basic.py 164 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 functools import wraps
10
11
12
from os import SEEK_END
from os.path import getsize
from pathlib import Path
13
from tempfile import NamedTemporaryFile
14
from typing import Any, Callable, Dict, Iterable, List, Optional, Set, Tuple, Union
wxchan's avatar
wxchan committed
15
16
17
18

import numpy as np
import scipy.sparse

19
from .compat import PANDAS_INSTALLED, concat, dt_DataTable, pd_CategoricalDtype, pd_DataFrame, pd_Series
wxchan's avatar
wxchan committed
20
21
from .libpath import find_lib_path

22
23
24
25
26
27
28
29
30
31
32
33
ZERO_THRESHOLD = 1e-35


def _get_sample_count(total_nrow: int, params: str):
    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
34

35
class _DummyLogger:
36
    def info(self, msg: str) -> None:
37
38
        print(msg)

39
    def warning(self, msg: str) -> None:
40
41
42
        warnings.warn(msg, stacklevel=3)


43
44
45
_LOGGER: Any = _DummyLogger()
_INFO_METHOD_NAME = "info"
_WARNING_METHOD_NAME = "warning"
46
47


48
49
50
def register_logger(
    logger: Any, info_method_name: str = "info", warning_method_name: str = "warning"
) -> None:
51
52
53
54
    """Register custom logger.

    Parameters
    ----------
55
    logger : Any
56
        Custom logger.
57
58
59
60
    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.
61
    """
62
63
64
65
66
67
68
69
70
    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
71
    _LOGGER = logger
72
73
    _INFO_METHOD_NAME = info_method_name
    _WARNING_METHOD_NAME = warning_method_name
74
75


76
def _normalize_native_string(func: Callable[[str], None]) -> Callable[[str], None]:
77
    """Join log messages from native library which come by chunks."""
78
    msg_normalized: List[str] = []
79
80

    @wraps(func)
81
    def wrapper(msg: str) -> None:
82
83
84
85
86
87
88
89
90
91
92
        nonlocal msg_normalized
        if msg.strip() == '':
            msg = ''.join(msg_normalized)
            msg_normalized = []
            return func(msg)
        else:
            msg_normalized.append(msg)

    return wrapper


93
def _log_info(msg: str) -> None:
94
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
95
96


97
def _log_warning(msg: str) -> None:
98
    getattr(_LOGGER, _WARNING_METHOD_NAME)(msg)
99
100
101


@_normalize_native_string
102
def _log_native(msg: str) -> None:
103
    getattr(_LOGGER, _INFO_METHOD_NAME)(msg)
104
105


106
def _log_callback(msg: bytes) -> None:
107
    """Redirect logs from native library into Python."""
108
    _log_native(str(msg.decode('utf-8')))
109
110


wxchan's avatar
wxchan committed
111
def _load_lib():
112
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
113
114
    lib_path = find_lib_path()
    if len(lib_path) == 0:
115
        return None
wxchan's avatar
wxchan committed
116
117
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
118
119
120
    callback = ctypes.CFUNCTYPE(None, ctypes.c_char_p)
    lib.callback = callback(_log_callback)
    if lib.LGBM_RegisterLogCallback(lib.callback) != 0:
121
        raise LightGBMError(lib.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
122
123
    return lib

wxchan's avatar
wxchan committed
124

wxchan's avatar
wxchan committed
125
126
_LIB = _load_lib()

wxchan's avatar
wxchan committed
127

128
NUMERIC_TYPES = (int, float, bool)
129
_ArrayLike = Union[List, np.ndarray, pd_Series]
130
131


132
def _safe_call(ret: int) -> None:
133
134
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
135
136
137
    Parameters
    ----------
    ret : int
138
        The return value from C API calls.
wxchan's avatar
wxchan committed
139
140
    """
    if ret != 0:
141
        raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
wxchan's avatar
wxchan committed
142

wxchan's avatar
wxchan committed
143

wxchan's avatar
wxchan committed
144
def is_numeric(obj):
145
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
146
147
148
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
149
150
151
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
152
153
        return False

wxchan's avatar
wxchan committed
154

wxchan's avatar
wxchan committed
155
def is_numpy_1d_array(data):
156
    """Check whether data is a numpy 1-D array."""
157
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
158

wxchan's avatar
wxchan committed
159

160
161
162
163
164
165
166
167
def is_numpy_column_array(data):
    """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


168
169
def cast_numpy_array_to_dtype(array, dtype):
    """Cast numpy array to given dtype."""
170
171
172
173
174
    if array.dtype == dtype:
        return array
    return array.astype(dtype=dtype, copy=False)


wxchan's avatar
wxchan committed
175
def is_1d_list(data):
176
177
    """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
178

wxchan's avatar
wxchan committed
179

180
181
182
183
184
185
186
187
188
189
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)
    )


190
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
191
    """Convert data to numpy 1-D array."""
wxchan's avatar
wxchan committed
192
    if is_numpy_1d_array(data):
193
        return cast_numpy_array_to_dtype(data, dtype)
194
195
196
    elif is_numpy_column_array(data):
        _log_warning('Converting column-vector to 1d array')
        array = data.ravel()
197
        return cast_numpy_array_to_dtype(array, dtype)
wxchan's avatar
wxchan committed
198
199
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
200
    elif isinstance(data, pd_Series):
201
        _check_for_bad_pandas_dtypes(data.to_frame().dtypes)
202
        return np.array(data, dtype=dtype, copy=False)  # SparseArray should be supported as well
wxchan's avatar
wxchan committed
203
    else:
204
205
        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
206

wxchan's avatar
wxchan committed
207

208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
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):
234
        _check_for_bad_pandas_dtypes(data.dtypes)
235
236
237
238
239
        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")


wxchan's avatar
wxchan committed
240
def cfloat32_array_to_numpy(cptr, length):
241
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
242
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
243
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
244
    else:
245
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
246

Guolin Ke's avatar
Guolin Ke committed
247

Guolin Ke's avatar
Guolin Ke committed
248
def cfloat64_array_to_numpy(cptr, length):
249
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
250
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
251
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
Guolin Ke's avatar
Guolin Ke committed
252
253
254
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
255

wxchan's avatar
wxchan committed
256
def cint32_array_to_numpy(cptr, length):
257
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
258
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
259
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
wxchan's avatar
wxchan committed
260
    else:
261
262
263
264
265
266
        raise RuntimeError('Expected int32 pointer')


def cint64_array_to_numpy(cptr, length):
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int64)):
267
        return np.ctypeslib.as_array(cptr, shape=(length,)).copy()
268
269
    else:
        raise RuntimeError('Expected int64 pointer')
wxchan's avatar
wxchan committed
270

wxchan's avatar
wxchan committed
271

wxchan's avatar
wxchan committed
272
def c_str(string):
273
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
274
275
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
276

wxchan's avatar
wxchan committed
277
def c_array(ctype, values):
278
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
279
280
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
281

282
283
284
285
286
287
288
289
290
291
def json_default_with_numpy(obj):
    """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


wxchan's avatar
wxchan committed
292
def param_dict_to_str(data):
293
    """Convert Python dictionary to string, which is passed to C API."""
294
    if data is None or not data:
wxchan's avatar
wxchan committed
295
296
297
        return ""
    pairs = []
    for key, val in data.items():
298
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
299
300
            def to_string(x):
                if isinstance(x, list):
301
                    return f"[{','.join(map(str, x))}]"
302
303
                else:
                    return str(x)
304
            pairs.append(f"{key}={','.join(map(to_string, val))}")
305
        elif isinstance(val, (str, Path, NUMERIC_TYPES)) or is_numeric(val):
306
            pairs.append(f"{key}={val}")
307
        elif val is not None:
308
            raise TypeError(f'Unknown type of parameter:{key}, got:{type(val).__name__}')
wxchan's avatar
wxchan committed
309
    return ' '.join(pairs)
310

wxchan's avatar
wxchan committed
311

312
class _TempFile:
313
314
    """Proxy class to workaround errors on Windows."""

315
316
317
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
318
            self.path = Path(self.name)
319
        return self
wxchan's avatar
wxchan committed
320

321
    def __exit__(self, exc_type, exc_val, exc_tb):
322
323
        if self.path.is_file():
            self.path.unlink()
324

wxchan's avatar
wxchan committed
325

326
class LightGBMError(Exception):
327
328
    """Error thrown by LightGBM."""

329
330
331
    pass


332
333
334
335
336
337
338
339
# DeprecationWarning is not shown by default, so let's create our own with higher level
class LGBMDeprecationWarning(UserWarning):
    """Custom deprecation warning."""

    pass


class _ConfigAliases:
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
    # lazy evaluation to allow import without dynamic library, e.g., for docs generation
    aliases = None

    @staticmethod
    def _get_all_param_aliases() -> Dict[str, Set[str]]:
        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'),
            object_hook=lambda obj: {k: set(v) | {k} for k, v in obj.items()}
        )
        return aliases
367
368

    @classmethod
369
370
371
    def get(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
372
373
        ret = set()
        for i in args:
374
            ret |= cls.aliases.get(i, {i})
375
376
        return ret

377
    @classmethod
378
379
380
    def get_by_alias(cls, *args) -> Set[str]:
        if cls.aliases is None:
            cls.aliases = cls._get_all_param_aliases()
381
382
383
384
385
386
387
388
        ret = set(args)
        for arg in args:
            for aliases in cls.aliases.values():
                if arg in aliases:
                    ret |= aliases
                    break
        return ret

389

390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
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)

    # find a value, and remove other aliases with .pop()
    # prefer the value of 'main_param_name' if it exists, otherwise search the aliases
    found_value = None
    if main_param_name in params.keys():
        found_value = params[main_param_name]

    for param in _ConfigAliases.get(main_param_name):
        val = params.pop(param, None)
        if found_value is None and val is not None:
            found_value = val

    if found_value is not None:
        params[main_param_name] = found_value
    else:
        params[main_param_name] = default_value

    return params


430
431
MAX_INT32 = (1 << 31) - 1

432
"""Macro definition of data type in C API of LightGBM"""
wxchan's avatar
wxchan committed
433
434
435
436
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
437

438
"""Matrix is row major in Python"""
wxchan's avatar
wxchan committed
439
440
C_API_IS_ROW_MAJOR = 1

441
"""Macro definition of prediction type in C API of LightGBM"""
wxchan's avatar
wxchan committed
442
443
444
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
445
C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
446

447
448
449
450
"""Macro definition of sparse matrix type"""
C_API_MATRIX_TYPE_CSR = 0
C_API_MATRIX_TYPE_CSC = 1

451
452
453
454
"""Macro definition of feature importance type"""
C_API_FEATURE_IMPORTANCE_SPLIT = 0
C_API_FEATURE_IMPORTANCE_GAIN = 1

455
"""Data type of data field"""
wxchan's avatar
wxchan committed
456
457
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
458
                     "init_score": C_API_DTYPE_FLOAT64,
459
                     "group": C_API_DTYPE_INT32}
wxchan's avatar
wxchan committed
460

461
462
463
464
"""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
465

466
def convert_from_sliced_object(data):
467
    """Fix the memory of multi-dimensional sliced object."""
468
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
469
        if not data.flags.c_contiguous:
470
471
            _log_warning("Usage of np.ndarray subset (sliced data) is not recommended "
                         "due to it will double the peak memory cost in LightGBM.")
472
473
474
475
            return np.copy(data)
    return data


wxchan's avatar
wxchan committed
476
def c_float_array(data):
477
    """Get pointer of float numpy array / list."""
wxchan's avatar
wxchan committed
478
479
480
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
481
482
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
483
484
485
486
487
488
489
        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:
490
            raise TypeError(f"Expected np.float32 or np.float64, met type({data.dtype})")
wxchan's avatar
wxchan committed
491
    else:
492
        raise TypeError(f"Unknown type({type(data).__name__})")
493
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
494

wxchan's avatar
wxchan committed
495

wxchan's avatar
wxchan committed
496
def c_int_array(data):
497
    """Get pointer of int numpy array / list."""
wxchan's avatar
wxchan committed
498
499
500
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
501
502
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
503
504
505
506
507
508
509
        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:
510
            raise TypeError(f"Expected np.int32 or np.int64, met type({data.dtype})")
wxchan's avatar
wxchan committed
511
    else:
512
        raise TypeError(f"Unknown type({type(data).__name__})")
513
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
514

wxchan's avatar
wxchan committed
515

516
def _check_for_bad_pandas_dtypes(pandas_dtypes_series):
517
518
519
520
521
522
523
524
    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))
        )

525
526
527
528
529
530
531
532
    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)}')
533
534


535
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
536
    if isinstance(data, pd_DataFrame):
537
538
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
539
540
        if feature_name == 'auto' or feature_name is None:
            data = data.rename(columns=str)
541
        cat_cols = [col for col, dtype in zip(data.columns, data.dtypes) if isinstance(dtype, pd_CategoricalDtype)]
542
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
543
544
545
546
547
        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.')
548
            for col, category in zip(cat_cols, pandas_categorical):
549
550
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
551
        if len(cat_cols):  # cat_cols is list
552
            data = data.copy()  # not alter origin DataFrame
553
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
554
555
556
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
557
            if categorical_feature == 'auto':  # use cat cols from DataFrame
558
                categorical_feature = cat_cols_not_ordered
559
560
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
561
562
        if feature_name == 'auto':
            feature_name = list(data.columns)
563
        _check_for_bad_pandas_dtypes(data.dtypes)
564
565
566
567
        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
568
569
570
571
572
573
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
574
575
576


def _label_from_pandas(label):
577
    if isinstance(label, pd_DataFrame):
578
579
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
580
        _check_for_bad_pandas_dtypes(label.dtypes)
581
        label = np.ravel(label.values.astype(np.float32, copy=False))
582
583
584
    return label


585
def _dump_pandas_categorical(pandas_categorical, file_name=None):
586
587
    categorical_json = json.dumps(pandas_categorical, default=json_default_with_numpy)
    pandas_str = f'\npandas_categorical:{categorical_json}\n'
588
589
590
591
592
593
594
    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):
595
596
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
597
    if file_name is not None:
598
        max_offset = -getsize(file_name)
599
600
601
602
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
603
                f.seek(offset, SEEK_END)
604
605
606
607
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
608
        last_line = lines[-1].decode('utf-8').strip()
609
        if not last_line.startswith(pandas_key):
610
            last_line = lines[-2].decode('utf-8').strip()
611
    elif model_str is not None:
612
613
614
615
616
617
        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
618
619


620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
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**.

640
641
    .. versionadded:: 3.3.0

642
643
644
645
646
647
648
649
650
    Attributes
    ----------
    batch_size : int
        Default size of a batch.
    """

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

    @abc.abstractmethod
651
    def __getitem__(self, idx: Union[int, slice, List[int]]) -> np.ndarray:
652
653
654
655
656
657
658
        """Return data for given row index.

        A basic implementation should look like this:

        .. code-block:: python

            if isinstance(idx, numbers.Integral):
659
                return self._get_one_line(idx)
660
            elif isinstance(idx, slice):
661
662
                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
            elif isinstance(idx, list):
663
                # Only required if using ``Dataset.subset()``.
664
                return np.array([self._get_one_line(i) for i in idx])
665
            else:
666
                raise TypeError(f"Sequence index must be integer, slice or list, got {type(idx).__name__}")
667
668
669

        Parameters
        ----------
670
        idx : int, slice[int], list[int]
671
672
673
674
            Item index.

        Returns
        -------
675
        result : numpy 1-D array or numpy 2-D array
676
            1-D array if idx is int, 2-D array if idx is slice or list.
677
678
679
680
681
682
683
684
685
        """
        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__()")


686
class _InnerPredictor:
687
688
689
690
691
    """_InnerPredictor of LightGBM.

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

Nikita Titov's avatar
Nikita Titov committed
692
693
694
    .. note::

        Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
695
    """
696

697
    def __init__(self, model_file=None, booster_handle=None, pred_parameter=None):
698
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
699
700
701

        Parameters
        ----------
702
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
703
            Path to the model file.
704
705
706
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
707
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
708
709
710
711
712
        """
        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
713
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
714
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
715
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
716
717
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
718
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
719
720
721
722
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
723
            self.num_total_iteration = out_num_iterations.value
724
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
725
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
726
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
727
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
728
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
729
730
731
732
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
733
            self.num_total_iteration = self.current_iteration()
734
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
735
        else:
736
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
737

738
739
        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
740

wxchan's avatar
wxchan committed
741
    def __del__(self):
742
743
744
745
746
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
747

748
749
750
751
752
    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

753
    def predict(self, data, start_iteration=0, num_iteration=-1,
754
                raw_score=False, pred_leaf=False, pred_contrib=False, data_has_header=False):
755
        """Predict logic.
wxchan's avatar
wxchan committed
756
757
758

        Parameters
        ----------
759
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
760
            Data source for prediction.
761
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
762
763
        start_iteration : int, optional (default=0)
            Start index of the iteration to predict.
764
765
766
767
768
769
770
771
772
773
774
        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.
wxchan's avatar
wxchan committed
775
776
777

        Returns
        -------
778
        result : numpy array, scipy.sparse or list of scipy.sparse
779
            Prediction result.
780
            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
781
        """
wxchan's avatar
wxchan committed
782
        if isinstance(data, Dataset):
783
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
784
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
785
786
787
788
789
        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
790
791
        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
792
        int_data_has_header = 1 if data_has_header else 0
cbecker's avatar
cbecker committed
793

794
        if isinstance(data, (str, Path)):
795
            with _TempFile() as f:
wxchan's avatar
wxchan committed
796
797
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
798
                    c_str(str(data)),
Guolin Ke's avatar
Guolin Ke committed
799
800
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
801
                    ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
802
                    ctypes.c_int(num_iteration),
803
                    c_str(self.pred_parameter),
wxchan's avatar
wxchan committed
804
                    c_str(f.name)))
805
806
                preds = np.loadtxt(f.name, dtype=np.float64)
                nrow = preds.shape[0]
wxchan's avatar
wxchan committed
807
        elif isinstance(data, scipy.sparse.csr_matrix):
808
            preds, nrow = self.__pred_for_csr(data, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
809
        elif isinstance(data, scipy.sparse.csc_matrix):
810
            preds, nrow = self.__pred_for_csc(data, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
811
        elif isinstance(data, np.ndarray):
812
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
813
814
815
        elif isinstance(data, list):
            try:
                data = np.array(data)
816
            except BaseException:
817
                raise ValueError('Cannot convert data list to numpy array.')
818
            preds, nrow = self.__pred_for_np2d(data, start_iteration, num_iteration, predict_type)
819
        elif isinstance(data, dt_DataTable):
820
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
821
822
        else:
            try:
823
                _log_warning('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
824
                csr = scipy.sparse.csr_matrix(data)
825
            except BaseException:
826
                raise TypeError(f'Cannot predict data for type {type(data).__name__}')
827
            preds, nrow = self.__pred_for_csr(csr, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
828
829
        if pred_leaf:
            preds = preds.astype(np.int32)
830
        is_sparse = scipy.sparse.issparse(preds) or isinstance(preds, list)
831
        if not is_sparse and preds.size != nrow:
wxchan's avatar
wxchan committed
832
            if preds.size % nrow == 0:
833
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
834
            else:
835
                raise ValueError(f'Length of predict result ({preds.size}) cannot be divide nrow ({nrow})')
wxchan's avatar
wxchan committed
836
837
        return preds

838
    def __get_num_preds(self, start_iteration, num_iteration, nrow, predict_type):
839
        """Get size of prediction result."""
840
        if nrow > MAX_INT32:
841
            raise LightGBMError('LightGBM cannot perform prediction for data '
842
                                f'with number of rows greater than MAX_INT32 ({MAX_INT32}).\n'
843
                                'You can split your data into chunks '
844
                                'and then concatenate predictions for them')
Guolin Ke's avatar
Guolin Ke committed
845
846
847
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
848
849
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
850
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
851
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
852
853
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
854

855
    def __pred_for_np2d(self, mat, start_iteration, num_iteration, predict_type):
856
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
857
        if len(mat.shape) != 2:
858
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
859

860
        def inner_predict(mat, start_iteration, num_iteration, predict_type, preds=None):
861
862
            if mat.dtype == np.float32 or mat.dtype == np.float64:
                data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
863
            else:  # change non-float data to float data, need to copy
864
865
                data = np.array(mat.reshape(mat.size), dtype=np.float32)
            ptr_data, type_ptr_data, _ = c_float_array(data)
866
            n_preds = self.__get_num_preds(start_iteration, num_iteration, mat.shape[0], predict_type)
867
            if preds is None:
868
                preds = np.empty(n_preds, dtype=np.float64)
869
870
871
872
873
874
875
            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),
876
877
                ctypes.c_int32(mat.shape[0]),
                ctypes.c_int32(mat.shape[1]),
878
879
                ctypes.c_int(C_API_IS_ROW_MAJOR),
                ctypes.c_int(predict_type),
880
                ctypes.c_int(start_iteration),
881
882
883
884
885
886
887
888
889
890
891
892
                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
893
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
894
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
895
            preds = np.empty(sum(n_preds), dtype=np.float64)
896
897
            for chunk, (start_idx_pred, end_idx_pred) in zip(np.array_split(mat, sections),
                                                             zip(n_preds_sections, n_preds_sections[1:])):
898
                # avoid memory consumption by arrays concatenation operations
899
                inner_predict(chunk, start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
900
            return preds, nrow
wxchan's avatar
wxchan committed
901
        else:
902
            return inner_predict(mat, start_iteration, num_iteration, predict_type)
wxchan's avatar
wxchan committed
903

904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
    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

950
    def __pred_for_csr(self, csr, start_iteration, num_iteration, predict_type):
951
        """Predict for a CSR data."""
952
        def inner_predict(csr, start_iteration, num_iteration, predict_type, preds=None):
953
            nrow = len(csr.indptr) - 1
954
            n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
955
            if preds is None:
956
                preds = np.empty(n_preds, dtype=np.float64)
957
958
959
960
961
962
963
            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)

964
            assert csr.shape[1] <= MAX_INT32
965
            csr_indices = csr.indices.astype(np.int32, copy=False)
966

967
968
969
            _safe_call(_LIB.LGBM_BoosterPredictForCSR(
                self.handle,
                ptr_indptr,
970
                ctypes.c_int(type_ptr_indptr),
971
                csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
972
973
974
975
976
977
                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),
978
                ctypes.c_int(start_iteration),
979
980
981
982
983
984
985
                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
986

987
        def inner_predict_sparse(csr, start_iteration, num_iteration, predict_type):
988
989
990
991
992
993
994
995
996
997
998
999
1000
            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)()
1001
            out_shape = np.empty(2, dtype=np.int64)
1002
1003
1004
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
1005
                ctypes.c_int(type_ptr_indptr),
1006
1007
1008
1009
1010
1011
1012
                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),
1013
                ctypes.c_int(start_iteration),
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
                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:
1027
            return inner_predict_sparse(csr, start_iteration, num_iteration, predict_type)
1028
1029
1030
1031
        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
1032
            n_preds = [self.__get_num_preds(start_iteration, num_iteration, i, predict_type) for i in np.diff(sections)]
1033
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
1034
            preds = np.empty(sum(n_preds), dtype=np.float64)
1035
1036
            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:])):
1037
                # avoid memory consumption by arrays concatenation operations
1038
                inner_predict(csr[start_idx:end_idx], start_iteration, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
1039
1040
            return preds, nrow
        else:
1041
            return inner_predict(csr, start_iteration, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
1042

1043
    def __pred_for_csc(self, csc, start_iteration, num_iteration, predict_type):
1044
        """Predict for a CSC data."""
1045
        def inner_predict_sparse(csc, start_iteration, num_iteration, predict_type):
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
            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)()
1059
            out_shape = np.empty(2, dtype=np.int64)
1060
1061
1062
            _safe_call(_LIB.LGBM_BoosterPredictSparseOutput(
                self.handle,
                ptr_indptr,
1063
                ctypes.c_int(type_ptr_indptr),
1064
1065
1066
1067
1068
1069
1070
                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),
1071
                ctypes.c_int(start_iteration),
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
                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
1084
        nrow = csc.shape[0]
1085
        if nrow > MAX_INT32:
1086
            return self.__pred_for_csr(csc.tocsr(), start_iteration, num_iteration, predict_type)
1087
        if predict_type == C_API_PREDICT_CONTRIB:
1088
1089
            return inner_predict_sparse(csc, start_iteration, num_iteration, predict_type)
        n_preds = self.__get_num_preds(start_iteration, num_iteration, nrow, predict_type)
1090
        preds = np.empty(n_preds, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1091
1092
        out_num_preds = ctypes.c_int64(0)

1093
1094
        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
1095

1096
        assert csc.shape[0] <= MAX_INT32
1097
        csc_indices = csc.indices.astype(np.int32, copy=False)
1098

Guolin Ke's avatar
Guolin Ke committed
1099
1100
1101
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
1102
            ctypes.c_int(type_ptr_indptr),
1103
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1104
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1105
1106
1107
1108
1109
            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),
1110
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
1111
            ctypes.c_int(num_iteration),
1112
            c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
1113
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
1114
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1115
        if n_preds != out_num_preds.value:
1116
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
1117
1118
        return preds, nrow

1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
    def current_iteration(self):
        """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
1133

1134
class Dataset:
wxchan's avatar
wxchan committed
1135
    """Dataset in LightGBM."""
1136

1137
    def __init__(self, data, label=None, reference=None,
1138
                 weight=None, group=None, init_score=None,
1139
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
1140
                 free_raw_data=True):
1141
        """Initialize Dataset.
1142

wxchan's avatar
wxchan committed
1143
1144
        Parameters
        ----------
1145
        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
1146
            Data source of Dataset.
1147
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1148
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1149
1150
1151
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
1152
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1153
            Weight for each instance. Weights should be non-negative.
1154
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1155
1156
1157
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1158
1159
            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.
1160
        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)
1161
            Init score for Dataset.
1162
        feature_name : list of str, or 'auto', optional (default="auto")
1163
1164
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
1165
        categorical_feature : list of str or int, or 'auto', optional (default="auto")
1166
1167
            Categorical features.
            If list of int, interpreted as indices.
1168
            If list of str, interpreted as feature names (need to specify ``feature_name`` as well).
1169
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
1170
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
1171
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
1172
            All negative values in categorical features will be treated as missing values.
1173
            The output cannot be monotonically constrained with respect to a categorical feature.
1174
            Floating point numbers in categorical features will be rounded towards 0.
Nikita Titov's avatar
Nikita Titov committed
1175
        params : dict or None, optional (default=None)
1176
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1177
        free_raw_data : bool, optional (default=True)
1178
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
1179
        """
wxchan's avatar
wxchan committed
1180
1181
1182
1183
1184
1185
        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
1186
        self.init_score = init_score
wxchan's avatar
wxchan committed
1187
        self.feature_name = feature_name
1188
        self.categorical_feature = categorical_feature
1189
        self.params = deepcopy(params)
wxchan's avatar
wxchan committed
1190
1191
        self.free_raw_data = free_raw_data
        self.used_indices = None
1192
        self.need_slice = True
wxchan's avatar
wxchan committed
1193
        self._predictor = None
1194
        self.pandas_categorical = None
1195
        self.params_back_up = None
1196
1197
        self.feature_penalty = None
        self.monotone_constraints = None
1198
        self.version = 0
1199
        self._start_row = 0  # Used when pushing rows one by one.
wxchan's avatar
wxchan committed
1200
1201

    def __del__(self):
1202
1203
1204
1205
        try:
            self._free_handle()
        except AttributeError:
            pass
1206

1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
    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),
        ))
1236
1237
        assert sample_cnt == actual_sample_cnt.value
        return indices
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272

    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
        ----------
1273
        sample_data : list of numpy array
1274
            Sample data for each column.
1275
        sample_indices : list of numpy array
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
            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),
            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

1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
    def get_params(self):
        """Get the used parameters in the Dataset.

        Returns
        -------
        params : dict or None
            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",
1372
                                                "linear_tree",
1373
1374
1375
1376
                                                "max_bin",
                                                "max_bin_by_feature",
                                                "min_data_in_bin",
                                                "pre_partition",
Nikita Titov's avatar
Nikita Titov committed
1377
                                                "precise_float_parser",
1378
1379
1380
1381
1382
1383
                                                "two_round",
                                                "use_missing",
                                                "weight_column",
                                                "zero_as_missing")
            return {k: v for k, v in self.params.items() if k in dataset_params}

1384
    def _free_handle(self):
1385
        if self.handle is not None:
1386
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
1387
            self.handle = None
Guolin Ke's avatar
Guolin Ke committed
1388
1389
1390
        self.need_slice = True
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
1391
        return self
wxchan's avatar
wxchan committed
1392

Guolin Ke's avatar
Guolin Ke committed
1393
1394
    def _set_init_score_by_predictor(self, predictor, data, used_indices=None):
        data_has_header = False
1395
        if isinstance(data, (str, Path)):
Guolin Ke's avatar
Guolin Ke committed
1396
            # check data has header or not
1397
            data_has_header = any(self.params.get(alias, False) for alias in _ConfigAliases.get("header"))
Guolin Ke's avatar
Guolin Ke committed
1398
        num_data = self.num_data()
1399
1400
1401
        if predictor is not None:
            init_score = predictor.predict(data,
                                           raw_score=True,
1402
1403
                                           data_has_header=data_has_header)
            init_score = init_score.ravel()
1404
1405
            if used_indices is not None:
                assert not self.need_slice
1406
                if isinstance(data, (str, Path)):
1407
                    sub_init_score = np.empty(num_data * predictor.num_class, dtype=np.float64)
1408
                    assert num_data == len(used_indices)
1409
1410
                    for i in range(len(used_indices)):
                        for j in range(predictor.num_class):
1411
1412
1413
1414
                            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
1415
                new_init_score = np.empty(init_score.size, dtype=np.float64)
1416
1417
                for i in range(num_data):
                    for j in range(predictor.num_class):
1418
1419
1420
                        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:
1421
            init_score = np.zeros(self.init_score.shape, dtype=np.float64)
1422
1423
        else:
            return self
Guolin Ke's avatar
Guolin Ke committed
1424
1425
        self.set_init_score(init_score)

1426
    def _lazy_init(self, data, label=None, reference=None,
1427
                   weight=None, group=None, init_score=None, predictor=None,
1428
                   feature_name='auto', categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
1429
1430
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
1431
            return self
Guolin Ke's avatar
Guolin Ke committed
1432
1433
1434
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
1435
1436
1437
1438
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
wxchan's avatar
wxchan committed
1439
        label = _label_from_pandas(label)
Guolin Ke's avatar
Guolin Ke committed
1440

1441
        # process for args
wxchan's avatar
wxchan committed
1442
        params = {} if params is None else params
1443
1444
1445
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
1446
        for key in params.keys():
1447
            if key in args_names:
1448
1449
                _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.')
1450
        # get categorical features
1451
1452
1453
1454
1455
1456
        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:
1457
                if isinstance(name, str) and name in feature_dict:
1458
                    categorical_indices.add(feature_dict[name])
1459
                elif isinstance(name, int):
1460
1461
                    categorical_indices.add(name)
                else:
1462
                    raise TypeError(f"Wrong type({type(name).__name__}) or unknown name({name}) in categorical_feature")
1463
            if categorical_indices:
1464
1465
                for cat_alias in _ConfigAliases.get("categorical_feature"):
                    if cat_alias in params:
1466
1467
1468
                        # If the params[cat_alias] is equal to categorical_indices, do not report the warning.
                        if not(isinstance(params[cat_alias], list) and set(params[cat_alias]) == categorical_indices):
                            _log_warning(f'{cat_alias} in param dict is overridden.')
1469
                        params.pop(cat_alias, None)
1470
                params['categorical_column'] = sorted(categorical_indices)
1471

wxchan's avatar
wxchan committed
1472
        params_str = param_dict_to_str(params)
1473
        self.params = params
1474
        # process for reference dataset
wxchan's avatar
wxchan committed
1475
        ref_dataset = None
wxchan's avatar
wxchan committed
1476
        if isinstance(reference, Dataset):
1477
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
1478
1479
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
1480
        # start construct data
1481
        if isinstance(data, (str, Path)):
wxchan's avatar
wxchan committed
1482
1483
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
1484
                c_str(str(data)),
wxchan's avatar
wxchan committed
1485
1486
1487
1488
1489
                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
1490
1491
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
1492
1493
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
1494
1495
1496
1497
1498
1499
1500
1501
1502
        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)
1503
        elif isinstance(data, dt_DataTable):
1504
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
1505
1506
1507
1508
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
1509
            except BaseException:
1510
                raise TypeError(f'Cannot initialize Dataset from {type(data).__name__}')
wxchan's avatar
wxchan committed
1511
1512
1513
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
1514
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
1515
1516
1517
1518
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
1519
1520
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
1521
                _log_warning("The init_score will be overridden by the prediction of init_model.")
Guolin Ke's avatar
Guolin Ke committed
1522
            self._set_init_score_by_predictor(predictor, data)
1523
1524
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
1525
        elif predictor is not None:
1526
            raise TypeError(f'Wrong predictor type {type(predictor).__name__}')
Guolin Ke's avatar
Guolin Ke committed
1527
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
1528
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
1529

1530
1531
    @staticmethod
    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
        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.
1557
        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
        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
1602
    def __init_from_np2d(self, mat, params_str, ref_dataset):
1603
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
1604
1605
1606
1607
1608
1609
        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)
1610
        else:  # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
1611
1612
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

1613
        ptr_data, type_ptr_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1614
1615
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1616
            ctypes.c_int(type_ptr_data),
1617
1618
            ctypes.c_int32(mat.shape[0]),
            ctypes.c_int32(mat.shape[1]),
Guolin Ke's avatar
Guolin Ke committed
1619
            ctypes.c_int(C_API_IS_ROW_MAJOR),
wxchan's avatar
wxchan committed
1620
1621
1622
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1623
        return self
wxchan's avatar
wxchan committed
1624

1625
    def __init_from_list_np2d(self, mats, params_str, ref_dataset):
1626
        """Initialize data from a list of 2-D numpy matrices."""
1627
        ncol = mats[0].shape[1]
1628
        nrow = np.empty((len(mats),), np.int32)
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
        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)
1648
            else:  # change non-float data to float data, need to copy
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
                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(
1660
            ctypes.c_int32(len(mats)),
1661
1662
1663
            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)),
1664
            ctypes.c_int32(ncol),
1665
1666
1667
1668
            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
1669
        return self
1670

wxchan's avatar
wxchan committed
1671
    def __init_from_csr(self, csr, params_str, ref_dataset):
1672
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
1673
        if len(csr.indices) != len(csr.data):
1674
            raise ValueError(f'Length mismatch: {len(csr.indices)} vs {len(csr.data)}')
wxchan's avatar
wxchan committed
1675
1676
        self.handle = ctypes.c_void_p()

1677
1678
        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
1679

1680
        assert csr.shape[1] <= MAX_INT32
1681
        csr_indices = csr.indices.astype(np.int32, copy=False)
1682

wxchan's avatar
wxchan committed
1683
1684
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1685
            ctypes.c_int(type_ptr_indptr),
1686
            csr_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
wxchan's avatar
wxchan committed
1687
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1688
1689
1690
1691
            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
1692
1693
1694
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1695
        return self
wxchan's avatar
wxchan committed
1696

Guolin Ke's avatar
Guolin Ke committed
1697
    def __init_from_csc(self, csc, params_str, ref_dataset):
1698
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
1699
        if len(csc.indices) != len(csc.data):
1700
            raise ValueError(f'Length mismatch: {len(csc.indices)} vs {len(csc.data)}')
Guolin Ke's avatar
Guolin Ke committed
1701
1702
        self.handle = ctypes.c_void_p()

1703
1704
        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
1705

1706
        assert csc.shape[0] <= MAX_INT32
1707
        csc_indices = csc.indices.astype(np.int32, copy=False)
1708

Guolin Ke's avatar
Guolin Ke committed
1709
1710
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
1711
            ctypes.c_int(type_ptr_indptr),
1712
            csc_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1713
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1714
1715
1716
1717
            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
1718
1719
1720
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
1721
        return self
Guolin Ke's avatar
Guolin Ke committed
1722

1723
    @staticmethod
1724
1725
1726
1727
1728
1729
    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.
1730

1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
        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.
1741
1742
1743

        Returns
        -------
1744
1745
        compare_result : bool
          Returns whether two dictionaries with params are equal.
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
        """
        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

wxchan's avatar
wxchan committed
1761
    def construct(self):
1762
1763
1764
1765
1766
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
1767
            Constructed Dataset object.
1768
        """
1769
        if self.handle is None:
wxchan's avatar
wxchan committed
1770
            if self.reference is not None:
1771
                reference_params = self.reference.get_params()
1772
1773
                params = self.get_params()
                if params != reference_params:
1774
1775
1776
1777
1778
                    if not self._compare_params_for_warning(
                        params=params,
                        other_params=reference_params,
                        ignore_keys=_ConfigAliases.get("categorical_feature")
                    ):
1779
                        _log_warning('Overriding the parameters from Reference Dataset.')
1780
                    self._update_params(reference_params)
wxchan's avatar
wxchan committed
1781
                if self.used_indices is None:
1782
                    # create valid
1783
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
1784
1785
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
1786
                                    feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
1787
                else:
1788
                    # construct subset
wxchan's avatar
wxchan committed
1789
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
1790
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
1791
                    if self.reference.group is not None:
1792
                        group_info = np.array(self.reference.group).astype(np.int32, copy=False)
1793
                        _, self.group = np.unique(np.repeat(range(len(group_info)), repeats=group_info)[self.used_indices],
1794
                                                  return_counts=True)
1795
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1796
1797
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
1798
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
1799
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
1800
                        ctypes.c_int32(used_indices.shape[0]),
wxchan's avatar
wxchan committed
1801
1802
                        c_str(params_str),
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1803
1804
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
1805
1806
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
1807
1808
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
1809
1810
1811
                    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
1812
            else:
1813
                # create train
1814
                self._lazy_init(self.data, label=self.label,
1815
1816
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
1817
                                feature_name=self.feature_name, categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
1818
1819
1820
            if self.free_raw_data:
                self.data = None
        return self
wxchan's avatar
wxchan committed
1821

1822
    def create_valid(self, data, label=None, weight=None, group=None, init_score=None, params=None):
1823
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
1824
1825
1826

        Parameters
        ----------
1827
        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
1828
            Data source of Dataset.
1829
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM) or a LightGBM Dataset binary file.
1830
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1831
1832
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
1833
            Weight for each instance. Weights should be non-negative.
1834
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1835
1836
1837
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
1838
1839
            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.
1840
        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)
1841
            Init score for Dataset.
Nikita Titov's avatar
Nikita Titov committed
1842
        params : dict or None, optional (default=None)
1843
            Other parameters for validation Dataset.
1844
1845
1846

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1847
1848
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
1849
        """
1850
        ret = Dataset(data, label=label, reference=self,
1851
                      weight=weight, group=group, init_score=init_score,
1852
                      params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1853
        ret._predictor = self._predictor
1854
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1855
        return ret
wxchan's avatar
wxchan committed
1856

wxchan's avatar
wxchan committed
1857
    def subset(self, used_indices, params=None):
1858
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
1859
1860
1861
1862

        Parameters
        ----------
        used_indices : list of int
1863
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
1864
        params : dict or None, optional (default=None)
1865
            These parameters will be passed to Dataset constructor.
1866
1867
1868
1869
1870

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
1871
        """
wxchan's avatar
wxchan committed
1872
1873
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
1874
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
1875
1876
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1877
        ret._predictor = self._predictor
1878
        ret.pandas_categorical = self.pandas_categorical
1879
        ret.used_indices = sorted(used_indices)
wxchan's avatar
wxchan committed
1880
1881
1882
        return ret

    def save_binary(self, filename):
1883
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
1884

1885
1886
1887
1888
1889
        .. 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
1890
1891
        Parameters
        ----------
1892
        filename : str or pathlib.Path
wxchan's avatar
wxchan committed
1893
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
1894
1895
1896
1897
1898

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
1899
1900
1901
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
1902
            c_str(str(filename))))
Nikita Titov's avatar
Nikita Titov committed
1903
        return self
wxchan's avatar
wxchan committed
1904
1905

    def _update_params(self, params):
1906
1907
        if not params:
            return self
1908
        params = deepcopy(params)
1909
1910
1911
1912
1913

        def update():
            if not self.params:
                self.params = params
            else:
1914
                self.params_back_up = deepcopy(self.params)
1915
1916
1917
1918
1919
1920
1921
1922
1923
1924
1925
1926
1927
1928
                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:
1929
                    raise LightGBMError(_LIB.LGBM_GetLastError().decode('utf-8'))
Nikita Titov's avatar
Nikita Titov committed
1930
        return self
wxchan's avatar
wxchan committed
1931

1932
    def _reverse_update_params(self):
1933
        if self.handle is None:
1934
            self.params = deepcopy(self.params_back_up)
1935
            self.params_back_up = None
Nikita Titov's avatar
Nikita Titov committed
1936
        return self
1937

wxchan's avatar
wxchan committed
1938
    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
1939
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
1940
1941
1942

        Parameters
        ----------
1943
        field_name : str
1944
            The field name of the information.
1945
1946
        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
1947
1948
1949
1950
1951

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
1952
        """
1953
        if self.handle is None:
1954
            raise Exception(f"Cannot set {field_name} before construct dataset")
wxchan's avatar
wxchan committed
1955
        if data is None:
1956
            # set to None
wxchan's avatar
wxchan committed
1957
1958
1959
1960
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
1961
1962
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
1963
            return self
1964
        if field_name == 'init_score':
Guolin Ke's avatar
Guolin Ke committed
1965
            dtype = np.float64
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
            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)

1980
1981
        if data.dtype == np.float32 or data.dtype == np.float64:
            ptr_data, type_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1982
        elif data.dtype == np.int32:
1983
            ptr_data, type_data, _ = c_int_array(data)
wxchan's avatar
wxchan committed
1984
        else:
1985
            raise TypeError(f"Expected np.float32/64 or np.int32, met type({data.dtype})")
wxchan's avatar
wxchan committed
1986
        if type_data != FIELD_TYPE_MAPPER[field_name]:
1987
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
1988
1989
1990
1991
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1992
1993
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
1994
        self.version += 1
Nikita Titov's avatar
Nikita Titov committed
1995
        return self
wxchan's avatar
wxchan committed
1996

wxchan's avatar
wxchan committed
1997
1998
    def get_field(self, field_name):
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
1999
2000
2001

        Parameters
        ----------
2002
        field_name : str
2003
            The field name of the information.
wxchan's avatar
wxchan committed
2004
2005
2006

        Returns
        -------
2007
        info : numpy array or None
2008
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2009
        """
2010
        if self.handle is None:
2011
            raise Exception(f"Cannot get {field_name} before construct Dataset")
2012
2013
        tmp_out_len = ctypes.c_int(0)
        out_type = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
        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:
2026
            arr = cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
wxchan's avatar
wxchan committed
2027
        elif out_type.value == C_API_DTYPE_FLOAT32:
2028
            arr = cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
2029
        elif out_type.value == C_API_DTYPE_FLOAT64:
2030
            arr = cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
2031
        else:
wxchan's avatar
wxchan committed
2032
            raise TypeError("Unknown type")
2033
2034
2035
2036
2037
2038
        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
2039

2040
    def set_categorical_feature(self, categorical_feature):
2041
        """Set categorical features.
2042
2043
2044

        Parameters
        ----------
2045
        categorical_feature : list of int or str
2046
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
2047
2048
2049
2050
2051

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
2052
2053
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
2054
            return self
2055
        if self.data is not None:
2056
2057
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2058
                return self._free_handle()
2059
            elif categorical_feature == 'auto':
Nikita Titov's avatar
Nikita Titov committed
2060
                return self
2061
            else:
2062
2063
2064
                if self.categorical_feature != 'auto':
                    _log_warning('categorical_feature in Dataset is overridden.\n'
                                 f'New categorical_feature is {sorted(list(categorical_feature))}')
2065
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
2066
                return self._free_handle()
2067
        else:
2068
2069
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2070

Guolin Ke's avatar
Guolin Ke committed
2071
    def _set_predictor(self, predictor):
2072
2073
2074
2075
        """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
2076
        """
2077
        if predictor is self._predictor and (predictor is None or predictor.current_iteration() == self._predictor.current_iteration()):
Nikita Titov's avatar
Nikita Titov committed
2078
            return self
2079
        if self.handle is None:
Guolin Ke's avatar
Guolin Ke committed
2080
            self._predictor = predictor
2081
2082
2083
2084
2085
2086
        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
2087
        else:
2088
2089
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
2090
        return self
Guolin Ke's avatar
Guolin Ke committed
2091
2092

    def set_reference(self, reference):
2093
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
2094
2095
2096
2097

        Parameters
        ----------
        reference : Dataset
2098
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
2099
2100
2101
2102
2103

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
2104
        """
2105
2106
2107
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
2108
        # we're done if self and reference share a common upstream reference
2109
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
2110
            return self
Guolin Ke's avatar
Guolin Ke committed
2111
2112
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
2113
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
2114
        else:
2115
2116
            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
2117
2118

    def set_feature_name(self, feature_name):
2119
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
2120
2121
2122

        Parameters
        ----------
2123
        feature_name : list of str
2124
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
2125
2126
2127
2128
2129

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
2130
        """
2131
2132
        if feature_name != 'auto':
            self.feature_name = feature_name
2133
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
2134
            if len(feature_name) != self.num_feature():
2135
                raise ValueError(f"Length of feature_name({len(feature_name)}) and num_feature({self.num_feature()}) don't match")
2136
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
2137
2138
2139
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
2140
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
2141
        return self
Guolin Ke's avatar
Guolin Ke committed
2142
2143

    def set_label(self, label):
2144
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
2145
2146
2147

        Parameters
        ----------
2148
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
2149
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
2150
2151
2152
2153
2154

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
2155
2156
        """
        self.label = label
2157
        if self.handle is not None:
2158
            label = list_to_1d_numpy(_label_from_pandas(label), name='label')
wxchan's avatar
wxchan committed
2159
            self.set_field('label', label)
2160
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2161
        return self
Guolin Ke's avatar
Guolin Ke committed
2162
2163

    def set_weight(self, weight):
2164
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
2165
2166
2167

        Parameters
        ----------
2168
        weight : list, numpy 1-D array, pandas Series or None
2169
            Weight to be set for each data point. Weights should be non-negative.
Nikita Titov's avatar
Nikita Titov committed
2170
2171
2172
2173
2174

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
2175
        """
2176
2177
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
2178
        self.weight = weight
2179
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
2180
2181
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
2182
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2183
        return self
Guolin Ke's avatar
Guolin Ke committed
2184
2185

    def set_init_score(self, init_score):
2186
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
2187
2188
2189

        Parameters
        ----------
2190
        init_score : list, list of lists (for multi-class task), numpy array, pandas Series, pandas DataFrame (for multi-class task), or None
2191
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
2192
2193
2194
2195
2196

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
2197
2198
        """
        self.init_score = init_score
2199
        if self.handle is not None and init_score is not None:
wxchan's avatar
wxchan committed
2200
            self.set_field('init_score', init_score)
2201
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
2202
        return self
Guolin Ke's avatar
Guolin Ke committed
2203
2204

    def set_group(self, group):
2205
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
2206
2207
2208

        Parameters
        ----------
2209
        group : list, numpy 1-D array, pandas Series or None
2210
2211
2212
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2213
2214
            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
2215
2216
2217
2218
2219

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
2220
2221
        """
        self.group = group
2222
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
2223
2224
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
2225
        return self
Guolin Ke's avatar
Guolin Ke committed
2226

2227
2228
2229
2230
2231
    def get_feature_name(self):
        """Get the names of columns (features) in the Dataset.

        Returns
        -------
2232
        feature_names : list of str
2233
2234
2235
2236
2237
2238
2239
2240
            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)
2241
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
2242
2243
2244
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_DatasetGetFeatureNames(
            self.handle,
2245
            ctypes.c_int(num_feature),
2246
            ctypes.byref(tmp_out_len),
2247
            ctypes.c_size_t(reserved_string_buffer_size),
2248
2249
2250
2251
            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")
2252
2253
2254
2255
2256
2257
2258
2259
2260
2261
2262
2263
        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))
2264
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
2265

Guolin Ke's avatar
Guolin Ke committed
2266
    def get_label(self):
2267
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2268
2269
2270

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2271
        label : numpy array or None
2272
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2273
        """
2274
        if self.label is None:
wxchan's avatar
wxchan committed
2275
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
2276
2277
2278
        return self.label

    def get_weight(self):
2279
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2280
2281
2282

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2283
        weight : numpy array or None
2284
            Weight for each data point from the Dataset. Weights should be non-negative.
Guolin Ke's avatar
Guolin Ke committed
2285
        """
2286
        if self.weight is None:
wxchan's avatar
wxchan committed
2287
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
2288
2289
2290
        return self.weight

    def get_init_score(self):
2291
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2292
2293
2294

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2295
        init_score : numpy array or None
2296
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
2297
        """
2298
        if self.init_score is None:
wxchan's avatar
wxchan committed
2299
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
2300
2301
        return self.init_score

2302
2303
2304
2305
2306
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
2307
        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
2308
2309
2310
2311
            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
2312
2313
2314
2315
2316
        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, :]
2317
                elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2318
                    self.data = self.data.iloc[self.used_indices].copy()
2319
                elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2320
                    self.data = self.data[self.used_indices, :]
2321
2322
2323
2324
                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
2325
                else:
2326
2327
                    _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                 "Returning original raw data")
2328
            self.need_slice = False
Guolin Ke's avatar
Guolin Ke committed
2329
2330
2331
        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.")
2332
2333
        return self.data

Guolin Ke's avatar
Guolin Ke committed
2334
    def get_group(self):
2335
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2336
2337
2338

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2339
        group : numpy array or None
2340
2341
2342
            Group/query data.
            Only used in the learning-to-rank task.
            sum(group) = n_samples.
2343
2344
            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
2345
        """
2346
        if self.group is None:
wxchan's avatar
wxchan committed
2347
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
2348
2349
            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
2350
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
2351
2352
2353
        return self.group

    def num_data(self):
2354
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2355
2356
2357

        Returns
        -------
2358
2359
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2360
        """
2361
        if self.handle is not None:
2362
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2363
2364
2365
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2366
        else:
2367
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2368
2369

    def num_feature(self):
2370
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2371
2372
2373

        Returns
        -------
2374
2375
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
2376
        """
2377
        if self.handle is not None:
2378
            ret = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2379
2380
2381
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
2382
        else:
2383
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
2384

2385
2386
2387
2388
2389
2390
2391
2392
2393
2394
2395
2396
2397
2398
2399
2400
2401
2402
2403
2404
2405
2406
    def feature_num_bin(self, feature: int) -> int:
        """Get the number of bins for a feature.

        Parameters
        ----------
        feature : int
            Index of the feature.

        Returns
        -------
        number_of_bins : int
            The number of constructed bins for the feature in the Dataset.
        """
        if self.handle is not None:
            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")

2407
    def get_ref_chain(self, ref_limit=100):
2408
2409
2410
2411
2412
        """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.
2413
2414
2415
2416
2417

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
2418
2419
2420

        Returns
        -------
2421
2422
2423
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
2424
        head = self
2425
        ref_chain = set()
2426
2427
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
2428
                ref_chain.add(head)
2429
2430
2431
2432
2433
2434
                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
2435
        return ref_chain
2436

2437
2438
2439
2440
2441
2442
2443
2444
2445
2446
2447
2448
2449
2450
2451
2452
2453
2454
    def add_features_from(self, other):
        """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
2455
2456
2457
2458
2459
2460
2461
2462
2463
2464
        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()))
2465
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2466
                    self.data = np.hstack((self.data, other.data.values))
2467
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2468
2469
2470
2471
2472
2473
2474
                    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)
2475
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2476
                    self.data = scipy.sparse.hstack((self.data, other.data.values), format=sparse_format)
2477
                elif isinstance(other.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2478
2479
2480
                    self.data = scipy.sparse.hstack((self.data, other.data.to_numpy()), format=sparse_format)
                else:
                    self.data = None
2481
            elif isinstance(self.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2482
2483
                if not PANDAS_INSTALLED:
                    raise LightGBMError("Cannot add features to DataFrame type of raw data "
2484
2485
                                        "without pandas installed. "
                                        "Install pandas and restart your session.")
Guolin Ke's avatar
Guolin Ke committed
2486
                if isinstance(other.data, np.ndarray):
2487
                    self.data = concat((self.data, pd_DataFrame(other.data)),
Guolin Ke's avatar
Guolin Ke committed
2488
2489
                                       axis=1, ignore_index=True)
                elif scipy.sparse.issparse(other.data):
2490
                    self.data = concat((self.data, pd_DataFrame(other.data.toarray())),
Guolin Ke's avatar
Guolin Ke committed
2491
                                       axis=1, ignore_index=True)
2492
                elif isinstance(other.data, pd_DataFrame):
Guolin Ke's avatar
Guolin Ke committed
2493
2494
                    self.data = concat((self.data, other.data),
                                       axis=1, ignore_index=True)
2495
2496
                elif isinstance(other.data, dt_DataTable):
                    self.data = concat((self.data, pd_DataFrame(other.data.to_numpy())),
Guolin Ke's avatar
Guolin Ke committed
2497
2498
2499
                                       axis=1, ignore_index=True)
                else:
                    self.data = None
2500
            elif isinstance(self.data, dt_DataTable):
Guolin Ke's avatar
Guolin Ke committed
2501
                if isinstance(other.data, np.ndarray):
2502
                    self.data = dt_DataTable(np.hstack((self.data.to_numpy(), other.data)))
Guolin Ke's avatar
Guolin Ke committed
2503
                elif scipy.sparse.issparse(other.data):
2504
2505
2506
2507
2508
                    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
2509
2510
2511
2512
2513
                else:
                    self.data = None
            else:
                self.data = None
        if self.data is None:
2514
2515
            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
2516
2517
            err_msg += ("Set free_raw_data=False when construct Dataset to avoid this"
                        if was_none else "Freeing raw data")
2518
            _log_warning(err_msg)
Guolin Ke's avatar
Guolin Ke committed
2519
        self.feature_name = self.get_feature_name()
2520
2521
        _log_warning("Reseting categorical features.\n"
                     "You can set new categorical features via ``set_categorical_feature`` method")
Guolin Ke's avatar
Guolin Ke committed
2522
2523
        self.categorical_feature = "auto"
        self.pandas_categorical = None
2524
2525
        return self

2526
    def _dump_text(self, filename):
2527
2528
2529
2530
2531
2532
        """Save Dataset to a text file.

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

        Parameters
        ----------
2533
        filename : str or pathlib.Path
2534
2535
2536
2537
2538
2539
2540
2541
2542
            Name of the output file.

        Returns
        -------
        self : Dataset
            Returns self.
        """
        _safe_call(_LIB.LGBM_DatasetDumpText(
            self.construct().handle,
2543
            c_str(str(filename))))
2544
2545
        return self

wxchan's avatar
wxchan committed
2546

2547
class Booster:
2548
    """Booster in LightGBM."""
2549

2550
    def __init__(self, params=None, train_set=None, model_file=None, model_str=None):
2551
        """Initialize the Booster.
wxchan's avatar
wxchan committed
2552
2553
2554

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2555
        params : dict or None, optional (default=None)
2556
2557
2558
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
2559
        model_file : str, pathlib.Path or None, optional (default=None)
wxchan's avatar
wxchan committed
2560
            Path to the model file.
2561
        model_str : str or None, optional (default=None)
2562
            Model will be loaded from this string.
wxchan's avatar
wxchan committed
2563
        """
2564
        self.handle = None
2565
        self.network = False
wxchan's avatar
wxchan committed
2566
        self.__need_reload_eval_info = True
2567
        self._train_data_name = "training"
wxchan's avatar
wxchan committed
2568
        self.__attr = {}
2569
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
2570
        self.best_iteration = -1
wxchan's avatar
wxchan committed
2571
        self.best_score = {}
2572
        params = {} if params is None else deepcopy(params)
wxchan's avatar
wxchan committed
2573
        if train_set is not None:
2574
            # Training task
wxchan's avatar
wxchan committed
2575
            if not isinstance(train_set, Dataset):
2576
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
2577
2578
2579
2580
2581
2582
2583
2584
2585
2586
2587
2588
2589
2590
2591
2592
2593
2594
2595
2596
2597
2598
2599
2600
2601
2602
2603
2604
2605
2606
2607
2608
2609
2610
            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"]
                )
2611
            # construct booster object
2612
2613
2614
2615
            train_set.construct()
            # copy the parameters from train_set
            params.update(train_set.get_params())
            params_str = param_dict_to_str(params)
2616
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2617
            _safe_call(_LIB.LGBM_BoosterCreate(
2618
                train_set.handle,
wxchan's avatar
wxchan committed
2619
2620
                c_str(params_str),
                ctypes.byref(self.handle)))
2621
            # save reference to data
wxchan's avatar
wxchan committed
2622
2623
2624
2625
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
2626
2627
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
2628
2629
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
2630
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
2631
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2632
2633
2634
2635
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2636
            # buffer for inner predict
wxchan's avatar
wxchan committed
2637
2638
2639
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
2640
            self.pandas_categorical = train_set.pandas_categorical
2641
            self.train_set_version = train_set.version
wxchan's avatar
wxchan committed
2642
        elif model_file is not None:
2643
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
2644
            out_num_iterations = ctypes.c_int(0)
2645
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
2646
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
2647
                c_str(str(model_file)),
wxchan's avatar
wxchan committed
2648
2649
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
2650
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2651
2652
2653
2654
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
2655
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
2656
        elif model_str is not None:
2657
            self.model_from_string(model_str)
wxchan's avatar
wxchan committed
2658
        else:
2659
2660
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
2661
        self.params = params
wxchan's avatar
wxchan committed
2662
2663

    def __del__(self):
2664
2665
2666
2667
2668
2669
2670
2671
2672
2673
        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
2674

wxchan's avatar
wxchan committed
2675
2676
2677
2678
    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
2679
        model_str = self.model_to_string(num_iteration=-1)
2680
        booster = Booster(model_str=model_str)
2681
        return booster
wxchan's avatar
wxchan committed
2682
2683
2684
2685
2686
2687
2688

    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:
2689
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
2690
2691
2692
        return this

    def __setstate__(self, state):
2693
2694
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
2695
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
2696
            out_num_iterations = ctypes.c_int(0)
2697
2698
2699
2700
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
2701
2702
2703
            state['handle'] = handle
        self.__dict__.update(state)

wxchan's avatar
wxchan committed
2704
    def free_dataset(self):
Nikita Titov's avatar
Nikita Titov committed
2705
2706
2707
2708
2709
2710
2711
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
2712
2713
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
2714
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
2715
        return self
wxchan's avatar
wxchan committed
2716

2717
2718
2719
    def _free_buffer(self):
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
2720
        return self
2721

2722
2723
2724
2725
2726
2727
2728
    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":
2729
2730
2731
2732
        """Set the network configuration.

        Parameters
        ----------
2733
        machines : list, set or str
2734
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
2735
        local_listen_port : int, optional (default=12400)
2736
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
2737
        listen_time_out : int, optional (default=120)
2738
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
2739
        num_machines : int, optional (default=1)
2740
            The number of machines for distributed learning application.
Nikita Titov's avatar
Nikita Titov committed
2741
2742
2743
2744
2745

        Returns
        -------
        self : Booster
            Booster with set network.
2746
        """
2747
2748
        if isinstance(machines, (list, set)):
            machines = ','.join(machines)
2749
2750
2751
2752
2753
        _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
2754
        return self
2755
2756

    def free_network(self):
Nikita Titov's avatar
Nikita Titov committed
2757
2758
2759
2760
2761
2762
2763
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
2764
2765
        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False
Nikita Titov's avatar
Nikita Titov committed
2766
        return self
2767

2768
2769
2770
    def trees_to_dataframe(self):
        """Parse the fitted model and return in an easy-to-read pandas DataFrame.

2771
2772
2773
2774
        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.
2775
2776
2777
2778
2779
            - ``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.
2780
2781
            - ``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.
2782
            - ``decision_type`` : str, logical operator describing how to compare a value to ``threshold``.
2783
2784
              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.
2785
2786
            - ``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.
2787
            - ``value`` : float64, predicted value for this leaf node, multiplied by the learning rate.
2788
            - ``weight`` : float64 or int64, sum of Hessian (second-order derivative of objective), summed over observations that fall in this node.
2789
2790
            - ``count`` : int64, number of records in the training data that fall into this node.

2791
2792
2793
2794
2795
2796
        Returns
        -------
        result : pandas DataFrame
            Returns a pandas DataFrame of the parsed model.
        """
        if not PANDAS_INSTALLED:
2797
2798
            raise LightGBMError('This method cannot be run without pandas installed. '
                                'You must install pandas and restart your session to use this method.')
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809

        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):
2810
                tree_num = f'{tree_index}-' if tree_index is not None else ''
2811
2812
2813
                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
2814
2815
                node_num = tree.get('split_index' if is_split else 'leaf_index', 0)
                return f"{tree_num}{node_type}{node_num}"
2816
2817
2818
2819
2820
2821
2822
2823
2824
2825
2826
2827

            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):
2828
                return set(tree.keys()) == {'leaf_value'}
2829
2830
2831
2832
2833
2834
2835
2836
2837
2838
2839
2840
2841
2842
2843
2844
2845
2846
2847
2848
2849
2850
2851
2852
2853
2854
2855
2856
2857
2858
2859
2860
2861
2862
2863
2864
2865
2866
2867
2868
2869
2870
2871
2872
2873
2874
2875
2876
2877
2878
2879
2880
2881
2882
2883
2884
2885
2886
2887
2888
2889
2890
2891
2892
2893
2894
2895
2896
2897
2898
2899
2900
2901

            # 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))

2902
        return pd_DataFrame(model_list, columns=model_list[0].keys())
2903

wxchan's avatar
wxchan committed
2904
    def set_train_data_name(self, name):
2905
2906
2907
2908
        """Set the name to the training Dataset.

        Parameters
        ----------
2909
        name : str
Nikita Titov's avatar
Nikita Titov committed
2910
2911
2912
2913
2914
2915
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
2916
        """
2917
        self._train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
2918
        return self
wxchan's avatar
wxchan committed
2919
2920

    def add_valid(self, data, name):
2921
        """Add validation data.
wxchan's avatar
wxchan committed
2922
2923
2924
2925

        Parameters
        ----------
        data : Dataset
2926
            Validation data.
2927
        name : str
2928
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
2929
2930
2931
2932
2933

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
2934
        """
Guolin Ke's avatar
Guolin Ke committed
2935
        if not isinstance(data, Dataset):
2936
            raise TypeError(f'Validation data should be Dataset instance, met {type(data).__name__}')
Guolin Ke's avatar
Guolin Ke committed
2937
        if data._predictor is not self.__init_predictor:
2938
2939
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
2940
2941
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
2942
            data.construct().handle))
wxchan's avatar
wxchan committed
2943
2944
2945
2946
2947
        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
2948
        return self
wxchan's avatar
wxchan committed
2949
2950

    def reset_parameter(self, params):
2951
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
2952
2953
2954
2955

        Parameters
        ----------
        params : dict
2956
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
2957
2958
2959
2960
2961

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
2962
2963
2964
2965
2966
2967
        """
        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
2968
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
2969
        return self
wxchan's avatar
wxchan committed
2970
2971

    def update(self, train_set=None, fobj=None):
Nikita Titov's avatar
Nikita Titov committed
2972
        """Update Booster for one iteration.
2973

wxchan's avatar
wxchan committed
2974
2975
        Parameters
        ----------
2976
2977
2978
2979
        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
2980
            Customized objective function.
2981
2982
2983
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

2984
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
2985
                    The predicted values.
2986
2987
                    Predicted values are returned before any transformation,
                    e.g. they are raw margin instead of probability of positive class for binary task.
2988
2989
                train_data : Dataset
                    The training dataset.
2990
                grad : numpy 1-D array or numpy 2-D array (for multi-class task)
2991
2992
                    The value of the first order derivative (gradient) of the loss
                    with respect to the elements of preds for each sample point.
2993
                hess : numpy 1-D array or numpy 2-D array (for multi-class task)
2994
2995
                    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
2996

2997
            For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes],
2998
            and grad and hess should be returned in the same format.
2999

wxchan's avatar
wxchan committed
3000
3001
        Returns
        -------
3002
3003
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
3004
        """
3005
        # need reset training data
3006
3007
3008
3009
3010
3011
        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
3012
            if not isinstance(train_set, Dataset):
3013
                raise TypeError(f'Training data should be Dataset instance, met {type(train_set).__name__}')
Guolin Ke's avatar
Guolin Ke committed
3014
            if train_set._predictor is not self.__init_predictor:
3015
3016
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
3017
3018
3019
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
3020
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
3021
            self.__inner_predict_buffer[0] = None
3022
            self.train_set_version = self.train_set.version
wxchan's avatar
wxchan committed
3023
3024
        is_finished = ctypes.c_int(0)
        if fobj is None:
3025
            if self.__set_objective_to_none:
3026
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
3027
3028
3029
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
3030
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3031
3032
            return is_finished.value == 1
        else:
3033
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
3034
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
3035
3036
3037
3038
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
3039
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
3040

Nikita Titov's avatar
Nikita Titov committed
3041
3042
        .. note::

3043
3044
            Score is returned before any transformation,
            e.g. it is raw margin instead of probability of positive class for binary task.
3045
            For multi-class task, score are numpy 2-D array of shape = [n_samples, n_classes],
3046
            and grad and hess should be returned in the same format.
3047

wxchan's avatar
wxchan committed
3048
3049
        Parameters
        ----------
3050
        grad : numpy 1-D array or numpy 2-D array (for multi-class task)
3051
3052
            The value of the first order derivative (gradient) of the loss
            with respect to the elements of score for each sample point.
3053
        hess : numpy 1-D array or numpy 2-D array (for multi-class task)
3054
3055
            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
3056
3057
3058

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3059
3060
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
3061
        """
3062
3063
3064
        if self.__num_class > 1:
            grad = grad.ravel(order='F')
            hess = hess.ravel(order='F')
3065
3066
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
3067
3068
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
3069
        if len(grad) != len(hess):
3070
3071
            raise ValueError(f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) don't match")
        num_train_data = self.train_set.num_data()
3072
        if len(grad) != num_train_data * self.__num_class:
3073
3074
3075
            raise ValueError(
                f"Lengths of gradient ({len(grad)}) and Hessian ({len(hess)}) "
                f"don't match training data length ({num_train_data}) * "
3076
                f"number of models per one iteration ({self.__num_class})"
3077
            )
wxchan's avatar
wxchan committed
3078
3079
3080
3081
3082
3083
        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)))
3084
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
wxchan's avatar
wxchan committed
3085
3086
3087
        return is_finished.value == 1

    def rollback_one_iter(self):
Nikita Titov's avatar
Nikita Titov committed
3088
3089
3090
3091
3092
3093
3094
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
3095
3096
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
3097
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
3098
        return self
wxchan's avatar
wxchan committed
3099
3100

    def current_iteration(self):
3101
3102
3103
3104
3105
3106
3107
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
3108
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3109
3110
3111
3112
3113
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
3124
3125
3126
3127
3128
3129
3130
3131
3132
3133
3134
3135
3136
3137
3138
3139
3140
3141
    def num_model_per_iteration(self):
        """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

    def num_trees(self):
        """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

3142
3143
3144
3145
3146
3147
3148
3149
3150
3151
3152
3153
3154
3155
3156
3157
3158
3159
3160
3161
3162
3163
3164
3165
3166
3167
3168
3169
    def upper_bound(self):
        """Get upper bound value of a model.

        Returns
        -------
        upper_bound : double
            Upper bound value of the model.
        """
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetUpperBoundValue(
            self.handle,
            ctypes.byref(ret)))
        return ret.value

    def lower_bound(self):
        """Get lower bound value of a model.

        Returns
        -------
        lower_bound : double
            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
3170
    def eval(self, data, name, feval=None):
3171
        """Evaluate for data.
wxchan's avatar
wxchan committed
3172
3173
3174

        Parameters
        ----------
3175
3176
        data : Dataset
            Data for the evaluating.
3177
        name : str
3178
            Name of the data.
3179
        feval : callable, list of callable, or None, optional (default=None)
3180
            Customized evaluation function.
3181
            Each evaluation function should accept two parameters: preds, eval_data,
3182
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3183

3184
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3185
                    The predicted values.
3186
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3187
                    If custom objective function is used, predicted values are returned before any transformation,
3188
                    e.g. they are raw margin instead of probability of positive class for binary task in this case.
3189
                eval_data : Dataset
3190
                    A ``Dataset`` to evaluate.
3191
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3192
                    The name of evaluation function (without whitespace).
3193
3194
3195
3196
3197
                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
3198
3199
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3200
        result : list
3201
            List with evaluation results.
wxchan's avatar
wxchan committed
3202
        """
Guolin Ke's avatar
Guolin Ke committed
3203
3204
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
3205
3206
3207
3208
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
3209
            for i in range(len(self.valid_sets)):
wxchan's avatar
wxchan committed
3210
3211
3212
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
3213
        # need to push new valid data
wxchan's avatar
wxchan committed
3214
3215
3216
3217
3218
3219
3220
        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):
3221
        """Evaluate for training data.
wxchan's avatar
wxchan committed
3222
3223
3224

        Parameters
        ----------
3225
        feval : callable, list of callable, or None, optional (default=None)
3226
            Customized evaluation function.
3227
            Each evaluation function should accept two parameters: preds, eval_data,
3228
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3229

3230
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3231
                    The predicted values.
3232
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3233
                    If custom objective function is used, predicted values are returned before any transformation,
3234
                    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
3235
                eval_data : Dataset
3236
                    The training dataset.
3237
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3238
                    The name of evaluation function (without whitespace).
3239
3240
3241
3242
3243
                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
3244
3245
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3246
        result : list
3247
            List with evaluation results.
wxchan's avatar
wxchan committed
3248
        """
3249
        return self.__inner_eval(self._train_data_name, 0, feval)
wxchan's avatar
wxchan committed
3250
3251

    def eval_valid(self, feval=None):
3252
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
3253
3254
3255

        Parameters
        ----------
3256
        feval : callable, list of callable, or None, optional (default=None)
3257
            Customized evaluation function.
3258
            Each evaluation function should accept two parameters: preds, eval_data,
3259
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
3260

3261
                preds : numpy 1-D array or numpy 2-D array (for multi-class task)
3262
                    The predicted values.
3263
                    For multi-class task, preds are numpy 2-D array of shape = [n_samples, n_classes].
3264
                    If custom objective function is used, predicted values are returned before any transformation,
3265
                    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
3266
                eval_data : Dataset
3267
                    The validation dataset.
3268
                eval_name : str
Andrew Ziem's avatar
Andrew Ziem committed
3269
                    The name of evaluation function (without whitespace).
3270
3271
3272
3273
3274
                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
3275
3276
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3277
        result : list
3278
            List with evaluation results.
wxchan's avatar
wxchan committed
3279
        """
3280
        return [item for i in range(1, self.__num_dataset)
wxchan's avatar
wxchan committed
3281
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
3282

3283
    def save_model(self, filename, num_iteration=None, start_iteration=0, importance_type='split'):
3284
        """Save Booster to file.
wxchan's avatar
wxchan committed
3285
3286
3287

        Parameters
        ----------
3288
        filename : str or pathlib.Path
3289
            Filename to save Booster.
3290
3291
3292
3293
        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
3294
        start_iteration : int, optional (default=0)
3295
            Start index of the iteration that should be saved.
3296
        importance_type : str, optional (default="split")
3297
3298
3299
            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
3300
3301
3302
3303
3304

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
3305
        """
3306
        if num_iteration is None:
3307
            num_iteration = self.best_iteration
3308
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3309
3310
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
3311
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3312
            ctypes.c_int(num_iteration),
3313
            ctypes.c_int(importance_type_int),
3314
            c_str(str(filename))))
3315
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
3316
        return self
wxchan's avatar
wxchan committed
3317

3318
    def shuffle_models(self, start_iteration=0, end_iteration=-1):
3319
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
3320

3321
3322
3323
        Parameters
        ----------
        start_iteration : int, optional (default=0)
3324
            The first iteration that will be shuffled.
3325
3326
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
3327
            If <= 0, means the last available iteration.
3328

Nikita Titov's avatar
Nikita Titov committed
3329
3330
3331
3332
        Returns
        -------
        self : Booster
            Booster with shuffled models.
3333
        """
3334
3335
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
3336
3337
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
3338
        return self
3339

3340
    def model_from_string(self, model_str):
3341
3342
3343
3344
        """Load Booster from a string.

        Parameters
        ----------
3345
        model_str : str
3346
3347
3348
3349
            Model will be loaded from this string.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
3350
        self : Booster
3351
3352
            Loaded Booster object.
        """
3353
3354
3355
3356
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
3357
3358
3359
3360
3361
3362
3363
3364
3365
3366
        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
3367
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
3368
3369
        return self

3370
    def model_to_string(self, num_iteration=None, start_iteration=0, importance_type='split'):
3371
        """Save Booster to string.
3372

3373
3374
3375
3376
3377
3378
        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
3379
        start_iteration : int, optional (default=0)
3380
            Start index of the iteration that should be saved.
3381
        importance_type : str, optional (default="split")
3382
3383
3384
            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.
3385
3386
3387

        Returns
        -------
3388
        str_repr : str
3389
3390
            String representation of Booster.
        """
3391
        if num_iteration is None:
3392
            num_iteration = self.best_iteration
3393
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3394
        buffer_len = 1 << 20
3395
        tmp_out_len = ctypes.c_int64(0)
3396
3397
3398
3399
        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,
3400
            ctypes.c_int(start_iteration),
3401
            ctypes.c_int(num_iteration),
3402
            ctypes.c_int(importance_type_int),
3403
            ctypes.c_int64(buffer_len),
3404
3405
3406
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
3407
        # if buffer length is not long enough, re-allocate a buffer
3408
3409
3410
3411
3412
        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,
3413
                ctypes.c_int(start_iteration),
3414
                ctypes.c_int(num_iteration),
3415
                ctypes.c_int(importance_type_int),
3416
                ctypes.c_int64(actual_len),
3417
3418
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
3419
        ret = string_buffer.value.decode('utf-8')
3420
3421
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
3422

3423
    def dump_model(self, num_iteration=None, start_iteration=0, importance_type='split', object_hook=None):
Nikita Titov's avatar
Nikita Titov committed
3424
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
3425

3426
3427
        Parameters
        ----------
3428
3429
3430
3431
        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
3432
        start_iteration : int, optional (default=0)
3433
            Start index of the iteration that should be dumped.
3434
        importance_type : str, optional (default="split")
3435
3436
3437
            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.
3438
3439
3440
3441
3442
3443
3444
3445
3446
        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.
3447

wxchan's avatar
wxchan committed
3448
3449
        Returns
        -------
3450
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
3451
            JSON format of Booster.
wxchan's avatar
wxchan committed
3452
        """
3453
        if num_iteration is None:
3454
            num_iteration = self.best_iteration
3455
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
wxchan's avatar
wxchan committed
3456
        buffer_len = 1 << 20
3457
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
3458
3459
3460
3461
        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,
3462
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3463
            ctypes.c_int(num_iteration),
3464
            ctypes.c_int(importance_type_int),
3465
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
3466
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3467
            ptr_string_buffer))
wxchan's avatar
wxchan committed
3468
        actual_len = tmp_out_len.value
3469
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
3470
3471
3472
3473
3474
        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,
3475
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
3476
                ctypes.c_int(num_iteration),
3477
                ctypes.c_int(importance_type_int),
3478
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
3479
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3480
                ptr_string_buffer))
3481
        ret = json.loads(string_buffer.value.decode('utf-8'), object_hook=object_hook)
3482
3483
3484
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
                                                          default=json_default_with_numpy))
        return ret
wxchan's avatar
wxchan committed
3485

3486
    def predict(self, data, start_iteration=0, num_iteration=None,
3487
                raw_score=False, pred_leaf=False, pred_contrib=False,
3488
                data_has_header=False, **kwargs):
3489
        """Make a prediction.
wxchan's avatar
wxchan committed
3490
3491
3492

        Parameters
        ----------
3493
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
3494
            Data source for prediction.
3495
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3496
        start_iteration : int, optional (default=0)
3497
            Start index of the iteration to predict.
3498
            If <= 0, starts from the first iteration.
3499
        num_iteration : int or None, optional (default=None)
3500
3501
3502
3503
            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).
3504
3505
3506
3507
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
3508
3509
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
3510

Nikita Titov's avatar
Nikita Titov committed
3511
3512
3513
3514
3515
3516
3517
            .. 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.
3518

3519
3520
        data_has_header : bool, optional (default=False)
            Whether the data has header.
3521
            Used only if data is str.
3522
3523
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
3524
3525
3526

        Returns
        -------
3527
        result : numpy array, scipy.sparse or list of scipy.sparse
3528
            Prediction result.
3529
            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
3530
        """
3531
        predictor = self._to_predictor(deepcopy(kwargs))
3532
        if num_iteration is None:
3533
            if start_iteration <= 0:
3534
3535
3536
3537
                num_iteration = self.best_iteration
            else:
                num_iteration = -1
        return predictor.predict(data, start_iteration, num_iteration,
3538
                                 raw_score, pred_leaf, pred_contrib,
3539
                                 data_has_header)
wxchan's avatar
wxchan committed
3540

3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
    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,
        **kwargs
    ):
Guolin Ke's avatar
Guolin Ke committed
3556
3557
3558
3559
        """Refit the existing Booster by new data.

        Parameters
        ----------
3560
        data : str, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
3561
            Data source for refit.
3562
            If str or pathlib.Path, it represents the path to a text file (CSV, TSV, or LibSVM).
3563
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
3564
3565
            Label for refit.
        decay_rate : float, optional (default=0.9)
3566
3567
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
3568
3569
3570
        reference : Dataset or None, optional (default=None)
            Reference for ``data``.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
3571
            Weight for each ``data`` instance. Weights should be non-negative.
3572
3573
3574
3575
3576
3577
3578
3579
3580
3581
3582
3583
3584
3585
3586
3587
        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.
3588
            All values in categorical features will be cast to int32 and thus should be less than int32 max value (2147483647).
3589
3590
3591
            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.
3592
            Floating point numbers in categorical features will be rounded towards 0.
3593
3594
3595
3596
        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``.
3597
3598
        **kwargs
            Other parameters for refit.
3599
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
3600
3601
3602
3603
3604
3605

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
3606
3607
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
3608
3609
        if dataset_params is None:
            dataset_params = {}
3610
        predictor = self._to_predictor(deepcopy(kwargs))
3611
        leaf_preds = predictor.predict(data, -1, pred_leaf=True)
3612
        nrow, ncol = leaf_preds.shape
3613
        out_is_linear = ctypes.c_int(0)
3614
3615
3616
        _safe_call(_LIB.LGBM_BoosterGetLinear(
            self.handle,
            ctypes.byref(out_is_linear)))
Nikita Titov's avatar
Nikita Titov committed
3617
3618
3619
3620
3621
        new_params = _choose_param_value(
            main_param_name="linear_tree",
            params=self.params,
            default_value=None
        )
3622
        new_params["linear_tree"] = bool(out_is_linear.value)
3623
3624
3625
3626
3627
3628
3629
3630
3631
3632
3633
3634
3635
        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,
        )
3636
        new_params['refit_decay_rate'] = decay_rate
3637
        new_booster = Booster(new_params, train_set)
Guolin Ke's avatar
Guolin Ke committed
3638
3639
3640
3641
3642
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
3643
        ptr_data, _, _ = c_int_array(leaf_preds)
Guolin Ke's avatar
Guolin Ke committed
3644
3645
3646
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
3647
3648
            ctypes.c_int32(nrow),
            ctypes.c_int32(ncol)))
3649
3650
        new_booster.network = self.network
        new_booster.__attr = self.__attr.copy()
Guolin Ke's avatar
Guolin Ke committed
3651
3652
        return new_booster

3653
    def get_leaf_output(self, tree_id, leaf_id):
3654
3655
3656
3657
3658
3659
3660
3661
3662
3663
3664
3665
3666
3667
        """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.
        """
3668
3669
3670
3671
3672
3673
3674
3675
        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

3676
    def _to_predictor(self, pred_parameter=None):
3677
        """Convert to predictor."""
3678
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
3679
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
3680
3681
        return predictor

3682
    def num_feature(self):
3683
3684
3685
3686
3687
3688
3689
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
3690
3691
3692
3693
3694
3695
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

wxchan's avatar
wxchan committed
3696
    def feature_name(self):
3697
        """Get names of features.
wxchan's avatar
wxchan committed
3698
3699
3700

        Returns
        -------
3701
        result : list of str
3702
            List with names of features.
wxchan's avatar
wxchan committed
3703
        """
3704
        num_feature = self.num_feature()
3705
        # Get name of features
wxchan's avatar
wxchan committed
3706
        tmp_out_len = ctypes.c_int(0)
3707
3708
        reserved_string_buffer_size = 255
        required_string_buffer_size = ctypes.c_size_t(0)
3709
        string_buffers = [ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(num_feature)]
wxchan's avatar
wxchan committed
3710
3711
3712
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
3713
            ctypes.c_int(num_feature),
wxchan's avatar
wxchan committed
3714
            ctypes.byref(tmp_out_len),
3715
            ctypes.c_size_t(reserved_string_buffer_size),
3716
            ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
3717
3718
3719
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
3720
3721
3722
3723
3724
3725
3726
3727
3728
3729
3730
3731
        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))
3732
        return [string_buffers[i].value.decode('utf-8') for i in range(num_feature)]
wxchan's avatar
wxchan committed
3733

3734
    def feature_importance(self, importance_type='split', iteration=None):
3735
        """Get feature importances.
3736

3737
3738
        Parameters
        ----------
3739
        importance_type : str, optional (default="split")
3740
3741
3742
            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.
3743
3744
3745
3746
        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).
3747

3748
3749
        Returns
        -------
3750
3751
        result : numpy array
            Array with feature importances.
3752
        """
3753
3754
        if iteration is None:
            iteration = self.best_iteration
3755
        importance_type_int = FEATURE_IMPORTANCE_TYPE_MAPPER[importance_type]
3756
        result = np.empty(self.num_feature(), dtype=np.float64)
3757
3758
3759
3760
3761
        _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))))
3762
        if importance_type_int == C_API_FEATURE_IMPORTANCE_SPLIT:
3763
            return result.astype(np.int32)
3764
3765
        else:
            return result
3766

3767
3768
3769
3770
3771
    def get_split_value_histogram(self, feature, bins=None, xgboost_style=False):
        """Get split value histogram for the specified feature.

        Parameters
        ----------
3772
        feature : int or str
3773
3774
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
3775
            If str, interpreted as name.
3776

Nikita Titov's avatar
Nikita Titov committed
3777
3778
3779
            .. warning::

                Categorical features are not supported.
3780

3781
        bins : int, str or None, optional (default=None)
3782
3783
3784
            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.
3785
            If str, it should be one from the list of the supported values by ``numpy.histogram()`` function.
3786
3787
3788
3789
3790
3791
3792
3793
3794
3795
3796
3797
3798
3799
3800
3801
3802
        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
3803
                if feature_names is not None and isinstance(feature, str):
3804
3805
3806
3807
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
3808
                    if isinstance(root['threshold'], str):
3809
3810
3811
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
3812
3813
3814
3815
3816
3817
3818
3819
3820
3821
                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'])

3822
        if bins is None or isinstance(bins, int) and xgboost_style:
3823
3824
3825
3826
3827
3828
3829
            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:
3830
                return pd_DataFrame(ret, columns=['SplitValue', 'Count'])
3831
3832
3833
3834
3835
            else:
                return ret
        else:
            return hist, bin_edges

wxchan's avatar
wxchan committed
3836
    def __inner_eval(self, data_name, data_idx, feval=None):
3837
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
3838
        if data_idx >= self.__num_dataset:
3839
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
3840
3841
3842
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
3843
            result = np.empty(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
3844
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
3845
3846
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
3847
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
3848
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
3849
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
3850
            if tmp_out_len.value != self.__num_inner_eval:
3851
                raise ValueError("Wrong length of eval results")
3852
            for i in range(self.__num_inner_eval):
3853
3854
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
3855
3856
        if callable(feval):
            feval = [feval]
wxchan's avatar
wxchan committed
3857
3858
3859
3860
3861
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
3862
3863
3864
3865
3866
3867
3868
3869
3870
            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
3871
3872
3873
3874
                    ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
3875
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
3876
        if data_idx >= self.__num_dataset:
3877
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
3878
3879
3880
3881
3882
        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
3883
            self.__inner_predict_buffer[data_idx] = np.empty(n_preds, dtype=np.float64)
3884
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
3885
3886
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
3887
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
3888
3889
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
3890
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
3891
3892
3893
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
3894
                raise ValueError(f"Wrong length of predict results for data {data_idx}")
wxchan's avatar
wxchan committed
3895
            self.__is_predicted_cur_iter[data_idx] = True
3896
3897
3898
3899
3900
        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
3901
3902

    def __get_eval_info(self):
3903
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
3904
3905
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
3906
            out_num_eval = ctypes.c_int(0)
3907
            # Get num of inner evals
wxchan's avatar
wxchan committed
3908
3909
3910
3911
3912
            _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:
3913
                # Get name of eval metrics
Guolin Ke's avatar
Guolin Ke committed
3914
                tmp_out_len = ctypes.c_int(0)
3915
3916
3917
                reserved_string_buffer_size = 255
                required_string_buffer_size = ctypes.c_size_t(0)
                string_buffers = [
3918
                    ctypes.create_string_buffer(reserved_string_buffer_size) for _ in range(self.__num_inner_eval)
3919
                ]
wxchan's avatar
wxchan committed
3920
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
3921
3922
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
3923
                    ctypes.c_int(self.__num_inner_eval),
wxchan's avatar
wxchan committed
3924
                    ctypes.byref(tmp_out_len),
3925
                    ctypes.c_size_t(reserved_string_buffer_size),
3926
                    ctypes.byref(required_string_buffer_size),
wxchan's avatar
wxchan committed
3927
3928
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
3929
                    raise ValueError("Length of eval names doesn't equal with num_evals")
3930
3931
3932
3933
3934
3935
3936
3937
3938
3939
3940
3941
3942
3943
3944
3945
3946
3947
3948
3949
                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
                ]
3950

wxchan's avatar
wxchan committed
3951
    def attr(self, key):
3952
        """Get attribute string from the Booster.
wxchan's avatar
wxchan committed
3953
3954
3955

        Parameters
        ----------
3956
        key : str
3957
            The name of the attribute.
wxchan's avatar
wxchan committed
3958
3959
3960

        Returns
        -------
3961
        value : str or None
3962
            The attribute value.
Nikita Titov's avatar
Nikita Titov committed
3963
            Returns None if attribute does not exist.
wxchan's avatar
wxchan committed
3964
        """
3965
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
3966
3967

    def set_attr(self, **kwargs):
3968
        """Set attributes to the Booster.
wxchan's avatar
wxchan committed
3969
3970
3971
3972

        Parameters
        ----------
        **kwargs
3973
3974
            The attributes to set.
            Setting a value to None deletes an attribute.
Nikita Titov's avatar
Nikita Titov committed
3975
3976
3977
3978

        Returns
        -------
        self : Booster
3979
            Booster with set attributes.
wxchan's avatar
wxchan committed
3980
3981
3982
        """
        for key, value in kwargs.items():
            if value is not None:
3983
                if not isinstance(value, str):
Nikita Titov's avatar
Nikita Titov committed
3984
                    raise ValueError("Only string values are accepted")
wxchan's avatar
wxchan committed
3985
3986
3987
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)
Nikita Titov's avatar
Nikita Titov committed
3988
        return self