basic.py 75.5 KB
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# coding: utf-8
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# pylint: disable = invalid-name, C0111, C0301
# pylint: disable = R0912, R0913, R0914, W0105, W0201, W0212
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"""Wrapper c_api of LightGBM"""
from __future__ import absolute_import

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import copy
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import ctypes
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import os
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import warnings
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from tempfile import NamedTemporaryFile
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import numpy as np
import scipy.sparse

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from .compat import (DataFrame, Series, integer_types, json,
                     json_default_with_numpy, numeric_types, range_,
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                     string_type, LGBMDeprecationWarning)
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from .libpath import find_lib_path

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def _load_lib():
    """Load LightGBM Library."""
    lib_path = find_lib_path()
    if len(lib_path) == 0:
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        return None
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    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib

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_LIB = _load_lib()

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class LightGBMError(Exception):
    """Error throwed by LightGBM"""
    pass

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def _safe_call(ret):
    """Check the return value of C API call
    Parameters
    ----------
    ret : int
        return value from API calls
    """
    if ret != 0:
        raise LightGBMError(_LIB.LGBM_GetLastError())

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def is_numeric(obj):
    """Check is a number or not, include numpy number etc."""
    try:
        float(obj)
        return True
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    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
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        return False

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def is_numpy_1d_array(data):
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    """Check is 1d numpy array"""
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    return isinstance(data, np.ndarray) and len(data.shape) == 1
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def is_1d_list(data):
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    """Check is 1d list"""
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    return isinstance(data, list) and \
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        (not data or is_numeric(data[0]))
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def list_to_1d_numpy(data, dtype=np.float32, name='list'):
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    """convert to 1d numpy array"""
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    if is_numpy_1d_array(data):
        if data.dtype == dtype:
            return data
        else:
            return data.astype(dtype=dtype, copy=False)
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
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    elif isinstance(data, Series):
        return data.values.astype(dtype)
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    else:
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        raise TypeError("Wrong type({}) for {}, should be list or numpy array".format(type(data).__name__, name))
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def cfloat32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
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        return np.fromiter(cptr, dtype=np.float32, count=length)
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    else:
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        raise RuntimeError('Expected float pointer')
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def cfloat64_array_to_numpy(cptr, length):
    """Convert a ctypes double pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
        return np.fromiter(cptr, dtype=np.float64, count=length)
    else:
        raise RuntimeError('Expected double pointer')

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def cint32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
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        return np.fromiter(cptr, dtype=np.int32, count=length)
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    else:
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        raise RuntimeError('Expected int pointer')
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def c_str(string):
    """Convert a python string to cstring."""
    return ctypes.c_char_p(string.encode('utf-8'))

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def c_array(ctype, values):
    """Convert a python array to c array."""
    return (ctype * len(values))(*values)

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def param_dict_to_str(data):
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    if data is None or not data:
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        return ""
    pairs = []
    for key, val in data.items():
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        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
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            pairs.append(str(key) + '=' + ','.join(map(str, val)))
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        elif isinstance(val, string_type) or isinstance(val, numeric_types) or is_numeric(val):
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            pairs.append(str(key) + '=' + str(val))
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        elif val is not None:
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            raise TypeError('Unknown type of parameter:%s, got:%s'
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                            % (key, type(val).__name__))
    return ' '.join(pairs)
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class _temp_file(object):
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    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
        return self
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    def __exit__(self, exc_type, exc_val, exc_tb):
        if os.path.isfile(self.name):
            os.remove(self.name)
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    def readlines(self):
        with open(self.name, "r+") as f:
            ret = f.readlines()
        return ret
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    def writelines(self, lines):
        with open(self.name, "w+") as f:
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            f.writelines(lines)
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"""marco definition of data type in c_api of LightGBM"""
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
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"""Matric is row major in python"""
C_API_IS_ROW_MAJOR = 1

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"""marco definition of prediction type in c_api of LightGBM"""
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C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
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C_API_PREDICT_CONTRIB = 3
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"""data type of data field"""
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FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
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                     "init_score": C_API_DTYPE_FLOAT64,
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                     "group": C_API_DTYPE_INT32}

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def c_float_array(data):
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    """get pointer of float numpy array / list"""
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    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        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:
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            raise TypeError("Expected np.float32 or np.float64, met type({})"
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                            .format(data.dtype))
    else:
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        raise TypeError("Unknown type({})".format(type(data).__name__))
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    return (ptr_data, type_data)

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def c_int_array(data):
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    """get pointer of int numpy array / list"""
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    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        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:
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            raise TypeError("Expected np.int32 or np.int64, met type({})"
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                            .format(data.dtype))
    else:
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        raise TypeError("Unknown type({})".format(type(data).__name__))
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    return (ptr_data, type_data)

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PANDAS_DTYPE_MAPPER = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                       'int64': 'int', 'uint8': 'int', 'uint16': 'int',
                       'uint32': 'int', 'uint64': 'int', 'float16': 'float',
                       'float32': 'float', 'float64': 'float', 'bool': 'int'}


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def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
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    if isinstance(data, DataFrame):
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        if feature_name == 'auto' or feature_name is None:
            data = data.rename(columns=str)
        cat_cols = data.select_dtypes(include=['category']).columns
        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.')
            for col, category in zip(cat_cols, pandas_categorical):
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
        if len(cat_cols):  # cat_cols is pandas Index object
            data = data.copy()  # not alter origin DataFrame
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes)
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
            if categorical_feature == 'auto':
                categorical_feature = list(cat_cols)
            else:
                categorical_feature = list(categorical_feature) + list(cat_cols)
        if feature_name == 'auto':
            feature_name = list(data.columns)
        data_dtypes = data.dtypes
        if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in data_dtypes):
            bad_fields = [data.columns[i] for i, dtype in
                          enumerate(data_dtypes) if dtype.name not in PANDAS_DTYPE_MAPPER]

            msg = """DataFrame.dtypes for data must be int, float or bool. Did not expect the data types in fields """
            raise ValueError(msg + ', '.join(bad_fields))
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        data = data.values.astype('float')
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    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
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def _label_from_pandas(label):
    if isinstance(label, DataFrame):
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
        label_dtypes = label.dtypes
        if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in label_dtypes):
            raise ValueError('DataFrame.dtypes for label must be int, float or bool')
        label = label.values.astype('float')
    return label


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def _save_pandas_categorical(file_name, pandas_categorical):
    with open(file_name, 'a') as f:
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        f.write('\npandas_categorical:' + json.dumps(pandas_categorical, default=json_default_with_numpy) + '\n')
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def _load_pandas_categorical(file_name):
    with open(file_name, 'r') as f:
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        lines = f.readlines()
        last_line = lines[-1]
        if last_line.strip() == "":
            last_line = lines[-2]
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        if last_line.startswith('pandas_categorical:'):
            return json.loads(last_line[len('pandas_categorical:'):])
    return None


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class _InnerPredictor(object):
    """
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    A _InnerPredictor of LightGBM.
    Only used for prediction, usually used for continued-train
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    Note: Can convert from Booster, but cannot convert to Booster
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    """
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    def __init__(self, model_file=None, booster_handle=None, pred_parameter=None):
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        """Initialize the _InnerPredictor. Not expose to user
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        Parameters
        ----------
        model_file : string
            Path to the model file.
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        booster_handle : Handle of Booster
            use handle to init
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        pred_parameter: dict
            Other parameters for the prediciton
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        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
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            out_num_iterations = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
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            out_num_class = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
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            self.num_total_iteration = out_num_iterations.value
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            self.pandas_categorical = _load_pandas_categorical(model_file)
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        elif booster_handle is not None:
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            self.__is_manage_handle = False
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            self.handle = booster_handle
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            out_num_class = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
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            out_num_iterations = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
                ctypes.byref(out_num_iterations)))
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            self.num_total_iteration = out_num_iterations.value
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            self.pandas_categorical = None
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        else:
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            raise TypeError('Need Model file or Booster handle to create a predictor')
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        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
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    def __del__(self):
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        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
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    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

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    def predict(self, data, num_iteration=-1,
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                raw_score=False, pred_leaf=False, pred_contrib=False, data_has_header=False,
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                is_reshape=True):
        """
        Predict logic

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
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            When data type is string, it represents the path of txt file
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        num_iteration : int
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            Used iteration for prediction
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        raw_score : bool
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
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        pred_contrib : bool
            True for predict feature contributions
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        data_has_header : bool
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            Used for txt data, True if txt data has header
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        is_reshape : bool
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            Reshape to (nrow, ncol) if true
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        Returns
        -------
        Prediction result
        """
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        if isinstance(data, Dataset):
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            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
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        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
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        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
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        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
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        int_data_has_header = 1 if data_has_header else 0
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        if num_iteration > self.num_total_iteration:
            num_iteration = self.num_total_iteration
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        if isinstance(data, string_type):
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            with _temp_file() as f:
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                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
                    c_str(data),
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                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
                    ctypes.c_int(num_iteration),
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                    c_str(self.pred_parameter),
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                    c_str(f.name)))
                lines = f.readlines()
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                nrow = len(lines)
                preds = [float(token) for line in lines for token in line.split('\t')]
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                preds = np.array(preds, dtype=np.float64, copy=False)
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        elif isinstance(data, scipy.sparse.csr_matrix):
            preds, nrow = self.__pred_for_csr(data, num_iteration,
                                              predict_type)
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        elif isinstance(data, scipy.sparse.csc_matrix):
            preds, nrow = self.__pred_for_csc(data, num_iteration,
                                              predict_type)
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        elif isinstance(data, np.ndarray):
            preds, nrow = self.__pred_for_np2d(data, num_iteration,
                                               predict_type)
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        elif isinstance(data, list):
            try:
                data = np.array(data)
            except:
                raise ValueError('Cannot convert data list to numpy array.')
            preds, nrow = self.__pred_for_np2d(data, num_iteration,
                                               predict_type)
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        else:
            try:
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                warnings.warn('Converting data to scipy sparse matrix.')
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                csr = scipy.sparse.csr_matrix(data)
            except:
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                raise TypeError('Cannot predict data for type {}'.format(type(data).__name__))
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            preds, nrow = self.__pred_for_csr(csr, num_iteration,
                                              predict_type)
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        if pred_leaf:
            preds = preds.astype(np.int32)
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        if is_reshape and preds.size != nrow:
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            if preds.size % nrow == 0:
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                preds = preds.reshape(nrow, -1)
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            else:
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                raise ValueError('Length of predict result (%d) cannot be divide nrow (%d)'
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                                 % (preds.size, nrow))
        return preds

    def __get_num_preds(self, num_iteration, nrow, predict_type):
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        """
        Get size of prediction result
        """
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        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
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            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
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            ctypes.byref(n_preds)))
        return n_preds.value
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    def __pred_for_np2d(self, mat, num_iteration, predict_type):
        """
        Predict for a 2-D numpy matrix.
        """
        if len(mat.shape) != 2:
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            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
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        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
            """change non-float data to float data, need to copy"""
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data = c_float_array(data)
        n_preds = self.__get_num_preds(num_iteration, mat.shape[0],
                                       predict_type)
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        preds = np.zeros(n_preds, dtype=np.float64)
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        out_num_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
            self.handle,
            ptr_data,
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            ctypes.c_int(type_ptr_data),
            ctypes.c_int(mat.shape[0]),
            ctypes.c_int(mat.shape[1]),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
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            c_str(self.pred_parameter),
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            ctypes.byref(out_num_preds),
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            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
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        if n_preds != out_num_preds.value:
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            raise ValueError("Wrong length for predict results")
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        return preds, mat.shape[0]

    def __pred_for_csr(self, csr, num_iteration, predict_type):
        """
        Predict for a csr data
        """
        nrow = len(csr.indptr) - 1
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
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        preds = np.zeros(n_preds, dtype=np.float64)
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        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)

        _safe_call(_LIB.LGBM_BoosterPredictForCSR(
            self.handle,
            ptr_indptr,
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            ctypes.c_int32(type_ptr_indptr),
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            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
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            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),
            ctypes.c_int(num_iteration),
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            c_str(self.pred_parameter),
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            ctypes.byref(out_num_preds),
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            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
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        if n_preds != out_num_preds.value:
            raise ValueError("Wrong length for predict results")
        return preds, nrow

    def __pred_for_csc(self, csc, num_iteration, predict_type):
        """
        Predict for a csc data
        """
        nrow = csc.shape[0]
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
        preds = np.zeros(n_preds, dtype=np.float64)
        out_num_preds = ctypes.c_int64(0)

        ptr_indptr, type_ptr_indptr = c_int_array(csc.indptr)
        ptr_data, type_ptr_data = c_float_array(csc.data)

        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
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            ctypes.c_int32(type_ptr_indptr),
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            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
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            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),
            ctypes.c_int(num_iteration),
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            c_str(self.pred_parameter),
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            ctypes.byref(out_num_preds),
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            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
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        if n_preds != out_num_preds.value:
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            raise ValueError("Wrong length for predict results")
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        return preds, nrow

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class Dataset(object):
    """Dataset in LightGBM."""
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    def __init__(self, data, label=None, reference=None,
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                 weight=None, group=None, init_score=None, silent=False,
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                 feature_name='auto', categorical_feature='auto', params=None,
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                 free_raw_data=True):
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        """Constract Dataset.

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        Parameters
        ----------
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        data : string, numpy array or scipy.sparse
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            Data source of Dataset.
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            If string, it represents the path to txt file.
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        label : list, numpy 1-D array or None, optional (default=None)
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            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
        weight : list, numpy 1-D array or None, optional (default=None)
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            Weight for each instance.
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        group : list, numpy 1-D array or None, optional (default=None)
            Group/query size for Dataset.
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        init_score : list, numpy 1-D array or None, optional (default=None)
            Init score for Dataset.
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        silent : bool, optional (default=False)
            Whether to print messages during construction.
        feature_name : list of strings or 'auto', optional (default="auto")
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
        categorical_feature : list of strings or int, or 'auto', optional (default="auto")
            Categorical features.
            If list of int, interpreted as indices.
            If list of strings, interpreted as feature names (need to specify ``feature_name`` as well).
            If 'auto' and data is pandas DataFrame, pandas categorical columns are used.
        params: dict or None, optional (default=None)
            Other parameters.
        free_raw_data: bool, optional (default=True)
            If True, raw data is freed after constructing inner Dataset.
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        """
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        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
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        self.init_score = init_score
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        self.silent = silent
        self.feature_name = feature_name
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        self.categorical_feature = categorical_feature
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        self.params = copy.deepcopy(params)
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        self.free_raw_data = free_raw_data
        self.used_indices = None
        self._predictor = None
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        self.pandas_categorical = None
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        self.params_back_up = None
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    def __del__(self):
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        try:
            self._free_handle()
        except AttributeError:
            pass
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    def _free_handle(self):
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        if self.handle is not None:
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            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
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            self.handle = None
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    def _lazy_init(self, data, label=None, reference=None,
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                   weight=None, group=None, init_score=None, predictor=None,
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                   silent=False, feature_name='auto',
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                   categorical_feature='auto', params=None):
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        if data is None:
            self.handle = None
            return
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        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
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        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data, feature_name, categorical_feature, self.pandas_categorical)
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        label = _label_from_pandas(label)
        self.data_has_header = False
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        # process for args
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        params = {} if params is None else params
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        args_names = getattr(self.__class__, '_lazy_init').__code__.co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount]
        for key, _ in params.items():
            if key in args_names:
                warnings.warn('{0} keyword has been found in `params` and will be ignored. '
                              'Please use {0} argument of the Dataset constructor to pass this parameter.'.format(key))
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        self.predictor = predictor
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        if "verbosity" in params:
            params.setdefault("verbose", params.pop("verbosity"))
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        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
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        # get categorical features
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        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:
                if isinstance(name, string_type) and name in feature_dict:
                    categorical_indices.add(feature_dict[name])
                elif isinstance(name, integer_types):
                    categorical_indices.add(name)
                else:
                    raise TypeError("Wrong type({}) or unknown name({}) in categorical_feature"
                                    .format(type(name).__name__, name))
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            if categorical_indices:
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                if "categorical_feature" in params or "categorical_column" in params:
                    warnings.warn('categorical_feature in param dict is overrided.')
                    params.pop("categorical_feature", None)
                    params.pop("categorical_column", None)
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                params['categorical_column'] = sorted(categorical_indices)
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        params_str = param_dict_to_str(params)
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        # process for reference dataset
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        ref_dataset = None
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        if isinstance(reference, Dataset):
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            ref_dataset = reference.construct().handle
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        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
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        # start construct data
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        if isinstance(data, string_type):
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            # check data has header or not
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            if str(params.get("has_header", "")).lower() == "true" \
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                    or str(params.get("header", "")).lower() == "true":
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                self.data_has_header = True
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            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
                c_str(data),
                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)
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        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
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        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
            except:
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                raise TypeError('Cannot initialize Dataset from {}'.format(type(data).__name__))
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        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
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            raise ValueError("Label should not be None")
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        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
        # load init score
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        if init_score is not None:
            self.set_init_score(init_score)
            if self.predictor is not None:
                warnings.warn("The prediction of init_model will be overrided by init_score.")
        elif isinstance(self.predictor, _InnerPredictor):
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            init_score = self.predictor.predict(data,
                                                raw_score=True,
                                                data_has_header=self.data_has_header,
                                                is_reshape=False)
            if self.predictor.num_class > 1:
                # need re group init score
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                new_init_score = np.zeros(init_score.size, dtype=np.float32)
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                num_data = self.num_data()
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                for i in range_(num_data):
                    for j in range_(self.predictor.num_class):
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                        new_init_score[j * num_data + i] = init_score[i * self.predictor.num_class + j]
                init_score = new_init_score
            self.set_init_score(init_score)
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        elif self.predictor is not None:
            raise TypeError('wrong predictor type {}'.format(type(self.predictor).__name__))
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        # set feature names
        self.set_feature_name(feature_name)
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    def __init_from_np2d(self, mat, params_str, ref_dataset):
        """
        Initialize data from a 2-D numpy matrix.
        """
        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)
        else:
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            # change non-float data to float data, need to copy
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            data = np.array(mat.reshape(mat.size), dtype=np.float32)

        ptr_data, type_ptr_data = c_float_array(data)
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
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            ctypes.c_int(type_ptr_data),
            ctypes.c_int(mat.shape[0]),
            ctypes.c_int(mat.shape[1]),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
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            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

    def __init_from_csr(self, csr, params_str, ref_dataset):
        """
        Initialize data from a CSR matrix.
        """
        if len(csr.indices) != len(csr.data):
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            raise ValueError('Length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
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        self.handle = ctypes.c_void_p()

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

        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
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            ctypes.c_int(type_ptr_indptr),
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            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
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            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
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            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

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    def __init_from_csc(self, csc, params_str, ref_dataset):
        """
        Initialize data from a csc matrix.
        """
        if len(csc.indices) != len(csc.data):
            raise ValueError('Length mismatch: {} vs {}'.format(len(csc.indices), len(csc.data)))
        self.handle = ctypes.c_void_p()

        ptr_indptr, type_ptr_indptr = c_int_array(csc.indptr)
        ptr_data, type_ptr_data = c_float_array(csc.data)

        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
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            ctypes.c_int(type_ptr_indptr),
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            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
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            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
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            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

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    def construct(self):
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        """Lazy init.

        Returns
        -------
        self : Dataset
            Returns self.
        """
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        if self.handle is None:
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            if self.reference is not None:
                if self.used_indices is None:
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                    # create valid
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                    self._lazy_init(self.data, label=self.label, reference=self.reference,
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                                    weight=self.weight, group=self.group, init_score=self.init_score, predictor=self._predictor,
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                                    silent=self.silent, feature_name=self.feature_name, params=self.params)
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                else:
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                    # construct subset
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                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
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                    self.handle = ctypes.c_void_p()
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                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
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                        self.reference.construct().handle,
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                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
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                        ctypes.c_int(used_indices.shape[0]),
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                        c_str(params_str),
                        ctypes.byref(self.handle)))
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
            else:
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                # create train
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                self._lazy_init(self.data, label=self.label,
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                                weight=self.weight, group=self.group, init_score=self.init_score,
                                predictor=self._predictor, silent=self.silent, feature_name=self.feature_name,
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                                categorical_feature=self.categorical_feature, params=self.params)
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            if self.free_raw_data:
                self.data = None
        return self
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    def create_valid(self, data, label=None, weight=None, group=None,
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                     init_score=None, silent=False, params=None):
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        """Create validation data align with current Dataset.
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        Parameters
        ----------
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        data : string, numpy array or scipy.sparse
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            Data source of Dataset.
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            If string, it represents the path to txt file.
        label : list or numpy 1-D array, optional (default=None)
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            Label of the training data.
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        weight : list, numpy 1-D array or None, optional (default=None)
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            Weight for each instance.
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        group : list, numpy 1-D array or None, optional (default=None)
            Group/query size for Dataset.
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        init_score : list, numpy 1-D array or None, optional (default=None)
            Init score for Dataset.
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        silent : bool, optional (default=False)
            Whether to print messages during construction.
        params: dict or None, optional (default=None)
            Other parameters.

        Returns
        -------
        self : Dataset
            Returns self.
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        """
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        ret = Dataset(data, label=label, reference=self,
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                      weight=weight, group=group, init_score=init_score,
                      silent=silent, params=params, free_raw_data=self.free_raw_data)
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        ret._predictor = self._predictor
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        ret.pandas_categorical = self.pandas_categorical
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        return ret
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    def subset(self, used_indices, params=None):
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        """Get subset of current Dataset.
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        Parameters
        ----------
        used_indices : list of int
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            Indices used to create the subset.
        params: dict or None, optional (default=None)
            Other parameters.

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
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        """
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        if params is None:
            params = self.params
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        ret = Dataset(None, reference=self, feature_name=self.feature_name,
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                      categorical_feature=self.categorical_feature, params=params)
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        ret._predictor = self._predictor
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        ret.pandas_categorical = self.pandas_categorical
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        ret.used_indices = used_indices
        return ret

    def save_binary(self, filename):
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        """Save Dataset to binary file.
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        Parameters
        ----------
        filename : string
            Name of the output file.
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
            c_str(filename)))

    def _update_params(self, params):
        if not self.params:
            self.params = params
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        else:
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            self.params_back_up = copy.deepcopy(self.params)
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            self.params.update(params)
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    def _reverse_update_params(self):
        self.params = copy.deepcopy(self.params_back_up)
        self.params_back_up = None

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    def set_field(self, field_name, data):
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        """Set property into the Dataset.
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        Parameters
        ----------
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        field_name: string
            The field name of the information.
        data: list, numpy array or None
            The array of data to be set.
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        """
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        if self.handle is None:
            raise Exception("Cannot set %s before construct dataset" % field_name)
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        if data is None:
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            # set to None
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            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
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                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
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            return
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        dtype = np.float32
        if field_name == 'group':
            dtype = np.int32
        elif field_name == 'init_score':
            dtype = np.float64
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        data = list_to_1d_numpy(data, dtype, name=field_name)
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        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
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        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
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        elif data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        else:
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            raise TypeError("Excepted np.float32/64 or np.int32, meet type({})".format(data.dtype))
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        if type_data != FIELD_TYPE_MAPPER[field_name]:
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            raise TypeError("Input type error for set_field")
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        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
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            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
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    def get_field(self, field_name):
        """Get property from the Dataset.
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        Parameters
        ----------
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        field_name: string
            The field name of the information.
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        Returns
        -------
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        info : numpy array
            A numpy array with information from the Dataset.
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        """
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        if self.handle is None:
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            raise Exception("Cannot get %s before construct Dataset" % field_name)
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        tmp_out_len = ctypes.c_int()
        out_type = ctypes.c_int()
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        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:
            return cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
        elif out_type.value == C_API_DTYPE_FLOAT32:
            return cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
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        elif out_type.value == C_API_DTYPE_FLOAT64:
            return cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
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        else:
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            raise TypeError("Unknown type")
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    def set_categorical_feature(self, categorical_feature):
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        """Set categorical features.
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        Parameters
        ----------
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        categorical_feature : list of int or strings
            Names or indices of categorical features.
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        """
        if self.categorical_feature == categorical_feature:
            return
        if self.data is not None:
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            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
                self._free_handle()
            elif categorical_feature == 'auto':
                warnings.warn('Using categorical_feature in Dataset.')
            else:
                warnings.warn('categorical_feature in Dataset is overrided. New categorical_feature is {}'.format(sorted(list(categorical_feature))))
                self.categorical_feature = categorical_feature
                self._free_handle()
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        else:
            raise LightGBMError("Cannot set categorical feature after freed raw data, set free_raw_data=False when construct Dataset to avoid this.")

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    def _set_predictor(self, predictor):
        """
        Set predictor for continued training, not recommand for user to call this function.
        Please set init_model in engine.train or engine.cv
        """
        if predictor is self._predictor:
            return
        if self.data is not None:
            self._predictor = predictor
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            self._free_handle()
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        else:
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            raise LightGBMError("Cannot set predictor after freed raw data, set free_raw_data=False when construct Dataset to avoid this.")
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    def set_reference(self, reference):
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        """Set reference Dataset.
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        Parameters
        ----------
        reference : Dataset
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            Reference that is used as a template to consturct the current Dataset.
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        """
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        self.set_categorical_feature(reference.categorical_feature)
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        self.set_feature_name(reference.feature_name)
        self._set_predictor(reference._predictor)
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        # we're done if self and reference share a common upstrem reference
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
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            return
        if self.data is not None:
            self.reference = reference
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            self._free_handle()
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        else:
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            raise LightGBMError("Cannot set reference after freed raw data, set free_raw_data=False when construct Dataset to avoid this.")
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    def set_feature_name(self, feature_name):
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        """Set feature name.
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        Parameters
        ----------
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        feature_name : list of strings
            Feature names.
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        """
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        if feature_name != 'auto':
            self.feature_name = feature_name
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        if self.handle is not None and feature_name is not None and feature_name != 'auto':
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            if len(feature_name) != self.num_feature():
                raise ValueError("Length of feature_name({}) and num_feature({}) don't match".format(len(feature_name), self.num_feature()))
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            c_feature_name = [c_str(name) for name in feature_name]
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            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
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                ctypes.c_int(len(feature_name))))
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    def set_label(self, label):
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        """Set label of Dataset
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        Parameters
        ----------
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        label: list, numpy array or None
            The label information to be set into Dataset.
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        """
        self.label = label
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        if self.handle is not None:
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            label = list_to_1d_numpy(label, name='label')
            self.set_field('label', label)
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    def set_weight(self, weight):
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        """Set weight of each instance.
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        Parameters
        ----------
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        weight : list, numpy array or None
            Weight to be set for each data point.
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        """
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        if weight is not None and np.all(weight == 1):
            weight = None
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        self.weight = weight
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        if self.handle is not None and weight is not None:
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            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
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    def set_init_score(self, init_score):
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        """Set init score of Booster to start from.
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        Parameters
        ----------
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        init_score : list, numpy array or None
            Init score for Booster.
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        """
        self.init_score = init_score
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        if self.handle is not None and init_score is not None:
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            init_score = list_to_1d_numpy(init_score, np.float64, name='init_score')
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            self.set_field('init_score', init_score)
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    def set_group(self, group):
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        """Set group size of Dataset (used for ranking).
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        Parameters
        ----------
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        group : list, numpy array or None
            Group size of each group.
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        """
        self.group = group
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        if self.handle is not None and group is not None:
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            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
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    def get_label(self):
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        """Get the label of the Dataset.
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        Returns
        -------
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        label : numpy array
            The label information from the Dataset.
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        """
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        if self.label is None:
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            self.label = self.get_field('label')
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        return self.label

    def get_weight(self):
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        """Get the weight of the Dataset.
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        Returns
        -------
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        weight : numpy array
            Weight for each data point from the Dataset.
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        """
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        if self.weight is None:
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            self.weight = self.get_field('weight')
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        return self.weight

    def get_init_score(self):
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        """Get the initial score of the Dataset.
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        Returns
        -------
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        init_score : numpy array
            Init score of Booster.
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        """
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        if self.init_score is None:
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            self.init_score = self.get_field('init_score')
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        return self.init_score

    def get_group(self):
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        """Get the group of the Dataset.
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        Returns
        -------
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        group : numpy array
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            Group size of each group.
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        """
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        if self.group is None:
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            self.group = self.get_field('group')
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            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
                new_group = []
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                for i in range_(len(self.group) - 1):
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                    new_group.append(self.group[i + 1] - self.group[i])
                self.group = new_group
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        return self.group

    def num_data(self):
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        """Get the number of rows in the Dataset.
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        Returns
        -------
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        number_of_rows : int
            The number of rows in the Dataset.
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        """
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        if self.handle is not None:
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            ret = ctypes.c_int()
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            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
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        else:
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            raise LightGBMError("Cannot get num_data before construct dataset")
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    def num_feature(self):
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        """Get the number of columns (features) in the Dataset.
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        Returns
        -------
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        number_of_columns : int
            The number of columns (features) in the Dataset.
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        """
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        if self.handle is not None:
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            ret = ctypes.c_int()
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            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
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        else:
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            raise LightGBMError("Cannot get num_feature before construct dataset")
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    def get_ref_chain(self, ref_limit=100):
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        """Get a chain of Dataset objects, starting with r, then going to r.reference if exists,
        then to r.reference.reference, etc. until we hit ``ref_limit`` or a reference loop.

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
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        Returns
        -------
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        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
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        head = self
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        ref_chain = set()
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        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
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                ref_chain.add(head)
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                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
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        return(ref_chain)
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class Booster(object):
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    """Booster in LightGBM."""
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    def __init__(self, params=None, train_set=None, model_file=None, silent=False):
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        """Initialize the Booster.
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        Parameters
        ----------
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        params: dict or None, optional (default=None)
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
        model_file : string or None, optional (default=None)
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            Path to the model file.
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        silent : bool, optional (default=False)
            Whether to print messages during construction.
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        """
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        self.handle = None
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        self.network = False
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        self.__need_reload_eval_info = True
        self.__train_data_name = "training"
        self.__attr = {}
        self.best_iteration = -1
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        self.best_score = {}
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        params = {} if params is None else params
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        if "verbosity" in params:
            params.setdefault("verbose", params.pop("verbosity"))
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        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
        if train_set is not None:
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            # Training task
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            if not isinstance(train_set, Dataset):
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                raise TypeError('Training data should be Dataset instance, met {}'.format(type(train_set).__name__))
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            params_str = param_dict_to_str(params)
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            # construct booster object
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            self.handle = ctypes.c_void_p()
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            _safe_call(_LIB.LGBM_BoosterCreate(
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                train_set.construct().handle,
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                c_str(params_str),
                ctypes.byref(self.handle)))
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            # save reference to data
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            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
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            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
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                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
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                    self.__init_predictor.handle))
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            out_num_class = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
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            # buffer for inner predict
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            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
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            self.pandas_categorical = train_set.pandas_categorical
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            # set network if necessary
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            if "machines" in params:
                machines = params["machines"]
                if isinstance(machines, string_type):
                    num_machines = len(machines.split(','))
                elif isinstance(machines, (list, set)):
                    num_machines = len(machines)
                    machines = ','.join(machines)
                else:
                    raise ValueError("Invalid machines in params.")
                self.set_network(machines,
                                 local_listen_port=params.get("local_listen_port", 12400),
                                 listen_time_out=params.get("listen_time_out", 120),
                                 num_machines=params.get("num_machines", num_machines))
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        elif model_file is not None:
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            # Prediction task
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            out_num_iterations = ctypes.c_int(0)
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            self.handle = ctypes.c_void_p()
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            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
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            out_num_class = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
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            self.pandas_categorical = _load_pandas_categorical(model_file)
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        elif 'model_str' in params:
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            self._load_model_from_string(params['model_str'])
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        else:
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            raise TypeError('Need at least one training dataset or model file to create booster instance')
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    def __del__(self):
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        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
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    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
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        model_str = self._save_model_to_string()
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        booster = Booster({'model_str': model_str})
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        booster.pandas_categorical = self.pandas_categorical
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        return booster
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    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:
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            this["handle"] = self._save_model_to_string()
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        return this

    def __setstate__(self, state):
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        model_str = state.get('handle', None)
        if model_str is not None:
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            handle = ctypes.c_void_p()
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            out_num_iterations = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
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            state['handle'] = handle
        self.__dict__.update(state)

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    def free_dataset(self):
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        """Free Booster's Datasets."""
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        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
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        self.__num_dataset = 0
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    def _free_buffer(self):
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []

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    def set_network(self, machines, local_listen_port=12400,
                    listen_time_out=120, num_machines=1):
        """Set the network configuration.

        Parameters
        ----------
        machines: list, set or string
            Names of machines.
        local_listen_port: int, optional (default=12400)
            TCP listen port for local machines.
        listen_time_out: int, optional (default=120)
            Socket time-out in minutes.
        num_machines: int, optional (default=1)
            The number of machines for parallel learning application.
        """
        _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

    def free_network(self):
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        """Free network."""
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        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False

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    def set_train_data_name(self, name):
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        """Set the name to the training Dataset.

        Parameters
        ----------
        name: string
            Name for training Dataset.
        """
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        self.__train_data_name = name

    def add_valid(self, data, name):
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        """Add validation data.
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        Parameters
        ----------
        data : Dataset
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            Validation data.
        name : string
            Name of validation data.
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        """
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        if not isinstance(data, Dataset):
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            raise TypeError('Validation data should be Dataset instance, met {}'.format(type(data).__name__))
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        if data._predictor is not self.__init_predictor:
            raise LightGBMError("Add validation data failed, you should use same predictor for these data")
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        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
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            data.construct().handle))
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        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)

    def reset_parameter(self, params):
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        """Reset parameters of Booster.
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        Parameters
        ----------
        params : dict
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            New parameters for Booster.
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        """
        if 'metric' in params:
            self.__need_reload_eval_info = True
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))

    def update(self, train_set=None, fobj=None):
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        """Update for one iteration.
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        Parameters
        ----------
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        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
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            Customized objective function.

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            For multi-class task, the score is group by class_id first, then group by row_id.
            If you want to get i-th row score in j-th class, the access way is score[j * num_data + i]
            and you should group grad and hess in this way as well.

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        Returns
        -------
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        is_finished : bool
            Whether the update was successfully finished.
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        """

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        # need reset training data
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        if train_set is not None and train_set is not self.train_set:
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            if not isinstance(train_set, Dataset):
                raise TypeError('Training data should be Dataset instance, met {}'.format(type(train_set).__name__))
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            if train_set._predictor is not self.__init_predictor:
                raise LightGBMError("Replace training data failed, you should use same predictor for these data")
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            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
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                self.train_set.construct().handle))
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            self.__inner_predict_buffer[0] = None
        is_finished = ctypes.c_int(0)
        if fobj is None:
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
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            self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
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            return is_finished.value == 1
        else:
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
        """
        Boost the booster for one iteration, with customized gradient statistics.
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
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        Parameters
        ----------
        grad : 1d numpy or 1d list
            The first order of gradient.
        hess : 1d numpy or 1d list
            The second order of gradient.

        Returns
        -------
        is_finished, bool
        """
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        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
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        if len(grad) != len(hess):
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            raise ValueError("Lengths of gradient({}) and hessian({}) don't match".format(len(grad), len(hess)))
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        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)))
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        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
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        return is_finished.value == 1

    def rollback_one_iter(self):
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        """Rollback one iteration."""
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        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
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        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
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    def current_iteration(self):
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        """Get the index of the current iteration.

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

    def eval(self, data, name, feval=None):
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        """Evaluate for data.
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        Parameters
        ----------
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        data : Dataset
            Data for the evaluating.
        name : string
            Name of the data.
        feval : callable or None, optional (default=None)
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            Custom evaluation function.
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        Returns
        -------
        result: list
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            List with evaluation results.
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        """
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        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
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        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
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            for i in range_(len(self.valid_sets)):
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                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
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        # need to push new valid data
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        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):
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        """Evaluate for training data.
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        Parameters
        ----------
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        feval : callable or None, optional (default=None)
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            Custom evaluation function.

        Returns
        -------
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        result: list
            List with evaluation results.
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        """
        return self.__inner_eval(self.__train_data_name, 0, feval)

    def eval_valid(self, feval=None):
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        """Evaluate for validation data.
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        Parameters
        ----------
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        feval : callable or None, optional (default=None)
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            Custom evaluation function.

        Returns
        -------
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        result: list
            List with evaluation results.
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        """
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        return [item for i in range_(1, self.__num_dataset)
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                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
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    def save_model(self, filename, num_iteration=-1):
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        """Save Booster to file.
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        Parameters
        ----------
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        filename : string
            Filename to save Booster.
        num_iteration: int, optional (default=-1)
            Index of the iteration that should to saved.
            If <0, the best iteration (if exists) is saved.
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        """
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        if num_iteration <= 0:
            num_iteration = self.best_iteration
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        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
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            ctypes.c_int(num_iteration),
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            c_str(filename)))
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        _save_pandas_categorical(filename, self.pandas_categorical)
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    def _load_model_from_string(self, model_str, verbose=True):
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        """[Private] Load model from string"""
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        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
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        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)))
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        if verbose:
            print('Finished loading model, total used %d iterations' % (int(out_num_iterations.value)))
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        self.__num_class = out_num_class.value

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    def _save_model_to_string(self, num_iteration=-1):
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        """[Private] Save model to string"""
        if num_iteration <= 0:
            num_iteration = self.best_iteration
        buffer_len = 1 << 20
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        tmp_out_len = ctypes.c_int64(0)
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        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,
            ctypes.c_int(num_iteration),
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            ctypes.c_int64(buffer_len),
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            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_BoosterSaveModelToString(
                self.handle,
                ctypes.c_int(num_iteration),
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                ctypes.c_int64(actual_len),
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                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        return string_buffer.value.decode()

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    def dump_model(self, num_iteration=-1):
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        """Dump Booster to json format.
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        Parameters
        ----------
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        num_iteration: int, optional (default=-1)
            Index of the iteration that should to dumped.
            If <0, the best iteration (if exists) is dumped.
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        Returns
        -------
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        json_repr : dict
            Json format of Booster.
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        """
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        if num_iteration <= 0:
            num_iteration = self.best_iteration
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        buffer_len = 1 << 20
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        tmp_out_len = ctypes.c_int64(0)
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        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,
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            ctypes.c_int(num_iteration),
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            ctypes.c_int64(buffer_len),
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            ctypes.byref(tmp_out_len),
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            ptr_string_buffer))
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        actual_len = tmp_out_len.value
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        '''if buffer length is not long enough, reallocate a buffer'''
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        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,
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                ctypes.c_int(num_iteration),
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                ctypes.c_int64(actual_len),
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                ctypes.byref(tmp_out_len),
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                ptr_string_buffer))
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        return json.loads(string_buffer.value.decode())

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    def predict(self, data, num_iteration=-1, raw_score=False, pred_leaf=False, pred_contrib=False,
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                data_has_header=False, is_reshape=True, pred_parameter=None):
        """Make a prediction.
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        Parameters
        ----------
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        data : string, numpy array or scipy.sparse
            Data source for prediction.
            If string, it represents the path to txt file.
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
            If <0, the best iteration (if exists) is 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.
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        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
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        data_has_header : bool, optional (default=False)
            Whether the data has header.
            Used only if data is string.
        is_reshape : bool, optional (default=True)
            If True, result is reshaped to [nrow, ncol].
        pred_parameter: dict or None, optional (default=None)
            Other parameters for the prediction.
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        Returns
        -------
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        result : numpy array
            Prediction result.
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        """
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        predictor = self._to_predictor(pred_parameter)
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        if num_iteration <= 0:
            num_iteration = self.best_iteration
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        return predictor.predict(data, num_iteration, raw_score, pred_leaf, pred_contrib, data_has_header, is_reshape)
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    def get_leaf_output(self, tree_id, leaf_id):
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        """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.
        """
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        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

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    def _to_predictor(self, pred_parameter=None):
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        """Convert to predictor"""
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        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
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        predictor.pandas_categorical = self.pandas_categorical
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        return predictor

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    def num_feature(self):
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        """Get number of features.

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

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    def feature_name(self):
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        """Get names of features.
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        Returns
        -------
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        result : list
            List with names of features.
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        """
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        num_feature = self.num_feature()
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        # Get name of features
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        tmp_out_len = ctypes.c_int(0)
        string_buffers = [ctypes.create_string_buffer(255) for i 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.byref(tmp_out_len),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
        return [string_buffers[i].value.decode() for i in range_(num_feature)]

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    def feature_importance(self, importance_type='split', iteration=-1):
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        """Get feature importances.
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        Parameters
        ----------
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        importance_type : string, optional (default="split")
            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.
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        Returns
        -------
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        result : numpy array
            Array with feature importances.
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        """
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        if importance_type == "split":
            importance_type_int = 0
        elif importance_type == "gain":
            importance_type_int = 1
        else:
            importance_type_int = -1
        num_feature = self.num_feature()
        result = np.array([0 for _ in range_(num_feature)], dtype=np.float64)
        _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))))
        if importance_type_int == 0:
            return result.astype(int)
        else:
            return result
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    def __inner_eval(self, data_name, data_idx, feval=None):
        """
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        Evaulate training or validation data
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        """
        if data_idx >= self.__num_dataset:
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            raise ValueError("Data_idx should be smaller than number of dataset")
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        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
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            result = np.array([0.0 for _ in range_(self.__num_inner_eval)], dtype=np.float64)
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            tmp_out_len = ctypes.c_int(0)
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            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
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                ctypes.c_int(data_idx),
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                ctypes.byref(tmp_out_len),
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                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
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            if tmp_out_len.value != self.__num_inner_eval:
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                raise ValueError("Wrong length of eval results")
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            for i in range_(self.__num_inner_eval):
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                ret.append((data_name, self.__name_inner_eval[i], result[i], self.__higher_better_inner_eval[i]))
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
            feval_ret = feval(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
                ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
        """
        Predict for training and validation dataset
        """
        if data_idx >= self.__num_dataset:
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            raise ValueError("Data_idx should be smaller than number of dataset")
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        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
            self.__inner_predict_buffer[data_idx] = \
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                np.array([0.0 for _ in range_(n_preds)], dtype=np.float64, copy=False)
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        # avoid to predict many time in one iteration
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        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
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            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
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            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
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                ctypes.c_int(data_idx),
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                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
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                raise ValueError("Wrong length of predict results for data %d" % (data_idx))
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            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
        """
        Get inner evaluation count and names
        """
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
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            out_num_eval = ctypes.c_int(0)
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            # Get num of inner evals
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            _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:
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                # Get name of evals
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                tmp_out_len = ctypes.c_int(0)
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                string_buffers = [ctypes.create_string_buffer(255) for i in range_(self.__num_inner_eval)]
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                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
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                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
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                    raise ValueError("Length of eval names doesn't equal with num_evals")
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                self.__name_inner_eval = \
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                    [string_buffers[i].value.decode() for i in range_(self.__num_inner_eval)]
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                self.__higher_better_inner_eval = \
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                    [name.startswith(('auc', 'ndcg@', 'map@')) for name in self.__name_inner_eval]
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    def attr(self, key):
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        """Get attribute string from the Booster.
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        Parameters
        ----------
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        key : string
            The name of the attribute.
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        Returns
        -------
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        value : string or None
            The attribute value.
            Returns None if attribute do not exist.
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        """
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        return self.__attr.get(key, None)
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    def set_attr(self, **kwargs):
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        """Set the attribute of the Booster.
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        Parameters
        ----------
        **kwargs
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            The attributes to set.
            Setting a value to None deletes an attribute.
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        """
        for key, value in kwargs.items():
            if value is not None:
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                if not isinstance(value, string_type):
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                    raise ValueError("Set attr only accepts strings")
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                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)