basic.py 182 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
"""Wrapper for C API of LightGBM."""
3
import abc
wxchan's avatar
wxchan committed
4
import ctypes
5
import json
wxchan's avatar
wxchan committed
6
import warnings
7
from collections import OrderedDict
8
from copy import deepcopy
9
from enum import Enum
10
from functools import wraps
11
from os import SEEK_END, environ
12
13
from os.path import getsize
from pathlib import Path
14
from tempfile import NamedTemporaryFile
15
from typing import Any, Callable, Dict, Iterable, List, Optional, Set, Tuple, Union
wxchan's avatar
wxchan committed
16
17
18
19

import numpy as np
import scipy.sparse

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

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

32
_DatasetHandle = ctypes.c_void_p
33
34
35
36
_ctypes_int_ptr = Union[
    "ctypes._Pointer[ctypes.c_int32]",
    "ctypes._Pointer[ctypes.c_int64]"
]
37
38
39
40
_ctypes_int_array = Union[
    "ctypes.Array[ctypes._Pointer[ctypes.c_int32]]",
    "ctypes.Array[ctypes._Pointer[ctypes.c_int64]]"
]
41
42
43
44
45
46
47
48
_ctypes_float_ptr = Union[
    "ctypes._Pointer[ctypes.c_float]",
    "ctypes._Pointer[ctypes.c_double]"
]
_ctypes_float_array = Union[
    "ctypes.Array[ctypes._Pointer[ctypes.c_float]]",
    "ctypes.Array[ctypes._Pointer[ctypes.c_double]]"
]
49
_LGBM_EvalFunctionResultType = Tuple[str, float, bool]
50
_LGBM_BoosterBestScoreType = Dict[str, Dict[str, float]]
51
_LGBM_BoosterEvalMethodResultType = Tuple[str, str, float, bool]
52
53
_LGBM_CategoricalFeatureConfiguration = Union[List[str], List[int], str]
_LGBM_FeatureNameConfiguration = Union[List[str], str]
54
55
56
57
58
59
60
61
62
63
64
65
66
_LGBM_GroupType = Union[
    List[float],
    List[int],
    np.ndarray,
    pd_Series
]
_LGBM_InitScoreType = Union[
    List[float],
    List[List[float]],
    np.ndarray,
    pd_Series,
    pd_DataFrame,
]
67
68
69
70
71
72
73
74
75
76
77
_LGBM_TrainDataType = Union[
    str,
    Path,
    np.ndarray,
    pd_DataFrame,
    dt_DataTable,
    scipy.sparse.spmatrix,
    "Sequence",
    List["Sequence"],
    List[np.ndarray]
]
78
_LGBM_LabelType = Union[
79
80
    List[float],
    List[int],
81
82
83
84
    np.ndarray,
    pd_Series,
    pd_DataFrame
]
85
86
87
88
89
90
91
92
_LGBM_PredictDataType = Union[
    str,
    Path,
    np.ndarray,
    pd_DataFrame,
    dt_DataTable,
    scipy.sparse.spmatrix
]
93
94
95
96
97
98
_LGBM_WeightType = Union[
    List[float],
    List[int],
    np.ndarray,
    pd_Series
]
99
100
101
ZERO_THRESHOLD = 1e-35


102
103
104
105
def _is_zero(x: float) -> bool:
    return -ZERO_THRESHOLD <= x <= ZERO_THRESHOLD


106
def _get_sample_count(total_nrow: int, params: str) -> int:
107
108
109
    sample_cnt = ctypes.c_int(0)
    _safe_call(_LIB.LGBM_GetSampleCount(
        ctypes.c_int32(total_nrow),
110
        _c_str(params),
111
112
113
114
        ctypes.byref(sample_cnt),
    ))
    return sample_cnt.value

wxchan's avatar
wxchan committed
115

116
117
118
119
120
121
class _MissingType(Enum):
    NONE = 'None'
    NAN = 'NaN'
    ZERO = 'Zero'


122
class _DummyLogger:
123
    def info(self, msg: str) -> None:
124
125
        print(msg)

126
    def warning(self, msg: str) -> None:
127
128
129
        warnings.warn(msg, stacklevel=3)


130
131
132
_LOGGER: Any = _DummyLogger()
_INFO_METHOD_NAME = "info"
_WARNING_METHOD_NAME = "warning"
133
134


135
136
137
138
def _has_method(logger: Any, method_name: str) -> bool:
    return callable(getattr(logger, method_name, None))


139
140
141
def register_logger(
    logger: Any, info_method_name: str = "info", warning_method_name: str = "warning"
) -> None:
142
143
144
145
    """Register custom logger.

    Parameters
    ----------
146
    logger : Any
147
        Custom logger.
148
149
150
151
    info_method_name : str, optional (default="info")
        Method used to log info messages.
    warning_method_name : str, optional (default="warning")
        Method used to log warning messages.
152
    """
153
154
155
156
157
158
    if not _has_method(logger, info_method_name) or not _has_method(logger, warning_method_name):
        raise TypeError(
            f"Logger must provide '{info_method_name}' and '{warning_method_name}' method"
        )

    global _LOGGER, _INFO_METHOD_NAME, _WARNING_METHOD_NAME
159
    _LOGGER = logger
160
161
    _INFO_METHOD_NAME = info_method_name
    _WARNING_METHOD_NAME = warning_method_name
162
163


164
def _normalize_native_string(func: Callable[[str], None]) -> Callable[[str], None]:
165
    """Join log messages from native library which come by chunks."""
166
    msg_normalized: List[str] = []
167
168

    @wraps(func)
169
    def wrapper(msg: str) -> None:
170
171
172
173
174
175
176
177
178
179
180
        nonlocal msg_normalized
        if msg.strip() == '':
            msg = ''.join(msg_normalized)
            msg_normalized = []
            return func(msg)
        else:
            msg_normalized.append(msg)

    return wrapper


181
def _log_info(msg: str) -> None:
182
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
183
184


185
def _log_warning(msg: str) -> None:
186
    getattr(_LOGGER, _WARNING_METHOD_NAME)(msg)
187
188
189


@_normalize_native_string
190
def _log_native(msg: str) -> None:
191
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
192
193


194
def _log_callback(msg: bytes) -> None:
195
    """Redirect logs from native library into Python."""
196
    _log_native(str(msg.decode('utf-8')))
197
198


199
def _load_lib() -> ctypes.CDLL:
200
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
201
202
203
    lib_path = find_lib_path()
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
204
    callback = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
205
    lib.callback = callback(_log_callback)  # type: ignore[attr-defined]
206
    if lib.LGBM_RegisterLogCallback(lib.callback) != 0:
207
        raise LightGBMError(lib.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
208
209
    return lib

wxchan's avatar
wxchan committed
210

211
212
213
214
215
216
217
# we don't need lib_lightgbm while building docs
_LIB: ctypes.CDLL
if environ.get('LIGHTGBM_BUILD_DOC', False):
    from unittest.mock import Mock  # isort: skip
    _LIB = Mock(ctypes.CDLL)  # type: ignore
else:
    _LIB = _load_lib()
wxchan's avatar
wxchan committed
218

wxchan's avatar
wxchan committed
219

220
_NUMERIC_TYPES = (int, float, bool)
221
_ArrayLike = Union[List, np.ndarray, pd_Series]
222
223


224
def _safe_call(ret: int) -> None:
225
226
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
227
228
229
    Parameters
    ----------
    ret : int
230
        The return value from C API calls.
wxchan's avatar
wxchan committed
231
232
    """
    if ret != 0:
233
        raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
234

wxchan's avatar
wxchan committed
235

236
def _is_numeric(obj: Any) -> bool:
237
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
238
239
240
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
241
242
243
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
244
245
        return False

wxchan's avatar
wxchan committed
246

247
def _is_numpy_1d_array(data: Any) -> bool:
248
    """Check whether data is a numpy 1-D array."""
249
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
250

wxchan's avatar
wxchan committed
251

252
def _is_numpy_column_array(data: Any) -> bool:
253
254
255
256
257
258
259
    """Check whether data is a column numpy array."""
    if not isinstance(data, np.ndarray):
        return False
    shape = data.shape
    return len(shape) == 2 and shape[1] == 1


260
def _cast_numpy_array_to_dtype(array: np.ndarray, dtype: "np.typing.DTypeLike") -> np.ndarray:
261
    """Cast numpy array to given dtype."""
262
263
264
265
266
    if array.dtype == dtype:
        return array
    return array.astype(dtype=dtype, copy=False)


267
def _is_1d_list(data: Any) -> bool:
268
    """Check whether data is a 1-D list."""
269
    return isinstance(data, list) and (not data or _is_numeric(data[0]))
wxchan's avatar
wxchan committed
270

wxchan's avatar
wxchan committed
271

272
273
274
def _is_1d_collection(data: Any) -> bool:
    """Check whether data is a 1-D collection."""
    return (
275
        _is_numpy_1d_array(data)
276
        or _is_numpy_column_array(data)
277
        or _is_1d_list(data)
278
279
280
281
        or isinstance(data, pd_Series)
    )


282
283
def _list_to_1d_numpy(
    data: Any,
284
285
    dtype: "np.typing.DTypeLike",
    name: str
286
) -> np.ndarray:
287
    """Convert data to numpy 1-D array."""
288
    if _is_numpy_1d_array(data):
289
        return _cast_numpy_array_to_dtype(data, dtype)
290
    elif _is_numpy_column_array(data):
291
292
        _log_warning('Converting column-vector to 1d array')
        array = data.ravel()
293
        return _cast_numpy_array_to_dtype(array, dtype)
294
    elif _is_1d_list(data):
wxchan's avatar
wxchan committed
295
        return np.array(data, dtype=dtype, copy=False)
296
    elif isinstance(data, pd_Series):
297
        _check_for_bad_pandas_dtypes(data.to_frame().dtypes)
298
        return np.array(data, dtype=dtype, copy=False)  # SparseArray should be supported as well
wxchan's avatar
wxchan committed
299
    else:
300
301
        raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                        "It should be list, numpy 1-D array or pandas Series")
wxchan's avatar
wxchan committed
302

wxchan's avatar
wxchan committed
303

304
305
306
307
308
309
310
def _is_numpy_2d_array(data: Any) -> bool:
    """Check whether data is a numpy 2-D array."""
    return isinstance(data, np.ndarray) and len(data.shape) == 2 and data.shape[1] > 1


def _is_2d_list(data: Any) -> bool:
    """Check whether data is a 2-D list."""
311
    return isinstance(data, list) and len(data) > 0 and _is_1d_list(data[0])
312
313
314
315
316
317
318
319
320
321
322


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


323
324
def _data_to_2d_numpy(
    data: Any,
325
326
    dtype: "np.typing.DTypeLike",
    name: str
327
) -> np.ndarray:
328
329
    """Convert data to numpy 2-D array."""
    if _is_numpy_2d_array(data):
330
        return _cast_numpy_array_to_dtype(data, dtype)
331
332
333
    if _is_2d_list(data):
        return np.array(data, dtype=dtype)
    if isinstance(data, pd_DataFrame):
334
        _check_for_bad_pandas_dtypes(data.dtypes)
335
        return _cast_numpy_array_to_dtype(data.values, dtype)
336
337
338
339
    raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                    "It should be list of lists, numpy 2-D array or pandas DataFrame")


340
def _cfloat32_array_to_numpy(cptr: "ctypes._Pointer", length: int) -> np.ndarray:
341
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
342
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
343
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
344
    else:
345
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
346

Guolin Ke's avatar
Guolin Ke committed
347

348
def _cfloat64_array_to_numpy(cptr: "ctypes._Pointer", length: int) -> np.ndarray:
349
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
350
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
351
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
Guolin Ke's avatar
Guolin Ke committed
352
353
354
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
355

356
def _cint32_array_to_numpy(cptr: "ctypes._Pointer", length: int) -> np.ndarray:
357
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
358
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
359
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
360
    else:
361
362
363
        raise RuntimeError('Expected int32 pointer')


364
def _cint64_array_to_numpy(cptr: "ctypes._Pointer", length: int) -> np.ndarray:
365
366
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int64)):
367
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
368
369
    else:
        raise RuntimeError('Expected int64 pointer')
wxchan's avatar
wxchan committed
370

wxchan's avatar
wxchan committed
371

372
def _c_str(string: str) -> ctypes.c_char_p:
373
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
374
375
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
376

377
def _c_array(ctype: type, values: List[Any]) -> ctypes.Array:
378
    """Convert a Python array to C array."""
379
    return (ctype * len(values))(*values)  # type: ignore[operator]
wxchan's avatar
wxchan committed
380

wxchan's avatar
wxchan committed
381

382
def _json_default_with_numpy(obj: Any) -> Any:
383
384
385
386
387
388
389
390
391
    """Convert numpy classes to JSON serializable objects."""
    if isinstance(obj, (np.integer, np.floating, np.bool_)):
        return obj.item()
    elif isinstance(obj, np.ndarray):
        return obj.tolist()
    else:
        return obj


392
393
394
395
396
397
398
399
def _to_string(x: Union[int, float, str, List]) -> str:
    if isinstance(x, list):
        val_list = ",".join(str(val) for val in x)
        return f"[{val_list}]"
    else:
        return str(x)


400
def _param_dict_to_str(data: Optional[Dict[str, Any]]) -> str:
401
    """Convert Python dictionary to string, which is passed to C API."""
402
    if data is None or not data:
wxchan's avatar
wxchan committed
403
404
405
        return ""
    pairs = []
    for key, val in data.items():
406
        if isinstance(val, (list, tuple, set)) or _is_numpy_1d_array(val):
407
            pairs.append(f"{key}={','.join(map(_to_string, val))}")
408
        elif isinstance(val, (str, Path, _NUMERIC_TYPES)) or _is_numeric(val):
409
            pairs.append(f"{key}={val}")
410
        elif val is not None:
411
            raise TypeError(f'Unknown type of parameter:{key}, got:{type(val).__name__}')
wxchan's avatar
wxchan committed
412
    return ' '.join(pairs)
413

wxchan's avatar
wxchan committed
414

415
class _TempFile:
416
417
    """Proxy class to workaround errors on Windows."""

418
419
420
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
421
            self.path = Path(self.name)
422
        return self
wxchan's avatar
wxchan committed
423

424
    def __exit__(self, exc_type, exc_val, exc_tb):
425
426
        if self.path.is_file():
            self.path.unlink()
427

wxchan's avatar
wxchan committed
428

429
class LightGBMError(Exception):
430
431
    """Error thrown by LightGBM."""

432
433
434
    pass


435
436
437
438
439
440
441
442
# DeprecationWarning is not shown by default, so let's create our own with higher level
class LGBMDeprecationWarning(UserWarning):
    """Custom deprecation warning."""

    pass


class _ConfigAliases:
443
444
445
446
    # lazy evaluation to allow import without dynamic library, e.g., for docs generation
    aliases = None

    @staticmethod
447
    def _get_all_param_aliases() -> Dict[str, List[str]]:
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_DumpParamAliases(
            ctypes.c_int64(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        # if buffer length is not long enough, re-allocate a buffer
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_DumpParamAliases(
                ctypes.c_int64(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        aliases = json.loads(
            string_buffer.value.decode('utf-8'),
467
            object_hook=lambda obj: {k: [k] + v for k, v in obj.items()}
468
469
        )
        return aliases
470
471

    @classmethod
472
473
474
    def get(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
475
476
        ret = set()
        for i in args:
477
            ret.update(cls.get_sorted(i))
478
479
        return ret

480
481
482
483
484
485
    @classmethod
    def get_sorted(cls, name: str) -> List[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
        return cls.aliases.get(name, [name])

486
    @classmethod
487
488
489
    def get_by_alias(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
490
491
492
493
        ret = set(args)
        for arg in args:
            for aliases in cls.aliases.values():
                if arg in aliases:
494
                    ret.update(aliases)
495
496
497
                    break
        return ret

498

499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
def _choose_param_value(main_param_name: str, params: Dict[str, Any], default_value: Any) -> Dict[str, Any]:
    """Get a single parameter value, accounting for aliases.

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

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

520
521
    aliases = _ConfigAliases.get_sorted(main_param_name)
    aliases = [a for a in aliases if a != main_param_name]
522
523

    # if main_param_name was provided, keep that value and remove all aliases
524
    if main_param_name in params.keys():
525
526
527
        for param in aliases:
            params.pop(param, None)
        return params
528

529
530
531
532
533
    # if main param name was not found, search for an alias
    for param in aliases:
        if param in params.keys():
            params[main_param_name] = params[param]
            break
534

535
536
537
538
539
540
541
    if main_param_name in params.keys():
        for param in aliases:
            params.pop(param, None)
        return params

    # neither of main_param_name, aliases were found
    params[main_param_name] = default_value
542
543
544
545

    return params


546
_MAX_INT32 = (1 << 31) - 1
547

548
"""Macro definition of data type in C API of LightGBM"""
549
550
551
552
_C_API_DTYPE_FLOAT32 = 0
_C_API_DTYPE_FLOAT64 = 1
_C_API_DTYPE_INT32 = 2
_C_API_DTYPE_INT64 = 3
Guolin Ke's avatar
Guolin Ke committed
553

554
"""Matrix is row major in Python"""
555
_C_API_IS_ROW_MAJOR = 1
wxchan's avatar
wxchan committed
556

557
"""Macro definition of prediction type in C API of LightGBM"""
558
559
560
561
_C_API_PREDICT_NORMAL = 0
_C_API_PREDICT_RAW_SCORE = 1
_C_API_PREDICT_LEAF_INDEX = 2
_C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
562

563
"""Macro definition of sparse matrix type"""
564
565
_C_API_MATRIX_TYPE_CSR = 0
_C_API_MATRIX_TYPE_CSC = 1
566

567
"""Macro definition of feature importance type"""
568
569
_C_API_FEATURE_IMPORTANCE_SPLIT = 0
_C_API_FEATURE_IMPORTANCE_GAIN = 1
570

571
"""Data type of data field"""
572
573
574
575
576
577
_FIELD_TYPE_MAPPER = {
    "label": _C_API_DTYPE_FLOAT32,
    "weight": _C_API_DTYPE_FLOAT32,
    "init_score": _C_API_DTYPE_FLOAT64,
    "group": _C_API_DTYPE_INT32
}
wxchan's avatar
wxchan committed
578

579
"""String name to int feature importance type mapper"""
580
581
582
583
_FEATURE_IMPORTANCE_TYPE_MAPPER = {
    "split": _C_API_FEATURE_IMPORTANCE_SPLIT,
    "gain": _C_API_FEATURE_IMPORTANCE_GAIN
}
584

wxchan's avatar
wxchan committed
585

586
def _convert_from_sliced_object(data: np.ndarray) -> np.ndarray:
587
    """Fix the memory of multi-dimensional sliced object."""
588
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
589
        if not data.flags.c_contiguous:
590
591
            _log_warning("Usage of np.ndarray subset (sliced data) is not recommended "
                         "due to it will double the peak memory cost in LightGBM.")
592
593
594
595
            return np.copy(data)
    return data


596
597
598
def _c_float_array(
    data: np.ndarray
) -> Tuple[_ctypes_float_ptr, int, np.ndarray]:
599
    """Get pointer of float numpy array / list."""
600
    if _is_1d_list(data):
wxchan's avatar
wxchan committed
601
        data = np.array(data, copy=False)
602
    if _is_numpy_1d_array(data):
603
        data = _convert_from_sliced_object(data)
604
        assert data.flags.c_contiguous
605
        ptr_data: _ctypes_float_ptr
wxchan's avatar
wxchan committed
606
607
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
608
            type_data = _C_API_DTYPE_FLOAT32
wxchan's avatar
wxchan committed
609
610
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
611
            type_data = _C_API_DTYPE_FLOAT64
wxchan's avatar
wxchan committed
612
        else:
613
            raise TypeError(f"Expected np.float32 or np.float64, met type({data.dtype})")
wxchan's avatar
wxchan committed
614
    else:
615
        raise TypeError(f"Unknown type({type(data).__name__})")
616
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
617

wxchan's avatar
wxchan committed
618

619
620
621
def _c_int_array(
    data: np.ndarray
) -> Tuple[_ctypes_int_ptr, int, np.ndarray]:
622
    """Get pointer of int numpy array / list."""
623
    if _is_1d_list(data):
wxchan's avatar
wxchan committed
624
        data = np.array(data, copy=False)
625
    if _is_numpy_1d_array(data):
626
        data = _convert_from_sliced_object(data)
627
        assert data.flags.c_contiguous
628
        ptr_data: _ctypes_int_ptr
wxchan's avatar
wxchan committed
629
630
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
631
            type_data = _C_API_DTYPE_INT32
wxchan's avatar
wxchan committed
632
633
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
634
            type_data = _C_API_DTYPE_INT64
wxchan's avatar
wxchan committed
635
        else:
636
            raise TypeError(f"Expected np.int32 or np.int64, met type({data.dtype})")
wxchan's avatar
wxchan committed
637
    else:
638
        raise TypeError(f"Unknown type({type(data).__name__})")
639
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
640

wxchan's avatar
wxchan committed
641

642
def _is_allowed_numpy_dtype(dtype: type) -> bool:
643
    float128 = getattr(np, 'float128', type(None))
644
645
646
647
    return (
        issubclass(dtype, (np.integer, np.floating, np.bool_))
        and not issubclass(dtype, (np.timedelta64, float128))
    )
648
649


650
def _check_for_bad_pandas_dtypes(pandas_dtypes_series: pd_Series) -> None:
651
652
    bad_pandas_dtypes = [
        f'{column_name}: {pandas_dtype}'
653
        for column_name, pandas_dtype in pandas_dtypes_series.items()
654
        if not _is_allowed_numpy_dtype(pandas_dtype.type)
655
656
657
658
    ]
    if bad_pandas_dtypes:
        raise ValueError('pandas dtypes must be int, float or bool.\n'
                         f'Fields with bad pandas dtypes: {", ".join(bad_pandas_dtypes)}')
659
660


661
662
663
664
665
666
def _data_from_pandas(
    data,
    feature_name: Optional[_LGBM_FeatureNameConfiguration],
    categorical_feature: Optional[_LGBM_CategoricalFeatureConfiguration],
    pandas_categorical: Optional[List[List]]
):
667
    if isinstance(data, pd_DataFrame):
668
669
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
670
        if feature_name == 'auto' or feature_name is None:
671
            data = data.rename(columns=str, copy=False)
672
        cat_cols = [col for col, dtype in zip(data.columns, data.dtypes) if isinstance(dtype, pd_CategoricalDtype)]
673
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
674
675
676
677
678
        if pandas_categorical is None:  # train dataset
            pandas_categorical = [list(data[col].cat.categories) for col in cat_cols]
        else:
            if len(cat_cols) != len(pandas_categorical):
                raise ValueError('train and valid dataset categorical_feature do not match.')
679
            for col, category in zip(cat_cols, pandas_categorical):
680
681
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
682
        if len(cat_cols):  # cat_cols is list
683
            data = data.copy(deep=False)  # not alter origin DataFrame
684
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
685
686
687
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
688
            if categorical_feature == 'auto':  # use cat cols from DataFrame
689
                categorical_feature = cat_cols_not_ordered
690
691
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
692
693
        if feature_name == 'auto':
            feature_name = list(data.columns)
694
        _check_for_bad_pandas_dtypes(data.dtypes)
695
696
697
        df_dtypes = [dtype.type for dtype in data.dtypes]
        df_dtypes.append(np.float32)  # so that the target dtype considers floats
        target_dtype = np.find_common_type(df_dtypes, [])
698
699
700
701
702
703
704
705
706
707
        try:
            # most common case (no nullable dtypes)
            data = data.to_numpy(dtype=target_dtype, copy=False)
        except TypeError:
            # 1.0 <= pd version < 1.1 and nullable dtypes, least common case
            # raises error because array is casted to type(pd.NA) and there's no na_value argument
            data = data.astype(target_dtype, copy=False).values
        except ValueError:
            # data has nullable dtypes, but we can specify na_value argument and copy will be made
            data = data.to_numpy(dtype=target_dtype, na_value=np.nan)
708
709
710
711
712
713
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
714
715


716
717
718
719
def _dump_pandas_categorical(
    pandas_categorical: Optional[List[List]],
    file_name: Optional[Union[str, Path]] = None
) -> str:
720
    categorical_json = json.dumps(pandas_categorical, default=_json_default_with_numpy)
721
    pandas_str = f'\npandas_categorical:{categorical_json}\n'
722
723
724
725
726
727
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


728
729
730
def _load_pandas_categorical(
    file_name: Optional[Union[str, Path]] = None,
    model_str: Optional[str] = None
731
) -> Optional[List[List]]:
732
733
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
734
    if file_name is not None:
735
        max_offset = -getsize(file_name)
736
737
738
739
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
740
                f.seek(offset, SEEK_END)
741
742
743
744
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
745
        last_line = lines[-1].decode('utf-8').strip()
746
        if not last_line.startswith(pandas_key):
747
            last_line = lines[-2].decode('utf-8').strip()
748
    elif model_str is not None:
749
750
751
752
753
754
        idx = model_str.rfind('\n', 0, offset)
        last_line = model_str[idx:].strip()
    if last_line.startswith(pandas_key):
        return json.loads(last_line[len(pandas_key):])
    else:
        return None
755
756


757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
class Sequence(abc.ABC):
    """
    Generic data access interface.

    Object should support the following operations:

    .. code-block::

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

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

777
778
    .. versionadded:: 3.3.0

779
780
781
782
783
784
785
786
787
    Attributes
    ----------
    batch_size : int
        Default size of a batch.
    """

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

    @abc.abstractmethod
788
    def __getitem__(self, idx: Union[int, slice, List[int]]) -> np.ndarray:
789
790
791
792
793
794
795
        """Return data for given row index.

        A basic implementation should look like this:

        .. code-block:: python

            if isinstance(idx, numbers.Integral):
796
                return self._get_one_line(idx)
797
            elif isinstance(idx, slice):
798
799
                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
            elif isinstance(idx, list):
800
                # Only required if using ``Dataset.subset()``.
801
                return np.array([self._get_one_line(i) for i in idx])
802
            else:
803
                raise TypeError(f"Sequence index must be integer, slice or list, got {type(idx).__name__}")
804
805
806

        Parameters
        ----------
807
        idx : int, slice[int], list[int]
808
809
810
811
            Item index.

        Returns
        -------
812
        result : numpy 1-D array or numpy 2-D array
813
            1-D array if idx is int, 2-D array if idx is slice or list.
814
815
816
817
818
819
820
821
822
        """
        raise NotImplementedError("Sub-classes of lightgbm.Sequence must implement __getitem__()")

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


823
class _InnerPredictor:
824
825
826
827
828
    """_InnerPredictor of LightGBM.

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

Nikita Titov's avatar
Nikita Titov committed
829
830
831
    .. note::

        Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
832
    """
833

834
835
836
837
838
839
    def __init__(
        self,
        model_file: Optional[Union[str, Path]] = None,
        booster_handle: Optional[ctypes.c_void_p] = None,
        pred_parameter: Optional[Dict[str, Any]] = None
    ):
840
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
841
842
843

        Parameters
        ----------
844
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
845
            Path to the model file.
846
847
848
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
849
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
850
851
852
853
854
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
855
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
856
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
857
                _c_str(str(model_file)),
wxchan's avatar
wxchan committed
858
859
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
860
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
861
862
863
864
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
865
            self.num_total_iteration = out_num_iterations.value
866
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
867
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
868
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
869
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
870
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
871
872
873
874
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
875
            self.num_total_iteration = self.current_iteration()
876
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
877
        else:
878
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
879

880
        pred_parameter = {} if pred_parameter is None else pred_parameter
881
        self.pred_parameter = _param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
882

883
    def __del__(self) -> None:
884
885
886
887
888
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
889

890
    def __getstate__(self) -> Dict[str, Any]:
891
892
893
894
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

895
896
    def predict(
        self,
897
        data: _LGBM_PredictDataType,
898
899
900
901
902
903
904
        start_iteration: int = 0,
        num_iteration: int = -1,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False
905
    ) -> Union[np.ndarray, scipy.sparse.spmatrix, List[scipy.sparse.spmatrix]]:
906
        """Predict logic.
wxchan's avatar
wxchan committed
907
908
909

        Parameters
        ----------
910
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
911
            Data source for prediction.
912
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
913
914
        start_iteration : int, optional (default=0)
            Start index of the iteration to predict.
915
916
917
918
919
920
921
922
923
924
925
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
        data_has_header : bool, optional (default=False)
            Whether data has header.
            Used only for txt data.
926
927
928
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
wxchan's avatar
wxchan committed
929
930
931

        Returns
        -------
932
        result : numpy array, scipy.sparse or list of scipy.sparse
933
            Prediction result.
934
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
935
        """
wxchan's avatar
wxchan committed
936
        if isinstance(data, Dataset):
937
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
938
939
940
941
942
943
944
945
946
947
948
        elif isinstance(data, pd_DataFrame) and validate_features:
            data_names = [str(x) for x in data.columns]
            ptr_names = (ctypes.c_char_p * len(data_names))()
            ptr_names[:] = [x.encode('utf-8') for x in data_names]
            _safe_call(
                _LIB.LGBM_BoosterValidateFeatureNames(
                    self.handle,
                    ptr_names,
                    ctypes.c_int(len(data_names)),
                )
            )
949
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
950
        predict_type = _C_API_PREDICT_NORMAL
wxchan's avatar
wxchan committed
951
        if raw_score:
952
            predict_type = _C_API_PREDICT_RAW_SCORE
wxchan's avatar
wxchan committed
953
        if pred_leaf:
954
            predict_type = _C_API_PREDICT_LEAF_INDEX
955
        if pred_contrib:
956
            predict_type = _C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
957
        int_data_has_header = 1 if data_has_header else 0
cbecker's avatar
cbecker committed
958

959
        if isinstance(data, (str, Path)):
960
            with _TempFile() as f:
wxchan's avatar
wxchan committed
961
962
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
963
                    _c_str(str(data)),
Guolin Ke's avatar
Guolin Ke committed
964
965
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
966
                    ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
967
                    ctypes.c_int(num_iteration),
968
969
                    _c_str(self.pred_parameter),
                    _c_str(f.name)))
970
971
                preds = np.loadtxt(f.name, dtype=np.float64)
                nrow = preds.shape[0]
wxchan's avatar
wxchan committed
972
        elif isinstance(data, scipy.sparse.csr_matrix):
973
974
975
976
977
978
            preds, nrow = self.__pred_for_csr(
                csr=data,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
Guolin Ke's avatar
Guolin Ke committed
979
        elif isinstance(data, scipy.sparse.csc_matrix):
980
981
982
983
984
985
            preds, nrow = self.__pred_for_csc(
                csc=data,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
wxchan's avatar
wxchan committed
986
        elif isinstance(data, np.ndarray):
987
988
989
990
991
992
            preds, nrow = self.__pred_for_np2d(
                mat=data,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
993
994
995
        elif isinstance(data, list):
            try:
                data = np.array(data)
996
            except BaseException:
997
                raise ValueError('Cannot convert data list to numpy array.')
998
999
1000
1001
1002
1003
            preds, nrow = self.__pred_for_np2d(
                mat=data,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1004
        elif isinstance(data, dt_DataTable):
1005
1006
1007
1008
1009
1010
            preds, nrow = self.__pred_for_np2d(
                mat=data.to_numpy(),
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
wxchan's avatar
wxchan committed
1011
1012
        else:
            try:
1013
                _log_warning('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
1014
                csr = scipy.sparse.csr_matrix(data)
1015
            except BaseException:
1016
                raise TypeError(f'Cannot predict data for type {type(data).__name__}')
1017
1018
1019
1020
1021
1022
            preds, nrow = self.__pred_for_csr(
                csr=csr,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
wxchan's avatar
wxchan committed
1023
1024
        if pred_leaf:
            preds = preds.astype(np.int32)
1025
        is_sparse = isinstance(preds, scipy.sparse.spmatrix) or isinstance(preds, list)
1026
        if not is_sparse and preds.size != nrow:
wxchan's avatar
wxchan committed
1027
            if preds.size % nrow == 0:
1028
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
1029
            else:
1030
                raise ValueError(f'Length of predict result ({preds.size}) cannot be divide nrow ({nrow})')
wxchan's avatar
wxchan committed
1031
1032
        return preds

1033
1034
1035
1036
1037
1038
1039
    def __get_num_preds(
        self,
        start_iteration: int,
        num_iteration: int,
        nrow: int,
        predict_type: int
    ) -> int:
1040
        """Get size of prediction result."""
1041
        if nrow > _MAX_INT32:
1042
            raise LightGBMError('LightGBM cannot perform prediction for data '
1043
                                f'with number of rows greater than MAX_INT32 ({_MAX_INT32}).\n'
1044
                                'You can split your data into chunks '
1045
                                'and then concatenate predictions for them')
Guolin Ke's avatar
Guolin Ke committed
1046
1047
1048
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
1049
1050
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
1051
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1052
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
1053
1054
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
1055

1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
    def __inner_predict_np2d(
        self,
        mat: np.ndarray,
        start_iteration: int,
        num_iteration: int,
        predict_type: int,
        preds: Optional[np.ndarray]
    ) -> Tuple[np.ndarray, int]:
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:  # change non-float data to float data, need to copy
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data, _ = _c_float_array(data)
1069
1070
1071
1072
1073
1074
        n_preds = self.__get_num_preds(
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            nrow=mat.shape[0],
            predict_type=predict_type
        )
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
        if preds is None:
            preds = np.empty(n_preds, dtype=np.float64)
        elif len(preds.shape) != 1 or len(preds) != n_preds:
            raise ValueError("Wrong length of pre-allocated predict array")
        out_num_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
            self.handle,
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
        if n_preds != out_num_preds.value:
            raise ValueError("Wrong length for predict results")
        return preds, mat.shape[0]

    def __pred_for_np2d(
        self,
        mat: np.ndarray,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
    ) -> Tuple[np.ndarray, int]:
1104
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1105
        if len(mat.shape) != 2:
1106
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
1107

1108
        nrow = mat.shape[0]
1109
1110
        if nrow > _MAX_INT32:
            sections = np.arange(start=_MAX_INT32, stop=nrow, step=_MAX_INT32)
1111
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
1112
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
1113
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1114
            preds = np.empty(sum(n_preds), dtype=np.float64)
1115
1116
            for chunk, (start_idx_pred, end_idx_pred) in zip(np.array_split(mat, sections),
                                                             zip(n_preds_sections, n_preds_sections[1:])):
1117
                # avoid memory consumption by arrays concatenation operations
1118
1119
1120
1121
1122
1123
1124
                self.__inner_predict_np2d(
                    mat=chunk,
                    start_iteration=start_iteration,
                    num_iteration=num_iteration,
                    predict_type=predict_type,
                    preds=preds[start_idx_pred:end_idx_pred]
                )
1125
            return preds, nrow
wxchan's avatar
wxchan committed
1126
        else:
1127
1128
1129
1130
1131
1132
1133
            return self.__inner_predict_np2d(
                mat=mat,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type,
                preds=None
            )
wxchan's avatar
wxchan committed
1134

1135
1136
1137
    def __create_sparse_native(
        self,
        cs: Union[scipy.sparse.csc_matrix, scipy.sparse.csr_matrix],
1138
1139
1140
1141
1142
1143
        out_shape: np.ndarray,
        out_ptr_indptr: "ctypes._Pointer",
        out_ptr_indices: "ctypes._Pointer",
        out_ptr_data: "ctypes._Pointer",
        indptr_type: int,
        data_type: int,
1144
        is_csr: bool
1145
    ) -> Union[List[scipy.sparse.csc_matrix], List[scipy.sparse.csr_matrix]]:
1146
1147
1148
        # create numpy array from output arrays
        data_indices_len = out_shape[0]
        indptr_len = out_shape[1]
1149
        if indptr_type == _C_API_DTYPE_INT32:
1150
            out_indptr = _cint32_array_to_numpy(out_ptr_indptr, indptr_len)
1151
        elif indptr_type == _C_API_DTYPE_INT64:
1152
            out_indptr = _cint64_array_to_numpy(out_ptr_indptr, indptr_len)
1153
1154
        else:
            raise TypeError("Expected int32 or int64 type for indptr")
1155
        if data_type == _C_API_DTYPE_FLOAT32:
1156
            out_data = _cfloat32_array_to_numpy(out_ptr_data, data_indices_len)
1157
        elif data_type == _C_API_DTYPE_FLOAT64:
1158
            out_data = _cfloat64_array_to_numpy(out_ptr_data, data_indices_len)
1159
1160
        else:
            raise TypeError("Expected float32 or float64 type for data")
1161
        out_indices = _cint32_array_to_numpy(out_ptr_indices, data_indices_len)
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
        # break up indptr based on number of rows (note more than one matrix in multiclass case)
        per_class_indptr_shape = cs.indptr.shape[0]
        # for CSC there is extra column added
        if not is_csr:
            per_class_indptr_shape += 1
        out_indptr_arrays = np.split(out_indptr, out_indptr.shape[0] / per_class_indptr_shape)
        # reformat output into a csr or csc matrix or list of csr or csc matrices
        cs_output_matrices = []
        offset = 0
        for cs_indptr in out_indptr_arrays:
            matrix_indptr_len = cs_indptr[cs_indptr.shape[0] - 1]
            cs_indices = out_indices[offset + cs_indptr[0]:offset + matrix_indptr_len]
            cs_data = out_data[offset + cs_indptr[0]:offset + matrix_indptr_len]
            offset += matrix_indptr_len
            # same shape as input csr or csc matrix except extra column for expected value
            cs_shape = [cs.shape[0], cs.shape[1] + 1]
            # note: make sure we copy data as it will be deallocated next
            if is_csr:
                cs_output_matrices.append(scipy.sparse.csr_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
            else:
                cs_output_matrices.append(scipy.sparse.csc_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
        # free the temporary native indptr, indices, and data
        _safe_call(_LIB.LGBM_BoosterFreePredictSparse(out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                      ctypes.c_int(indptr_type), ctypes.c_int(data_type)))
        if len(cs_output_matrices) == 1:
            return cs_output_matrices[0]
        return cs_output_matrices

1190
1191
1192
1193
1194
1195
1196
1197
1198
    def __inner_predict_csr(
        self,
        csr: scipy.sparse.csr_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int,
        preds: Optional[np.ndarray]
    ) -> Tuple[np.ndarray, int]:
        nrow = len(csr.indptr) - 1
1199
1200
1201
1202
1203
1204
        n_preds = self.__get_num_preds(
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            nrow=nrow,
            predict_type=predict_type
        )
1205
1206
1207
1208
1209
        if preds is None:
            preds = np.empty(n_preds, dtype=np.float64)
        elif len(preds.shape) != 1 or len(preds) != n_preds:
            raise ValueError("Wrong length of pre-allocated predict array")
        out_num_preds = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
1210

1211
1212
        ptr_indptr, type_ptr_indptr, _ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
1213

1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
        assert csr.shape[1] <= _MAX_INT32
        csr_indices = csr.indices.astype(np.int32, copy=False)

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

    def __inner_predict_csr_sparse(
        self,
        csr: scipy.sparse.csr_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
1243
    ) -> Tuple[Union[List[scipy.sparse.csc_matrix], List[scipy.sparse.csr_matrix]], int]:
1244
1245
1246
1247
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
        csr_indices = csr.indices.astype(np.int32, copy=False)
        matrix_type = _C_API_MATRIX_TYPE_CSR
1248
        out_ptr_indptr: _ctypes_int_ptr
1249
1250
1251
1252
1253
        if type_ptr_indptr == _C_API_DTYPE_INT32:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
        else:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
        out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
1254
        out_ptr_data: _ctypes_float_ptr
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
        if type_ptr_data == _C_API_DTYPE_FLOAT32:
            out_ptr_data = ctypes.POINTER(ctypes.c_float)()
        else:
            out_ptr_data = ctypes.POINTER(ctypes.c_double)()
        out_shape = np.empty(2, dtype=np.int64)
        _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
            self.handle,
            ptr_indptr,
            ctypes.c_int(type_ptr_indptr),
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.c_int(matrix_type),
            out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
            ctypes.byref(out_ptr_indptr),
            ctypes.byref(out_ptr_indices),
            ctypes.byref(out_ptr_data)))
        matrices = self.__create_sparse_native(
            cs=csr,
            out_shape=out_shape,
            out_ptr_indptr=out_ptr_indptr,
            out_ptr_indices=out_ptr_indices,
            out_ptr_data=out_ptr_data,
            indptr_type=type_ptr_indptr,
            data_type=type_ptr_data,
            is_csr=True
        )
        nrow = len(csr.indptr) - 1
        return matrices, nrow

1292
1293
1294
1295
1296
1297
1298
    def __pred_for_csr(
        self,
        csr: scipy.sparse.csr_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
    ) -> Tuple[np.ndarray, int]:
1299
        """Predict for a CSR data."""
1300
        if predict_type == _C_API_PREDICT_CONTRIB:
1301
1302
1303
1304
1305
1306
            return self.__inner_predict_csr_sparse(
                csr=csr,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1307
        nrow = len(csr.indptr) - 1
1308
1309
        if nrow > _MAX_INT32:
            sections = [0] + list(np.arange(start=_MAX_INT32, stop=nrow, step=_MAX_INT32)) + [nrow]
1310
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
1311
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff(sections)]
1312
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1313
            preds = np.empty(sum(n_preds), dtype=np.float64)
1314
1315
            for (start_idx, end_idx), (start_idx_pred, end_idx_pred) in zip(zip(sections, sections[1:]),
                                                                            zip(n_preds_sections, n_preds_sections[1:])):
1316
                # avoid memory consumption by arrays concatenation operations
1317
1318
1319
1320
1321
1322
1323
                self.__inner_predict_csr(
                    csr=csr[start_idx:end_idx],
                    start_iteration=start_iteration,
                    num_iteration=num_iteration,
                    predict_type=predict_type,
                    preds=preds[start_idx_pred:end_idx_pred]
                )
1324
1325
            return preds, nrow
        else:
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
            return self.__inner_predict_csr(
                csr=csr,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type,
                preds=None
            )

    def __inner_predict_sparse_csc(
        self,
1336
1337
1338
1339
        csc: scipy.sparse.csc_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
1340
1341
1342
1343
1344
    ):
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
        csc_indices = csc.indices.astype(np.int32, copy=False)
        matrix_type = _C_API_MATRIX_TYPE_CSC
1345
        out_ptr_indptr: _ctypes_int_ptr
1346
1347
1348
1349
1350
        if type_ptr_indptr == _C_API_DTYPE_INT32:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
        else:
            out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
        out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
1351
        out_ptr_data: _ctypes_float_ptr
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
        if type_ptr_data == _C_API_DTYPE_FLOAT32:
            out_ptr_data = ctypes.POINTER(ctypes.c_float)()
        else:
            out_ptr_data = ctypes.POINTER(ctypes.c_double)()
        out_shape = np.empty(2, dtype=np.int64)
        _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
            self.handle,
            ptr_indptr,
            ctypes.c_int(type_ptr_indptr),
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
            ctypes.c_int(start_iteration),
            ctypes.c_int(num_iteration),
            _c_str(self.pred_parameter),
            ctypes.c_int(matrix_type),
            out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
            ctypes.byref(out_ptr_indptr),
            ctypes.byref(out_ptr_indices),
            ctypes.byref(out_ptr_data)))
        matrices = self.__create_sparse_native(
            cs=csc,
            out_shape=out_shape,
            out_ptr_indptr=out_ptr_indptr,
            out_ptr_indices=out_ptr_indices,
            out_ptr_data=out_ptr_data,
            indptr_type=type_ptr_indptr,
            data_type=type_ptr_data,
            is_csr=False
        )
        nrow = csc.shape[0]
        return matrices, nrow
Guolin Ke's avatar
Guolin Ke committed
1388

1389
1390
1391
1392
1393
1394
1395
    def __pred_for_csc(
        self,
        csc: scipy.sparse.csc_matrix,
        start_iteration: int,
        num_iteration: int,
        predict_type: int
    ) -> Tuple[np.ndarray, int]:
1396
        """Predict for a CSC data."""
Guolin Ke's avatar
Guolin Ke committed
1397
        nrow = csc.shape[0]
1398
        if nrow > _MAX_INT32:
1399
1400
1401
1402
1403
1404
            return self.__pred_for_csr(
                csr=csc.tocsr(),
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1405
        if predict_type == _C_API_PREDICT_CONTRIB:
1406
1407
1408
1409
1410
1411
            return self.__inner_predict_sparse_csc(
                csc=csc,
                start_iteration=start_iteration,
                num_iteration=num_iteration,
                predict_type=predict_type
            )
1412
1413
1414
1415
1416
1417
        n_preds = self.__get_num_preds(
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            nrow=nrow,
            predict_type=predict_type
        )
1418
        preds = np.empty(n_preds, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1419
1420
        out_num_preds = ctypes.c_int64(0)

1421
1422
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
1423

1424
        assert csc.shape[0] <= _MAX_INT32
1425
        csc_indices = csc.indices.astype(np.int32, copy=False)
1426

Guolin Ke's avatar
Guolin Ke committed
1427
1428
1429
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
1430
            ctypes.c_int(type_ptr_indptr),
1431
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1432
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1433
1434
1435
1436
1437
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
1438
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1439
            ctypes.c_int(num_iteration),
1440
            _c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
1441
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
1442
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1443
        if n_preds != out_num_preds.value:
1444
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
1445
1446
        return preds, nrow

1447
    def current_iteration(self) -> int:
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
        """Get the index of the current iteration.

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

wxchan's avatar
wxchan committed
1461

1462
class Dataset:
wxchan's avatar
wxchan committed
1463
    """Dataset in LightGBM."""
1464

1465
1466
    def __init__(
        self,
1467
        data: _LGBM_TrainDataType,
1468
        label: Optional[_LGBM_LabelType] = None,
1469
        reference: Optional["Dataset"] = None,
1470
1471
1472
        weight: Optional[_LGBM_WeightType] = None,
        group: Optional[_LGBM_GroupType] = None,
        init_score: Optional[_LGBM_InitScoreType] = None,
1473
1474
        feature_name: _LGBM_FeatureNameConfiguration = 'auto',
        categorical_feature: _LGBM_CategoricalFeatureConfiguration = 'auto',
1475
1476
1477
        params: Optional[Dict[str, Any]] = None,
        free_raw_data: bool = True
    ):
1478
        """Initialize Dataset.
1479

wxchan's avatar
wxchan committed
1480
1481
        Parameters
        ----------
1482
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
1483
            Data source of Dataset.
1484
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1485
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1486
1487
1488
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
1489
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1490
            Weight for each instance. Weights should be non-negative.
1491
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1492
1493
1494
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1495
1496
            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.
1497
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
1498
            Init score for Dataset.
1499
        feature_name : list of str, or 'auto', optional (default="auto")
1500
1501
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
1502
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
1503
1504
            Categorical features.
            If list of int, interpreted as indices.
1505
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
1506
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
1507
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
1508
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
1509
            All negative values in categorical features will be treated as missing values.
1510
            The output cannot be monotonically constrained with respect to a categorical feature.
1511
            Floating point numbers in categorical features will be rounded towards 0.
Nikita Titov's avatar
Nikita Titov committed
1512
        params : dict or None, optional (default=None)
1513
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1514
        free_raw_data : bool, optional (default=True)
1515
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
1516
        """
1517
        self.handle: Optional[_DatasetHandle] = None
wxchan's avatar
wxchan committed
1518
1519
1520
1521
1522
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
1523
        self.init_score = init_score
1524
1525
        self.feature_name: _LGBM_FeatureNameConfiguration = feature_name
        self.categorical_feature: _LGBM_CategoricalFeatureConfiguration = categorical_feature
1526
        self.params = deepcopy(params)
wxchan's avatar
wxchan committed
1527
        self.free_raw_data = free_raw_data
1528
        self.used_indices: Optional[List[int]] = None
1529
        self._need_slice = True
1530
        self._predictor: Optional[_InnerPredictor] = None
1531
        self.pandas_categorical = None
1532
        self._params_back_up = None
1533
        self.version = 0
1534
        self._start_row = 0  # Used when pushing rows one by one.
wxchan's avatar
wxchan committed
1535

1536
    def __del__(self) -> None:
1537
1538
1539
1540
        try:
            self._free_handle()
        except AttributeError:
            pass
1541

1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
    def _create_sample_indices(self, total_nrow: int) -> np.ndarray:
        """Get an array of randomly chosen indices from this ``Dataset``.

        Indices are sampled without replacement.

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

        Returns
        -------
        indices : numpy array
            Indices for sampled data.
        """
1559
        param_str = _param_dict_to_str(self.get_params())
1560
1561
        sample_cnt = _get_sample_count(total_nrow, param_str)
        indices = np.empty(sample_cnt, dtype=np.int32)
1562
        ptr_data, _, _ = _c_int_array(indices)
1563
1564
1565
1566
        actual_sample_cnt = ctypes.c_int32(0)

        _safe_call(_LIB.LGBM_SampleIndices(
            ctypes.c_int32(total_nrow),
1567
            _c_str(param_str),
1568
1569
1570
            ptr_data,
            ctypes.byref(actual_sample_cnt),
        ))
1571
1572
        assert sample_cnt == actual_sample_cnt.value
        return indices
1573

1574
1575
1576
1577
1578
    def _init_from_ref_dataset(
        self,
        total_nrow: int,
        ref_dataset: _DatasetHandle
    ) -> 'Dataset':
1579
1580
1581
1582
1583
1584
        """Create dataset from a reference dataset.

        Parameters
        ----------
        total_nrow : int
            Number of rows expected to add to dataset.
1585
1586
        ref_dataset : object
            Handle of reference dataset to extract metadata from.
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611

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

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

        Parameters
        ----------
1612
        sample_data : list of numpy array
1613
            Sample data for each column.
1614
        sample_indices : list of numpy array
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
            Sample data row index for each column.
        sample_cnt : int
            Number of samples.
        total_nrow : int
            Total number of rows for all input files.

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

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

        # c type: double**
        # each double* element points to start of each column of sample data.
1637
        sample_col_ptr: _ctypes_float_array = (ctypes.POINTER(ctypes.c_double) * ncol)()
1638
1639
        # c type int**
        # each int* points to start of indices for each column
1640
        indices_col_ptr: _ctypes_int_array = (ctypes.POINTER(ctypes.c_int32) * ncol)()
1641
        for i in range(ncol):
1642
1643
            sample_col_ptr[i] = _c_float_array(sample_data[i])[0]
            indices_col_ptr[i] = _c_int_array(sample_indices[i])[0]
1644
1645

        num_per_col = np.array([len(d) for d in sample_indices], dtype=np.int32)
1646
        num_per_col_ptr, _, _ = _c_int_array(num_per_col)
1647
1648

        self.handle = ctypes.c_void_p()
1649
        params_str = _param_dict_to_str(self.get_params())
1650
1651
1652
1653
1654
1655
1656
        _safe_call(_LIB.LGBM_DatasetCreateFromSampledColumn(
            ctypes.cast(sample_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.cast(indices_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_int32))),
            ctypes.c_int32(ncol),
            num_per_col_ptr,
            ctypes.c_int32(sample_cnt),
            ctypes.c_int32(total_nrow),
1657
            ctypes.c_int64(total_nrow),
1658
            _c_str(params_str),
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
            ctypes.byref(self.handle),
        ))
        return self

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

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

        Returns
        -------
        self : Dataset
            Dataset object.
        """
        nrow, ncol = data.shape
        data = data.reshape(data.size)
1678
        data_ptr, data_type, _ = _c_float_array(data)
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690

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

1691
    def get_params(self) -> Dict[str, Any]:
1692
1693
1694
1695
        """Get the used parameters in the Dataset.

        Returns
        -------
1696
        params : dict
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
            The used parameters in this Dataset object.
        """
        if self.params is not None:
            # no min_data, nthreads and verbose in this function
            dataset_params = _ConfigAliases.get("bin_construct_sample_cnt",
                                                "categorical_feature",
                                                "data_random_seed",
                                                "enable_bundle",
                                                "feature_pre_filter",
                                                "forcedbins_filename",
                                                "group_column",
                                                "header",
                                                "ignore_column",
                                                "is_enable_sparse",
                                                "label_column",
1712
                                                "linear_tree",
1713
1714
1715
1716
                                                "max_bin",
                                                "max_bin_by_feature",
                                                "min_data_in_bin",
                                                "pre_partition",
Nikita Titov's avatar
Nikita Titov committed
1717
                                                "precise_float_parser",
1718
1719
1720
1721
1722
                                                "two_round",
                                                "use_missing",
                                                "weight_column",
                                                "zero_as_missing")
            return {k: v for k, v in self.params.items() if k in dataset_params}
1723
1724
        else:
            return {}
1725

1726
    def _free_handle(self) -> "Dataset":
1727
        if self.handle is not None:
1728
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
1729
            self.handle = None
1730
        self._need_slice = True
Guolin Ke's avatar
Guolin Ke committed
1731
1732
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
1733
        return self
wxchan's avatar
wxchan committed
1734

1735
1736
1737
    def _set_init_score_by_predictor(
        self,
        predictor: Optional[_InnerPredictor],
1738
        data: _LGBM_TrainDataType,
1739
        used_indices: Optional[Union[List[int], np.ndarray]]
1740
    ) -> "Dataset":
Guolin Ke's avatar
Guolin Ke committed
1741
        data_has_header = False
1742
        if isinstance(data, (str, Path)) and self.params is not None:
Guolin Ke's avatar
Guolin Ke committed
1743
            # check data has header or not
1744
            data_has_header = any(self.params.get(alias, False) for alias in _ConfigAliases.get("header"))
Guolin Ke's avatar
Guolin Ke committed
1745
        num_data = self.num_data()
1746
        if predictor is not None:
1747
1748
1749
1750
1751
            init_score: Union[np.ndarray, scipy.sparse.spmatrix] = predictor.predict(
                data=data,
                raw_score=True,
                data_has_header=data_has_header
            )
1752
            init_score = init_score.ravel()
1753
            if used_indices is not None:
1754
                assert not self._need_slice
1755
                if isinstance(data, (str, Path)):
1756
                    sub_init_score = np.empty(num_data * predictor.num_class, dtype=np.float64)
1757
                    assert num_data == len(used_indices)
1758
1759
                    for i in range(len(used_indices)):
                        for j in range(predictor.num_class):
1760
1761
1762
1763
                            sub_init_score[i * predictor.num_class + j] = init_score[used_indices[i] * predictor.num_class + j]
                    init_score = sub_init_score
            if predictor.num_class > 1:
                # need to regroup init_score
1764
                new_init_score = np.empty(init_score.size, dtype=np.float64)
1765
1766
                for i in range(num_data):
                    for j in range(predictor.num_class):
1767
1768
1769
                        new_init_score[j * num_data + i] = init_score[i * predictor.num_class + j]
                init_score = new_init_score
        elif self.init_score is not None:
1770
            init_score = np.full_like(self.init_score, fill_value=0.0, dtype=np.float64)
1771
1772
        else:
            return self
Guolin Ke's avatar
Guolin Ke committed
1773
        self.set_init_score(init_score)
1774
        return self
Guolin Ke's avatar
Guolin Ke committed
1775

1776
1777
    def _lazy_init(
        self,
1778
        data: Optional[_LGBM_TrainDataType],
1779
1780
1781
1782
1783
1784
1785
1786
1787
        label: Optional[_LGBM_LabelType],
        reference: Optional["Dataset"],
        weight: Optional[_LGBM_WeightType],
        group: Optional[_LGBM_GroupType],
        init_score: Optional[_LGBM_InitScoreType],
        predictor: Optional[_InnerPredictor],
        feature_name: _LGBM_FeatureNameConfiguration,
        categorical_feature: _LGBM_CategoricalFeatureConfiguration,
        params: Optional[Dict[str, Any]]
1788
    ) -> "Dataset":
wxchan's avatar
wxchan committed
1789
1790
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
1791
            return self
Guolin Ke's avatar
Guolin Ke committed
1792
1793
1794
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
1795
1796
1797
1798
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data=data,
                                                                                             feature_name=feature_name,
                                                                                             categorical_feature=categorical_feature,
                                                                                             pandas_categorical=self.pandas_categorical)
Guolin Ke's avatar
Guolin Ke committed
1799

1800
        # process for args
wxchan's avatar
wxchan committed
1801
        params = {} if params is None else params
1802
1803
1804
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
1805
        for key in params.keys():
1806
            if key in args_names:
1807
1808
                _log_warning(f'{key} keyword has been found in `params` and will be ignored.\n'
                             f'Please use {key} argument of the Dataset constructor to pass this parameter.')
1809
        # get categorical features
1810
1811
1812
1813
1814
1815
        if categorical_feature is not None:
            categorical_indices = set()
            feature_dict = {}
            if feature_name is not None:
                feature_dict = {name: i for i, name in enumerate(feature_name)}
            for name in categorical_feature:
1816
                if isinstance(name, str) and name in feature_dict:
1817
                    categorical_indices.add(feature_dict[name])
1818
                elif isinstance(name, int):
1819
1820
                    categorical_indices.add(name)
                else:
1821
                    raise TypeError(f"Wrong type({type(name).__name__}) or unknown name({name}) in categorical_feature")
1822
            if categorical_indices:
1823
1824
                for cat_alias in _ConfigAliases.get("categorical_feature"):
                    if cat_alias in params:
1825
                        # If the params[cat_alias] is equal to categorical_indices, do not report the warning.
1826
                        if not (isinstance(params[cat_alias], list) and set(params[cat_alias]) == categorical_indices):
1827
                            _log_warning(f'{cat_alias} in param dict is overridden.')
1828
                        params.pop(cat_alias, None)
1829
                params['categorical_column'] = sorted(categorical_indices)
1830

1831
        params_str = _param_dict_to_str(params)
1832
        self.params = params
1833
        # process for reference dataset
wxchan's avatar
wxchan committed
1834
        ref_dataset = None
wxchan's avatar
wxchan committed
1835
        if isinstance(reference, Dataset):
1836
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
1837
1838
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
1839
        # start construct data
1840
        if isinstance(data, (str, Path)):
wxchan's avatar
wxchan committed
1841
1842
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
1843
1844
                _c_str(str(data)),
                _c_str(params_str),
wxchan's avatar
wxchan committed
1845
1846
1847
1848
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
1849
1850
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
1851
1852
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
1853
1854
1855
1856
1857
1858
1859
1860
1861
        elif isinstance(data, list) and len(data) > 0:
            if all(isinstance(x, np.ndarray) for x in data):
                self.__init_from_list_np2d(data, params_str, ref_dataset)
            elif all(isinstance(x, Sequence) for x in data):
                self.__init_from_seqs(data, ref_dataset)
            else:
                raise TypeError('Data list can only be of ndarray or Sequence')
        elif isinstance(data, Sequence):
            self.__init_from_seqs([data], ref_dataset)
1862
        elif isinstance(data, dt_DataTable):
1863
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
1864
1865
1866
1867
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
1868
            except BaseException:
1869
                raise TypeError(f'Cannot initialize Dataset from {type(data).__name__}')
wxchan's avatar
wxchan committed
1870
1871
1872
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
1873
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
1874
1875
1876
1877
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
1878
1879
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
1880
                _log_warning("The init_score will be overridden by the prediction of init_model.")
1881
1882
1883
1884
1885
            self._set_init_score_by_predictor(
                predictor=predictor,
                data=data,
                used_indices=None
            )
1886
1887
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
1888
        elif predictor is not None:
1889
            raise TypeError(f'Wrong predictor type {type(predictor).__name__}')
Guolin Ke's avatar
Guolin Ke committed
1890
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
1891
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
1892

1893
1894
    @staticmethod
    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
1895
1896
1897
1898
1899
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
        offset = 0
        seq_id = 0
        seq = seqs[seq_id]
        for row_id in indices:
            assert row_id >= offset, "sample indices are expected to be monotonic"
            while row_id >= offset + len(seq):
                offset += len(seq)
                seq_id += 1
                seq = seqs[seq_id]
            id_in_seq = row_id - offset
            row = seq[id_in_seq]
            yield row if row.flags['OWNDATA'] else row.copy()

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

        Mimics behavior in c_api.cpp:LGBM_DatasetCreateFromMats()

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

        # Select sampled rows, transpose to column order.
1920
        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
        sampled = sampled.T

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

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

        return filtered, filtered_idx

1936
1937
1938
    def __init_from_seqs(
        self,
        seqs: List[Sequence],
1939
        ref_dataset: Optional[_DatasetHandle]
1940
    ) -> "Dataset":
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
        """
        Initialize data from list of Sequence objects.

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

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

        # create validation dataset from ref_dataset
        if ref_dataset is not None:
            self._init_from_ref_dataset(total_nrow, ref_dataset)
        else:
1955
            param_str = _param_dict_to_str(self.get_params())
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
            sample_cnt = _get_sample_count(total_nrow, param_str)

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

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

1969
1970
1971
1972
1973
1974
    def __init_from_np2d(
        self,
        mat: np.ndarray,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
1975
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1976
1977
1978
1979
1980
1981
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        self.handle = ctypes.c_void_p()
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
1982
        else:  # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
1983
1984
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

1985
        ptr_data, type_ptr_data, _ = _c_float_array(data)
wxchan's avatar
wxchan committed
1986
1987
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1988
            ctypes.c_int(type_ptr_data),
1989
1990
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
1991
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
1992
            _c_str(params_str),
wxchan's avatar
wxchan committed
1993
1994
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1995
        return self
wxchan's avatar
wxchan committed
1996

1997
1998
1999
2000
2001
2002
    def __init_from_list_np2d(
        self,
        mats: List[np.ndarray],
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
2003
        """Initialize data from a list of 2-D numpy matrices."""
2004
        ncol = mats[0].shape[1]
2005
        nrow = np.empty((len(mats),), np.int32)
2006
        ptr_data: _ctypes_float_array
2007
2008
2009
2010
2011
2012
        if mats[0].dtype == np.float64:
            ptr_data = (ctypes.POINTER(ctypes.c_double) * len(mats))()
        else:
            ptr_data = (ctypes.POINTER(ctypes.c_float) * len(mats))()

        holders = []
2013
        type_ptr_data = -1
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025

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

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

            nrow[i] = mat.shape[0]

            if mat.dtype == np.float32 or mat.dtype == np.float64:
                mats[i] = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
2026
            else:  # change non-float data to float data, need to copy
2027
2028
                mats[i] = np.array(mat.reshape(mat.size), dtype=np.float32)

2029
            chunk_ptr_data, chunk_type_ptr_data, holder = _c_float_array(mats[i])
2030
            if type_ptr_data != -1 and chunk_type_ptr_data != type_ptr_data:
2031
2032
2033
2034
2035
2036
2037
                raise ValueError('Input chunks must have same type')
            ptr_data[i] = chunk_ptr_data
            type_ptr_data = chunk_type_ptr_data
            holders.append(holder)

        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateFromMats(
2038
            ctypes.c_int32(len(mats)),
2039
2040
2041
            ctypes.cast(ptr_data, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.c_int(type_ptr_data),
            nrow.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
2042
            ctypes.c_int32(ncol),
2043
            ctypes.c_int(_C_API_IS_ROW_MAJOR),
2044
            _c_str(params_str),
2045
2046
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
2047
        return self
2048

2049
2050
2051
2052
2053
2054
    def __init_from_csr(
        self,
        csr: scipy.sparse.csr_matrix,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
2055
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
2056
        if len(csr.indices) != len(csr.data):
2057
            raise ValueError(f'Length mismatch: {len(csr.indices)} vs {len(csr.data)}')
wxchan's avatar
wxchan committed
2058
2059
        self.handle = ctypes.c_void_p()

2060
2061
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csr.data)
wxchan's avatar
wxchan committed
2062

2063
        assert csr.shape[1] <= _MAX_INT32
2064
        csr_indices = csr.indices.astype(np.int32, copy=False)
2065

wxchan's avatar
wxchan committed
2066
2067
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
2068
            ctypes.c_int(type_ptr_indptr),
2069
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
wxchan's avatar
wxchan committed
2070
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
2071
2072
2073
2074
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
2075
            _c_str(params_str),
wxchan's avatar
wxchan committed
2076
2077
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
2078
        return self
wxchan's avatar
wxchan committed
2079

2080
2081
2082
2083
2084
2085
    def __init_from_csc(
        self,
        csc: scipy.sparse.csc_matrix,
        params_str: str,
        ref_dataset: Optional[_DatasetHandle]
    ) -> "Dataset":
2086
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
2087
        if len(csc.indices) != len(csc.data):
2088
            raise ValueError(f'Length mismatch: {len(csc.indices)} vs {len(csc.data)}')
Guolin Ke's avatar
Guolin Ke committed
2089
2090
        self.handle = ctypes.c_void_p()

2091
2092
        ptr_indptr, type_ptr_indptr, __ = _c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = _c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
2093

2094
        assert csc.shape[0] <= _MAX_INT32
2095
        csc_indices = csc.indices.astype(np.int32, copy=False)
2096

Guolin Ke's avatar
Guolin Ke committed
2097
2098
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
2099
            ctypes.c_int(type_ptr_indptr),
2100
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
2101
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
2102
2103
2104
2105
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
2106
            _c_str(params_str),
Guolin Ke's avatar
Guolin Ke committed
2107
2108
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
2109
        return self
Guolin Ke's avatar
Guolin Ke committed
2110

2111
    @staticmethod
2112
2113
2114
2115
2116
2117
    def _compare_params_for_warning(
        params: Optional[Dict[str, Any]],
        other_params: Optional[Dict[str, Any]],
        ignore_keys: Set[str]
    ) -> bool:
        """Compare two dictionaries with params ignoring some keys.
2118

2119
2120
2121
2122
2123
2124
2125
2126
2127
2128
        It is only for the warning purpose.

        Parameters
        ----------
        params : dict or None
            One dictionary with parameters to compare.
        other_params : dict or None
            Another dictionary with parameters to compare.
        ignore_keys : set
            Keys that should be ignored during comparing two dictionaries.
2129
2130
2131

        Returns
        -------
2132
2133
        compare_result : bool
          Returns whether two dictionaries with params are equal.
2134
2135
2136
2137
2138
2139
2140
2141
2142
2143
2144
2145
2146
2147
2148
        """
        if params is None:
            params = {}
        if other_params is None:
            other_params = {}
        for k in other_params:
            if k not in ignore_keys:
                if k not in params or params[k] != other_params[k]:
                    return False
        for k in params:
            if k not in ignore_keys:
                if k not in other_params or params[k] != other_params[k]:
                    return False
        return True

2149
    def construct(self) -> "Dataset":
2150
2151
2152
2153
2154
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
2155
            Constructed Dataset object.
2156
        """
2157
        if self.handle is None:
wxchan's avatar
wxchan committed
2158
            if self.reference is not None:
2159
                reference_params = self.reference.get_params()
2160
2161
                params = self.get_params()
                if params != reference_params:
2162
2163
2164
2165
2166
                    if not self._compare_params_for_warning(
                        params=params,
                        other_params=reference_params,
                        ignore_keys=_ConfigAliases.get("categorical_feature")
                    ):
2167
                        _log_warning('Overriding the parameters from Reference Dataset.')
2168
                    self._update_params(reference_params)
wxchan's avatar
wxchan committed
2169
                if self.used_indices is None:
2170
                    # create valid
2171
                    self._lazy_init(data=self.data, label=self.label, reference=self.reference,
2172
2173
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
2174
                                    feature_name=self.feature_name, categorical_feature='auto', params=self.params)
wxchan's avatar
wxchan committed
2175
                else:
2176
                    # construct subset
2177
                    used_indices = _list_to_1d_numpy(self.used_indices, dtype=np.int32, name='used_indices')
2178
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
2179
                    if self.reference.group is not None:
2180
                        group_info = np.array(self.reference.group).astype(np.int32, copy=False)
2181
                        _, self.group = np.unique(np.repeat(range(len(group_info)), repeats=group_info)[self.used_indices],
2182
                                                  return_counts=True)
2183
                    self.handle = ctypes.c_void_p()
2184
                    params_str = _param_dict_to_str(self.params)
wxchan's avatar
wxchan committed
2185
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
2186
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
2187
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
2188
                        ctypes.c_int32(used_indices.shape[0]),
2189
                        _c_str(params_str),
wxchan's avatar
wxchan committed
2190
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2191
2192
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
2193
2194
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
2195
2196
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
2197
2198
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
2199
2200
2201
2202
2203
                        self._set_init_score_by_predictor(
                            predictor=self._predictor,
                            data=self.data,
                            used_indices=used_indices
                        )
wxchan's avatar
wxchan committed
2204
            else:
2205
                # create train
2206
                self._lazy_init(data=self.data, label=self.label, reference=None,
2207
2208
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
2209
                                feature_name=self.feature_name, categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
2210
2211
            if self.free_raw_data:
                self.data = None
2212
            self.feature_name = self.get_feature_name()
wxchan's avatar
wxchan committed
2213
        return self
wxchan's avatar
wxchan committed
2214

2215
2216
    def create_valid(
        self,
2217
        data: _LGBM_TrainDataType,
2218
        label: Optional[_LGBM_LabelType] = None,
2219
2220
2221
        weight: Optional[_LGBM_WeightType] = None,
        group: Optional[_LGBM_GroupType] = None,
        init_score: Optional[_LGBM_InitScoreType] = None,
2222
2223
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
2224
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
2225
2226
2227

        Parameters
        ----------
2228
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
2229
            Data source of Dataset.
2230
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
2231
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
2232
2233
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
2234
            Weight for each instance. Weights should be non-negative.
2235
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
2236
2237
2238
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2239
2240
            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.
2241
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
2242
            Init score for Dataset.
Nikita Titov's avatar
Nikita Titov committed
2243
        params : dict or None, optional (default=None)
2244
            Other parameters for validation Dataset.
2245
2246
2247

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2248
2249
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
2250
        """
2251
        ret = Dataset(data, label=label, reference=self,
2252
                      weight=weight, group=group, init_score=init_score,
2253
                      params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
2254
        ret._predictor = self._predictor
2255
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
2256
        return ret
wxchan's avatar
wxchan committed
2257

2258
2259
2260
2261
2262
    def subset(
        self,
        used_indices: List[int],
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
2263
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
2264
2265
2266
2267

        Parameters
        ----------
        used_indices : list of int
2268
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
2269
        params : dict or None, optional (default=None)
2270
            These parameters will be passed to Dataset constructor.
2271
2272
2273
2274
2275

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
2276
        """
wxchan's avatar
wxchan committed
2277
2278
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
2279
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
2280
2281
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
2282
        ret._predictor = self._predictor
2283
        ret.pandas_categorical = self.pandas_categorical
2284
        ret.used_indices = sorted(used_indices)
wxchan's avatar
wxchan committed
2285
2286
        return ret

2287
    def save_binary(self, filename: Union[str, Path]) -> "Dataset":
2288
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
2289

2290
2291
2292
2293
2294
        .. note::

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

wxchan's avatar
wxchan committed
2295
2296
        Parameters
        ----------
2297
        filename : str or pathlib.Path
wxchan's avatar
wxchan committed
2298
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
2299
2300
2301
2302
2303

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
2304
2305
2306
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
2307
            _c_str(str(filename))))
Nikita Titov's avatar
Nikita Titov committed
2308
        return self
wxchan's avatar
wxchan committed
2309

2310
    def _update_params(self, params: Optional[Dict[str, Any]]) -> "Dataset":
2311
2312
        if not params:
            return self
2313
        params = deepcopy(params)
2314
2315
2316
2317
2318

        def update():
            if not self.params:
                self.params = params
            else:
2319
                self._params_back_up = deepcopy(self.params)
2320
2321
2322
2323
2324
2325
                self.params.update(params)

        if self.handle is None:
            update()
        elif params is not None:
            ret = _LIB.LGBM_DatasetUpdateParamChecking(
2326
2327
                _c_str(_param_dict_to_str(self.params)),
                _c_str(_param_dict_to_str(params)))
2328
2329
2330
2331
2332
2333
            if ret != 0:
                # could be updated if data is not freed
                if self.data is not None:
                    update()
                    self._free_handle()
                else:
2334
                    raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
Nikita Titov's avatar
Nikita Titov committed
2335
        return self
wxchan's avatar
wxchan committed
2336

2337
    def _reverse_update_params(self) -> "Dataset":
2338
        if self.handle is None:
2339
2340
            self.params = deepcopy(self._params_back_up)
            self._params_back_up = None
Nikita Titov's avatar
Nikita Titov committed
2341
        return self
2342

2343
2344
2345
    def set_field(
        self,
        field_name: str,
2346
        data: Optional[Union[List[List[float]], List[List[int]], List[float], List[int], np.ndarray, pd_Series, pd_DataFrame]]
2347
    ) -> "Dataset":
wxchan's avatar
wxchan committed
2348
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
2349
2350
2351

        Parameters
        ----------
2352
        field_name : str
2353
            The field name of the information.
2354
2355
        data : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
            The data to be set.
Nikita Titov's avatar
Nikita Titov committed
2356
2357
2358
2359
2360

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
2361
        """
2362
        if self.handle is None:
2363
            raise Exception(f"Cannot set {field_name} before construct dataset")
wxchan's avatar
wxchan committed
2364
        if data is None:
2365
            # set to None
wxchan's avatar
wxchan committed
2366
2367
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
2368
                _c_str(field_name),
wxchan's avatar
wxchan committed
2369
                None,
Guolin Ke's avatar
Guolin Ke committed
2370
                ctypes.c_int(0),
2371
                ctypes.c_int(_FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
2372
            return self
2373
        dtype: "np.typing.DTypeLike"
2374
        if field_name == 'init_score':
Guolin Ke's avatar
Guolin Ke committed
2375
            dtype = np.float64
2376
            if _is_1d_collection(data):
2377
                data = _list_to_1d_numpy(data, dtype=dtype, name=field_name)
2378
            elif _is_2d_collection(data):
2379
                data = _data_to_2d_numpy(data, dtype=dtype, name=field_name)
2380
2381
2382
2383
2384
2385
2386
2387
                data = data.ravel(order='F')
            else:
                raise TypeError(
                    'init_score must be list, numpy 1-D array or pandas Series.\n'
                    'In multiclass classification init_score can also be a list of lists, numpy 2-D array or pandas DataFrame.'
                )
        else:
            dtype = np.int32 if field_name == 'group' else np.float32
2388
            data = _list_to_1d_numpy(data, dtype=dtype, name=field_name)
2389

2390
        ptr_data: Union[_ctypes_float_ptr, _ctypes_int_ptr]
2391
        if data.dtype == np.float32 or data.dtype == np.float64:
2392
            ptr_data, type_data, _ = _c_float_array(data)
wxchan's avatar
wxchan committed
2393
        elif data.dtype == np.int32:
2394
            ptr_data, type_data, _ = _c_int_array(data)
wxchan's avatar
wxchan committed
2395
        else:
2396
            raise TypeError(f"Expected np.float32/64 or np.int32, met type({data.dtype})")
2397
        if type_data != _FIELD_TYPE_MAPPER[field_name]:
2398
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
2399
2400
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
2401
            _c_str(field_name),
wxchan's avatar
wxchan committed
2402
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
2403
2404
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
2405
        self.version += 1
Nikita Titov's avatar
Nikita Titov committed
2406
        return self
wxchan's avatar
wxchan committed
2407

2408
    def get_field(self, field_name: str) -> Optional[np.ndarray]:
wxchan's avatar
wxchan committed
2409
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
2410
2411
2412

        Parameters
        ----------
2413
        field_name : str
2414
            The field name of the information.
wxchan's avatar
wxchan committed
2415
2416
2417

        Returns
        -------
2418
        info : numpy array or None
2419
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2420
        """
2421
        if self.handle is None:
2422
            raise Exception(f"Cannot get {field_name} before construct Dataset")
2423
2424
        tmp_out_len = ctypes.c_int(0)
        out_type = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2425
2426
2427
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
2428
            _c_str(field_name),
wxchan's avatar
wxchan committed
2429
2430
2431
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
2432
        if out_type.value != _FIELD_TYPE_MAPPER[field_name]:
wxchan's avatar
wxchan committed
2433
2434
2435
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
2436
        if out_type.value == _C_API_DTYPE_INT32:
2437
            arr = _cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
2438
        elif out_type.value == _C_API_DTYPE_FLOAT32:
2439
            arr = _cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
2440
        elif out_type.value == _C_API_DTYPE_FLOAT64:
2441
            arr = _cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
2442
        else:
wxchan's avatar
wxchan committed
2443
            raise TypeError("Unknown type")
2444
2445
2446
2447
2448
2449
        if field_name == 'init_score':
            num_data = self.num_data()
            num_classes = arr.size // num_data
            if num_classes > 1:
                arr = arr.reshape((num_data, num_classes), order='F')
        return arr
Guolin Ke's avatar
Guolin Ke committed
2450

2451
2452
    def set_categorical_feature(
        self,
2453
        categorical_feature: _LGBM_CategoricalFeatureConfiguration
2454
    ) -> "Dataset":
2455
        """Set categorical features.
2456
2457
2458

        Parameters
        ----------
2459
        categorical_feature : list of str or int, or 'auto'
2460
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
2461
2462
2463
2464
2465

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
2466
2467
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
2468
            return self
2469
        if self.data is not None:
2470
2471
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2472
                return self._free_handle()
2473
            elif categorical_feature == 'auto':
Nikita Titov's avatar
Nikita Titov committed
2474
                return self
2475
            else:
2476
2477
2478
                if self.categorical_feature != 'auto':
                    _log_warning('categorical_feature in Dataset is overridden.\n'
                                 f'New categorical_feature is {sorted(list(categorical_feature))}')
2479
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2480
                return self._free_handle()
2481
        else:
2482
2483
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2484

2485
2486
2487
2488
    def _set_predictor(
        self,
        predictor: Optional[_InnerPredictor]
    ) -> "Dataset":
2489
2490
2491
2492
        """Set predictor for continued training.

        It is not recommended for user to call this function.
        Please use init_model argument in engine.train() or engine.cv() instead.
Guolin Ke's avatar
Guolin Ke committed
2493
        """
2494
        if predictor is None and self._predictor is None:
Nikita Titov's avatar
Nikita Titov committed
2495
            return self
2496
2497
2498
        elif isinstance(predictor, _InnerPredictor) and isinstance(self._predictor, _InnerPredictor):
            if (predictor == self._predictor) and (predictor.current_iteration() == self._predictor.current_iteration()):
                return self
2499
        if self.handle is None:
Guolin Ke's avatar
Guolin Ke committed
2500
            self._predictor = predictor
2501
2502
        elif self.data is not None:
            self._predictor = predictor
2503
2504
2505
2506
2507
            self._set_init_score_by_predictor(
                predictor=self._predictor,
                data=self.data,
                used_indices=None
            )
2508
2509
        elif self.used_indices is not None and self.reference is not None and self.reference.data is not None:
            self._predictor = predictor
2510
2511
2512
2513
2514
            self._set_init_score_by_predictor(
                predictor=self._predictor,
                data=self.reference.data,
                used_indices=self.used_indices
            )
Guolin Ke's avatar
Guolin Ke committed
2515
        else:
2516
2517
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2518
        return self
Guolin Ke's avatar
Guolin Ke committed
2519

2520
    def set_reference(self, reference: "Dataset") -> "Dataset":
2521
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
2522
2523
2524
2525

        Parameters
        ----------
        reference : Dataset
2526
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
2527
2528
2529
2530
2531

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
2532
        """
2533
2534
2535
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
2536
        # we're done if self and reference share a common upstream reference
2537
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
2538
            return self
Guolin Ke's avatar
Guolin Ke committed
2539
2540
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
2541
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
2542
        else:
2543
2544
            raise LightGBMError("Cannot set reference after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
2545

2546
    def set_feature_name(self, feature_name: _LGBM_FeatureNameConfiguration) -> "Dataset":
2547
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
2548
2549
2550

        Parameters
        ----------
2551
        feature_name : list of str
2552
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
2553
2554
2555
2556
2557

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
2558
        """
2559
2560
        if feature_name != 'auto':
            self.feature_name = feature_name
2561
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
2562
            if len(feature_name) != self.num_feature():
2563
                raise ValueError(f"Length of feature_name({len(feature_name)}) and num_feature({self.num_feature()}) don't match")
2564
            c_feature_name = [_c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
2565
2566
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
2567
                _c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
2568
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
2569
        return self
Guolin Ke's avatar
Guolin Ke committed
2570

2571
    def set_label(self, label: Optional[_LGBM_LabelType]) -> "Dataset":
2572
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
2573
2574
2575

        Parameters
        ----------
2576
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
2577
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
2578
2579
2580
2581
2582

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
2583
2584
        """
        self.label = label
2585
        if self.handle is not None:
2586
2587
2588
2589
            if isinstance(label, pd_DataFrame):
                if len(label.columns) > 1:
                    raise ValueError('DataFrame for label cannot have multiple columns')
                _check_for_bad_pandas_dtypes(label.dtypes)
2590
2591
2592
2593
2594
2595
2596
2597
2598
2599
2600
                try:
                    # most common case (no nullable dtypes)
                    label = label.to_numpy(dtype=np.float32, copy=False)
                except TypeError:
                    # 1.0 <= pd version < 1.1 and nullable dtypes, least common case
                    # raises error because array is casted to type(pd.NA) and there's no na_value argument
                    label = label.astype(np.float32, copy=False).values
                except ValueError:
                    # data has nullable dtypes, but we can specify na_value argument and copy will be made
                    label = label.to_numpy(dtype=np.float32, na_value=np.nan)
                label_array = np.ravel(label)
2601
            else:
2602
                label_array = _list_to_1d_numpy(label, dtype=np.float32, name='label')
2603
            self.set_field('label', label_array)
2604
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2605
        return self
Guolin Ke's avatar
Guolin Ke committed
2606

2607
2608
2609
2610
    def set_weight(
        self,
        weight: Optional[_LGBM_WeightType]
    ) -> "Dataset":
2611
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
2612
2613
2614

        Parameters
        ----------
2615
        weight : list, numpy 1-D array, pandas Series or None
2616
            Weight to be set for each data point. Weights should be non-negative.
Nikita Titov's avatar
Nikita Titov committed
2617
2618
2619
2620
2621

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
2622
        """
2623
2624
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
2625
        self.weight = weight
2626
        if self.handle is not None and weight is not None:
2627
            weight = _list_to_1d_numpy(weight, dtype=np.float32, name='weight')
wxchan's avatar
wxchan committed
2628
            self.set_field('weight', weight)
2629
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2630
        return self
Guolin Ke's avatar
Guolin Ke committed
2631

2632
2633
2634
2635
    def set_init_score(
        self,
        init_score: Optional[_LGBM_InitScoreType]
    ) -> "Dataset":
2636
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
2637
2638
2639

        Parameters
        ----------
2640
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
2641
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
2642
2643
2644
2645
2646

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
2647
2648
        """
        self.init_score = init_score
2649
        if self.handle is not None and init_score is not None:
wxchan's avatar
wxchan committed
2650
            self.set_field('init_score', init_score)
2651
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2652
        return self
Guolin Ke's avatar
Guolin Ke committed
2653

2654
2655
2656
2657
    def set_group(
        self,
        group: Optional[_LGBM_GroupType]
    ) -> "Dataset":
2658
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
2659
2660
2661

        Parameters
        ----------
2662
        group : list, numpy 1-D array, pandas Series or None
2663
2664
2665
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2666
2667
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
Nikita Titov's avatar
Nikita Titov committed
2668
2669
2670
2671
2672

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
2673
2674
        """
        self.group = group
2675
        if self.handle is not None and group is not None:
2676
            group = _list_to_1d_numpy(group, dtype=np.int32, name='group')
wxchan's avatar
wxchan committed
2677
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
2678
        return self
Guolin Ke's avatar
Guolin Ke committed
2679

2680
    def get_feature_name(self) -> List[str]:
2681
2682
2683
2684
        """Get the names of columns (features) in the Dataset.

        Returns
        -------
2685
        feature_names : list of str
2686
2687
2688
2689
2690
2691
2692
2693
            The names of columns (features) in the Dataset.
        """
        if self.handle is None:
            raise LightGBMError("Cannot get feature_name before construct dataset")
        num_feature = self.num_feature()
        tmp_out_len = ctypes.c_int(0)
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
2694
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
2695
2696
2697
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
            self.handle,
2698
            ctypes.c_int(num_feature),
2699
            ctypes.byref(tmp_out_len),
2700
            ctypes.c_size_t(reserved_string_buffer_size),
2701
2702
2703
2704
            ctypes.byref(required_string_buffer_size),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
2705
2706
2707
2708
2709
2710
2711
2712
2713
2714
2715
2716
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
2717
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
2718

2719
    def get_label(self) -> Optional[np.ndarray]:
2720
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2721
2722
2723

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2724
        label : numpy array or None
2725
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2726
        """
2727
        if self.label is None:
wxchan's avatar
wxchan committed
2728
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
2729
2730
        return self.label

2731
    def get_weight(self) -> Optional[np.ndarray]:
2732
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2733
2734
2735

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2736
        weight : numpy array or None
2737
            Weight for each data point from the Dataset. Weights should be non-negative.
Guolin Ke's avatar
Guolin Ke committed
2738
        """
2739
        if self.weight is None:
wxchan's avatar
wxchan committed
2740
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
2741
2742
        return self.weight

2743
    def get_init_score(self) -> Optional[np.ndarray]:
2744
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2745
2746
2747

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2748
        init_score : numpy array or None
2749
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
2750
        """
2751
        if self.init_score is None:
wxchan's avatar
wxchan committed
2752
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
2753
2754
        return self.init_score

2755
    def get_data(self) -> Optional[_LGBM_TrainDataType]:
2756
2757
2758
2759
        """Get the raw data of the Dataset.

        Returns
        -------
2760
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array or None
2761
2762
2763
2764
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
2765
        if self._need_slice and self.used_indices is not None and self.reference is not None:
Guolin Ke's avatar
Guolin Ke committed
2766
2767
            self.data = self.reference.data
            if self.data is not None:
2768
                if isinstance(self.data, np.ndarray) or isinstance(self.data, scipy.sparse.spmatrix):
Guolin Ke's avatar
Guolin Ke committed
2769
                    self.data = self.data[self.used_indices, :]
2770
                elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2771
                    self.data = self.data.iloc[self.used_indices].copy()
2772
                elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2773
                    self.data = self.data[self.used_indices, :]
2774
2775
2776
2777
                elif isinstance(self.data, Sequence):
                    self.data = self.data[self.used_indices]
                elif isinstance(self.data, list) and len(self.data) > 0 and all(isinstance(x, Sequence) for x in self.data):
                    self.data = np.array([row for row in self._yield_row_from_seqlist(self.data, self.used_indices)])
Guolin Ke's avatar
Guolin Ke committed
2778
                else:
2779
2780
                    _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                 "Returning original raw data")
2781
            self._need_slice = False
Guolin Ke's avatar
Guolin Ke committed
2782
2783
2784
        if self.data is None:
            raise LightGBMError("Cannot call `get_data` after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2785
2786
        return self.data

2787
    def get_group(self) -> Optional[np.ndarray]:
2788
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2789
2790
2791

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2792
        group : numpy array or None
2793
2794
2795
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2796
2797
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
Guolin Ke's avatar
Guolin Ke committed
2798
        """
2799
        if self.group is None:
wxchan's avatar
wxchan committed
2800
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
2801
2802
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
Nikita Titov's avatar
Nikita Titov committed
2803
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
2804
2805
        return self.group

2806
    def num_data(self) -> int:
2807
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2808
2809
2810

        Returns
        -------
2811
2812
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2813
        """
2814
        if self.handle is not None:
2815
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2816
2817
2818
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2819
        else:
2820
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2821

2822
    def num_feature(self) -> int:
2823
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2824
2825
2826

        Returns
        -------
2827
2828
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2829
        """
2830
        if self.handle is not None:
2831
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2832
2833
2834
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2835
        else:
2836
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2837

2838
    def feature_num_bin(self, feature: Union[int, str]) -> int:
2839
2840
2841
2842
        """Get the number of bins for a feature.

        Parameters
        ----------
2843
2844
        feature : int or str
            Index or name of the feature.
2845
2846
2847
2848
2849
2850
2851

        Returns
        -------
        number_of_bins : int
            The number of constructed bins for the feature in the Dataset.
        """
        if self.handle is not None:
2852
            if isinstance(feature, str):
2853
2854
2855
                feature_index = self.feature_name.index(feature)
            else:
                feature_index = feature
2856
2857
            ret = ctypes.c_int(0)
            _safe_call(_LIB.LGBM_DatasetGetFeatureNumBin(self.handle,
2858
                                                         ctypes.c_int(feature_index),
2859
2860
2861
2862
2863
                                                         ctypes.byref(ret)))
            return ret.value
        else:
            raise LightGBMError("Cannot get feature_num_bin before construct dataset")

2864
    def get_ref_chain(self, ref_limit: int = 100) -> Set["Dataset"]:
2865
2866
2867
2868
2869
        """Get a chain of Dataset objects.

        Starts with r, then goes to r.reference (if exists),
        then to r.reference.reference, etc.
        until we hit ``ref_limit`` or a reference loop.
2870
2871
2872
2873
2874

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
2875
2876
2877

        Returns
        -------
2878
2879
2880
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
2881
        head = self
2882
        ref_chain: Set[Dataset] = set()
2883
2884
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
2885
                ref_chain.add(head)
2886
2887
2888
2889
2890
2891
                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
Nikita Titov's avatar
Nikita Titov committed
2892
        return ref_chain
2893

2894
    def add_features_from(self, other: "Dataset") -> "Dataset":
2895
2896
2897
2898
2899
2900
2901
2902
2903
2904
2905
2906
2907
2908
2909
2910
2911
        """Add features from other Dataset to the current Dataset.

        Both Datasets must be constructed before calling this method.

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

        Returns
        -------
        self : Dataset
            Dataset with the new features added.
        """
        if self.handle is None or other.handle is None:
            raise ValueError('Both source and target Datasets must be constructed before adding features')
        _safe_call(_LIB.LGBM_DatasetAddFeaturesFrom(self.handle, other.handle))
Guolin Ke's avatar
Guolin Ke committed
2912
2913
2914
2915
2916
2917
2918
2919
        was_none = self.data is None
        old_self_data_type = type(self.data).__name__
        if other.data is None:
            self.data = None
        elif self.data is not None:
            if isinstance(self.data, np.ndarray):
                if isinstance(other.data, np.ndarray):
                    self.data = np.hstack((self.data, other.data))
2920
                elif isinstance(other.data, scipy.sparse.spmatrix):
Guolin Ke's avatar
Guolin Ke committed
2921
                    self.data = np.hstack((self.data, other.data.toarray()))
2922
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2923
                    self.data = np.hstack((self.data, other.data.values))
2924
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2925
2926
2927
                    self.data = np.hstack((self.data, other.data.to_numpy()))
                else:
                    self.data = None
2928
            elif isinstance(self.data, scipy.sparse.spmatrix):
Guolin Ke's avatar
Guolin Ke committed
2929
                sparse_format = self.data.getformat()
2930
                if isinstance(other.data, np.ndarray) or isinstance(other.data, scipy.sparse.spmatrix):
Guolin Ke's avatar
Guolin Ke committed
2931
                    self.data = scipy.sparse.hstack((self.data, other.data), format=sparse_format)
2932
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2933
                    self.data = scipy.sparse.hstack((self.data, other.data.values), format=sparse_format)
2934
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2935
2936
2937
                    self.data = scipy.sparse.hstack((self.data, other.data.to_numpy()), format=sparse_format)
                else:
                    self.data = None
2938
            elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2939
2940
                if not PANDAS_INSTALLED:
                    raise LightGBMError("Cannot add features to DataFrame type of raw data "
2941
2942
                                        "without pandas installed. "
                                        "Install pandas and restart your session.")
Guolin Ke's avatar
Guolin Ke committed
2943
                if isinstance(other.data, np.ndarray):
2944
                    self.data = concat((self.data, pd_DataFrame(other.data)),
Guolin Ke's avatar
Guolin Ke committed
2945
                                       axis=1, ignore_index=True)
2946
                elif isinstance(other.data, scipy.sparse.spmatrix):
2947
                    self.data = concat((self.data, pd_DataFrame(other.data.toarray())),
Guolin Ke's avatar
Guolin Ke committed
2948
                                       axis=1, ignore_index=True)
2949
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2950
2951
                    self.data = concat((self.data, other.data),
                                       axis=1, ignore_index=True)
2952
2953
                elif isinstance(other.data, dt_DataTable):
                    self.data = concat((self.data, pd_DataFrame(other.data.to_numpy())),
Guolin Ke's avatar
Guolin Ke committed
2954
2955
2956
                                       axis=1, ignore_index=True)
                else:
                    self.data = None
2957
            elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2958
                if isinstance(other.data, np.ndarray):
2959
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data)))
2960
                elif isinstance(other.data, scipy.sparse.spmatrix):
2961
2962
2963
2964
2965
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.toarray())))
                elif isinstance(other.data, pd_DataFrame):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.values)))
                elif isinstance(other.data, dt_DataTable):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.to_numpy())))
Guolin Ke's avatar
Guolin Ke committed
2966
2967
2968
2969
2970
                else:
                    self.data = None
            else:
                self.data = None
        if self.data is None:
2971
2972
            err_msg = (f"Cannot add features from {type(other.data).__name__} type of raw data to "
                       f"{old_self_data_type} type of raw data.\n")
Guolin Ke's avatar
Guolin Ke committed
2973
2974
            err_msg += ("Set free_raw_data=False when construct Dataset to avoid this"
                        if was_none else "Freeing raw data")
2975
            _log_warning(err_msg)
Guolin Ke's avatar
Guolin Ke committed
2976
        self.feature_name = self.get_feature_name()
2977
2978
        _log_warning("Reseting categorical features.\n"
                     "You can set new categorical features via ``set_categorical_feature`` method")
Guolin Ke's avatar
Guolin Ke committed
2979
2980
        self.categorical_feature = "auto"
        self.pandas_categorical = None
2981
2982
        return self

2983
    def _dump_text(self, filename: Union[str, Path]) -> "Dataset":
2984
2985
2986
2987
2988
2989
        """Save Dataset to a text file.

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

        Parameters
        ----------
2990
        filename : str or pathlib.Path
2991
2992
2993
2994
2995
2996
2997
2998
2999
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetDumpText(
            self.construct().handle,
3000
            _c_str(str(filename))))
3001
3002
        return self

wxchan's avatar
wxchan committed
3003

3004
3005
3006
3007
_LGBM_CustomObjectiveFunction = Callable[
    [np.ndarray, Dataset],
    Tuple[np.ndarray, np.ndarray]
]
3008
3009
3010
3011
3012
3013
3014
3015
3016
3017
_LGBM_CustomEvalFunction = Union[
    Callable[
        [np.ndarray, Dataset],
        _LGBM_EvalFunctionResultType
    ],
    Callable[
        [np.ndarray, Dataset],
        List[_LGBM_EvalFunctionResultType]
    ]
]
3018
3019


3020
class Booster:
3021
    """Booster in LightGBM."""
3022

3023
3024
3025
3026
3027
3028
3029
    def __init__(
        self,
        params: Optional[Dict[str, Any]] = None,
        train_set: Optional[Dataset] = None,
        model_file: Optional[Union[str, Path]] = None,
        model_str: Optional[str] = None
    ):
3030
        """Initialize the Booster.
wxchan's avatar
wxchan committed
3031
3032
3033

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
3034
        params : dict or None, optional (default=None)
3035
3036
3037
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
3038
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
3039
            Path to the model file.
3040
        model_str : str or None, optional (default=None)
3041
            Model will be loaded from this string.
wxchan's avatar
wxchan committed
3042
        """
3043
        self.handle = None
3044
        self._network = False
wxchan's avatar
wxchan committed
3045
        self.__need_reload_eval_info = True
3046
        self._train_data_name = "training"
3047
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
3048
        self.best_iteration = -1
3049
        self.best_score: _LGBM_BoosterBestScoreType = {}
3050
        params = {} if params is None else deepcopy(params)
wxchan's avatar
wxchan committed
3051
        if train_set is not None:
3052
            # Training task
wxchan's avatar
wxchan committed
3053
            if not isinstance(train_set, Dataset):
3054
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
3055
3056
3057
3058
3059
3060
3061
3062
3063
3064
3065
3066
3067
3068
3069
3070
3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
            params = _choose_param_value(
                main_param_name="machines",
                params=params,
                default_value=None
            )
            # if "machines" is given, assume user wants to do distributed learning, and set up network
            if params["machines"] is None:
                params.pop("machines", None)
            else:
                machines = params["machines"]
                if isinstance(machines, str):
                    num_machines_from_machine_list = len(machines.split(','))
                elif isinstance(machines, (list, set)):
                    num_machines_from_machine_list = len(machines)
                    machines = ','.join(machines)
                else:
                    raise ValueError("Invalid machines in params.")

                params = _choose_param_value(
                    main_param_name="num_machines",
                    params=params,
                    default_value=num_machines_from_machine_list
                )
                params = _choose_param_value(
                    main_param_name="local_listen_port",
                    params=params,
                    default_value=12400
                )
                self.set_network(
                    machines=machines,
                    local_listen_port=params["local_listen_port"],
                    listen_time_out=params.get("time_out", 120),
                    num_machines=params["num_machines"]
                )
3089
            # construct booster object
3090
3091
3092
            train_set.construct()
            # copy the parameters from train_set
            params.update(train_set.get_params())
3093
            params_str = _param_dict_to_str(params)
3094
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
3095
            _safe_call(_LIB.LGBM_BoosterCreate(
3096
                train_set.handle,
3097
                _c_str(params_str),
wxchan's avatar
wxchan committed
3098
                ctypes.byref(self.handle)))
3099
            # save reference to data
wxchan's avatar
wxchan committed
3100
            self.train_set = train_set
3101
3102
            self.valid_sets: List[Dataset] = []
            self.name_valid_sets: List[str] = []
wxchan's avatar
wxchan committed
3103
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
3104
3105
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
3106
3107
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
3108
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
3109
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3110
3111
3112
3113
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
3114
            # buffer for inner predict
3115
            self.__inner_predict_buffer: List[Optional[np.ndarray]] = [None]
wxchan's avatar
wxchan committed
3116
3117
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
3118
            self.pandas_categorical = train_set.pandas_categorical
3119
            self.train_set_version = train_set.version
wxchan's avatar
wxchan committed
3120
        elif model_file is not None:
3121
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
3122
            out_num_iterations = ctypes.c_int(0)
3123
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
3124
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
3125
                _c_str(str(model_file)),
wxchan's avatar
wxchan committed
3126
3127
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
3128
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3129
3130
3131
3132
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
3133
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
3134
3135
3136
            if params:
                _log_warning('Ignoring params argument, using parameters from model file.')
            params = self._get_loaded_param()
3137
        elif model_str is not None:
3138
            self.model_from_string(model_str)
wxchan's avatar
wxchan committed
3139
        else:
3140
3141
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
3142
        self.params = params
wxchan's avatar
wxchan committed
3143

3144
    def __del__(self) -> None:
3145
        try:
3146
            if self._network:
3147
3148
3149
3150
3151
3152
3153
3154
                self.free_network()
        except AttributeError:
            pass
        try:
            if self.handle is not None:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
3155

3156
    def __copy__(self) -> "Booster":
wxchan's avatar
wxchan committed
3157
3158
        return self.__deepcopy__(None)

3159
    def __deepcopy__(self, _) -> "Booster":
3160
        model_str = self.model_to_string(num_iteration=-1)
3161
        booster = Booster(model_str=model_str)
3162
        return booster
wxchan's avatar
wxchan committed
3163

3164
    def __getstate__(self) -> Dict[str, Any]:
wxchan's avatar
wxchan committed
3165
3166
3167
3168
3169
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
3170
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
3171
3172
        return this

3173
    def __setstate__(self, state: Dict[str, Any]) -> None:
3174
3175
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
3176
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
3177
            out_num_iterations = ctypes.c_int(0)
3178
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
3179
                _c_str(model_str),
3180
3181
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
3182
3183
3184
            state['handle'] = handle
        self.__dict__.update(state)

3185
3186
3187
3188
3189
3190
3191
3192
3193
3194
3195
3196
3197
3198
3199
3200
3201
3202
3203
3204
3205
3206
    def _get_loaded_param(self) -> Dict[str, Any]:
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterGetLoadedParam(
            self.handle,
            ctypes.c_int64(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        # if buffer length is not long enough, re-allocate a buffer
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterGetLoadedParam(
                self.handle,
                ctypes.c_int64(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        return json.loads(string_buffer.value.decode('utf-8'))

3207
    def free_dataset(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3208
3209
3210
3211
3212
3213
3214
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
3215
3216
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
3217
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
3218
        return self
wxchan's avatar
wxchan committed
3219

3220
    def _free_buffer(self) -> "Booster":
3221
3222
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
3223
        return self
3224

3225
3226
3227
3228
3229
3230
3231
    def set_network(
        self,
        machines: Union[List[str], Set[str], str],
        local_listen_port: int = 12400,
        listen_time_out: int = 120,
        num_machines: int = 1
    ) -> "Booster":
3232
3233
3234
3235
        """Set the network configuration.

        Parameters
        ----------
3236
        machines : list, set or str
3237
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
3238
        local_listen_port : int, optional (default=12400)
3239
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
3240
        listen_time_out : int, optional (default=120)
3241
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
3242
        num_machines : int, optional (default=1)
3243
            The number of machines for distributed learning application.
Nikita Titov's avatar
Nikita Titov committed
3244
3245
3246
3247
3248

        Returns
        -------
        self : Booster
            Booster with set network.
3249
        """
3250
3251
        if isinstance(machines, (list, set)):
            machines = ','.join(machines)
3252
        _safe_call(_LIB.LGBM_NetworkInit(_c_str(machines),
3253
3254
3255
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
3256
        self._network = True
Nikita Titov's avatar
Nikita Titov committed
3257
        return self
3258

3259
    def free_network(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3260
3261
3262
3263
3264
3265
3266
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
3267
        _safe_call(_LIB.LGBM_NetworkFree())
3268
        self._network = False
Nikita Titov's avatar
Nikita Titov committed
3269
        return self
3270

3271
    def trees_to_dataframe(self) -> pd_DataFrame:
3272
3273
        """Parse the fitted model and return in an easy-to-read pandas DataFrame.

3274
3275
3276
3277
        The returned DataFrame has the following columns.

            - ``tree_index`` : int64, which tree a node belongs to. 0-based, so a value of ``6``, for example, means "this node is in the 7th tree".
            - ``node_depth`` : int64, how far a node is from the root of the tree. The root node has a value of ``1``, its direct children are ``2``, etc.
3278
3279
3280
3281
3282
            - ``node_index`` : str, unique identifier for a node.
            - ``left_child`` : str, ``node_index`` of the child node to the left of a split. ``None`` for leaf nodes.
            - ``right_child`` : str, ``node_index`` of the child node to the right of a split. ``None`` for leaf nodes.
            - ``parent_index`` : str, ``node_index`` of this node's parent. ``None`` for the root node.
            - ``split_feature`` : str, name of the feature used for splitting. ``None`` for leaf nodes.
3283
3284
            - ``split_gain`` : float64, gain from adding this split to the tree. ``NaN`` for leaf nodes.
            - ``threshold`` : float64, value of the feature used to decide which side of the split a record will go down. ``NaN`` for leaf nodes.
3285
            - ``decision_type`` : str, logical operator describing how to compare a value to ``threshold``.
3286
3287
              For example, ``split_feature = "Column_10", threshold = 15, decision_type = "<="`` means that
              records where ``Column_10 <= 15`` follow the left side of the split, otherwise follows the right side of the split. ``None`` for leaf nodes.
3288
3289
            - ``missing_direction`` : str, split direction that missing values should go to. ``None`` for leaf nodes.
            - ``missing_type`` : str, describes what types of values are treated as missing.
3290
            - ``value`` : float64, predicted value for this leaf node, multiplied by the learning rate.
3291
            - ``weight`` : float64 or int64, sum of Hessian (second-order derivative of objective), summed over observations that fall in this node.
3292
3293
            - ``count`` : int64, number of records in the training data that fall into this node.

3294
3295
3296
3297
3298
3299
        Returns
        -------
        result : pandas DataFrame
            Returns a pandas DataFrame of the parsed model.
        """
        if not PANDAS_INSTALLED:
3300
3301
            raise LightGBMError('This method cannot be run without pandas installed. '
                                'You must install pandas and restart your session to use this method.')
3302
3303
3304
3305

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

3306
        def _is_split_node(tree: Dict[str, Any]) -> bool:
3307
3308
            return 'split_index' in tree.keys()

3309
3310
3311
3312
3313
3314
3315
3316
3317
3318
3319
3320
        def create_node_record(
            tree: Dict[str, Any],
            node_depth: int = 1,
            tree_index: Optional[int] = None,
            feature_names: Optional[List[str]] = None,
            parent_node: Optional[str] = None
        ) -> Dict[str, Any]:

            def _get_node_index(
                tree: Dict[str, Any],
                tree_index: Optional[int]
            ) -> str:
3321
                tree_num = f'{tree_index}-' if tree_index is not None else ''
3322
3323
3324
                is_split = _is_split_node(tree)
                node_type = 'S' if is_split else 'L'
                # if a single node tree it won't have `leaf_index` so return 0
3325
3326
                node_num = tree.get('split_index' if is_split else 'leaf_index', 0)
                return f"{tree_num}{node_type}{node_num}"
3327

3328
3329
3330
3331
            def _get_split_feature(
                tree: Dict[str, Any],
                feature_names: Optional[List[str]]
            ) -> Optional[str]:
3332
3333
3334
3335
3336
3337
3338
3339
3340
                if _is_split_node(tree):
                    if feature_names is not None:
                        feature_name = feature_names[tree['split_feature']]
                    else:
                        feature_name = tree['split_feature']
                else:
                    feature_name = None
                return feature_name

3341
            def _is_single_node_tree(tree: Dict[str, Any]) -> bool:
3342
                return set(tree.keys()) == {'leaf_value'}
3343
3344

            # Create the node record, and populate universal data members
3345
            node: Dict[str, Union[int, str, None]] = OrderedDict()
3346
3347
3348
3349
3350
3351
3352
3353
3354
3355
3356
3357
3358
3359
3360
3361
3362
3363
3364
3365
3366
3367
3368
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
            node['tree_index'] = tree_index
            node['node_depth'] = node_depth
            node['node_index'] = _get_node_index(tree, tree_index)
            node['left_child'] = None
            node['right_child'] = None
            node['parent_index'] = parent_node
            node['split_feature'] = _get_split_feature(tree, feature_names)
            node['split_gain'] = None
            node['threshold'] = None
            node['decision_type'] = None
            node['missing_direction'] = None
            node['missing_type'] = None
            node['value'] = None
            node['weight'] = None
            node['count'] = None

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

            return node

3382
3383
3384
3385
3386
3387
3388
        def tree_dict_to_node_list(
            tree: Dict[str, Any],
            node_depth: int = 1,
            tree_index: Optional[int] = None,
            feature_names: Optional[List[str]] = None,
            parent_node: Optional[str] = None
        ) -> List[Dict[str, Any]]:
3389

3390
            node = create_node_record(tree=tree,
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
                                      node_depth=node_depth,
                                      tree_index=tree_index,
                                      feature_names=feature_names,
                                      parent_node=parent_node)

            res = [node]

            if _is_split_node(tree):
                # traverse the next level of the tree
                children = ['left_child', 'right_child']
                for child in children:
                    subtree_list = tree_dict_to_node_list(
3403
                        tree=tree[child],
3404
3405
3406
                        node_depth=node_depth + 1,
                        tree_index=tree_index,
                        feature_names=feature_names,
3407
3408
                        parent_node=node['node_index']
                    )
3409
3410
3411
3412
3413
3414
3415
3416
3417
                    # In tree format, "subtree_list" is a list of node records (dicts),
                    # and we add node to the list.
                    res.extend(subtree_list)
            return res

        model_dict = self.dump_model()
        feature_names = model_dict['feature_names']
        model_list = []
        for tree in model_dict['tree_info']:
3418
            model_list.extend(tree_dict_to_node_list(tree=tree['tree_structure'],
3419
3420
3421
                                                     tree_index=tree['tree_index'],
                                                     feature_names=feature_names))

3422
        return pd_DataFrame(model_list, columns=model_list[0].keys())
3423

3424
    def set_train_data_name(self, name: str) -> "Booster":
3425
3426
3427
3428
        """Set the name to the training Dataset.

        Parameters
        ----------
3429
        name : str
Nikita Titov's avatar
Nikita Titov committed
3430
3431
3432
3433
3434
3435
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
3436
        """
3437
        self._train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
3438
        return self
wxchan's avatar
wxchan committed
3439

3440
    def add_valid(self, data: Dataset, name: str) -> "Booster":
3441
        """Add validation data.
wxchan's avatar
wxchan committed
3442
3443
3444
3445

        Parameters
        ----------
        data : Dataset
3446
            Validation data.
3447
        name : str
3448
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
3449
3450
3451
3452
3453

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
3454
        """
Guolin Ke's avatar
Guolin Ke committed
3455
        if not isinstance(data, Dataset):
3456
            raise TypeError(f'Validation data should be Dataset instance, met {type(data).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3457
        if data._predictor is not self.__init_predictor:
3458
3459
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3460
3461
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
3462
            data.construct().handle))
wxchan's avatar
wxchan committed
3463
3464
3465
3466
3467
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Nikita Titov's avatar
Nikita Titov committed
3468
        return self
wxchan's avatar
wxchan committed
3469

3470
    def reset_parameter(self, params: Dict[str, Any]) -> "Booster":
3471
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
3472
3473
3474
3475

        Parameters
        ----------
        params : dict
3476
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
3477
3478
3479
3480
3481

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
3482
        """
3483
        params_str = _param_dict_to_str(params)
wxchan's avatar
wxchan committed
3484
3485
3486
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
3487
                _c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
3488
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
3489
        return self
wxchan's avatar
wxchan committed
3490

3491
3492
3493
3494
3495
    def update(
        self,
        train_set: Optional[Dataset] = None,
        fobj: Optional[_LGBM_CustomObjectiveFunction] = None
    ) -> bool:
Nikita Titov's avatar
Nikita Titov committed
3496
        """Update Booster for one iteration.
3497

wxchan's avatar
wxchan committed
3498
3499
        Parameters
        ----------
3500
3501
3502
3503
        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
wxchan's avatar
wxchan committed
3504
            Customized objective function.
3505
3506
3507
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

3508
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3509
                    The predicted values.
3510
3511
                    Predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task.
3512
3513
                train_data : Dataset
                    The training dataset.
3514
                grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3515
3516
                    The value of the first order derivative (gradient) of the loss
                    with respect to the elements of preds for each sample point.
3517
                hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3518
3519
                    The value of the second order derivative (Hessian) of the loss
                    with respect to the elements of preds for each sample point.
wxchan's avatar
wxchan committed
3520

3521
            For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes],
3522
            and grad and hess should be returned in the same format.
3523

wxchan's avatar
wxchan committed
3524
3525
        Returns
        -------
3526
3527
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
3528
        """
3529
        # need reset training data
3530
3531
3532
3533
3534
3535
        if train_set is None and self.train_set_version != self.train_set.version:
            train_set = self.train_set
            is_the_same_train_set = False
        else:
            is_the_same_train_set = train_set is self.train_set and self.train_set_version == train_set.version
        if train_set is not None and not is_the_same_train_set:
Guolin Ke's avatar
Guolin Ke committed
3536
            if not isinstance(train_set, Dataset):
3537
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3538
            if train_set._predictor is not self.__init_predictor:
3539
3540
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3541
3542
3543
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
3544
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
3545
            self.__inner_predict_buffer[0] = None
3546
            self.train_set_version = self.train_set.version
wxchan's avatar
wxchan committed
3547
3548
        is_finished = ctypes.c_int(0)
        if fobj is None:
3549
            if self.__set_objective_to_none:
3550
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
3551
3552
3553
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
3554
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3555
3556
            return is_finished.value == 1
        else:
3557
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
3558
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
3559
3560
3561
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

3562
3563
3564
3565
3566
    def __boost(
        self,
        grad: np.ndarray,
        hess: np.ndarray
    ) -> bool:
3567
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
3568

Nikita Titov's avatar
Nikita Titov committed
3569
3570
        .. note::

3571
3572
            Score is returned before any transformation,
            e.g. it is raw margin instead of probability of positive class for binary task.
3573
            For multi-class task, score are numpy 2-D array of shape = [n_samples, n_classes],
3574
            and grad and hess should be returned in the same format.
3575

wxchan's avatar
wxchan committed
3576
3577
        Parameters
        ----------
3578
        grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3579
3580
            The value of the first order derivative (gradient) of the loss
            with respect to the elements of score for each sample point.
3581
        hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3582
3583
            The value of the second order derivative (Hessian) of the loss
            with respect to the elements of score for each sample point.
wxchan's avatar
wxchan committed
3584
3585
3586

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3587
3588
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
3589
        """
3590
3591
3592
        if self.__num_class > 1:
            grad = grad.ravel(order='F')
            hess = hess.ravel(order='F')
3593
3594
        grad = _list_to_1d_numpy(grad, dtype=np.float32, name='gradient')
        hess = _list_to_1d_numpy(hess, dtype=np.float32, name='hessian')
3595
3596
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
3597
        if len(grad) != len(hess):
3598
3599
            raise ValueError(f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) don't match")
        num_train_data = self.train_set.num_data()
3600
        if len(grad) != num_train_data * self.__num_class:
3601
3602
3603
            raise ValueError(
                f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) "
                f"don't match training data length ({num_train_data}) * "
3604
                f"number of models per one iteration ({self.__num_class})"
3605
            )
wxchan's avatar
wxchan committed
3606
3607
3608
3609
3610
3611
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
3612
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3613
3614
        return is_finished.value == 1

3615
    def rollback_one_iter(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3616
3617
3618
3619
3620
3621
3622
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
3623
3624
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
3625
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
3626
        return self
wxchan's avatar
wxchan committed
3627

3628
    def current_iteration(self) -> int:
3629
3630
3631
3632
3633
3634
3635
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
3636
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3637
3638
3639
3640
3641
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

3642
    def num_model_per_iteration(self) -> int:
3643
3644
3645
3646
3647
3648
3649
3650
3651
3652
3653
3654
3655
        """Get number of models per iteration.

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

3656
    def num_trees(self) -> int:
3657
3658
3659
3660
3661
3662
3663
3664
3665
3666
3667
3668
3669
        """Get number of weak sub-models.

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

3670
    def upper_bound(self) -> float:
3671
3672
3673
3674
        """Get upper bound value of a model.

        Returns
        -------
3675
        upper_bound : float
3676
3677
3678
3679
3680
3681
3682
3683
            Upper bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetUpperBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

3684
    def lower_bound(self) -> float:
3685
3686
3687
3688
        """Get lower bound value of a model.

        Returns
        -------
3689
        lower_bound : float
3690
3691
3692
3693
3694
3695
3696
3697
            Lower bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLowerBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

3698
3699
3700
3701
3702
3703
    def eval(
        self,
        data: Dataset,
        name: str,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3704
        """Evaluate for data.
wxchan's avatar
wxchan committed
3705
3706
3707

        Parameters
        ----------
3708
3709
        data : Dataset
            Data for the evaluating.
3710
        name : str
3711
            Name of the data.
3712
        feval : callable, list of callable, or None, optional (default=None)
3713
            Customized evaluation function.
3714
            Each evaluation function should accept two parameters: preds, eval_data,
3715
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3716

3717
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3718
                    The predicted values.
3719
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3720
                    If custom objective function is used, predicted values are returned before any transformation,
3721
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3722
                eval_data : Dataset
3723
                    A ``Dataset`` to evaluate.
3724
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3725
                    The name of evaluation function (without whitespace).
3726
3727
3728
3729
3730
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3731
3732
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3733
        result : list
3734
            List with (dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3735
        """
Guolin Ke's avatar
Guolin Ke committed
3736
3737
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
3738
3739
3740
3741
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
3742
            for i in range(len(self.valid_sets)):
wxchan's avatar
wxchan committed
3743
3744
3745
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
3746
        # need to push new valid data
wxchan's avatar
wxchan committed
3747
3748
3749
3750
3751
3752
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

3753
3754
3755
3756
    def eval_train(
        self,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3757
        """Evaluate for training data.
wxchan's avatar
wxchan committed
3758
3759
3760

        Parameters
        ----------
3761
        feval : callable, list of callable, or None, optional (default=None)
3762
            Customized evaluation function.
3763
            Each evaluation function should accept two parameters: preds, eval_data,
3764
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3765

3766
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3767
                    The predicted values.
3768
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3769
                    If custom objective function is used, predicted values are returned before any transformation,
3770
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3771
                eval_data : Dataset
3772
                    The training dataset.
3773
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3774
                    The name of evaluation function (without whitespace).
3775
3776
3777
3778
3779
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3780
3781
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3782
        result : list
3783
            List with (train_dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3784
        """
3785
        return self.__inner_eval(self._train_data_name, 0, feval)
wxchan's avatar
wxchan committed
3786

3787
3788
3789
3790
    def eval_valid(
        self,
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]] = None
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
3791
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
3792
3793
3794

        Parameters
        ----------
3795
        feval : callable, list of callable, or None, optional (default=None)
3796
            Customized evaluation function.
3797
            Each evaluation function should accept two parameters: preds, eval_data,
3798
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3799

3800
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3801
                    The predicted values.
3802
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3803
                    If custom objective function is used, predicted values are returned before any transformation,
3804
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3805
                eval_data : Dataset
3806
                    The validation dataset.
3807
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3808
                    The name of evaluation function (without whitespace).
3809
3810
3811
3812
3813
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3814
3815
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3816
        result : list
3817
            List with (validation_dataset_name, eval_name, eval_result, is_higher_better) tuples.
wxchan's avatar
wxchan committed
3818
        """
3819
        return [item for i in range(1, self.__num_dataset)
wxchan's avatar
wxchan committed
3820
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
3821

3822
3823
3824
3825
3826
3827
3828
    def save_model(
        self,
        filename: Union[str, Path],
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> "Booster":
3829
        """Save Booster to file.
wxchan's avatar
wxchan committed
3830
3831
3832

        Parameters
        ----------
3833
        filename : str or pathlib.Path
3834
            Filename to save Booster.
3835
3836
3837
3838
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3839
        start_iteration : int, optional (default=0)
3840
            Start index of the iteration that should be saved.
3841
        importance_type : str, optional (default="split")
3842
3843
3844
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
Nikita Titov's avatar
Nikita Titov committed
3845
3846
3847
3848
3849

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
3850
        """
3851
        if num_iteration is None:
3852
            num_iteration = self.best_iteration
3853
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3854
3855
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
3856
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3857
            ctypes.c_int(num_iteration),
3858
            ctypes.c_int(importance_type_int),
3859
            _c_str(str(filename))))
3860
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
3861
        return self
wxchan's avatar
wxchan committed
3862

3863
3864
3865
3866
3867
    def shuffle_models(
        self,
        start_iteration: int = 0,
        end_iteration: int = -1
    ) -> "Booster":
3868
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
3869

3870
3871
3872
        Parameters
        ----------
        start_iteration : int, optional (default=0)
3873
            The first iteration that will be shuffled.
3874
3875
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
3876
            If <= 0, means the last available iteration.
3877

Nikita Titov's avatar
Nikita Titov committed
3878
3879
3880
3881
        Returns
        -------
        self : Booster
            Booster with shuffled models.
3882
        """
3883
3884
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
3885
3886
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
3887
        return self
3888

3889
    def model_from_string(self, model_str: str) -> "Booster":
3890
3891
3892
3893
        """Load Booster from a string.

        Parameters
        ----------
3894
        model_str : str
3895
3896
3897
3898
            Model will be loaded from this string.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3899
        self : Booster
3900
3901
            Loaded Booster object.
        """
3902
3903
3904
3905
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
3906
3907
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
3908
            _c_str(model_str),
3909
3910
3911
3912
3913
3914
3915
            ctypes.byref(out_num_iterations),
            ctypes.byref(self.handle)))
        out_num_class = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumClasses(
            self.handle,
            ctypes.byref(out_num_class)))
        self.__num_class = out_num_class.value
3916
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
3917
3918
        return self

3919
3920
3921
3922
3923
3924
    def model_to_string(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> str:
3925
        """Save Booster to string.
3926

3927
3928
3929
3930
3931
3932
        Parameters
        ----------
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3933
        start_iteration : int, optional (default=0)
3934
            Start index of the iteration that should be saved.
3935
        importance_type : str, optional (default="split")
3936
3937
3938
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3939
3940
3941

        Returns
        -------
3942
        str_repr : str
3943
3944
            String representation of Booster.
        """
3945
        if num_iteration is None:
3946
            num_iteration = self.best_iteration
3947
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3948
        buffer_len = 1 << 20
3949
        tmp_out_len = ctypes.c_int64(0)
3950
3951
3952
3953
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterSaveModelToString(
            self.handle,
3954
            ctypes.c_int(start_iteration),
3955
            ctypes.c_int(num_iteration),
3956
            ctypes.c_int(importance_type_int),
3957
            ctypes.c_int64(buffer_len),
3958
3959
3960
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
3961
        # if buffer length is not long enough, re-allocate a buffer
3962
3963
3964
3965
3966
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterSaveModelToString(
                self.handle,
3967
                ctypes.c_int(start_iteration),
3968
                ctypes.c_int(num_iteration),
3969
                ctypes.c_int(importance_type_int),
3970
                ctypes.c_int64(actual_len),
3971
3972
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
3973
        ret = string_buffer.value.decode('utf-8')
3974
3975
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
3976

3977
3978
3979
3980
3981
3982
3983
    def dump_model(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split',
        object_hook: Optional[Callable[[Dict[str, Any]], Dict[str, Any]]] = None
    ) -> Dict[str, Any]:
Nikita Titov's avatar
Nikita Titov committed
3984
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
3985

3986
3987
        Parameters
        ----------
3988
3989
3990
3991
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be dumped.
            If None, if the best iteration exists, it is dumped; otherwise, all iterations are dumped.
            If <= 0, all iterations are dumped.
Nikita Titov's avatar
Nikita Titov committed
3992
        start_iteration : int, optional (default=0)
3993
            Start index of the iteration that should be dumped.
3994
        importance_type : str, optional (default="split")
3995
3996
3997
            What type of feature importance should be dumped.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3998
3999
4000
4001
4002
4003
4004
4005
4006
        object_hook : callable or None, optional (default=None)
            If not None, ``object_hook`` is a function called while parsing the json
            string returned by the C API. It may be used to alter the json, to store
            specific values while building the json structure. It avoids
            walking through the structure again. It saves a significant amount
            of time if the number of trees is huge.
            Signature is ``def object_hook(node: dict) -> dict``.
            None is equivalent to ``lambda node: node``.
            See documentation of ``json.loads()`` for further details.
4007

wxchan's avatar
wxchan committed
4008
4009
        Returns
        -------
4010
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
4011
            JSON format of Booster.
wxchan's avatar
wxchan committed
4012
        """
4013
        if num_iteration is None:
4014
            num_iteration = self.best_iteration
4015
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
4016
        buffer_len = 1 << 20
4017
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
4018
4019
4020
4021
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
4022
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
4023
            ctypes.c_int(num_iteration),
4024
            ctypes.c_int(importance_type_int),
4025
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
4026
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
4027
            ptr_string_buffer))
wxchan's avatar
wxchan committed
4028
        actual_len = tmp_out_len.value
4029
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
4030
4031
4032
4033
4034
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
4035
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
4036
                ctypes.c_int(num_iteration),
4037
                ctypes.c_int(importance_type_int),
4038
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
4039
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
4040
                ptr_string_buffer))
4041
        ret = json.loads(string_buffer.value.decode('utf-8'), object_hook=object_hook)
4042
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
4043
                                                          default=_json_default_with_numpy))
4044
        return ret
wxchan's avatar
wxchan committed
4045

4046
4047
    def predict(
        self,
4048
        data: _LGBM_PredictDataType,
4049
4050
4051
4052
4053
4054
4055
4056
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False,
        **kwargs: Any
4057
    ) -> Union[np.ndarray, scipy.sparse.spmatrix, List[scipy.sparse.spmatrix]]:
4058
        """Make a prediction.
wxchan's avatar
wxchan committed
4059
4060
4061

        Parameters
        ----------
4062
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
4063
            Data source for prediction.
4064
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
4065
        start_iteration : int, optional (default=0)
4066
            Start index of the iteration to predict.
4067
            If <= 0, starts from the first iteration.
4068
        num_iteration : int or None, optional (default=None)
4069
4070
4071
4072
            Total number of iterations used in the prediction.
            If None, if the best iteration exists and start_iteration <= 0, the best iteration is used;
            otherwise, all iterations from ``start_iteration`` are used (no limits).
            If <= 0, all iterations from ``start_iteration`` are used (no limits).
4073
4074
4075
4076
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
4077
4078
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
4079

Nikita Titov's avatar
Nikita Titov committed
4080
4081
4082
4083
4084
4085
4086
            .. note::

                If you want to get more explanations for your model's predictions using SHAP values,
                like SHAP interaction values,
                you can install the shap package (https://github.com/slundberg/shap).
                Note that unlike the shap package, with ``pred_contrib`` we return a matrix with an extra
                column, where the last column is the expected value.
4087

4088
4089
        data_has_header : bool, optional (default=False)
            Whether the data has header.
4090
            Used only if data is str.
4091
4092
4093
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
4094
4095
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
4096
4097
4098

        Returns
        -------
4099
        result : numpy array, scipy.sparse or list of scipy.sparse
4100
            Prediction result.
4101
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
4102
        """
4103
        predictor = self._to_predictor(pred_parameter=deepcopy(kwargs))
4104
        if num_iteration is None:
4105
            if start_iteration <= 0:
4106
4107
4108
                num_iteration = self.best_iteration
            else:
                num_iteration = -1
4109
4110
4111
4112
4113
4114
4115
4116
4117
4118
        return predictor.predict(
            data=data,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            data_has_header=data_has_header,
            validate_features=validate_features
        )
wxchan's avatar
wxchan committed
4119

4120
4121
    def refit(
        self,
4122
        data: _LGBM_TrainDataType,
4123
        label: _LGBM_LabelType,
4124
4125
        decay_rate: float = 0.9,
        reference: Optional[Dataset] = None,
4126
4127
4128
        weight: Optional[_LGBM_WeightType] = None,
        group: Optional[_LGBM_GroupType] = None,
        init_score: Optional[_LGBM_InitScoreType] = None,
4129
4130
        feature_name: _LGBM_FeatureNameConfiguration = 'auto',
        categorical_feature: _LGBM_CategoricalFeatureConfiguration = 'auto',
4131
4132
4133
        dataset_params: Optional[Dict[str, Any]] = None,
        free_raw_data: bool = True,
        validate_features: bool = False,
4134
        **kwargs
4135
    ) -> "Booster":
Guolin Ke's avatar
Guolin Ke committed
4136
4137
4138
4139
        """Refit the existing Booster by new data.

        Parameters
        ----------
4140
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
Guolin Ke's avatar
Guolin Ke committed
4141
            Data source for refit.
4142
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
4143
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
4144
4145
            Label for refit.
        decay_rate : float, optional (default=0.9)
4146
4147
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
4148
4149
4150
        reference : Dataset or None, optional (default=None)
            Reference for ``data``.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
4151
            Weight for each ``data`` instance. Weights should be non-negative.
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
            Group/query size for ``data``.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
            For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
            where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
            Init score for ``data``.
        feature_name : list of str, or 'auto', optional (default="auto")
            Feature names for ``data``.
            If 'auto' and data is pandas DataFrame, data columns names are used.
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
            Categorical features for ``data``.
            If list of int, interpreted as indices.
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
4168
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
4169
4170
4171
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
            All negative values in categorical features will be treated as missing values.
            The output cannot be monotonically constrained with respect to a categorical feature.
4172
            Floating point numbers in categorical features will be rounded towards 0.
4173
4174
4175
4176
        dataset_params : dict or None, optional (default=None)
            Other parameters for Dataset ``data``.
        free_raw_data : bool, optional (default=True)
            If True, raw data is freed after constructing inner Dataset for ``data``.
4177
4178
4179
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to refit the model match the original ones.
            Used only if data is pandas DataFrame.
4180
4181
        **kwargs
            Other parameters for refit.
4182
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
4183
4184
4185
4186
4187
4188

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
4189
4190
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
4191
4192
        if dataset_params is None:
            dataset_params = {}
4193
        predictor = self._to_predictor(pred_parameter=deepcopy(kwargs))
4194
        leaf_preds: np.ndarray = predictor.predict(  # type: ignore[assignment]
4195
4196
4197
4198
4199
            data=data,
            start_iteration=-1,
            pred_leaf=True,
            validate_features=validate_features
        )
4200
        nrow, ncol = leaf_preds.shape
4201
        out_is_linear = ctypes.c_int(0)
4202
4203
4204
        _safe_call(_LIB.LGBM_BoosterGetLinear(
            self.handle,
            ctypes.byref(out_is_linear)))
Nikita Titov's avatar
Nikita Titov committed
4205
4206
4207
4208
4209
        new_params = _choose_param_value(
            main_param_name="linear_tree",
            params=self.params,
            default_value=None
        )
4210
        new_params["linear_tree"] = bool(out_is_linear.value)
4211
4212
4213
4214
4215
4216
4217
4218
4219
4220
4221
4222
4223
        new_params.update(dataset_params)
        train_set = Dataset(
            data=data,
            label=label,
            reference=reference,
            weight=weight,
            group=group,
            init_score=init_score,
            feature_name=feature_name,
            categorical_feature=categorical_feature,
            params=new_params,
            free_raw_data=free_raw_data,
        )
4224
        new_params['refit_decay_rate'] = decay_rate
4225
        new_booster = Booster(new_params, train_set)
Guolin Ke's avatar
Guolin Ke committed
4226
4227
4228
4229
4230
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
4231
        ptr_data, _, _ = _c_int_array(leaf_preds)
Guolin Ke's avatar
Guolin Ke committed
4232
4233
4234
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
4235
4236
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol)))
4237
        new_booster._network = self._network
Guolin Ke's avatar
Guolin Ke committed
4238
4239
        return new_booster

4240
    def get_leaf_output(self, tree_id: int, leaf_id: int) -> float:
4241
4242
4243
4244
4245
4246
4247
4248
4249
4250
4251
4252
4253
4254
        """Get the output of a leaf.

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

        Returns
        -------
        result : float
            The output of the leaf.
        """
4255
4256
4257
4258
4259
4260
4261
4262
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLeafValue(
            self.handle,
            ctypes.c_int(tree_id),
            ctypes.c_int(leaf_id),
            ctypes.byref(ret)))
        return ret.value

4263
4264
4265
4266
4267
4268
4269
4270
4271
4272
4273
4274
4275
4276
4277
4278
4279
4280
4281
4282
4283
4284
4285
4286
4287
4288
4289
4290
4291
4292
4293
4294
    def set_leaf_output(
        self,
        tree_id: int,
        leaf_id: int,
        value: float,
    ) -> 'Booster':
        """Set the output of a leaf.

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

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

4295
4296
    def _to_predictor(
        self,
4297
        pred_parameter: Dict[str, Any]
4298
    ) -> _InnerPredictor:
4299
        """Convert to predictor."""
4300
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
4301
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
4302
4303
        return predictor

4304
    def num_feature(self) -> int:
4305
4306
4307
4308
4309
4310
4311
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
4312
4313
4314
4315
4316
4317
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

4318
    def feature_name(self) -> List[str]:
4319
        """Get names of features.
wxchan's avatar
wxchan committed
4320
4321
4322

        Returns
        -------
4323
        result : list of str
4324
            List with names of features.
wxchan's avatar
wxchan committed
4325
        """
4326
        num_feature = self.num_feature()
4327
        # Get name of features
wxchan's avatar
wxchan committed
4328
        tmp_out_len = ctypes.c_int(0)
4329
4330
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
4331
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
wxchan's avatar
wxchan committed
4332
4333
4334
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
4335
            ctypes.c_int(num_feature),
wxchan's avatar
wxchan committed
4336
            ctypes.byref(tmp_out_len),
4337
            ctypes.c_size_t(reserved_string_buffer_size),
4338
            ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
4339
4340
4341
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
4342
4343
4344
4345
4346
4347
4348
4349
4350
4351
4352
4353
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
4354
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
wxchan's avatar
wxchan committed
4355

4356
4357
4358
4359
4360
    def feature_importance(
        self,
        importance_type: str = 'split',
        iteration: Optional[int] = None
    ) -> np.ndarray:
4361
        """Get feature importances.
4362

4363
4364
        Parameters
        ----------
4365
        importance_type : str, optional (default="split")
4366
4367
4368
            How the importance is calculated.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
4369
4370
4371
4372
        iteration : int or None, optional (default=None)
            Limit number of iterations in the feature importance calculation.
            If None, if the best iteration exists, it is used; otherwise, all trees are used.
            If <= 0, all trees are used (no limits).
4373

4374
4375
        Returns
        -------
4376
4377
        result : numpy array
            Array with feature importances.
4378
        """
4379
4380
        if iteration is None:
            iteration = self.best_iteration
4381
        importance_type_int = _FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
4382
        result = np.empty(self.num_feature(), dtype=np.float64)
4383
4384
4385
4386
4387
        _safe_call(_LIB.LGBM_BoosterFeatureImportance(
            self.handle,
            ctypes.c_int(iteration),
            ctypes.c_int(importance_type_int),
            result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
4388
        if importance_type_int == _C_API_FEATURE_IMPORTANCE_SPLIT:
4389
            return result.astype(np.int32)
4390
4391
        else:
            return result
4392

4393
4394
4395
4396
4397
4398
    def get_split_value_histogram(
        self,
        feature: Union[int, str],
        bins: Optional[Union[int, str]] = None,
        xgboost_style: bool = False
    ) -> Union[Tuple[np.ndarray, np.ndarray], np.ndarray, pd_DataFrame]:
4399
4400
4401
4402
        """Get split value histogram for the specified feature.

        Parameters
        ----------
4403
        feature : int or str
4404
4405
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
4406
            If str, interpreted as name.
4407

Nikita Titov's avatar
Nikita Titov committed
4408
4409
4410
            .. warning::

                Categorical features are not supported.
4411

4412
        bins : int, str or None, optional (default=None)
4413
4414
4415
            The maximum number of bins.
            If None, or int and > number of unique split values and ``xgboost_style=True``,
            the number of bins equals number of unique split values.
4416
            If str, it should be one from the list of the supported values by ``numpy.histogram()`` function.
4417
4418
4419
4420
4421
4422
4423
4424
4425
4426
4427
4428
4429
4430
        xgboost_style : bool, optional (default=False)
            Whether the returned result should be in the same form as it is in XGBoost.
            If False, the returned value is tuple of 2 numpy arrays as it is in ``numpy.histogram()`` function.
            If True, the returned value is matrix, in which the first column is the right edges of non-empty bins
            and the second one is the histogram values.

        Returns
        -------
        result_tuple : tuple of 2 numpy arrays
            If ``xgboost_style=False``, the values of the histogram of used splitting values for the specified feature
            and the bin edges.
        result_array_like : numpy array or pandas DataFrame (if pandas is installed)
            If ``xgboost_style=True``, the histogram of used splitting values for the specified feature.
        """
4431
        def add(root: Dict[str, Any]) -> None:
4432
4433
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
4434
                if feature_names is not None and isinstance(feature, str):
4435
4436
4437
4438
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
4439
                    if isinstance(root['threshold'], str):
4440
4441
4442
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
4443
4444
4445
4446
4447
4448
                add(root['left_child'])
                add(root['right_child'])

        model = self.dump_model()
        feature_names = model.get('feature_names')
        tree_infos = model['tree_info']
4449
        values: List[float] = []
4450
4451
4452
        for tree_info in tree_infos:
            add(tree_info['tree_structure'])

4453
        if bins is None or isinstance(bins, int) and xgboost_style:
4454
4455
4456
4457
4458
4459
4460
            n_unique = len(np.unique(values))
            bins = max(min(n_unique, bins) if bins is not None else n_unique, 1)
        hist, bin_edges = np.histogram(values, bins=bins)
        if xgboost_style:
            ret = np.column_stack((bin_edges[1:], hist))
            ret = ret[ret[:, 1] > 0]
            if PANDAS_INSTALLED:
4461
                return pd_DataFrame(ret, columns=['SplitValue', 'Count'])
4462
4463
4464
4465
4466
            else:
                return ret
        else:
            return hist, bin_edges

4467
4468
4469
4470
    def __inner_eval(
        self,
        data_name: str,
        data_idx: int,
4471
        feval: Optional[Union[_LGBM_CustomEvalFunction, List[_LGBM_CustomEvalFunction]]]
4472
    ) -> List[_LGBM_BoosterEvalMethodResultType]:
4473
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
4474
        if data_idx >= self.__num_dataset:
4475
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
4476
4477
4478
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
4479
            result = np.empty(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
4480
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
4481
4482
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
4483
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
4484
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
4485
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
4486
            if tmp_out_len.value != self.__num_inner_eval:
4487
                raise ValueError("Wrong length of eval results")
4488
            for i in range(self.__num_inner_eval):
4489
4490
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
4491
4492
        if callable(feval):
            feval = [feval]
wxchan's avatar
wxchan committed
4493
4494
4495
4496
4497
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
4498
4499
4500
4501
4502
4503
4504
4505
4506
            for eval_function in feval:
                if eval_function is None:
                    continue
                feval_ret = eval_function(self.__inner_predict(data_idx), cur_data)
                if isinstance(feval_ret, list):
                    for eval_name, val, is_higher_better in feval_ret:
                        ret.append((data_name, eval_name, val, is_higher_better))
                else:
                    eval_name, val, is_higher_better = feval_ret
wxchan's avatar
wxchan committed
4507
4508
4509
                    ret.append((data_name, eval_name, val, is_higher_better))
        return ret

4510
    def __inner_predict(self, data_idx: int) -> np.ndarray:
4511
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
4512
        if data_idx >= self.__num_dataset:
4513
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
4514
4515
4516
4517
4518
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
4519
            self.__inner_predict_buffer[data_idx] = np.empty(n_preds, dtype=np.float64)
4520
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
4521
4522
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
4523
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))  # type: ignore[union-attr]
wxchan's avatar
wxchan committed
4524
4525
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
4526
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
4527
4528
                ctypes.byref(tmp_out_len),
                data_ptr))
4529
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):  # type: ignore[arg-type]
4530
                raise ValueError(f"Wrong length of predict results for data {data_idx}")
wxchan's avatar
wxchan committed
4531
            self.__is_predicted_cur_iter[data_idx] = True
4532
        result: np.ndarray = self.__inner_predict_buffer[data_idx]  # type: ignore[assignment]
4533
4534
4535
4536
        if self.__num_class > 1:
            num_data = result.size // self.__num_class
            result = result.reshape(num_data, self.__num_class, order='F')
        return result
wxchan's avatar
wxchan committed
4537

4538
    def __get_eval_info(self) -> None:
4539
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
4540
4541
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
4542
            out_num_eval = ctypes.c_int(0)
4543
            # Get num of inner evals
wxchan's avatar
wxchan committed
4544
4545
4546
4547
4548
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
4549
                # Get name of eval metrics
Guolin Ke's avatar
Guolin Ke committed
4550
                tmp_out_len = ctypes.c_int(0)
4551
4552
4553
                reserved_string_buffer_size = 255
                required_string_buffer_size = ctypes.c_size_t(0)
                string_buffers = [
4554
                    ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(self.__num_inner_eval)
4555
                ]
wxchan's avatar
wxchan committed
4556
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
4557
4558
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
4559
                    ctypes.c_int(self.__num_inner_eval),
wxchan's avatar
wxchan committed
4560
                    ctypes.byref(tmp_out_len),
4561
                    ctypes.c_size_t(reserved_string_buffer_size),
4562
                    ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
4563
4564
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
4565
                    raise ValueError("Length of eval names doesn't equal with num_evals")
4566
4567
4568
4569
4570
4571
4572
4573
4574
4575
4576
4577
4578
4579
4580
4581
4582
4583
4584
4585
                actual_string_buffer_size = required_string_buffer_size.value
                # if buffer length is not long enough, reallocate buffers
                if reserved_string_buffer_size < actual_string_buffer_size:
                    string_buffers = [
                        ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(self.__num_inner_eval)
                    ]
                    ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
                    _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                        self.handle,
                        ctypes.c_int(self.__num_inner_eval),
                        ctypes.byref(tmp_out_len),
                        ctypes.c_size_t(actual_string_buffer_size),
                        ctypes.byref(required_string_buffer_size),
                        ptr_string_buffers))
                self.__name_inner_eval = [
                    string_buffers[i].value.decode('utf-8') for i in range(self.__num_inner_eval)
                ]
                self.__higher_better_inner_eval = [
                    name.startswith(('auc', 'ndcg@', 'map@', 'average_precision')) for name in self.__name_inner_eval
                ]