test_engine.py 189 KB
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# coding: utf-8
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import copy
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import itertools
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import json
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import math
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import pickle
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import platform
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import random
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import re
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from os import getenv
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from pathlib import Path
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from shutil import copyfile
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import numpy as np
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import psutil
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import pytest
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from scipy.sparse import csr_matrix, isspmatrix_csc, isspmatrix_csr
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from sklearn.datasets import load_svmlight_file, make_blobs, make_classification, make_multilabel_classification
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from sklearn.metrics import average_precision_score, log_loss, mean_absolute_error, mean_squared_error, roc_auc_score
from sklearn.model_selection import GroupKFold, TimeSeriesSplit, train_test_split
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import lightgbm as lgb
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from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame, pd_Series
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from .utils import (
    SERIALIZERS,
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    assert_all_trees_valid,
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    assert_silent,
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    dummy_obj,
    load_breast_cancer,
    load_digits,
    load_iris,
    logistic_sigmoid,
    make_synthetic_regression,
    mse_obj,
    pickle_and_unpickle_object,
    sklearn_multiclass_custom_objective,
    softmax,
)
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decreasing_generator = itertools.count(0, -1)


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

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


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


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


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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


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


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


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

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

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


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

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

695
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    f_dataset_in = open(file_dataset_in, "r")
    f_dataset_out = open(file_dataset_out, "w")
697
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    random.seed(10)
    positions_all = []
    for line in open(file_query_in):
700
        docs_num = int(line)
701
        lines = []
702
        index_values = []
703
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        positions = [0] * docs_num
        for index in range(docs_num):
            features = f_dataset_in.readline().split()
            lines.append(features)
            val = 0.0
            for feature_val in features:
709
                feature_val_split = feature_val.split(":")
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                if int(feature_val_split[0]) == baseline_feature:
                    val = float(feature_val_split[1])
            index_values.append([index, val])
        index_values.sort(key=lambda x: -x[1])
714
        stop = False
715
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721
        for pos in range(docs_num):
            index = index_values[pos][0]
            new_label = 0
            if not stop:
                label = int(lines[index][0])
                pclick = get_pclick(label)
                if random.random() < pclick:
722
                    new_label = 1
723
724
725
726
                stop = random.random() < pstop
            lines[index][0] = str(new_label)
            positions[index] = pos
        for features in lines:
727
            f_dataset_out.write(" ".join(features) + "\n")
728
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731
732
        positions_all.extend(positions)
    f_dataset_out.close()
    return positions_all


733
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735
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
736
def test_ranking_with_position_information_with_file(tmp_path):
737
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
738
    params = {
739
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742
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746
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
747
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749
    }

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

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

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

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

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

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


786
787
788
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
789
def test_ranking_with_position_information_with_dataset_constructor(tmp_path):
790
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
791
    params = {
792
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795
796
797
798
799
800
801
802
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
        "num_threads": 1,
        "deterministic": True,
        "seed": 0,
803
804
805
    }

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

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

    positions = np.array(positions)

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

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

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

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

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


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


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

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

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


922
@pytest.mark.parametrize("first_metric_only", [True, False])
923
924
925
926
def test_early_stopping_via_global_params(first_metric_only):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
927
928
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        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "first_metric_only": first_metric_only,
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    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
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    valid_set_name = "valid_set"
    gbm = lgb.train(
        params, lgb_train, feval=[decreasing_metric, constant_metric], valid_sets=lgb_eval, valid_names=valid_set_name
    )
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    if first_metric_only:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1
    assert valid_set_name in gbm.best_score
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    assert "decreasing_metric" in gbm.best_score[valid_set_name]
    assert "error" in gbm.best_score[valid_set_name]
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@pytest.mark.parametrize("early_stopping_round", [-10, -1, 0, None, "None"])
def test_early_stopping_is_not_enabled_for_non_positive_stopping_rounds(early_stopping_round):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": early_stopping_round,
        "first_metric_only": True,
    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    valid_set_name = "valid_set"

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


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

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

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


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


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

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

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


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


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

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

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


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


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

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

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

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


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

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

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

    assert best_iteration == cvbooster_from_disk.best_iteration

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


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


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


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

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

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

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

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

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

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


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

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


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

    assert model_txt_from_memory == model_txt_from_file

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

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

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

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

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

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


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


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


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

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


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

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


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


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

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

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

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

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

2188
2189
2190
2191
2192
2193
2194
2195
    def are_interactions_enforced(gbm, feature_sets):
        def parse_tree_features(gbm):
            # trees start at position 1.
            tree_str = gbm.model_to_string().split("Tree")[1:]
            feature_sets = []
            for tree in tree_str:
                # split_features are in 4th line.
                features = tree.splitlines()[3].split("=")[1].split(" ")
2196
                features = {f"Column_{f}" for f in features}
2197
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2199
2200
2201
2202
2203
2204
2205
2206
2207
                feature_sets.append(features)
            return np.array(feature_sets)

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

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

        return not has_interaction_flag.any()

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


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

    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
2252
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2254
        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
2255
2256
2257
2258
2259
2260

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


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

    unconstrained_model = lgb.train(params_unconstrained_model, trainset_unconstrained_model, 10)
2299
    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
2300
2301
2302
2303
2304
2305
2306
2307
2308
2309
2310
2311
2312
2313
2314
2315
2316

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

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


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


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


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


2360
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2362
2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
2379
2380
2381
2382
2383
2384
2385
2386
def test_refit_with_one_tree_regression():
    X, y = make_synthetic_regression(n_samples=1_000, n_features=2)
    lgb_train = lgb.Dataset(X, label=y)
    params = {"objective": "regression", "verbosity": -1}
    model = lgb.train(params, lgb_train, num_boost_round=1)
    model_refit = model.refit(X, y)
    assert isinstance(model_refit, lgb.Booster)


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


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


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


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


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


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


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


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


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


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

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


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

2842
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2843
    for obj_multi_alias in obj_multi_aliases:
2844
        # Custom objective replaces multiclass
2845
2846
2847
2848
2849
        params_obj_class_3_verbose = {"objective": obj_multi_alias, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_3_verbose = {"objective": dummy_obj, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_1_verbose = {"objective": dummy_obj, "num_class": 1, "verbose": -1}
        params_obj_verbose = {"objective": obj_multi_alias, "verbose": -1}
        params_dummy_obj_verbose = {"objective": dummy_obj, "verbose": -1}
2850
2851
2852
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2853
        assert "valid multi_logloss-mean" in res
2854
2855
2856
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2857
2858
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2859
        # multiclass metric alias with custom one for custom objective
2860
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2861
        assert len(res) == 2
2862
        assert "valid error-mean" in res
2863
        # no metric for invalid class_num
2864
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2865
2866
        assert len(res) == 0
        # custom metric for invalid class_num
2867
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2868
        assert len(res) == 2
2869
        assert "valid error-mean" in res
2870
2871
        # multiclass metric alias with custom one with invalid class_num
        with pytest.raises(lgb.basic.LightGBMError):
2872
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2873
2874
2875
        # multiclass default metric without num_class
        with pytest.raises(lgb.basic.LightGBMError):
            get_cv_result(params_obj_verbose)
2876
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2877
2878
2879
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2880
            assert "valid multi_logloss-mean" in res
2881
        # multiclass metric
2882
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2883
        assert len(res) == 2
2884
        assert "valid multi_error-mean" in res
2885
2886
        # non-valid metric for multiclass objective
        with pytest.raises(lgb.basic.LightGBMError):
2887
2888
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2889
2890
2891
2892
    # non-default num_class for default objective
    with pytest.raises(lgb.basic.LightGBMError):
        get_cv_result(params_class_3_verbose)
    # no metric with non-default num_class for custom objective
2893
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2894
    assert len(res) == 0
2895
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2896
        # multiclass metric alias for custom objective
2897
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2898
        assert len(res) == 2
2899
        assert "valid multi_logloss-mean" in res
2900
    # multiclass metric for custom objective
2901
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2902
    assert len(res) == 2
2903
    assert "valid multi_error-mean" in res
2904
2905
    # binary metric with non-default num_class for custom objective
    with pytest.raises(lgb.basic.LightGBMError):
2906
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2907
2908
2909
2910
2911


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

2912
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2913
2914
2915

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

2916
2917
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2918
2919
2920
2921
2922
2923
2924
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2925
        callbacks=[lgb.record_evaluation(evals_result)],
2926
    )
2927

2928
2929
2930
2931
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
    assert "decreasing_metric" in evals_result["valid_0"]
2932
2933


2934
2935
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2936
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2937
    train_dataset = lgb.Dataset(X, y)
2938
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2939
2940
2941
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2942
    assert booster.params["objective"] == "none"
2943
2944
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2945
2946
2947
2948


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2949
    params = {"verbose": -1, "objective": mse_obj}
2950
    lgb_train = lgb.Dataset(X, y)
2951
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2952
2953
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2954
    assert booster.params["objective"] == "none"
2955
    assert mse_error == pytest.approx(286.724194)
2956
2957
2958
2959


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2960
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2961
    train_dataset = lgb.Dataset(X, y)
2962
2963
2964
2965
    cv_res = lgb.cv(params, train_dataset, num_boost_round=20, nfold=3, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_logloss_errors = [log_loss(y, logistic_sigmoid(cb.predict(X))) < 0.56 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2966
2967
2968
2969
2970
2971
2972
    assert all(cv_objs)
    assert all(cv_logloss_errors)


def test_objective_callable_cv_regression():
    X, y = make_synthetic_regression()
    lgb_train = lgb.Dataset(X, y)
2973
2974
2975
2976
2977
    params = {"verbose": -1, "objective": mse_obj}
    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, stratified=False, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_mse_errors = [mean_squared_error(y, cb.predict(X)) < 463 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2978
2979
2980
2981
    assert all(cv_objs)
    assert all(cv_mse_errors)


2982
2983
2984
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2985
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2986

2987
    train_dataset = lgb.Dataset(data=X, label=y)
2988
2989

    cv_results = lgb.cv(
2990
2991
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2992
2993
2994

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2995
2996
2997
2998
2999
3000
    assert "valid binary_logloss-mean" in cv_results
    assert "valid error-mean" in cv_results
    assert "valid decreasing_metric-mean" in cv_results
    assert "valid binary_logloss-stdv" in cv_results
    assert "valid error-stdv" in cv_results
    assert "valid decreasing_metric-stdv" in cv_results
3001
3002


3003
3004
3005
3006
3007
3008
def test_default_objective_and_metric():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_test, label=y_test, reference=train_dataset)
    evals_result = {}
3009
    params = {"verbose": -1}
3010
3011
3012
3013
3014
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
3015
        callbacks=[lgb.record_evaluation(evals_result)],
3016
3017
    )

3018
3019
3020
3021
    assert "valid_0" in evals_result
    assert len(evals_result["valid_0"]) == 1
    assert "l2" in evals_result["valid_0"]
    assert len(evals_result["valid_0"]["l2"]) == 5
3022
3023


3024
@pytest.mark.parametrize("use_weight", [True, False])
3025
def test_multiclass_custom_objective(use_weight):
3026
3027
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
3028
3029
3030
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
3031
3032
3033

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
3034
    weight = np.full_like(y, 2)
3035
    ds = lgb.Dataset(X, y)
3036
3037
    if use_weight:
        ds.set_weight(weight)
3038
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
3039
3040
3041
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

3042
    params["objective"] = custom_obj
3043
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
3044
3045
3046
3047
3048
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

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


3049
@pytest.mark.parametrize("use_weight", [True, False])
3050
def test_multiclass_custom_eval(use_weight):
3051
3052
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
3053
3054
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
3055
        return "custom_logloss", loss, False
3056
3057
3058

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
3059
3060
3061
3062
    weight = np.full_like(y, 2)
    X_train, X_valid, y_train, y_valid, weight_train, weight_valid = train_test_split(
        X, y, weight, test_size=0.2, random_state=0
    )
3063
3064
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
3065
3066
3067
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
3068
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
3069
3070
3071
3072
3073
3074
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
3075
        valid_names=["train", "valid"],
3076
3077
3078
3079
3080
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

3081
3082
    for key, ds in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
3083
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
3084
        assert metric == "custom_logloss"
3085
3086
3087
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


3088
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
3089
def test_model_size():
3090
    X, y = make_synthetic_regression()
3091
    data = lgb.Dataset(X, y)
3092
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
3093
3094
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
3095
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
3096
    one_tree_size = len(one_tree)
3097
    one_tree = one_tree.replace("Tree=1", "Tree={}")
3098
3099
3100
    multiplier = 100
    total_trees = multiplier + 2
    try:
3101
3102
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
3103
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
3104
        after_trees = model_str[model_str.find("end of trees") :]
3105
3106
        num_end_spaces = 2**31 - one_tree_size * total_trees
        new_model_str = f"{before_tree_sizes}\n\n{trees}{more_trees}{after_trees}{'':{num_end_spaces}}"
3107
        assert len(new_model_str) > 2**31
3108
        bst.model_from_string(new_model_str)
3109
3110
3111
3112
        assert bst.num_trees() == total_trees
        y_pred_new = bst.predict(X, num_iteration=2)
        np.testing.assert_allclose(y_pred, y_pred_new)
    except MemoryError:
3113
        pytest.skipTest("not enough RAM")
3114
3115


3116
3117
3118
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3119
def test_get_split_value_histogram(rng_fixed_seed):
3120
3121
3122
3123
    X, y = make_synthetic_regression()
    X = np.repeat(X, 3, axis=0)
    y = np.repeat(y, 3, axis=0)
    X[:, 2] = np.random.default_rng(0).integers(0, 20, size=X.shape[0])
3124
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
3125
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
3126
    # test XGBoost-style return value
3127
    params = {"feature": 0, "xgboost_style": True}
3128
3129
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
3130
3131
3132
3133
    assert gbm.get_split_value_histogram(bins=-1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=0, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=2, **params).shape == (2, 2)
3134
3135
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
3136
3137
3138
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
3139
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
3140
3141
3142
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
3143
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
3144
3145
3146
3147
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
3148
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
3149
3150
3151
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
3152
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
3153
3154
3155
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
3156
3157
    assert len(hist) == 20
    assert len(bins) == 21
3158
3159
3160
3161
3162
3163
3164
3165
3166
3167
3168
3169
3170
3171
3172
3173
3174
3175
3176
3177
3178
3179
3180
3181
3182
3183
3184
3185
    hist, bins = gbm.get_split_value_histogram(0, bins=999)
    assert len(hist) == 999
    assert len(bins) == 1000
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=-1)
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=0)
    hist, bins = gbm.get_split_value_histogram(0, bins=1)
    assert len(hist) == 1
    assert len(bins) == 2
    hist, bins = gbm.get_split_value_histogram(0, bins=2)
    assert len(hist) == 2
    assert len(bins) == 3
    hist, bins = gbm.get_split_value_histogram(0, bins=6)
    assert len(hist) == 6
    assert len(bins) == 7
    hist, bins = gbm.get_split_value_histogram(0, bins=7)
    assert len(hist) == 7
    assert len(bins) == 8
    hist_idx, bins_idx = gbm.get_split_value_histogram(0)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[0])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    hist_idx, bins_idx = gbm.get_split_value_histogram(X.shape[-1] - 1)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    # test bins string type
3186
3187
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3188
3189
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3190
3191
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3192
3193
3194
3195
    else:
        mask = hist_vals > 0
        np.testing.assert_array_equal(hist_vals[mask], hist[:, 1])
        np.testing.assert_allclose(bin_edges[1:][mask], hist[:, 0])
3196
3197
3198
    # test histogram is disabled for categorical features
    with pytest.raises(lgb.basic.LightGBMError):
        gbm.get_split_value_histogram(2)
3199
3200


3201
3202
3203
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3204
def test_early_stopping_for_only_first_metric():
3205
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3206
        params = {
3207
3208
3209
3210
3211
3212
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3213
        }
3214
3215
3216
3217
3218
3219
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3220
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3221
        )
3222
        assert assumed_iteration == gbm.best_iteration
3223

3224
3225
3226
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3227
        params = {
3228
3229
3230
3231
3232
3233
3234
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3235
        }
3236
3237
3238
3239
3240
3241
3242
        ret = lgb.cv(
            params,
            train_set=lgb_train,
            num_boost_round=25,
            stratified=False,
            feval=feval,
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3243
            eval_train_metric=eval_train_metric,
3244
        )
3245
3246
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3247
    X, y = make_synthetic_regression()
3248
3249
3250
3251
3252
3253
3254
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
    X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=0.5, random_state=73)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid1 = lgb.Dataset(X_test1, y_test1, reference=lgb_train)
    lgb_valid2 = lgb.Dataset(X_test2, y_test2, reference=lgb_train)

    iter_valid1_l1 = 3
3255
3256
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3257
    iter_valid2_l2 = 15
3258
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3259
3260
3261
3262
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

3263
3264
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3265
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3266
3267
3268
3269
3270
3271
3272
    iter_cv_min = min([iter_cv_l1, iter_cv_l2])

    # test for lgb.train
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, True)
3273
3274
3275
3276
3277
3278
    metrics_combination_train_regression(lgb_valid1, "l2", iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, "l1", iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_min_valid1, False)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_min_valid1, False)
3279
3280

    # test feval for lgb.train
3281
3282
3283
3284
3285
3286
3287
3288
3289
3290
3291
3292
3293
3294
3295
3296
3297
3298
3299
3300
3301
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        25,
        True,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        True,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3302
3303

    # test with two valid data for lgb.train
3304
3305
3306
3307
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l1", "l2"], iter_min_l1, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l1", "l2"], iter_min_l1, True)
3308
3309
3310

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3311
3312
3313
3314
3315
3316
    metrics_combination_cv_regression("l2", iter_cv_l2, True, False)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, False)
3317
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3318
3319
3320
3321
3322
3323
    metrics_combination_cv_regression("l2", iter_cv_l2, True, True)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, True)
3324
3325

    # test feval for lgb.cv
3326
3327
3328
3329
3330
3331
3332
3333
3334
3335
3336
3337
3338
3339
3340
3341
3342
3343
3344
3345
3346
    metrics_combination_cv_regression(
        "None",
        1,
        False,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        25,
        True,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        1,
        True,
        False,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3347
3348
3349
3350
3351
3352


def test_node_level_subcol():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
3353
3354
3355
3356
3357
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3358
3359
3360
3361
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3362
    gbm = lgb.train(
3363
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3364
    )
3365
3366
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3367
3368
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3369
3370
3371
3372
3373
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
def test_forced_split_feature_indices(tmp_path):
    X, y = make_synthetic_regression()
    forced_split = {
        "feature": 0,
        "threshold": 0.5,
        "left": {"feature": X.shape[1], "threshold": 0.5},
    }
    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))
    lgb_train = lgb.Dataset(X, y)
3385
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3386
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3387
        lgb.train(params, lgb_train)
3388
3389


3390
def test_forced_bins():
3391
    x = np.empty((100, 2))
3392
3393
3394
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3395
3396
3397
3398
3399
3400
3401
3402
3403
    forcedbins_filename = Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins.json"
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "forcedbins_filename": forcedbins_filename,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
    }
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, x.shape[1]))
    new_x[:, 0] = [0.31, 0.37, 0.41]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
    new_x[:, 0] = [0, 0, 0]
    new_x[:, 1] = [-0.9, -0.6, -0.3]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 1
3414
    params["forcedbins_filename"] = ""
3415
3416
3417
3418
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
3419
3420
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3421
    )
3422
    params["max_bin"] = 11
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
    lgb_x = lgb.Dataset(x[:, :1], label=y)
    est = lgb.train(params, lgb_x, num_boost_round=50)
    predicted = est.predict(x[1:, :1])
    _, counts = np.unique(predicted, return_counts=True)
    assert min(counts) >= 9
    assert max(counts) <= 11


def test_binning_same_sign():
    # test that binning works properly for features with only positive or only negative values
3433
    x = np.empty((99, 2))
3434
3435
3436
    x[:, 0] = np.arange(0.01, 1, 0.01)
    x[:, 1] = -np.arange(0.01, 1, 0.01)
    y = np.arange(0.01, 1, 0.01)
3437
3438
3439
3440
3441
3442
3443
3444
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3445
3446
3447
3448
3449
3450
3451
3452
3453
3454
3455
3456
3457
3458
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, 2))
    new_x[:, 0] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] == pytest.approx(predicted[1])
    assert predicted[1] != pytest.approx(predicted[2])
    new_x = np.zeros((3, 2))
    new_x[:, 1] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] != pytest.approx(predicted[1])
    assert predicted[1] == pytest.approx(predicted[2])


3459
def test_dataset_update_params(rng):
3460
3461
3462
3463
3464
3465
3466
3467
3468
3469
3470
3471
3472
3473
3474
3475
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3477
3478
3479
3480
3481
3482
3483
3484
3485
3486
3487
3488
3489
3490
3491
3492
3493
3494
3495
3496
3497
3498
3499
3500
3501
3502
3503
3504
3505
3506
3507
    default_params = {
        "max_bin": 100,
        "max_bin_by_feature": [20, 10],
        "bin_construct_sample_cnt": 10000,
        "min_data_in_bin": 1,
        "use_missing": False,
        "zero_as_missing": False,
        "categorical_feature": [0],
        "feature_pre_filter": True,
        "pre_partition": False,
        "enable_bundle": True,
        "data_random_seed": 0,
        "is_enable_sparse": True,
        "header": True,
        "two_round": True,
        "label_column": 0,
        "weight_column": 0,
        "group_column": 0,
        "ignore_column": 0,
        "min_data_in_leaf": 10,
        "linear_tree": False,
        "precise_float_parser": True,
        "verbose": -1,
    }
    unchangeable_params = {
        "max_bin": 150,
        "max_bin_by_feature": [30, 5],
        "bin_construct_sample_cnt": 5000,
        "min_data_in_bin": 2,
        "use_missing": True,
        "zero_as_missing": True,
        "categorical_feature": [0, 1],
        "feature_pre_filter": False,
        "pre_partition": True,
        "enable_bundle": False,
        "data_random_seed": 1,
        "is_enable_sparse": False,
        "header": False,
        "two_round": False,
        "label_column": 1,
        "weight_column": 1,
        "group_column": 1,
        "ignore_column": 1,
        "forcedbins_filename": "/some/path/forcedbins.json",
        "min_data_in_leaf": 2,
        "linear_tree": True,
        "precise_float_parser": False,
    }
3508
3509
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
3510
3511
3512
3513
3514
3515
3516
3517
3518
3519
3520
3521
3522
3523
3524
3525
3526
3527
3528
3529
3530
3531
3532
3533
3534
3535
3536
3537

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

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

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

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

    # decreasing with enabled filter is disallowed;
    # also changes of other params are disallowed
    default_params["feature_pre_filter"] = True
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    for key, value in unchangeable_params.items():
        new_params = default_params.copy()
        new_params[key] = value
3538
3539
3540
3541
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3542
3543
3544
3545
3546
        err_msg = (
            "Reducing `min_data_in_leaf` with `feature_pre_filter=true` may cause *"
            if key == "min_data_in_leaf"
            else f"Cannot change {param_name} *"
        )
3547
3548
3549
3550
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


3551
def test_dataset_params_with_reference(rng):
3552
    default_params = {"max_bin": 100}
3553
3554
3555
3556
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
    X_val = rng.uniform(size=(100, 2))
    y_val = rng.uniform(size=(100,))
3557
3558
3559
3560
3561
3562
3563
3564
3565
    lgb_train = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    lgb_val = lgb.Dataset(X_val, y_val, reference=lgb_train, free_raw_data=False).construct()
    assert lgb_train.get_params() == default_params
    assert lgb_val.get_params() == default_params
    lgb.train(default_params, lgb_train, valid_sets=[lgb_val])


def test_extra_trees():
    # check extra trees increases regularization
3566
    X, y = make_synthetic_regression()
3567
    lgb_x = lgb.Dataset(X, label=y)
3568
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3569
3570
3571
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3572
    params["extra_trees"] = True
3573
3574
3575
3576
3577
3578
3579
3580
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


def test_path_smoothing():
    # check path smoothing increases regularization
3581
    X, y = make_synthetic_regression()
3582
    lgb_x = lgb.Dataset(X, label=y)
3583
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3584
3585
3586
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3587
    params["path_smooth"] = 1
3588
3589
3590
3591
3592
3593
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


3594
def test_trees_to_dataframe(rng):
3595
3596
3597
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3598
3599
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3600
3601
3602
3603
3604
3605

    X, y = load_breast_cancer(return_X_y=True)
    data = lgb.Dataset(X, label=y)
    num_trees = 10
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()
3606
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3607

3608
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3609
3610
3611

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3612
3613
3614
3615
    mod_split = bst.feature_importance("split")
    mod_gains = bst.feature_importance("gain")
    num_trees_from_df = tree_df["tree_index"].nunique()
    obs_counts_from_df = tree_df.loc[tree_df["node_depth"] == 1, "count"].values
3616
3617
3618
3619
3620
3621
3622
3623

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

    # test edge case with one leaf
    X = np.ones((10, 2))
3624
    y = rng.uniform(size=(10,))
3625
3626
3627
3628
3629
    data = lgb.Dataset(X, label=y)
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()

    assert len(tree_df) == 1
3630
3631
3632
3633
3634
3635
3636
3637
3638
3639
3640
3641
3642
3643
3644
3645
3646
    assert tree_df.loc[0, "tree_index"] == 0
    assert tree_df.loc[0, "node_depth"] == 1
    assert tree_df.loc[0, "node_index"] == "0-L0"
    assert tree_df.loc[0, "value"] is not None
    for col in (
        "left_child",
        "right_child",
        "parent_index",
        "split_feature",
        "split_gain",
        "threshold",
        "decision_type",
        "missing_direction",
        "missing_type",
        "weight",
        "count",
    ):
3647
3648
3649
3650
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3651
    X, y = make_synthetic_regression(n_samples=200)
3652
3653
3654
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3655
    params = {"verbose": -1, "seed": 0}
3656
3657
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3658
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3659
3660
3661
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3662
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3663
3664
3665
    pred3 = est.predict(X)
    assert mean_squared_error(y, pred1) < mean_squared_error(y, pred3)
    # check that constraints consisting of single features reduce accuracy further
3666
3667
3668
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3669
3670
3671
3672
3673
3674
    pred4 = est.predict(X)
    assert mean_squared_error(y, pred3) < mean_squared_error(y, pred4)
    # test that interaction constraints work when not all features are used
    X = np.concatenate([np.zeros((X.shape[0], 1)), X], axis=1)
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
3675
3676
3677
3678
3679
    est = lgb.train(
        dict(params, interaction_constraints=[[0] + list(range(2, num_features)), [1] + list(range(2, num_features))]),
        train_data,
        num_boost_round=10,
    )
3680
3681


3682
def test_linear_trees_num_threads(rng_fixed_seed):
3683
3684
    # check that number of threads does not affect result
    x = np.arange(0, 1000, 0.1)
3685
    y = 2 * x + rng_fixed_seed.normal(loc=0, scale=0.1, size=(len(x),))
3686
3687
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3688
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3689
3690
3691
3692
3693
3694
3695
3696
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred1 = est.predict(x)
    params["num_threads"] = 4
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred2 = est.predict(x)
    np.testing.assert_allclose(pred1, pred2)


3697
def test_linear_trees(tmp_path, rng_fixed_seed):
3698
3699
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    x = np.arange(0, 100, 0.1)
3700
    y = 2 * x + rng_fixed_seed.normal(0, 0.1, len(x))
3701
3702
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3703
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3704
3705
3706
3707
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3708
    est = lgb.train(
3709
        dict(params, linear_tree=True),
3710
3711
3712
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3713
3714
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3715
    )
3716
    pred2 = est.predict(x)
3717
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3718
3719
3720
3721
3722
3723
3724
3725
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with nans in data
    x[:10] = np.nan
    lgb_train = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3726
    est = lgb.train(
3727
        dict(params, linear_tree=True),
3728
3729
3730
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3731
3732
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3733
    )
3734
    pred2 = est.predict(x)
3735
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3736
3737
3738
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3739
    est = lgb.train(
3740
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3741
3742
3743
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3744
3745
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3746
    )
3747
    pred = est.predict(x)
3748
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3749
3750
3751
3752
3753
3754
    # test with a feature that has only one non-nan value
    x = np.concatenate([np.ones([x.shape[0], 1]), x], 1)
    x[500:, 1] = np.nan
    y[500:] += 10
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3755
    est = lgb.train(
3756
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3757
3758
3759
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3760
3761
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3762
    )
3763
    pred = est.predict(x)
3764
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3765
3766
3767
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
3768
    lgb_train = lgb.Dataset(x, label=y, categorical_feature=[0])
3769
3770
3771
3772
3773
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
    )
3774
3775
3776
3777
3778
3779
3780
3781
3782
3783
3784
3785
3786
3787
3788
3789
3790
3791
3792
3793
    # test refit: same results on same data
    est2 = est.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2

    # test refit with save and load
    temp_model = str(tmp_path / "temp_model.txt")
    est.save_model(temp_model)
    est2 = lgb.Booster(model_file=temp_model)
    est2 = est2.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2
    # test refit: different results training on different data
    est3 = est.refit(x[:100, :], label=y[:100])
    p3 = est3.predict(x)
    assert np.mean(np.abs(p2 - p1)) > np.abs(np.max(p3 - p1))
    # test when num_leaves - 1 < num_features and when num_leaves - 1 > num_features
    X_train, _, y_train, _ = train_test_split(*load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2)
3794
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3795
3796
3797
3798
3799
3800
3801
3802
3803
3804
3805
3806
3807
3808
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=2),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=60),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
3809
3810


3811
def test_save_and_load_linear(tmp_path):
3812
3813
3814
    X_train, X_test, y_train, y_test = train_test_split(
        *load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2
    )
3815
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3816
3817
3818
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3819
3820
    train_data_1 = lgb.Dataset(X_train, label=y_train, params=params, categorical_feature=[0])
    est_1 = lgb.train(params, train_data_1, num_boost_round=10)
3821
3822
    pred_1 = est_1.predict(X_train)

3823
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3824
3825
3826
3827
3828
3829
    train_data_1.save_binary(tmp_dataset)
    train_data_2 = lgb.Dataset(tmp_dataset)
    est_2 = lgb.train(params, train_data_2, num_boost_round=10)
    pred_2 = est_2.predict(X_train)
    np.testing.assert_allclose(pred_1, pred_2)

3830
    model_file = str(tmp_path / "model.txt")
3831
3832
3833
3834
3835
3836
    est_2.save_model(model_file)
    est_3 = lgb.Booster(model_file=model_file)
    pred_3 = est_3.predict(X_train)
    np.testing.assert_allclose(pred_2, pred_3)


3837
3838
3839
def test_linear_single_leaf():
    X_train, y_train = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X_train, label=y_train)
3840
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3841
3842
3843
3844
3845
    bst = lgb.train(params, train_data, num_boost_round=5)
    y_pred = bst.predict(X_train)
    assert log_loss(y_train, y_pred) < 0.661


3846
3847
3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
3859
3860
3861
def test_linear_raises_informative_errors_on_unsupported_params():
    X, y = make_synthetic_regression()
    with pytest.raises(lgb.basic.LightGBMError, match="Cannot use regression_l1 objective when fitting linear trees"):
        lgb.train(
            train_set=lgb.Dataset(X, label=y),
            params={"linear_tree": True, "objective": "regression_l1"},
            num_boost_round=1,
        )
    with pytest.raises(lgb.basic.LightGBMError, match="zero_as_missing must be false when fitting linear trees"):
        lgb.train(
            train_set=lgb.Dataset(X, label=y),
            params={"linear_tree": True, "zero_as_missing": True},
            num_boost_round=1,
        )


3862
3863
3864
3865
3866
def test_predict_with_start_iteration():
    def inner_test(X, y, params, early_stopping_rounds):
        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
        train_data = lgb.Dataset(X_train, label=y_train)
        valid_data = lgb.Dataset(X_test, label=y_test)
3867
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3868
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
3869
3870
3871
3872
3873
3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885

        # test that the predict once with all iterations equals summed results with start_iteration and num_iteration
        all_pred = booster.predict(X, raw_score=True)
        all_pred_contrib = booster.predict(X, pred_contrib=True)
        steps = [10, 12]
        for step in steps:
            pred = np.zeros_like(all_pred)
            pred_contrib = np.zeros_like(all_pred_contrib)
            for start_iter in range(0, 50, step):
                pred += booster.predict(X, start_iteration=start_iter, num_iteration=step, raw_score=True)
                pred_contrib += booster.predict(X, start_iteration=start_iter, num_iteration=step, pred_contrib=True)
            np.testing.assert_allclose(all_pred, pred)
            np.testing.assert_allclose(all_pred_contrib, pred_contrib)
        # test the case where start_iteration <= 0, and num_iteration is None
        pred1 = booster.predict(X, start_iteration=-1)
        pred2 = booster.predict(X, num_iteration=booster.best_iteration)
        np.testing.assert_allclose(pred1, pred2)
3886

3887
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3900
3901
3902
3903
3904
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3906
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3908
        # test the case where start_iteration > 0, and num_iteration <= 0
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=90)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

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

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

    # test for regression
3909
    X, y = make_synthetic_regression()
3910
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3911
3912
3913
3914
3915
3916
3917
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for multi-class
    X, y = load_iris(return_X_y=True)
3918
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3919
3920
3921
3922
3923
3924
3925
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for binary
    X, y = load_breast_cancer(return_X_y=True)
3926
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3927
3928
3929
3930
3931
3932
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)


3933
3934
3935
3936
3937
3938
3939
3940
3941
3942
3943
3944
3945
3946
3947
3948
3949
3950
3951
3952
3953
3954
3955
3956
3957
3958
3959
3960
@pytest.mark.parametrize("use_init_score", [False, True])
def test_predict_stump(rng, use_init_score):
    X, y = load_breast_cancer(return_X_y=True)
    dataset_kwargs = {"data": X, "label": y}
    if use_init_score:
        dataset_kwargs.update({"init_score": rng.uniform(size=y.shape)})
    bst = lgb.train(
        train_set=lgb.Dataset(**dataset_kwargs),
        params={"objective": "binary", "min_data_in_leaf": X.shape[0]},
        num_boost_round=5,
    )
    # checking prediction from 1 iteration and the whole model, to prevent bugs
    # of the form "a model of n stumps predicts n * initial_score"
    preds_1 = bst.predict(X, raw_score=True, num_iteration=1)
    preds_all = bst.predict(X, raw_score=True)
    if use_init_score:
        # if init_score was provided, a model of stumps should predict all 0s
        all_zeroes = np.full_like(preds_1, fill_value=0.0)
        np.testing.assert_allclose(preds_1, all_zeroes)
        np.testing.assert_allclose(preds_all, all_zeroes)
    else:
        # if init_score was not provided, prediction for a model of stumps should be
        # the "average" of the labels
        y_avg = np.log(y.mean() / (1.0 - y.mean()))
        np.testing.assert_allclose(preds_1, np.full_like(preds_1, fill_value=y_avg))
        np.testing.assert_allclose(preds_all, np.full_like(preds_all, fill_value=y_avg))


3961
3962
3963
3964
3965
3966
3967
3968
3969
3970
def test_predict_regression_output_shape():
    n_samples = 1_000
    n_features = 4
    X, y = make_synthetic_regression(n_samples=n_samples, n_features=n_features)
    dtrain = lgb.Dataset(X, label=y)
    params = {"objective": "regression", "verbosity": -1}

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples,)
3971
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3972
3973
3974
3975
3976
3977
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 1)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples,)
3978
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3979
3980
3981
3982
3983
3984
3985
3986
3987
3988
3989
3990
3991
3992
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 2)


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

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples,)
3993
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3994
3995
3996
3997
3998
3999
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 1)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples,)
4000
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
4001
4002
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_features + 1)
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, 2)


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

    # 1-round model
    bst = lgb.train(params, dtrain, num_boost_round=1)
    assert bst.predict(X).shape == (n_samples, n_classes)
4016
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
4017
4018
4019
4020
4021
4022
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_classes * (n_features + 1))
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, n_classes)

    # 2-round model
    bst = lgb.train(params, dtrain, num_boost_round=2)
    assert bst.predict(X).shape == (n_samples, n_classes)
4023
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
4024
4025
4026
4027
    assert bst.predict(X, pred_contrib=True).shape == (n_samples, n_classes * (n_features + 1))
    assert bst.predict(X, pred_leaf=True).shape == (n_samples, n_classes * 2)


4028
4029
4030
def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
4031
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
4032
4033
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
4034
4035
    est = lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    ap = res["training"]["average_precision"][-1]
4036
4037
4038
4039
4040
4041
4042
    pred = est.predict(X)
    sklearn_ap = average_precision_score(y, pred)
    assert ap == pytest.approx(sklearn_ap)
    # test that average precision is 1 where model predicts perfectly
    y = y.copy()
    y[:] = 1
    lgb_X = lgb.Dataset(X, label=y)
4043
4044
    lgb.train(params, lgb_X, num_boost_round=1, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    assert res["training"]["average_precision"][-1] == pytest.approx(1)
4045
4046
4047
4048
4049
4050


def test_reset_params_works_with_metric_num_class_and_boosting():
    X, y = load_breast_cancer(return_X_y=True)
    dataset_params = {"max_bin": 150}
    booster_params = {
4051
4052
4053
4054
4055
4056
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
4057
4058
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
4059
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
4060
4061
4062
4063

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

4064
    booster_params["bagging_fraction"] += 0.1
4065
4066
4067
4068
4069
    new_bst = bst.reset_parameter(booster_params)

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params
    assert new_bst.params == expected_params
4070
4071


4072
4073
@pytest.mark.parametrize("linear_tree", [False, True])
def test_dump_model_stump(linear_tree):
4074
    X, y = load_breast_cancer(return_X_y=True)
4075

4076
    train_data = lgb.Dataset(X, label=y)
4077
4078
4079
4080
4081
4082
4083
4084
4085
4086
4087
4088
4089
4090
4091
4092
4093
4094
4095
    params = {"objective": "binary", "verbose": -1, "linear_tree": linear_tree, "min_data_in_leaf": len(y)}
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    tree_structure = dumped_model["tree_info"][0]["tree_structure"]
    assert len(dumped_model["tree_info"]) == 1
    assert "leaf_value" in tree_structure
    assert tree_structure["leaf_count"] == len(y)


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

    params = {
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
    }
4096
    bst = lgb.train(params, train_data, num_boost_round=5)
4097
4098
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    dumped_model_str = str(dumped_model)
4099
4100
4101
4102
4103
    assert "leaf_features" not in dumped_model_str
    assert "leaf_coeff" not in dumped_model_str
    assert "leaf_const" not in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
4104
4105
4106
4107
4108
4109
4110
4111
4112
4113
4114
4115
4116
4117
4118
4119
4120

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

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


def test_dump_model_linear():
    X, y = load_breast_cancer(return_X_y=True)
    params = {
        "objective": "binary",
        "verbose": -1,
        "linear_tree": True,
    }
4121
4122
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
4123
4124
4125
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    assert_all_trees_valid(dumped_model)
    dumped_model_str = str(dumped_model)
4126
4127
4128
4129
4130
    assert "leaf_features" in dumped_model_str
    assert "leaf_coeff" in dumped_model_str
    assert "leaf_const" in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
4131
4132
4133
4134


def test_dump_model_hook():
    def hook(obj):
4135
4136
4137
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
4138
4139
4140
4141
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
4142
    params = {"objective": "binary", "verbose": -1}
4143
4144
4145
4146
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0, object_hook=hook))
    assert "leaf_value" not in dumped_model_str
    assert "LV" in dumped_model_str
4147
4148


4149
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
4150
def test_force_split_with_feature_fraction(tmp_path):
4151
    X, y = make_synthetic_regression()
4152
4153
4154
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)

4155
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165

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

    params = {
        "objective": "regression",
        "feature_fraction": 0.6,
        "force_col_wise": True,
        "feature_fraction_seed": 1,
4166
        "forcedsplits_filename": tmp_split_file,
4167
4168
4169
4170
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
4171
    assert ret < 15.7
4172
4173
4174
4175
4176

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
4177
        assert tree_structure["split_feature"] == 0
4178
4179


4180
4181
4182
4183
4184
4185
def test_goss_boosting_and_strategy_equivalent():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    base_params = {
4186
4187
4188
4189
4190
4191
4192
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4193
    }
4194
    params1 = {**base_params, "boosting": "goss"}
4195
    evals_result1 = {}
4196
4197
4198
4199
    lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result1)]
    )
    params2 = {**base_params, "data_sample_strategy": "goss"}
4200
    evals_result2 = {}
4201
4202
4203
4204
    lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result2)]
    )
    assert evals_result1["valid_0"]["l2"] == evals_result2["valid_0"]["l2"]
4205
4206
4207
4208
4209
4210
4211
4212
4213


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

    base_params = {
4214
4215
4216
4217
4218
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4219
4220
    }

4221
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
4222
    evals_result = {}
4223
4224
4225
4226
    gbm = lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res1 = evals_result["valid_0"]["l2"][-1]
4227
4228
4229
4230
    test_res1 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res1 == pytest.approx(3149.393862, abs=1.0)
    assert eval_res1 == pytest.approx(test_res1)

4231
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
4232
    evals_result = {}
4233
4234
4235
4236
    gbm = lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res2 = evals_result["valid_0"]["l2"][-1]
4237
4238
4239
4240
    test_res2 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res2 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res2 == pytest.approx(test_res2)

4241
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
4242
    evals_result = {}
4243
4244
4245
4246
    gbm = lgb.train(
        params3, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res3 = evals_result["valid_0"]["l2"][-1]
4247
4248
4249
4250
    test_res3 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res3 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res3 == pytest.approx(test_res3)

4251
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
4252
    evals_result = {}
4253
4254
4255
4256
    gbm = lgb.train(
        params4, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res4 = evals_result["valid_0"]["l2"][-1]
4257
4258
4259
4260
4261
4262
4263
4264
4265
4266
4267
4268
4269
    test_res4 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res4 == pytest.approx(2095.538735, abs=1.0)
    assert eval_res4 == pytest.approx(test_res4)

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

4270
4271
4272
4273
4274
4275
4276
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4277
    evals_result = {}
4278
4279
4280
4281
    gbm = lgb.train(
        params5, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res5 = evals_result["valid_0"]["l2"][-1]
4282
4283
4284
4285
    test_res5 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res5 == pytest.approx(3134.866931, abs=1.0)
    assert eval_res5 == pytest.approx(test_res5)

4286
4287
4288
4289
4290
4291
4292
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4293
    evals_result = {}
4294
4295
4296
4297
    gbm = lgb.train(
        params6, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res6 = evals_result["valid_0"]["l2"][-1]
4298
4299
4300
4301
4302
4303
    test_res6 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res6 == pytest.approx(2539.792378, abs=1.0)
    assert eval_res6 == pytest.approx(test_res6)
    assert test_res5 != test_res6
    assert eval_res5 != eval_res6

4304
4305
4306
4307
4308
4309
4310
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4311
    evals_result = {}
4312
4313
4314
4315
    gbm = lgb.train(
        params7, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res7 = evals_result["valid_0"]["l2"][-1]
4316
4317
4318
4319
4320
4321
4322
4323
4324
    test_res7 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res7 == pytest.approx(1518.704481, abs=1.0)
    assert eval_res7 == pytest.approx(test_res7)
    assert test_res5 != test_res7
    assert eval_res5 != eval_res7
    assert test_res6 != test_res7
    assert eval_res6 != eval_res7


4325
4326
4327
4328
4329
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4330
    params = {"objective": "l2", "num_leaves": 3}
4331
4332
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
4333
    assert list(eval_result.keys()) == ["training"]
4334
4335
4336
4337
4338
    train_mses = []
    for i in range(num_boost_round):
        pred = bst.predict(X, num_iteration=i + 1)
        mse = mean_squared_error(y, pred)
        train_mses.append(mse)
4339
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4340
4341


4342
@pytest.mark.parametrize("train_metric", [False, True])
4343
4344
4345
4346
4347
def test_record_evaluation_with_cv(train_metric):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4348
4349
4350
4351
4352
4353
    metrics = ["l2", "rmse"]
    params = {"objective": "l2", "num_leaves": 3, "metric": metrics}
    cv_hist = lgb.cv(
        params, ds, num_boost_round=5, stratified=False, callbacks=callbacks, eval_train_metric=train_metric
    )
    expected_datasets = {"valid"}
4354
    if train_metric:
4355
        expected_datasets.add("train")
4356
4357
4358
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4359
4360
4361
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4362
4363


4364
def test_pandas_with_numpy_regular_dtypes(rng_fixed_seed):
4365
4366
4367
4368
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4369
4370
4371

    n_samples = 100
    # data as float64
4372
4373
    df = pd.DataFrame(
        {
4374
4375
4376
4377
            "x1": rng_fixed_seed.integers(low=0, high=2, size=n_samples),
            "x2": rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x3": 10 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x4": 100 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
4378
4379
        }
    )
4380
    df = df.astype(np.float64)
4381
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4382
    ds = lgb.Dataset(df, y)
4383
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4384
4385
4386
4387
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4388
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4389
4390
4391
4392
4393
4394
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test all predictions are equal using different input dtypes
    for target_dtypes in [uints, ints, bool_and_floats]:
4395
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4396
4397
4398
4399
4400
4401
4402
        assert df2.dtypes.tolist() == target_dtypes
        ds2 = lgb.Dataset(df2, y)
        bst2 = lgb.train(params, ds2, num_boost_round=5)
        preds2 = bst2.predict(df2)
        np.testing.assert_allclose(preds, preds2)


4403
def test_pandas_nullable_dtypes(rng_fixed_seed):
4404
4405
4406
    pd = pytest.importorskip("pandas")
    df = pd.DataFrame(
        {
4407
            "x1": rng_fixed_seed.integers(low=1, high=3, size=100),
4408
            "x2": np.linspace(-1, 1, 100),
4409
4410
            "x3": pd.arrays.SparseArray(rng_fixed_seed.integers(low=0, high=11, size=100)),
            "x4": rng_fixed_seed.uniform(size=(100,)) < 0.5,
4411
4412
        }
    )
4413
    # introduce some missing values
4414
4415
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
4416
    # in recent versions of pandas, type 'bool' is incompatible with nan values in x4
4417
    df["x4"] = df["x4"].astype(np.float64)
4418
    df.loc[3, "x4"] = np.nan
4419
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4420
4421
4422
    y = y.fillna(0)

    # train with regular dtypes
4423
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4424
4425
4426
4427
4428
4429
    ds = lgb.Dataset(df, y)
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # convert to nullable dtypes
    df2 = df.copy()
4430
4431
4432
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4433
4434
4435
4436
4437
4438
4439
4440

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

    trees_df = bst_nullable_dtypes.trees_to_dataframe()
    # test all features were used
4441
    assert trees_df["split_feature"].nunique() == df.shape[1]
4442
4443
4444
4445
4446
4447
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test equal predictions
    np.testing.assert_allclose(preds, preds_nullable_dtypes)
4448
4449
4450
4451
4452


def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
4453
4454
4455
4456
4457
4458
4459
4460
4461
4462
4463
    X = np.array(
        [
            [1021.0589, 1018.9578],
            [1023.85754, 1018.7854],
            [1024.5468, 1018.88513],
            [1019.02954, 1018.88513],
            [1016.79926, 1018.88513],
            [1007.6, 1018.88513],
        ],
        dtype=np.float32,
    )
4464
4465
4466
4467
4468
4469
4470
4471
4472
4473
4474
4475
4476
4477
4478
4479
    y = np.array([1023.8, 1024.6, 1024.4, 1023.8, 1022.0, 1014.4], dtype=np.float32)
    params = {
        "extra_trees": True,
        "min_data_in_bin": 1,
        "extra_seed": 7,
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
        "min_data_in_leaf": 1,
    }
    train_set = lgb.Dataset(X, y)
    model = lgb.train(params=params, train_set=train_set, num_boost_round=10)

    preds = model.predict(X)
    mean_preds = np.mean(preds)
    assert y.min() <= mean_preds <= y.max()
4480
4481


4482
def test_cegb_split_buffer_clean(rng_fixed_seed):
4483
4484
4485
4486
4487
4488
4489
4490
    # modified from https://github.com/microsoft/LightGBM/issues/3679#issuecomment-938652811
    # and https://github.com/microsoft/LightGBM/pull/5087
    # test that the ``splits_per_leaf_`` of CEGB is cleaned before training a new tree
    # which is done in the fix #5164
    # without the fix:
    #    Check failed: (best_split_info.left_count) > (0)

    R, C = 1000, 100
4491
    data = rng_fixed_seed.standard_normal(size=(R, C))
4492
    for i in range(1, C):
4493
        data[i] += data[0] * rng_fixed_seed.standard_normal()
4494
4495
4496
4497
4498
4499
4500
4501
4502
4503

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

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

    params = {
4504
4505
4506
4507
4508
4509
4510
4511
4512
4513
4514
4515
4516
        "boosting_type": "gbdt",
        "objective": "regression",
        "max_bin": 255,
        "num_leaves": 31,
        "seed": 0,
        "learning_rate": 0.1,
        "min_data_in_leaf": 0,
        "verbose": -1,
        "min_split_gain": 1000.0,
        "cegb_penalty_feature_coupled": 5 * np.arange(C),
        "cegb_penalty_split": 0.0002,
        "cegb_tradeoff": 10.0,
        "force_col_wise": True,
4517
4518
4519
4520
4521
4522
    }

    model = lgb.train(params, train, num_boost_round=10)
    predicts = model.predict(test_data)
    rmse = np.sqrt(mean_squared_error(test_y, predicts))
    assert rmse < 10.0
4523
4524


4525
4526
4527
4528
def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4529
4530
4531
        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
4532
4533
    }
    lgb.train(params, ds, num_boost_round=1)
4534
    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. Current value: verbosity=0"
4535
4536
4537
4538
    stdout = capsys.readouterr().out
    assert expected_msg in stdout


4539
4540
4541
4542
4543
4544
4545
4546
4547
def test_verbosity_is_respected_when_using_custom_objective(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
        "objective": mse_obj,
        "nonsense": 123,
        "num_leaves": 3,
    }
    lgb.train({**params, "verbosity": -1}, ds, num_boost_round=1)
4548
    assert_silent(capsys)
4549
4550
4551
4552
    lgb.train({**params, "verbosity": 0}, ds, num_boost_round=1)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


4553
4554
@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
4555
4556
4557
4558
def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4559
4560
4561
4562
        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
4563
4564
4565
4566
        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
4567
4568
        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
4569
4570
4571
4572
4573
    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
4574
        assert re.search(r"\[LightGBM\]", stdout) is None
4575
4576


4577
4578
4579
4580
4581
4582
4583
4584
4585
4586
4587
4588
4589
4590
4591
4592
4593
4594
4595
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4597
4598
4599
4600
4601
4602
4603
4604
4605
4606
4607
4608
4609
4610
4611
4612
4613
4614
4615
4616
4617
4618
4619
4620
4621
4622
4623
4624
4625
4626
4627
4628
4629
4630
4631
4632
4633
4634
4635
4636
4637
4638
4639
4640
4641
4642
4643
4644
4645
4646
4647
4648
4649
4650
4651
4652
4653
4654
4655
4656
4657
4658
4659
4660
4661
4662
4663
4664
4665
4666
4667
4668
4669
4670
4671
4672
4673
4674
4675
4676
4677
4678
4679
4680
4681
4682
4683
4684
4685
def test_cv_only_raises_num_rounds_warning_when_expected(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    base_params = {
        "num_leaves": 5,
        "objective": "regression",
        "verbosity": -1,
    }
    additional_kwargs = {"return_cvbooster": True, "stratified": False}

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

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

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

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

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

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

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

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


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

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

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

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

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

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

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

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

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


4686
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
4687
4688
def test_validate_features():
    X, y = make_synthetic_regression()
4689
    features = ["x1", "x2", "x3", "x4"]
4690
4691
    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
4692
    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
4693
4694
4695
    assert bst.feature_name() == features

    # try to predict with a different feature
4696
    df2 = df.rename(columns={"x3": "z"})
4697
4698
4699
4700
4701
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.predict(df2, validate_features=False)
4702
4703
4704
4705
4706
4707
4708

    # try to refit with a different feature
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.refit(df2, y, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.refit(df2, y, validate_features=False)
4709
4710


4711
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def test_train_and_cv_raise_informative_error_for_train_set_of_wrong_type():
    with pytest.raises(TypeError, match=r"train\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.train({}, train_set=[])
    with pytest.raises(TypeError, match=r"cv\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.cv({}, train_set=[])


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


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


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

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

    params.update({"bagging_by_query": False, "bagging_fraction": 0.1, "bagging_freq": 1})
    gbm_no_bagging_by_query = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score_no_bagging_by_query = gbm_no_bagging_by_query.best_score["valid_0"]["ndcg@5"]
    assert ndcg_score_bagging_by_query >= ndcg_score - 0.1
    assert ndcg_score_no_bagging_by_query >= ndcg_score - 0.1
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def test_equal_predict_from_row_major_and_col_major_data():
    X_row, y = make_synthetic_regression()
    assert X_row.flags["C_CONTIGUOUS"] and not X_row.flags["F_CONTIGUOUS"]
    ds = lgb.Dataset(X_row, y)
    params = {"num_leaves": 8, "verbose": -1}
    bst = lgb.train(params, ds, num_boost_round=5)
    preds_row = bst.predict(X_row)

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

    np.testing.assert_allclose(preds_row, preds_col)