basic.py 168 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
"""Wrapper for C API of LightGBM."""
3
import abc
wxchan's avatar
wxchan committed
4
import ctypes
5
import json
wxchan's avatar
wxchan committed
6
import warnings
7
from collections import OrderedDict
8
from copy import deepcopy
9
from enum import Enum
10
from functools import wraps
11
from os import SEEK_END, environ
12
13
from os.path import getsize
from pathlib import Path
14
from tempfile import NamedTemporaryFile
15
from typing import Any, Callable, Dict, Iterable, List, Optional, Set, Tuple, Union
wxchan's avatar
wxchan committed
16
17
18
19

import numpy as np
import scipy.sparse

20
from .compat import PANDAS_INSTALLED, concat, dt_DataTable, pd_CategoricalDtype, pd_DataFrame, pd_Series
wxchan's avatar
wxchan committed
21
22
from .libpath import find_lib_path

23
24
25
ZERO_THRESHOLD = 1e-35


26
27
28
29
def _is_zero(x: float) -> bool:
    return -ZERO_THRESHOLD <= x <= ZERO_THRESHOLD


30
def _get_sample_count(total_nrow: int, params: str) -> int:
31
32
33
34
35
36
37
38
    sample_cnt = ctypes.c_int(0)
    _safe_call(_LIB.LGBM_GetSampleCount(
        ctypes.c_int32(total_nrow),
        c_str(params),
        ctypes.byref(sample_cnt),
    ))
    return sample_cnt.value

wxchan's avatar
wxchan committed
39

40
41
42
43
44
45
class _MissingType(Enum):
    NONE = 'None'
    NAN = 'NaN'
    ZERO = 'Zero'


46
class _DummyLogger:
47
    def info(self, msg: str) -> None:
48
49
        print(msg)

50
    def warning(self, msg: str) -> None:
51
52
53
        warnings.warn(msg, stacklevel=3)


54
55
56
_LOGGER: Any = _DummyLogger()
_INFO_METHOD_NAME = "info"
_WARNING_METHOD_NAME = "warning"
57
58


59
60
61
def register_logger(
    logger: Any, info_method_name: str = "info", warning_method_name: str = "warning"
) -> None:
62
63
64
65
    """Register custom logger.

    Parameters
    ----------
66
    logger : Any
67
        Custom logger.
68
69
70
71
    info_method_name : str, optional (default="info")
        Method used to log info messages.
    warning_method_name : str, optional (default="warning")
        Method used to log warning messages.
72
    """
73
74
75
76
77
78
79
80
81
    def _has_method(logger: Any, method_name: str) -> bool:
        return callable(getattr(logger, method_name, None))

    if not _has_method(logger, info_method_name) or not _has_method(logger, warning_method_name):
        raise TypeError(
            f"Logger must provide '{info_method_name}' and '{warning_method_name}' method"
        )

    global _LOGGER, _INFO_METHOD_NAME, _WARNING_METHOD_NAME
82
    _LOGGER = logger
83
84
    _INFO_METHOD_NAME = info_method_name
    _WARNING_METHOD_NAME = warning_method_name
85
86


87
def _normalize_native_string(func: Callable[[str], None]) -> Callable[[str], None]:
88
    """Join log messages from native library which come by chunks."""
89
    msg_normalized: List[str] = []
90
91

    @wraps(func)
92
    def wrapper(msg: str) -> None:
93
94
95
96
97
98
99
100
101
102
103
        nonlocal msg_normalized
        if msg.strip() == '':
            msg = ''.join(msg_normalized)
            msg_normalized = []
            return func(msg)
        else:
            msg_normalized.append(msg)

    return wrapper


104
def _log_info(msg: str) -> None:
105
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
106
107


108
def _log_warning(msg: str) -> None:
109
    getattr(_LOGGER, _WARNING_METHOD_NAME)(msg)
110
111
112


@_normalize_native_string
113
def _log_native(msg: str) -> None:
114
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
115
116


117
def _log_callback(msg: bytes) -> None:
118
    """Redirect logs from native library into Python."""
119
    _log_native(str(msg.decode('utf-8')))
120
121


122
def _load_lib() -> ctypes.CDLL:
123
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
124
125
126
    lib_path = find_lib_path()
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
127
128
129
    callback = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
    lib.callback = callback(_log_callback)
    if lib.LGBM_RegisterLogCallback(lib.callback) != 0:
130
        raise LightGBMError(lib.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
131
132
    return lib

wxchan's avatar
wxchan committed
133

134
135
136
137
138
139
140
# we don't need lib_lightgbm while building docs
_LIB: ctypes.CDLL
if environ.get('LIGHTGBM_BUILD_DOC', False):
    from unittest.mock import Mock  # isort: skip
    _LIB = Mock(ctypes.CDLL)  # type: ignore
else:
    _LIB = _load_lib()
wxchan's avatar
wxchan committed
141

wxchan's avatar
wxchan committed
142

143
_NUMERIC_TYPES = (int, float, bool)
144
_ArrayLike = Union[List, np.ndarray, pd_Series]
145
146


147
def _safe_call(ret: int) -> None:
148
149
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
150
151
152
    Parameters
    ----------
    ret : int
153
        The return value from C API calls.
wxchan's avatar
wxchan committed
154
155
    """
    if ret != 0:
156
        raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
157

wxchan's avatar
wxchan committed
158

159
def is_numeric(obj: Any) -> bool:
160
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
161
162
163
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
164
165
166
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
167
168
        return False

wxchan's avatar
wxchan committed
169

170
def is_numpy_1d_array(data: Any) -> bool:
171
    """Check whether data is a numpy 1-D array."""
172
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
173

wxchan's avatar
wxchan committed
174

175
def is_numpy_column_array(data: Any) -> bool:
176
177
178
179
180
181
182
    """Check whether data is a column numpy array."""
    if not isinstance(data, np.ndarray):
        return False
    shape = data.shape
    return len(shape) == 2 and shape[1] == 1


183
184
def cast_numpy_array_to_dtype(array, dtype):
    """Cast numpy array to given dtype."""
185
186
187
188
189
    if array.dtype == dtype:
        return array
    return array.astype(dtype=dtype, copy=False)


190
def is_1d_list(data: Any) -> bool:
191
192
    """Check whether data is a 1-D list."""
    return isinstance(data, list) and (not data or is_numeric(data[0]))
wxchan's avatar
wxchan committed
193

wxchan's avatar
wxchan committed
194

195
196
197
198
199
200
201
202
203
204
def _is_1d_collection(data: Any) -> bool:
    """Check whether data is a 1-D collection."""
    return (
        is_numpy_1d_array(data)
        or is_numpy_column_array(data)
        or is_1d_list(data)
        or isinstance(data, pd_Series)
    )


205
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
206
    """Convert data to numpy 1-D array."""
wxchan's avatar
wxchan committed
207
    if is_numpy_1d_array(data):
208
        return cast_numpy_array_to_dtype(data, dtype)
209
210
211
    elif is_numpy_column_array(data):
        _log_warning('Converting column-vector to 1d array')
        array = data.ravel()
212
        return cast_numpy_array_to_dtype(array, dtype)
wxchan's avatar
wxchan committed
213
214
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
215
    elif isinstance(data, pd_Series):
216
        _check_for_bad_pandas_dtypes(data.to_frame().dtypes)
217
        return np.array(data, dtype=dtype, copy=False)  # SparseArray should be supported as well
wxchan's avatar
wxchan committed
218
    else:
219
220
        raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                        "It should be list, numpy 1-D array or pandas Series")
wxchan's avatar
wxchan committed
221

wxchan's avatar
wxchan committed
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
def _is_numpy_2d_array(data: Any) -> bool:
    """Check whether data is a numpy 2-D array."""
    return isinstance(data, np.ndarray) and len(data.shape) == 2 and data.shape[1] > 1


def _is_2d_list(data: Any) -> bool:
    """Check whether data is a 2-D list."""
    return isinstance(data, list) and len(data) > 0 and is_1d_list(data[0])


def _is_2d_collection(data: Any) -> bool:
    """Check whether data is a 2-D collection."""
    return (
        _is_numpy_2d_array(data)
        or _is_2d_list(data)
        or isinstance(data, pd_DataFrame)
    )


def _data_to_2d_numpy(data: Any, dtype: type = np.float32, name: str = 'list') -> np.ndarray:
    """Convert data to numpy 2-D array."""
    if _is_numpy_2d_array(data):
        return cast_numpy_array_to_dtype(data, dtype)
    if _is_2d_list(data):
        return np.array(data, dtype=dtype)
    if isinstance(data, pd_DataFrame):
249
        _check_for_bad_pandas_dtypes(data.dtypes)
250
251
252
253
254
        return cast_numpy_array_to_dtype(data.values, dtype)
    raise TypeError(f"Wrong type({type(data).__name__}) for {name}.\n"
                    "It should be list of lists, numpy 2-D array or pandas DataFrame")


255
def cfloat32_array_to_numpy(cptr: ctypes.POINTER, length: int) -> np.ndarray:
256
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
257
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
258
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
259
    else:
260
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
261

Guolin Ke's avatar
Guolin Ke committed
262

263
def cfloat64_array_to_numpy(cptr: ctypes.POINTER, length: int) -> np.ndarray:
264
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
265
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
266
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
Guolin Ke's avatar
Guolin Ke committed
267
268
269
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
270

271
def cint32_array_to_numpy(cptr: ctypes.POINTER, length: int) -> np.ndarray:
272
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
273
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
274
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
275
    else:
276
277
278
        raise RuntimeError('Expected int32 pointer')


279
def cint64_array_to_numpy(cptr: ctypes.POINTER, length: int) -> np.ndarray:
280
281
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int64)):
282
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
283
284
    else:
        raise RuntimeError('Expected int64 pointer')
wxchan's avatar
wxchan committed
285

wxchan's avatar
wxchan committed
286

287
def c_str(string: str) -> ctypes.c_char_p:
288
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
289
290
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
291

292
def c_array(ctype: type, values: List[Any]) -> ctypes.Array:
293
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
294
295
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
296

297
def json_default_with_numpy(obj: Any) -> Any:
298
299
300
301
302
303
304
305
306
    """Convert numpy classes to JSON serializable objects."""
    if isinstance(obj, (np.integer, np.floating, np.bool_)):
        return obj.item()
    elif isinstance(obj, np.ndarray):
        return obj.tolist()
    else:
        return obj


307
def param_dict_to_str(data: Optional[Dict[str, Any]]) -> str:
308
    """Convert Python dictionary to string, which is passed to C API."""
309
    if data is None or not data:
wxchan's avatar
wxchan committed
310
311
312
        return ""
    pairs = []
    for key, val in data.items():
313
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
314
315
            def to_string(x):
                if isinstance(x, list):
316
                    return f"[{','.join(map(str, x))}]"
317
318
                else:
                    return str(x)
319
            pairs.append(f"{key}={','.join(map(to_string, val))}")
320
        elif isinstance(val, (str, Path, _NUMERIC_TYPES)) or is_numeric(val):
321
            pairs.append(f"{key}={val}")
322
        elif val is not None:
323
            raise TypeError(f'Unknown type of parameter:{key}, got:{type(val).__name__}')
wxchan's avatar
wxchan committed
324
    return ' '.join(pairs)
325

wxchan's avatar
wxchan committed
326

327
class _TempFile:
328
329
    """Proxy class to workaround errors on Windows."""

330
331
332
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
333
            self.path = Path(self.name)
334
        return self
wxchan's avatar
wxchan committed
335

336
    def __exit__(self, exc_type, exc_val, exc_tb):
337
338
        if self.path.is_file():
            self.path.unlink()
339

wxchan's avatar
wxchan committed
340

341
class LightGBMError(Exception):
342
343
    """Error thrown by LightGBM."""

344
345
346
    pass


347
348
349
350
351
352
353
354
# DeprecationWarning is not shown by default, so let's create our own with higher level
class LGBMDeprecationWarning(UserWarning):
    """Custom deprecation warning."""

    pass


class _ConfigAliases:
355
356
357
358
    # lazy evaluation to allow import without dynamic library, e.g., for docs generation
    aliases = None

    @staticmethod
359
    def _get_all_param_aliases() -> Dict[str, List[str]]:
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_DumpParamAliases(
            ctypes.c_int64(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        # if buffer length is not long enough, re-allocate a buffer
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_DumpParamAliases(
                ctypes.c_int64(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        aliases = json.loads(
            string_buffer.value.decode('utf-8'),
379
            object_hook=lambda obj: {k: [k] + v for k, v in obj.items()}
380
381
        )
        return aliases
382
383

    @classmethod
384
385
386
    def get(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
387
388
        ret = set()
        for i in args:
389
            ret.update(cls.get_sorted(i))
390
391
        return ret

392
393
394
395
396
397
    @classmethod
    def get_sorted(cls, name: str) -> List[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
        return cls.aliases.get(name, [name])

398
    @classmethod
399
400
401
    def get_by_alias(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
402
403
404
405
        ret = set(args)
        for arg in args:
            for aliases in cls.aliases.values():
                if arg in aliases:
406
                    ret.update(aliases)
407
408
409
                    break
        return ret

410

411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
def _choose_param_value(main_param_name: str, params: Dict[str, Any], default_value: Any) -> Dict[str, Any]:
    """Get a single parameter value, accounting for aliases.

    Parameters
    ----------
    main_param_name : str
        Name of the main parameter to get a value for. One of the keys of ``_ConfigAliases``.
    params : dict
        Dictionary of LightGBM parameters.
    default_value : Any
        Default value to use for the parameter, if none is found in ``params``.

    Returns
    -------
    params : dict
        A ``params`` dict with exactly one value for ``main_param_name``, and all aliases ``main_param_name`` removed.
        If both ``main_param_name`` and one or more aliases for it are found, the value of ``main_param_name`` will be preferred.
    """
    # avoid side effects on passed-in parameters
    params = deepcopy(params)

432
433
    aliases = _ConfigAliases.get_sorted(main_param_name)
    aliases = [a for a in aliases if a != main_param_name]
434
435

    # if main_param_name was provided, keep that value and remove all aliases
436
    if main_param_name in params.keys():
437
438
439
        for param in aliases:
            params.pop(param, None)
        return params
440

441
442
443
444
445
    # if main param name was not found, search for an alias
    for param in aliases:
        if param in params.keys():
            params[main_param_name] = params[param]
            break
446

447
448
449
450
451
452
453
    if main_param_name in params.keys():
        for param in aliases:
            params.pop(param, None)
        return params

    # neither of main_param_name, aliases were found
    params[main_param_name] = default_value
454
455
456
457

    return params


458
459
MAX_INT32 = (1 << 31) - 1

460
"""Macro definition of data type in C API of LightGBM"""
wxchan's avatar
wxchan committed
461
462
463
464
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
Guolin Ke's avatar
Guolin Ke committed
465

466
"""Matrix is row major in Python"""
wxchan's avatar
wxchan committed
467
468
C_API_IS_ROW_MAJOR = 1

469
"""Macro definition of prediction type in C API of LightGBM"""
wxchan's avatar
wxchan committed
470
471
472
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
473
C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
474

475
476
477
478
"""Macro definition of sparse matrix type"""
C_API_MATRIX_TYPE_CSR = 0
C_API_MATRIX_TYPE_CSC = 1

479
480
481
482
"""Macro definition of feature importance type"""
C_API_FEATURE_IMPORTANCE_SPLIT = 0
C_API_FEATURE_IMPORTANCE_GAIN = 1

483
"""Data type of data field"""
wxchan's avatar
wxchan committed
484
485
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
486
                     "init_score": C_API_DTYPE_FLOAT64,
487
                     "group": C_API_DTYPE_INT32}
wxchan's avatar
wxchan committed
488

489
490
491
492
"""String name to int feature importance type mapper"""
FEATURE_IMPORTANCE_TYPE_MAPPER = {"split": C_API_FEATURE_IMPORTANCE_SPLIT,
                                  "gain": C_API_FEATURE_IMPORTANCE_GAIN}

wxchan's avatar
wxchan committed
493

494
def convert_from_sliced_object(data):
495
    """Fix the memory of multi-dimensional sliced object."""
496
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
497
        if not data.flags.c_contiguous:
498
499
            _log_warning("Usage of np.ndarray subset (sliced data) is not recommended "
                         "due to it will double the peak memory cost in LightGBM.")
500
501
502
503
            return np.copy(data)
    return data


wxchan's avatar
wxchan committed
504
def c_float_array(data):
505
    """Get pointer of float numpy array / list."""
wxchan's avatar
wxchan committed
506
507
508
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
509
510
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
511
512
513
514
515
516
517
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
        else:
518
            raise TypeError(f"Expected np.float32 or np.float64, met type({data.dtype})")
wxchan's avatar
wxchan committed
519
    else:
520
        raise TypeError(f"Unknown type({type(data).__name__})")
521
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
522

wxchan's avatar
wxchan committed
523

wxchan's avatar
wxchan committed
524
def c_int_array(data):
525
    """Get pointer of int numpy array / list."""
wxchan's avatar
wxchan committed
526
527
528
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
529
530
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
531
532
533
534
535
536
537
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
            type_data = C_API_DTYPE_INT64
        else:
538
            raise TypeError(f"Expected np.int32 or np.int64, met type({data.dtype})")
wxchan's avatar
wxchan committed
539
    else:
540
        raise TypeError(f"Unknown type({type(data).__name__})")
541
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
542

wxchan's avatar
wxchan committed
543

544
def _check_for_bad_pandas_dtypes(pandas_dtypes_series):
545
546
547
548
549
550
551
552
    float128 = getattr(np, 'float128', type(None))

    def is_allowed_numpy_dtype(dtype):
        return (
            issubclass(dtype, (np.integer, np.floating, np.bool_))
            and not issubclass(dtype, (np.timedelta64, float128))
        )

553
554
555
556
557
558
559
560
    bad_pandas_dtypes = [
        f'{column_name}: {pandas_dtype}'
        for column_name, pandas_dtype in pandas_dtypes_series.iteritems()
        if not is_allowed_numpy_dtype(pandas_dtype.type)
    ]
    if bad_pandas_dtypes:
        raise ValueError('pandas dtypes must be int, float or bool.\n'
                         f'Fields with bad pandas dtypes: {", ".join(bad_pandas_dtypes)}')
561
562


563
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
564
    if isinstance(data, pd_DataFrame):
565
566
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
567
        if feature_name == 'auto' or feature_name is None:
568
            data = data.rename(columns=str, copy=False)
569
        cat_cols = [col for col, dtype in zip(data.columns, data.dtypes) if isinstance(dtype, pd_CategoricalDtype)]
570
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
571
572
573
574
575
        if pandas_categorical is None:  # train dataset
            pandas_categorical = [list(data[col].cat.categories) for col in cat_cols]
        else:
            if len(cat_cols) != len(pandas_categorical):
                raise ValueError('train and valid dataset categorical_feature do not match.')
576
            for col, category in zip(cat_cols, pandas_categorical):
577
578
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
579
        if len(cat_cols):  # cat_cols is list
580
            data = data.copy(deep=False)  # not alter origin DataFrame
581
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
582
583
584
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
585
            if categorical_feature == 'auto':  # use cat cols from DataFrame
586
                categorical_feature = cat_cols_not_ordered
587
588
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
589
590
        if feature_name == 'auto':
            feature_name = list(data.columns)
591
        _check_for_bad_pandas_dtypes(data.dtypes)
592
593
594
595
        df_dtypes = [dtype.type for dtype in data.dtypes]
        df_dtypes.append(np.float32)  # so that the target dtype considers floats
        target_dtype = np.find_common_type(df_dtypes, [])
        data = data.astype(target_dtype, copy=False).values
596
597
598
599
600
601
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
602
603
604


def _label_from_pandas(label):
605
    if isinstance(label, pd_DataFrame):
606
607
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
608
        _check_for_bad_pandas_dtypes(label.dtypes)
609
        label = np.ravel(label.values.astype(np.float32, copy=False))
610
611
612
    return label


613
def _dump_pandas_categorical(pandas_categorical, file_name=None):
614
615
    categorical_json = json.dumps(pandas_categorical, default=json_default_with_numpy)
    pandas_str = f'\npandas_categorical:{categorical_json}\n'
616
617
618
619
620
621
622
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


def _load_pandas_categorical(file_name=None, model_str=None):
623
624
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
625
    if file_name is not None:
626
        max_offset = -getsize(file_name)
627
628
629
630
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
631
                f.seek(offset, SEEK_END)
632
633
634
635
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
636
        last_line = lines[-1].decode('utf-8').strip()
637
        if not last_line.startswith(pandas_key):
638
            last_line = lines[-2].decode('utf-8').strip()
639
    elif model_str is not None:
640
641
642
643
644
645
        idx = model_str.rfind('\n', 0, offset)
        last_line = model_str[idx:].strip()
    if last_line.startswith(pandas_key):
        return json.loads(last_line[len(pandas_key):])
    else:
        return None
646
647


648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
class Sequence(abc.ABC):
    """
    Generic data access interface.

    Object should support the following operations:

    .. code-block::

        # Get total row number.
        >>> len(seq)
        # Random access by row index. Used for data sampling.
        >>> seq[10]
        # Range data access. Used to read data in batch when constructing Dataset.
        >>> seq[0:100]
        # Optionally specify batch_size to control range data read size.
        >>> seq.batch_size

    - With random access, **data sampling does not need to go through all data**.
    - With range data access, there's **no need to read all data into memory thus reduce memory usage**.

668
669
    .. versionadded:: 3.3.0

670
671
672
673
674
675
676
677
678
    Attributes
    ----------
    batch_size : int
        Default size of a batch.
    """

    batch_size = 4096  # Defaults to read 4K rows in each batch.

    @abc.abstractmethod
679
    def __getitem__(self, idx: Union[int, slice, List[int]]) -> np.ndarray:
680
681
682
683
684
685
686
        """Return data for given row index.

        A basic implementation should look like this:

        .. code-block:: python

            if isinstance(idx, numbers.Integral):
687
                return self._get_one_line(idx)
688
            elif isinstance(idx, slice):
689
690
                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
            elif isinstance(idx, list):
691
                # Only required if using ``Dataset.subset()``.
692
                return np.array([self._get_one_line(i) for i in idx])
693
            else:
694
                raise TypeError(f"Sequence index must be integer, slice or list, got {type(idx).__name__}")
695
696
697

        Parameters
        ----------
698
        idx : int, slice[int], list[int]
699
700
701
702
            Item index.

        Returns
        -------
703
        result : numpy 1-D array or numpy 2-D array
704
            1-D array if idx is int, 2-D array if idx is slice or list.
705
706
707
708
709
710
711
712
713
        """
        raise NotImplementedError("Sub-classes of lightgbm.Sequence must implement __getitem__()")

    @abc.abstractmethod
    def __len__(self) -> int:
        """Return row count of this sequence."""
        raise NotImplementedError("Sub-classes of lightgbm.Sequence must implement __len__()")


714
class _InnerPredictor:
715
716
717
718
719
    """_InnerPredictor of LightGBM.

    Not exposed to user.
    Used only for prediction, usually used for continued training.

Nikita Titov's avatar
Nikita Titov committed
720
721
722
    .. note::

        Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
723
    """
724

725
726
727
728
729
730
    def __init__(
        self,
        model_file: Optional[Union[str, Path]] = None,
        booster_handle: Optional[ctypes.c_void_p] = None,
        pred_parameter: Optional[Dict[str, Any]] = None
    ):
731
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
732
733
734

        Parameters
        ----------
735
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
736
            Path to the model file.
737
738
739
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
740
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
741
742
743
744
745
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
746
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
747
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
748
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
749
750
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
751
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
752
753
754
755
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
756
            self.num_total_iteration = out_num_iterations.value
757
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
758
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
759
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
760
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
761
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
762
763
764
765
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
766
            self.num_total_iteration = self.current_iteration()
767
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
768
        else:
769
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
770

771
772
        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
773

774
    def __del__(self) -> None:
775
776
777
778
779
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
780

781
    def __getstate__(self) -> Dict[str, Any]:
782
783
784
785
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

786
787
788
789
790
791
792
793
794
795
796
    def predict(
        self,
        data,
        start_iteration: int = 0,
        num_iteration: int = -1,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False
    ):
797
        """Predict logic.
wxchan's avatar
wxchan committed
798
799
800

        Parameters
        ----------
801
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
802
            Data source for prediction.
803
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
804
805
        start_iteration : int, optional (default=0)
            Start index of the iteration to predict.
806
807
808
809
810
811
812
813
814
815
816
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
        data_has_header : bool, optional (default=False)
            Whether data has header.
            Used only for txt data.
817
818
819
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
wxchan's avatar
wxchan committed
820
821
822

        Returns
        -------
823
        result : numpy array, scipy.sparse or list of scipy.sparse
824
            Prediction result.
825
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
826
        """
wxchan's avatar
wxchan committed
827
        if isinstance(data, Dataset):
828
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
829
830
831
832
833
834
835
836
837
838
839
        elif isinstance(data, pd_DataFrame) and validate_features:
            data_names = [str(x) for x in data.columns]
            ptr_names = (ctypes.c_char_p * len(data_names))()
            ptr_names[:] = [x.encode('utf-8') for x in data_names]
            _safe_call(
                _LIB.LGBM_BoosterValidateFeatureNames(
                    self.handle,
                    ptr_names,
                    ctypes.c_int(len(data_names)),
                )
            )
840
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
841
842
843
844
845
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
846
847
        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
848
        int_data_has_header = 1 if data_has_header else 0
cbecker's avatar
cbecker committed
849

850
        if isinstance(data, (str, Path)):
851
            with _TempFile() as f:
wxchan's avatar
wxchan committed
852
853
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
854
                    c_str(str(data)),
Guolin Ke's avatar
Guolin Ke committed
855
856
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
857
                    ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
858
                    ctypes.c_int(num_iteration),
859
                    c_str(self.pred_parameter),
wxchan's avatar
wxchan committed
860
                    c_str(f.name)))
861
862
                preds = np.loadtxt(f.name, dtype=np.float64)
                nrow = preds.shape[0]
wxchan's avatar
wxchan committed
863
        elif isinstance(data, scipy.sparse.csr_matrix):
864
            preds, nrow = self.__pred_for_csr(data, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
865
        elif isinstance(data, scipy.sparse.csc_matrix):
866
            preds, nrow = self.__pred_for_csc(data, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
867
        elif isinstance(data, np.ndarray):
868
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
869
870
871
        elif isinstance(data, list):
            try:
                data = np.array(data)
872
            except BaseException:
873
                raise ValueError('Cannot convert data list to numpy array.')
874
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
875
        elif isinstance(data, dt_DataTable):
876
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
877
878
        else:
            try:
879
                _log_warning('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
880
                csr = scipy.sparse.csr_matrix(data)
881
            except BaseException:
882
                raise TypeError(f'Cannot predict data for type {type(data).__name__}')
883
            preds, nrow = self.__pred_for_csr(csr, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
884
885
        if pred_leaf:
            preds = preds.astype(np.int32)
886
        is_sparse = scipy.sparse.issparse(preds) or isinstance(preds, list)
887
        if not is_sparse and preds.size != nrow:
wxchan's avatar
wxchan committed
888
            if preds.size % nrow == 0:
889
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
890
            else:
891
                raise ValueError(f'Length of predict result ({preds.size}) cannot be divide nrow ({nrow})')
wxchan's avatar
wxchan committed
892
893
        return preds

894
    def __get_num_preds(self, start_iteration, num_iteration, nrow, predict_type):
895
        """Get size of prediction result."""
896
        if nrow > MAX_INT32:
897
            raise LightGBMError('LightGBM cannot perform prediction for data '
898
                                f'with number of rows greater than MAX_INT32 ({MAX_INT32}).\n'
899
                                'You can split your data into chunks '
900
                                'and then concatenate predictions for them')
Guolin Ke's avatar
Guolin Ke committed
901
902
903
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
904
905
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
906
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
907
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
908
909
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
910

911
    def __pred_for_np2d(self, mat, start_iteration, num_iteration, predict_type):
912
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
913
        if len(mat.shape) != 2:
914
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
915

916
        def inner_predict(mat, start_iteration, num_iteration, predict_type, preds=None):
917
918
            if mat.dtype == np.float32 or mat.dtype == np.float64:
                data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
919
            else:  # change non-float data to float data, need to copy
920
921
                data = np.array(mat.reshape(mat.size), dtype=np.float32)
            ptr_data, type_ptr_data, _ = c_float_array(data)
922
            n_preds = self.__get_num_preds(start_iteration, num_iteration, mat.shape[0], predict_type)
923
            if preds is None:
924
                preds = np.empty(n_preds, dtype=np.float64)
925
926
927
928
929
930
931
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterPredictForMat(
                self.handle,
                ptr_data,
                ctypes.c_int(type_ptr_data),
932
933
                ctypes.c_int32(mat.shape[0]),
                ctypes.c_int32(mat.shape[1]),
934
935
                ctypes.c_int(C_API_IS_ROW_MAJOR),
                ctypes.c_int(predict_type),
936
                ctypes.c_int(start_iteration),
937
938
939
940
941
942
943
944
945
946
947
948
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, mat.shape[0]

        nrow = mat.shape[0]
        if nrow > MAX_INT32:
            sections = np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
949
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
950
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
951
            preds = np.empty(sum(n_preds), dtype=np.float64)
952
953
            for chunk, (start_idx_pred, end_idx_pred) in zip(np.array_split(mat, sections),
                                                             zip(n_preds_sections, n_preds_sections[1:])):
954
                # avoid memory consumption by arrays concatenation operations
955
                inner_predict(chunk, start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
956
            return preds, nrow
wxchan's avatar
wxchan committed
957
        else:
958
            return inner_predict(mat, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
959

960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
    def __create_sparse_native(self, cs, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                               indptr_type, data_type, is_csr=True):
        # create numpy array from output arrays
        data_indices_len = out_shape[0]
        indptr_len = out_shape[1]
        if indptr_type == C_API_DTYPE_INT32:
            out_indptr = cint32_array_to_numpy(out_ptr_indptr, indptr_len)
        elif indptr_type == C_API_DTYPE_INT64:
            out_indptr = cint64_array_to_numpy(out_ptr_indptr, indptr_len)
        else:
            raise TypeError("Expected int32 or int64 type for indptr")
        if data_type == C_API_DTYPE_FLOAT32:
            out_data = cfloat32_array_to_numpy(out_ptr_data, data_indices_len)
        elif data_type == C_API_DTYPE_FLOAT64:
            out_data = cfloat64_array_to_numpy(out_ptr_data, data_indices_len)
        else:
            raise TypeError("Expected float32 or float64 type for data")
        out_indices = cint32_array_to_numpy(out_ptr_indices, data_indices_len)
        # break up indptr based on number of rows (note more than one matrix in multiclass case)
        per_class_indptr_shape = cs.indptr.shape[0]
        # for CSC there is extra column added
        if not is_csr:
            per_class_indptr_shape += 1
        out_indptr_arrays = np.split(out_indptr, out_indptr.shape[0] / per_class_indptr_shape)
        # reformat output into a csr or csc matrix or list of csr or csc matrices
        cs_output_matrices = []
        offset = 0
        for cs_indptr in out_indptr_arrays:
            matrix_indptr_len = cs_indptr[cs_indptr.shape[0] - 1]
            cs_indices = out_indices[offset + cs_indptr[0]:offset + matrix_indptr_len]
            cs_data = out_data[offset + cs_indptr[0]:offset + matrix_indptr_len]
            offset += matrix_indptr_len
            # same shape as input csr or csc matrix except extra column for expected value
            cs_shape = [cs.shape[0], cs.shape[1] + 1]
            # note: make sure we copy data as it will be deallocated next
            if is_csr:
                cs_output_matrices.append(scipy.sparse.csr_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
            else:
                cs_output_matrices.append(scipy.sparse.csc_matrix((cs_data, cs_indices, cs_indptr), cs_shape))
        # free the temporary native indptr, indices, and data
        _safe_call(_LIB.LGBM_BoosterFreePredictSparse(out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                      ctypes.c_int(indptr_type), ctypes.c_int(data_type)))
        if len(cs_output_matrices) == 1:
            return cs_output_matrices[0]
        return cs_output_matrices

1006
    def __pred_for_csr(self, csr, start_iteration, num_iteration, predict_type):
1007
        """Predict for a CSR data."""
1008
        def inner_predict(csr, start_iteration, num_iteration, predict_type, preds=None):
1009
            nrow = len(csr.indptr) - 1
1010
            n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
1011
            if preds is None:
1012
                preds = np.empty(n_preds, dtype=np.float64)
1013
1014
1015
1016
1017
1018
1019
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)

            ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
            ptr_data, type_ptr_data, _ = c_float_array(csr.data)

1020
            assert csr.shape[1] <= MAX_INT32
1021
            csr_indices = csr.indices.astype(np.int32, copy=False)
1022

1023
1024
1025
            _safe_call(_LIB.LGBM_BoosterPredictForCSR(
                self.handle,
                ptr_indptr,
1026
                ctypes.c_int(type_ptr_indptr),
1027
                csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1028
1029
1030
1031
1032
1033
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int64(len(csr.indptr)),
                ctypes.c_int64(len(csr.data)),
                ctypes.c_int64(csr.shape[1]),
                ctypes.c_int(predict_type),
1034
                ctypes.c_int(start_iteration),
1035
1036
1037
1038
1039
1040
1041
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, nrow
wxchan's avatar
wxchan committed
1042

1043
        def inner_predict_sparse(csr, start_iteration, num_iteration, predict_type):
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
            ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
            ptr_data, type_ptr_data, _ = c_float_array(csr.data)
            csr_indices = csr.indices.astype(np.int32, copy=False)
            matrix_type = C_API_MATRIX_TYPE_CSR
            if type_ptr_indptr == C_API_DTYPE_INT32:
                out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
            else:
                out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
            out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
            if type_ptr_data == C_API_DTYPE_FLOAT32:
                out_ptr_data = ctypes.POINTER(ctypes.c_float)()
            else:
                out_ptr_data = ctypes.POINTER(ctypes.c_double)()
1057
            out_shape = np.empty(2, dtype=np.int64)
1058
1059
1060
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
1061
                ctypes.c_int(type_ptr_indptr),
1062
1063
1064
1065
1066
1067
1068
                csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int64(len(csr.indptr)),
                ctypes.c_int64(len(csr.data)),
                ctypes.c_int64(csr.shape[1]),
                ctypes.c_int(predict_type),
1069
                ctypes.c_int(start_iteration),
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.c_int(matrix_type),
                out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
                ctypes.byref(out_ptr_indptr),
                ctypes.byref(out_ptr_indices),
                ctypes.byref(out_ptr_data)))
            matrices = self.__create_sparse_native(csr, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                   type_ptr_indptr, type_ptr_data, is_csr=True)
            nrow = len(csr.indptr) - 1
            return matrices, nrow

        if predict_type == C_API_PREDICT_CONTRIB:
1083
            return inner_predict_sparse(csr, start_iteration, num_iteration, predict_type)
1084
1085
1086
1087
        nrow = len(csr.indptr) - 1
        if nrow > MAX_INT32:
            sections = [0] + list(np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)) + [nrow]
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
1088
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff(sections)]
1089
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1090
            preds = np.empty(sum(n_preds), dtype=np.float64)
1091
1092
            for (start_idx, end_idx), (start_idx_pred, end_idx_pred) in zip(zip(sections, sections[1:]),
                                                                            zip(n_preds_sections, n_preds_sections[1:])):
1093
                # avoid memory consumption by arrays concatenation operations
1094
                inner_predict(csr[start_idx:end_idx], start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
1095
1096
            return preds, nrow
        else:
1097
            return inner_predict(csr, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
1098

1099
    def __pred_for_csc(self, csc, start_iteration, num_iteration, predict_type):
1100
        """Predict for a CSC data."""
1101
        def inner_predict_sparse(csc, start_iteration, num_iteration, predict_type):
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
            ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
            ptr_data, type_ptr_data, _ = c_float_array(csc.data)
            csc_indices = csc.indices.astype(np.int32, copy=False)
            matrix_type = C_API_MATRIX_TYPE_CSC
            if type_ptr_indptr == C_API_DTYPE_INT32:
                out_ptr_indptr = ctypes.POINTER(ctypes.c_int32)()
            else:
                out_ptr_indptr = ctypes.POINTER(ctypes.c_int64)()
            out_ptr_indices = ctypes.POINTER(ctypes.c_int32)()
            if type_ptr_data == C_API_DTYPE_FLOAT32:
                out_ptr_data = ctypes.POINTER(ctypes.c_float)()
            else:
                out_ptr_data = ctypes.POINTER(ctypes.c_double)()
1115
            out_shape = np.empty(2, dtype=np.int64)
1116
1117
1118
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
1119
                ctypes.c_int(type_ptr_indptr),
1120
1121
1122
1123
1124
1125
1126
                csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int64(len(csc.indptr)),
                ctypes.c_int64(len(csc.data)),
                ctypes.c_int64(csc.shape[0]),
                ctypes.c_int(predict_type),
1127
                ctypes.c_int(start_iteration),
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.c_int(matrix_type),
                out_shape.ctypes.data_as(ctypes.POINTER(ctypes.c_int64)),
                ctypes.byref(out_ptr_indptr),
                ctypes.byref(out_ptr_indices),
                ctypes.byref(out_ptr_data)))
            matrices = self.__create_sparse_native(csc, out_shape, out_ptr_indptr, out_ptr_indices, out_ptr_data,
                                                   type_ptr_indptr, type_ptr_data, is_csr=False)
            nrow = csc.shape[0]
            return matrices, nrow

Guolin Ke's avatar
Guolin Ke committed
1140
        nrow = csc.shape[0]
1141
        if nrow > MAX_INT32:
1142
            return self.__pred_for_csr(csc.tocsr(), start_iteration, num_iteration, predict_type)
1143
        if predict_type == C_API_PREDICT_CONTRIB:
1144
1145
            return inner_predict_sparse(csc, start_iteration, num_iteration, predict_type)
        n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
1146
        preds = np.empty(n_preds, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1147
1148
        out_num_preds = ctypes.c_int64(0)

1149
1150
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
1151

1152
        assert csc.shape[0] <= MAX_INT32
1153
        csc_indices = csc.indices.astype(np.int32, copy=False)
1154

Guolin Ke's avatar
Guolin Ke committed
1155
1156
1157
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
1158
            ctypes.c_int(type_ptr_indptr),
1159
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1160
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1161
1162
1163
1164
1165
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
1166
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1167
            ctypes.c_int(num_iteration),
1168
            c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
1169
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
1170
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1171
        if n_preds != out_num_preds.value:
1172
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
1173
1174
        return preds, nrow

1175
    def current_iteration(self) -> int:
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
        out_cur_iter = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

wxchan's avatar
wxchan committed
1189

1190
class Dataset:
wxchan's avatar
wxchan committed
1191
    """Dataset in LightGBM."""
1192

1193
    def __init__(self, data, label=None, reference=None,
1194
                 weight=None, group=None, init_score=None,
1195
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
1196
                 free_raw_data=True):
1197
        """Initialize Dataset.
1198

wxchan's avatar
wxchan committed
1199
1200
        Parameters
        ----------
1201
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
1202
            Data source of Dataset.
1203
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1204
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1205
1206
1207
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
1208
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1209
            Weight for each instance. Weights should be non-negative.
1210
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1211
1212
1213
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1214
1215
            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.
1216
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
1217
            Init score for Dataset.
1218
        feature_name : list of str, or 'auto', optional (default="auto")
1219
1220
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
1221
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
1222
1223
            Categorical features.
            If list of int, interpreted as indices.
1224
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
1225
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
1226
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
1227
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
1228
            All negative values in categorical features will be treated as missing values.
1229
            The output cannot be monotonically constrained with respect to a categorical feature.
1230
            Floating point numbers in categorical features will be rounded towards 0.
Nikita Titov's avatar
Nikita Titov committed
1231
        params : dict or None, optional (default=None)
1232
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1233
        free_raw_data : bool, optional (default=True)
1234
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
1235
        """
wxchan's avatar
wxchan committed
1236
1237
1238
1239
1240
1241
        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
1242
        self.init_score = init_score
wxchan's avatar
wxchan committed
1243
        self.feature_name = feature_name
1244
        self.categorical_feature = categorical_feature
1245
        self.params = deepcopy(params)
wxchan's avatar
wxchan committed
1246
1247
        self.free_raw_data = free_raw_data
        self.used_indices = None
1248
        self.need_slice = True
wxchan's avatar
wxchan committed
1249
        self._predictor = None
1250
        self.pandas_categorical = None
1251
        self.params_back_up = None
1252
1253
        self.feature_penalty = None
        self.monotone_constraints = None
1254
        self.version = 0
1255
        self._start_row = 0  # Used when pushing rows one by one.
wxchan's avatar
wxchan committed
1256

1257
    def __del__(self) -> None:
1258
1259
1260
1261
        try:
            self._free_handle()
        except AttributeError:
            pass
1262

1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
    def _create_sample_indices(self, total_nrow: int) -> np.ndarray:
        """Get an array of randomly chosen indices from this ``Dataset``.

        Indices are sampled without replacement.

        Parameters
        ----------
        total_nrow : int
            Total number of rows to sample from.
            If this value is greater than the value of parameter ``bin_construct_sample_cnt``, only ``bin_construct_sample_cnt`` indices will be used.
            If Dataset has multiple input data, this should be the sum of rows of every file.

        Returns
        -------
        indices : numpy array
            Indices for sampled data.
        """
        param_str = param_dict_to_str(self.get_params())
        sample_cnt = _get_sample_count(total_nrow, param_str)
        indices = np.empty(sample_cnt, dtype=np.int32)
        ptr_data, _, _ = c_int_array(indices)
        actual_sample_cnt = ctypes.c_int32(0)

        _safe_call(_LIB.LGBM_SampleIndices(
            ctypes.c_int32(total_nrow),
            c_str(param_str),
            ptr_data,
            ctypes.byref(actual_sample_cnt),
        ))
1292
1293
        assert sample_cnt == actual_sample_cnt.value
        return indices
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
1324
1325
1326
1327
1328

    def _init_from_ref_dataset(self, total_nrow: int, ref_dataset: 'Dataset') -> 'Dataset':
        """Create dataset from a reference dataset.

        Parameters
        ----------
        total_nrow : int
            Number of rows expected to add to dataset.
        ref_dataset : Dataset
            Reference dataset to extract meta from.

        Returns
        -------
        self : Dataset
            Constructed Dataset object.
        """
        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateByReference(
            ref_dataset,
            ctypes.c_int64(total_nrow),
            ctypes.byref(self.handle),
        ))
        return self

    def _init_from_sample(
        self,
        sample_data: List[np.ndarray],
        sample_indices: List[np.ndarray],
        sample_cnt: int,
        total_nrow: int,
    ) -> "Dataset":
        """Create Dataset from sampled data structures.

        Parameters
        ----------
1329
        sample_data : list of numpy array
1330
            Sample data for each column.
1331
        sample_indices : list of numpy array
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
            Sample data row index for each column.
        sample_cnt : int
            Number of samples.
        total_nrow : int
            Total number of rows for all input files.

        Returns
        -------
        self : Dataset
            Constructed Dataset object.
        """
        ncol = len(sample_indices)
        assert len(sample_data) == ncol, "#sample data column != #column indices"

        for i in range(ncol):
            if sample_data[i].dtype != np.double:
                raise ValueError(f"sample_data[{i}] type {sample_data[i].dtype} is not double")
            if sample_indices[i].dtype != np.int32:
                raise ValueError(f"sample_indices[{i}] type {sample_indices[i].dtype} is not int32")

        # c type: double**
        # each double* element points to start of each column of sample data.
        sample_col_ptr = (ctypes.POINTER(ctypes.c_double) * ncol)()
        # c type int**
        # each int* points to start of indices for each column
        indices_col_ptr = (ctypes.POINTER(ctypes.c_int32) * ncol)()
        for i in range(ncol):
            sample_col_ptr[i] = c_float_array(sample_data[i])[0]
            indices_col_ptr[i] = c_int_array(sample_indices[i])[0]

        num_per_col = np.array([len(d) for d in sample_indices], dtype=np.int32)
        num_per_col_ptr, _, _ = c_int_array(num_per_col)

        self.handle = ctypes.c_void_p()
        params_str = param_dict_to_str(self.get_params())
        _safe_call(_LIB.LGBM_DatasetCreateFromSampledColumn(
            ctypes.cast(sample_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.cast(indices_col_ptr, ctypes.POINTER(ctypes.POINTER(ctypes.c_int32))),
            ctypes.c_int32(ncol),
            num_per_col_ptr,
            ctypes.c_int32(sample_cnt),
            ctypes.c_int32(total_nrow),
1374
            ctypes.c_int64(total_nrow),
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
            c_str(params_str),
            ctypes.byref(self.handle),
        ))
        return self

    def _push_rows(self, data: np.ndarray) -> 'Dataset':
        """Add rows to Dataset.

        Parameters
        ----------
        data : numpy 1-D array
            New data to add to the Dataset.

        Returns
        -------
        self : Dataset
            Dataset object.
        """
        nrow, ncol = data.shape
        data = data.reshape(data.size)
        data_ptr, data_type, _ = c_float_array(data)

        _safe_call(_LIB.LGBM_DatasetPushRows(
            self.handle,
            data_ptr,
            data_type,
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol),
            ctypes.c_int32(self._start_row),
        ))
        self._start_row += nrow
        return self

1408
    def get_params(self) -> Dict[str, Any]:
1409
1410
1411
1412
        """Get the used parameters in the Dataset.

        Returns
        -------
1413
        params : dict
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
            The used parameters in this Dataset object.
        """
        if self.params is not None:
            # no min_data, nthreads and verbose in this function
            dataset_params = _ConfigAliases.get("bin_construct_sample_cnt",
                                                "categorical_feature",
                                                "data_random_seed",
                                                "enable_bundle",
                                                "feature_pre_filter",
                                                "forcedbins_filename",
                                                "group_column",
                                                "header",
                                                "ignore_column",
                                                "is_enable_sparse",
                                                "label_column",
1429
                                                "linear_tree",
1430
1431
1432
1433
                                                "max_bin",
                                                "max_bin_by_feature",
                                                "min_data_in_bin",
                                                "pre_partition",
Nikita Titov's avatar
Nikita Titov committed
1434
                                                "precise_float_parser",
1435
1436
1437
1438
1439
                                                "two_round",
                                                "use_missing",
                                                "weight_column",
                                                "zero_as_missing")
            return {k: v for k, v in self.params.items() if k in dataset_params}
1440
1441
        else:
            return {}
1442

1443
    def _free_handle(self) -> "Dataset":
1444
        if self.handle is not None:
1445
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
1446
            self.handle = None
Guolin Ke's avatar
Guolin Ke committed
1447
1448
1449
        self.need_slice = True
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
1450
        return self
wxchan's avatar
wxchan committed
1451

Guolin Ke's avatar
Guolin Ke committed
1452
1453
    def _set_init_score_by_predictor(self, predictor, data, used_indices=None):
        data_has_header = False
1454
        if isinstance(data, (str, Path)):
Guolin Ke's avatar
Guolin Ke committed
1455
            # check data has header or not
1456
            data_has_header = any(self.params.get(alias, False) for alias in _ConfigAliases.get("header"))
Guolin Ke's avatar
Guolin Ke committed
1457
        num_data = self.num_data()
1458
1459
1460
        if predictor is not None:
            init_score = predictor.predict(data,
                                           raw_score=True,
1461
1462
                                           data_has_header=data_has_header)
            init_score = init_score.ravel()
1463
1464
            if used_indices is not None:
                assert not self.need_slice
1465
                if isinstance(data, (str, Path)):
1466
                    sub_init_score = np.empty(num_data * predictor.num_class, dtype=np.float64)
1467
                    assert num_data == len(used_indices)
1468
1469
                    for i in range(len(used_indices)):
                        for j in range(predictor.num_class):
1470
1471
1472
1473
                            sub_init_score[i * predictor.num_class + j] = init_score[used_indices[i] * predictor.num_class + j]
                    init_score = sub_init_score
            if predictor.num_class > 1:
                # need to regroup init_score
1474
                new_init_score = np.empty(init_score.size, dtype=np.float64)
1475
1476
                for i in range(num_data):
                    for j in range(predictor.num_class):
1477
1478
1479
                        new_init_score[j * num_data + i] = init_score[i * predictor.num_class + j]
                init_score = new_init_score
        elif self.init_score is not None:
1480
            init_score = np.zeros(self.init_score.shape, dtype=np.float64)
1481
1482
        else:
            return self
Guolin Ke's avatar
Guolin Ke committed
1483
1484
        self.set_init_score(init_score)

1485
    def _lazy_init(self, data, label=None, reference=None,
1486
                   weight=None, group=None, init_score=None, predictor=None,
1487
                   feature_name='auto', categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
1488
1489
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
1490
            return self
Guolin Ke's avatar
Guolin Ke committed
1491
1492
1493
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
1494
1495
1496
1497
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
wxchan's avatar
wxchan committed
1498
        label = _label_from_pandas(label)
Guolin Ke's avatar
Guolin Ke committed
1499

1500
        # process for args
wxchan's avatar
wxchan committed
1501
        params = {} if params is None else params
1502
1503
1504
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
1505
        for key in params.keys():
1506
            if key in args_names:
1507
1508
                _log_warning(f'{key} keyword has been found in `params` and will be ignored.\n'
                             f'Please use {key} argument of the Dataset constructor to pass this parameter.')
1509
        # get categorical features
1510
1511
1512
1513
1514
1515
        if categorical_feature is not None:
            categorical_indices = set()
            feature_dict = {}
            if feature_name is not None:
                feature_dict = {name: i for i, name in enumerate(feature_name)}
            for name in categorical_feature:
1516
                if isinstance(name, str) and name in feature_dict:
1517
                    categorical_indices.add(feature_dict[name])
1518
                elif isinstance(name, int):
1519
1520
                    categorical_indices.add(name)
                else:
1521
                    raise TypeError(f"Wrong type({type(name).__name__}) or unknown name({name}) in categorical_feature")
1522
            if categorical_indices:
1523
1524
                for cat_alias in _ConfigAliases.get("categorical_feature"):
                    if cat_alias in params:
1525
                        # If the params[cat_alias] is equal to categorical_indices, do not report the warning.
1526
                        if not (isinstance(params[cat_alias], list) and set(params[cat_alias]) == categorical_indices):
1527
                            _log_warning(f'{cat_alias} in param dict is overridden.')
1528
                        params.pop(cat_alias, None)
1529
                params['categorical_column'] = sorted(categorical_indices)
1530

wxchan's avatar
wxchan committed
1531
        params_str = param_dict_to_str(params)
1532
        self.params = params
1533
        # process for reference dataset
wxchan's avatar
wxchan committed
1534
        ref_dataset = None
wxchan's avatar
wxchan committed
1535
        if isinstance(reference, Dataset):
1536
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
1537
1538
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
1539
        # start construct data
1540
        if isinstance(data, (str, Path)):
wxchan's avatar
wxchan committed
1541
1542
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
1543
                c_str(str(data)),
wxchan's avatar
wxchan committed
1544
1545
1546
1547
1548
                c_str(params_str),
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
1549
1550
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
1551
1552
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
1553
1554
1555
1556
1557
1558
1559
1560
1561
        elif isinstance(data, list) and len(data) > 0:
            if all(isinstance(x, np.ndarray) for x in data):
                self.__init_from_list_np2d(data, params_str, ref_dataset)
            elif all(isinstance(x, Sequence) for x in data):
                self.__init_from_seqs(data, ref_dataset)
            else:
                raise TypeError('Data list can only be of ndarray or Sequence')
        elif isinstance(data, Sequence):
            self.__init_from_seqs([data], ref_dataset)
1562
        elif isinstance(data, dt_DataTable):
1563
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
1564
1565
1566
1567
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
1568
            except BaseException:
1569
                raise TypeError(f'Cannot initialize Dataset from {type(data).__name__}')
wxchan's avatar
wxchan committed
1570
1571
1572
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
1573
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
1574
1575
1576
1577
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
1578
1579
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
1580
                _log_warning("The init_score will be overridden by the prediction of init_model.")
Guolin Ke's avatar
Guolin Ke committed
1581
            self._set_init_score_by_predictor(predictor, data)
1582
1583
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
1584
        elif predictor is not None:
1585
            raise TypeError(f'Wrong predictor type {type(predictor).__name__}')
Guolin Ke's avatar
Guolin Ke committed
1586
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
1587
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
1588

1589
1590
    @staticmethod
    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
        offset = 0
        seq_id = 0
        seq = seqs[seq_id]
        for row_id in indices:
            assert row_id >= offset, "sample indices are expected to be monotonic"
            while row_id >= offset + len(seq):
                offset += len(seq)
                seq_id += 1
                seq = seqs[seq_id]
            id_in_seq = row_id - offset
            row = seq[id_in_seq]
            yield row if row.flags['OWNDATA'] else row.copy()

    def __sample(self, seqs: List[Sequence], total_nrow: int) -> Tuple[List[np.ndarray], List[np.ndarray]]:
        """Sample data from seqs.

        Mimics behavior in c_api.cpp:LGBM_DatasetCreateFromMats()

        Returns
        -------
            sampled_rows, sampled_row_indices
        """
        indices = self._create_sample_indices(total_nrow)

        # Select sampled rows, transpose to column order.
1616
        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
        sampled = sampled.T

        filtered = []
        filtered_idx = []
        sampled_row_range = np.arange(len(indices), dtype=np.int32)
        for col in sampled:
            col_predicate = (np.abs(col) > ZERO_THRESHOLD) | np.isnan(col)
            filtered_col = col[col_predicate]
            filtered_row_idx = sampled_row_range[col_predicate]

            filtered.append(filtered_col)
            filtered_idx.append(filtered_row_idx)

        return filtered, filtered_idx

    def __init_from_seqs(self, seqs: List[Sequence], ref_dataset: Optional['Dataset'] = None):
        """
        Initialize data from list of Sequence objects.

        Sequence: Generic Data Access Object
            Supports random access and access by batch if properly defined by user

        Data scheme uniformity are trusted, not checked
        """
        total_nrow = sum(len(seq) for seq in seqs)

        # create validation dataset from ref_dataset
        if ref_dataset is not None:
            self._init_from_ref_dataset(total_nrow, ref_dataset)
        else:
            param_str = param_dict_to_str(self.get_params())
            sample_cnt = _get_sample_count(total_nrow, param_str)

            sample_data, col_indices = self.__sample(seqs, total_nrow)
            self._init_from_sample(sample_data, col_indices, sample_cnt, total_nrow)

        for seq in seqs:
            nrow = len(seq)
            batch_size = getattr(seq, 'batch_size', None) or Sequence.batch_size
            for start in range(0, nrow, batch_size):
                end = min(start + batch_size, nrow)
                self._push_rows(seq[start:end])
        return self

wxchan's avatar
wxchan committed
1661
    def __init_from_np2d(self, mat, params_str, ref_dataset):
1662
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1663
1664
1665
1666
1667
1668
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        self.handle = ctypes.c_void_p()
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
1669
        else:  # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
1670
1671
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

1672
        ptr_data, type_ptr_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1673
1674
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1675
            ctypes.c_int(type_ptr_data),
1676
1677
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
Guolin Ke's avatar
Guolin Ke committed
1678
            ctypes.c_int(C_API_IS_ROW_MAJOR),
wxchan's avatar
wxchan committed
1679
1680
1681
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1682
        return self
wxchan's avatar
wxchan committed
1683

1684
    def __init_from_list_np2d(self, mats, params_str, ref_dataset):
1685
        """Initialize data from a list of 2-D numpy matrices."""
1686
        ncol = mats[0].shape[1]
1687
        nrow = np.empty((len(mats),), np.int32)
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
        if mats[0].dtype == np.float64:
            ptr_data = (ctypes.POINTER(ctypes.c_double) * len(mats))()
        else:
            ptr_data = (ctypes.POINTER(ctypes.c_float) * len(mats))()

        holders = []
        type_ptr_data = None

        for i, mat in enumerate(mats):
            if len(mat.shape) != 2:
                raise ValueError('Input numpy.ndarray must be 2 dimensional')

            if mat.shape[1] != ncol:
                raise ValueError('Input arrays must have same number of columns')

            nrow[i] = mat.shape[0]

            if mat.dtype == np.float32 or mat.dtype == np.float64:
                mats[i] = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
1707
            else:  # change non-float data to float data, need to copy
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
                mats[i] = np.array(mat.reshape(mat.size), dtype=np.float32)

            chunk_ptr_data, chunk_type_ptr_data, holder = c_float_array(mats[i])
            if type_ptr_data is not None and chunk_type_ptr_data != type_ptr_data:
                raise ValueError('Input chunks must have same type')
            ptr_data[i] = chunk_ptr_data
            type_ptr_data = chunk_type_ptr_data
            holders.append(holder)

        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateFromMats(
1719
            ctypes.c_int32(len(mats)),
1720
1721
1722
            ctypes.cast(ptr_data, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.c_int(type_ptr_data),
            nrow.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1723
            ctypes.c_int32(ncol),
1724
1725
1726
1727
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1728
        return self
1729

wxchan's avatar
wxchan committed
1730
    def __init_from_csr(self, csr, params_str, ref_dataset):
1731
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
1732
        if len(csr.indices) != len(csr.data):
1733
            raise ValueError(f'Length mismatch: {len(csr.indices)} vs {len(csr.data)}')
wxchan's avatar
wxchan committed
1734
1735
        self.handle = ctypes.c_void_p()

1736
1737
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csr.data)
wxchan's avatar
wxchan committed
1738

1739
        assert csr.shape[1] <= MAX_INT32
1740
        csr_indices = csr.indices.astype(np.int32, copy=False)
1741

wxchan's avatar
wxchan committed
1742
1743
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1744
            ctypes.c_int(type_ptr_indptr),
1745
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
wxchan's avatar
wxchan committed
1746
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1747
1748
1749
1750
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
wxchan's avatar
wxchan committed
1751
1752
1753
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1754
        return self
wxchan's avatar
wxchan committed
1755

Guolin Ke's avatar
Guolin Ke committed
1756
    def __init_from_csc(self, csc, params_str, ref_dataset):
1757
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
1758
        if len(csc.indices) != len(csc.data):
1759
            raise ValueError(f'Length mismatch: {len(csc.indices)} vs {len(csc.data)}')
Guolin Ke's avatar
Guolin Ke committed
1760
1761
        self.handle = ctypes.c_void_p()

1762
1763
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
1764

1765
        assert csc.shape[0] <= MAX_INT32
1766
        csc_indices = csc.indices.astype(np.int32, copy=False)
1767

Guolin Ke's avatar
Guolin Ke committed
1768
1769
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1770
            ctypes.c_int(type_ptr_indptr),
1771
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1772
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1773
1774
1775
1776
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
Guolin Ke's avatar
Guolin Ke committed
1777
1778
1779
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1780
        return self
Guolin Ke's avatar
Guolin Ke committed
1781

1782
    @staticmethod
1783
1784
1785
1786
1787
1788
    def _compare_params_for_warning(
        params: Optional[Dict[str, Any]],
        other_params: Optional[Dict[str, Any]],
        ignore_keys: Set[str]
    ) -> bool:
        """Compare two dictionaries with params ignoring some keys.
1789

1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
        It is only for the warning purpose.

        Parameters
        ----------
        params : dict or None
            One dictionary with parameters to compare.
        other_params : dict or None
            Another dictionary with parameters to compare.
        ignore_keys : set
            Keys that should be ignored during comparing two dictionaries.
1800
1801
1802

        Returns
        -------
1803
1804
        compare_result : bool
          Returns whether two dictionaries with params are equal.
1805
1806
1807
1808
1809
1810
1811
1812
1813
1814
1815
1816
1817
1818
1819
        """
        if params is None:
            params = {}
        if other_params is None:
            other_params = {}
        for k in other_params:
            if k not in ignore_keys:
                if k not in params or params[k] != other_params[k]:
                    return False
        for k in params:
            if k not in ignore_keys:
                if k not in other_params or params[k] != other_params[k]:
                    return False
        return True

1820
    def construct(self) -> "Dataset":
1821
1822
1823
1824
1825
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
1826
            Constructed Dataset object.
1827
        """
1828
        if self.handle is None:
wxchan's avatar
wxchan committed
1829
            if self.reference is not None:
1830
                reference_params = self.reference.get_params()
1831
1832
                params = self.get_params()
                if params != reference_params:
1833
1834
1835
1836
1837
                    if not self._compare_params_for_warning(
                        params=params,
                        other_params=reference_params,
                        ignore_keys=_ConfigAliases.get("categorical_feature")
                    ):
1838
                        _log_warning('Overriding the parameters from Reference Dataset.')
1839
                    self._update_params(reference_params)
wxchan's avatar
wxchan committed
1840
                if self.used_indices is None:
1841
                    # create valid
1842
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
1843
1844
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
1845
                                    feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
1846
                else:
1847
                    # construct subset
wxchan's avatar
wxchan committed
1848
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
1849
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
1850
                    if self.reference.group is not None:
1851
                        group_info = np.array(self.reference.group).astype(np.int32, copy=False)
1852
                        _, self.group = np.unique(np.repeat(range(len(group_info)), repeats=group_info)[self.used_indices],
1853
                                                  return_counts=True)
1854
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1855
1856
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
1857
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
1858
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1859
                        ctypes.c_int32(used_indices.shape[0]),
wxchan's avatar
wxchan committed
1860
1861
                        c_str(params_str),
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1862
1863
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
1864
1865
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
1866
1867
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
1868
1869
1870
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
                        self._set_init_score_by_predictor(self._predictor, self.data, used_indices)
wxchan's avatar
wxchan committed
1871
            else:
1872
                # create train
1873
                self._lazy_init(self.data, label=self.label,
1874
1875
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
1876
                                feature_name=self.feature_name, categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
1877
1878
            if self.free_raw_data:
                self.data = None
1879
            self.feature_name = self.get_feature_name()
wxchan's avatar
wxchan committed
1880
        return self
wxchan's avatar
wxchan committed
1881

1882
    def create_valid(self, data, label=None, weight=None, group=None, init_score=None, params=None):
1883
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
1884
1885
1886

        Parameters
        ----------
1887
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array
wxchan's avatar
wxchan committed
1888
            Data source of Dataset.
1889
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1890
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1891
1892
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1893
            Weight for each instance. Weights should be non-negative.
1894
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1895
1896
1897
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1898
1899
            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.
1900
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
1901
            Init score for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1902
        params : dict or None, optional (default=None)
1903
            Other parameters for validation Dataset.
1904
1905
1906

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1907
1908
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
1909
        """
1910
        ret = Dataset(data, label=label, reference=self,
1911
                      weight=weight, group=group, init_score=init_score,
1912
                      params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1913
        ret._predictor = self._predictor
1914
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1915
        return ret
wxchan's avatar
wxchan committed
1916

1917
1918
1919
1920
1921
    def subset(
        self,
        used_indices: List[int],
        params: Optional[Dict[str, Any]] = None
    ) -> "Dataset":
1922
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
1923
1924
1925
1926

        Parameters
        ----------
        used_indices : list of int
1927
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
1928
        params : dict or None, optional (default=None)
1929
            These parameters will be passed to Dataset constructor.
1930
1931
1932
1933
1934

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
1935
        """
wxchan's avatar
wxchan committed
1936
1937
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
1938
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
1939
1940
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1941
        ret._predictor = self._predictor
1942
        ret.pandas_categorical = self.pandas_categorical
1943
        ret.used_indices = sorted(used_indices)
wxchan's avatar
wxchan committed
1944
1945
        return ret

1946
    def save_binary(self, filename: Union[str, Path]) -> "Dataset":
1947
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
1948

1949
1950
1951
1952
1953
        .. note::

            Please note that `init_score` is not saved in binary file.
            If you need it, please set it again after loading Dataset.

wxchan's avatar
wxchan committed
1954
1955
        Parameters
        ----------
1956
        filename : str or pathlib.Path
wxchan's avatar
wxchan committed
1957
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
1958
1959
1960
1961
1962

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
1963
1964
1965
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
1966
            c_str(str(filename))))
Nikita Titov's avatar
Nikita Titov committed
1967
        return self
wxchan's avatar
wxchan committed
1968
1969

    def _update_params(self, params):
1970
1971
        if not params:
            return self
1972
        params = deepcopy(params)
1973
1974
1975
1976
1977

        def update():
            if not self.params:
                self.params = params
            else:
1978
                self.params_back_up = deepcopy(self.params)
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
                self.params.update(params)

        if self.handle is None:
            update()
        elif params is not None:
            ret = _LIB.LGBM_DatasetUpdateParamChecking(
                c_str(param_dict_to_str(self.params)),
                c_str(param_dict_to_str(params)))
            if ret != 0:
                # could be updated if data is not freed
                if self.data is not None:
                    update()
                    self._free_handle()
                else:
1993
                    raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
Nikita Titov's avatar
Nikita Titov committed
1994
        return self
wxchan's avatar
wxchan committed
1995

1996
    def _reverse_update_params(self) -> "Dataset":
1997
        if self.handle is None:
1998
            self.params = deepcopy(self.params_back_up)
1999
            self.params_back_up = None
Nikita Titov's avatar
Nikita Titov committed
2000
        return self
2001

wxchan's avatar
wxchan committed
2002
    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
2003
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
2004
2005
2006

        Parameters
        ----------
2007
        field_name : str
2008
            The field name of the information.
2009
2010
        data : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
            The data to be set.
Nikita Titov's avatar
Nikita Titov committed
2011
2012
2013
2014
2015

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
2016
        """
2017
        if self.handle is None:
2018
            raise Exception(f"Cannot set {field_name} before construct dataset")
wxchan's avatar
wxchan committed
2019
        if data is None:
2020
            # set to None
wxchan's avatar
wxchan committed
2021
2022
2023
2024
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
2025
2026
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
2027
            return self
2028
        if field_name == 'init_score':
Guolin Ke's avatar
Guolin Ke committed
2029
            dtype = np.float64
2030
2031
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043
            if _is_1d_collection(data):
                data = list_to_1d_numpy(data, dtype, name=field_name)
            elif _is_2d_collection(data):
                data = _data_to_2d_numpy(data, dtype, name=field_name)
                data = data.ravel(order='F')
            else:
                raise TypeError(
                    'init_score must be list, numpy 1-D array or pandas Series.\n'
                    'In multiclass classification init_score can also be a list of lists, numpy 2-D array or pandas DataFrame.'
                )
        else:
            dtype = np.int32 if field_name == 'group' else np.float32
            data = list_to_1d_numpy(data, dtype, name=field_name)

2044
2045
        if data.dtype == np.float32 or data.dtype == np.float64:
            ptr_data, type_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
2046
        elif data.dtype == np.int32:
2047
            ptr_data, type_data, _ = c_int_array(data)
wxchan's avatar
wxchan committed
2048
        else:
2049
            raise TypeError(f"Expected np.float32/64 or np.int32, met type({data.dtype})")
wxchan's avatar
wxchan committed
2050
        if type_data != FIELD_TYPE_MAPPER[field_name]:
2051
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
2052
2053
2054
2055
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
2056
2057
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
2058
        self.version += 1
Nikita Titov's avatar
Nikita Titov committed
2059
        return self
wxchan's avatar
wxchan committed
2060

2061
    def get_field(self, field_name: str) -> Optional[np.ndarray]:
wxchan's avatar
wxchan committed
2062
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
2063
2064
2065

        Parameters
        ----------
2066
        field_name : str
2067
            The field name of the information.
wxchan's avatar
wxchan committed
2068
2069
2070

        Returns
        -------
2071
        info : numpy array or None
2072
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2073
        """
2074
        if self.handle is None:
2075
            raise Exception(f"Cannot get {field_name} before construct Dataset")
2076
2077
        tmp_out_len = ctypes.c_int(0)
        out_type = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2078
2079
2080
2081
2082
2083
2084
2085
2086
2087
2088
2089
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
        if out_type.value == C_API_DTYPE_INT32:
2090
            arr = cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
wxchan's avatar
wxchan committed
2091
        elif out_type.value == C_API_DTYPE_FLOAT32:
2092
            arr = cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
2093
        elif out_type.value == C_API_DTYPE_FLOAT64:
2094
            arr = cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
2095
        else:
wxchan's avatar
wxchan committed
2096
            raise TypeError("Unknown type")
2097
2098
2099
2100
2101
2102
        if field_name == 'init_score':
            num_data = self.num_data()
            num_classes = arr.size // num_data
            if num_classes > 1:
                arr = arr.reshape((num_data, num_classes), order='F')
        return arr
Guolin Ke's avatar
Guolin Ke committed
2103

2104
2105
2106
2107
    def set_categorical_feature(
        self,
        categorical_feature: Union[List[int], List[str]]
    ) -> "Dataset":
2108
        """Set categorical features.
2109
2110
2111

        Parameters
        ----------
2112
        categorical_feature : list of int or str
2113
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
2114
2115
2116
2117
2118

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
2119
2120
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
2121
            return self
2122
        if self.data is not None:
2123
2124
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2125
                return self._free_handle()
2126
            elif categorical_feature == 'auto':
Nikita Titov's avatar
Nikita Titov committed
2127
                return self
2128
            else:
2129
2130
2131
                if self.categorical_feature != 'auto':
                    _log_warning('categorical_feature in Dataset is overridden.\n'
                                 f'New categorical_feature is {sorted(list(categorical_feature))}')
2132
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2133
                return self._free_handle()
2134
        else:
2135
2136
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2137

Guolin Ke's avatar
Guolin Ke committed
2138
    def _set_predictor(self, predictor):
2139
2140
2141
2142
        """Set predictor for continued training.

        It is not recommended for user to call this function.
        Please use init_model argument in engine.train() or engine.cv() instead.
Guolin Ke's avatar
Guolin Ke committed
2143
        """
2144
        if predictor is self._predictor and (predictor is None or predictor.current_iteration() == self._predictor.current_iteration()):
Nikita Titov's avatar
Nikita Titov committed
2145
            return self
2146
        if self.handle is None:
Guolin Ke's avatar
Guolin Ke committed
2147
            self._predictor = predictor
2148
2149
2150
2151
2152
2153
        elif self.data is not None:
            self._predictor = predictor
            self._set_init_score_by_predictor(self._predictor, self.data)
        elif self.used_indices is not None and self.reference is not None and self.reference.data is not None:
            self._predictor = predictor
            self._set_init_score_by_predictor(self._predictor, self.reference.data, self.used_indices)
Guolin Ke's avatar
Guolin Ke committed
2154
        else:
2155
2156
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2157
        return self
Guolin Ke's avatar
Guolin Ke committed
2158
2159

    def set_reference(self, reference):
2160
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
2161
2162
2163
2164

        Parameters
        ----------
        reference : Dataset
2165
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
2166
2167
2168
2169
2170

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
2171
        """
2172
2173
2174
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
2175
        # we're done if self and reference share a common upstream reference
2176
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
2177
            return self
Guolin Ke's avatar
Guolin Ke committed
2178
2179
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
2180
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
2181
        else:
2182
2183
            raise LightGBMError("Cannot set reference after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
2184

2185
    def set_feature_name(self, feature_name: List[str]) -> "Dataset":
2186
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
2187
2188
2189

        Parameters
        ----------
2190
        feature_name : list of str
2191
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
2192
2193
2194
2195
2196

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
2197
        """
2198
2199
        if feature_name != 'auto':
            self.feature_name = feature_name
2200
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
2201
            if len(feature_name) != self.num_feature():
2202
                raise ValueError(f"Length of feature_name({len(feature_name)}) and num_feature({self.num_feature()}) don't match")
2203
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
2204
2205
2206
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
2207
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
2208
        return self
Guolin Ke's avatar
Guolin Ke committed
2209
2210

    def set_label(self, label):
2211
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
2212
2213
2214

        Parameters
        ----------
2215
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
2216
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
2217
2218
2219
2220
2221

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
2222
2223
        """
        self.label = label
2224
        if self.handle is not None:
2225
            label = list_to_1d_numpy(_label_from_pandas(label), name='label')
wxchan's avatar
wxchan committed
2226
            self.set_field('label', label)
2227
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2228
        return self
Guolin Ke's avatar
Guolin Ke committed
2229
2230

    def set_weight(self, weight):
2231
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
2232
2233
2234

        Parameters
        ----------
2235
        weight : list, numpy 1-D array, pandas Series or None
2236
            Weight to be set for each data point. Weights should be non-negative.
Nikita Titov's avatar
Nikita Titov committed
2237
2238
2239
2240
2241

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
2242
        """
2243
2244
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
2245
        self.weight = weight
2246
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
2247
2248
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
2249
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2250
        return self
Guolin Ke's avatar
Guolin Ke committed
2251
2252

    def set_init_score(self, init_score):
2253
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
2254
2255
2256

        Parameters
        ----------
2257
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
2258
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
2259
2260
2261
2262
2263

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
2264
2265
        """
        self.init_score = init_score
2266
        if self.handle is not None and init_score is not None:
wxchan's avatar
wxchan committed
2267
            self.set_field('init_score', init_score)
2268
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2269
        return self
Guolin Ke's avatar
Guolin Ke committed
2270
2271

    def set_group(self, group):
2272
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
2273
2274
2275

        Parameters
        ----------
2276
        group : list, numpy 1-D array, pandas Series or None
2277
2278
2279
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2280
2281
            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.
Nikita Titov's avatar
Nikita Titov committed
2282
2283
2284
2285
2286

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
2287
2288
        """
        self.group = group
2289
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
2290
2291
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
2292
        return self
Guolin Ke's avatar
Guolin Ke committed
2293

2294
    def get_feature_name(self) -> List[str]:
2295
2296
2297
2298
        """Get the names of columns (features) in the Dataset.

        Returns
        -------
2299
        feature_names : list of str
2300
2301
2302
2303
2304
2305
2306
2307
            The names of columns (features) in the Dataset.
        """
        if self.handle is None:
            raise LightGBMError("Cannot get feature_name before construct dataset")
        num_feature = self.num_feature()
        tmp_out_len = ctypes.c_int(0)
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
2308
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
2309
2310
2311
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
            self.handle,
2312
            ctypes.c_int(num_feature),
2313
            ctypes.byref(tmp_out_len),
2314
            ctypes.c_size_t(reserved_string_buffer_size),
2315
2316
2317
2318
            ctypes.byref(required_string_buffer_size),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
2330
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
2331
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
2332

Guolin Ke's avatar
Guolin Ke committed
2333
    def get_label(self):
2334
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2335
2336
2337

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2338
        label : numpy array or None
2339
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2340
        """
2341
        if self.label is None:
wxchan's avatar
wxchan committed
2342
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
2343
2344
2345
        return self.label

    def get_weight(self):
2346
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2347
2348
2349

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2350
        weight : numpy array or None
2351
            Weight for each data point from the Dataset. Weights should be non-negative.
Guolin Ke's avatar
Guolin Ke committed
2352
        """
2353
        if self.weight is None:
wxchan's avatar
wxchan committed
2354
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
2355
2356
2357
        return self.weight

    def get_init_score(self):
2358
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2359
2360
2361

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2362
        init_score : numpy array or None
2363
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
2364
        """
2365
        if self.init_score is None:
wxchan's avatar
wxchan committed
2366
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
2367
2368
        return self.init_score

2369
2370
2371
2372
2373
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
2374
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequence or list of numpy array or None
2375
2376
2377
2378
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
Guolin Ke's avatar
Guolin Ke committed
2379
2380
2381
2382
2383
        if self.need_slice and self.used_indices is not None and self.reference is not None:
            self.data = self.reference.data
            if self.data is not None:
                if isinstance(self.data, np.ndarray) or scipy.sparse.issparse(self.data):
                    self.data = self.data[self.used_indices, :]
2384
                elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2385
                    self.data = self.data.iloc[self.used_indices].copy()
2386
                elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2387
                    self.data = self.data[self.used_indices, :]
2388
2389
2390
2391
                elif isinstance(self.data, Sequence):
                    self.data = self.data[self.used_indices]
                elif isinstance(self.data, list) and len(self.data) > 0 and all(isinstance(x, Sequence) for x in self.data):
                    self.data = np.array([row for row in self._yield_row_from_seqlist(self.data, self.used_indices)])
Guolin Ke's avatar
Guolin Ke committed
2392
                else:
2393
2394
                    _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                 "Returning original raw data")
2395
            self.need_slice = False
Guolin Ke's avatar
Guolin Ke committed
2396
2397
2398
        if self.data is None:
            raise LightGBMError("Cannot call `get_data` after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2399
2400
        return self.data

Guolin Ke's avatar
Guolin Ke committed
2401
    def get_group(self):
2402
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2403
2404
2405

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2406
        group : numpy array or None
2407
2408
2409
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2410
2411
            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.
Guolin Ke's avatar
Guolin Ke committed
2412
        """
2413
        if self.group is None:
wxchan's avatar
wxchan committed
2414
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
2415
2416
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
Nikita Titov's avatar
Nikita Titov committed
2417
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
2418
2419
        return self.group

2420
    def num_data(self) -> int:
2421
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2422
2423
2424

        Returns
        -------
2425
2426
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2427
        """
2428
        if self.handle is not None:
2429
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2430
2431
2432
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2433
        else:
2434
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2435

2436
    def num_feature(self) -> int:
2437
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2438
2439
2440

        Returns
        -------
2441
2442
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2443
        """
2444
        if self.handle is not None:
2445
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2446
2447
2448
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2449
        else:
2450
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2451

2452
    def feature_num_bin(self, feature: Union[int, str]) -> int:
2453
2454
2455
2456
        """Get the number of bins for a feature.

        Parameters
        ----------
2457
2458
        feature : int or str
            Index or name of the feature.
2459
2460
2461
2462
2463
2464
2465

        Returns
        -------
        number_of_bins : int
            The number of constructed bins for the feature in the Dataset.
        """
        if self.handle is not None:
2466
2467
            if isinstance(feature, str):
                feature = self.feature_name.index(feature)
2468
2469
2470
2471
2472
2473
2474
2475
            ret = ctypes.c_int(0)
            _safe_call(_LIB.LGBM_DatasetGetFeatureNumBin(self.handle,
                                                         ctypes.c_int(feature),
                                                         ctypes.byref(ret)))
            return ret.value
        else:
            raise LightGBMError("Cannot get feature_num_bin before construct dataset")

2476
    def get_ref_chain(self, ref_limit=100):
2477
2478
2479
2480
2481
        """Get a chain of Dataset objects.

        Starts with r, then goes to r.reference (if exists),
        then to r.reference.reference, etc.
        until we hit ``ref_limit`` or a reference loop.
2482
2483
2484
2485
2486

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
2487
2488
2489

        Returns
        -------
2490
2491
2492
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
2493
        head = self
2494
        ref_chain = set()
2495
2496
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
2497
                ref_chain.add(head)
2498
2499
2500
2501
2502
2503
                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
Nikita Titov's avatar
Nikita Titov committed
2504
        return ref_chain
2505

2506
    def add_features_from(self, other: "Dataset") -> "Dataset":
2507
2508
2509
2510
2511
2512
2513
2514
2515
2516
2517
2518
2519
2520
2521
2522
2523
        """Add features from other Dataset to the current Dataset.

        Both Datasets must be constructed before calling this method.

        Parameters
        ----------
        other : Dataset
            The Dataset to take features from.

        Returns
        -------
        self : Dataset
            Dataset with the new features added.
        """
        if self.handle is None or other.handle is None:
            raise ValueError('Both source and target Datasets must be constructed before adding features')
        _safe_call(_LIB.LGBM_DatasetAddFeaturesFrom(self.handle, other.handle))
Guolin Ke's avatar
Guolin Ke committed
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533
        was_none = self.data is None
        old_self_data_type = type(self.data).__name__
        if other.data is None:
            self.data = None
        elif self.data is not None:
            if isinstance(self.data, np.ndarray):
                if isinstance(other.data, np.ndarray):
                    self.data = np.hstack((self.data, other.data))
                elif scipy.sparse.issparse(other.data):
                    self.data = np.hstack((self.data, other.data.toarray()))
2534
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2535
                    self.data = np.hstack((self.data, other.data.values))
2536
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2537
2538
2539
2540
2541
2542
2543
                    self.data = np.hstack((self.data, other.data.to_numpy()))
                else:
                    self.data = None
            elif scipy.sparse.issparse(self.data):
                sparse_format = self.data.getformat()
                if isinstance(other.data, np.ndarray) or scipy.sparse.issparse(other.data):
                    self.data = scipy.sparse.hstack((self.data, other.data), format=sparse_format)
2544
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2545
                    self.data = scipy.sparse.hstack((self.data, other.data.values), format=sparse_format)
2546
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2547
2548
2549
                    self.data = scipy.sparse.hstack((self.data, other.data.to_numpy()), format=sparse_format)
                else:
                    self.data = None
2550
            elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2551
2552
                if not PANDAS_INSTALLED:
                    raise LightGBMError("Cannot add features to DataFrame type of raw data "
2553
2554
                                        "without pandas installed. "
                                        "Install pandas and restart your session.")
Guolin Ke's avatar
Guolin Ke committed
2555
                if isinstance(other.data, np.ndarray):
2556
                    self.data = concat((self.data, pd_DataFrame(other.data)),
Guolin Ke's avatar
Guolin Ke committed
2557
2558
                                       axis=1, ignore_index=True)
                elif scipy.sparse.issparse(other.data):
2559
                    self.data = concat((self.data, pd_DataFrame(other.data.toarray())),
Guolin Ke's avatar
Guolin Ke committed
2560
                                       axis=1, ignore_index=True)
2561
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2562
2563
                    self.data = concat((self.data, other.data),
                                       axis=1, ignore_index=True)
2564
2565
                elif isinstance(other.data, dt_DataTable):
                    self.data = concat((self.data, pd_DataFrame(other.data.to_numpy())),
Guolin Ke's avatar
Guolin Ke committed
2566
2567
2568
                                       axis=1, ignore_index=True)
                else:
                    self.data = None
2569
            elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2570
                if isinstance(other.data, np.ndarray):
2571
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data)))
Guolin Ke's avatar
Guolin Ke committed
2572
                elif scipy.sparse.issparse(other.data):
2573
2574
2575
2576
2577
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.toarray())))
                elif isinstance(other.data, pd_DataFrame):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.values)))
                elif isinstance(other.data, dt_DataTable):
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data.to_numpy())))
Guolin Ke's avatar
Guolin Ke committed
2578
2579
2580
2581
2582
                else:
                    self.data = None
            else:
                self.data = None
        if self.data is None:
2583
2584
            err_msg = (f"Cannot add features from {type(other.data).__name__} type of raw data to "
                       f"{old_self_data_type} type of raw data.\n")
Guolin Ke's avatar
Guolin Ke committed
2585
2586
            err_msg += ("Set free_raw_data=False when construct Dataset to avoid this"
                        if was_none else "Freeing raw data")
2587
            _log_warning(err_msg)
Guolin Ke's avatar
Guolin Ke committed
2588
        self.feature_name = self.get_feature_name()
2589
2590
        _log_warning("Reseting categorical features.\n"
                     "You can set new categorical features via ``set_categorical_feature`` method")
Guolin Ke's avatar
Guolin Ke committed
2591
2592
        self.categorical_feature = "auto"
        self.pandas_categorical = None
2593
2594
        return self

2595
    def _dump_text(self, filename: Union[str, Path]) -> "Dataset":
2596
2597
2598
2599
2600
2601
        """Save Dataset to a text file.

        This format cannot be loaded back in by LightGBM, but is useful for debugging purposes.

        Parameters
        ----------
2602
        filename : str or pathlib.Path
2603
2604
2605
2606
2607
2608
2609
2610
2611
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetDumpText(
            self.construct().handle,
2612
            c_str(str(filename))))
2613
2614
        return self

wxchan's avatar
wxchan committed
2615

2616
2617
2618
2619
2620
2621
_LGBM_CustomObjectiveFunction = Callable[
    [np.ndarray, Dataset],
    Tuple[np.ndarray, np.ndarray]
]


2622
class Booster:
2623
    """Booster in LightGBM."""
2624

2625
2626
2627
2628
2629
2630
2631
    def __init__(
        self,
        params: Optional[Dict[str, Any]] = None,
        train_set: Optional[Dataset] = None,
        model_file: Optional[Union[str, Path]] = None,
        model_str: Optional[str] = None
    ):
2632
        """Initialize the Booster.
wxchan's avatar
wxchan committed
2633
2634
2635

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2636
        params : dict or None, optional (default=None)
2637
2638
2639
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
2640
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
2641
            Path to the model file.
2642
        model_str : str or None, optional (default=None)
2643
            Model will be loaded from this string.
wxchan's avatar
wxchan committed
2644
        """
2645
        self.handle = None
2646
        self.network = False
wxchan's avatar
wxchan committed
2647
        self.__need_reload_eval_info = True
2648
        self._train_data_name = "training"
2649
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
2650
        self.best_iteration = -1
wxchan's avatar
wxchan committed
2651
        self.best_score = {}
2652
        params = {} if params is None else deepcopy(params)
wxchan's avatar
wxchan committed
2653
        if train_set is not None:
2654
            # Training task
wxchan's avatar
wxchan committed
2655
            if not isinstance(train_set, Dataset):
2656
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
2672
2673
2674
2675
2676
2677
2678
2679
2680
2681
2682
2683
2684
2685
2686
2687
2688
2689
2690
            params = _choose_param_value(
                main_param_name="machines",
                params=params,
                default_value=None
            )
            # if "machines" is given, assume user wants to do distributed learning, and set up network
            if params["machines"] is None:
                params.pop("machines", None)
            else:
                machines = params["machines"]
                if isinstance(machines, str):
                    num_machines_from_machine_list = len(machines.split(','))
                elif isinstance(machines, (list, set)):
                    num_machines_from_machine_list = len(machines)
                    machines = ','.join(machines)
                else:
                    raise ValueError("Invalid machines in params.")

                params = _choose_param_value(
                    main_param_name="num_machines",
                    params=params,
                    default_value=num_machines_from_machine_list
                )
                params = _choose_param_value(
                    main_param_name="local_listen_port",
                    params=params,
                    default_value=12400
                )
                self.set_network(
                    machines=machines,
                    local_listen_port=params["local_listen_port"],
                    listen_time_out=params.get("time_out", 120),
                    num_machines=params["num_machines"]
                )
2691
            # construct booster object
2692
2693
2694
2695
            train_set.construct()
            # copy the parameters from train_set
            params.update(train_set.get_params())
            params_str = param_dict_to_str(params)
2696
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2697
            _safe_call(_LIB.LGBM_BoosterCreate(
2698
                train_set.handle,
wxchan's avatar
wxchan committed
2699
2700
                c_str(params_str),
                ctypes.byref(self.handle)))
2701
            # save reference to data
wxchan's avatar
wxchan committed
2702
2703
2704
2705
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
2706
2707
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
2708
2709
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
2710
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
2711
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2712
2713
2714
2715
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2716
            # buffer for inner predict
wxchan's avatar
wxchan committed
2717
2718
2719
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
2720
            self.pandas_categorical = train_set.pandas_categorical
2721
            self.train_set_version = train_set.version
wxchan's avatar
wxchan committed
2722
        elif model_file is not None:
2723
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
2724
            out_num_iterations = ctypes.c_int(0)
2725
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2726
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
2727
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
2728
2729
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2730
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2731
2732
2733
2734
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2735
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
2736
        elif model_str is not None:
2737
            self.model_from_string(model_str)
wxchan's avatar
wxchan committed
2738
        else:
2739
2740
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
2741
        self.params = params
wxchan's avatar
wxchan committed
2742

2743
    def __del__(self) -> None:
2744
2745
2746
2747
2748
2749
2750
2751
2752
2753
        try:
            if self.network:
                self.free_network()
        except AttributeError:
            pass
        try:
            if self.handle is not None:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
2754

2755
    def __copy__(self) -> "Booster":
wxchan's avatar
wxchan committed
2756
2757
        return self.__deepcopy__(None)

2758
    def __deepcopy__(self, _) -> "Booster":
2759
        model_str = self.model_to_string(num_iteration=-1)
2760
        booster = Booster(model_str=model_str)
2761
        return booster
wxchan's avatar
wxchan committed
2762
2763
2764
2765
2766
2767
2768

    def __getstate__(self):
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
2769
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
2770
2771
2772
        return this

    def __setstate__(self, state):
2773
2774
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
2775
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
2776
            out_num_iterations = ctypes.c_int(0)
2777
2778
2779
2780
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
2781
2782
2783
            state['handle'] = handle
        self.__dict__.update(state)

2784
    def free_dataset(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
2785
2786
2787
2788
2789
2790
2791
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
2792
2793
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
2794
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
2795
        return self
wxchan's avatar
wxchan committed
2796

2797
    def _free_buffer(self) -> "Booster":
2798
2799
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
2800
        return self
2801

2802
2803
2804
2805
2806
2807
2808
    def set_network(
        self,
        machines: Union[List[str], Set[str], str],
        local_listen_port: int = 12400,
        listen_time_out: int = 120,
        num_machines: int = 1
    ) -> "Booster":
2809
2810
2811
2812
        """Set the network configuration.

        Parameters
        ----------
2813
        machines : list, set or str
2814
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
2815
        local_listen_port : int, optional (default=12400)
2816
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
2817
        listen_time_out : int, optional (default=120)
2818
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
2819
        num_machines : int, optional (default=1)
2820
            The number of machines for distributed learning application.
Nikita Titov's avatar
Nikita Titov committed
2821
2822
2823
2824
2825

        Returns
        -------
        self : Booster
            Booster with set network.
2826
        """
2827
2828
        if isinstance(machines, (list, set)):
            machines = ','.join(machines)
2829
2830
2831
2832
2833
        _safe_call(_LIB.LGBM_NetworkInit(c_str(machines),
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
        self.network = True
Nikita Titov's avatar
Nikita Titov committed
2834
        return self
2835

2836
    def free_network(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
2837
2838
2839
2840
2841
2842
2843
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
2844
2845
        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False
Nikita Titov's avatar
Nikita Titov committed
2846
        return self
2847

2848
    def trees_to_dataframe(self) -> pd_DataFrame:
2849
2850
        """Parse the fitted model and return in an easy-to-read pandas DataFrame.

2851
2852
2853
2854
        The returned DataFrame has the following columns.

            - ``tree_index`` : int64, which tree a node belongs to. 0-based, so a value of ``6``, for example, means "this node is in the 7th tree".
            - ``node_depth`` : int64, how far a node is from the root of the tree. The root node has a value of ``1``, its direct children are ``2``, etc.
2855
2856
2857
2858
2859
            - ``node_index`` : str, unique identifier for a node.
            - ``left_child`` : str, ``node_index`` of the child node to the left of a split. ``None`` for leaf nodes.
            - ``right_child`` : str, ``node_index`` of the child node to the right of a split. ``None`` for leaf nodes.
            - ``parent_index`` : str, ``node_index`` of this node's parent. ``None`` for the root node.
            - ``split_feature`` : str, name of the feature used for splitting. ``None`` for leaf nodes.
2860
2861
            - ``split_gain`` : float64, gain from adding this split to the tree. ``NaN`` for leaf nodes.
            - ``threshold`` : float64, value of the feature used to decide which side of the split a record will go down. ``NaN`` for leaf nodes.
2862
            - ``decision_type`` : str, logical operator describing how to compare a value to ``threshold``.
2863
2864
              For example, ``split_feature = "Column_10", threshold = 15, decision_type = "<="`` means that
              records where ``Column_10 <= 15`` follow the left side of the split, otherwise follows the right side of the split. ``None`` for leaf nodes.
2865
2866
            - ``missing_direction`` : str, split direction that missing values should go to. ``None`` for leaf nodes.
            - ``missing_type`` : str, describes what types of values are treated as missing.
2867
            - ``value`` : float64, predicted value for this leaf node, multiplied by the learning rate.
2868
            - ``weight`` : float64 or int64, sum of Hessian (second-order derivative of objective), summed over observations that fall in this node.
2869
2870
            - ``count`` : int64, number of records in the training data that fall into this node.

2871
2872
2873
2874
2875
2876
        Returns
        -------
        result : pandas DataFrame
            Returns a pandas DataFrame of the parsed model.
        """
        if not PANDAS_INSTALLED:
2877
2878
            raise LightGBMError('This method cannot be run without pandas installed. '
                                'You must install pandas and restart your session to use this method.')
2879
2880
2881
2882
2883
2884
2885
2886
2887
2888
2889

        if self.num_trees() == 0:
            raise LightGBMError('There are no trees in this Booster and thus nothing to parse')

        def _is_split_node(tree):
            return 'split_index' in tree.keys()

        def create_node_record(tree, node_depth=1, tree_index=None,
                               feature_names=None, parent_node=None):

            def _get_node_index(tree, tree_index):
2890
                tree_num = f'{tree_index}-' if tree_index is not None else ''
2891
2892
2893
                is_split = _is_split_node(tree)
                node_type = 'S' if is_split else 'L'
                # if a single node tree it won't have `leaf_index` so return 0
2894
2895
                node_num = tree.get('split_index' if is_split else 'leaf_index', 0)
                return f"{tree_num}{node_type}{node_num}"
2896
2897
2898
2899
2900
2901
2902
2903
2904
2905
2906
2907

            def _get_split_feature(tree, feature_names):
                if _is_split_node(tree):
                    if feature_names is not None:
                        feature_name = feature_names[tree['split_feature']]
                    else:
                        feature_name = tree['split_feature']
                else:
                    feature_name = None
                return feature_name

            def _is_single_node_tree(tree):
2908
                return set(tree.keys()) == {'leaf_value'}
2909
2910
2911
2912
2913
2914
2915
2916
2917
2918
2919
2920
2921
2922
2923
2924
2925
2926
2927
2928
2929
2930
2931
2932
2933
2934
2935
2936
2937
2938
2939
2940
2941
2942
2943
2944
2945
2946
2947
2948
2949
2950
2951
2952
2953
2954
2955
2956
2957
2958
2959
2960
2961
2962
2963
2964
2965
2966
2967
2968
2969
2970
2971
2972
2973
2974
2975
2976
2977
2978
2979
2980
2981

            # Create the node record, and populate universal data members
            node = OrderedDict()
            node['tree_index'] = tree_index
            node['node_depth'] = node_depth
            node['node_index'] = _get_node_index(tree, tree_index)
            node['left_child'] = None
            node['right_child'] = None
            node['parent_index'] = parent_node
            node['split_feature'] = _get_split_feature(tree, feature_names)
            node['split_gain'] = None
            node['threshold'] = None
            node['decision_type'] = None
            node['missing_direction'] = None
            node['missing_type'] = None
            node['value'] = None
            node['weight'] = None
            node['count'] = None

            # Update values to reflect node type (leaf or split)
            if _is_split_node(tree):
                node['left_child'] = _get_node_index(tree['left_child'], tree_index)
                node['right_child'] = _get_node_index(tree['right_child'], tree_index)
                node['split_gain'] = tree['split_gain']
                node['threshold'] = tree['threshold']
                node['decision_type'] = tree['decision_type']
                node['missing_direction'] = 'left' if tree['default_left'] else 'right'
                node['missing_type'] = tree['missing_type']
                node['value'] = tree['internal_value']
                node['weight'] = tree['internal_weight']
                node['count'] = tree['internal_count']
            else:
                node['value'] = tree['leaf_value']
                if not _is_single_node_tree(tree):
                    node['weight'] = tree['leaf_weight']
                    node['count'] = tree['leaf_count']

            return node

        def tree_dict_to_node_list(tree, node_depth=1, tree_index=None,
                                   feature_names=None, parent_node=None):

            node = create_node_record(tree,
                                      node_depth=node_depth,
                                      tree_index=tree_index,
                                      feature_names=feature_names,
                                      parent_node=parent_node)

            res = [node]

            if _is_split_node(tree):
                # traverse the next level of the tree
                children = ['left_child', 'right_child']
                for child in children:
                    subtree_list = tree_dict_to_node_list(
                        tree[child],
                        node_depth=node_depth + 1,
                        tree_index=tree_index,
                        feature_names=feature_names,
                        parent_node=node['node_index'])
                    # In tree format, "subtree_list" is a list of node records (dicts),
                    # and we add node to the list.
                    res.extend(subtree_list)
            return res

        model_dict = self.dump_model()
        feature_names = model_dict['feature_names']
        model_list = []
        for tree in model_dict['tree_info']:
            model_list.extend(tree_dict_to_node_list(tree['tree_structure'],
                                                     tree_index=tree['tree_index'],
                                                     feature_names=feature_names))

2982
        return pd_DataFrame(model_list, columns=model_list[0].keys())
2983

2984
    def set_train_data_name(self, name: str) -> "Booster":
2985
2986
2987
2988
        """Set the name to the training Dataset.

        Parameters
        ----------
2989
        name : str
Nikita Titov's avatar
Nikita Titov committed
2990
2991
2992
2993
2994
2995
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
2996
        """
2997
        self._train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
2998
        return self
wxchan's avatar
wxchan committed
2999

3000
    def add_valid(self, data: Dataset, name: str) -> "Booster":
3001
        """Add validation data.
wxchan's avatar
wxchan committed
3002
3003
3004
3005

        Parameters
        ----------
        data : Dataset
3006
            Validation data.
3007
        name : str
3008
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
3009
3010
3011
3012
3013

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
3014
        """
Guolin Ke's avatar
Guolin Ke committed
3015
        if not isinstance(data, Dataset):
3016
            raise TypeError(f'Validation data should be Dataset instance, met {type(data).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3017
        if data._predictor is not self.__init_predictor:
3018
3019
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3020
3021
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
3022
            data.construct().handle))
wxchan's avatar
wxchan committed
3023
3024
3025
3026
3027
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Nikita Titov's avatar
Nikita Titov committed
3028
        return self
wxchan's avatar
wxchan committed
3029

3030
    def reset_parameter(self, params: Dict[str, Any]) -> "Booster":
3031
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
3032
3033
3034
3035

        Parameters
        ----------
        params : dict
3036
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
3037
3038
3039
3040
3041

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
3042
3043
3044
3045
3046
3047
        """
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
3048
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
3049
        return self
wxchan's avatar
wxchan committed
3050

3051
3052
3053
3054
3055
    def update(
        self,
        train_set: Optional[Dataset] = None,
        fobj: Optional[_LGBM_CustomObjectiveFunction] = None
    ) -> bool:
Nikita Titov's avatar
Nikita Titov committed
3056
        """Update Booster for one iteration.
3057

wxchan's avatar
wxchan committed
3058
3059
        Parameters
        ----------
3060
3061
3062
3063
        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
wxchan's avatar
wxchan committed
3064
            Customized objective function.
3065
3066
3067
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

3068
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3069
                    The predicted values.
3070
3071
                    Predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task.
3072
3073
                train_data : Dataset
                    The training dataset.
3074
                grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3075
3076
                    The value of the first order derivative (gradient) of the loss
                    with respect to the elements of preds for each sample point.
3077
                hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3078
3079
                    The value of the second order derivative (Hessian) of the loss
                    with respect to the elements of preds for each sample point.
wxchan's avatar
wxchan committed
3080

3081
            For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes],
3082
            and grad and hess should be returned in the same format.
3083

wxchan's avatar
wxchan committed
3084
3085
        Returns
        -------
3086
3087
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
3088
        """
3089
        # need reset training data
3090
3091
3092
3093
3094
3095
        if train_set is None and self.train_set_version != self.train_set.version:
            train_set = self.train_set
            is_the_same_train_set = False
        else:
            is_the_same_train_set = train_set is self.train_set and self.train_set_version == train_set.version
        if train_set is not None and not is_the_same_train_set:
Guolin Ke's avatar
Guolin Ke committed
3096
            if not isinstance(train_set, Dataset):
3097
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3098
            if train_set._predictor is not self.__init_predictor:
3099
3100
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3101
3102
3103
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
3104
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
3105
            self.__inner_predict_buffer[0] = None
3106
            self.train_set_version = self.train_set.version
wxchan's avatar
wxchan committed
3107
3108
        is_finished = ctypes.c_int(0)
        if fobj is None:
3109
            if self.__set_objective_to_none:
3110
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
3111
3112
3113
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
3114
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3115
3116
            return is_finished.value == 1
        else:
3117
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
3118
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
3119
3120
3121
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

3122
3123
3124
3125
3126
    def __boost(
        self,
        grad: np.ndarray,
        hess: np.ndarray
    ) -> bool:
3127
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
3128

Nikita Titov's avatar
Nikita Titov committed
3129
3130
        .. note::

3131
3132
            Score is returned before any transformation,
            e.g. it is raw margin instead of probability of positive class for binary task.
3133
            For multi-class task, score are numpy 2-D array of shape = [n_samples, n_classes],
3134
            and grad and hess should be returned in the same format.
3135

wxchan's avatar
wxchan committed
3136
3137
        Parameters
        ----------
3138
        grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3139
3140
            The value of the first order derivative (gradient) of the loss
            with respect to the elements of score for each sample point.
3141
        hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3142
3143
            The value of the second order derivative (Hessian) of the loss
            with respect to the elements of score for each sample point.
wxchan's avatar
wxchan committed
3144
3145
3146

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3147
3148
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
3149
        """
3150
3151
3152
        if self.__num_class > 1:
            grad = grad.ravel(order='F')
            hess = hess.ravel(order='F')
3153
3154
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
3155
3156
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
3157
        if len(grad) != len(hess):
3158
3159
            raise ValueError(f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) don't match")
        num_train_data = self.train_set.num_data()
3160
        if len(grad) != num_train_data * self.__num_class:
3161
3162
3163
            raise ValueError(
                f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) "
                f"don't match training data length ({num_train_data}) * "
3164
                f"number of models per one iteration ({self.__num_class})"
3165
            )
wxchan's avatar
wxchan committed
3166
3167
3168
3169
3170
3171
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
3172
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3173
3174
        return is_finished.value == 1

3175
    def rollback_one_iter(self) -> "Booster":
Nikita Titov's avatar
Nikita Titov committed
3176
3177
3178
3179
3180
3181
3182
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
3183
3184
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
3185
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
3186
        return self
wxchan's avatar
wxchan committed
3187

3188
    def current_iteration(self) -> int:
3189
3190
3191
3192
3193
3194
3195
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
3196
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3197
3198
3199
3200
3201
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

3202
    def num_model_per_iteration(self) -> int:
3203
3204
3205
3206
3207
3208
3209
3210
3211
3212
3213
3214
3215
        """Get number of models per iteration.

        Returns
        -------
        model_per_iter : int
            The number of models per iteration.
        """
        model_per_iter = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterNumModelPerIteration(
            self.handle,
            ctypes.byref(model_per_iter)))
        return model_per_iter.value

3216
    def num_trees(self) -> int:
3217
3218
3219
3220
3221
3222
3223
3224
3225
3226
3227
3228
3229
        """Get number of weak sub-models.

        Returns
        -------
        num_trees : int
            The number of weak sub-models.
        """
        num_trees = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterNumberOfTotalModel(
            self.handle,
            ctypes.byref(num_trees)))
        return num_trees.value

3230
    def upper_bound(self) -> float:
3231
3232
3233
3234
        """Get upper bound value of a model.

        Returns
        -------
3235
        upper_bound : float
3236
3237
3238
3239
3240
3241
3242
3243
            Upper bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetUpperBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

3244
    def lower_bound(self) -> float:
3245
3246
3247
3248
        """Get lower bound value of a model.

        Returns
        -------
3249
        lower_bound : float
3250
3251
3252
3253
3254
3255
3256
3257
            Lower bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLowerBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

wxchan's avatar
wxchan committed
3258
    def eval(self, data, name, feval=None):
3259
        """Evaluate for data.
wxchan's avatar
wxchan committed
3260
3261
3262

        Parameters
        ----------
3263
3264
        data : Dataset
            Data for the evaluating.
3265
        name : str
3266
            Name of the data.
3267
        feval : callable, list of callable, or None, optional (default=None)
3268
            Customized evaluation function.
3269
            Each evaluation function should accept two parameters: preds, eval_data,
3270
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3271

3272
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3273
                    The predicted values.
3274
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3275
                    If custom objective function is used, predicted values are returned before any transformation,
3276
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3277
                eval_data : Dataset
3278
                    A ``Dataset`` to evaluate.
3279
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3280
                    The name of evaluation function (without whitespace).
3281
3282
3283
3284
3285
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3286
3287
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3288
        result : list
3289
            List with evaluation results.
wxchan's avatar
wxchan committed
3290
        """
Guolin Ke's avatar
Guolin Ke committed
3291
3292
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
3293
3294
3295
3296
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
3297
            for i in range(len(self.valid_sets)):
wxchan's avatar
wxchan committed
3298
3299
3300
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
3301
        # need to push new valid data
wxchan's avatar
wxchan committed
3302
3303
3304
3305
3306
3307
3308
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

    def eval_train(self, feval=None):
3309
        """Evaluate for training data.
wxchan's avatar
wxchan committed
3310
3311
3312

        Parameters
        ----------
3313
        feval : callable, list of callable, or None, optional (default=None)
3314
            Customized evaluation function.
3315
            Each evaluation function should accept two parameters: preds, eval_data,
3316
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3317

3318
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3319
                    The predicted values.
3320
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3321
                    If custom objective function is used, predicted values are returned before any transformation,
3322
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3323
                eval_data : Dataset
3324
                    The training dataset.
3325
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3326
                    The name of evaluation function (without whitespace).
3327
3328
3329
3330
3331
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3332
3333
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3334
        result : list
3335
            List with evaluation results.
wxchan's avatar
wxchan committed
3336
        """
3337
        return self.__inner_eval(self._train_data_name, 0, feval)
wxchan's avatar
wxchan committed
3338
3339

    def eval_valid(self, feval=None):
3340
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
3341
3342
3343

        Parameters
        ----------
3344
        feval : callable, list of callable, or None, optional (default=None)
3345
            Customized evaluation function.
3346
            Each evaluation function should accept two parameters: preds, eval_data,
3347
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3348

3349
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3350
                    The predicted values.
3351
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3352
                    If custom objective function is used, predicted values are returned before any transformation,
3353
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
Akshita Dixit's avatar
Akshita Dixit committed
3354
                eval_data : Dataset
3355
                    The validation dataset.
3356
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3357
                    The name of evaluation function (without whitespace).
3358
3359
3360
3361
3362
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

wxchan's avatar
wxchan committed
3363
3364
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3365
        result : list
3366
            List with evaluation results.
wxchan's avatar
wxchan committed
3367
        """
3368
        return [item for i in range(1, self.__num_dataset)
wxchan's avatar
wxchan committed
3369
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
3370

3371
3372
3373
3374
3375
3376
3377
    def save_model(
        self,
        filename: Union[str, Path],
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> "Booster":
3378
        """Save Booster to file.
wxchan's avatar
wxchan committed
3379
3380
3381

        Parameters
        ----------
3382
        filename : str or pathlib.Path
3383
            Filename to save Booster.
3384
3385
3386
3387
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3388
        start_iteration : int, optional (default=0)
3389
            Start index of the iteration that should be saved.
3390
        importance_type : str, optional (default="split")
3391
3392
3393
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
Nikita Titov's avatar
Nikita Titov committed
3394
3395
3396
3397
3398

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
3399
        """
3400
        if num_iteration is None:
3401
            num_iteration = self.best_iteration
3402
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3403
3404
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
3405
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3406
            ctypes.c_int(num_iteration),
3407
            ctypes.c_int(importance_type_int),
3408
            c_str(str(filename))))
3409
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
3410
        return self
wxchan's avatar
wxchan committed
3411

3412
3413
3414
3415
3416
    def shuffle_models(
        self,
        start_iteration: int = 0,
        end_iteration: int = -1
    ) -> "Booster":
3417
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
3418

3419
3420
3421
        Parameters
        ----------
        start_iteration : int, optional (default=0)
3422
            The first iteration that will be shuffled.
3423
3424
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
3425
            If <= 0, means the last available iteration.
3426

Nikita Titov's avatar
Nikita Titov committed
3427
3428
3429
3430
        Returns
        -------
        self : Booster
            Booster with shuffled models.
3431
        """
3432
3433
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
3434
3435
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
3436
        return self
3437

3438
    def model_from_string(self, model_str: str) -> "Booster":
3439
3440
3441
3442
        """Load Booster from a string.

        Parameters
        ----------
3443
        model_str : str
3444
3445
3446
3447
            Model will be loaded from this string.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3448
        self : Booster
3449
3450
            Loaded Booster object.
        """
3451
3452
3453
3454
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
3455
3456
3457
3458
3459
3460
3461
3462
3463
3464
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
            c_str(model_str),
            ctypes.byref(out_num_iterations),
            ctypes.byref(self.handle)))
        out_num_class = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumClasses(
            self.handle,
            ctypes.byref(out_num_class)))
        self.__num_class = out_num_class.value
3465
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
3466
3467
        return self

3468
3469
3470
3471
3472
3473
    def model_to_string(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split'
    ) -> str:
3474
        """Save Booster to string.
3475

3476
3477
3478
3479
3480
3481
        Parameters
        ----------
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
3482
        start_iteration : int, optional (default=0)
3483
            Start index of the iteration that should be saved.
3484
        importance_type : str, optional (default="split")
3485
3486
3487
            What type of feature importance should be saved.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3488
3489
3490

        Returns
        -------
3491
        str_repr : str
3492
3493
            String representation of Booster.
        """
3494
        if num_iteration is None:
3495
            num_iteration = self.best_iteration
3496
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3497
        buffer_len = 1 << 20
3498
        tmp_out_len = ctypes.c_int64(0)
3499
3500
3501
3502
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterSaveModelToString(
            self.handle,
3503
            ctypes.c_int(start_iteration),
3504
            ctypes.c_int(num_iteration),
3505
            ctypes.c_int(importance_type_int),
3506
            ctypes.c_int64(buffer_len),
3507
3508
3509
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
3510
        # if buffer length is not long enough, re-allocate a buffer
3511
3512
3513
3514
3515
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterSaveModelToString(
                self.handle,
3516
                ctypes.c_int(start_iteration),
3517
                ctypes.c_int(num_iteration),
3518
                ctypes.c_int(importance_type_int),
3519
                ctypes.c_int64(actual_len),
3520
3521
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
3522
        ret = string_buffer.value.decode('utf-8')
3523
3524
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
3525

3526
3527
3528
3529
3530
3531
3532
    def dump_model(
        self,
        num_iteration: Optional[int] = None,
        start_iteration: int = 0,
        importance_type: str = 'split',
        object_hook: Optional[Callable[[Dict[str, Any]], Dict[str, Any]]] = None
    ) -> Dict[str, Any]:
Nikita Titov's avatar
Nikita Titov committed
3533
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
3534

3535
3536
        Parameters
        ----------
3537
3538
3539
3540
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be dumped.
            If None, if the best iteration exists, it is dumped; otherwise, all iterations are dumped.
            If <= 0, all iterations are dumped.
Nikita Titov's avatar
Nikita Titov committed
3541
        start_iteration : int, optional (default=0)
3542
            Start index of the iteration that should be dumped.
3543
        importance_type : str, optional (default="split")
3544
3545
3546
            What type of feature importance should be dumped.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3547
3548
3549
3550
3551
3552
3553
3554
3555
        object_hook : callable or None, optional (default=None)
            If not None, ``object_hook`` is a function called while parsing the json
            string returned by the C API. It may be used to alter the json, to store
            specific values while building the json structure. It avoids
            walking through the structure again. It saves a significant amount
            of time if the number of trees is huge.
            Signature is ``def object_hook(node: dict) -> dict``.
            None is equivalent to ``lambda node: node``.
            See documentation of ``json.loads()`` for further details.
3556

wxchan's avatar
wxchan committed
3557
3558
        Returns
        -------
3559
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
3560
            JSON format of Booster.
wxchan's avatar
wxchan committed
3561
        """
3562
        if num_iteration is None:
3563
            num_iteration = self.best_iteration
3564
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3565
        buffer_len = 1 << 20
3566
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
3567
3568
3569
3570
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
3571
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3572
            ctypes.c_int(num_iteration),
3573
            ctypes.c_int(importance_type_int),
3574
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
3575
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3576
            ptr_string_buffer))
wxchan's avatar
wxchan committed
3577
        actual_len = tmp_out_len.value
3578
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
3579
3580
3581
3582
3583
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
3584
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3585
                ctypes.c_int(num_iteration),
3586
                ctypes.c_int(importance_type_int),
3587
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
3588
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3589
                ptr_string_buffer))
3590
        ret = json.loads(string_buffer.value.decode('utf-8'), object_hook=object_hook)
3591
3592
3593
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
                                                          default=json_default_with_numpy))
        return ret
wxchan's avatar
wxchan committed
3594

3595
3596
3597
3598
3599
3600
3601
3602
3603
3604
3605
3606
    def predict(
        self,
        data,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        raw_score: bool = False,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        data_has_header: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ):
3607
        """Make a prediction.
wxchan's avatar
wxchan committed
3608
3609
3610

        Parameters
        ----------
3611
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
3612
            Data source for prediction.
3613
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3614
        start_iteration : int, optional (default=0)
3615
            Start index of the iteration to predict.
3616
            If <= 0, starts from the first iteration.
3617
        num_iteration : int or None, optional (default=None)
3618
3619
3620
3621
            Total number of iterations used in the prediction.
            If None, if the best iteration exists and start_iteration <= 0, the best iteration is used;
            otherwise, all iterations from ``start_iteration`` are used (no limits).
            If <= 0, all iterations from ``start_iteration`` are used (no limits).
3622
3623
3624
3625
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
3626
3627
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
3628

Nikita Titov's avatar
Nikita Titov committed
3629
3630
3631
3632
3633
3634
3635
            .. note::

                If you want to get more explanations for your model's predictions using SHAP values,
                like SHAP interaction values,
                you can install the shap package (https://github.com/slundberg/shap).
                Note that unlike the shap package, with ``pred_contrib`` we return a matrix with an extra
                column, where the last column is the expected value.
3636

3637
3638
        data_has_header : bool, optional (default=False)
            Whether the data has header.
3639
            Used only if data is str.
3640
3641
3642
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to predict match the ones used to train.
            Used only if data is pandas DataFrame.
3643
3644
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
3645
3646
3647

        Returns
        -------
3648
        result : numpy array, scipy.sparse or list of scipy.sparse
3649
            Prediction result.
3650
            Can be sparse or a list of sparse objects (each element represents predictions for one class) for feature contributions (when ``pred_contrib=True``).
wxchan's avatar
wxchan committed
3651
        """
3652
        predictor = self._to_predictor(deepcopy(kwargs))
3653
        if num_iteration is None:
3654
            if start_iteration <= 0:
3655
3656
3657
3658
                num_iteration = self.best_iteration
            else:
                num_iteration = -1
        return predictor.predict(data, start_iteration, num_iteration,
3659
                                 raw_score, pred_leaf, pred_contrib,
3660
                                 data_has_header, validate_features)
wxchan's avatar
wxchan committed
3661

3662
3663
3664
3665
3666
3667
3668
3669
3670
3671
3672
3673
3674
    def refit(
        self,
        data,
        label,
        decay_rate=0.9,
        reference=None,
        weight=None,
        group=None,
        init_score=None,
        feature_name='auto',
        categorical_feature='auto',
        dataset_params=None,
        free_raw_data=True,
3675
        validate_features=False,
3676
3677
        **kwargs
    ):
Guolin Ke's avatar
Guolin Ke committed
3678
3679
3680
3681
        """Refit the existing Booster by new data.

        Parameters
        ----------
3682
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
3683
            Data source for refit.
3684
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3685
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
3686
3687
            Label for refit.
        decay_rate : float, optional (default=0.9)
3688
3689
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
3690
3691
3692
        reference : Dataset or None, optional (default=None)
            Reference for ``data``.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
3693
            Weight for each ``data`` instance. Weights should be non-negative.
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
3708
3709
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
            Group/query size for ``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.
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None, optional (default=None)
            Init score for ``data``.
        feature_name : list of str, or 'auto', optional (default="auto")
            Feature names for ``data``.
            If 'auto' and data is pandas DataFrame, data columns names are used.
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
            Categorical features for ``data``.
            If list of int, interpreted as indices.
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
3710
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
3711
3712
3713
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
            All negative values in categorical features will be treated as missing values.
            The output cannot be monotonically constrained with respect to a categorical feature.
3714
            Floating point numbers in categorical features will be rounded towards 0.
3715
3716
3717
3718
        dataset_params : dict or None, optional (default=None)
            Other parameters for Dataset ``data``.
        free_raw_data : bool, optional (default=True)
            If True, raw data is freed after constructing inner Dataset for ``data``.
3719
3720
3721
        validate_features : bool, optional (default=False)
            If True, ensure that the features used to refit the model match the original ones.
            Used only if data is pandas DataFrame.
3722
3723
        **kwargs
            Other parameters for refit.
3724
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
3725
3726
3727
3728
3729
3730

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
3731
3732
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
3733
3734
        if dataset_params is None:
            dataset_params = {}
3735
        predictor = self._to_predictor(deepcopy(kwargs))
3736
        leaf_preds = predictor.predict(data, -1, pred_leaf=True, validate_features=validate_features)
3737
        nrow, ncol = leaf_preds.shape
3738
        out_is_linear = ctypes.c_int(0)
3739
3740
3741
        _safe_call(_LIB.LGBM_BoosterGetLinear(
            self.handle,
            ctypes.byref(out_is_linear)))
Nikita Titov's avatar
Nikita Titov committed
3742
3743
3744
3745
3746
        new_params = _choose_param_value(
            main_param_name="linear_tree",
            params=self.params,
            default_value=None
        )
3747
        new_params["linear_tree"] = bool(out_is_linear.value)
3748
3749
3750
3751
3752
3753
3754
3755
3756
3757
3758
3759
3760
        new_params.update(dataset_params)
        train_set = Dataset(
            data=data,
            label=label,
            reference=reference,
            weight=weight,
            group=group,
            init_score=init_score,
            feature_name=feature_name,
            categorical_feature=categorical_feature,
            params=new_params,
            free_raw_data=free_raw_data,
        )
3761
        new_params['refit_decay_rate'] = decay_rate
3762
        new_booster = Booster(new_params, train_set)
Guolin Ke's avatar
Guolin Ke committed
3763
3764
3765
3766
3767
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
3768
        ptr_data, _, _ = c_int_array(leaf_preds)
Guolin Ke's avatar
Guolin Ke committed
3769
3770
3771
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
3772
3773
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol)))
3774
        new_booster.network = self.network
Guolin Ke's avatar
Guolin Ke committed
3775
3776
        return new_booster

3777
    def get_leaf_output(self, tree_id: int, leaf_id: int) -> float:
3778
3779
3780
3781
3782
3783
3784
3785
3786
3787
3788
3789
3790
3791
        """Get the output of a leaf.

        Parameters
        ----------
        tree_id : int
            The index of the tree.
        leaf_id : int
            The index of the leaf in the tree.

        Returns
        -------
        result : float
            The output of the leaf.
        """
3792
3793
3794
3795
3796
3797
3798
3799
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLeafValue(
            self.handle,
            ctypes.c_int(tree_id),
            ctypes.c_int(leaf_id),
            ctypes.byref(ret)))
        return ret.value

3800
3801
3802
3803
    def _to_predictor(
        self,
        pred_parameter: Optional[Dict[str, Any]] = None
    ) -> _InnerPredictor:
3804
        """Convert to predictor."""
3805
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
3806
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
3807
3808
        return predictor

3809
    def num_feature(self) -> int:
3810
3811
3812
3813
3814
3815
3816
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
3817
3818
3819
3820
3821
3822
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

3823
    def feature_name(self) -> List[str]:
3824
        """Get names of features.
wxchan's avatar
wxchan committed
3825
3826
3827

        Returns
        -------
3828
        result : list of str
3829
            List with names of features.
wxchan's avatar
wxchan committed
3830
        """
3831
        num_feature = self.num_feature()
3832
        # Get name of features
wxchan's avatar
wxchan committed
3833
        tmp_out_len = ctypes.c_int(0)
3834
3835
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
3836
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
wxchan's avatar
wxchan committed
3837
3838
3839
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
3840
            ctypes.c_int(num_feature),
wxchan's avatar
wxchan committed
3841
            ctypes.byref(tmp_out_len),
3842
            ctypes.c_size_t(reserved_string_buffer_size),
3843
            ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
3844
3845
3846
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
3847
3848
3849
3850
3851
3852
3853
3854
3855
3856
3857
3858
        actual_string_buffer_size = required_string_buffer_size.value
        # if buffer length is not long enough, reallocate buffers
        if reserved_string_buffer_size < actual_string_buffer_size:
            string_buffers = [ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(num_feature)]
            ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
            _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
                self.handle,
                ctypes.c_int(num_feature),
                ctypes.byref(tmp_out_len),
                ctypes.c_size_t(actual_string_buffer_size),
                ctypes.byref(required_string_buffer_size),
                ptr_string_buffers))
3859
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
wxchan's avatar
wxchan committed
3860

3861
3862
3863
3864
3865
    def feature_importance(
        self,
        importance_type: str = 'split',
        iteration: Optional[int] = None
    ) -> np.ndarray:
3866
        """Get feature importances.
3867

3868
3869
        Parameters
        ----------
3870
        importance_type : str, optional (default="split")
3871
3872
3873
            How the importance is calculated.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
3874
3875
3876
3877
        iteration : int or None, optional (default=None)
            Limit number of iterations in the feature importance calculation.
            If None, if the best iteration exists, it is used; otherwise, all trees are used.
            If <= 0, all trees are used (no limits).
3878

3879
3880
        Returns
        -------
3881
3882
        result : numpy array
            Array with feature importances.
3883
        """
3884
3885
        if iteration is None:
            iteration = self.best_iteration
3886
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3887
        result = np.empty(self.num_feature(), dtype=np.float64)
3888
3889
3890
3891
3892
        _safe_call(_LIB.LGBM_BoosterFeatureImportance(
            self.handle,
            ctypes.c_int(iteration),
            ctypes.c_int(importance_type_int),
            result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
3893
        if importance_type_int == C_API_FEATURE_IMPORTANCE_SPLIT:
3894
            return result.astype(np.int32)
3895
3896
        else:
            return result
3897

3898
3899
3900
3901
3902
3903
    def get_split_value_histogram(
        self,
        feature: Union[int, str],
        bins: Optional[Union[int, str]] = None,
        xgboost_style: bool = False
    ) -> Union[Tuple[np.ndarray, np.ndarray], np.ndarray, pd_DataFrame]:
3904
3905
3906
3907
        """Get split value histogram for the specified feature.

        Parameters
        ----------
3908
        feature : int or str
3909
3910
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
3911
            If str, interpreted as name.
3912

Nikita Titov's avatar
Nikita Titov committed
3913
3914
3915
            .. warning::

                Categorical features are not supported.
3916

3917
        bins : int, str or None, optional (default=None)
3918
3919
3920
            The maximum number of bins.
            If None, or int and > number of unique split values and ``xgboost_style=True``,
            the number of bins equals number of unique split values.
3921
            If str, it should be one from the list of the supported values by ``numpy.histogram()`` function.
3922
3923
3924
3925
3926
3927
3928
3929
3930
3931
3932
3933
3934
3935
3936
3937
3938
        xgboost_style : bool, optional (default=False)
            Whether the returned result should be in the same form as it is in XGBoost.
            If False, the returned value is tuple of 2 numpy arrays as it is in ``numpy.histogram()`` function.
            If True, the returned value is matrix, in which the first column is the right edges of non-empty bins
            and the second one is the histogram values.

        Returns
        -------
        result_tuple : tuple of 2 numpy arrays
            If ``xgboost_style=False``, the values of the histogram of used splitting values for the specified feature
            and the bin edges.
        result_array_like : numpy array or pandas DataFrame (if pandas is installed)
            If ``xgboost_style=True``, the histogram of used splitting values for the specified feature.
        """
        def add(root):
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
3939
                if feature_names is not None and isinstance(feature, str):
3940
3941
3942
3943
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
3944
                    if isinstance(root['threshold'], str):
3945
3946
3947
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
3948
3949
3950
3951
3952
3953
3954
3955
3956
3957
                add(root['left_child'])
                add(root['right_child'])

        model = self.dump_model()
        feature_names = model.get('feature_names')
        tree_infos = model['tree_info']
        values = []
        for tree_info in tree_infos:
            add(tree_info['tree_structure'])

3958
        if bins is None or isinstance(bins, int) and xgboost_style:
3959
3960
3961
3962
3963
3964
3965
            n_unique = len(np.unique(values))
            bins = max(min(n_unique, bins) if bins is not None else n_unique, 1)
        hist, bin_edges = np.histogram(values, bins=bins)
        if xgboost_style:
            ret = np.column_stack((bin_edges[1:], hist))
            ret = ret[ret[:, 1] > 0]
            if PANDAS_INSTALLED:
3966
                return pd_DataFrame(ret, columns=['SplitValue', 'Count'])
3967
3968
3969
3970
3971
            else:
                return ret
        else:
            return hist, bin_edges

wxchan's avatar
wxchan committed
3972
    def __inner_eval(self, data_name, data_idx, feval=None):
3973
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
3974
        if data_idx >= self.__num_dataset:
3975
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
3976
3977
3978
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
3979
            result = np.empty(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
3980
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3981
3982
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
3983
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
3984
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3985
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
3986
            if tmp_out_len.value != self.__num_inner_eval:
3987
                raise ValueError("Wrong length of eval results")
3988
            for i in range(self.__num_inner_eval):
3989
3990
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
3991
3992
        if callable(feval):
            feval = [feval]
wxchan's avatar
wxchan committed
3993
3994
3995
3996
3997
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
3998
3999
4000
4001
4002
4003
4004
4005
4006
            for eval_function in feval:
                if eval_function is None:
                    continue
                feval_ret = eval_function(self.__inner_predict(data_idx), cur_data)
                if isinstance(feval_ret, list):
                    for eval_name, val, is_higher_better in feval_ret:
                        ret.append((data_name, eval_name, val, is_higher_better))
                else:
                    eval_name, val, is_higher_better = feval_ret
wxchan's avatar
wxchan committed
4007
4008
4009
                    ret.append((data_name, eval_name, val, is_higher_better))
        return ret

4010
    def __inner_predict(self, data_idx: int):
4011
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
4012
        if data_idx >= self.__num_dataset:
4013
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
4014
4015
4016
4017
4018
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
4019
            self.__inner_predict_buffer[data_idx] = np.empty(n_preds, dtype=np.float64)
4020
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
4021
4022
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
4023
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
4024
4025
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
4026
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
4027
4028
4029
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
4030
                raise ValueError(f"Wrong length of predict results for data {data_idx}")
wxchan's avatar
wxchan committed
4031
            self.__is_predicted_cur_iter[data_idx] = True
4032
4033
4034
4035
4036
        result = self.__inner_predict_buffer[data_idx]
        if self.__num_class > 1:
            num_data = result.size // self.__num_class
            result = result.reshape(num_data, self.__num_class, order='F')
        return result
wxchan's avatar
wxchan committed
4037

4038
    def __get_eval_info(self) -> None:
4039
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
4040
4041
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
4042
            out_num_eval = ctypes.c_int(0)
4043
            # Get num of inner evals
wxchan's avatar
wxchan committed
4044
4045
4046
4047
4048
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
4049
                # Get name of eval metrics
Guolin Ke's avatar
Guolin Ke committed
4050
                tmp_out_len = ctypes.c_int(0)
4051
4052
4053
                reserved_string_buffer_size = 255
                required_string_buffer_size = ctypes.c_size_t(0)
                string_buffers = [
4054
                    ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(self.__num_inner_eval)
4055
                ]
wxchan's avatar
wxchan committed
4056
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
4057
4058
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
4059
                    ctypes.c_int(self.__num_inner_eval),
wxchan's avatar
wxchan committed
4060
                    ctypes.byref(tmp_out_len),
4061
                    ctypes.c_size_t(reserved_string_buffer_size),
4062
                    ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
4063
4064
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
4065
                    raise ValueError("Length of eval names doesn't equal with num_evals")
4066
4067
4068
4069
4070
4071
4072
4073
4074
4075
4076
4077
4078
4079
4080
4081
4082
4083
4084
4085
                actual_string_buffer_size = required_string_buffer_size.value
                # if buffer length is not long enough, reallocate buffers
                if reserved_string_buffer_size < actual_string_buffer_size:
                    string_buffers = [
                        ctypes.create_string_buffer(actual_string_buffer_size) for _ in range(self.__num_inner_eval)
                    ]
                    ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
                    _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                        self.handle,
                        ctypes.c_int(self.__num_inner_eval),
                        ctypes.byref(tmp_out_len),
                        ctypes.c_size_t(actual_string_buffer_size),
                        ctypes.byref(required_string_buffer_size),
                        ptr_string_buffers))
                self.__name_inner_eval = [
                    string_buffers[i].value.decode('utf-8') for i in range(self.__num_inner_eval)
                ]
                self.__higher_better_inner_eval = [
                    name.startswith(('auc', 'ndcg@', 'map@', 'average_precision')) for name in self.__name_inner_eval
                ]