test_sklearn.py 63.3 KB
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# coding: utf-8
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import itertools
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import math
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import re
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from functools import partial
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from os import getenv
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from pathlib import Path
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import joblib
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import numpy as np
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import pytest
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from sklearn.base import clone
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from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
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from sklearn.ensemble import StackingClassifier, StackingRegressor
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from sklearn.metrics import log_loss, mean_squared_error
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from sklearn.model_selection import GridSearchCV, RandomizedSearchCV, train_test_split
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from sklearn.multioutput import ClassifierChain, MultiOutputClassifier, MultiOutputRegressor, RegressorChain
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from sklearn.utils.estimator_checks import parametrize_with_checks
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from sklearn.utils.validation import check_is_fitted
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import lightgbm as lgb
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from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame
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from .utils import (load_breast_cancer, load_digits, load_iris, load_linnerud, make_ranking, make_synthetic_regression,
                    sklearn_multiclass_custom_objective, softmax)
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decreasing_generator = itertools.count(0, -1)
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task_to_model_factory = {
    'ranking': lgb.LGBMRanker,
    'classification': lgb.LGBMClassifier,
    'regression': lgb.LGBMRegressor,
}


def _create_data(task):
    if task == 'ranking':
        X, y, g = make_ranking(n_features=4)
        g = np.bincount(g)
    elif task == 'classification':
        X, y = load_iris(return_X_y=True)
        g = None
    elif task == 'regression':
        X, y = make_synthetic_regression()
        g = None
    return X, y, g
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class UnpicklableCallback:
    def __reduce__(self):
        raise Exception("This class in not picklable")

    def __call__(self, env):
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        env.model.attr_set_inside_callback = env.iteration * 10
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def custom_asymmetric_obj(y_true, y_pred):
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    residual = (y_true - y_pred).astype(np.float64)
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    grad = np.where(residual < 0, -2 * 10.0 * residual, -2 * residual)
    hess = np.where(residual < 0, 2 * 10.0, 2.0)
    return grad, hess


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def objective_ls(y_true, y_pred):
    grad = (y_pred - y_true)
    hess = np.ones(len(y_true))
    return grad, hess


def logregobj(y_true, y_pred):
    y_pred = 1.0 / (1.0 + np.exp(-y_pred))
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess


def custom_dummy_obj(y_true, y_pred):
    return np.ones(y_true.shape), np.ones(y_true.shape)


def constant_metric(y_true, y_pred):
    return 'error', 0, False


def decreasing_metric(y_true, y_pred):
    return ('decreasing_metric', next(decreasing_generator), False)


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def mse(y_true, y_pred):
    return 'custom MSE', mean_squared_error(y_true, y_pred), False


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def binary_error(y_true, y_pred):
    return np.mean((y_pred > 0.5) != y_true)


def multi_error(y_true, y_pred):
    return np.mean(y_true != y_pred)


def multi_logloss(y_true, y_pred):
    return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])


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def 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)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = log_loss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.12
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    assert gbm.evals_result_['valid_0']['binary_logloss'][gbm.best_iteration_ - 1] == pytest.approx(ret)
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def test_regression():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    assert ret < 174
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    assert gbm.evals_result_['valid_0']['l2'][gbm.best_iteration_ - 1] == pytest.approx(ret)
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@pytest.mark.skipif(getenv('TASK', '') == 'cuda', reason='Skip due to differences in implementation details of CUDA version')
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def test_multiclass():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = multi_error(y_test, gbm.predict(X_test))
    assert ret < 0.05
    ret = multi_logloss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.16
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    assert gbm.evals_result_['valid_0']['multi_logloss'][gbm.best_iteration_ - 1] == pytest.approx(ret)
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@pytest.mark.skipif(getenv('TASK', '') == 'cuda', reason='Skip due to differences in implementation details of CUDA version')
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def test_lambdarank():
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    rank_example_dir = Path(__file__).absolute().parents[2] / 'examples' / 'lambdarank'
    X_train, y_train = load_svmlight_file(str(rank_example_dir / 'rank.train'))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / 'rank.test'))
    q_train = np.loadtxt(str(rank_example_dir / 'rank.train.query'))
    q_test = np.loadtxt(str(rank_example_dir / 'rank.test.query'))
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    gbm = lgb.LGBMRanker(n_estimators=50)
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    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
        callbacks=[
            lgb.early_stopping(10),
            lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))
        ]
    )
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    assert gbm.best_iteration_ <= 24
    assert gbm.best_score_['valid_0']['ndcg@1'] > 0.5674
    assert gbm.best_score_['valid_0']['ndcg@3'] > 0.578


def test_xendcg():
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    xendcg_example_dir = Path(__file__).absolute().parents[2] / 'examples' / 'xendcg'
    X_train, y_train = load_svmlight_file(str(xendcg_example_dir / 'rank.train'))
    X_test, y_test = load_svmlight_file(str(xendcg_example_dir / 'rank.test'))
    q_train = np.loadtxt(str(xendcg_example_dir / 'rank.train.query'))
    q_test = np.loadtxt(str(xendcg_example_dir / 'rank.test.query'))
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    gbm = lgb.LGBMRanker(n_estimators=50, objective='rank_xendcg', random_state=5, n_jobs=1)
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    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
        eval_metric='ndcg',
        callbacks=[
            lgb.early_stopping(10),
            lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))
        ]
    )
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    assert gbm.best_iteration_ <= 24
    assert gbm.best_score_['valid_0']['ndcg@1'] > 0.6211
    assert gbm.best_score_['valid_0']['ndcg@3'] > 0.6253


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def test_eval_at_aliases():
    rank_example_dir = Path(__file__).absolute().parents[2] / 'examples' / 'lambdarank'
    X_train, y_train = load_svmlight_file(str(rank_example_dir / 'rank.train'))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / 'rank.test'))
    q_train = np.loadtxt(str(rank_example_dir / 'rank.train.query'))
    q_test = np.loadtxt(str(rank_example_dir / 'rank.test.query'))
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    for alias in lgb.basic._ConfigAliases.get('eval_at'):
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        gbm = lgb.LGBMRanker(n_estimators=5, **{alias: [1, 2, 3, 9]})
        with pytest.warns(UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'eval_at' argument"):
            gbm.fit(X_train, y_train, group=q_train, eval_set=[(X_test, y_test)], eval_group=[q_test])
        assert list(gbm.evals_result_['valid_0'].keys()) == ['ndcg@1', 'ndcg@2', 'ndcg@3', 'ndcg@9']


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@pytest.mark.parametrize("custom_objective", [True, False])
def test_objective_aliases(custom_objective):
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    if custom_objective:
        obj = custom_dummy_obj
        metric_name = 'l2'  # default one
    else:
        obj = 'mape'
        metric_name = 'mape'
    evals = []
    for alias in lgb.basic._ConfigAliases.get('objective'):
        gbm = lgb.LGBMRegressor(n_estimators=5, **{alias: obj})
        if alias != 'objective':
            with pytest.warns(UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'objective' argument"):
                gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        else:
            gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        assert list(gbm.evals_result_['valid_0'].keys()) == [metric_name]
        evals.append(gbm.evals_result_['valid_0'][metric_name])
    evals_t = np.array(evals).T
    for i in range(evals_t.shape[0]):
        np.testing.assert_allclose(evals_t[i], evals_t[i][0])
    # check that really dummy objective was used and estimator didn't learn anything
    if custom_objective:
        np.testing.assert_allclose(evals_t, evals_t[0][0])


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def test_regression_with_custom_objective():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1, objective=objective_ls)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    assert ret < 174
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    assert gbm.evals_result_['valid_0']['l2'][gbm.best_iteration_ - 1] == pytest.approx(ret)
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def test_binary_classification_with_custom_objective():
    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)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1, objective=logregobj)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    # prediction result is actually not transformed (is raw) due to custom objective
    y_pred_raw = gbm.predict_proba(X_test)
    assert not np.all(y_pred_raw >= 0)
    y_pred = 1.0 / (1.0 + np.exp(-y_pred_raw))
    ret = binary_error(y_test, y_pred)
    assert ret < 0.05


def test_dart():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    gbm = lgb.LGBMRegressor(boosting_type='dart', n_estimators=50)
    gbm.fit(X_train, y_train)
    score = gbm.score(X_test, y_test)
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    assert 0.8 <= score <= 1.0
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def test_stacking_classifier():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
    classifiers = [('gbm1', lgb.LGBMClassifier(n_estimators=3)),
                   ('gbm2', lgb.LGBMClassifier(n_estimators=3))]
    clf = StackingClassifier(estimators=classifiers,
                             final_estimator=lgb.LGBMClassifier(n_estimators=3),
                             passthrough=True)
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.8
    assert score <= 1.
    assert clf.n_features_in_ == 4  # number of input features
    assert len(clf.named_estimators_['gbm1'].feature_importances_) == 4
    assert clf.named_estimators_['gbm1'].n_features_in_ == clf.named_estimators_['gbm2'].n_features_in_
    assert clf.final_estimator_.n_features_in_ == 10  # number of concatenated features
    assert len(clf.final_estimator_.feature_importances_) == 10
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    assert all(clf.named_estimators_['gbm1'].classes_ == clf.named_estimators_['gbm2'].classes_)
    assert all(clf.classes_ == clf.named_estimators_['gbm1'].classes_)
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def test_stacking_regressor():
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    X, y = make_synthetic_regression(n_samples=200)
    n_features = X.shape[1]
    n_input_models = 2
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    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
    regressors = [('gbm1', lgb.LGBMRegressor(n_estimators=3)),
                  ('gbm2', lgb.LGBMRegressor(n_estimators=3))]
    reg = StackingRegressor(estimators=regressors,
                            final_estimator=lgb.LGBMRegressor(n_estimators=3),
                            passthrough=True)
    reg.fit(X_train, y_train)
    score = reg.score(X_test, y_test)
    assert score >= 0.2
    assert score <= 1.
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    assert reg.n_features_in_ == n_features  # number of input features
    assert len(reg.named_estimators_['gbm1'].feature_importances_) == n_features
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    assert reg.named_estimators_['gbm1'].n_features_in_ == reg.named_estimators_['gbm2'].n_features_in_
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    assert reg.final_estimator_.n_features_in_ == n_features + n_input_models  # number of concatenated features
    assert len(reg.final_estimator_.feature_importances_) == n_features + n_input_models
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def test_grid_search():
    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
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    params = dict(subsample=0.8,
                  subsample_freq=1)
    grid_params = dict(boosting_type=['rf', 'gbdt'],
                       n_estimators=[4, 6],
                       reg_alpha=[0.01, 0.005])
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    evals_result = {}
    fit_params = dict(
        eval_set=[(X_val, y_val)],
        eval_metric=constant_metric,
        callbacks=[
            lgb.early_stopping(2),
            lgb.record_evaluation(evals_result)
        ]
    )
    grid = GridSearchCV(estimator=lgb.LGBMClassifier(**params), param_grid=grid_params, cv=2)
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    grid.fit(X_train, y_train, **fit_params)
    score = grid.score(X_test, y_test)  # utilizes GridSearchCV default refit=True
    assert grid.best_params_['boosting_type'] in ['rf', 'gbdt']
    assert grid.best_params_['n_estimators'] in [4, 6]
    assert grid.best_params_['reg_alpha'] in [0.01, 0.005]
    assert grid.best_score_ <= 1.
    assert grid.best_estimator_.best_iteration_ == 1
    assert grid.best_estimator_.best_score_['valid_0']['multi_logloss'] < 0.25
    assert grid.best_estimator_.best_score_['valid_0']['error'] == 0
    assert score >= 0.2
    assert score <= 1.
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    assert evals_result == grid.best_estimator_.evals_result_
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def test_random_search():
    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1,
                                                        random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1,
                                                      random_state=42)
    n_iter = 3  # Number of samples
    params = dict(subsample=0.8,
                  subsample_freq=1)
    param_dist = dict(boosting_type=['rf', 'gbdt'],
                      n_estimators=[np.random.randint(low=3, high=10) for i in range(n_iter)],
                      reg_alpha=[np.random.uniform(low=0.01, high=0.06) for i in range(n_iter)])
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    fit_params = dict(eval_set=[(X_val, y_val)],
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                      eval_metric=constant_metric,
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                      callbacks=[lgb.early_stopping(2)])
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    rand = RandomizedSearchCV(estimator=lgb.LGBMClassifier(**params),
                              param_distributions=param_dist, cv=2,
                              n_iter=n_iter, random_state=42)
    rand.fit(X_train, y_train, **fit_params)
    score = rand.score(X_test, y_test)  # utilizes RandomizedSearchCV default refit=True
    assert rand.best_params_['boosting_type'] in ['rf', 'gbdt']
    assert rand.best_params_['n_estimators'] in list(range(3, 10))
    assert rand.best_params_['reg_alpha'] >= 0.01  # Left-closed boundary point
    assert rand.best_params_['reg_alpha'] <= 0.06  # Right-closed boundary point
    assert rand.best_score_ <= 1.
    assert rand.best_estimator_.best_score_['valid_0']['multi_logloss'] < 0.25
    assert rand.best_estimator_.best_score_['valid_0']['error'] == 0
    assert score >= 0.2
    assert score <= 1.


def test_multioutput_classifier():
    n_outputs = 3
    X, y = make_multilabel_classification(n_samples=100, n_features=20,
                                          n_classes=n_outputs, random_state=0)
    y = y.astype(str)  # utilize label encoder at it's max power
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1,
                                                        random_state=42)
    clf = MultiOutputClassifier(estimator=lgb.LGBMClassifier(n_estimators=10))
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
    assert score <= 1.
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs),
                                  np.concatenate(clf.classes_))
    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_multioutput_regressor():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
    X, y = bunch['data'], bunch['target']
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1,
                                                        random_state=42)
    reg = MultiOutputRegressor(estimator=lgb.LGBMRegressor(n_estimators=10))
    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
    assert score <= 120.
    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_classifier_chain():
    n_outputs = 3
    X, y = make_multilabel_classification(n_samples=100, n_features=20,
                                          n_classes=n_outputs, random_state=0)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1,
                                                        random_state=42)
    order = [2, 0, 1]
    clf = ClassifierChain(base_estimator=lgb.LGBMClassifier(n_estimators=10),
                          order=order, random_state=42)
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
    assert score <= 1.
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs),
                                  np.concatenate(clf.classes_))
    assert order == clf.order_
    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_regressor_chain():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
    X, y = bunch['data'], bunch['target']
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    order = [2, 0, 1]
    reg = RegressorChain(base_estimator=lgb.LGBMRegressor(n_estimators=10), order=order,
                         random_state=42)
    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
    assert score <= 120.
    assert order == reg.order_
    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_clone_and_property():
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    X, y = make_synthetic_regression()
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    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
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    gbm.fit(X, y)
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    gbm_clone = clone(gbm)
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    # original estimator is unaffected
    assert gbm.n_estimators == 10
    assert gbm.verbose == -1
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    assert isinstance(gbm.booster_, lgb.Booster)
    assert isinstance(gbm.feature_importances_, np.ndarray)

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    # new estimator is unfitted, but has the same parameters
    assert gbm_clone.__sklearn_is_fitted__() is False
    assert gbm_clone.n_estimators == 10
    assert gbm_clone.verbose == -1
    assert gbm_clone.get_params() == gbm.get_params()

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    X, y = load_digits(n_class=2, return_X_y=True)
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    clf = lgb.LGBMClassifier(n_estimators=10, verbose=-1)
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    clf.fit(X, y)
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    assert sorted(clf.classes_) == [0, 1]
    assert clf.n_classes_ == 2
    assert isinstance(clf.booster_, lgb.Booster)
    assert isinstance(clf.feature_importances_, np.ndarray)


def test_joblib():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    gbm = lgb.LGBMRegressor(n_estimators=10, objective=custom_asymmetric_obj,
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                            verbose=-1, importance_type='split')
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    gbm.fit(
        X_train,
        y_train,
        eval_set=[
            (X_train, y_train),
            (X_test, y_test)
        ],
        eval_metric=mse,
        callbacks=[
            lgb.early_stopping(5),
            lgb.reset_parameter(learning_rate=list(np.arange(1, 0, -0.1)))
        ]
    )
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    joblib.dump(gbm, 'lgb.pkl')  # test model with custom functions
    gbm_pickle = joblib.load('lgb.pkl')
    assert isinstance(gbm_pickle.booster_, lgb.Booster)
    assert gbm.get_params() == gbm_pickle.get_params()
    np.testing.assert_array_equal(gbm.feature_importances_, gbm_pickle.feature_importances_)
    assert gbm_pickle.learning_rate == pytest.approx(0.1)
    assert callable(gbm_pickle.objective)

    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric],
                                       gbm_pickle.evals_result_[eval_set][metric])
    pred_origin = gbm.predict(X_test)
    pred_pickle = gbm_pickle.predict(X_test)
    np.testing.assert_allclose(pred_origin, pred_pickle)


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def test_non_serializable_objects_in_callbacks(tmp_path):
    unpicklable_callback = UnpicklableCallback()

    with pytest.raises(Exception, match="This class in not picklable"):
        joblib.dump(unpicklable_callback, tmp_path / 'tmp.joblib')

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    X, y = make_synthetic_regression()
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    gbm = lgb.LGBMRegressor(n_estimators=5)
    gbm.fit(X, y, callbacks=[unpicklable_callback])
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    assert gbm.booster_.attr_set_inside_callback == 40
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def test_random_state_object():
    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)
    state1 = np.random.RandomState(123)
    state2 = np.random.RandomState(123)
    clf1 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state1)
    clf2 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state2)
    # Test if random_state is properly stored
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    # Test if two random states produce identical models
    clf1.fit(X_train, y_train)
    clf2.fit(X_train, y_train)
    y_pred1 = clf1.predict(X_test, raw_score=True)
    y_pred2 = clf2.predict(X_test, raw_score=True)
    np.testing.assert_allclose(y_pred1, y_pred2)
    np.testing.assert_array_equal(clf1.feature_importances_, clf2.feature_importances_)
    df1 = clf1.booster_.model_to_string(num_iteration=0)
    df2 = clf2.booster_.model_to_string(num_iteration=0)
    assert df1 == df2
    # Test if subsequent fits sample from random_state object and produce different models
    clf1.fit(X_train, y_train)
    y_pred1_refit = clf1.predict(X_test, raw_score=True)
    df3 = clf1.booster_.model_to_string(num_iteration=0)
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_pred1, y_pred1_refit)
    assert df1 != df3


def test_feature_importances_single_leaf():
    data = load_iris(return_X_y=False)
    clf = lgb.LGBMClassifier(n_estimators=10)
    clf.fit(data.data, data.target)
    importances = clf.feature_importances_
    assert len(importances) == 4


def test_feature_importances_type():
    data = load_iris(return_X_y=False)
    clf = lgb.LGBMClassifier(n_estimators=10)
    clf.fit(data.data, data.target)
    clf.set_params(importance_type='split')
    importances_split = clf.feature_importances_
    clf.set_params(importance_type='gain')
    importances_gain = clf.feature_importances_
    # Test that the largest element is NOT the same, the smallest can be the same, i.e. zero
    importance_split_top1 = sorted(importances_split, reverse=True)[0]
    importance_gain_top1 = sorted(importances_gain, reverse=True)[0]
    assert importance_split_top1 != importance_gain_top1


def test_pandas_categorical():
    pd = pytest.importorskip("pandas")
    np.random.seed(42)  # sometimes there is no difference how cols are treated (cat or not cat)
    X = pd.DataFrame({"A": np.random.permutation(['a', 'b', 'c', 'd'] * 75),  # str
                      "B": np.random.permutation([1, 2, 3] * 100),  # int
                      "C": np.random.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
                      "D": np.random.permutation([True, False] * 150),  # bool
                      "E": pd.Categorical(np.random.permutation(['z', 'y', 'x', 'w', 'v'] * 60),
                                          ordered=True)})  # str and ordered categorical
    y = np.random.permutation([0, 1] * 150)
    X_test = pd.DataFrame({"A": np.random.permutation(['a', 'b', 'e'] * 20),  # unseen category
                           "B": np.random.permutation([1, 3] * 30),
                           "C": np.random.permutation([0.1, -0.1, 0.2, 0.2] * 15),
                           "D": np.random.permutation([True, False] * 30),
                           "E": pd.Categorical(np.random.permutation(['z', 'y'] * 30),
                                               ordered=True)})
    np.random.seed()  # reset seed
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
    X[cat_cols_actual] = X[cat_cols_actual].astype('category')
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype('category')
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
    gbm0 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred0 = gbm0.predict(X_test, raw_score=True)
    pred_prob = gbm0.predict_proba(X_test)[:, 1]
    gbm1 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, pd.Series(y), categorical_feature=[0])
    pred1 = gbm1.predict(X_test, raw_score=True)
    gbm2 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=['A'])
    pred2 = gbm2.predict(X_test, raw_score=True)
    gbm3 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=['A', 'B', 'C', 'D'])
    pred3 = gbm3.predict(X_test, raw_score=True)
    gbm3.booster_.save_model('categorical.model')
    gbm4 = lgb.Booster(model_file='categorical.model')
    pred4 = gbm4.predict(X_test)
    gbm5 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=['A', 'B', 'C', 'D', 'E'])
    pred5 = gbm5.predict(X_test, raw_score=True)
    gbm6 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=[])
    pred6 = gbm6.predict(X_test, raw_score=True)
    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(pred_prob, pred4)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred5)  # ordered cat features aren't treated as cat features by default
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred6)
    assert gbm0.booster_.pandas_categorical == cat_values
    assert gbm1.booster_.pandas_categorical == cat_values
    assert gbm2.booster_.pandas_categorical == cat_values
    assert gbm3.booster_.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.booster_.pandas_categorical == cat_values
    assert gbm6.booster_.pandas_categorical == cat_values


def test_pandas_sparse():
    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame({"A": pd.arrays.SparseArray(np.random.permutation([0, 1, 2] * 100)),
                      "B": pd.arrays.SparseArray(np.random.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
                      "C": pd.arrays.SparseArray(np.random.permutation([True, False] * 150))})
    y = pd.Series(pd.arrays.SparseArray(np.random.permutation([0, 1] * 150)))
    X_test = pd.DataFrame({"A": pd.arrays.SparseArray(np.random.permutation([0, 2] * 30)),
                           "B": pd.arrays.SparseArray(np.random.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
                           "C": pd.arrays.SparseArray(np.random.permutation([True, False] * 30))})
    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
        assert pd.api.types.is_sparse(dtype)
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    gbm = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred_sparse = gbm.predict(X_test, raw_score=True)
    if hasattr(X_test, 'sparse'):
        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)


def test_predict():
    # With default params
    iris = load_iris(return_X_y=False)
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    X_train, X_test, y_train, _ = train_test_split(iris.data, iris.target,
                                                   test_size=0.2, random_state=42)
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    gbm = lgb.train({'objective': 'multiclass',
                     'num_class': 3,
                     'verbose': -1},
                    lgb.Dataset(X_train, y_train))
    clf = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train)

    # Tests same probabilities
    res_engine = gbm.predict(X_test)
    res_sklearn = clf.predict_proba(X_test)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same predictions
    res_engine = np.argmax(gbm.predict(X_test), axis=1)
    res_sklearn = clf.predict(X_test)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same raw scores
    res_engine = gbm.predict(X_test, raw_score=True)
    res_sklearn = clf.predict(X_test, raw_score=True)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same leaf indices
    res_engine = gbm.predict(X_test, pred_leaf=True)
    res_sklearn = clf.predict(X_test, pred_leaf=True)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same feature contributions
    res_engine = gbm.predict(X_test, pred_contrib=True)
    res_sklearn = clf.predict(X_test, pred_contrib=True)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests other parameters for the prediction works
    res_engine = gbm.predict(X_test)
    res_sklearn_params = clf.predict_proba(X_test,
                                           pred_early_stop=True,
                                           pred_early_stop_margin=1.0)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)

    # Tests start_iteration
    # Tests same probabilities, starting from iteration 10
    res_engine = gbm.predict(X_test, start_iteration=10)
    res_sklearn = clf.predict_proba(X_test, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same predictions, starting from iteration 10
    res_engine = np.argmax(gbm.predict(X_test, start_iteration=10), axis=1)
    res_sklearn = clf.predict(X_test, start_iteration=10)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same raw scores, starting from iteration 10
    res_engine = gbm.predict(X_test, raw_score=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, raw_score=True, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same leaf indices, starting from iteration 10
    res_engine = gbm.predict(X_test, pred_leaf=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, pred_leaf=True, start_iteration=10)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same feature contributions, starting from iteration 10
    res_engine = gbm.predict(X_test, pred_contrib=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, pred_contrib=True, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests other parameters for the prediction works, starting from iteration 10
    res_engine = gbm.predict(X_test, start_iteration=10)
    res_sklearn_params = clf.predict_proba(X_test,
                                           pred_early_stop=True,
                                           pred_early_stop_margin=1.0, start_iteration=10)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)


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def test_predict_with_params_from_init():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.2, random_state=42)

    predict_params = {
        'pred_early_stop': True,
        'pred_early_stop_margin': 1.0
    }

    y_preds_no_params = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(
        X_test, raw_score=True)

    y_preds_params_in_predict = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(
        X_test, raw_score=True, **predict_params)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_preds_no_params, y_preds_params_in_predict)

    y_preds_params_in_set_params_before_fit = lgb.LGBMClassifier(verbose=-1).set_params(
        **predict_params).fit(X_train, y_train).predict(X_test, raw_score=True)
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_before_fit)

    y_preds_params_in_set_params_after_fit = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).set_params(
        **predict_params).predict(X_test, raw_score=True)
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_after_fit)

    y_preds_params_in_init = lgb.LGBMClassifier(verbose=-1, **predict_params).fit(X_train, y_train).predict(
        X_test, raw_score=True)
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_init)

    # test that params passed in predict have higher priority
    y_preds_params_overwritten = lgb.LGBMClassifier(verbose=-1, **predict_params).fit(X_train, y_train).predict(
        X_test, raw_score=True, pred_early_stop=False)
    np.testing.assert_allclose(y_preds_no_params, y_preds_params_overwritten)


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def test_evaluate_train_set():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_train, y_train), (X_test, y_test)])
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    assert len(gbm.evals_result_) == 2
    assert 'training' in gbm.evals_result_
    assert len(gbm.evals_result_['training']) == 1
    assert 'l2' in gbm.evals_result_['training']
    assert 'valid_1' in gbm.evals_result_
    assert len(gbm.evals_result_['valid_1']) == 1
    assert 'l2' in gbm.evals_result_['valid_1']


def test_metrics():
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    X, y = make_synthetic_regression()
    y = abs(y)
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    params = {'n_estimators': 2, 'verbose': -1}
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    params_fit = {'X': X, 'y': y, 'eval_set': (X, y)}
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    # no custom objective, no custom metric
    # default metric
    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'l2' in gbm.evals_result_['training']

    # non-default metric
    gbm = lgb.LGBMRegressor(metric='mape', **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'mape' in gbm.evals_result_['training']

    # no metric
    gbm = lgb.LGBMRegressor(metric='None', **params).fit(**params_fit)
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    assert gbm.evals_result_ == {}
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    # non-default metric in eval_metric
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric='mape', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default metric with non-default metric in eval_metric
    gbm = lgb.LGBMRegressor(metric='gamma', **params).fit(eval_metric='mape', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'gamma' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default metric with multiple metrics in eval_metric
    gbm = lgb.LGBMRegressor(metric='gamma',
                            **params).fit(eval_metric=['l2', 'mape'], **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'gamma' in gbm.evals_result_['training']
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default metric with multiple metrics in eval_metric for LGBMClassifier
    X_classification, y_classification = load_breast_cancer(return_X_y=True)
    params_classification = {'n_estimators': 2, 'verbose': -1,
                             'objective': 'binary', 'metric': 'binary_logloss'}
    params_fit_classification = {'X': X_classification, 'y': y_classification,
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                                 'eval_set': (X_classification, y_classification)}
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    gbm = lgb.LGBMClassifier(**params_classification).fit(eval_metric=['fair', 'error'],
                                                          **params_fit_classification)
    assert len(gbm.evals_result_['training']) == 3
    assert 'fair' in gbm.evals_result_['training']
    assert 'binary_error' in gbm.evals_result_['training']
    assert 'binary_logloss' in gbm.evals_result_['training']

    # default metric for non-default objective
    gbm = lgb.LGBMRegressor(objective='regression_l1', **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'l1' in gbm.evals_result_['training']

    # non-default metric for non-default objective
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='mape',
                            **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'mape' in gbm.evals_result_['training']

    # no metric
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='None',
                            **params).fit(**params_fit)
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    assert gbm.evals_result_ == {}
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    # non-default metric in eval_metric for non-default objective
    gbm = lgb.LGBMRegressor(objective='regression_l1',
                            **params).fit(eval_metric='mape', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l1' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default metric with non-default metric in eval_metric for non-default objective
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='gamma',
                            **params).fit(eval_metric='mape', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'gamma' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default metric with multiple metrics in eval_metric for non-default objective
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='gamma',
                            **params).fit(eval_metric=['l2', 'mape'], **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'gamma' in gbm.evals_result_['training']
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # custom objective, no custom metric
    # default regression metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'l2' in gbm.evals_result_['training']

    # non-default regression metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric='mape', **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'mape' in gbm.evals_result_['training']

    # multiple regression metrics for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=['l1', 'gamma'],
                            **params).fit(**params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l1' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']

    # no metric
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric='None',
                            **params).fit(**params_fit)
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    assert gbm.evals_result_ == {}
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    # default regression metric with non-default metric in eval_metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj,
                            **params).fit(eval_metric='mape', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # non-default regression metric with metric in eval_metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric='mape',
                            **params).fit(eval_metric='gamma', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'mape' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']

    # multiple regression metrics with metric in eval_metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=['l1', 'gamma'],
                            **params).fit(eval_metric='l2', **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'l1' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']
    assert 'l2' in gbm.evals_result_['training']

    # multiple regression metrics with multiple metrics in eval_metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=['l1', 'gamma'],
                            **params).fit(eval_metric=['l2', 'mape'], **params_fit)
    assert len(gbm.evals_result_['training']) == 4
    assert 'l1' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']

    # no custom objective, custom metric
    # default metric with custom metric
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l2' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # non-default metric with custom metric
    gbm = lgb.LGBMRegressor(metric='mape',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'mape' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # multiple metrics with custom metric
    gbm = lgb.LGBMRegressor(metric=['l1', 'gamma'],
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'l1' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # custom metric (disable default metric)
    gbm = lgb.LGBMRegressor(metric='None',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'error' in gbm.evals_result_['training']

    # default metric for non-default objective with custom metric
    gbm = lgb.LGBMRegressor(objective='regression_l1',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'l1' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # non-default metric for non-default objective with custom metric
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='mape',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'mape' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # multiple metrics for non-default objective with custom metric
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric=['l1', 'gamma'],
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'l1' in gbm.evals_result_['training']
    assert 'gamma' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # custom metric (disable default metric for non-default objective)
    gbm = lgb.LGBMRegressor(objective='regression_l1', metric='None',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'error' in gbm.evals_result_['training']

    # custom objective, custom metric
    # custom metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj,
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'error' in gbm.evals_result_['training']

    # non-default regression metric with custom metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric='mape',
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'mape' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    # multiple regression metrics with custom metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=['l2', 'mape'],
                            **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'l2' in gbm.evals_result_['training']
    assert 'mape' in gbm.evals_result_['training']
    assert 'error' in gbm.evals_result_['training']

    X, y = load_digits(n_class=3, return_X_y=True)
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    params_fit = {'X': X, 'y': y, 'eval_set': (X, y)}
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    # default metric and invalid binary metric is replaced with multiclass alternative
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric='binary_error', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'multi_logloss' in gbm.evals_result_['training']
    assert 'multi_error' in gbm.evals_result_['training']

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    # invalid binary metric is replaced with multiclass alternative
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric='binary_error', **params_fit)
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    assert gbm.objective_ == 'multiclass'
    assert len(gbm.evals_result_['training']) == 2
    assert 'multi_logloss' in gbm.evals_result_['training']
    assert 'multi_error' in gbm.evals_result_['training']

    # default metric for non-default multiclass objective
    # and invalid binary metric is replaced with multiclass alternative
    gbm = lgb.LGBMClassifier(objective='ovr',
                             **params).fit(eval_metric='binary_error', **params_fit)
    assert gbm.objective_ == 'ovr'
    assert len(gbm.evals_result_['training']) == 2
    assert 'multi_logloss' in gbm.evals_result_['training']
    assert 'multi_error' in gbm.evals_result_['training']

    X, y = load_digits(n_class=2, return_X_y=True)
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    params_fit = {'X': X, 'y': y, 'eval_set': (X, y)}
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    # default metric and invalid multiclass metric is replaced with binary alternative
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric='multi_error', **params_fit)
    assert len(gbm.evals_result_['training']) == 2
    assert 'binary_logloss' in gbm.evals_result_['training']
    assert 'binary_error' in gbm.evals_result_['training']

    # invalid multiclass metric is replaced with binary alternative for custom objective
    gbm = lgb.LGBMClassifier(objective=custom_dummy_obj,
                             **params).fit(eval_metric='multi_logloss', **params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'binary_logloss' in gbm.evals_result_['training']


def test_multiple_eval_metrics():

    X, y = load_breast_cancer(return_X_y=True)

    params = {'n_estimators': 2, 'verbose': -1, 'objective': 'binary', 'metric': 'binary_logloss'}
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    params_fit = {'X': X, 'y': y, 'eval_set': (X, y)}
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    # Verify that can receive a list of metrics, only callable
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric], **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'error' in gbm.evals_result_['training']
    assert 'decreasing_metric' in gbm.evals_result_['training']
    assert 'binary_logloss' in gbm.evals_result_['training']

    # Verify that can receive a list of custom and built-in metrics
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric, 'fair'], **params_fit)
    assert len(gbm.evals_result_['training']) == 4
    assert 'error' in gbm.evals_result_['training']
    assert 'decreasing_metric' in gbm.evals_result_['training']
    assert 'binary_logloss' in gbm.evals_result_['training']
    assert 'fair' in gbm.evals_result_['training']

    # Verify that works as expected when eval_metric is empty
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[], **params_fit)
    assert len(gbm.evals_result_['training']) == 1
    assert 'binary_logloss' in gbm.evals_result_['training']

    # Verify that can receive a list of metrics, only built-in
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=['fair', 'error'], **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'binary_logloss' in gbm.evals_result_['training']

    # Verify that eval_metric is robust to receiving a list with None
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=['fair', 'error', None], **params_fit)
    assert len(gbm.evals_result_['training']) == 3
    assert 'binary_logloss' in gbm.evals_result_['training']


def test_nan_handle():
    nrows = 100
    ncols = 10
    X = np.random.randn(nrows, ncols)
    y = np.random.randn(nrows) + np.full(nrows, 1e30)
    weight = np.zeros(nrows)
    params = {'n_estimators': 20, 'verbose': -1}
    params_fit = {'X': X, 'y': y, 'sample_weight': weight, 'eval_set': (X, y),
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                  'callbacks': [lgb.early_stopping(5)]}
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    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
    np.testing.assert_allclose(gbm.evals_result_['training']['l2'], np.nan)


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@pytest.mark.skipif(getenv('TASK', '') == 'cuda', reason='Skip due to differences in implementation details of CUDA version')
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def test_first_metric_only():

    def fit_and_check(eval_set_names, metric_names, assumed_iteration, first_metric_only):
        params['first_metric_only'] = first_metric_only
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        gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
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        assert len(gbm.evals_result_) == len(eval_set_names)
        for eval_set_name in eval_set_names:
            assert eval_set_name in gbm.evals_result_
            assert len(gbm.evals_result_[eval_set_name]) == len(metric_names)
            for metric_name in metric_names:
                assert metric_name in gbm.evals_result_[eval_set_name]

                actual = len(gbm.evals_result_[eval_set_name][metric_name])
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                expected = assumed_iteration + (params['early_stopping_rounds']
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                                                if eval_set_name != 'training'
                                                and assumed_iteration != gbm.n_estimators else 0)
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                assert expected == actual
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                if eval_set_name != 'training':
                    assert assumed_iteration == gbm.best_iteration_
                else:
                    assert gbm.n_estimators == gbm.best_iteration_

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    X, y = make_synthetic_regression(n_samples=300)
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    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=72)
    params = {'n_estimators': 30,
              'learning_rate': 0.8,
              'num_leaves': 15,
              'verbose': -1,
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              'seed': 123,
              'early_stopping_rounds': 5}  # early stop should be supported via global LightGBM parameter
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    params_fit = {'X': X_train,
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                  'y': y_train}
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    iter_valid1_l1 = 4
    iter_valid1_l2 = 4
    iter_valid2_l1 = 2
    iter_valid2_l2 = 2
    assert len(set([iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2])) == 2
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    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min = min([iter_min_l1, iter_min_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

    # feval
    params['metric'] = 'None'
    params_fit['eval_metric'] = lambda preds, train_data: [decreasing_metric(preds, train_data),
                                                           constant_metric(preds, train_data)]
    params_fit['eval_set'] = (X_test1, y_test1)
    fit_and_check(['valid_0'], ['decreasing_metric', 'error'], 1, False)
    fit_and_check(['valid_0'], ['decreasing_metric', 'error'], 30, True)
    params_fit['eval_metric'] = lambda preds, train_data: [constant_metric(preds, train_data),
                                                           decreasing_metric(preds, train_data)]
    fit_and_check(['valid_0'], ['decreasing_metric', 'error'], 1, True)

    # single eval_set
    params.pop('metric')
    params_fit.pop('eval_metric')
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, False)
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, True)

    params_fit['eval_metric'] = "l2"
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, False)
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, True)

    params_fit['eval_metric'] = "l1"
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_min_valid1, False)
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_valid1_l1, True)

    params_fit['eval_metric'] = ["l1", "l2"]
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_min_valid1, False)
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_valid1_l1, True)

    params_fit['eval_metric'] = ["l2", "l1"]
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_min_valid1, False)
    fit_and_check(['valid_0'], ['l1', 'l2'], iter_valid1_l2, True)

    params_fit['eval_metric'] = ["l2", "regression", "mse"]  # test aliases
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, False)
    fit_and_check(['valid_0'], ['l2'], iter_valid1_l2, True)

    # two eval_set
    params_fit['eval_set'] = [(X_test1, y_test1), (X_test2, y_test2)]
    params_fit['eval_metric'] = ["l1", "l2"]
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min_l1, True)
    params_fit['eval_metric'] = ["l2", "l1"]
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min_l2, True)

    params_fit['eval_set'] = [(X_test2, y_test2), (X_test1, y_test1)]
    params_fit['eval_metric'] = ["l1", "l2"]
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min, False)
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min_l1, True)
    params_fit['eval_metric'] = ["l2", "l1"]
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min, False)
    fit_and_check(['valid_0', 'valid_1'], ['l1', 'l2'], iter_min_l2, True)


def test_class_weight():
    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=0.2, random_state=42)
    y_train_str = y_train.astype('str')
    y_test_str = y_test.astype('str')
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    gbm = lgb.LGBMClassifier(n_estimators=10, class_weight='balanced', verbose=-1)
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    gbm.fit(X_train, y_train,
            eval_set=[(X_train, y_train), (X_test, y_test), (X_test, y_test),
                      (X_test, y_test), (X_test, y_test)],
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            eval_class_weight=['balanced', None, 'balanced', {1: 10, 4: 20}, {5: 30, 2: 40}])
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    for eval_set1, eval_set2 in itertools.combinations(gbm.evals_result_.keys(), 2):
        for metric in gbm.evals_result_[eval_set1]:
            np.testing.assert_raises(AssertionError,
                                     np.testing.assert_allclose,
                                     gbm.evals_result_[eval_set1][metric],
                                     gbm.evals_result_[eval_set2][metric])
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    gbm_str = lgb.LGBMClassifier(n_estimators=10, class_weight='balanced', verbose=-1)
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    gbm_str.fit(X_train, y_train_str,
                eval_set=[(X_train, y_train_str), (X_test, y_test_str),
                          (X_test, y_test_str), (X_test, y_test_str), (X_test, y_test_str)],
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                eval_class_weight=['balanced', None, 'balanced', {'1': 10, '4': 20}, {'5': 30, '2': 40}])
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    for eval_set1, eval_set2 in itertools.combinations(gbm_str.evals_result_.keys(), 2):
        for metric in gbm_str.evals_result_[eval_set1]:
            np.testing.assert_raises(AssertionError,
                                     np.testing.assert_allclose,
                                     gbm_str.evals_result_[eval_set1][metric],
                                     gbm_str.evals_result_[eval_set2][metric])
    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric],
                                       gbm_str.evals_result_[eval_set][metric])


def test_continue_training_with_model():
    X, y = load_digits(n_class=3, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    init_gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test))
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    gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test),
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                                                 init_model=init_gbm)
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    assert len(init_gbm.evals_result_['valid_0']['multi_logloss']) == len(gbm.evals_result_['valid_0']['multi_logloss'])
    assert len(init_gbm.evals_result_['valid_0']['multi_logloss']) == 5
    assert gbm.evals_result_['valid_0']['multi_logloss'][-1] < init_gbm.evals_result_['valid_0']['multi_logloss'][-1]


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def test_actual_number_of_trees():
    X = [[1, 2, 3], [1, 2, 3]]
    y = [1, 1]
    n_estimators = 5
    gbm = lgb.LGBMRegressor(n_estimators=n_estimators).fit(X, y)
    assert gbm.n_estimators == n_estimators
    assert gbm.n_estimators_ == 1
    assert gbm.n_iter_ == 1
    np.testing.assert_array_equal(gbm.predict(np.array(X) * 10), y)


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def test_check_is_fitted():
    X, y = load_digits(n_class=2, return_X_y=True)
    est = lgb.LGBMModel(n_estimators=5, objective="binary")
    clf = lgb.LGBMClassifier(n_estimators=5)
    reg = lgb.LGBMRegressor(n_estimators=5)
    rnk = lgb.LGBMRanker(n_estimators=5)
    models = (est, clf, reg, rnk)
    for model in models:
        with pytest.raises(lgb.compat.LGBMNotFittedError):
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            check_is_fitted(model)
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    est.fit(X, y)
    clf.fit(X, y)
    reg.fit(X, y)
    rnk.fit(X, y, group=np.ones(X.shape[0]))
    for model in models:
        check_is_fitted(model)
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@parametrize_with_checks([lgb.LGBMClassifier(), lgb.LGBMRegressor()])
def test_sklearn_integration(estimator, check):
    estimator.set_params(min_child_samples=1, min_data_in_bin=1)
    check(estimator)
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@pytest.mark.parametrize('task', ['classification', 'ranking', 'regression'])
def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task):
    pd = pytest.importorskip("pandas")
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    X, y, g = _create_data(task)
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    X = pd.DataFrame(X)
    y_col_array = y.reshape(-1, 1)
    params = {
        'n_estimators': 1,
        'num_leaves': 3,
        'random_state': 0
    }
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    model_factory = task_to_model_factory[task]
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    with pytest.warns(UserWarning, match='column-vector'):
        if task == 'ranking':
            model_1d = model_factory(**params).fit(X, y, group=g)
            model_2d = model_factory(**params).fit(X, y_col_array, group=g)
        else:
            model_1d = model_factory(**params).fit(X, y)
            model_2d = model_factory(**params).fit(X, y_col_array)

    preds_1d = model_1d.predict(X)
    preds_2d = model_2d.predict(X)
    np.testing.assert_array_equal(preds_1d, preds_2d)
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@pytest.mark.parametrize('use_weight', [True, False])
def test_multiclass_custom_objective(use_weight):
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    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
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    weight = np.full_like(y, 2) if use_weight else None
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    params = {'n_estimators': 10, 'num_leaves': 7}
    builtin_obj_model = lgb.LGBMClassifier(**params)
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    builtin_obj_model.fit(X, y, sample_weight=weight)
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    builtin_obj_preds = builtin_obj_model.predict_proba(X)

    custom_obj_model = lgb.LGBMClassifier(objective=sklearn_multiclass_custom_objective, **params)
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    custom_obj_model.fit(X, y, sample_weight=weight)
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    custom_obj_preds = softmax(custom_obj_model.predict(X, raw_score=True))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)
    assert not callable(builtin_obj_model.objective_)
    assert callable(custom_obj_model.objective_)
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@pytest.mark.parametrize('use_weight', [True, False])
def test_multiclass_custom_eval(use_weight):
    def custom_eval(y_true, y_pred, weight):
        loss = log_loss(y_true, y_pred, sample_weight=weight)
        return 'custom_logloss', loss, False

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
    train_test_split_func = partial(train_test_split, test_size=0.2, random_state=0)
    X_train, X_valid, y_train, y_valid = train_test_split_func(X, y)
    if use_weight:
        weight = np.full_like(y, 2)
        weight_train, weight_valid = train_test_split_func(weight)
    else:
        weight_train = None
        weight_valid = None
    params = {'objective': 'multiclass', 'num_class': 3, 'num_leaves': 7}
    model = lgb.LGBMClassifier(**params)
    model.fit(
        X_train,
        y_train,
        sample_weight=weight_train,
        eval_set=[(X_train, y_train), (X_valid, y_valid)],
        eval_names=['train', 'valid'],
        eval_sample_weight=[weight_train, weight_valid],
        eval_metric=custom_eval,
    )
    eval_result = model.evals_result_
    train_ds = (X_train, y_train, weight_train)
    valid_ds = (X_valid, y_valid, weight_valid)
    for key, (X, y_true, weight) in zip(['train', 'valid'], [train_ds, valid_ds]):
        np.testing.assert_allclose(
            eval_result[key]['multi_logloss'], eval_result[key]['custom_logloss']
        )
        y_pred = model.predict_proba(X)
        _, metric_value, _ = custom_eval(y_true, y_pred, weight)
        np.testing.assert_allclose(metric_value, eval_result[key]['custom_logloss'][-1])


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def test_negative_n_jobs(tmp_path):
    n_threads = joblib.cpu_count()
    if n_threads <= 1:
        return None
    # 'val_minus_two' here is the expected number of threads for n_jobs=-2
    val_minus_two = n_threads - 1
    X, y = load_breast_cancer(return_X_y=True)
    # Note: according to joblib's formula, a value of n_jobs=-2 means
    # "use all but one thread" (formula: n_cpus + 1 + n_jobs)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=-2).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {val_minus_two}\]", model_txt))


def test_default_n_jobs(tmp_path):
    n_cores = joblib.cpu_count(only_physical_cores=True)
    X, y = load_breast_cancer(return_X_y=True)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=None).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {n_cores}\]", model_txt))
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@pytest.mark.skipif(not PANDAS_INSTALLED, reason='pandas is not installed')
@pytest.mark.parametrize('task', ['classification', 'ranking', 'regression'])
def test_validate_features(task):
    X, y, g = _create_data(task)
    features = ['x1', 'x2', 'x3', 'x4']
    df = pd_DataFrame(X, columns=features)
    model = task_to_model_factory[task](n_estimators=10, num_leaves=15, verbose=-1)
    if task == 'ranking':
        model.fit(df, y, group=g)
    else:
        model.fit(df, y)
    assert model.feature_name_ == features

    # try to predict with a different feature
    df2 = df.rename(columns={'x2': 'z'})
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x2' at position 1 but found 'z'"):
        model.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    model.predict(df2, validate_features=False)