                    y_e.append(part['label'])
                else:
                    x_e.extend(eval_set[0])
                    y_e.extend(eval_set[1])

                if evals_result_name not in evals_result_names:
                    evals_result_names.append(evals_result_name)

                eval_weight = part.get('eval_sample_weight')
                if eval_weight:
                    if eval_weight[i] is _DatasetNames.SAMPLE_WEIGHT:
                        w_e.append(part['weight'])
                    else:
                        w_e.extend(eval_weight[i])

                eval_init_score = part.get('eval_init_score')
                if eval_init_score:
                    if eval_init_score[i] is _DatasetNames.INIT_SCORE:
                        init_score_e.append(part['init_score'])
                    else:
                        init_score_e.extend(eval_init_score[i])

                eval_group = part.get('eval_group')
                if eval_group:
                    if eval_group[i] is _DatasetNames.GROUP:
                        g_e.append(part['group'])
                    else:
                        g_e.extend(eval_group[i])

            # filter padding from eval parts then _concat each eval_set component.
            x_e, y_e, w_e, init_score_e, g_e = _remove_list_padding(x_e, y_e, w_e, init_score_e, g_e)
            if x_e:
                local_eval_set.append((_concat(x_e), _concat(y_e)))
            else:
                missing_eval_component_idx.append(i)
                continue

            if w_e:
                local_eval_sample_weight.append(_concat(w_e))
            if init_score_e:
                local_eval_init_score.append(_concat(init_score_e))
            if g_e:
                local_eval_group.append(_concat(g_e))

        # reconstruct eval_set fit args/kwargs depending on which components of eval_set are on worker.
        eval_component_idx = [i for i in range(n_evals) if i not in missing_eval_component_idx]
        if eval_names:
            local_eval_names = [eval_names[i] for i in eval_component_idx]
        if eval_class_weight:
            kwargs['eval_class_weight'] = [eval_class_weight[i] for i in eval_component_idx]

304
305
    try:
        model = model_factory(**params)
306
        if is_ranker:
307
308
309
310
311
312
313
314
315
316
317
318
319
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                group=group,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_group=local_eval_group,
                eval_names=local_eval_names,
                **kwargs
            )
320
        else:
321
322
323
324
325
326
327
328
329
330
331
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_names=local_eval_names,
                **kwargs
            )
332

333
334
335
    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

336
337
338
339
    if n_evals:
        # ensure that expected keys for evals_result_ and best_score_ exist regardless of padding.
        model = _pad_eval_names(model, required_names=evals_result_names)

340
341
342
    return model if return_model else None


343
def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
344
345
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
346
347
348
349
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
350
351
352
353
        parts = parts.flatten().tolist()
    return parts


354
def _machines_to_worker_map(machines: str, worker_addresses: Iterable[str]) -> Dict[str, int]:
355
356
357
358
359
360
361
362
363
364
    """Create a worker_map from machines list.

    Given ``machines`` and a list of Dask worker addresses, return a mapping where the keys are
    ``worker_addresses`` and the values are ports from ``machines``.

    Parameters
    ----------
    machines : str
        A comma-delimited list of workers, of the form ``ip1:port,ip2:port``.
    worker_addresses : list of str
365
        An iterable of Dask worker addresses, of the form ``{protocol}{hostname}:{port}``, where ``port`` is the port Dask's scheduler uses to talk to that worker.
366
367
368
369
370
371
372

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")
373
374
375
376

    if len(set(machine_addresses)) != len(machine_addresses):
        raise ValueError(f"Found duplicates in 'machines' ({machines}). Each entry in 'machines' must be a unique IP-port combination.")

377
378
379
380
381
382
383
384
    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

    out = {}
    for address in worker_addresses:
        worker_host = urlparse(address).hostname
385
386
        if not worker_host:
            raise ValueError(f"Could not parse host name from worker address '{address}'")
387
388
389
390
391
        out[address] = machine_to_port[worker_host].pop()

    return out


392
393
394
395
396
397
def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
398
    sample_weight: Optional[_DaskVectorLike] = None,
399
    init_score: Optional[_DaskCollection] = None,
400
    group: Optional[_DaskVectorLike] = None,
401
402
    eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
    eval_names: Optional[List[str]] = None,
403
    eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
404
    eval_class_weight: Optional[List[Union[dict, str]]] = None,
405
    eval_init_score: Optional[List[_DaskCollection]] = None,
406
    eval_group: Optional[List[_DaskVectorLike]] = None,
407
    eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
408
    eval_at: Optional[Iterable[int]] = None,
409
410
    **kwargs: Any
) -> LGBMModel:
411
412
413
414
    """Inner train routine.

    Parameters
    ----------
415
416
    client : dask.distributed.Client
        Dask client.
417
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
418
        Input feature matrix.
419
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
420
421
        The target values (class labels in classification, real numbers in regression).
    params : dict
422
        Parameters passed to constructor of the local underlying model.
423
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
424
        Class of the local underlying model.
425
    sample_weight : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
426
        Weights of training data.
427
    init_score : Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)
428
        Init score of training data.
429
    group : Dask Array or Dask Series or None, optional (default=None)
430
431
432
433
434
        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
435
    eval_set : list of (X, y) tuples of Dask data collections, or None, optional (default=None)
436
437
438
439
        List of (X, y) tuple pairs to use as validation sets.
        Note, that not all workers may receive chunks of every eval set within ``eval_set``. When the returned
        lightgbm estimator is not trained using any chunks of a particular eval set, its corresponding component
        of evals_result_ and best_score_ will be 'not_evaluated'.
440
    eval_names : list of str, or None, optional (default=None)
441
        Names of eval_set.
442
    eval_sample_weight : list of Dask Array or Dask Series, or None, optional (default=None)
443
444
445
        Weights for each validation set in eval_set.
    eval_class_weight : list of dict or str, or None, optional (default=None)
        Class weights, one dict or str for each validation set in eval_set.
446
    eval_init_score : list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)
447
        Initial model score for each validation set in eval_set.
448
    eval_group : list of Dask Array or Dask Series, or None, optional (default=None)
449
        Group/query for each validation set in eval_set.
450
451
    eval_metric : str, callable, list or None, optional (default=None)
        If str, it should be a built-in evaluation metric to use.
452
453
454
455
456
457
        If callable, it should be a custom evaluation metric, see note below for more details.
        If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both.
        In either case, the ``metric`` from the Dask model parameters (or inferred from the objective) will be evaluated and used as well.
        Default: 'l2' for DaskLGBMRegressor, 'binary(multi)_logloss' for DaskLGBMClassifier, 'ndcg' for DaskLGBMRanker.
    eval_at : iterable of int, optional (default=None)
        The evaluation positions of the specified ranking metric.
458
459
460
461
462
463
464
    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493

    Note
    ----

    This method handles setting up the following network parameters based on information
    about the Dask cluster referenced by ``client``.

    * ``local_listen_port``: port that each LightGBM worker opens a listening socket on,
            to accept connections from other workers. This can differ from LightGBM worker
            to LightGBM worker, but does not have to.
    * ``machines``: a comma-delimited list of all workers in the cluster, in the
            form ``ip:port,ip:port``. If running multiple Dask workers on the same host, use different
            ports for each worker. For example, for ``LocalCluster(n_workers=3)``, you might
            pass ``"127.0.0.1:12400,127.0.0.1:12401,127.0.0.1:12402"``.
    * ``num_machines``: number of LightGBM workers.
    * ``timeout``: time in minutes to wait before closing unused sockets.

    The default behavior of this function is to generate ``machines`` from the list of
    Dask workers which hold some piece of the training data, and to search for an open
    port on each worker to be used as ``local_listen_port``.

    If ``machines`` is provided explicitly in ``params``, this function uses the hosts
    and ports in that list directly, and does not do any searching. This means that if
    any of the Dask workers are missing from the list or any of those ports are not free
    when training starts, training will fail.

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
494
    """
495
496
    params = deepcopy(params)

497
498
499
500
501
502
503
504
    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
521
        _log_warning(f'Parameter tree_learner set to {params["tree_learner"]}, which is not allowed. Using "data" as default')
522
523
524
525
526
        params['tree_learner'] = 'data'

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
527
528
529
530
    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)
531

532
    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
533
534
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
535
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
536
    n_parts = len(parts)
537
538
539

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
540
        for i in range(n_parts):
541
            parts[i]['weight'] = weight_parts[i]
542
543
544

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
545
        for i in range(n_parts):
546
            parts[i]['group'] = group_parts[i]
547

548
549
550
551
552
    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
    # evals_set will to be re-constructed into smaller lists of (X, y) tuples, where
    # X and y are each delayed sub-lists of original eval dask Collections.
    if eval_set:
        # find maximum number of parts in an individual eval set so that we can
        # pad eval sets when they come in different sizes.
        n_largest_eval_parts = max(x[0].npartitions for x in eval_set)

        eval_sets = defaultdict(list)
        if eval_sample_weight:
            eval_sample_weights = defaultdict(list)
        if eval_group:
            eval_groups = defaultdict(list)
        if eval_init_score:
            eval_init_scores = defaultdict(list)

        for i, (X_eval, y_eval) in enumerate(eval_set):
            n_this_eval_parts = X_eval.npartitions

            # when individual eval set is equivalent to training data, skip recomputing parts.
            if X_eval is data and y_eval is label:
                for parts_idx in range(n_parts):
                    eval_sets[parts_idx].append(_DatasetNames.TRAINSET)
            else:
                eval_x_parts = _split_to_parts(data=X_eval, is_matrix=True)
                eval_y_parts = _split_to_parts(data=y_eval, is_matrix=False)
                for j in range(n_largest_eval_parts):
                    parts_idx = j % n_parts

                    # add None-padding for individual eval_set member if it is smaller than the largest member.
                    if j < n_this_eval_parts:
                        x_e = eval_x_parts[j]
                        y_e = eval_y_parts[j]
                    else:
                        x_e = None
                        y_e = None

                    if j < n_parts:
                        # first time a chunk of this eval set is added to this part.
                        eval_sets[parts_idx].append(([x_e], [y_e]))
                    else:
                        # append additional chunks of this eval set to this part.
                        eval_sets[parts_idx][-1][0].append(x_e)
                        eval_sets[parts_idx][-1][1].append(y_e)

            if eval_sample_weight:
                if eval_sample_weight[i] is sample_weight:
                    for parts_idx in range(n_parts):
                        eval_sample_weights[parts_idx].append(_DatasetNames.SAMPLE_WEIGHT)
                else:
                    eval_w_parts = _split_to_parts(data=eval_sample_weight[i], is_matrix=False)

                    # ensure that all evaluation parts map uniquely to one part.
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            w_e = eval_w_parts[j]
                        else:
                            w_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_sample_weights[parts_idx].append([w_e])
                        else:
                            eval_sample_weights[parts_idx][-1].append(w_e)

            if eval_init_score:
                if eval_init_score[i] is init_score:
                    for parts_idx in range(n_parts):
                        eval_init_scores[parts_idx].append(_DatasetNames.INIT_SCORE)
                else:
                    eval_init_score_parts = _split_to_parts(data=eval_init_score[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            init_score_e = eval_init_score_parts[j]
                        else:
                            init_score_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_init_scores[parts_idx].append([init_score_e])
                        else:
                            eval_init_scores[parts_idx][-1].append(init_score_e)

            if eval_group:
                if eval_group[i] is group:
                    for parts_idx in range(n_parts):
                        eval_groups[parts_idx].append(_DatasetNames.GROUP)
                else:
                    eval_g_parts = _split_to_parts(data=eval_group[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            g_e = eval_g_parts[j]
                        else:
                            g_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_groups[parts_idx].append([g_e])
                        else:
                            eval_groups[parts_idx][-1].append(g_e)

        # assign sub-eval_set components to worker parts.
        for parts_idx, e_set in eval_sets.items():
            parts[parts_idx]['eval_set'] = e_set
            if eval_sample_weight:
                parts[parts_idx]['eval_sample_weight'] = eval_sample_weights[parts_idx]
            if eval_init_score:
                parts[parts_idx]['eval_init_score'] = eval_init_scores[parts_idx]
            if eval_group:
                parts[parts_idx]['eval_group'] = eval_groups[parts_idx]

663
    # Start computation in the background
664
    parts = list(map(delayed, parts))
665
666
667
668
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
669
        if part.status == 'error':  # type: ignore
670
671
672
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
673
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
674
675
676
677
678
    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
    # Check that all workers were provided some of eval_set. Otherwise warn user that validation
    # data artifacts may not be populated depending on worker returning final estimator.
    if eval_set:
        for worker in worker_map:
            has_eval_set = False
            for part in worker_map[worker]:
                if 'eval_set' in part.result():
                    has_eval_set = True
                    break

            if not has_eval_set:
                _log_warning(
                    f"Worker {worker} was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable. "
                    "Try rebalancing data across workers."
                )

    # assign general validation set settings to fit kwargs.
    if eval_names:
        kwargs['eval_names'] = eval_names
    if eval_class_weight:
        kwargs['eval_class_weight'] = eval_class_weight
    if eval_metric:
        kwargs['eval_metric'] = eval_metric
    if eval_at:
        kwargs['eval_at'] = eval_at

705
706
707
    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

708
709
710
711
712
713
    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
714
    )
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
    local_listen_port = params.pop("local_listen_port")

    params = _choose_param_value(
        main_param_name="machines",
        params=params,
        default_value=None
    )
    machines = params.pop("machines")

    # figure out network params
    worker_addresses = worker_map.keys()
    if machines is not None:
        _log_info("Using passed-in 'machines' parameter")
        worker_address_to_port = _machines_to_worker_map(
            machines=machines,
            worker_addresses=worker_addresses
        )
    else:
        if listen_port_in_params:
            _log_info("Using passed-in 'local_listen_port' for all workers")
            unique_hosts = set(urlparse(a).hostname for a in worker_addresses)
            if len(unique_hosts) < len(worker_addresses):
                msg = (
                    "'local_listen_port' was provided in Dask training parameters, but at least one "
                    "machine in the cluster has multiple Dask worker processes running on it. Please omit "
                    "'local_listen_port' or pass 'machines'."
                )
                raise LightGBMError(msg)

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
750
751
            host_to_workers = _group_workers_by_host(worker_map.keys())
            worker_address_to_port = _assign_open_ports_to_workers(client, host_to_workers)
752

753
        machines = ','.join([
754
            f'{urlparse(worker_address).hostname}:{port}'
755
756
757
758
759
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
760

761
    # Tell each worker to train on the parts that it has locally
762
    #
763
    # This code treats ``_train_part()`` calls as not "pure" because:
764
    #     1. there is randomness in the training process unless parameters ``seed``
765
    #        and ``deterministic`` are set
766
767
768
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
769
770
771
772
773
774
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
775
776
777
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
778
779
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
780
781
782
            workers=[worker],
            allow_other_workers=False,
            pure=False,
783
784
785
786
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
787
788
789

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
790
791
792
    model = results[0]

    # if network parameters were changed during training, remove them from the
Andrew Ziem's avatar
Andrew Ziem committed
793
    # returned model so that they're generated dynamically on every run based
794
795
796
797
798
799
800
801
802
803
804
805
806
807
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

    if not machines_in_params:
        for param in _ConfigAliases.get('machines'):
            model._other_params.pop(param, None)

    for param in _ConfigAliases.get('num_machines', 'timeout'):
        model._other_params.pop(param, None)

    return model
808
809


810
811
812
813
814
815
816
817
818
def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
819

820
    if part.shape[0] == 0:
821
        result = np.array([])
822
823
    elif pred_proba:
        result = model.predict_proba(
824
            part,
825
826
827
828
829
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
830
    else:
831
        result = model.predict(
832
            part,
833
834
835
836
837
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
838

839
    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
840
    if isinstance(part, pd_DataFrame):
841
        if len(result.shape) == 2:
842
            result = pd_DataFrame(result, index=part.index)
843
        else:
844
            result = pd_Series(result, index=part.index, name='predictions')
845
846
847
848

    return result


849
850
851
def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
852
    client: Client,
853
854
855
856
857
858
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
859
) -> Union[dask_Array, List[dask_Array]]:
860
861
862
863
    """Inner predict routine.

    Parameters
    ----------
864
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
865
        Fitted underlying model.
866
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
867
        Input feature matrix.
868
869
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
870
871
872
873
874
875
    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
876
    dtype : np.dtype, optional (default=np.float32)
877
        Dtype of the output.
878
    **kwargs
879
        Other parameters passed to ``predict`` or ``predict_proba`` method.
880
881
882

    Returns
    -------
883
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
884
        The predicted values.
885
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
886
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
887
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]
888
        If ``pred_contrib=True``, the feature contributions for each sample.
889
    """
890
891
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
892
    if isinstance(data, dask_DataFrame):
893
894
895
896
897
898
899
900
901
        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
902
    elif isinstance(data, dask_Array):
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
        # for multi-class classification with sparse matrices, pred_contrib predictions
        # are returned as a list of sparse matrices (one per class)
        num_classes = model._n_classes or -1

        if (
            num_classes > 2
            and pred_contrib
            and isinstance(data._meta, ss.spmatrix)
        ):

            predict_function = partial(
                _predict_part,
                model=model,
                raw_score=False,
                pred_proba=pred_proba,
                pred_leaf=False,
                pred_contrib=True,
                **kwargs
            )

            delayed_chunks = data.to_delayed()
            bag = dask_bag_from_delayed(delayed_chunks[:, 0])

            @delayed
            def _extract(items: List[Any], i: int) -> Any:
                return items[i]

            preds = bag.map_partitions(predict_function)

            # pred_contrib output will have one column per feature,
            # plus one more for the base value
            num_cols = model.n_features_ + 1

            nrows_per_chunk = data.chunks[0]
937
            out: List[List[dask_Array]] = [[] for _ in range(num_classes)]
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961

            # need to tell Dask the expected type and shape of individual preds
            pred_meta = data._meta

            for j, partition in enumerate(preds.to_delayed()):
                for i in range(num_classes):
                    part = dask_array_from_delayed(
                        value=_extract(partition, i),
                        shape=(nrows_per_chunk[j], num_cols),
                        meta=pred_meta
                    )
                    out[i].append(part)

            # by default, dask.array.concatenate() concatenates sparse arrays into a COO matrix
            # the code below is used instead to ensure that the sparse type is preserved during concatentation
            if isinstance(pred_meta, ss.csr_matrix):
                concat_fn = partial(ss.vstack, format='csr')
            elif isinstance(pred_meta, ss.csc_matrix):
                concat_fn = partial(ss.vstack, format='csc')
            else:
                concat_fn = ss.vstack

            # At this point, `out` is a list of lists of delayeds (each of which points to a matrix).
            # Concatenate them to return a list of Dask Arrays.
962
            out_arrays: List[dask_Array] = []
963
            for i in range(num_classes):
964
965
966
967
968
969
                out_arrays.append(
                    dask_array_from_delayed(
                        value=delayed(concat_fn)(out[i]),
                        shape=(data.shape[0], num_cols),
                        meta=pred_meta
                    )
970
971
                )

972
            return out_arrays
973

974
975
        data_row = client.compute(data[[0]]).result()
        predict_fn = partial(
976
977
978
979
980
981
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
982
983
984
985
986
987
988
989
990
991
992
993
994
            **kwargs,
        )
        pred_row = predict_fn(data_row)
        chunks = (data.chunks[0],)
        map_blocks_kwargs = {}
        if len(pred_row.shape) > 1:
            chunks += (pred_row.shape[1],)
        else:
            map_blocks_kwargs['drop_axis'] = 1
        return data.map_blocks(
            predict_fn,
            chunks=chunks,
            meta=pred_row,
995
            dtype=dtype,
996
            **map_blocks_kwargs,
997
        )
998
    else:
999
        raise TypeError(f'Data must be either Dask Array or Dask DataFrame. Got {type(data).__name__}.')
1000
1001


1002
class _DaskLGBMModel:
1003

1004
1005
    @property
    def client_(self) -> Client:
1006
        """:obj:`dask.distributed.Client`: Dask client.
1007
1008
1009
1010
1011
1012
1013
1014
1015

        This property can be passed in the constructor or updated
        with ``model.set_params(client=client)``.
        """
        if not getattr(self, "fitted_", False):
            raise LGBMNotFittedError('Cannot access property client_ before calling fit().')

        return _get_dask_client(client=self.client)

1016
    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
1017
1018
1019
1020
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
1021
        out.update({"client": None})
1022
1023
1024
        self.client = client
        return out

1025
    def _lgb_dask_fit(
1026
1027
1028
1029
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
1030
        sample_weight: Optional[_DaskVectorLike] = None,
1031
        init_score: Optional[_DaskCollection] = None,
1032
        group: Optional[_DaskVectorLike] = None,
1033
1034
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1035
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1036
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1037
        eval_init_score: Optional[List[_DaskCollection]] = None,
1038
        eval_group: Optional[List[_DaskVectorLike]] = None,
1039
        eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
1040
1041
        eval_at: Optional[Iterable[int]] = None,
        early_stopping_rounds: Optional[int] = None,
1042
1043
        **kwargs: Any
    ) -> "_DaskLGBMModel":
1044
1045
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
1046

1047
1048
1049
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1050
        params = self.get_params(True)
1051
        params.pop("client", None)
1052
1053

        model = _train(
1054
            client=_get_dask_client(self.client),
1055
1056
1057
1058
1059
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
1060
            init_score=init_score,
1061
            group=group,
1062
1063
1064
1065
1066
1067
1068
1069
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1070
1071
            **kwargs
        )
1072
1073

        self.set_params(**model.get_params())
1074
        self._lgb_dask_copy_extra_params(model, self)
1075
1076
1077

        return self

1078
    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
1079
1080
1081
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
1082
        self._lgb_dask_copy_extra_params(self, model)
1083
        model._other_params.pop("client", None)
1084
1085
1086
        return model

    @staticmethod
1087
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
1088
1089
1090
1091
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
1092
            setattr(dest, name, attributes[name])
1093
1094


1095
class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
1096
1097
    """Distributed version of lightgbm.LGBMClassifier."""

1098
1099
1100
1101
1102
1103
1104
1105
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1106
        objective: Optional[str] = None,
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMClassifier.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMClassifier.__init__.__doc__
1148
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1149
1150
1151
1152
1153
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1154

1155
1156
1157
1158
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1159
    def __getstate__(self) -> Dict[Any, Any]:
1160
        return self._lgb_dask_getstate()
1161

1162
1163
1164
1165
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1166
        sample_weight: Optional[_DaskVectorLike] = None,
1167
        init_score: Optional[_DaskCollection] = None,
1168
1169
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1170
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1171
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1172
        eval_init_score: Optional[List[_DaskCollection]] = None,
1173
        eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
1174
        early_stopping_rounds: Optional[int] = None,
1175
1176
        **kwargs: Any
    ) -> "DaskLGBMClassifier":
1177
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
1178
1179
1180
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1181
        return self._lgb_dask_fit(
1182
1183
1184
1185
            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
1186
            init_score=init_score,
1187
1188
1189
1190
1191
1192
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1193
1194
1195
            **kwargs
        )

1196
1197
1198
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1199
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1200
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)",
1201
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1202
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
1203
        eval_init_score_shape="list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)",
1204
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1205
1206
    )

1207
    # DaskLGBMClassifier does not support group, eval_group, early_stopping_rounds.
1208
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1209
1210
1211
1212
1213
1214
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1215
                 + _base_doc[_base_doc.find('feature_name :'):])
1216
1217

    # DaskLGBMClassifier support for callbacks and init_model is not tested
1218
1219
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMClassifier.fit()``.
1220

1221
1222
1223
1224
1225
    Returns
    -------
    self : lightgbm.DaskLGBMClassifier
        Returns self.

1226
    {_lgbmmodel_doc_custom_eval_note}
1227
        """
1228

1229
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1230
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
1231
1232
1233
1234
        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
1235
            client=_get_dask_client(self.client),
1236
1237
1238
            **kwargs
        )

1239
1240
1241
1242
1243
1244
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1245
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1246
    )
1247

1248
    def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1249
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
1250
1251
1252
1253
        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
1254
            client=_get_dask_client(self.client),
1255
1256
1257
            **kwargs
        )

1258
1259
1260
1261
    predict_proba.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted probability for each class for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_probability",
1262
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
1263
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1264
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1265
    )
1266

1267
    def to_local(self) -> LGBMClassifier:
1268
1269
1270
1271
1272
        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
1273
            Local underlying model.
1274
        """
1275
        return self._lgb_dask_to_local(LGBMClassifier)
1276
1277


1278
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
1279
    """Distributed version of lightgbm.LGBMRegressor."""
1280

1281
1282
1283
1284
1285
1286
1287
1288
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1289
        objective: Optional[str] = None,
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRegressor.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRegressor.__init__.__doc__
1331
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1332
1333
1334
1335
1336
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1337
1338
1339
1340
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1341
    def __getstate__(self) -> Dict[Any, Any]:
1342
        return self._lgb_dask_getstate()
1343

1344
1345
1346
1347
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1348
1349
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1350
1351
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1352
1353
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
1354
        eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
1355
        early_stopping_rounds: Optional[int] = None,
1356
1357
        **kwargs: Any
    ) -> "DaskLGBMRegressor":
1358
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
1359
1360
1361
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1362
        return self._lgb_dask_fit(
1363
1364
1365
1366
            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
1367
            init_score=init_score,
1368
1369
1370
1371
1372
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1373
1374
1375
            **kwargs
        )

1376
1377
1378
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1379
1380
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1381
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1382
1383
1384
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1385
1386
    )

1387
    # DaskLGBMRegressor does not support group, eval_class_weight, eval_group, early_stopping_rounds.
1388
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1389
1390
1391
1392
1393
1394
1395
1396
1397
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1398
                 + _base_doc[_base_doc.find('feature_name :'):])
1399
1400

    # DaskLGBMRegressor support for callbacks and init_model is not tested
1401
1402
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRegressor.fit()``.
1403

1404
1405
1406
1407
1408
    Returns
    -------
    self : lightgbm.DaskLGBMRegressor
        Returns self.

1409
    {_lgbmmodel_doc_custom_eval_note}
1410
        """
1411

1412
    def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array:
1413
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
1414
1415
1416
        return _predict(
            model=self.to_local(),
            data=X,
1417
            client=_get_dask_client(self.client),
1418
1419
1420
            **kwargs
        )

1421
1422
1423
1424
1425
1426
1427
1428
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1429

1430
    def to_local(self) -> LGBMRegressor:
1431
1432
1433
1434
1435
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
1436
            Local underlying model.
1437
        """
1438
        return self._lgb_dask_to_local(LGBMRegressor)
1439
1440


1441
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
1442
    """Distributed version of lightgbm.LGBMRanker."""
1443

1444
1445
1446
1447
1448
1449
1450
1451
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1452
        objective: Optional[str] = None,
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRanker.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRanker.__init__.__doc__
1494
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1495
1496
1497
1498
1499
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1500

1501
1502
1503
1504
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1505
    def __getstate__(self) -> Dict[Any, Any]:
1506
        return self._lgb_dask_getstate()
1507

1508
1509
1510
1511
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1512
1513
1514
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
1515
1516
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1517
1518
1519
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
        eval_group: Optional[List[_DaskVectorLike]] = None,
1520
        eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
1521
1522
        eval_at: Iterable[int] = (1, 2, 3, 4, 5),
        early_stopping_rounds: Optional[int] = None,
1523
1524
        **kwargs: Any
    ) -> "DaskLGBMRanker":
1525
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
1526
1527
1528
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1529
        return self._lgb_dask_fit(
1530
1531
1532
1533
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
1534
            init_score=init_score,
1535
            group=group,
1536
1537
1538
1539
1540
1541
1542
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1543
1544
1545
            **kwargs
        )

1546
1547
1548
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1549
1550
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1551
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1552
1553
1554
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1555
1556
    )

1557
1558
1559
1560
1561
1562
1563
    # DaskLGBMRanker does not support eval_class_weight or early stopping
    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
                 + "eval_at : iterable of int, optional (default=(1, 2, 3, 4, 5))\n"
                 + f"{' ':8}The evaluation positions of the specified metric.\n"
1564
                 + f"{' ':4}{_base_doc[_base_doc.find('feature_name :'):]}")
1565
1566

    # DaskLGBMRanker support for callbacks and init_model is not tested
1567
1568
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRanker.fit()``.
1569

1570
1571
1572
1573
1574
    Returns
    -------
    self : lightgbm.DaskLGBMRanker
        Returns self.

1575
    {_lgbmmodel_doc_custom_eval_note}
1576
        """
1577

1578
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1579
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
1580
1581
1582
1583
1584
1585
        return _predict(
            model=self.to_local(),
            data=X,
            client=_get_dask_client(self.client),
            **kwargs
        )
1586

1587
1588
1589
1590
1591
1592
1593
1594
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1595

1596
    def to_local(self) -> LGBMRanker:
1597
1598
1599
1600
1601
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1602
            Local underlying model.
1603
        """
1604
        return self._lgb_dask_to_local(LGBMRanker)