dask.py 63.1 KB
Newer Older
1
# coding: utf-8
2
"""Distributed training with LightGBM and dask.distributed.
3

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

It is based on dask-lightgbm, which was based on dask-xgboost.
8
"""
9
import socket
10
from collections import defaultdict, namedtuple
11
from copy import deepcopy
12
from enum import Enum, auto
13
from functools import partial
14
from typing import Any, Callable, Dict, Iterable, List, Optional, Tuple, Type, Union
15
16
17
from urllib.parse import urlparse

import numpy as np
18
19
import scipy.sparse as ss

20
from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
21
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
22
23
                     dask_Array, dask_array_from_delayed, dask_bag_from_delayed, dask_DataFrame, dask_Series,
                     default_client, delayed, pd_DataFrame, pd_Series, wait)
24
25
from .sklearn import (LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _lgbmmodel_doc_custom_eval_note,
                      _lgbmmodel_doc_fit, _lgbmmodel_doc_predict)
26
27
28

_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
29
_DaskVectorLike = Union[dask_Array, dask_Series]
30
31
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
32

33
34
_HostWorkers = namedtuple('HostWorkers', ['default', 'all'])

35

36
37
38
39
40
41
42
43
44
45
46
47
class _DatasetNames(Enum):
    """Placeholder names used by lightgbm.dask internals to say 'also evaluate the training data'.

    Avoid duplicating the training data when the validation set refers to elements of training data.
    """

    TRAINSET = auto()
    SAMPLE_WEIGHT = auto()
    INIT_SCORE = auto()
    GROUP = auto()


48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

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

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


67
68
def _find_n_open_ports(n: int) -> List[int]:
    """Find n random open ports on localhost.
69
70
71

    Returns
    -------
72
73
    ports : list of int
        n random open ports on localhost.
74
    """
75
76
77
    sockets = []
    for _ in range(n):
        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
78
        s.bind(('', 0))
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
        sockets.append(s)
    ports = []
    for s in sockets:
        ports.append(s.getsockname()[1])
        s.close()
    return ports


def _group_workers_by_host(worker_addresses: Iterable[str]) -> Dict[str, _HostWorkers]:
    """Group all worker addresses by hostname.

    Returns
    -------
    host_to_workers : dict
        mapping from hostname to all its workers.
    """
    host_to_workers: Dict[str, _HostWorkers] = {}
    for address in worker_addresses:
        hostname = urlparse(address).hostname
        if hostname not in host_to_workers:
            host_to_workers[hostname] = _HostWorkers(default=address, all=[address])
        else:
            host_to_workers[hostname].all.append(address)
    return host_to_workers


def _assign_open_ports_to_workers(
    client: Client,
    host_to_workers: Dict[str, _HostWorkers]
) -> Dict[str, int]:
    """Assign an open port to each worker.

    Returns
    -------
    worker_to_port: dict
        mapping from worker address to an open port.
    """
    host_ports_futures = {}
    for hostname, workers in host_to_workers.items():
        n_workers_in_host = len(workers.all)
        host_ports_futures[hostname] = client.submit(
            _find_n_open_ports,
            n=n_workers_in_host,
            workers=[workers.default],
            pure=False,
            allow_other_workers=False,
        )
    found_ports = client.gather(host_ports_futures)
    worker_to_port = {}
    for hostname, workers in host_to_workers.items():
        for worker, port in zip(workers.all, found_ports[hostname]):
            worker_to_port[worker] = port
    return worker_to_port
132
133


134
def _concat(seq: List[_DaskPart]) -> _DaskPart:
135
136
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
137
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
138
        return concat(seq, axis=0)
139
140
141
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
142
        raise TypeError(f'Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got {type(seq[0]).__name__}.')
143
144


145
146
147
148
def _remove_list_padding(*args: Any) -> List[List[Any]]:
    return [[z for z in arg if z is not None] for arg in args]


149
def _pad_eval_names(lgbm_model: LGBMModel, required_names: List[str]) -> LGBMModel:
150
151
152
153
154
155
156
157
158
159
160
161
162
163
    """Append missing (key, value) pairs to a LightGBM model's evals_result_ and best_score_ OrderedDict attrs based on a set of required eval_set names.

    Allows users to rely on expected eval_set names being present when fitting DaskLGBM estimators with ``eval_set``.
    """
    not_evaluated = 'not evaluated'
    for eval_name in required_names:
        if eval_name not in lgbm_model.evals_result_:
            lgbm_model.evals_result_[eval_name] = not_evaluated
        if eval_name not in lgbm_model.best_score_:
            lgbm_model.best_score_[eval_name] = not_evaluated

    return lgbm_model


164
165
166
167
def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
168
169
170
    machines: str,
    local_listen_port: int,
    num_machines: int,
171
172
173
174
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
175
    network_params = {
176
177
        'machines': machines,
        'local_listen_port': local_listen_port,
178
        'time_out': time_out,
179
        'num_machines': num_machines
180
    }
181
182
    params.update(network_params)

183
184
    is_ranker = issubclass(model_factory, LGBMRanker)

185
    # Concatenate many parts into one
186
187
188
189
190
191
192
193
194
195
196
197
    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

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

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None
198

199
200
201
202
203
    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
    # construct local eval_set data.
    n_evals = max(len(x.get('eval_set', [])) for x in list_of_parts)
    eval_names = kwargs.pop('eval_names', None)
    eval_class_weight = kwargs.get('eval_class_weight')
    local_eval_set = None
    local_eval_names = None
    local_eval_sample_weight = None
    local_eval_init_score = None
    local_eval_group = None

    if n_evals:
        has_eval_sample_weight = any(x.get('eval_sample_weight') is not None for x in list_of_parts)
        has_eval_init_score = any(x.get('eval_init_score') is not None for x in list_of_parts)

        local_eval_set = []
        evals_result_names = []
        if has_eval_sample_weight:
            local_eval_sample_weight = []
        if has_eval_init_score:
            local_eval_init_score = []
        if is_ranker:
            local_eval_group = []

        # store indices of eval_set components that were not contained within local parts.
        missing_eval_component_idx = []

        # consolidate parts of each individual eval component.
        for i in range(n_evals):
            x_e = []
            y_e = []
            w_e = []
            init_score_e = []
            g_e = []
            for part in list_of_parts:
                if not part.get('eval_set'):
                    continue

                # require that eval_name exists in evaluated result data in case dropped due to padding.
                # in distributed training the 'training' eval_set is not detected, will have name 'valid_<index>'.
                if eval_names:
                    evals_result_name = eval_names[i]
                else:
                    evals_result_name = f'valid_{i}'

                eval_set = part['eval_set'][i]
                if eval_set is _DatasetNames.TRAINSET:
                    x_e.append(part['data'])
                    y_e.append(part['label'])
                else:
                    x_e.extend(eval_set[0])
                    y_e.extend(eval_set[1])

                if evals_result_name not in evals_result_names:
                    evals_result_names.append(evals_result_name)

                eval_weight = part.get('eval_sample_weight')
                if eval_weight:
                    if eval_weight[i] is _DatasetNames.SAMPLE_WEIGHT:
                        w_e.append(part['weight'])
                    else:
                        w_e.extend(eval_weight[i])

                eval_init_score = part.get('eval_init_score')
                if eval_init_score:
                    if eval_init_score[i] is _DatasetNames.INIT_SCORE:
                        init_score_e.append(part['init_score'])
                    else:
                        init_score_e.extend(eval_init_score[i])

                eval_group = part.get('eval_group')
                if eval_group:
                    if eval_group[i] is _DatasetNames.GROUP:
                        g_e.append(part['group'])
                    else:
                        g_e.extend(eval_group[i])

            # filter padding from eval parts then _concat each eval_set component.
            x_e, y_e, w_e, init_score_e, g_e = _remove_list_padding(x_e, y_e, w_e, init_score_e, g_e)
            if x_e:
                local_eval_set.append((_concat(x_e), _concat(y_e)))
            else:
                missing_eval_component_idx.append(i)
                continue

            if w_e:
                local_eval_sample_weight.append(_concat(w_e))
            if init_score_e:
                local_eval_init_score.append(_concat(init_score_e))
            if g_e:
                local_eval_group.append(_concat(g_e))

        # reconstruct eval_set fit args/kwargs depending on which components of eval_set are on worker.
        eval_component_idx = [i for i in range(n_evals) if i not in missing_eval_component_idx]
        if eval_names:
            local_eval_names = [eval_names[i] for i in eval_component_idx]
        if eval_class_weight:
            kwargs['eval_class_weight'] = [eval_class_weight[i] for i in eval_component_idx]

302
303
    try:
        model = model_factory(**params)
304
        if is_ranker:
305
306
307
308
309
310
311
312
313
314
315
316
317
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                group=group,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_group=local_eval_group,
                eval_names=local_eval_names,
                **kwargs
            )
318
        else:
319
320
321
322
323
324
325
326
327
328
329
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_names=local_eval_names,
                **kwargs
            )
330

331
332
333
    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

334
335
336
337
    if n_evals:
        # ensure that expected keys for evals_result_ and best_score_ exist regardless of padding.
        model = _pad_eval_names(model, required_names=evals_result_names)

338
339
340
    return model if return_model else None


341
def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
342
343
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
344
345
346
347
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
348
349
350
351
        parts = parts.flatten().tolist()
    return parts


352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
def _machines_to_worker_map(machines: str, worker_addresses: List[str]) -> Dict[str, int]:
    """Create a worker_map from machines list.

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

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

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")
371
372
373
374

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

375
376
377
378
379
380
381
382
383
384
385
386
387
    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

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

    return out


388
389
390
391
392
393
def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
394
395
396
    sample_weight: Optional[_DaskVectorLike] = None,
    init_score: Optional[_DaskVectorLike] = None,
    group: Optional[_DaskVectorLike] = None,
397
398
    eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
    eval_names: Optional[List[str]] = None,
399
    eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
400
    eval_class_weight: Optional[List[Union[dict, str]]] = None,
401
402
    eval_init_score: Optional[List[_DaskVectorLike]] = None,
    eval_group: Optional[List[_DaskVectorLike]] = None,
403
404
    eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
    eval_at: Optional[Iterable[int]] = None,
405
406
    **kwargs: Any
) -> LGBMModel:
407
408
409
410
    """Inner train routine.

    Parameters
    ----------
411
412
    client : dask.distributed.Client
        Dask client.
413
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
414
        Input feature matrix.
415
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
416
417
        The target values (class labels in classification, real numbers in regression).
    params : dict
418
        Parameters passed to constructor of the local underlying model.
419
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
420
        Class of the local underlying model.
421
    sample_weight : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
422
        Weights of training data.
423
    init_score : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
424
        Init score of training data.
425
    group : Dask Array or Dask Series or None, optional (default=None)
426
427
428
429
430
        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
431
    eval_set : list of (X, y) tuples of Dask data collections, or None, optional (default=None)
432
433
434
435
        List of (X, y) tuple pairs to use as validation sets.
        Note, that not all workers may receive chunks of every eval set within ``eval_set``. When the returned
        lightgbm estimator is not trained using any chunks of a particular eval set, its corresponding component
        of evals_result_ and best_score_ will be 'not_evaluated'.
436
    eval_names : list of str, or None, optional (default=None)
437
        Names of eval_set.
438
    eval_sample_weight : list of Dask Array or Dask Series, or None, optional (default=None)
439
440
441
        Weights for each validation set in eval_set.
    eval_class_weight : list of dict or str, or None, optional (default=None)
        Class weights, one dict or str for each validation set in eval_set.
442
    eval_init_score : list of Dask Array or Dask Series, or None, optional (default=None)
443
        Initial model score for each validation set in eval_set.
444
    eval_group : list of Dask Array or Dask Series, or None, optional (default=None)
445
        Group/query for each validation set in eval_set.
446
447
    eval_metric : str, callable, list or None, optional (default=None)
        If str, it should be a built-in evaluation metric to use.
448
449
450
451
452
453
        If callable, it should be a custom evaluation metric, see note below for more details.
        If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both.
        In either case, the ``metric`` from the Dask model parameters (or inferred from the objective) will be evaluated and used as well.
        Default: 'l2' for DaskLGBMRegressor, 'binary(multi)_logloss' for DaskLGBMClassifier, 'ndcg' for DaskLGBMRanker.
    eval_at : iterable of int, optional (default=None)
        The evaluation positions of the specified ranking metric.
454
455
456
457
458
459
460
    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489

    Note
    ----

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

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

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

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

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
490
    """
491
492
    params = deepcopy(params)

493
494
495
496
497
498
499
500
    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
517
        _log_warning(f'Parameter tree_learner set to {params["tree_learner"]}, which is not allowed. Using "data" as default')
518
519
520
521
522
        params['tree_learner'] = 'data'

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
523
524
525
526
    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)
527

528
    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
529
530
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
531
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
532
    n_parts = len(parts)
533
534
535

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
536
        for i in range(n_parts):
537
            parts[i]['weight'] = weight_parts[i]
538
539
540

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
541
        for i in range(n_parts):
542
            parts[i]['group'] = group_parts[i]
543

544
545
546
547
548
    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
    # evals_set will to be re-constructed into smaller lists of (X, y) tuples, where
    # X and y are each delayed sub-lists of original eval dask Collections.
    if eval_set:
        # find maximum number of parts in an individual eval set so that we can
        # pad eval sets when they come in different sizes.
        n_largest_eval_parts = max(x[0].npartitions for x in eval_set)

        eval_sets = defaultdict(list)
        if eval_sample_weight:
            eval_sample_weights = defaultdict(list)
        if eval_group:
            eval_groups = defaultdict(list)
        if eval_init_score:
            eval_init_scores = defaultdict(list)

        for i, (X_eval, y_eval) in enumerate(eval_set):
            n_this_eval_parts = X_eval.npartitions

            # when individual eval set is equivalent to training data, skip recomputing parts.
            if X_eval is data and y_eval is label:
                for parts_idx in range(n_parts):
                    eval_sets[parts_idx].append(_DatasetNames.TRAINSET)
            else:
                eval_x_parts = _split_to_parts(data=X_eval, is_matrix=True)
                eval_y_parts = _split_to_parts(data=y_eval, is_matrix=False)
                for j in range(n_largest_eval_parts):
                    parts_idx = j % n_parts

                    # add None-padding for individual eval_set member if it is smaller than the largest member.
                    if j < n_this_eval_parts:
                        x_e = eval_x_parts[j]
                        y_e = eval_y_parts[j]
                    else:
                        x_e = None
                        y_e = None

                    if j < n_parts:
                        # first time a chunk of this eval set is added to this part.
                        eval_sets[parts_idx].append(([x_e], [y_e]))
                    else:
                        # append additional chunks of this eval set to this part.
                        eval_sets[parts_idx][-1][0].append(x_e)
                        eval_sets[parts_idx][-1][1].append(y_e)

            if eval_sample_weight:
                if eval_sample_weight[i] is sample_weight:
                    for parts_idx in range(n_parts):
                        eval_sample_weights[parts_idx].append(_DatasetNames.SAMPLE_WEIGHT)
                else:
                    eval_w_parts = _split_to_parts(data=eval_sample_weight[i], is_matrix=False)

                    # ensure that all evaluation parts map uniquely to one part.
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            w_e = eval_w_parts[j]
                        else:
                            w_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_sample_weights[parts_idx].append([w_e])
                        else:
                            eval_sample_weights[parts_idx][-1].append(w_e)

            if eval_init_score:
                if eval_init_score[i] is init_score:
                    for parts_idx in range(n_parts):
                        eval_init_scores[parts_idx].append(_DatasetNames.INIT_SCORE)
                else:
                    eval_init_score_parts = _split_to_parts(data=eval_init_score[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            init_score_e = eval_init_score_parts[j]
                        else:
                            init_score_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_init_scores[parts_idx].append([init_score_e])
                        else:
                            eval_init_scores[parts_idx][-1].append(init_score_e)

            if eval_group:
                if eval_group[i] is group:
                    for parts_idx in range(n_parts):
                        eval_groups[parts_idx].append(_DatasetNames.GROUP)
                else:
                    eval_g_parts = _split_to_parts(data=eval_group[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            g_e = eval_g_parts[j]
                        else:
                            g_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_groups[parts_idx].append([g_e])
                        else:
                            eval_groups[parts_idx][-1].append(g_e)

        # assign sub-eval_set components to worker parts.
        for parts_idx, e_set in eval_sets.items():
            parts[parts_idx]['eval_set'] = e_set
            if eval_sample_weight:
                parts[parts_idx]['eval_sample_weight'] = eval_sample_weights[parts_idx]
            if eval_init_score:
                parts[parts_idx]['eval_init_score'] = eval_init_scores[parts_idx]
            if eval_group:
                parts[parts_idx]['eval_group'] = eval_groups[parts_idx]

659
    # Start computation in the background
660
    parts = list(map(delayed, parts))
661
662
663
664
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
665
        if part.status == 'error':  # type: ignore
666
667
668
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
669
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
670
671
672
673
674
    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
    # Check that all workers were provided some of eval_set. Otherwise warn user that validation
    # data artifacts may not be populated depending on worker returning final estimator.
    if eval_set:
        for worker in worker_map:
            has_eval_set = False
            for part in worker_map[worker]:
                if 'eval_set' in part.result():
                    has_eval_set = True
                    break

            if not has_eval_set:
                _log_warning(
                    f"Worker {worker} was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable. "
                    "Try rebalancing data across workers."
                )

    # assign general validation set settings to fit kwargs.
    if eval_names:
        kwargs['eval_names'] = eval_names
    if eval_class_weight:
        kwargs['eval_class_weight'] = eval_class_weight
    if eval_metric:
        kwargs['eval_metric'] = eval_metric
    if eval_at:
        kwargs['eval_at'] = eval_at

701
702
703
    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

704
705
706
707
708
709
    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
710
    )
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
    local_listen_port = params.pop("local_listen_port")

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

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

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
746
747
            host_to_workers = _group_workers_by_host(worker_map.keys())
            worker_address_to_port = _assign_open_ports_to_workers(client, host_to_workers)
748

749
        machines = ','.join([
750
            f'{urlparse(worker_address).hostname}:{port}'
751
752
753
754
755
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
756

757
    # Tell each worker to train on the parts that it has locally
758
    #
759
    # This code treats ``_train_part()`` calls as not "pure" because:
760
    #     1. there is randomness in the training process unless parameters ``seed``
761
    #        and ``deterministic`` are set
762
763
764
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
765
766
767
768
769
770
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
771
772
773
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
774
775
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
776
777
778
            workers=[worker],
            allow_other_workers=False,
            pure=False,
779
780
781
782
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
783
784
785

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
786
787
788
    model = results[0]

    # if network parameters were changed during training, remove them from the
Andrew Ziem's avatar
Andrew Ziem committed
789
    # returned model so that they're generated dynamically on every run based
790
791
792
793
794
795
796
797
798
799
800
801
802
803
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

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

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

    return model
804
805


806
807
808
809
810
811
812
813
814
def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
815

816
    if part.shape[0] == 0:
817
        result = np.array([])
818
819
    elif pred_proba:
        result = model.predict_proba(
820
            part,
821
822
823
824
825
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
826
    else:
827
        result = model.predict(
828
            part,
829
830
831
832
833
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
834

835
    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
836
    if isinstance(part, pd_DataFrame):
837
        if len(result.shape) == 2:
838
            result = pd_DataFrame(result, index=part.index)
839
        else:
840
            result = pd_Series(result, index=part.index, name='predictions')
841
842
843
844

    return result


845
846
847
def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
848
    client: Client,
849
850
851
852
853
854
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
855
) -> Union[dask_Array, List[dask_Array]]:
856
857
858
859
    """Inner predict routine.

    Parameters
    ----------
860
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
861
        Fitted underlying model.
862
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
863
        Input feature matrix.
864
865
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
866
867
868
869
870
871
    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
872
    dtype : np.dtype, optional (default=np.float32)
873
        Dtype of the output.
874
    **kwargs
875
        Other parameters passed to ``predict`` or ``predict_proba`` method.
876
877
878

    Returns
    -------
879
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
880
        The predicted values.
881
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
882
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
883
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]
884
        If ``pred_contrib=True``, the feature contributions for each sample.
885
    """
886
887
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
888
    if isinstance(data, dask_DataFrame):
889
890
891
892
893
894
895
896
897
        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
898
    elif isinstance(data, dask_Array):
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
        # for multi-class classification with sparse matrices, pred_contrib predictions
        # are returned as a list of sparse matrices (one per class)
        num_classes = model._n_classes or -1

        if (
            num_classes > 2
            and pred_contrib
            and isinstance(data._meta, ss.spmatrix)
        ):

            predict_function = partial(
                _predict_part,
                model=model,
                raw_score=False,
                pred_proba=pred_proba,
                pred_leaf=False,
                pred_contrib=True,
                **kwargs
            )

            delayed_chunks = data.to_delayed()
            bag = dask_bag_from_delayed(delayed_chunks[:, 0])

            @delayed
            def _extract(items: List[Any], i: int) -> Any:
                return items[i]

            preds = bag.map_partitions(predict_function)

            # pred_contrib output will have one column per feature,
            # plus one more for the base value
            num_cols = model.n_features_ + 1

            nrows_per_chunk = data.chunks[0]
            out = [[] for _ in range(num_classes)]

            # need to tell Dask the expected type and shape of individual preds
            pred_meta = data._meta

            for j, partition in enumerate(preds.to_delayed()):
                for i in range(num_classes):
                    part = dask_array_from_delayed(
                        value=_extract(partition, i),
                        shape=(nrows_per_chunk[j], num_cols),
                        meta=pred_meta
                    )
                    out[i].append(part)

            # by default, dask.array.concatenate() concatenates sparse arrays into a COO matrix
            # the code below is used instead to ensure that the sparse type is preserved during concatentation
            if isinstance(pred_meta, ss.csr_matrix):
                concat_fn = partial(ss.vstack, format='csr')
            elif isinstance(pred_meta, ss.csc_matrix):
                concat_fn = partial(ss.vstack, format='csc')
            else:
                concat_fn = ss.vstack

            # At this point, `out` is a list of lists of delayeds (each of which points to a matrix).
            # Concatenate them to return a list of Dask Arrays.
            for i in range(num_classes):
                out[i] = dask_array_from_delayed(
                    value=delayed(concat_fn)(out[i]),
                    shape=(data.shape[0], num_cols),
                    meta=pred_meta
                )

            return out

967
968
        data_row = client.compute(data[[0]]).result()
        predict_fn = partial(
969
970
971
972
973
974
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
975
976
977
978
979
980
981
982
983
984
985
986
987
            **kwargs,
        )
        pred_row = predict_fn(data_row)
        chunks = (data.chunks[0],)
        map_blocks_kwargs = {}
        if len(pred_row.shape) > 1:
            chunks += (pred_row.shape[1],)
        else:
            map_blocks_kwargs['drop_axis'] = 1
        return data.map_blocks(
            predict_fn,
            chunks=chunks,
            meta=pred_row,
988
            dtype=dtype,
989
            **map_blocks_kwargs,
990
        )
991
    else:
992
        raise TypeError(f'Data must be either Dask Array or Dask DataFrame. Got {type(data).__name__}.')
993
994


995
class _DaskLGBMModel:
996

997
998
    @property
    def client_(self) -> Client:
999
        """:obj:`dask.distributed.Client`: Dask client.
1000
1001
1002
1003
1004
1005
1006
1007
1008

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

        return _get_dask_client(client=self.client)

1009
    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
1010
1011
1012
1013
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
1014
        out.update({"client": None})
1015
1016
1017
        self.client = client
        return out

1018
    def _lgb_dask_fit(
1019
1020
1021
1022
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
1023
1024
1025
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
1026
1027
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1028
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1029
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1030
1031
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
        eval_group: Optional[List[_DaskVectorLike]] = None,
1032
1033
1034
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        eval_at: Optional[Iterable[int]] = None,
        early_stopping_rounds: Optional[int] = None,
1035
1036
        **kwargs: Any
    ) -> "_DaskLGBMModel":
1037
1038
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
1039

1040
1041
1042
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1043
        params = self.get_params(True)
1044
        params.pop("client", None)
1045
1046

        model = _train(
1047
            client=_get_dask_client(self.client),
1048
1049
1050
1051
1052
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
1053
            init_score=init_score,
1054
            group=group,
1055
1056
1057
1058
1059
1060
1061
1062
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1063
1064
            **kwargs
        )
1065
1066

        self.set_params(**model.get_params())
1067
        self._lgb_dask_copy_extra_params(model, self)
1068
1069
1070

        return self

1071
    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
1072
1073
1074
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
1075
        self._lgb_dask_copy_extra_params(self, model)
1076
        model._other_params.pop("client", None)
1077
1078
1079
        return model

    @staticmethod
1080
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
1081
1082
1083
1084
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
1085
            setattr(dest, name, attributes[name])
1086
1087


1088
class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
1089
1090
    """Distributed version of lightgbm.LGBMClassifier."""

1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMClassifier.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMClassifier.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
1144
1145
1146
1147
1148
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1149

1150
1151
1152
1153
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1154
    def __getstate__(self) -> Dict[Any, Any]:
1155
        return self._lgb_dask_getstate()
1156

1157
1158
1159
1160
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1161
1162
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1163
1164
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1165
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1166
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1167
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
1168
1169
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        early_stopping_rounds: Optional[int] = None,
1170
1171
        **kwargs: Any
    ) -> "DaskLGBMClassifier":
1172
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
1173
1174
1175
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1176
        return self._lgb_dask_fit(
1177
1178
1179
1180
            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
1181
            init_score=init_score,
1182
1183
1184
1185
1186
1187
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1188
1189
1190
            **kwargs
        )

1191
1192
1193
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1194
1195
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1196
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1197
1198
1199
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1200
1201
    )

1202
    # DaskLGBMClassifier does not support group, eval_group, early_stopping_rounds.
1203
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1204
1205
1206
1207
1208
1209
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1210
1211
1212
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMClassifier support for callbacks and init_model is not tested
1213
1214
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMClassifier.fit()``.
1215
1216

    {_lgbmmodel_doc_custom_eval_note}
1217
        """
1218

1219
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1220
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
1221
1222
1223
1224
        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
1225
            client=_get_dask_client(self.client),
1226
1227
1228
            **kwargs
        )

1229
1230
1231
1232
1233
1234
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1235
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1236
    )
1237

1238
    def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1239
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
1240
1241
1242
1243
        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
1244
            client=_get_dask_client(self.client),
1245
1246
1247
            **kwargs
        )

1248
1249
1250
1251
    predict_proba.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted probability for each class for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_probability",
1252
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
1253
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1254
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1255
    )
1256

1257
    def to_local(self) -> LGBMClassifier:
1258
1259
1260
1261
1262
        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
1263
            Local underlying model.
1264
        """
1265
        return self._lgb_dask_to_local(LGBMClassifier)
1266
1267


1268
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
1269
    """Distributed version of lightgbm.LGBMRegressor."""
1270

1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRegressor.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRegressor.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
1324
1325
1326
1327
1328
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1329
1330
1331
1332
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1333
    def __getstate__(self) -> Dict[Any, Any]:
1334
        return self._lgb_dask_getstate()
1335

1336
1337
1338
1339
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1340
1341
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1342
1343
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1344
1345
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
1346
1347
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        early_stopping_rounds: Optional[int] = None,
1348
1349
        **kwargs: Any
    ) -> "DaskLGBMRegressor":
1350
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
1351
1352
1353
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1354
        return self._lgb_dask_fit(
1355
1356
1357
1358
            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
1359
            init_score=init_score,
1360
1361
1362
1363
1364
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1365
1366
1367
            **kwargs
        )

1368
1369
1370
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1371
1372
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1373
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1374
1375
1376
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1377
1378
    )

1379
    # DaskLGBMRegressor does not support group, eval_class_weight, eval_group, early_stopping_rounds.
1380
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1381
1382
1383
1384
1385
1386
1387
1388
1389
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1390
1391
1392
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRegressor support for callbacks and init_model is not tested
1393
1394
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRegressor.fit()``.
1395
1396

    {_lgbmmodel_doc_custom_eval_note}
1397
        """
1398

1399
    def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array:
1400
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
1401
1402
1403
        return _predict(
            model=self.to_local(),
            data=X,
1404
            client=_get_dask_client(self.client),
1405
1406
1407
            **kwargs
        )

1408
1409
1410
1411
1412
1413
1414
1415
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1416

1417
    def to_local(self) -> LGBMRegressor:
1418
1419
1420
1421
1422
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
1423
            Local underlying model.
1424
        """
1425
        return self._lgb_dask_to_local(LGBMRegressor)
1426
1427


1428
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
1429
    """Distributed version of lightgbm.LGBMRanker."""
1430

1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRanker.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRanker.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
1484
1485
1486
1487
1488
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1489

1490
1491
1492
1493
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

1494
    def __getstate__(self) -> Dict[Any, Any]:
1495
        return self._lgb_dask_getstate()
1496

1497
1498
1499
1500
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1501
1502
1503
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
1504
1505
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1506
1507
1508
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
        eval_group: Optional[List[_DaskVectorLike]] = None,
1509
1510
1511
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        eval_at: Iterable[int] = (1, 2, 3, 4, 5),
        early_stopping_rounds: Optional[int] = None,
1512
1513
        **kwargs: Any
    ) -> "DaskLGBMRanker":
1514
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
1515
1516
1517
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1518
        return self._lgb_dask_fit(
1519
1520
1521
1522
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
1523
            init_score=init_score,
1524
            group=group,
1525
1526
1527
1528
1529
1530
1531
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1532
1533
1534
            **kwargs
        )

1535
1536
1537
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1538
1539
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1540
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1541
1542
1543
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1544
1545
    )

1546
1547
1548
1549
1550
1551
1552
1553
    # DaskLGBMRanker does not support eval_class_weight or early stopping
    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
                 + "eval_at : iterable of int, optional (default=(1, 2, 3, 4, 5))\n"
                 + f"{' ':8}The evaluation positions of the specified metric.\n"
                 + f"{' ':4}{_base_doc[_base_doc.find('verbose :'):]}")
1554
1555

    # DaskLGBMRanker support for callbacks and init_model is not tested
1556
1557
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRanker.fit()``.
1558
1559

    {_lgbmmodel_doc_custom_eval_note}
1560
        """
1561

1562
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1563
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
1564
1565
1566
1567
1568
1569
        return _predict(
            model=self.to_local(),
            data=X,
            client=_get_dask_client(self.client),
            **kwargs
        )
1570

1571
1572
1573
1574
1575
1576
1577
1578
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1579

1580
    def to_local(self) -> LGBMRanker:
1581
1582
1583
1584
1585
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1586
            Local underlying model.
1587
        """
1588
        return self._lgb_dask_to_local(LGBMRanker)