test_engine.py 187 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
# coding: utf-8
wxchan's avatar
wxchan committed
2
import copy
3
import itertools
4
import json
wxchan's avatar
wxchan committed
5
import math
6
import pickle
7
import platform
8
import random
9
import re
10
from os import getenv
11
from pathlib import Path
12
from shutil import copyfile
wxchan's avatar
wxchan committed
13
14

import numpy as np
15
import psutil
16
import pytest
17
from scipy.sparse import csr_matrix, isspmatrix_csc, isspmatrix_csr
18
from sklearn.datasets import load_svmlight_file, make_blobs, make_classification, make_multilabel_classification
19
20
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
wxchan's avatar
wxchan committed
21

22
import lightgbm as lgb
23
from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame, pd_Series
24

25
26
from .utils import (
    SERIALIZERS,
27
    assert_all_trees_valid,
28
    assert_silent,
29
30
31
32
33
34
35
36
37
38
39
    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,
)
wxchan's avatar
wxchan committed
40

41
42
43
decreasing_generator = itertools.count(0, -1)


44
45
46
47
48
49
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
50
51


wxchan's avatar
wxchan committed
52
53
54
def multi_logloss(y_true, y_pred):
    return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])

wxchan's avatar
wxchan committed
55

Belinda Trotta's avatar
Belinda Trotta committed
56
57
58
59
60
61
62
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))


63
def constant_metric(preds, train_data):
64
    return ("error", 0.0, False)
65
66


67
68
69
70
71
72
73
def constant_metric_multi(preds, train_data):
    return [
        ("important_metric", 1.5, False),
        ("irrelevant_metric", 7.8, False),
    ]


74
def decreasing_metric(preds, train_data):
75
    return ("decreasing_metric", next(decreasing_generator), False)
76
77


78
79
80
81
def categorize(continuous_x):
    return np.digitize(continuous_x, bins=np.arange(0, 1, 0.01))


82
83
84
85
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 = {
86
87
88
89
        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
        "num_iteration": 50,  # test num_iteration in dict here
90
91
92
93
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
94
    gbm = lgb.train(
95
        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
96
    )
97
98
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
99
100
    assert len(evals_result["valid_0"]["binary_logloss"]) == 50
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
101
102
103
104
105
106


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 = {
107
108
109
110
111
112
113
114
        "boosting_type": "rf",
        "objective": "binary",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
        "feature_fraction": 0.5,
        "num_leaves": 50,
        "metric": "binary_logloss",
        "verbose": -1,
115
116
117
118
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
119
    gbm = lgb.train(
120
        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
121
    )
122
123
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.19
124
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
125
126


127
@pytest.mark.parametrize("objective", ["regression", "regression_l1", "huber", "fair", "poisson", "quantile"])
128
def test_regression(objective):
129
130
    X, y = make_synthetic_regression()
    y = np.abs(y)
131
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
132
    params = {"objective": objective, "metric": "l2", "verbose": -1}
133
134
135
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
136
    gbm = lgb.train(
137
        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
138
    )
139
    ret = mean_squared_error(y_test, gbm.predict(X_test))
140
    if objective == "huber":
141
        assert ret < 430
142
    elif objective == "fair":
143
        assert ret < 296
144
    elif objective == "poisson":
145
        assert ret < 193
146
    elif objective == "quantile":
147
        assert ret < 1311
148
    else:
149
        assert ret < 343
150
    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
151
152
153
154
155
156
157
158
159
160
161
162


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)

163
    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
164
    evals_result = {}
165
    gbm = lgb.train(
166
        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
167
    )
168
169
    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
170
    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
171
172
173
174
175
176
177
178
179
180
181
182


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)

183
    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
184
    evals_result = {}
185
    gbm = lgb.train(
186
        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
187
    )
188
189
    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
190
    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
191
192
193
194
195
196
197
198
199
200
201
202


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 = {
203
204
205
206
207
208
209
210
211
        "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,
212
213
    }
    evals_result = {}
214
    gbm = lgb.train(
215
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
216
    )
217
218
219
220
    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
221
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
222
223
224
225
226
227
228
229
230
231
232
233


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 = {
234
235
236
237
238
239
240
241
242
        "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,
243
244
    }
    evals_result = {}
245
    gbm = lgb.train(
246
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
247
    )
248
249
250
251
    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
252
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
253
254
255
256
257
258
259
260
261
262
263
264


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 = {
265
266
267
268
269
270
271
272
273
        "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,
274
275
    }
    evals_result = {}
276
    gbm = lgb.train(
277
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
278
    )
279
280
281
282
283
    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
284
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
285
286


287
288
289
290
291
292
293
294
295
296
297
298
299
300
@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):
301
302
303
304
305
306
307
308
309
    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 = {
310
311
312
313
314
315
316
317
318
319
320
321
322
323
        "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,
324
        "use_quantized_grad": use_quantized_grad,
325
326
    }
    evals_result = {}
327
    gbm = lgb.train(
328
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
329
    )
330
331
332
333
    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
334
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
335
336


337
338
339
340
341
342
343
344
345
346
347
348
349
350
@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):
351
352
353
354
355
356
357
358
359
    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 = {
360
361
362
363
364
365
366
367
368
369
370
371
372
373
        "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,
374
        "use_quantized_grad": use_quantized_grad,
375
376
    }
    evals_result = {}
377
    gbm = lgb.train(
378
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
379
    )
380
381
382
383
    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
384
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
385
386


387
388
389
390
391
392
393
394
395
396
397
398
399
400
@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):
401
402
403
404
405
406
407
408
409
    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 = {
410
411
412
413
414
415
416
417
418
419
420
421
422
423
        "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,
424
        "use_quantized_grad": use_quantized_grad,
425
426
    }
    evals_result = {}
427
    gbm = lgb.train(
428
        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
429
    )
430
431
432
433
    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
434
    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
435
436
437
438
439


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)
440
    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
441
442
443
    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 = {}
444
    gbm = lgb.train(
445
        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
446
    )
447
448
    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.16
449
    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
450
451
452
453
454
455


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 = {
456
457
458
459
460
461
462
463
464
465
466
        "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,
467
468
469
470
    }
    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 = {}
471
    gbm = lgb.train(
472
        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
473
    )
474
475
    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.23
476
    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
477
478
479
480
481


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)
482
    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
483
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
484
    gbm = lgb.train(params, lgb_train, num_boost_round=50)
485

486
    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
487
488
489
490
    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

491
    pred_parameter["pred_early_stop_margin"] = 5.5
492
493
494
495
496
497
    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)
498
    params = {"objective": "multiclass", "num_classes": 10, "metric": "multi_error", "num_leaves": 4, "verbose": -1}
499
500
501
502
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=10)
    predict_default = est.predict(X)
    results = {}
503
    est = lgb.train(
504
        dict(params, multi_error_top_k=1),
505
506
507
        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
508
        callbacks=[lgb.record_evaluation(results)],
509
    )
510
511
512
513
514
    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)
516
517
    # check against independent calculation for k = 2
    results = {}
518
    est = lgb.train(
519
        dict(params, multi_error_top_k=2),
520
521
522
        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
523
        callbacks=[lgb.record_evaluation(results)],
524
    )
525
526
    predict_2 = est.predict(X)
    err = top_k_error(y, predict_2, 2)
527
    assert results["training"]["multi_error@2"][-1] == pytest.approx(err)
528
529
    # check against independent calculation for k = 10
    results = {}
530
    est = lgb.train(
531
        dict(params, multi_error_top_k=10),
532
533
534
        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
535
        callbacks=[lgb.record_evaluation(results)],
536
    )
537
538
    predict_3 = est.predict(X)
    err = top_k_error(y, predict_3, 10)
539
    assert results["training"]["multi_error@10"][-1] == pytest.approx(err)
540
541
542
543
    # 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)
544
    params["num_classes"] = 2
545
    results = {}
546
547
    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 = {}
549
    lgb.train(
550
        dict(params, multi_error_top_k=2),
551
552
553
        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
554
        callbacks=[lgb.record_evaluation(results)],
555
    )
556
    assert results["training"]["multi_error@2"][-1] == pytest.approx(0)
557
558


559
560
561
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
562
def test_auc_mu(rng):
563
564
565
566
567
    # 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)
568
    params = {"objective": "multiclass", "metric": "auc_mu", "verbose": -1, "num_classes": 2, "seed": 0}
569
    results_auc_mu = {}
570
571
    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}
572
    results_auc = {}
573
574
    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"])
575
576
    # test the case where all predictions are equal
    lgb_X = lgb.Dataset(X[:10], label=y_new[:10])
577
578
579
580
581
582
583
584
    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "verbose": -1,
        "num_classes": 2,
        "min_data_in_leaf": 20,
        "seed": 0,
    }
585
    results_auc_mu = {}
586
587
    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)
588
589
    # 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)))
591
592
593
    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)]
596
597
598
599
600
601
    )
    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
602
        callbacks=[lgb.record_evaluation(results_weighted)],
603
    )
604
605
    assert results_weighted["training"]["auc_mu"][-1] < 1
    assert results_unweighted["training"]["auc_mu"][-1] != results_weighted["training"]["auc_mu"][-1]
606
607
    # 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)
608
609
610
611
612
    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
613
614
615
616
        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
    )
618
619
620
621
    # 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 = {}
624
625
    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
    )
630
631
632
    y = Xy[:, 0]
    X = Xy[:, 1:]
    lgb_X = lgb.Dataset(X, label=y)
633
634
635
636
637
638
639
640
    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,
    }
641
    results_weight = {}
642
643
    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():
652
653
654
655
656
    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}
657
658
659
    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}
661
662
663
664
665
666
667
668
    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.
671
672
673
674
675
# 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.
677
678
679
680
681
682
683
684
685
686
687
688
689
690
# 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

692
693
    # an instantiation of a cascade model where the user stops with probability 0.2 after observing each document
    pstop = 0.2
694

695
696
    f_dataset_in = open(file_dataset_in, "r")
    f_dataset_out = open(file_dataset_out, "w")
697
698
699
    random.seed(10)
    positions_all = []
    for line in open(file_query_in):
700
        docs_num = int(line)
701
        lines = []
702
        index_values = []
703
704
705
706
707
708
        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(":")
710
711
712
713
                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
716
717
718
719
720
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
729
730
731
732
        positions_all.extend(positions)
    f_dataset_out.close()
    return positions_all


733
734
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
740
741
742
743
744
745
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
748
749
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
750
751
752
753
754
755
756
757
758
    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

760
761
762
    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
770
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
793
794
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
833
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
886
887
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
929
930
931
932
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "first_metric_only": first_metric_only,
933
934
935
936
    }
    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)
937
938
939
940
    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
    )
941
942
943
944
945
    if first_metric_only:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1
    assert valid_set_name in gbm.best_score
946
947
    assert "decreasing_metric" in gbm.best_score[valid_set_name]
    assert "error" in gbm.best_score[valid_set_name]
948
949


950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
@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


998
999
1000
@pytest.mark.parametrize("first_only", [True, False])
@pytest.mark.parametrize("single_metric", [True, False])
@pytest.mark.parametrize("greater_is_better", [True, False])
1001
1002
1003
1004
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 = {
1005
1006
1007
1008
        "auc": 0.001,
        "binary_logloss": 0.01,
        "average_precision": 0.001,
        "mape": 0.01,
1009
1010
1011
    }
    if single_metric:
        if greater_is_better:
1012
            metric = "auc"
1013
        else:
1014
            metric = "binary_logloss"
1015
1016
1017
    else:
        if first_only:
            if greater_is_better:
1018
                metric = ["auc", "binary_logloss"]
1019
            else:
1020
                metric = ["binary_logloss", "auc"]
1021
1022
        else:
            if greater_is_better:
1023
                metric = ["auc", "average_precision"]
1024
            else:
1025
                metric = ["binary_logloss", "mape"]
1026
1027
1028
1029
1030
1031

    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)

1032
    params = {"objective": "binary", "metric": metric, "verbose": -1}
1033
1034
1035
1036
1037
1038
    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]
1039
1040
1041
1042
1043
    train_kwargs = {
        "params": params,
        "train_set": train_ds,
        "num_boost_round": 50,
        "valid_sets": [train_ds, valid_ds],
1044
        "valid_names": ["training", "valid"],
1045
    }
1046
1047
1048

    # regular early stopping
    evals_result = {}
1049
    train_kwargs["callbacks"] = [
1050
        lgb.callback.early_stopping(10, first_only, verbose=False),
1051
        lgb.record_evaluation(evals_result),
1052
1053
    ]
    bst = lgb.train(**train_kwargs)
1054
    scores = np.vstack(list(evals_result["valid"].values())).T
1055
1056
1057

    # positive min_delta
    delta_result = {}
1058
    train_kwargs["callbacks"] = [
1059
        lgb.callback.early_stopping(10, first_only, verbose=False, min_delta=min_delta),
1060
        lgb.record_evaluation(delta_result),
1061
1062
    ]
    delta_bst = lgb.train(**train_kwargs)
1063
    delta_scores = np.vstack(list(delta_result["valid"].values())).T
1064
1065
1066
1067
1068
1069

    if first_only:
        scores = scores[:, 0]
        delta_scores = delta_scores[:, 0]

    assert delta_bst.num_trees() < bst.num_trees()
1070
    np.testing.assert_allclose(scores[: len(delta_scores)], delta_scores)
1071
1072
1073
1074
1075
1076
1077
1078
    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()


1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
@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


1102
1103
1104
1105
1106
1107
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(
1108
                best_iteration=6, best_score=[("some_validation_set", "some_metric", 0.708, True)]
1109
1110
1111
1112
            )
            raise exc

    bst = lgb.train(
1113
        params={"objective": "regression", "verbose": -1, "num_leaves": 2},
1114
1115
        train_set=lgb.Dataset(X, label=y),
        num_boost_round=23,
1116
        callbacks=[_early_stop_after_seventh_iteration],
1117
1118
1119
1120
1121
1122
1123
    )
    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


1124
def test_continue_train(tmp_path):
1125
    X, y = make_synthetic_regression()
1126
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
1127
    params = {"objective": "regression", "metric": "l1", "verbose": -1}
1128
1129
1130
    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)
1131
1132
    model_path = tmp_path / "model.txt"
    init_gbm.save_model(model_path)
1133
    evals_result = {}
1134
1135
1136
1137
1138
1139
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        # test custom eval metrics
1140
        feval=(lambda p, d: ("custom_mae", mean_absolute_error(p, d.get_label()), False)),
1141
        callbacks=[lgb.record_evaluation(evals_result)],
1142
        init_model=model_path,
1143
    )
1144
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
1145
    assert ret < 13.6
1146
1147
    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"])
1148
1149
1150


def test_continue_train_reused_dataset():
1151
    X, y = make_synthetic_regression()
1152
    params = {"objective": "regression", "verbose": -1}
1153
1154
1155
1156
1157
1158
1159
1160
1161
    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():
1162
    X, y = make_synthetic_regression()
1163
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
1164
    params = {"boosting_type": "dart", "objective": "regression", "metric": "l1", "verbose": -1}
1165
1166
1167
1168
    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 = {}
1169
1170
1171
1172
1173
1174
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=50,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
1175
        init_model=init_gbm,
1176
    )
1177
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
1178
    assert ret < 13.6
1179
    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
1180
1181
1182
1183
1184


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)
1185
    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 3, "verbose": -1}
1186
1187
1188
1189
    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 = {}
1190
1191
1192
1193
1194
1195
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
1196
        init_model=init_gbm,
1197
    )
1198
1199
    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.1
1200
    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
1201
1202
1203


def test_cv():
1204
    X_train, y_train = make_synthetic_regression()
1205
    params = {"verbose": -1}
1206
1207
    lgb_train = lgb.Dataset(X_train, y_train)
    # shuffle = False, override metric in params
1208
1209
1210
1211
1212
1213
1214
    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
1215
    # shuffle = True, callbacks
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
    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
1228
    # enable display training loss
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
    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
1245
1246
1247
    # self defined folds
    tss = TimeSeriesSplit(3)
    folds = tss.split(X_train)
1248
1249
    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)
1250
    np.testing.assert_allclose(cv_res_gen["valid l2-mean"], cv_res_obj["valid l2-mean"])
Andrew Ziem's avatar
Andrew Ziem committed
1251
    # LambdaRank
1252
1253
1254
1255
    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}
1256
1257
    lgb_train = lgb.Dataset(X_train, y_train, group=q_train)
    # ... with l2 metric
1258
    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3, metrics="l2")
1259
    assert len(cv_res_lambda) == 2
1260
    assert not np.isnan(cv_res_lambda["valid l2-mean"]).any()
1261
    # ... with NDCG (default) metric
1262
    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3)
1263
    assert len(cv_res_lambda) == 2
1264
    assert not np.isnan(cv_res_lambda["valid ndcg@3-mean"]).any()
1265
    # self defined folds with lambdarank
1266
1267
    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"])
1268
1269


1270
1271
def test_cv_works_with_init_model(tmp_path):
    X, y = make_synthetic_regression()
1272
    params = {"objective": "regression", "verbose": -1}
1273
1274
    num_train_rounds = 2
    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
1275
    bst = lgb.train(params=params, train_set=lgb_train, num_boost_round=num_train_rounds)
1276
    preds_raw = bst.predict(X, raw_score=True)
1277
    model_path_txt = str(tmp_path / "lgb.model")
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
    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,
1288
        "params": params,
1289
1290
1291
    }

    # init_model from an in-memory Booster
1292
    cv_res = lgb.cv(train_set=lgb_train, init_model=bst, **cv_kwargs)
1293
1294
1295
    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:
1296
        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
1297
1298

    # init_model from a text file
1299
    cv_res = lgb.cv(train_set=lgb_train, init_model=model_path_txt, **cv_kwargs)
1300
1301
1302
    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:
1303
        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
1304
1305
1306
1307

    # predictions should be identical
    for i in range(3):
        np.testing.assert_allclose(
1308
            cv_bst_w_in_mem_init_model.boosters[i].predict(X), cv_bst_w_file_init_model.boosters[i].predict(X)
1309
1310
1311
        )


1312
1313
1314
1315
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 = {
1316
1317
1318
        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
1319
    }
1320
    nfold = 3
1321
1322
    lgb_train = lgb.Dataset(X_train, y_train)
    # with early stopping
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
    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"]
1333
1334
    assert isinstance(cvb, lgb.CVBooster)
    assert isinstance(cvb.boosters, list)
1335
    assert len(cvb.boosters) == nfold
1336
1337
1338
    assert all(isinstance(bst, lgb.Booster) for bst in cvb.boosters)
    assert cvb.best_iteration > 0
    # predict by each fold booster
1339
    preds = cvb.predict(X_test)
1340
    assert isinstance(preds, list)
1341
1342
1343
1344
1345
1346
    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)
1347
1348
1349
1350
1351
    # fold averaging
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.13
    # without early stopping
1352
1353
    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, return_cvbooster=True)
    cvb = cv_res["cvbooster"]
1354
1355
1356
1357
1358
1359
1360
    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


1361
1362
1363
1364
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 = {
1365
1366
1367
        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
1368
1369
1370
1371
    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

1372
1373
1374
1375
1376
1377
1378
1379
1380
    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"]
1381
1382
1383
    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

1384
    model_path_txt = str(tmp_path / "lgb.model")
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396

    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))


1397
@pytest.mark.parametrize("serializer", SERIALIZERS)
1398
1399
1400
1401
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 = {
1402
1403
1404
        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
1405
1406
1407
1408
    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

1409
1410
1411
1412
1413
1414
1415
1416
1417
    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"]
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
    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():
1431
    X_train, y_train = make_synthetic_regression()
1432
1433
    params = {"verbose": -1}
    feature_names = [f"f_{i}" for i in range(X_train.shape[-1])]
1434
1435
    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
1436
1437
    assert feature_names == gbm.feature_name()
    # test feature_names with whitespaces
1438
    feature_names_with_space = [f"f {i}" for i in range(X_train.shape[-1])]
1439
1440
    lgb_train.set_feature_name(feature_names_with_space)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
1441
1442
1443
    assert feature_names == gbm.feature_name()


1444
def test_feature_name_with_non_ascii(rng, tmp_path):
1445
1446
    X_train = rng.normal(size=(100, 4))
    y_train = rng.normal(size=(100,))
1447
    # This has non-ascii strings.
1448
1449
    feature_names = ["F_零", "F_一", "F_二", "F_三"]
    params = {"verbose": -1}
1450
    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
1451

1452
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
1453
    assert feature_names == gbm.feature_name()
1454
1455
    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
1456

1457
    gbm2 = lgb.Booster(model_file=model_path_txt)
1458
1459
1460
    assert feature_names == gbm2.feature_name()


1461
1462
1463
1464
1465
1466
1467
1468
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,))
1469
    ds = lgb.Dataset(X, y, categorical_feature=[1, 2])
1470
    params = {
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
        "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,
1481
        "verbosity": 0,
1482
    }
1483
    model_file = tmp_path / "model.txt"
1484
    orig_bst = lgb.train(params, ds, num_boost_round=1)
1485
    orig_bst.save_model(model_file)
1486
    with model_file.open("rt") as f:
1487
        model_contents = f.readlines()
1488
1489
1490
    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:
1491
        f.writelines(model_contents)
1492
    bst = lgb.Booster(model_file=model_file)
1493
1494
1495
    expected_msg = "[LightGBM] [Warning] Ignoring unrecognized parameter 'max_conflict_rate' found in model string."
    stdout = capsys.readouterr().out
    assert expected_msg in stdout
1496
1497
    set_params = {k: bst.params[k] for k in params.keys()}
    assert set_params == params
1498
    assert bst.params["categorical_feature"] == [1, 2]
1499
1500

    # check that passing parameters to the constructor raises warning and ignores them
1501
1502
    with pytest.warns(UserWarning, match="Ignoring params argument"):
        bst2 = lgb.Booster(params={"num_leaves": 7}, model_file=model_file)
1503
1504
    assert bst.params == bst2.params

1505
1506
1507
1508
1509
    # 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)

1510

1511
def test_save_load_copy_pickle(tmp_path):
1512
    def train_and_predict(init_model=None, return_model=False):
1513
        X, y = make_synthetic_regression()
1514
        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
1515
        params = {"objective": "regression", "metric": "l2", "verbose": -1}
1516
        lgb_train = lgb.Dataset(X_train, y_train)
1517
1518
1519
1520
1521
1522
        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 = []
1523
1524
1525
    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
1526
        assert f.read().find("[num_iterations: 10]") != -1
1527
1528
    other_ret.append(train_and_predict(init_model=model_path_txt))
    gbm_load = lgb.Booster(model_file=model_path_txt)
1529
1530
1531
    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)))
1532
1533
    model_path_pkl = str(tmp_path / "lgb.pkl")
    with open(model_path_pkl, "wb") as f:
1534
        pickle.dump(gbm, f)
1535
    with open(model_path_pkl, "rb") as f:
1536
1537
1538
1539
1540
1541
1542
1543
        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)


1544
1545
1546
def test_all_expected_params_are_written_out_to_model_text(tmp_path):
    X, y = make_synthetic_regression()
    params = {
1547
1548
1549
1550
1551
1552
        "objective": "mape",
        "metric": ["l2", "mae"],
        "seed": 708,
        "data_sample_strategy": "bagging",
        "sub_row": 0.8234,
        "verbose": -1,
1553
1554
    }
    dtrain = lgb.Dataset(data=X, label=y)
1555
    gbm = lgb.train(params=params, train_set=dtrain, num_boost_round=3)
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600

    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]",
1601
        "[early_stopping_min_delta: 0]",
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
        "[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
1695
1696
1697
1698
    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]"]
1699
    else:
1700
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 0]", "[device_type: cpu]", "[gpu_use_dp: 0]"]
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722

    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


1723
1724
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
1725
def test_pandas_categorical(rng_fixed_seed, tmp_path):
1726
    pd = pytest.importorskip("pandas")
1727
1728
    X = pd.DataFrame(
        {
1729
1730
1731
1732
1733
            "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),
1734
1735
        }
    )  # str and ordered categorical
1736
    y = rng_fixed_seed.permutation([0, 1] * 150)
1737
1738
    X_test = pd.DataFrame(
        {
1739
1740
1741
1742
1743
            "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),
1744
1745
        }
    )
1746
1747
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
1748
1749
    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
1750
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
1751
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
1752
1753
1754
    lgb_train = lgb.Dataset(X, y)
    gbm0 = lgb.train(params, lgb_train, num_boost_round=10)
    pred0 = gbm0.predict(X_test)
1755
    assert lgb_train.categorical_feature == "auto"
1756
1757
1758
1759
    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)
1760
1761
    pred1 = gbm1.predict(X_test)
    assert lgb_train.categorical_feature == [0]
1762
1763
    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)
1764
    pred2 = gbm2.predict(X_test)
1765
    assert lgb_train.categorical_feature == ["A"]
1766
1767
    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D"])
    gbm3 = lgb.train(params, lgb_train, num_boost_round=10)
1768
    pred3 = gbm3.predict(X_test)
1769
    assert lgb_train.categorical_feature == ["A", "B", "C", "D"]
1770
1771
1772
    categorical_model_path = tmp_path / "categorical.model"
    gbm3.save_model(categorical_model_path)
    gbm4 = lgb.Booster(model_file=categorical_model_path)
1773
1774
    pred4 = gbm4.predict(X_test)
    model_str = gbm4.model_to_string()
1775
    gbm4.model_from_string(model_str)
1776
1777
1778
    pred5 = gbm4.predict(X_test)
    gbm5 = lgb.Booster(model_str=model_str)
    pred6 = gbm5.predict(X_test)
1779
1780
    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D", "E"])
    gbm6 = lgb.train(params, lgb_train, num_boost_round=10)
1781
    pred7 = gbm6.predict(X_test)
1782
    assert lgb_train.categorical_feature == ["A", "B", "C", "D", "E"]
1783
1784
    lgb_train = lgb.Dataset(X, y, categorical_feature=[])
    gbm7 = lgb.train(params, lgb_train, num_boost_round=10)
1785
1786
1787
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
    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):
1799
        np.testing.assert_allclose(pred0, pred8)
1800
1801
1802
1803
1804
1805
1806
1807
1808
1809
    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


1810
def test_pandas_sparse(rng):
1811
    pd = pytest.importorskip("pandas")
1812
1813
    X = pd.DataFrame(
        {
1814
1815
1816
            "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)),
1817
1818
        }
    )
1819
    y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
1820
1821
    X_test = pd.DataFrame(
        {
1822
1823
1824
            "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)),
1825
1826
        }
    )
1827
    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
1828
        assert isinstance(dtype, pd.SparseDtype)
1829
    params = {"objective": "binary", "verbose": -1}
1830
1831
1832
    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)
1833
    if hasattr(X_test, "sparse"):
1834
1835
1836
1837
1838
1839
        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)


1840
1841
1842
def test_reference_chain(rng):
    X = rng.normal(size=(100, 2))
    y = rng.normal(size=(100,))
1843
1844
1845
1846
    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))
1847
    params = {"objective": "regression_l2", "metric": "rmse"}
1848
    evals_result = {}
1849
1850
1851
1852
1853
    lgb.train(
        params,
        tmp_dat_train,
        num_boost_round=20,
        valid_sets=[tmp_dat_train, tmp_dat_val],
1854
        callbacks=[lgb.record_evaluation(evals_result)],
1855
    )
1856
1857
    assert len(evals_result["training"]["rmse"]) == 20
    assert len(evals_result["valid_1"]["rmse"]) == 20
1858
1859
1860
1861
1862
1863


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 = {
1864
1865
1866
        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
1867
1868
1869
1870
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)

1871
1872
1873
1874
    assert (
        np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(gbm.predict(X_test, pred_contrib=True), axis=1))
        < 1e-4
    )
1875
1876
1877
1878
1879
1880


def test_contribs_sparse():
    n_features = 20
    n_samples = 100
    # generate CSR sparse dataset
1881
1882
1883
    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=2
    )
1884
1885
1886
    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
1887
1888
        "objective": "binary",
        "verbose": -1,
1889
1890
1891
1892
1893
1894
1895
1896
    }
    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
1897
    if platform.machine() == "aarch64":
1898
1899
1900
        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense)
1901
    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense, axis=1)) < 1e-4
1902
1903
1904
1905
1906
    # 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
1907
    if platform.machine() == "aarch64":
1908
1909
1910
        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense)
1911
1912
1913
1914
1915
1916
1917


def test_contribs_sparse_multiclass():
    n_features = 20
    n_samples = 100
    n_labels = 4
    # generate CSR sparse dataset
1918
1919
1920
    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=n_labels
    )
1921
1922
1923
    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
1924
1925
1926
        "objective": "multiclass",
        "num_class": n_labels,
        "verbose": -1,
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
    }
    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
1937
    contribs_csr_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csr]), 0, 1)
1938
1939
1940
1941
    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":
1942
1943
1944
        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)
1945
1946
1947
1948
1949
1950
1951
1952
1953
    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
1954
    contribs_csc_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csc]), 0, 1)
1955
1956
1957
1958
    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":
1959
1960
1961
        np.testing.assert_allclose(contribs_csc_array, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc_array, contribs_dense)
1962
1963


1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
# @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):
1986
1987
1988
    def train_and_get_predictions(features, labels):
        dataset = lgb.Dataset(features, label=labels)
        lgb_params = {
1989
1990
1991
            "application": "binary",
            "verbose": -1,
            "min_data": 5,
1992
        }
1993
1994
1995
1996
1997
1998
1999
2000
        gbm = lgb.train(
            params=lgb_params,
            train_set=dataset,
            num_boost_round=10,
        )
        return gbm.predict(features)

    num_samples = 100
2001
    features = rng.uniform(size=(num_samples, 5))
2002
    positive_samples = int(num_samples * 0.25)
2003
2004
2005
    labels = np.append(
        np.ones(positive_samples, dtype=np.float32), np.zeros(num_samples - positive_samples, dtype=np.float32)
    )
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
2028
2029
2030
2031
2032
2033
2034
    # 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)


2035
def test_init_with_subset(tmp_path, rng):
2036
    data = rng.uniform(size=(50, 2))
2037
2038
    y = [1] * 25 + [0] * 25
    lgb_train = lgb.Dataset(data, y, free_raw_data=False)
2039
    subset_index_1 = rng.choice(a=np.arange(50), size=30, replace=False)
2040
    subset_data_1 = lgb_train.subset(subset_index_1)
2041
    subset_index_2 = rng.choice(a=np.arange(50), size=20, replace=False)
2042
    subset_data_2 = lgb_train.subset(subset_index_2)
2043
2044
2045
    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)
2046
2047
2048
    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
2049
2050
2051
    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)
2052
2053
    subset_data_3 = lgb_train_from_file.subset(subset_index_1)
    subset_data_4 = lgb_train_from_file.subset(subset_index_2)
2054
    init_gbm_2 = lgb.train(params=params, train_set=subset_data_3, num_boost_round=10, keep_training_booster=True)
2055
    with np.testing.assert_raises_regex(lgb.basic.LightGBMError, "Unknown format of training data"):
2056
        lgb.train(params=params, train_set=subset_data_4, num_boost_round=10, init_model=init_gbm_2)
2057
2058
2059
    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
2060
2061


2062
2063
2064
def test_training_on_constructed_subset_without_params(rng):
    X = rng.uniform(size=(100, 10))
    y = rng.uniform(size=(100,))
2065
2066
2067
2068
2069
2070
2071
2072
2073
    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


2074
2075
def generate_trainset_for_monotone_constraints_tests(x3_to_category=True):
    number_of_dpoints = 3000
2076
2077
2078
2079
    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)
2080
    x = np.column_stack(
2081
2082
        (
            x1_positively_correlated_with_y,
2083
            x2_negatively_correlated_with_y,
2084
2085
2086
            categorize(x3_negatively_correlated_with_y) if x3_to_category else x3_negatively_correlated_with_y,
        )
    )
2087

2088
2089
    zs = rng.normal(loc=0.0, scale=0.01, size=number_of_dpoints)
    scales = 10.0 * (rng.uniform(size=6) + 0.5)
2090
2091
2092
2093
2094
2095
2096
2097
2098
    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
    )
2099
2100
2101
    categorical_features = []
    if x3_to_category:
        categorical_features = [2]
2102
    return lgb.Dataset(x, label=y, categorical_feature=categorical_features, free_raw_data=False)
2103
2104


2105
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2106
2107
@pytest.mark.parametrize("test_with_categorical_variable", [True, False])
def test_monotone_constraints(test_with_categorical_variable):
2108
2109
2110
2111
2112
2113
2114
2115
2116
2117
2118
2119
2120
2121
2122
2123
2124
2125
2126
2127
    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)
2128
2129
2130
2131
2132
2133
2134
            non_monotone_x = np.column_stack(
                (
                    fixed_x,
                    fixed_x,
                    categorize(variable_x) if x3_to_category else variable_x,
                )
            )
2135
            non_monotone_y = learner.predict(non_monotone_x)
2136
2137
2138
2139
2140
            if not (
                is_increasing(monotonically_increasing_y)
                and is_decreasing(monotonically_decreasing_y)
                and is_non_monotone(non_monotone_y)
            ):
2141
                return False
2142
        return True
2143

2144
2145
2146
2147
2148
2149
2150
2151
    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(" ")
2152
                features = {f"Column_{f}" for f in features}
2153
2154
2155
2156
2157
2158
2159
2160
2161
2162
2163
                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)
2164
        has_interaction_flag = np.array([has_interaction(treef) for treef in tree_features])
2165
2166
2167

        return not has_interaction_flag.any()

2168
    trainset = generate_trainset_for_monotone_constraints_tests(test_with_categorical_variable)
2169
    for test_with_interaction_constraints in [True, False]:
2170
2171
2172
2173
        error_msg = (
            "Model not correctly constrained "
            f"(test_with_interaction_constraints={test_with_interaction_constraints})"
        )
2174
        for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2175
            params = {
2176
2177
2178
                "min_data": 20,
                "num_leaves": 20,
                "monotone_constraints": [1, -1, 0],
2179
                "monotone_constraints_method": monotone_constraints_method,
2180
                "use_missing": False,
2181
            }
2182
2183
            if test_with_interaction_constraints:
                params["interaction_constraints"] = [[0], [1], [2]]
2184
            constrained_model = lgb.train(params, trainset)
2185
            assert is_correctly_constrained(constrained_model, test_with_categorical_variable), error_msg
2186
2187
2188
            if test_with_interaction_constraints:
                feature_sets = [["Column_0"], ["Column_1"], "Column_2"]
                assert are_interactions_enforced(constrained_model, feature_sets)
2189
2190


2191
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2192
2193
2194
2195
2196
2197
2198
2199
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
2200
2201
2202
        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)
2203
2204
2205
2206
2207
2208

    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
2209
2210
2211
        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
2212
2213
2214
2215
2216
2217

    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"]:
2218
        params = {
2219
2220
2221
            "max_depth": max_depth,
            "monotone_constraints": monotone_constraints,
            "monotone_penalty": penalization_parameter,
2222
            "monotone_constraints_method": monotone_constraints_method,
2223
        }
2224
2225
2226
        constrained_model = lgb.train(params, trainset, 10)
        dumped_model = constrained_model.dump_model()["tree_info"]
        for tree in dumped_model:
2227
2228
2229
            assert are_first_splits_non_monotone(
                tree["tree_structure"], int(penalization_parameter), monotone_constraints
            )
2230
2231
2232
2233
            assert are_there_monotone_splits(tree["tree_structure"], monotone_constraints)


# test if a penalty as high as the depth indeed prohibits all monotone splits
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
2243
2244
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 = {
2245
2246
        "monotone_constraints": monotone_constraints,
        "monotone_penalty": penalization_parameter,
2247
2248
2249
2250
2251
2252
2253
2254
2255
        "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)
2256
    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
2257
2258
2259
2260
2261
2262
2263
2264
2265
2266
2267
2268
2269
2270
2271
2272
2273

    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 = {
2274
2275
2276
2277
2278
2279
2280
        "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],
2281
2282
2283
2284
    }
    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
2285
    params["max_bin_by_feature"] = [2, 100]
2286
2287
2288
2289
2290
    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


2291
2292
def test_small_max_bin(rng_fixed_seed):
    y = rng_fixed_seed.choice([0, 1], 100)
2293
    x = np.ones((100, 1))
2294
2295
    x[:30, 0] = -1
    x[60:, 0] = 2
2296
    params = {"objective": "binary", "seed": 0, "min_data_in_leaf": 1, "verbose": -1, "max_bin": 2}
2297
2298
2299
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    x[0, 0] = np.nan
2300
    params["max_bin"] = 3
2301
2302
2303
2304
2305
2306
2307
    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)
2308
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1, "min_data": 10}
2309
2310
2311
2312
2313
2314
2315
2316
    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


2317
2318
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
2330
2331
2332
2333
2334
2335
2336
2337
2338
2339
2340
2341
2342
2343
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)


2344
def test_refit_dataset_params(rng):
2345
2346
2347
    # 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))
2348
    train_params = {"objective": "binary", "verbose": -1, "seed": 123}
2349
2350
    gbm = lgb.train(train_params, lgb_train, num_boost_round=10)
    non_weight_err_pred = log_loss(y, gbm.predict(X))
2351
    refit_weight = rng.uniform(size=(y.shape[0],))
2352
    dataset_params = {
2353
2354
2355
        "max_bin": 260,
        "min_data_in_bin": 5,
        "data_random_seed": 123,
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
    }
    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)


2374
@pytest.mark.parametrize("boosting_type", ["rf", "dart"])
2375
2376
2377
def test_mape_for_specific_boosting_types(boosting_type):
    X, y = make_synthetic_regression()
    y = abs(y)
2378
    params = {
2379
2380
2381
2382
2383
2384
2385
        "boosting_type": boosting_type,
        "objective": "mape",
        "verbose": -1,
        "bagging_freq": 1,
        "bagging_fraction": 0.8,
        "feature_fraction": 0.8,
        "boost_from_average": True,
2386
2387
2388
2389
2390
    }
    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    pred = gbm.predict(X)
    pred_mean = pred.mean()
2391
2392
2393
    # 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
2394
2395
2396
2397
2398
2399


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 = {
2400
2401
2402
2403
2404
2405
2406
2407
        "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,
2408
2409
2410
2411
2412
2413
2414
2415
2416
    }
    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():
2417
    params = {"objective": "regression"}
2418
2419
2420
2421
2422
2423
    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():
2424
    params = {"objective": "binary"}
2425
2426
2427
2428
2429
    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():
2430
    params = {"objective": "multiclass", "num_class": 3}
2431
2432
2433
2434
2435
    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():
2436
    params = {"objective": "multiclassova", "num_class": 3}
2437
2438
2439
2440
2441
2442
2443
2444
2445
2446
2447
2448
2449
2450
    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)
2451
        params["num_class"] = 4
2452
2453
2454
2455
        return dtrain, dtest, params

    X, y = load_iris(return_X_y=True)
    dataset = lgb.Dataset(X, y, free_raw_data=False)
2456
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
2457
    results = lgb.cv(params, dataset, num_boost_round=10, fpreproc=preprocess_data)
2458
2459
    assert "valid multi_logloss-mean" in results
    assert len(results["valid multi_logloss-mean"]) == 10
2460
2461
2462
2463
2464


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)
2465
2466
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid = lgb.Dataset(X_test, y_test, reference=lgb_train)
2467
2468

    evals_result = {}
2469
2470
2471
2472
2473
2474
2475
2476
2477
2478
2479
2480
2481
2482
2483
2484
2485
2486
2487
2488
2489
    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}
2490
2491

    def get_cv_result(params=params_obj_verbose, **kwargs):
2492
        return lgb.cv(params, lgb_train, num_boost_round=2, **kwargs)
2493
2494

    def train_booster(params=params_obj_verbose, **kwargs):
2495
2496
2497
2498
2499
2500
        lgb.train(
            params,
            lgb_train,
            num_boost_round=2,
            valid_sets=[lgb_valid],
            callbacks=[lgb.record_evaluation(evals_result)],
2501
            **kwargs,
2502
        )
2503

2504
    # no custom objective, no feval
2505
2506
2507
    # default metric
    res = get_cv_result()
    assert len(res) == 2
2508
    assert "valid binary_logloss-mean" in res
2509
2510
2511
2512

    # non-default metric in params
    res = get_cv_result(params=params_obj_metric_err_verbose)
    assert len(res) == 2
2513
    assert "valid binary_error-mean" in res
2514
2515

    # default metric in args
2516
    res = get_cv_result(metrics="binary_logloss")
2517
    assert len(res) == 2
2518
    assert "valid binary_logloss-mean" in res
2519
2520

    # non-default metric in args
2521
    res = get_cv_result(metrics="binary_error")
2522
    assert len(res) == 2
2523
    assert "valid binary_error-mean" in res
2524
2525

    # metric in args overwrites one in params
2526
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error")
2527
    assert len(res) == 2
2528
    assert "valid binary_error-mean" in res
2529

2530
2531
2532
    # metric in args overwrites one in params
    res = get_cv_result(params=params_obj_metric_quant_verbose)
    assert len(res) == 2
2533
    assert "valid quantile-mean" in res
2534

2535
2536
2537
    # multiple metrics in params
    res = get_cv_result(params=params_obj_metric_multi_verbose)
    assert len(res) == 4
2538
2539
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2540
2541

    # multiple metrics in args
2542
    res = get_cv_result(metrics=["binary_logloss", "binary_error"])
2543
    assert len(res) == 4
2544
2545
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2546
2547

    # remove default metric by 'None' in list
2548
    res = get_cv_result(metrics=["None"])
2549
2550
2551
    assert len(res) == 0

    # remove default metric by 'None' aliases
2552
    for na_alias in ("None", "na", "null", "custom"):
2553
2554
2555
        res = get_cv_result(metrics=na_alias)
        assert len(res) == 0

2556
    # custom objective, no feval
2557
    # no default metric
2558
    res = get_cv_result(params=params_dummy_obj_verbose)
2559
2560
2561
    assert len(res) == 0

    # metric in params
2562
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose)
2563
    assert len(res) == 2
2564
    assert "valid binary_error-mean" in res
2565
2566

    # metric in args
2567
    res = get_cv_result(params=params_dummy_obj_verbose, metrics="binary_error")
2568
    assert len(res) == 2
2569
    assert "valid binary_error-mean" in res
2570
2571

    # metric in args overwrites its' alias in params
2572
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, metrics="binary_error")
2573
    assert len(res) == 2
2574
    assert "valid binary_error-mean" in res
2575
2576

    # multiple metrics in params
2577
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose)
2578
    assert len(res) == 4
2579
2580
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2581
2582

    # multiple metrics in args
2583
    res = get_cv_result(params=params_dummy_obj_verbose, metrics=["binary_logloss", "binary_error"])
2584
    assert len(res) == 4
2585
2586
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2587

2588
    # no custom objective, feval
2589
2590
2591
    # default metric with custom one
    res = get_cv_result(feval=constant_metric)
    assert len(res) == 4
2592
2593
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2594
2595
2596
2597

    # 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
2598
2599
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2600
2601

    # default metric in args with custom one
2602
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric)
2603
    assert len(res) == 4
2604
2605
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2606

2607
2608
2609
2610
2611
2612
2613
    # 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]

2614
    # non-default metric in args with custom one
2615
    res = get_cv_result(metrics="binary_error", feval=constant_metric)
2616
    assert len(res) == 4
2617
2618
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2619
2620

    # metric in args overwrites one in params, custom one is evaluated too
2621
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error", feval=constant_metric)
2622
    assert len(res) == 4
2623
2624
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2625
2626
2627
2628

    # multiple metrics in params with custom one
    res = get_cv_result(params=params_obj_metric_multi_verbose, feval=constant_metric)
    assert len(res) == 6
2629
2630
2631
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2632
2633

    # multiple metrics in args with custom one
2634
    res = get_cv_result(metrics=["binary_logloss", "binary_error"], feval=constant_metric)
2635
    assert len(res) == 6
2636
2637
2638
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2639
2640

    # custom metric is evaluated despite 'None' is passed
2641
    res = get_cv_result(metrics=["None"], feval=constant_metric)
2642
    assert len(res) == 2
2643
    assert "valid error-mean" in res
2644

2645
    # custom objective, feval
2646
    # no default metric, only custom one
2647
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric)
2648
    assert len(res) == 2
2649
    assert "valid error-mean" in res
2650
2651

    # metric in params with custom one
2652
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose, feval=constant_metric)
2653
    assert len(res) == 4
2654
2655
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2656
2657

    # metric in args with custom one
2658
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric, metrics="binary_error")
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_dummy_obj_metric_inv_verbose, feval=constant_metric, metrics="binary_error")
2665
    assert len(res) == 4
2666
2667
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2668
2669

    # multiple metrics in params with custom one
2670
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2671
    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
2678
2679
    res = get_cv_result(
        params=params_dummy_obj_verbose, feval=constant_metric, metrics=["binary_logloss", "binary_error"]
    )
2680
    assert len(res) == 6
2681
2682
2683
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2684
2685

    # custom metric is evaluated despite 'None' is passed
2686
    res = get_cv_result(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2687
    assert len(res) == 2
2688
    assert "valid error-mean" in res
2689

2690
    # no custom objective, no feval
2691
2692
    # default metric
    train_booster()
2693
2694
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2695
2696
2697

    # default metric in params
    train_booster(params=params_obj_metric_log_verbose)
2698
2699
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2700
2701
2702

    # non-default metric in params
    train_booster(params=params_obj_metric_err_verbose)
2703
2704
    assert len(evals_result["valid_0"]) == 1
    assert "binary_error" in evals_result["valid_0"]
2705
2706
2707

    # multiple metrics in params
    train_booster(params=params_obj_metric_multi_verbose)
2708
2709
2710
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2711
2712

    # remove default metric by 'None' aliases
2713
2714
    for na_alias in ("None", "na", "null", "custom"):
        params = {"objective": "binary", "metric": na_alias, "verbose": -1}
2715
2716
2717
        train_booster(params=params)
        assert len(evals_result) == 0

2718
    # custom objective, no feval
2719
    # no default metric
2720
    train_booster(params=params_dummy_obj_verbose)
2721
2722
2723
    assert len(evals_result) == 0

    # metric in params
2724
    train_booster(params=params_dummy_obj_metric_log_verbose)
2725
2726
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2727
2728

    # multiple metrics in params
2729
    train_booster(params=params_dummy_obj_metric_multi_verbose)
2730
2731
2732
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2733

2734
    # no custom objective, feval
2735
2736
    # default metric with custom one
    train_booster(feval=constant_metric)
2737
2738
2739
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2740
2741
2742

    # default metric in params with custom one
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric)
2743
2744
2745
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2746

2747
2748
2749
2750
2751
2752
2753
    # 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]

2754
2755
    # non-default metric in params with custom one
    train_booster(params=params_obj_metric_err_verbose, feval=constant_metric)
2756
2757
2758
    assert len(evals_result["valid_0"]) == 2
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2759
2760
2761

    # multiple metrics in params with custom one
    train_booster(params=params_obj_metric_multi_verbose, feval=constant_metric)
2762
2763
2764
2765
    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"]
2766
2767
2768
2769

    # custom metric is evaluated despite 'None' is passed
    train_booster(params=params_obj_metric_none_verbose, feval=constant_metric)
    assert len(evals_result) == 1
2770
    assert "error" in evals_result["valid_0"]
2771

2772
    # custom objective, feval
2773
    # no default metric, only custom one
2774
    train_booster(params=params_dummy_obj_verbose, feval=constant_metric)
2775
2776
    assert len(evals_result["valid_0"]) == 1
    assert "error" in evals_result["valid_0"]
2777
2778

    # metric in params with custom one
2779
    train_booster(params=params_dummy_obj_metric_log_verbose, 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

    # multiple metrics in params with custom one
2785
    train_booster(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2786
2787
2788
2789
    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"]
2790
2791

    # custom metric is evaluated despite 'None' is passed
2792
    train_booster(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2793
    assert len(evals_result) == 1
2794
    assert "error" in evals_result["valid_0"]
2795
2796

    X, y = load_digits(n_class=3, return_X_y=True)
2797
    lgb_train = lgb.Dataset(X, y)
2798

2799
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2800
    for obj_multi_alias in obj_multi_aliases:
2801
        # Custom objective replaces multiclass
2802
2803
2804
2805
2806
        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}
2807
2808
2809
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2810
        assert "valid multi_logloss-mean" in res
2811
2812
2813
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2814
2815
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2816
        # multiclass metric alias with custom one for custom objective
2817
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2818
        assert len(res) == 2
2819
        assert "valid error-mean" in res
2820
        # no metric for invalid class_num
2821
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2822
2823
        assert len(res) == 0
        # custom metric for invalid class_num
2824
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2825
        assert len(res) == 2
2826
        assert "valid error-mean" in res
2827
2828
        # multiclass metric alias with custom one with invalid class_num
        with pytest.raises(lgb.basic.LightGBMError):
2829
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2830
2831
2832
        # multiclass default metric without num_class
        with pytest.raises(lgb.basic.LightGBMError):
            get_cv_result(params_obj_verbose)
2833
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2834
2835
2836
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2837
            assert "valid multi_logloss-mean" in res
2838
        # multiclass metric
2839
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2840
        assert len(res) == 2
2841
        assert "valid multi_error-mean" in res
2842
2843
        # non-valid metric for multiclass objective
        with pytest.raises(lgb.basic.LightGBMError):
2844
2845
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2846
2847
2848
2849
    # 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
2850
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2851
    assert len(res) == 0
2852
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2853
        # multiclass metric alias for custom objective
2854
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2855
        assert len(res) == 2
2856
        assert "valid multi_logloss-mean" in res
2857
    # multiclass metric for custom objective
2858
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2859
    assert len(res) == 2
2860
    assert "valid multi_error-mean" in res
2861
2862
    # binary metric with non-default num_class for custom objective
    with pytest.raises(lgb.basic.LightGBMError):
2863
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2864
2865
2866
2867
2868


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

2869
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2870
2871
2872

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

2873
2874
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2875
2876
2877
2878
2879
2880
2881
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2882
        callbacks=[lgb.record_evaluation(evals_result)],
2883
    )
2884

2885
2886
2887
2888
    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"]
2889
2890


2891
2892
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2893
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2894
    train_dataset = lgb.Dataset(X, y)
2895
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2896
2897
2898
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2899
    assert booster.params["objective"] == "none"
2900
2901
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2902
2903
2904
2905


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2906
    params = {"verbose": -1, "objective": mse_obj}
2907
    lgb_train = lgb.Dataset(X, y)
2908
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2909
2910
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2911
    assert booster.params["objective"] == "none"
2912
    assert mse_error == pytest.approx(286.724194)
2913
2914
2915
2916


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2917
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2918
    train_dataset = lgb.Dataset(X, y)
2919
2920
2921
2922
    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]
2923
2924
2925
2926
2927
2928
2929
    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)
2930
2931
2932
2933
2934
    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]
2935
2936
2937
2938
    assert all(cv_objs)
    assert all(cv_mse_errors)


2939
2940
2941
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2942
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2943

2944
    train_dataset = lgb.Dataset(data=X, label=y)
2945
2946

    cv_results = lgb.cv(
2947
2948
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2949
2950
2951

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2952
2953
2954
2955
2956
2957
    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
2958
2959


2960
2961
2962
2963
2964
2965
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 = {}
2966
    params = {"verbose": -1}
2967
2968
2969
2970
2971
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
2972
        callbacks=[lgb.record_evaluation(evals_result)],
2973
2974
    )

2975
2976
2977
2978
    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
2979
2980


2981
@pytest.mark.parametrize("use_weight", [True, False])
2982
def test_multiclass_custom_objective(use_weight):
2983
2984
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
2985
2986
2987
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
2988
2989
2990

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2991
    weight = np.full_like(y, 2)
2992
    ds = lgb.Dataset(X, y)
2993
2994
    if use_weight:
        ds.set_weight(weight)
2995
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2996
2997
2998
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

2999
    params["objective"] = custom_obj
3000
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
3001
3002
3003
3004
3005
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

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


3006
@pytest.mark.parametrize("use_weight", [True, False])
3007
def test_multiclass_custom_eval(use_weight):
3008
3009
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
3010
3011
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
3012
        return "custom_logloss", loss, False
3013
3014
3015

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
3016
3017
3018
3019
    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
    )
3020
3021
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
3022
3023
3024
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
3025
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
3026
3027
3028
3029
3030
3031
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
3032
        valid_names=["train", "valid"],
3033
3034
3035
3036
3037
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

3038
3039
    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"])
3040
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
3041
        assert metric == "custom_logloss"
3042
3043
3044
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


3045
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
3046
def test_model_size():
3047
    X, y = make_synthetic_regression()
3048
    data = lgb.Dataset(X, y)
3049
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
3050
3051
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
3052
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
3053
    one_tree_size = len(one_tree)
3054
    one_tree = one_tree.replace("Tree=1", "Tree={}")
3055
3056
3057
    multiplier = 100
    total_trees = multiplier + 2
    try:
3058
3059
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
3060
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
3061
        after_trees = model_str[model_str.find("end of trees") :]
3062
3063
        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}}"
3064
        assert len(new_model_str) > 2**31
3065
        bst.model_from_string(new_model_str)
3066
3067
3068
3069
        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:
3070
        pytest.skipTest("not enough RAM")
3071
3072


3073
3074
3075
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3076
def test_get_split_value_histogram(rng_fixed_seed):
3077
3078
3079
3080
    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])
3081
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
3082
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
3083
    # test XGBoost-style return value
3084
    params = {"feature": 0, "xgboost_style": True}
3085
3086
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
3087
3088
3089
3090
    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)
3091
3092
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
3093
3094
3095
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
3096
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
3097
3098
3099
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
3100
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
3101
3102
3103
3104
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
3105
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
3106
3107
3108
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
3109
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
3110
3111
3112
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
3113
3114
    assert len(hist) == 20
    assert len(bins) == 21
3115
3116
3117
3118
3119
3120
3121
3122
3123
3124
3125
3126
3127
3128
3129
3130
3131
3132
3133
3134
3135
3136
3137
3138
3139
3140
3141
3142
    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
3143
3144
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3145
3146
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3147
3148
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3149
3150
3151
3152
    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])
3153
3154
3155
    # test histogram is disabled for categorical features
    with pytest.raises(lgb.basic.LightGBMError):
        gbm.get_split_value_histogram(2)
3156
3157


3158
3159
3160
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3161
def test_early_stopping_for_only_first_metric():
3162
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3163
        params = {
3164
3165
3166
3167
3168
3169
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3170
        }
3171
3172
3173
3174
3175
3176
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3177
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3178
        )
3179
        assert assumed_iteration == gbm.best_iteration
3180

3181
3182
3183
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3184
        params = {
3185
3186
3187
3188
3189
3190
3191
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3192
        }
3193
3194
3195
3196
3197
3198
3199
        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)],
3200
            eval_train_metric=eval_train_metric,
3201
        )
3202
3203
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3204
    X, y = make_synthetic_regression()
3205
3206
3207
3208
3209
3210
3211
    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
3212
3213
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3214
    iter_valid2_l2 = 15
3215
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3216
3217
3218
3219
    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])

3220
3221
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3222
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3223
3224
3225
3226
3227
3228
3229
    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)
3230
3231
3232
3233
3234
3235
    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)
3236
3237

    # test feval for lgb.train
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
3256
3257
3258
    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)],
    )
3259
3260

    # test with two valid data for lgb.train
3261
3262
3263
3264
    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)
3265
3266
3267

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3268
3269
3270
3271
3272
3273
    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)
3274
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3275
3276
3277
3278
3279
3280
    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)
3281
3282

    # test feval for lgb.cv
3283
3284
3285
3286
3287
3288
3289
3290
3291
3292
3293
3294
3295
3296
3297
3298
3299
3300
3301
3302
3303
    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)],
    )
3304
3305
3306
3307
3308
3309


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 = {
3310
3311
3312
3313
3314
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3315
3316
3317
3318
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3319
    gbm = lgb.train(
3320
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3321
    )
3322
3323
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3324
3325
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3326
3327
3328
3329
3330
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3331
3332
3333
3334
3335
3336
3337
3338
3339
3340
3341
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)
3342
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3343
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3344
        lgb.train(params, lgb_train)
3345
3346


3347
def test_forced_bins():
3348
    x = np.empty((100, 2))
3349
3350
3351
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3352
3353
3354
3355
3356
3357
3358
3359
3360
    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,
    }
3361
3362
3363
3364
3365
3366
3367
3368
3369
3370
    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
3371
    params["forcedbins_filename"] = ""
3372
3373
3374
3375
    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
3376
3377
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3378
    )
3379
    params["max_bin"] = 11
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
    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
3390
    x = np.empty((99, 2))
3391
3392
3393
    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)
3394
3395
3396
3397
3398
3399
3400
3401
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
    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])


3416
def test_dataset_update_params(rng):
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
3438
3439
3440
3441
3442
3443
3444
3445
3446
3447
3448
3449
3450
3451
3452
3453
3454
3455
3456
3457
3458
3459
3460
3461
3462
3463
3464
    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,
    }
3465
3466
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
3467
3468
3469
3470
3471
3472
3473
3474
3475
3476
3477
3478
3479
3480
3481
3482
3483
3484
3485
3486
3487
3488
3489
3490
3491
3492
3493
3494

    # 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
3495
3496
3497
3498
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3499
3500
3501
3502
3503
        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} *"
        )
3504
3505
3506
3507
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


3508
def test_dataset_params_with_reference(rng):
3509
    default_params = {"max_bin": 100}
3510
3511
3512
3513
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
    X_val = rng.uniform(size=(100, 2))
    y_val = rng.uniform(size=(100,))
3514
3515
3516
3517
3518
3519
3520
3521
3522
    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
3523
    X, y = make_synthetic_regression()
3524
    lgb_x = lgb.Dataset(X, label=y)
3525
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3526
3527
3528
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3529
    params["extra_trees"] = True
3530
3531
3532
3533
3534
3535
3536
3537
    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
3538
    X, y = make_synthetic_regression()
3539
    lgb_x = lgb.Dataset(X, label=y)
3540
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3541
3542
3543
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3544
    params["path_smooth"] = 1
3545
3546
3547
3548
3549
3550
    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


3551
def test_trees_to_dataframe(rng):
3552
3553
3554
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3555
3556
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3557
3558
3559
3560
3561
3562

    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()
3563
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3564

3565
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3566
3567
3568

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3569
3570
3571
3572
    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
3573
3574
3575
3576
3577
3578
3579
3580

    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))
3581
    y = rng.uniform(size=(10,))
3582
3583
3584
3585
3586
    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
3587
3588
3589
3590
3591
3592
3593
3594
3595
3596
3597
3598
3599
3600
3601
3602
3603
    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",
    ):
3604
3605
3606
3607
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3608
    X, y = make_synthetic_regression(n_samples=200)
3609
3610
3611
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3612
    params = {"verbose": -1, "seed": 0}
3613
3614
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3615
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3616
3617
3618
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3619
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3620
3621
3622
    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
3623
3624
3625
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3626
3627
3628
3629
3630
3631
    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)
3632
3633
3634
3635
3636
    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,
    )
3637
3638


3639
def test_linear_trees_num_threads(rng_fixed_seed):
3640
3641
    # check that number of threads does not affect result
    x = np.arange(0, 1000, 0.1)
3642
    y = 2 * x + rng_fixed_seed.normal(loc=0, scale=0.1, size=(len(x),))
3643
3644
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3645
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3646
3647
3648
3649
3650
3651
3652
3653
    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)


3654
def test_linear_trees(tmp_path, rng_fixed_seed):
3655
3656
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    x = np.arange(0, 100, 0.1)
3657
    y = 2 * x + rng_fixed_seed.normal(0, 0.1, len(x))
3658
3659
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3660
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3661
3662
3663
3664
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3665
    est = lgb.train(
3666
        dict(params, linear_tree=True),
3667
3668
3669
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3670
3671
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3672
    )
3673
    pred2 = est.predict(x)
3674
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3675
3676
3677
3678
3679
3680
3681
3682
    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 = {}
3683
    est = lgb.train(
3684
        dict(params, linear_tree=True),
3685
3686
3687
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3688
3689
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3690
    )
3691
    pred2 = est.predict(x)
3692
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3693
3694
3695
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3696
    est = lgb.train(
3697
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3698
3699
3700
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3701
3702
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3703
    )
3704
    pred = est.predict(x)
3705
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3706
3707
3708
3709
3710
3711
    # 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 = {}
3712
    est = lgb.train(
3713
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3714
3715
3716
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3717
3718
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3719
    )
3720
    pred = est.predict(x)
3721
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3722
3723
3724
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
3725
    lgb_train = lgb.Dataset(x, label=y, categorical_feature=[0])
3726
3727
3728
3729
3730
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
    )
3731
3732
3733
3734
3735
3736
3737
3738
3739
3740
3741
3742
3743
3744
3745
3746
3747
3748
3749
3750
    # 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)
3751
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3752
3753
3754
3755
3756
3757
3758
3759
3760
3761
3762
3763
3764
3765
    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)
3766
3767


3768
def test_save_and_load_linear(tmp_path):
3769
3770
3771
    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
    )
3772
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3773
3774
3775
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3776
3777
    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)
3778
3779
    pred_1 = est_1.predict(X_train)

3780
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3781
3782
3783
3784
3785
3786
    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)

3787
    model_file = str(tmp_path / "model.txt")
3788
3789
3790
3791
3792
3793
    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)


3794
3795
3796
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)
3797
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3798
3799
3800
3801
3802
    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


3803
3804
3805
3806
3807
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)
3808
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3809
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
3810
3811
3812
3813
3814
3815
3816
3817
3818
3819
3820
3821
3822
3823
3824
3825
3826

        # 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)
3827

3828
3829
3830
3831
3832
3833
3834
3835
3836
3837
3838
3839
3840
3841
3842
3843
3844
3845
3846
3847
3848
3849
        # 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
3850
    X, y = make_synthetic_regression()
3851
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3852
3853
3854
3855
3856
3857
3858
    # 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)
3859
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3860
3861
3862
3863
3864
3865
3866
    # 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)
3867
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3868
3869
3870
3871
3872
3873
    # 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)


3874
3875
3876
3877
3878
3879
3880
3881
3882
3883
3884
3885
3886
3887
3888
3889
3890
3891
3892
3893
3894
3895
3896
3897
3898
3899
3900
3901
@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))


3902
3903
3904
3905
3906
3907
3908
3909
3910
3911
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,)
3912
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3913
3914
3915
3916
3917
3918
    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,)
3919
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3920
3921
3922
3923
3924
3925
3926
3927
3928
3929
3930
3931
3932
3933
    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,)
3934
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3935
3936
3937
3938
3939
3940
    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,)
3941
    assert bst.predict(X, raw_score=True).shape == (n_samples,)
3942
3943
3944
3945
3946
3947
3948
3949
3950
3951
3952
3953
3954
3955
3956
    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)
3957
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
3958
3959
3960
3961
3962
3963
    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)
3964
    assert bst.predict(X, raw_score=True).shape == (n_samples, n_classes)
3965
3966
3967
3968
    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)


3969
3970
3971
def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
3972
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
3973
3974
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
3975
3976
    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]
3977
3978
3979
3980
3981
3982
3983
    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)
3984
3985
    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)
3986
3987
3988
3989
3990
3991


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 = {
3992
3993
3994
3995
3996
3997
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
3998
3999
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
4000
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
4001
4002
4003
4004

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

4005
    booster_params["bagging_fraction"] += 0.1
4006
4007
4008
4009
4010
    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
4011
4012


4013
4014
@pytest.mark.parametrize("linear_tree", [False, True])
def test_dump_model_stump(linear_tree):
4015
    X, y = load_breast_cancer(return_X_y=True)
4016

4017
    train_data = lgb.Dataset(X, label=y)
4018
4019
4020
4021
4022
4023
4024
4025
4026
4027
4028
4029
4030
4031
4032
4033
4034
4035
4036
    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,
    }
4037
    bst = lgb.train(params, train_data, num_boost_round=5)
4038
4039
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    dumped_model_str = str(dumped_model)
4040
4041
4042
4043
4044
    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
4045
4046
4047
4048
4049
4050
4051
4052
4053
4054
4055
4056
4057
4058
4059
4060
4061

    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,
    }
4062
4063
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
4064
4065
4066
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    assert_all_trees_valid(dumped_model)
    dumped_model_str = str(dumped_model)
4067
4068
4069
4070
4071
    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
4072
4073
4074
4075


def test_dump_model_hook():
    def hook(obj):
4076
4077
4078
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
4079
4080
4081
4082
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
4083
    params = {"objective": "binary", "verbose": -1}
4084
4085
4086
4087
    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
4088
4089


4090
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
4091
def test_force_split_with_feature_fraction(tmp_path):
4092
    X, y = make_synthetic_regression()
4093
4094
4095
    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)

4096
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
4097
4098
4099
4100
4101
4102
4103
4104
4105
4106

    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,
4107
        "forcedsplits_filename": tmp_split_file,
4108
4109
4110
4111
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
4112
    assert ret < 15.7
4113
4114
4115
4116
4117

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
4118
        assert tree_structure["split_feature"] == 0
4119
4120


4121
4122
4123
4124
4125
4126
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 = {
4127
4128
4129
4130
4131
4132
4133
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4134
    }
4135
    params1 = {**base_params, "boosting": "goss"}
4136
    evals_result1 = {}
4137
4138
4139
4140
    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"}
4141
    evals_result2 = {}
4142
4143
4144
4145
    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"]
4146
4147
4148
4149
4150
4151
4152
4153
4154


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 = {
4155
4156
4157
4158
4159
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4160
4161
    }

4162
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
4163
    evals_result = {}
4164
4165
4166
4167
    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]
4168
4169
4170
4171
    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)

4172
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
4173
    evals_result = {}
4174
4175
4176
4177
    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]
4178
4179
4180
4181
    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)

4182
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
4183
    evals_result = {}
4184
4185
4186
4187
    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]
4188
4189
4190
4191
    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)

4192
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
4193
    evals_result = {}
4194
4195
4196
4197
    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]
4198
4199
4200
4201
4202
4203
4204
4205
4206
4207
4208
4209
4210
    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

4211
4212
4213
4214
4215
4216
4217
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4218
    evals_result = {}
4219
4220
4221
4222
    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]
4223
4224
4225
4226
    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)

4227
4228
4229
4230
4231
4232
4233
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4234
    evals_result = {}
4235
4236
4237
4238
    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]
4239
4240
4241
4242
4243
4244
    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

4245
4246
4247
4248
4249
4250
4251
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4252
    evals_result = {}
4253
4254
4255
4256
    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]
4257
4258
4259
4260
4261
4262
4263
4264
4265
    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


4266
4267
4268
4269
4270
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4271
    params = {"objective": "l2", "num_leaves": 3}
4272
4273
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
4274
    assert list(eval_result.keys()) == ["training"]
4275
4276
4277
4278
4279
    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)
4280
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4281
4282


4283
@pytest.mark.parametrize("train_metric", [False, True])
4284
4285
4286
4287
4288
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)]
4289
4290
4291
4292
4293
4294
    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"}
4295
    if train_metric:
4296
        expected_datasets.add("train")
4297
4298
4299
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4300
4301
4302
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4303
4304


4305
def test_pandas_with_numpy_regular_dtypes(rng_fixed_seed):
4306
4307
4308
4309
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4310
4311
4312

    n_samples = 100
    # data as float64
4313
4314
    df = pd.DataFrame(
        {
4315
4316
4317
4318
            "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),
4319
4320
        }
    )
4321
    df = df.astype(np.float64)
4322
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4323
    ds = lgb.Dataset(df, y)
4324
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4325
4326
4327
4328
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4329
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4330
4331
4332
4333
4334
4335
    # 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]:
4336
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4337
4338
4339
4340
4341
4342
4343
        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)


4344
def test_pandas_nullable_dtypes(rng_fixed_seed):
4345
4346
4347
    pd = pytest.importorskip("pandas")
    df = pd.DataFrame(
        {
4348
            "x1": rng_fixed_seed.integers(low=1, high=3, size=100),
4349
            "x2": np.linspace(-1, 1, 100),
4350
4351
            "x3": pd.arrays.SparseArray(rng_fixed_seed.integers(low=0, high=11, size=100)),
            "x4": rng_fixed_seed.uniform(size=(100,)) < 0.5,
4352
4353
        }
    )
4354
    # introduce some missing values
4355
4356
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
4357
    # in recent versions of pandas, type 'bool' is incompatible with nan values in x4
4358
    df["x4"] = df["x4"].astype(np.float64)
4359
    df.loc[3, "x4"] = np.nan
4360
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4361
4362
4363
    y = y.fillna(0)

    # train with regular dtypes
4364
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4365
4366
4367
4368
4369
4370
    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()
4371
4372
4373
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4374
4375
4376
4377
4378
4379
4380
4381

    # 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
4382
    assert trees_df["split_feature"].nunique() == df.shape[1]
4383
4384
4385
4386
4387
4388
    # 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)
4389
4390
4391
4392
4393


def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
4394
4395
4396
4397
4398
4399
4400
4401
4402
4403
4404
    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,
    )
4405
4406
4407
4408
4409
4410
4411
4412
4413
4414
4415
4416
4417
4418
4419
4420
    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()
4421
4422


4423
def test_cegb_split_buffer_clean(rng_fixed_seed):
4424
4425
4426
4427
4428
4429
4430
4431
    # 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
4432
    data = rng_fixed_seed.standard_normal(size=(R, C))
4433
    for i in range(1, C):
4434
        data[i] += data[0] * rng_fixed_seed.standard_normal()
4435
4436
4437
4438
4439
4440
4441
4442
4443
4444

    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 = {
4445
4446
4447
4448
4449
4450
4451
4452
4453
4454
4455
4456
4457
        "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,
4458
4459
4460
4461
4462
4463
    }

    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
4464
4465


4466
4467
4468
4469
def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4470
4471
4472
        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
4473
4474
    }
    lgb.train(params, ds, num_boost_round=1)
4475
    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. Current value: verbosity=0"
4476
4477
4478
4479
    stdout = capsys.readouterr().out
    assert expected_msg in stdout


4480
4481
4482
4483
4484
4485
4486
4487
4488
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)
4489
    assert_silent(capsys)
4490
4491
4492
4493
    lgb.train({**params, "verbosity": 0}, ds, num_boost_round=1)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


4494
4495
@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
4496
4497
4498
4499
def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4500
4501
4502
4503
        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
4504
4505
4506
4507
        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
4508
4509
        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
4510
4511
4512
4513
4514
    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
4515
        assert re.search(r"\[LightGBM\]", stdout) is None
4516
4517


4518
4519
4520
4521
4522
4523
4524
4525
4526
4527
4528
4529
4530
4531
4532
4533
4534
4535
4536
4537
4538
4539
4540
4541
4542
4543
4544
4545
4546
4547
4548
4549
4550
4551
4552
4553
4554
4555
4556
4557
4558
4559
4560
4561
4562
4563
4564
4565
4566
4567
4568
4569
4570
4571
4572
4573
4574
4575
4576
4577
4578
4579
4580
4581
4582
4583
4584
4585
4586
4587
4588
4589
4590
4591
4592
4593
4594
4595
4596
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
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)


4627
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
4628
4629
def test_validate_features():
    X, y = make_synthetic_regression()
4630
    features = ["x1", "x2", "x3", "x4"]
4631
4632
    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
4633
    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
4634
4635
4636
    assert bst.feature_name() == features

    # try to predict with a different feature
4637
    df2 = df.rename(columns={"x3": "z"})
4638
4639
4640
4641
4642
    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)
4643
4644
4645
4646
4647
4648
4649

    # 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)
4650
4651


4652
4653
4654
4655
4656
4657
4658
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=[])


4659
@pytest.mark.parametrize("num_boost_round", [-7, -1, 0])
4660
4661
def test_train_and_cv_raise_informative_error_for_impossible_num_boost_round(num_boost_round):
    X, y = make_synthetic_regression(n_samples=100)
4662
    error_msg = rf"Number of boosting rounds must be greater than 0\. Got {num_boost_round}\."
4663
4664
4665
4666
4667
4668
4669
4670
4671
    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
4672
4673
4674
    with pytest.raises(
        TypeError, match=r"Every item in valid_sets must be a Dataset object\. Item 1 has type 'tuple'\."
    ):
4675
4676
4677
        lgb.train(
            params={},
            train_set=lgb.Dataset(X, y),
4678
            valid_sets=[lgb.Dataset(X_valid, y), ([1.0], [2.0]), [5.6, 5.7, 5.8]],
4679
4680
4681
        )


4682
4683
def test_train_raises_informative_error_for_params_of_wrong_type():
    X, y = make_synthetic_regression()
4684
    params = {"num_leaves": "too-many"}
4685
    dtrain = lgb.Dataset(X, label=y)
4686
    with pytest.raises(lgb.basic.LightGBMError, match='Parameter num_leaves should be of type int, got "too-many"'):
4687
        lgb.train(params, dtrain)
4688
4689
4690
4691
4692


def test_quantized_training():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, label=y)
4693
    bst_params = {"num_leaves": 15, "verbose": -1, "seed": 0}
4694
4695
    bst = lgb.train(bst_params, ds, num_boost_round=10)
    rmse = np.sqrt(np.mean((bst.predict(X) - y) ** 2))
4696
4697
4698
4699
4700
4701
4702
    bst_params.update(
        {
            "use_quantized_grad": True,
            "num_grad_quant_bins": 30,
            "quant_train_renew_leaf": True,
        }
    )
4703
4704
4705
    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
4706
4707
4708
4709
4710
4711
4712
4713
4714
4715
4716
4717
4718
4719
4720
4721
4722
4723
4724
4725
4726
4727
4728


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
4729
4730
4731
4732
4733
4734
4735
4736
4737
4738
4739
4740
4741
4742
4743


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)