test_Predictor.R 13.8 KB
Newer Older
1
2
3
4
VERBOSITY <- as.integer(
  Sys.getenv("LIGHTGBM_TEST_VERBOSITY", "-1")
)

5
6
TOLERANCE <- 1e-6

7
8
library(Matrix)

9
10
11
12
13
14
test_that("Predictor$finalize() should not fail", {
    X <- as.matrix(as.integer(iris[, "Species"]), ncol = 1L)
    y <- iris[["Sepal.Length"]]
    dtrain <- lgb.Dataset(X, label = y)
    bst <- lgb.train(
        data = dtrain
15
16
17
        , params = list(
            objective = "regression"
        )
18
        , verbose = VERBOSITY
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
        , nrounds = 3L
    )
    model_file <- tempfile(fileext = ".model")
    bst$save_model(filename = model_file)
    predictor <- Predictor$new(modelfile = model_file)

    expect_true(lgb.is.Predictor(predictor))

    expect_false(lgb.is.null.handle(predictor$.__enclos_env__$private$handle))

    predictor$finalize()
    expect_true(lgb.is.null.handle(predictor$.__enclos_env__$private$handle))

    # calling finalize() a second time shouldn't cause any issues
    predictor$finalize()
    expect_true(lgb.is.null.handle(predictor$.__enclos_env__$private$handle))
})

37
38
39
40
41
42
test_that("predictions do not fail for integer input", {
    X <- as.matrix(as.integer(iris[, "Species"]), ncol = 1L)
    y <- iris[["Sepal.Length"]]
    dtrain <- lgb.Dataset(X, label = y)
    fit <- lgb.train(
        data = dtrain
43
44
45
        , params = list(
            objective = "regression"
        )
46
        , verbose = VERBOSITY
47
        , nrounds = 3L
48
49
50
51
52
53
54
55
    )
    X_double <- X[c(1L, 51L, 101L), , drop = FALSE]
    X_integer <- X_double
    storage.mode(X_double) <- "double"
    pred_integer <- predict(fit, X_integer)
    pred_double <- predict(fit, X_double)
    expect_equal(pred_integer, pred_double)
})
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74

test_that("start_iteration works correctly", {
    set.seed(708L)
    data(agaricus.train, package = "lightgbm")
    data(agaricus.test, package = "lightgbm")
    train <- agaricus.train
    test <- agaricus.test
    dtrain <- lgb.Dataset(
        agaricus.train$data
        , label = agaricus.train$label
    )
    dtest <- lgb.Dataset.create.valid(
        dtrain
        , agaricus.test$data
        , label = agaricus.test$label
    )
    bst <- lightgbm(
        data = as.matrix(train$data)
        , label = train$label
75
76
77
78
        , params = list(
            num_leaves = 4L
            , learning_rate = 0.6
            , objective = "binary"
79
            , verbosity = VERBOSITY
80
        )
81
        , nrounds = 50L
82
83
84
85
        , valids = list("test" = dtest)
        , early_stopping_rounds = 2L
    )
    expect_true(lgb.is.Booster(bst))
86
    pred1 <- predict(bst, newdata = test$data, rawscore = TRUE)
87
88
89
90
    pred_contrib1 <- predict(bst, test$data, predcontrib = TRUE)
    pred2 <- rep(0.0, length(pred1))
    pred_contrib2 <- rep(0.0, length(pred2))
    step <- 11L
91
    end_iter <- 49L
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
    if (bst$best_iter != -1L) {
        end_iter <- bst$best_iter - 1L
    }
    start_iters <- seq(0L, end_iter, by = step)
    for (start_iter in start_iters) {
        n_iter <- min(c(end_iter - start_iter + 1L, step))
        inc_pred <- predict(bst, test$data
            , start_iteration = start_iter
            , num_iteration = n_iter
            , rawscore = TRUE
        )
        inc_pred_contrib <- bst$predict(test$data
            , start_iteration = start_iter
            , num_iteration = n_iter
            , predcontrib = TRUE
        )
        pred2 <- pred2 + inc_pred
        pred_contrib2 <- pred_contrib2 + inc_pred_contrib
    }
    expect_equal(pred2, pred1)
    expect_equal(pred_contrib2, pred_contrib1)

    pred_leaf1 <- predict(bst, test$data, predleaf = TRUE)
    pred_leaf2 <- predict(bst, test$data, start_iteration = 0L, num_iteration = end_iter + 1L, predleaf = TRUE)
    expect_equal(pred_leaf1, pred_leaf2)
})
118

119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
test_that("predict() params should override keyword argument for raw-score predictions", {
  data(agaricus.train, package = "lightgbm")
  X <- agaricus.train$data
  y <- agaricus.train$label
  bst <- lgb.train(
    data = lgb.Dataset(
      data = X
      , label = y
      , params = list(
        data_seed = 708L
        , min_data_in_bin = 5L
      )
    )
    , params = list(
      objective = "binary"
      , min_data_in_leaf = 1L
      , seed = 708L
    )
    , nrounds = 10L
    , verbose = VERBOSITY
  )

  # check that the predictions from predict.lgb.Booster() really look like raw score predictions
  preds_prob <- predict(bst, X)
  preds_raw_s3_keyword <- predict(bst, X, rawscore = TRUE)
  preds_prob_from_raw <- 1.0 / (1.0 + exp(-preds_raw_s3_keyword))
  expect_equal(preds_prob, preds_prob_from_raw, tolerance = TOLERANCE)
  accuracy <- sum(as.integer(preds_prob_from_raw > 0.5) == y) / length(y)
  expect_equal(accuracy, 1.0)

  # should get the same results from Booster$predict() method
  preds_raw_r6_keyword <- bst$predict(X, rawscore = TRUE)
  expect_equal(preds_raw_s3_keyword, preds_raw_r6_keyword)

  # using a parameter alias of predict_raw_score should result in raw scores being returned
  aliases <- .PARAMETER_ALIASES()[["predict_raw_score"]]
  expect_true(length(aliases) > 1L)
  for (rawscore_alias in aliases) {
    params <- as.list(
      stats::setNames(
        object = TRUE
        , nm = rawscore_alias
      )
    )
    preds_raw_s3_param <- predict(bst, X, params = params)
    preds_raw_r6_param <- bst$predict(X, params = params)
    expect_equal(preds_raw_s3_keyword, preds_raw_s3_param)
    expect_equal(preds_raw_s3_keyword, preds_raw_r6_param)
  }
})

test_that("predict() params should override keyword argument for leaf-index predictions", {
  data(mtcars)
  X <- as.matrix(mtcars[, which(names(mtcars) != "mpg")])
  y <- as.numeric(mtcars[, "mpg"])
  bst <- lgb.train(
    data = lgb.Dataset(
      data = X
      , label = y
      , params = list(
        min_data_in_bin = 1L
        , data_seed = 708L
      )
    )
    , params = list(
      objective = "regression"
      , min_data_in_leaf = 1L
      , seed = 708L
    )
    , nrounds = 10L
    , verbose = VERBOSITY
  )

  # check that predictions really look like leaf index predictions
  preds_leaf_s3_keyword <- predict(bst, X, predleaf = TRUE)
  expect_true(is.matrix(preds_leaf_s3_keyword))
  expect_equal(dim(preds_leaf_s3_keyword), c(nrow(X), bst$current_iter()))
  expect_true(min(preds_leaf_s3_keyword) >= 0L)
  trees_dt <- lgb.model.dt.tree(bst)
  max_leaf_by_tree_from_dt <- trees_dt[, .(idx = max(leaf_index, na.rm = TRUE)), by = tree_index]$idx
  max_leaf_by_tree_from_preds <- apply(preds_leaf_s3_keyword, 2L, max, na.rm = TRUE)
  expect_equal(max_leaf_by_tree_from_dt, max_leaf_by_tree_from_preds)

  # should get the same results from Booster$predict() method
  preds_leaf_r6_keyword <- bst$predict(X, predleaf = TRUE)
  expect_equal(preds_leaf_s3_keyword, preds_leaf_r6_keyword)

  # using a parameter alias of predict_leaf_index should result in leaf indices being returned
  aliases <- .PARAMETER_ALIASES()[["predict_leaf_index"]]
  expect_true(length(aliases) > 1L)
  for (predleaf_alias in aliases) {
    params <- as.list(
      stats::setNames(
        object = TRUE
        , nm = predleaf_alias
      )
    )
    preds_leaf_s3_param <- predict(bst, X, params = params)
    preds_leaf_r6_param <- bst$predict(X, params = params)
    expect_equal(preds_leaf_s3_keyword, preds_leaf_s3_param)
    expect_equal(preds_leaf_s3_keyword, preds_leaf_r6_param)
  }
})

test_that("predict() params should override keyword argument for feature contributions", {
  data(mtcars)
  X <- as.matrix(mtcars[, which(names(mtcars) != "mpg")])
  y <- as.numeric(mtcars[, "mpg"])
  bst <- lgb.train(
    data = lgb.Dataset(
      data = X
      , label = y
      , params = list(
        min_data_in_bin = 1L
        , data_seed = 708L
      )
    )
    , params = list(
      objective = "regression"
      , min_data_in_leaf = 1L
      , seed = 708L
    )
    , nrounds = 10L
    , verbose = VERBOSITY
  )

  # check that predictions really look like feature contributions
  preds_contrib_s3_keyword <- predict(bst, X, predcontrib = TRUE)
  num_features <- ncol(X)
  shap_base_value <- unname(preds_contrib_s3_keyword[, ncol(preds_contrib_s3_keyword)])
  expect_true(is.matrix(preds_contrib_s3_keyword))
  expect_equal(dim(preds_contrib_s3_keyword), c(nrow(X), num_features + 1L))
  expect_equal(length(unique(shap_base_value)), 1L)
  expect_equal(mean(y), shap_base_value[1L])
  expect_equal(predict(bst, X), rowSums(preds_contrib_s3_keyword))

  # should get the same results from Booster$predict() method
  preds_contrib_r6_keyword <- bst$predict(X, predcontrib = TRUE)
  expect_equal(preds_contrib_s3_keyword, preds_contrib_r6_keyword)

  # using a parameter alias of predict_contrib should result in feature contributions being returned
  aliases <- .PARAMETER_ALIASES()[["predict_contrib"]]
  expect_true(length(aliases) > 1L)
  for (predcontrib_alias in aliases) {
    params <- as.list(
      stats::setNames(
        object = TRUE
        , nm = predcontrib_alias
      )
    )
    preds_contrib_s3_param <- predict(bst, X, params = params)
    preds_contrib_r6_param <- bst$predict(X, params = params)
    expect_equal(preds_contrib_s3_keyword, preds_contrib_s3_param)
    expect_equal(preds_contrib_s3_keyword, preds_contrib_r6_param)
  }
})

276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
.expect_has_row_names <- function(pred, X) {
    if (is.vector(pred)) {
        rnames <- names(pred)
    } else {
        rnames <- row.names(pred)
    }
    expect_false(is.null(rnames))
    expect_true(is.vector(rnames))
    expect_true(length(rnames) > 0L)
    expect_equal(row.names(X), rnames)
}

.expect_doesnt_have_row_names <- function(pred) {
    if (is.vector(pred)) {
        expect_null(names(pred))
    } else {
        expect_null(row.names(pred))
    }
}

.check_all_row_name_expectations <- function(bst, X) {

    # dense matrix with row names
    pred <- predict(bst, X)
    .expect_has_row_names(pred, X)
    pred <- predict(bst, X, rawscore = TRUE)
    .expect_has_row_names(pred, X)
    pred <- predict(bst, X, predleaf = TRUE)
    .expect_has_row_names(pred, X)
    pred <- predict(bst, X, predcontrib = TRUE)
    .expect_has_row_names(pred, X)

    # dense matrix without row names
    Xcopy <- X
    row.names(Xcopy) <- NULL
    pred <- predict(bst, Xcopy)
    .expect_doesnt_have_row_names(pred)

    # sparse matrix with row names
    Xcsc <- as(X, "CsparseMatrix")
    pred <- predict(bst, Xcsc)
    .expect_has_row_names(pred, Xcsc)
    pred <- predict(bst, Xcsc, rawscore = TRUE)
    .expect_has_row_names(pred, Xcsc)
    pred <- predict(bst, Xcsc, predleaf = TRUE)
    .expect_has_row_names(pred, Xcsc)
    pred <- predict(bst, Xcsc, predcontrib = TRUE)
    .expect_has_row_names(pred, Xcsc)

    # sparse matrix without row names
    Xcopy <- Xcsc
    row.names(Xcopy) <- NULL
    pred <- predict(bst, Xcopy)
    .expect_doesnt_have_row_names(pred)
}

test_that("predict() keeps row names from data (regression)", {
    data("mtcars")
    X <- as.matrix(mtcars[, -1L])
    y <- as.numeric(mtcars[, 1L])
    dtrain <- lgb.Dataset(
      X
      , label = y
      , params = list(
        max_bins = 5L
        , min_data_in_bin = 1L
      )
    )
    bst <- lgb.train(
        data = dtrain
        , obj = "regression"
        , nrounds = 5L
        , verbose = VERBOSITY
        , params = list(min_data_in_leaf = 1L)
    )
    .check_all_row_name_expectations(bst, X)
})

test_that("predict() keeps row names from data (binary classification)", {
    data(agaricus.train, package = "lightgbm")
    X <- as.matrix(agaricus.train$data)
    y <- agaricus.train$label
    row.names(X) <- paste("rname", seq(1L, nrow(X)), sep = "")
    dtrain <- lgb.Dataset(X, label = y, params = list(max_bins = 5L))
    bst <- lgb.train(
        data = dtrain
        , obj = "binary"
        , nrounds = 5L
        , verbose = VERBOSITY
    )
    .check_all_row_name_expectations(bst, X)
})

test_that("predict() keeps row names from data (multi-class classification)", {
    data(iris)
    y <- as.numeric(iris$Species) - 1.0
    X <- as.matrix(iris[, names(iris) != "Species"])
    row.names(X) <- paste("rname", seq(1L, nrow(X)), sep = "")
    dtrain <- lgb.Dataset(X, label = y, params = list(max_bins = 5L))
    bst <- lgb.train(
        data = dtrain
        , obj = "multiclass"
        , params = list(num_class = 3L)
        , nrounds = 5L
        , verbose = VERBOSITY
    )
    .check_all_row_name_expectations(bst, X)
})

385
386
387
388
test_that("predictions for regression and binary classification are returned as vectors", {
    data(mtcars)
    X <- as.matrix(mtcars[, -1L])
    y <- as.numeric(mtcars[, 1L])
389
390
391
392
393
394
395
396
    dtrain <- lgb.Dataset(
      X
      , label = y
      , params = list(
        max_bins = 5L
        , min_data_in_bin = 1L
      )
    )
397
398
399
400
401
    model <- lgb.train(
      data = dtrain
      , obj = "regression"
      , nrounds = 5L
      , verbose = VERBOSITY
402
      , params = list(min_data_in_leaf = 1L)
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
    )
    pred <- predict(model, X)
    expect_true(is.vector(pred))
    expect_equal(length(pred), nrow(X))
    pred <- predict(model, X, rawscore = TRUE)
    expect_true(is.vector(pred))
    expect_equal(length(pred), nrow(X))

    data(agaricus.train, package = "lightgbm")
    X <- agaricus.train$data
    y <- agaricus.train$label
    dtrain <- lgb.Dataset(X, label = y)
    model <- lgb.train(
      data = dtrain
      , obj = "binary"
      , nrounds = 5L
      , verbose = VERBOSITY
    )
    pred <- predict(model, X)
    expect_true(is.vector(pred))
    expect_equal(length(pred), nrow(X))
    pred <- predict(model, X, rawscore = TRUE)
    expect_true(is.vector(pred))
    expect_equal(length(pred), nrow(X))
})

test_that("predictions for multiclass classification are returned as matrix", {
    data(iris)
    X <- as.matrix(iris[, -5L])
    y <- as.numeric(iris$Species) - 1.0
    dtrain <- lgb.Dataset(X, label = y)
    model <- lgb.train(
      data = dtrain
      , obj = "multiclass"
      , nrounds = 5L
      , verbose = VERBOSITY
      , params = list(num_class = 3L)
    )
    pred <- predict(model, X)
    expect_true(is.matrix(pred))
    expect_equal(nrow(pred), nrow(X))
    expect_equal(ncol(pred), 3L)
    pred <- predict(model, X, rawscore = TRUE)
    expect_true(is.matrix(pred))
    expect_equal(nrow(pred), nrow(X))
    expect_equal(ncol(pred), 3L)
})