dask.py 40.5 KB
Newer Older
1
# coding: utf-8
2
"""Distributed training with LightGBM and dask.distributed.
3

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

It is based on dask-lightgbm, which was based on dask-xgboost.
8
"""
9
import socket
10
from collections import defaultdict
11
from copy import deepcopy
12
from typing import Any, Callable, Dict, List, Optional, Type, Union
13
14
15
from urllib.parse import urlparse

import numpy as np
16
17
import scipy.sparse as ss

18
from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
19
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
20
                     dask_Array, dask_DataFrame, dask_Series, default_client, delayed, pd_DataFrame, pd_Series, wait)
21
from .sklearn import LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _lgbmmodel_doc_fit, _lgbmmodel_doc_predict
22
23
24
25
26

_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
27
28


29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

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

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


48
49
def _find_random_open_port() -> int:
    """Find a random open port on localhost.
50
51
52

    Returns
    -------
53
    port : int
54
        A free port on localhost
55
    """
56
57
58
59
    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
        s.bind(('', 0))
        port = s.getsockname()[1]
    return port
60
61


62
def _concat(seq: List[_DaskPart]) -> _DaskPart:
63
64
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
65
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
66
        return concat(seq, axis=0)
67
68
69
70
71
72
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
        raise TypeError('Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got %s.' % str(type(seq[0])))


73
74
75
76
def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
77
78
79
    machines: str,
    local_listen_port: int,
    num_machines: int,
80
81
82
83
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
84
    network_params = {
85
86
        'machines': machines,
        'local_listen_port': local_listen_port,
87
        'time_out': time_out,
88
        'num_machines': num_machines
89
    }
90
91
    params.update(network_params)

92
93
    is_ranker = issubclass(model_factory, LGBMRanker)

94
    # Concatenate many parts into one
95
96
97
98
99
100
101
102
103
104
105
106
    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

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

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None
107

108
109
110
111
112
    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

113
114
    try:
        model = model_factory(**params)
115
        if is_ranker:
116
            model.fit(data, label, sample_weight=weight, init_score=init_score, group=group, **kwargs)
117
        else:
118
            model.fit(data, label, sample_weight=weight, init_score=init_score, **kwargs)
119

120
121
122
123
124
125
    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

    return model if return_model else None


126
def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
127
128
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
129
130
131
132
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
133
134
135
136
        parts = parts.flatten().tolist()
    return parts


137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
def _machines_to_worker_map(machines: str, worker_addresses: List[str]) -> Dict[str, int]:
    """Create a worker_map from machines list.

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

    Parameters
    ----------
    machines : str
        A comma-delimited list of workers, of the form ``ip1:port,ip2:port``.
    worker_addresses : list of str
        A list of Dask worker addresses, of the form ``{protocol}{hostname}:{port}``, where ``port`` is the port Dask's scheduler uses to talk to that worker.

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")
156
157
158
159

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

160
161
162
163
164
165
166
167
168
169
170
171
172
    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

    out = {}
    for address in worker_addresses:
        worker_host = urlparse(address).hostname
        out[address] = machine_to_port[worker_host].pop()

    return out


173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
def _possibly_fix_worker_map_duplicates(worker_map: Dict[str, int], client: Client) -> Dict[str, int]:
    """Fix any duplicate IP-port pairs in a ``worker_map``."""
    worker_map = deepcopy(worker_map)
    workers_that_need_new_ports = []
    host_to_port = defaultdict(set)
    for worker, port in worker_map.items():
        host = urlparse(worker).hostname
        if port in host_to_port[host]:
            workers_that_need_new_ports.append(worker)
        else:
            host_to_port[host].add(port)

    # if any duplicates were found, search for new ports one by one
    for worker in workers_that_need_new_ports:
        _log_info(f"Searching for a LightGBM training port for worker '{worker}'")
        host = urlparse(worker).hostname
        retries_remaining = 100
        while retries_remaining > 0:
            retries_remaining -= 1
            new_port = client.submit(
                _find_random_open_port,
                workers=[worker],
                allow_other_workers=False,
                pure=False
            ).result()
            if new_port not in host_to_port[host]:
                worker_map[worker] = new_port
                host_to_port[host].add(new_port)
                break

        if retries_remaining == 0:
            raise LightGBMError(
                "Failed to find an open port. Try re-running training or explicitly setting 'machines' or 'local_listen_port'."
            )

    return worker_map


211
212
213
214
215
216
217
def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    sample_weight: Optional[_DaskCollection] = None,
218
    init_score: Optional[_DaskCollection] = None,
219
220
221
    group: Optional[_DaskCollection] = None,
    **kwargs: Any
) -> LGBMModel:
222
223
224
225
    """Inner train routine.

    Parameters
    ----------
226
227
    client : dask.distributed.Client
        Dask client.
228
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
229
        Input feature matrix.
230
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
231
232
        The target values (class labels in classification, real numbers in regression).
    params : dict
233
        Parameters passed to constructor of the local underlying model.
234
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
235
        Class of the local underlying model.
236
    sample_weight : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
237
        Weights of training data.
238
239
    init_score : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
        Init score of training data.
240
    group : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
241
242
243
244
245
        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
246
247
248
249
250
251
252
    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281

    Note
    ----

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

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

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

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

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
282
    """
283
284
    params = deepcopy(params)

285
286
287
288
289
290
291
292
    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
309
        _log_warning('Parameter tree_learner set to %s, which is not allowed. Using "data" as default' % params['tree_learner'])
310
311
312
313
314
315
316
317
318
319
320
        params['tree_learner'] = 'data'

    if params['tree_learner'] not in {'data', 'data_parallel'}:
        _log_warning(
            'Support for tree_learner %s in lightgbm.dask is experimental and may break in a future release. \n'
            'Use "data" for a stable, well-tested interface.' % params['tree_learner']
        )

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
321
322
323
324
    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)
325

326
    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
327
328
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
329
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
330
    n_parts = len(parts)
331
332
333

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
334
        for i in range(n_parts):
335
            parts[i]['weight'] = weight_parts[i]
336
337
338

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
339
        for i in range(n_parts):
340
            parts[i]['group'] = group_parts[i]
341

342
343
344
345
346
    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

347
    # Start computation in the background
348
    parts = list(map(delayed, parts))
349
350
351
352
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
353
        if part.status == 'error':  # type: ignore
354
355
356
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
357
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
358
359
360
361
362
363
364
365
    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

366
367
368
369
370
371
    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
372
    )
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
    local_listen_port = params.pop("local_listen_port")

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

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

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
408
409
410
411
            # this approach with client.run() is faster than searching for ports
            # serially, but can produce duplicates sometimes. Try the fast approach one
            # time, then pass it through a function that will use a slower but more reliable
            # approach if duplicates are found.
412
413
414
            worker_address_to_port = client.run(
                _find_random_open_port,
                workers=list(worker_addresses)
415
            )
416
417
418
419
420
            worker_address_to_port = _possibly_fix_worker_map_duplicates(
                worker_map=worker_address_to_port,
                client=client
            )

421
422
423
424
425
426
427
        machines = ','.join([
            '%s:%d' % (urlparse(worker_address).hostname, port)
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
428

429
    # Tell each worker to train on the parts that it has locally
430
431
432
    #
    # This code treates ``_train_part()`` calls as not "pure" because:
    #     1. there is randomness in the training process unless parameters ``seed``
433
    #        and ``deterministic`` are set
434
435
436
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
437
438
439
440
441
442
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
443
444
445
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
446
447
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
448
449
450
            workers=[worker],
            allow_other_workers=False,
            pure=False,
451
452
453
454
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
455
456
457

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
    model = results[0]

    # if network parameters were changed during training, remove them from the
    # returned moodel so that they're generated dynamically on every run based
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

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

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

    return model
476
477


478
479
480
481
482
483
484
485
486
def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
487

488
    if part.shape[0] == 0:
489
        result = np.array([])
490
491
    elif pred_proba:
        result = model.predict_proba(
492
            part,
493
494
495
496
497
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
498
    else:
499
        result = model.predict(
500
            part,
501
502
503
504
505
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
506

507
    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
508
    if isinstance(part, pd_DataFrame):
509
        if len(result.shape) == 2:
510
            result = pd_DataFrame(result, index=part.index)
511
        else:
512
            result = pd_Series(result, index=part.index, name='predictions')
513
514
515
516

    return result


517
518
519
520
521
522
523
524
525
526
def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
) -> dask_Array:
527
528
529
530
    """Inner predict routine.

    Parameters
    ----------
531
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
532
        Fitted underlying model.
533
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
534
        Input feature matrix.
535
536
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
537
538
539
540
541
542
    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
543
    dtype : np.dtype, optional (default=np.float32)
544
        Dtype of the output.
545
    **kwargs
546
        Other parameters passed to ``predict`` or ``predict_proba`` method.
547
548
549

    Returns
    -------
550
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
551
        The predicted values.
552
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
553
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
554
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]
555
        If ``pred_contrib=True``, the feature contributions for each sample.
556
    """
557
558
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
559
    if isinstance(data, dask_DataFrame):
560
561
562
563
564
565
566
567
568
        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
569
    elif isinstance(data, dask_Array):
570
571
572
573
574
575
576
577
        return data.map_blocks(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            dtype=dtype,
578
            drop_axis=1
579
        )
580
    else:
581
        raise TypeError('Data must be either Dask Array or Dask DataFrame. Got %s.' % str(type(data)))
582
583


584
class _DaskLGBMModel:
585

586
587
    @property
    def client_(self) -> Client:
588
        """:obj:`dask.distributed.Client`: Dask client.
589
590
591
592
593
594
595
596
597

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

        return _get_dask_client(client=self.client)

598
    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
599
600
601
602
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
603
        out.update({"client": None})
604
605
606
        self.client = client
        return out

607
    def _lgb_dask_fit(
608
609
610
611
612
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
613
        init_score: Optional[_DaskCollection] = None,
614
615
616
        group: Optional[_DaskCollection] = None,
        **kwargs: Any
    ) -> "_DaskLGBMModel":
617
618
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
619
620

        params = self.get_params(True)
621
        params.pop("client", None)
622
623

        model = _train(
624
            client=_get_dask_client(self.client),
625
626
627
628
629
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
630
            init_score=init_score,
631
632
633
            group=group,
            **kwargs
        )
634
635

        self.set_params(**model.get_params())
636
        self._lgb_dask_copy_extra_params(model, self)
637
638
639

        return self

640
    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
641
642
643
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
644
        self._lgb_dask_copy_extra_params(self, model)
645
        model._other_params.pop("client", None)
646
647
648
        return model

    @staticmethod
649
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
650
651
652
653
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
654
            setattr(dest, name, attributes[name])
655
656


657
class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
658
659
    """Distributed version of lightgbm.LGBMClassifier."""

660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMClassifier.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMClassifier.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
713
    _base_doc = (
714
715
716
717
718
719
        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

720
721
722
723
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

724
    def __getstate__(self) -> Dict[Any, Any]:
725
        return self._lgb_dask_getstate()
726

727
728
729
730
731
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
732
        init_score: Optional[_DaskCollection] = None,
733
734
        **kwargs: Any
    ) -> "DaskLGBMClassifier":
735
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
736
        return self._lgb_dask_fit(
737
738
739
740
            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
741
            init_score=init_score,
742
743
744
            **kwargs
        )

745
746
747
748
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
749
        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
750
751
752
        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

753
754
    # DaskLGBMClassifier does not support evaluation data, or early stopping
    _base_doc = (_base_doc[:_base_doc.find('group :')]
755
756
757
758
759
760
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMClassifier support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
761
        + ' ' * 12 + 'Other parameters passed through to ``LGBMClassifier.fit()``.\n'
762
    )
763

764
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
765
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
766
767
768
769
770
771
772
        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
            **kwargs
        )

773
774
775
776
777
778
779
780
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]"
    )
781

782
    def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
783
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
784
785
786
787
788
789
790
        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
            **kwargs
        )

791
792
793
794
    predict_proba.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted probability for each class for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_probability",
795
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
796
797
798
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]"
    )
799

800
    def to_local(self) -> LGBMClassifier:
801
802
803
804
805
        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
806
            Local underlying model.
807
        """
808
        return self._lgb_dask_to_local(LGBMClassifier)
809
810


811
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
812
    """Distributed version of lightgbm.LGBMRegressor."""
813

814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRegressor.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRegressor.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
867
    _base_doc = (
868
869
870
871
872
873
        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

874
875
876
877
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

878
    def __getstate__(self) -> Dict[Any, Any]:
879
        return self._lgb_dask_getstate()
880

881
882
883
884
885
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
886
        init_score: Optional[_DaskCollection] = None,
887
888
        **kwargs: Any
    ) -> "DaskLGBMRegressor":
889
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
890
        return self._lgb_dask_fit(
891
892
893
894
            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
895
            init_score=init_score,
896
897
898
            **kwargs
        )

899
900
901
902
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
903
        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
904
905
906
        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

907
908
    # DaskLGBMRegressor does not support evaluation data, or early stopping
    _base_doc = (_base_doc[:_base_doc.find('group :')]
909
910
911
912
913
914
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRegressor support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
915
        + ' ' * 12 + 'Other parameters passed through to ``LGBMRegressor.fit()``.\n'
916
    )
917

918
    def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array:
919
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
920
921
922
923
924
925
        return _predict(
            model=self.to_local(),
            data=X,
            **kwargs
        )

926
927
928
929
930
931
932
933
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
934

935
    def to_local(self) -> LGBMRegressor:
936
937
938
939
940
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
941
            Local underlying model.
942
        """
943
        return self._lgb_dask_to_local(LGBMRegressor)
944
945


946
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
947
    """Distributed version of lightgbm.LGBMRanker."""
948

949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRanker.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRanker.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
1002
    _base_doc = (
1003
1004
1005
1006
1007
1008
        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

1009
1010
1011
1012
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1013
    def __getstate__(self) -> Dict[Any, Any]:
1014
        return self._lgb_dask_getstate()
1015

1016
1017
1018
1019
1020
1021
1022
1023
1024
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
        init_score: Optional[_DaskCollection] = None,
        group: Optional[_DaskCollection] = None,
        **kwargs: Any
    ) -> "DaskLGBMRanker":
1025
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
1026
        return self._lgb_dask_fit(
1027
1028
1029
1030
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
1031
            init_score=init_score,
1032
1033
1034
1035
            group=group,
            **kwargs
        )

1036
1037
1038
1039
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
1040
        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
1041
1042
1043
        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

1044
    # DaskLGBMRanker does not support evaluation data, or early stopping
1045
1046
1047
1048
1049
1050
1051
    _base_doc = (_base_doc[:_base_doc.find('eval_set :')]
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRanker support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
1052
        + ' ' * 12 + 'Other parameters passed through to ``LGBMRanker.fit()``.\n'
1053
    )
1054

1055
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1056
1057
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
        return _predict(self.to_local(), X, **kwargs)
1058

1059
1060
1061
1062
1063
1064
1065
1066
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1067

1068
    def to_local(self) -> LGBMRanker:
1069
1070
1071
1072
1073
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1074
            Local underlying model.
1075
        """
1076
        return self._lgb_dask_to_local(LGBMRanker)