test_dask.py 62.8 KB
Newer Older
1
# coding: utf-8
2
3
"""Tests for lightgbm.dask module"""

4
5
import inspect
import pickle
6
import random
7
import socket
8
9
from itertools import groupby
from os import getenv
10
from platform import machine
11
from sys import platform
12
from urllib.parse import urlparse
13
14

import pytest
15
16
17

import lightgbm as lgb

18
if not platform.startswith('linux'):
19
    pytest.skip('lightgbm.dask is currently supported in Linux environments', allow_module_level=True)
20
21
if machine() != 'x86_64':
    pytest.skip('lightgbm.dask tests are currently skipped on some architectures like arm64', allow_module_level=True)
22
23
if not lgb.compat.DASK_INSTALLED:
    pytest.skip('Dask is not installed', allow_module_level=True)
24

25
import cloudpickle
26
27
import dask.array as da
import dask.dataframe as dd
28
import joblib
29
30
import numpy as np
import pandas as pd
31
import sklearn.utils.estimator_checks as sklearn_checks
32
from dask.array.utils import assert_eq
33
from dask.distributed import Client, LocalCluster, default_client, wait
34
from pkg_resources import parse_version
35
from scipy.sparse import csc_matrix, csr_matrix
36
from scipy.stats import spearmanr
37
from sklearn import __version__ as sk_version
38
39
from sklearn.datasets import make_blobs, make_regression

40
41
from .utils import make_ranking

42
43
sk_version = parse_version(sk_version)

44
tasks = ['binary-classification', 'multiclass-classification', 'regression', 'ranking']
45
distributed_training_algorithms = ['data', 'voting']
46
data_output = ['array', 'scipy_csr_matrix', 'dataframe', 'dataframe-with-categorical']
47
boosting_types = ['gbdt', 'dart', 'goss', 'rf']
48
group_sizes = [5, 5, 5, 10, 10, 10, 20, 20, 20, 50, 50]
49
50
51
52
53
54
55
56
57
58
59
60
task_to_dask_factory = {
    'regression': lgb.DaskLGBMRegressor,
    'binary-classification': lgb.DaskLGBMClassifier,
    'multiclass-classification': lgb.DaskLGBMClassifier,
    'ranking': lgb.DaskLGBMRanker
}
task_to_local_factory = {
    'regression': lgb.LGBMRegressor,
    'binary-classification': lgb.LGBMClassifier,
    'multiclass-classification': lgb.LGBMClassifier,
    'ranking': lgb.LGBMRanker
}
61
62

pytestmark = [
63
    pytest.mark.skipif(getenv('TASK', '') == 'mpi', reason='Fails to run with MPI interface'),
64
    pytest.mark.skipif(getenv('TASK', '') == 'gpu', reason='Fails to run with GPU interface')
65
66
67
]


68
69
70
71
72
73
74
75
76
77
78
79
80
81
@pytest.fixture(scope='module')
def cluster():
    dask_cluster = LocalCluster(n_workers=2, threads_per_worker=2, dashboard_address=None)
    yield dask_cluster
    dask_cluster.close()


@pytest.fixture(scope='module')
def cluster2():
    dask_cluster = LocalCluster(n_workers=2, threads_per_worker=2, dashboard_address=None)
    yield dask_cluster
    dask_cluster.close()


82
83
84
85
86
87
88
89
90
@pytest.fixture()
def listen_port():
    listen_port.port += 10
    return listen_port.port


listen_port.port = 13000


91
92
93
94
95
def _get_workers_hostname(cluster: LocalCluster) -> str:
    one_worker_address = next(iter(cluster.scheduler_info['workers']))
    return urlparse(one_worker_address).hostname


96
def _create_ranking_data(n_samples=100, output='array', chunk_size=50, **kwargs):
97
    X, y, g = make_ranking(n_samples=n_samples, random_state=42, **kwargs)
98
99
    rnd = np.random.RandomState(42)
    w = rnd.rand(X.shape[0]) * 0.01
100
    g_rle = np.array([len(list(grp)) for _, grp in groupby(g)])
101

102
    if output.startswith('dataframe'):
103
104
        # add target, weight, and group to DataFrame so that partitions abide by group boundaries.
        X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
105
106
        if output == 'dataframe-with-categorical':
            for i in range(5):
107
                col_name = f"cat_col{i}"
108
109
110
111
112
113
                cat_values = rnd.choice(['a', 'b'], X.shape[0])
                cat_series = pd.Series(
                    cat_values,
                    dtype='category'
                )
                X_df[col_name] = cat_series
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
        X = X_df.copy()
        X_df = X_df.assign(y=y, g=g, w=w)

        # set_index ensures partitions are based on group id.
        # See https://stackoverflow.com/questions/49532824/dask-dataframe-split-partitions-based-on-a-column-or-function.
        X_df.set_index('g', inplace=True)
        dX = dd.from_pandas(X_df, chunksize=chunk_size)

        # separate target, weight from features.
        dy = dX['y']
        dw = dX['w']
        dX = dX.drop(columns=['y', 'w'])
        dg = dX.index.to_series()

        # encode group identifiers into run-length encoding, the format LightGBMRanker is expecting
        # so that within each partition, sum(g) = n_samples.
        dg = dg.map_partitions(lambda p: p.groupby('g', sort=False).apply(lambda z: z.shape[0]))
    elif output == 'array':
        # ranking arrays: one chunk per group. Each chunk must include all columns.
        p = X.shape[1]
        dX, dy, dw, dg = [], [], [], []
        for g_idx, rhs in enumerate(np.cumsum(g_rle)):
            lhs = rhs - g_rle[g_idx]
            dX.append(da.from_array(X[lhs:rhs, :], chunks=(rhs - lhs, p)))
            dy.append(da.from_array(y[lhs:rhs]))
            dw.append(da.from_array(w[lhs:rhs]))
            dg.append(da.from_array(np.array([g_rle[g_idx]])))

        dX = da.concatenate(dX, axis=0)
        dy = da.concatenate(dy, axis=0)
        dw = da.concatenate(dw, axis=0)
        dg = da.concatenate(dg, axis=0)
    else:
        raise ValueError('Ranking data creation only supported for Dask arrays and dataframes')

    return X, y, w, g_rle, dX, dy, dw, dg


152
def _create_data(objective, n_samples=1_000, output='array', chunk_size=500, **kwargs):
153
154
155
156
157
158
159
    if objective.endswith('classification'):
        if objective == 'binary-classification':
            centers = [[-4, -4], [4, 4]]
        elif objective == 'multiclass-classification':
            centers = [[-4, -4], [4, 4], [-4, 4]]
        else:
            raise ValueError(f"Unknown classification task '{objective}'")
160
161
        X, y = make_blobs(n_samples=n_samples, centers=centers, random_state=42)
    elif objective == 'regression':
162
        X, y = make_regression(n_samples=n_samples, n_features=4, n_informative=2, random_state=42)
163
164
165
166
167
168
169
    elif objective == 'ranking':
        return _create_ranking_data(
            n_samples=n_samples,
            output=output,
            chunk_size=chunk_size,
            **kwargs
        )
170
    else:
171
        raise ValueError(f"Unknown objective '{objective}'")
172
173
174
175
176
177
178
    rnd = np.random.RandomState(42)
    weights = rnd.random(X.shape[0]) * 0.01

    if output == 'array':
        dX = da.from_array(X, (chunk_size, X.shape[1]))
        dy = da.from_array(y, chunk_size)
        dw = da.from_array(weights, chunk_size)
179
    elif output.startswith('dataframe'):
180
        X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
181
        if output == 'dataframe-with-categorical':
182
            num_cat_cols = 2
183
            for i in range(num_cat_cols):
184
                col_name = f"cat_col{i}"
185
186
187
188
189
190
191
192
                cat_values = rnd.choice(['a', 'b'], X.shape[0])
                cat_series = pd.Series(
                    cat_values,
                    dtype='category'
                )
                X_df[col_name] = cat_series
                X = np.hstack((X, cat_series.cat.codes.values.reshape(-1, 1)))

193
194
            # make one categorical feature relevant to the target
            cat_col_is_a = X_df['cat_col0'] == 'a'
195
            if objective == 'regression':
196
197
198
199
200
201
                y = np.where(cat_col_is_a, y, 2 * y)
            elif objective == 'binary-classification':
                y = np.where(cat_col_is_a, y, 1 - y)
            elif objective == 'multiclass-classification':
                n_classes = 3
                y = np.where(cat_col_is_a, y, (1 + y) % n_classes)
202
203
204
205
206
        y_df = pd.Series(y, name='target')
        dX = dd.from_pandas(X_df, chunksize=chunk_size)
        dy = dd.from_pandas(y_df, chunksize=chunk_size)
        dw = dd.from_array(weights, chunksize=chunk_size)
    elif output == 'scipy_csr_matrix':
207
        dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csr_matrix)
208
209
        dy = da.from_array(y, chunks=chunk_size)
        dw = da.from_array(weights, chunk_size)
210
211
212
213
214
215
        X = csr_matrix(X)
    elif output == 'scipy_csc_matrix':
        dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csc_matrix)
        dy = da.from_array(y, chunks=chunk_size)
        dw = da.from_array(weights, chunk_size)
        X = csc_matrix(X)
216
    else:
217
        raise ValueError(f"Unknown output type '{output}'")
218

219
    return X, y, weights, None, dX, dy, dw, None
220
221


222
223
def _r2_score(dy_true, dy_pred):
    numerator = ((dy_true - dy_pred) ** 2).sum(axis=0, dtype=np.float64)
224
    denominator = ((dy_true - dy_true.mean(axis=0)) ** 2).sum(axis=0, dtype=np.float64)
225
226
227
228
229
230
231
    return (1 - numerator / denominator).compute()


def _accuracy_score(dy_true, dy_pred):
    return da.average(dy_true == dy_pred).compute()


232
233
234
235
236
237
238
def _constant_metric(dy_true, dy_pred):
    metric_name = 'constant_metric'
    value = 0.708
    is_higher_better = False
    return metric_name, value, is_higher_better


239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
def _pickle(obj, filepath, serializer):
    if serializer == 'pickle':
        with open(filepath, 'wb') as f:
            pickle.dump(obj, f)
    elif serializer == 'joblib':
        joblib.dump(obj, filepath)
    elif serializer == 'cloudpickle':
        with open(filepath, 'wb') as f:
            cloudpickle.dump(obj, f)
    else:
        raise ValueError(f'Unrecognized serializer type: {serializer}')


def _unpickle(filepath, serializer):
    if serializer == 'pickle':
        with open(filepath, 'rb') as f:
            return pickle.load(f)
    elif serializer == 'joblib':
        return joblib.load(filepath)
    elif serializer == 'cloudpickle':
        with open(filepath, 'rb') as f:
            return cloudpickle.load(f)
    else:
        raise ValueError(f'Unrecognized serializer type: {serializer}')


265
@pytest.mark.parametrize('output', data_output)
266
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
267
@pytest.mark.parametrize('boosting_type', boosting_types)
268
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
def test_classifier(output, task, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective=task,
            output=output
        )

        params = {
            "boosting_type": boosting_type,
            "tree_learner": tree_learner,
            "n_estimators": 50,
            "num_leaves": 31
        }
        if boosting_type == 'rf':
            params.update({
                'bagging_freq': 1,
                'bagging_fraction': 0.9,
            })
        elif boosting_type == 'goss':
            params['top_rate'] = 0.5

        dask_classifier = lgb.DaskLGBMClassifier(
            client=client,
            time_out=5,
            **params
        )
        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
        p1 = dask_classifier.predict(dX)
297
298
299
300
301
302
303
304
        p1_raw = dask_classifier.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_classifier.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
        p1_early_stop_raw = dask_classifier.predict(
            dX,
            pred_early_stop=True,
            pred_early_stop_margin=1.0,
            pred_early_stop_freq=2,
            raw_score=True
305
        ).compute()
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
        p1_proba = dask_classifier.predict_proba(dX).compute()
        p1_pred_leaf = dask_classifier.predict(dX, pred_leaf=True)
        p1_local = dask_classifier.to_local().predict(X)
        s1 = _accuracy_score(dy, p1)
        p1 = p1.compute()

        local_classifier = lgb.LGBMClassifier(**params)
        local_classifier.fit(X, y, sample_weight=w)
        p2 = local_classifier.predict(X)
        p2_proba = local_classifier.predict_proba(X)
        s2 = local_classifier.score(X, y)

        if boosting_type == 'rf':
            # https://github.com/microsoft/LightGBM/issues/4118
            assert_eq(s1, s2, atol=0.01)
            assert_eq(p1_proba, p2_proba, atol=0.8)
        else:
            assert_eq(s1, s2)
            assert_eq(p1, p2)
            assert_eq(p1, y)
            assert_eq(p2, y)
            assert_eq(p1_proba, p2_proba, atol=0.03)
            assert_eq(p1_local, p2)
            assert_eq(p1_local, y)

331
332
333
334
335
336
337
        # extra predict() parameters should be passed through correctly
        with pytest.raises(AssertionError):
            assert_eq(p1_raw, p1_first_iter_raw)

        with pytest.raises(AssertionError):
            assert_eq(p1_raw, p1_early_stop_raw)

338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
        # pref_leaf values should have the right shape
        # and values that look like valid tree nodes
        pred_leaf_vals = p1_pred_leaf.compute()
        assert pred_leaf_vals.shape == (
            X.shape[0],
            dask_classifier.booster_.num_trees()
        )
        assert np.max(pred_leaf_vals) <= params['num_leaves']
        assert np.min(pred_leaf_vals) >= 0
        assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_classifier.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
360

361

362
@pytest.mark.parametrize('output', data_output + ['scipy_csc_matrix'])
363
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
364
365
366
367
368
369
def test_classifier_pred_contrib(output, task, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective=task,
            output=output
        )
370

371
372
373
374
        params = {
            "n_estimators": 10,
            "num_leaves": 10
        }
375

376
        dask_classifier = lgb.DaskLGBMClassifier(
377
            client=client,
378
            time_out=5,
379
380
            tree_learner='data',
            **params
381
        )
382
        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
383
        preds_with_contrib = dask_classifier.predict(dX, pred_contrib=True)
384
385
386
387
388

        local_classifier = lgb.LGBMClassifier(**params)
        local_classifier.fit(X, y, sample_weight=w)
        local_preds_with_contrib = local_classifier.predict(X, pred_contrib=True)

389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
        # shape depends on whether it is binary or multiclass classification
        num_features = dask_classifier.n_features_
        num_classes = dask_classifier.n_classes_
        if num_classes == 2:
            expected_num_cols = num_features + 1
        else:
            expected_num_cols = (num_features + 1) * num_classes

        # in the special case of multi-class classification using scipy sparse matrices,
        # the output of `.predict(..., pred_contrib=True)` is a list of sparse matrices (one per class)
        #
        # since that case is so different than all other cases, check the relevant things here
        # and then return early
        if output.startswith('scipy') and task == 'multiclass-classification':
            if output == 'scipy_csr_matrix':
                expected_type = csr_matrix
            elif output == 'scipy_csc_matrix':
                expected_type = csc_matrix
            else:
                raise ValueError(f"Unrecognized output type: {output}")
            assert isinstance(preds_with_contrib, list)
            assert all(isinstance(arr, da.Array) for arr in preds_with_contrib)
            assert all(isinstance(arr._meta, expected_type) for arr in preds_with_contrib)
            assert len(preds_with_contrib) == num_classes
            assert len(preds_with_contrib) == len(local_preds_with_contrib)
            for i in range(num_classes):
                computed_preds = preds_with_contrib[i].compute()
                assert isinstance(computed_preds, expected_type)
                assert computed_preds.shape[1] == num_classes
                assert computed_preds.shape == local_preds_with_contrib[i].shape
                assert len(np.unique(computed_preds[:, -1])) == 1
                # raw scores will probably be different, but at least check that all predicted classes are the same
                pred_classes = np.argmax(computed_preds.toarray(), axis=1)
                local_pred_classes = np.argmax(local_preds_with_contrib[i].toarray(), axis=1)
                np.testing.assert_array_equal(pred_classes, local_pred_classes)
            return

        preds_with_contrib = preds_with_contrib.compute()
        if output.startswith('scipy'):
            preds_with_contrib = preds_with_contrib.toarray()
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_classifier.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

        # * shape depends on whether it is binary or multiclass classification
        # * matrix for binary classification is of the form [feature_contrib, base_value],
        #   for multi-class it's [feat_contrib_class1, base_value_class1, feat_contrib_class2, base_value_class2, etc.]
        # * contrib outputs for distributed training are different than from local training, so we can just test
        #   that the output has the right shape and base values are in the right position
        assert preds_with_contrib.shape[1] == expected_num_cols
        assert preds_with_contrib.shape == local_preds_with_contrib.shape

        if num_classes == 2:
451
            assert len(np.unique(preds_with_contrib[:, num_features])) == 1
452
453
454
455
456
457
        else:
            for i in range(num_classes):
                base_value_col = num_features * (i + 1) + i
                assert len(np.unique(preds_with_contrib[:, base_value_col]) == 1)


458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
def test_group_workers_by_host():
    hosts = [f'0.0.0.{i}' for i in range(2)]
    workers = [f'tcp://{host}:{p}' for p in range(2) for host in hosts]
    expected = {
        host: lgb.dask._HostWorkers(
            default=f'tcp://{host}:0',
            all=[f'tcp://{host}:0', f'tcp://{host}:1']
        )
        for host in hosts
    }
    host_to_workers = lgb.dask._group_workers_by_host(workers)
    assert host_to_workers == expected


def test_assign_open_ports_to_workers(cluster):
473
    with Client(cluster) as client:
474
475
476
        workers = client.scheduler_info()['workers'].keys()
        n_workers = len(workers)
        host_to_workers = lgb.dask._group_workers_by_host(workers)
477
        for _ in range(25):
478
            worker_address_to_port = lgb.dask._assign_open_ports_to_workers(client, host_to_workers)
479
            found_ports = worker_address_to_port.values()
480
            assert len(found_ports) == n_workers
481
482
483
484
485
486
487
488
489
490
491
492
493
            # check that found ports are different for same address (LocalCluster)
            assert len(set(found_ports)) == len(found_ports)
            # check that the ports are indeed open
            for port in found_ports:
                with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
                    s.bind(('', port))


def test_training_does_not_fail_on_port_conflicts(cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, dw, _ = _create_data('binary-classification', output='array')

        lightgbm_default_port = 12400
494
        workers_hostname = _get_workers_hostname(cluster)
495
        with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
496
            s.bind((workers_hostname, lightgbm_default_port))
497
498
499
500
501
            dask_classifier = lgb.DaskLGBMClassifier(
                client=client,
                time_out=5,
                n_estimators=5,
                num_leaves=5
502
            )
503
504
505
506
507
508
509
            for _ in range(5):
                dask_classifier.fit(
                    X=dX,
                    y=dy,
                    sample_weight=dw,
                )
                assert dask_classifier.booster_
510

511

512
@pytest.mark.parametrize('output', data_output)
513
@pytest.mark.parametrize('boosting_type', boosting_types)
514
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
def test_regressor(output, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

        params = {
            "boosting_type": boosting_type,
            "random_state": 42,
            "num_leaves": 31,
            "n_estimators": 20,
        }
        if boosting_type == 'rf':
            params.update({
                'bagging_freq': 1,
                'bagging_fraction': 0.9,
            })

        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            time_out=5,
            tree=tree_learner,
            **params
        )
        dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
        p1 = dask_regressor.predict(dX)
        p1_pred_leaf = dask_regressor.predict(dX, pred_leaf=True)

        s1 = _r2_score(dy, p1)
        p1 = p1.compute()
546
547
        p1_raw = dask_regressor.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_regressor.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
        p1_local = dask_regressor.to_local().predict(X)
        s1_local = dask_regressor.to_local().score(X, y)

        local_regressor = lgb.LGBMRegressor(**params)
        local_regressor.fit(X, y, sample_weight=w)
        s2 = local_regressor.score(X, y)
        p2 = local_regressor.predict(X)

        # Scores should be the same
        assert_eq(s1, s2, atol=0.01)
        assert_eq(s1, s1_local)

        # Predictions should be roughly the same.
        assert_eq(p1, p1_local)

        # pref_leaf values should have the right shape
        # and values that look like valid tree nodes
        pred_leaf_vals = p1_pred_leaf.compute()
        assert pred_leaf_vals.shape == (
            X.shape[0],
            dask_regressor.booster_.num_trees()
        )
        assert np.max(pred_leaf_vals) <= params['num_leaves']
        assert np.min(pred_leaf_vals) >= 0
        assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']

        assert_eq(p1, y, rtol=0.5, atol=50.)
        assert_eq(p2, y, rtol=0.5, atol=50.)

577
578
579
580
        # extra predict() parameters should be passed through correctly
        with pytest.raises(AssertionError):
            assert_eq(p1_raw, p1_first_iter_raw)

581
582
583
584
585
586
587
588
589
590
591
        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
592

593

594
@pytest.mark.parametrize('output', data_output)
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
def test_regressor_pred_contrib(output, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

        params = {
            "n_estimators": 10,
            "num_leaves": 10
        }

        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            time_out=5,
            tree_learner='data',
            **params
        )
        dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
        preds_with_contrib = dask_regressor.predict(dX, pred_contrib=True).compute()

        local_regressor = lgb.LGBMRegressor(**params)
        local_regressor.fit(X, y, sample_weight=w)
        local_preds_with_contrib = local_regressor.predict(X, pred_contrib=True)

        if output == "scipy_csr_matrix":
621
            preds_with_contrib = preds_with_contrib.toarray()
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639

        # contrib outputs for distributed training are different than from local training, so we can just test
        # that the output has the right shape and base values are in the right position
        num_features = dX.shape[1]
        assert preds_with_contrib.shape[1] == num_features + 1
        assert preds_with_contrib.shape == local_preds_with_contrib.shape

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
640

641

642
643
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('alpha', [.1, .5, .9])
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
def test_regressor_quantile(output, alpha, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

        params = {
            "objective": "quantile",
            "alpha": alpha,
            "random_state": 42,
            "n_estimators": 10,
            "num_leaves": 10
        }

        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            tree_learner_type='data_parallel',
            **params
        )
        dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
        p1 = dask_regressor.predict(dX).compute()
        q1 = np.count_nonzero(y < p1) / y.shape[0]

        local_regressor = lgb.LGBMRegressor(**params)
        local_regressor.fit(X, y, sample_weight=w)
        p2 = local_regressor.predict(X)
        q2 = np.count_nonzero(y < p2) / y.shape[0]

        # Quantiles should be right
        np.testing.assert_allclose(q1, alpha, atol=0.2)
        np.testing.assert_allclose(q2, alpha, atol=0.2)

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
688

689

690
@pytest.mark.parametrize('output', ['array', 'dataframe', 'dataframe-with-categorical'])
691
@pytest.mark.parametrize('group', [None, group_sizes])
692
@pytest.mark.parametrize('boosting_type', boosting_types)
693
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
def test_ranker(output, group, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        if output == 'dataframe-with-categorical':
            X, y, w, g, dX, dy, dw, dg = _create_data(
                objective='ranking',
                output=output,
                group=group,
                n_features=1,
                n_informative=1
            )
        else:
            X, y, w, g, dX, dy, dw, dg = _create_data(
                objective='ranking',
                output=output,
                group=group
            )

        # rebalance small dask.Array dataset for better performance.
        if output == 'array':
            dX = dX.persist()
            dy = dy.persist()
            dw = dw.persist()
            dg = dg.persist()
            _ = wait([dX, dy, dw, dg])
            client.rebalance()

        # use many trees + leaves to overfit, help ensure that Dask data-parallel strategy matches that of
        # serial learner. See https://github.com/microsoft/LightGBM/issues/3292#issuecomment-671288210.
        params = {
            "boosting_type": boosting_type,
            "random_state": 42,
            "n_estimators": 50,
            "num_leaves": 20,
            "min_child_samples": 1
        }
        if boosting_type == 'rf':
            params.update({
                'bagging_freq': 1,
                'bagging_fraction': 0.9,
            })

        dask_ranker = lgb.DaskLGBMRanker(
            client=client,
            time_out=5,
            tree_learner_type=tree_learner,
            **params
740
        )
741
742
743
744
        dask_ranker = dask_ranker.fit(dX, dy, sample_weight=dw, group=dg)
        rnkvec_dask = dask_ranker.predict(dX)
        rnkvec_dask = rnkvec_dask.compute()
        p1_pred_leaf = dask_ranker.predict(dX, pred_leaf=True)
745
746
        p1_raw = dask_ranker.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_ranker.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
747
748
749
750
751
752
753
        p1_early_stop_raw = dask_ranker.predict(
            dX,
            pred_early_stop=True,
            pred_early_stop_margin=1.0,
            pred_early_stop_freq=2,
            raw_score=True
        ).compute()
754
755
756
757
758
759
760
761
762
763
764
765
766
        rnkvec_dask_local = dask_ranker.to_local().predict(X)

        local_ranker = lgb.LGBMRanker(**params)
        local_ranker.fit(X, y, sample_weight=w, group=g)
        rnkvec_local = local_ranker.predict(X)

        # distributed ranker should be able to rank decently well and should
        # have high rank correlation with scores from serial ranker.
        dcor = spearmanr(rnkvec_dask, y).correlation
        assert dcor > 0.6
        assert spearmanr(rnkvec_dask, rnkvec_local).correlation > 0.8
        assert_eq(rnkvec_dask, rnkvec_dask_local)

767
768
769
770
        # extra predict() parameters should be passed through correctly
        with pytest.raises(AssertionError):
            assert_eq(p1_raw, p1_first_iter_raw)

771
772
773
        with pytest.raises(AssertionError):
            assert_eq(p1_raw, p1_early_stop_raw)

774
775
776
777
778
779
        # pref_leaf values should have the right shape
        # and values that look like valid tree nodes
        pred_leaf_vals = p1_pred_leaf.compute()
        assert pred_leaf_vals.shape == (
            X.shape[0],
            dask_ranker.booster_.num_trees()
780
        )
781
782
783
        assert np.max(pred_leaf_vals) <= params['num_leaves']
        assert np.min(pred_leaf_vals) >= 0
        assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']
784

785
786
787
788
789
790
791
792
793
794
795
        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_ranker.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
796

797

798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('eval_sizes', [[0.5, 1, 1.5], [0]])
@pytest.mark.parametrize('eval_names_prefix', ['specified', None])
def test_eval_set_no_early_stopping(task, output, eval_sizes, eval_names_prefix, cluster):
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

    with Client(cluster) as client:
        # Use larger trainset to prevent premature stopping due to zero loss, causing num_trees() < n_estimators.
        # Use small chunk_size to avoid single-worker allocation of eval data partitions.
        n_samples = 1000
        chunk_size = 10
        n_eval_sets = len(eval_sizes)
        eval_set = []
        eval_sample_weight = []
        eval_class_weight = None
        eval_init_score = None

        if eval_names_prefix:
            eval_names = [f'{eval_names_prefix}_{i}' for i in range(len(eval_sizes))]
        else:
            eval_names = None

        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective=task,
            n_samples=n_samples,
            output=output,
            chunk_size=chunk_size
        )

        if task == 'ranking':
            eval_metrics = ['ndcg']
            eval_at = (5, 6)
            eval_metric_names = [f'ndcg@{k}' for k in eval_at]
            eval_group = []
        else:
            # test eval_class_weight, eval_init_score on binary-classification task.
            # Note: objective's default `metric` will be evaluated in evals_result_ in addition to all eval_metrics.
            if task == 'binary-classification':
                eval_metrics = ['binary_error', 'auc']
                eval_metric_names = ['binary_logloss', 'binary_error', 'auc']
                eval_class_weight = []
                eval_init_score = []
            elif task == 'multiclass-classification':
                eval_metrics = ['multi_error']
                eval_metric_names = ['multi_logloss', 'multi_error']
            elif task == 'regression':
                eval_metrics = ['l1']
                eval_metric_names = ['l2', 'l1']

        # create eval_sets by creating new datasets or copying training data.
        for eval_size in eval_sizes:
            if eval_size == 1:
                y_e = y
                dX_e = dX
                dy_e = dy
                dw_e = dw
                dg_e = dg
            else:
                n_eval_samples = max(chunk_size, int(n_samples * eval_size))
                _, y_e, _, _, dX_e, dy_e, dw_e, dg_e = _create_data(
                    objective=task,
                    n_samples=n_eval_samples,
                    output=output,
                    chunk_size=chunk_size
                )

            eval_set.append((dX_e, dy_e))
            eval_sample_weight.append(dw_e)
            if task == 'ranking':
                eval_group.append(dg_e)

            if task == 'binary-classification':
                n_neg = np.sum(y_e == 0)
                n_pos = np.sum(y_e == 1)
                eval_class_weight.append({0: n_neg / n_pos, 1: n_pos / n_neg})
                init_score_value = np.log(np.mean(y_e) / (1 - np.mean(y_e)))
                if 'dataframe' in output:
                    d_init_score = dy_e.map_partitions(lambda x: pd.Series([init_score_value] * x.size))
                else:
                    d_init_score = dy_e.map_blocks(lambda x: np.repeat(init_score_value, x.size))

                eval_init_score.append(d_init_score)

        fit_trees = 50
        params = {
            "random_state": 42,
            "n_estimators": fit_trees,
            "num_leaves": 2
        }

        model_factory = task_to_dask_factory[task]
        dask_model = model_factory(
            client=client,
            **params
        )

        fit_params = {
            'X': dX,
            'y': dy,
            'eval_set': eval_set,
            'eval_names': eval_names,
            'eval_sample_weight': eval_sample_weight,
            'eval_init_score': eval_init_score,
            'eval_metric': eval_metrics,
            'verbose': True
        }
        if task == 'ranking':
            fit_params.update(
                {'group': dg,
                 'eval_group': eval_group,
                 'eval_at': eval_at}
            )
        elif task == 'binary-classification':
            fit_params.update({'eval_class_weight': eval_class_weight})

        if eval_sizes == [0]:
            with pytest.warns(UserWarning, match='Worker (.*) was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable.'):
                dask_model.fit(**fit_params)
        else:
            dask_model = dask_model.fit(**fit_params)

            # total number of trees scales up for ova classifier.
            if task == 'multiclass-classification':
                model_trees = fit_trees * dask_model.n_classes_
            else:
                model_trees = fit_trees

            # check that early stopping was not applied.
            assert dask_model.booster_.num_trees() == model_trees
            assert dask_model.best_iteration_ is None

            # checks that evals_result_ and best_score_ contain expected data and eval_set names.
            evals_result = dask_model.evals_result_
            best_scores = dask_model.best_score_
            assert len(evals_result) == n_eval_sets
            assert len(best_scores) == n_eval_sets

            for eval_name in evals_result:
                assert eval_name in dask_model.best_score_
                if eval_names:
                    assert eval_name in eval_names

                # check that each eval_name and metric exists for all eval sets, allowing for the
                # case when a worker receives a fully-padded eval_set component which is not evaluated.
                if evals_result[eval_name] != 'not evaluated':
                    for metric in eval_metric_names:
                        assert metric in evals_result[eval_name]
                        assert metric in best_scores[eval_name]
                        assert len(evals_result[eval_name][metric]) == fit_trees


@pytest.mark.parametrize('task', ['binary-classification', 'regression', 'ranking'])
def test_eval_set_with_custom_eval_metric(task, cluster):
    with Client(cluster) as client:
        n_samples = 1000
        n_eval_samples = int(n_samples * 0.5)
        chunk_size = 10
        output = 'array'

        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective=task,
            n_samples=n_samples,
            output=output,
            chunk_size=chunk_size
        )
        _, _, _, _, dX_e, dy_e, _, dg_e = _create_data(
            objective=task,
            n_samples=n_eval_samples,
            output=output,
            chunk_size=chunk_size
        )

        if task == 'ranking':
            eval_at = (5, 6)
            eval_metrics = ['ndcg', _constant_metric]
            eval_metric_names = [f'ndcg@{k}' for k in eval_at] + ['constant_metric']
        elif task == 'binary-classification':
            eval_metrics = ['binary_error', 'auc', _constant_metric]
            eval_metric_names = ['binary_logloss', 'binary_error', 'auc', 'constant_metric']
        else:
            eval_metrics = ['l1', _constant_metric]
            eval_metric_names = ['l2', 'l1', 'constant_metric']

        fit_trees = 50
        params = {
            "random_state": 42,
            "n_estimators": fit_trees,
            "num_leaves": 2
        }
        model_factory = task_to_dask_factory[task]
        dask_model = model_factory(
            client=client,
            **params
        )

        eval_set = [(dX_e, dy_e)]
        fit_params = {
            'X': dX,
            'y': dy,
            'eval_set': eval_set,
            'eval_metric': eval_metrics
        }
        if task == 'ranking':
            fit_params.update(
                {'group': dg,
                 'eval_group': [dg_e],
                 'eval_at': eval_at}
            )

        dask_model = dask_model.fit(**fit_params)

        eval_name = 'valid_0'
        evals_result = dask_model.evals_result_
        assert len(evals_result) == 1
        assert eval_name in evals_result

        for metric in eval_metric_names:
            assert metric in evals_result[eval_name]
            assert len(evals_result[eval_name][metric]) == fit_trees

        np.testing.assert_allclose(evals_result[eval_name]['constant_metric'], 0.708)


1023
@pytest.mark.parametrize('task', tasks)
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
def test_training_works_if_client_not_provided_or_set_after_construction(task, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output='array',
            group=None
        )
        model_factory = task_to_dask_factory[task]

        params = {
            "time_out": 5,
            "n_estimators": 1,
            "num_leaves": 2
        }

        # should be able to use the class without specifying a client
        dask_model = model_factory(**params)
        assert dask_model.client is None
        with pytest.raises(lgb.compat.LGBMNotFittedError, match='Cannot access property client_ before calling fit'):
            dask_model.client_

        dask_model.fit(dX, dy, group=dg)
        assert dask_model.fitted_
        assert dask_model.client is None
        assert dask_model.client_ == client

        preds = dask_model.predict(dX)
        assert isinstance(preds, da.Array)
        assert dask_model.fitted_
        assert dask_model.client is None
        assert dask_model.client_ == client

        local_model = dask_model.to_local()
        with pytest.raises(AttributeError):
            local_model.client
            local_model.client_

        # should be able to set client after construction
        dask_model = model_factory(**params)
        dask_model.set_params(client=client)
        assert dask_model.client == client

        with pytest.raises(lgb.compat.LGBMNotFittedError, match='Cannot access property client_ before calling fit'):
            dask_model.client_

        dask_model.fit(dX, dy, group=dg)
        assert dask_model.fitted_
        assert dask_model.client == client
        assert dask_model.client_ == client

        preds = dask_model.predict(dX)
        assert isinstance(preds, da.Array)
        assert dask_model.fitted_
        assert dask_model.client == client
        assert dask_model.client_ == client

        local_model = dask_model.to_local()
        with pytest.raises(AttributeError):
            local_model.client
            local_model.client_
1084
1085
1086


@pytest.mark.parametrize('serializer', ['pickle', 'joblib', 'cloudpickle'])
1087
@pytest.mark.parametrize('task', tasks)
1088
@pytest.mark.parametrize('set_client', [True, False])
1089
def test_model_and_local_version_are_picklable_whether_or_not_client_set_explicitly(serializer, task, set_client, tmp_path, cluster, cluster2):
1090

1091
    with Client(cluster) as client1:
1092
1093
1094
1095
1096
1097
1098
        # data on cluster1
        X_1, _, _, _, dX_1, dy_1, _, dg_1 = _create_data(
            objective=task,
            output='array',
            group=None
        )

1099
        with Client(cluster2) as client2:
1100
1101
1102
1103
1104
1105
            # create identical data on cluster2
            X_2, _, _, _, dX_2, dy_2, _, dg_2 = _create_data(
                objective=task,
                output='array',
                group=None
            )
1106

1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
            model_factory = task_to_dask_factory[task]

            params = {
                "time_out": 5,
                "n_estimators": 1,
                "num_leaves": 2
            }

            # at this point, the result of default_client() is client2 since it was the most recently
            # created. So setting client to client1 here to test that you can select a non-default client
            assert default_client() == client2
            if set_client:
                params.update({"client": client1})

            # unfitted model should survive pickling round trip, and pickling
            # shouldn't have side effects on the model object
            dask_model = model_factory(**params)
            local_model = dask_model.to_local()
            if set_client:
                assert dask_model.client == client1
1127
            else:
1128
1129
1130
1131
1132
1133
1134
1135
                assert dask_model.client is None

            with pytest.raises(lgb.compat.LGBMNotFittedError, match='Cannot access property client_ before calling fit'):
                dask_model.client_

            assert "client" not in local_model.get_params()
            assert getattr(local_model, "client", None) is None

1136
            tmp_file = tmp_path / "model-1.pkl"
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
            _pickle(
                obj=dask_model,
                filepath=tmp_file,
                serializer=serializer
            )
            model_from_disk = _unpickle(
                filepath=tmp_file,
                serializer=serializer
            )

1147
            local_tmp_file = tmp_path / "local-model-1.pkl"
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
            _pickle(
                obj=local_model,
                filepath=local_tmp_file,
                serializer=serializer
            )
            local_model_from_disk = _unpickle(
                filepath=local_tmp_file,
                serializer=serializer
            )

            assert model_from_disk.client is None

            if set_client:
                assert dask_model.client == client1
            else:
                assert dask_model.client is None

            with pytest.raises(lgb.compat.LGBMNotFittedError, match='Cannot access property client_ before calling fit'):
                dask_model.client_

            # client will always be None after unpickling
            if set_client:
                from_disk_params = model_from_disk.get_params()
                from_disk_params.pop("client", None)
                dask_params = dask_model.get_params()
                dask_params.pop("client", None)
                assert from_disk_params == dask_params
            else:
                assert model_from_disk.get_params() == dask_model.get_params()
            assert local_model_from_disk.get_params() == local_model.get_params()

            # fitted model should survive pickling round trip, and pickling
            # shouldn't have side effects on the model object
            if set_client:
                dask_model.fit(dX_1, dy_1, group=dg_1)
            else:
                dask_model.fit(dX_2, dy_2, group=dg_2)
            local_model = dask_model.to_local()

            assert "client" not in local_model.get_params()
            with pytest.raises(AttributeError):
                local_model.client
                local_model.client_

1192
            tmp_file2 = tmp_path / "model-2.pkl"
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
            _pickle(
                obj=dask_model,
                filepath=tmp_file2,
                serializer=serializer
            )
            fitted_model_from_disk = _unpickle(
                filepath=tmp_file2,
                serializer=serializer
            )

1203
            local_tmp_file2 = tmp_path / "local-model-2.pkl"
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
            _pickle(
                obj=local_model,
                filepath=local_tmp_file2,
                serializer=serializer
            )
            local_fitted_model_from_disk = _unpickle(
                filepath=local_tmp_file2,
                serializer=serializer
            )

            if set_client:
                assert dask_model.client == client1
                assert dask_model.client_ == client1
            else:
                assert dask_model.client is None
                assert dask_model.client_ == default_client()
                assert dask_model.client_ == client2

            assert isinstance(fitted_model_from_disk, model_factory)
            assert fitted_model_from_disk.client is None
            assert fitted_model_from_disk.client_ == default_client()
            assert fitted_model_from_disk.client_ == client2

            # client will always be None after unpickling
            if set_client:
                from_disk_params = fitted_model_from_disk.get_params()
                from_disk_params.pop("client", None)
                dask_params = dask_model.get_params()
                dask_params.pop("client", None)
                assert from_disk_params == dask_params
            else:
                assert fitted_model_from_disk.get_params() == dask_model.get_params()
            assert local_fitted_model_from_disk.get_params() == local_model.get_params()

            if set_client:
                preds_orig = dask_model.predict(dX_1).compute()
                preds_loaded_model = fitted_model_from_disk.predict(dX_1).compute()
                preds_orig_local = local_model.predict(X_1)
                preds_loaded_model_local = local_fitted_model_from_disk.predict(X_1)
            else:
                preds_orig = dask_model.predict(dX_2).compute()
                preds_loaded_model = fitted_model_from_disk.predict(dX_2).compute()
                preds_orig_local = local_model.predict(X_2)
                preds_loaded_model_local = local_fitted_model_from_disk.predict(X_2)

            assert_eq(preds_orig, preds_loaded_model)
            assert_eq(preds_orig_local, preds_loaded_model_local)
1251
1252


1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
def test_warns_and_continues_on_unrecognized_tree_learner(cluster):
    with Client(cluster) as client:
        X = da.random.random((1e3, 10))
        y = da.random.random((1e3, 1))
        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            time_out=5,
            tree_learner='some-nonsense-value',
            n_estimators=1,
            num_leaves=2
        )
        with pytest.warns(UserWarning, match='Parameter tree_learner set to some-nonsense-value'):
            dask_regressor = dask_regressor.fit(X, y)
1266

1267
        assert dask_regressor.fitted_
1268

1269

1270
@pytest.mark.parametrize('tree_learner', ['data_parallel', 'voting_parallel'])
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
def test_training_respects_tree_learner_aliases(tree_learner, cluster):
    with Client(cluster) as client:
        task = 'regression'
        _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output='array')
        dask_factory = task_to_dask_factory[task]
        dask_model = dask_factory(
            client=client,
            tree_learner=tree_learner,
            time_out=5,
            n_estimators=10,
            num_leaves=15
1282
        )
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
        dask_model.fit(dX, dy, sample_weight=dw, group=dg)

        assert dask_model.fitted_
        assert dask_model.get_params()['tree_learner'] == tree_learner


def test_error_on_feature_parallel_tree_learner(cluster):
    with Client(cluster) as client:
        X = da.random.random((100, 10), chunks=(50, 10))
        y = da.random.random(100, chunks=50)
        X, y = client.persist([X, y])
        _ = wait([X, y])
        client.rebalance()
        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            time_out=5,
            tree_learner='feature_parallel',
            n_estimators=1,
            num_leaves=2
        )
        with pytest.raises(lgb.basic.LightGBMError, match='Do not support feature parallel in c api'):
            dask_regressor = dask_regressor.fit(X, y)


def test_errors(cluster):
    with Client(cluster) as client:
        def f(part):
            raise Exception('foo')

        df = dd.demo.make_timeseries()
        df = df.map_partitions(f, meta=df._meta)
        with pytest.raises(Exception) as info:
            lgb.dask._train(
                client=client,
                data=df,
                label=df.x,
                params={},
                model_factory=lgb.LGBMClassifier
            )
            assert 'foo' in str(info.value)
1323
1324


1325
1326
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
1327
def test_training_succeeds_even_if_some_workers_do_not_have_any_data(task, output, cluster):
1328
1329
1330
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

1331
1332
1333
1334
1335
1336
1337
1338
    with Client(cluster) as client:
        def collection_to_single_partition(collection):
            """Merge the parts of a Dask collection into a single partition."""
            if collection is None:
                return
            if isinstance(collection, da.Array):
                return collection.rechunk(*collection.shape)
            return collection.repartition(npartitions=1)
1339

1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )

        dask_model_factory = task_to_dask_factory[task]
        local_model_factory = task_to_local_factory[task]

        dX = collection_to_single_partition(dX)
        dy = collection_to_single_partition(dy)
        dw = collection_to_single_partition(dw)
        dg = collection_to_single_partition(dg)

        n_workers = len(client.scheduler_info()['workers'])
        assert n_workers > 1
        assert dX.npartitions == 1

        params = {
            'time_out': 5,
            'random_state': 42,
            'num_leaves': 10
        }

        dask_model = dask_model_factory(tree='data', client=client, **params)
        dask_model.fit(dX, dy, group=dg, sample_weight=dw)
        dask_preds = dask_model.predict(dX).compute()
1367

1368
1369
1370
1371
1372
1373
1374
1375
        local_model = local_model_factory(**params)
        if task == 'ranking':
            local_model.fit(X, y, group=g, sample_weight=w)
        else:
            local_model.fit(X, y, sample_weight=w)
        local_preds = local_model.predict(X)

        assert assert_eq(dask_preds, local_preds)
1376
1377


1378
@pytest.mark.parametrize('task', tasks)
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
def test_network_params_not_required_but_respected_if_given(task, listen_port, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output='array',
            chunk_size=10,
            group=None
        )

        dask_model_factory = task_to_dask_factory[task]

        # rebalance data to be sure that each worker has a piece of the data
        client.rebalance()

        # model 1 - no network parameters given
        dask_model1 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
        )
        dask_model1.fit(dX, dy, group=dg)
        assert dask_model1.fitted_
        params = dask_model1.get_params()
        assert 'local_listen_port' not in params
        assert 'machines' not in params

        # model 2 - machines given
1405
        workers_hostname = _get_workers_hostname(cluster)
1406
        n_workers = len(client.scheduler_info()['workers'])
1407
        open_ports = lgb.dask._find_n_open_ports(n_workers)
1408
1409
1410
1411
        dask_model2 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            machines=",".join([
1412
                f"{workers_hostname}:{port}"
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
                for port in open_ports
            ]),
        )

        dask_model2.fit(dX, dy, group=dg)
        assert dask_model2.fitted_
        params = dask_model2.get_params()
        assert 'local_listen_port' not in params
        assert 'machines' in params

        # model 3 - local_listen_port given
        # training should fail because LightGBM will try to use the same
        # port for multiple worker processes on the same machine
        dask_model3 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            local_listen_port=listen_port
        )
        error_msg = "has multiple Dask worker processes running on it"
        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            dask_model3.fit(dX, dy, group=dg)
1434
1435
1436


@pytest.mark.parametrize('task', tasks)
1437
1438
def test_machines_should_be_used_if_provided(task, cluster):
    with Client(cluster) as client:
1439
1440
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
1441
            output='array',
1442
1443
1444
            chunk_size=10,
            group=None
        )
1445
1446

        dask_model_factory = task_to_dask_factory[task]
1447
1448

        # rebalance data to be sure that each worker has a piece of the data
1449
        client.rebalance()
1450
1451

        n_workers = len(client.scheduler_info()['workers'])
1452
        assert n_workers > 1
1453
        workers_hostname = _get_workers_hostname(cluster)
1454
        open_ports = lgb.dask._find_n_open_ports(n_workers)
1455
1456
1457
1458
        dask_model = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            machines=",".join([
1459
                f"{workers_hostname}:{port}"
1460
1461
1462
1463
1464
1465
                for port in open_ports
            ]),
        )

        # test that "machines" is actually respected by creating a socket that uses
        # one of the ports mentioned in "machines"
1466
        error_msg = f"Binding port {open_ports[0]} failed"
1467
1468
        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
1469
                s.bind((workers_hostname, open_ports[0]))
1470
                dask_model.fit(dX, dy, group=dg)
1471

1472
1473
1474
        # The above error leaves a worker waiting
        client.restart()

1475
        # an informative error should be raised if "machines" has duplicates
1476
        one_open_port = lgb.dask._find_n_open_ports(1)
1477
1478
        dask_model.set_params(
            machines=",".join([
1479
                f"127.0.0.1:{one_open_port}"
1480
1481
1482
1483
1484
1485
                for _ in range(n_workers)
            ])
        )
        with pytest.raises(ValueError, match="Found duplicates in 'machines'"):
            dask_model.fit(dX, dy, group=dg)

1486

1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
@pytest.mark.parametrize(
    "classes",
    [
        (lgb.DaskLGBMClassifier, lgb.LGBMClassifier),
        (lgb.DaskLGBMRegressor, lgb.LGBMRegressor),
        (lgb.DaskLGBMRanker, lgb.LGBMRanker)
    ]
)
def test_dask_classes_and_sklearn_equivalents_have_identical_constructors_except_client_arg(classes):
    dask_spec = inspect.getfullargspec(classes[0])
    sklearn_spec = inspect.getfullargspec(classes[1])
    assert dask_spec.varargs == sklearn_spec.varargs
    assert dask_spec.varkw == sklearn_spec.varkw
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults

    # "client" should be the only different, and the final argument
    assert dask_spec.args[:-1] == sklearn_spec.args
    assert dask_spec.defaults[:-1] == sklearn_spec.defaults
    assert dask_spec.args[-1] == 'client'
    assert dask_spec.defaults[-1] is None
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535


@pytest.mark.parametrize(
    "methods",
    [
        (lgb.DaskLGBMClassifier.fit, lgb.LGBMClassifier.fit),
        (lgb.DaskLGBMClassifier.predict, lgb.LGBMClassifier.predict),
        (lgb.DaskLGBMClassifier.predict_proba, lgb.LGBMClassifier.predict_proba),
        (lgb.DaskLGBMRegressor.fit, lgb.LGBMRegressor.fit),
        (lgb.DaskLGBMRegressor.predict, lgb.LGBMRegressor.predict),
        (lgb.DaskLGBMRanker.fit, lgb.LGBMRanker.fit),
        (lgb.DaskLGBMRanker.predict, lgb.LGBMRanker.predict)
    ]
)
def test_dask_methods_and_sklearn_equivalents_have_similar_signatures(methods):
    dask_spec = inspect.getfullargspec(methods[0])
    sklearn_spec = inspect.getfullargspec(methods[1])
    dask_params = inspect.signature(methods[0]).parameters
    sklearn_params = inspect.signature(methods[1]).parameters
    assert dask_spec.args == sklearn_spec.args[:len(dask_spec.args)]
    assert dask_spec.varargs == sklearn_spec.varargs
    if sklearn_spec.varkw:
        assert dask_spec.varkw == sklearn_spec.varkw[:len(dask_spec.varkw)]
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults
    for param in dask_spec.args:
        error_msg = f"param '{param}' has different default values in the methods"
        assert dask_params[param].default == sklearn_params[param].default, error_msg
1536
1537


1538
@pytest.mark.parametrize('task', tasks)
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, dw, dg = _create_data(
            objective=task,
            output='dataframe',
            group=None
        )

        model_factory = task_to_dask_factory[task]

        dy = dy.to_dask_array(lengths=True)
        dy_col_array = dy.reshape(-1, 1)
        assert len(dy_col_array.shape) == 2 and dy_col_array.shape[1] == 1

        params = {
            'n_estimators': 1,
            'num_leaves': 3,
            'random_state': 0,
            'time_out': 5
        }
        model = model_factory(**params)
        model.fit(dX, dy_col_array, sample_weight=dw, group=dg)
        assert model.fitted_
1562
1563


1564
1565
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
1566
def test_init_score(task, output, cluster):
1567
1568
1569
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

1570
1571
1572
1573
1574
1575
    with Client(cluster) as client:
        _, _, _, _, dX, dy, dw, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )
1576

1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
        model_factory = task_to_dask_factory[task]

        params = {
            'n_estimators': 1,
            'num_leaves': 2,
            'time_out': 5
        }
        init_score = random.random()
        size_factor = 1
        if task == 'multiclass-classification':
            size_factor = 3  # number of classes

        if output.startswith('dataframe'):
1590
            init_scores = dy.map_partitions(lambda x: pd.DataFrame([[init_score] * size_factor] * x.size))
1591
        else:
1592
            init_scores = dy.map_blocks(lambda x: np.full((x.size, size_factor), init_score))
1593
1594
1595
1596
        model = model_factory(client=client, **params)
        model.fit(dX, dy, sample_weight=dw, init_score=init_scores, group=dg)
        # value of the root node is 0 when init_score is set
        assert model.booster_.trees_to_dataframe()['value'][0] == 0
1597
1598


1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
def sklearn_checks_to_run():
    check_names = [
        "check_estimator_get_tags_default_keys",
        "check_get_params_invariance",
        "check_set_params"
    ]
    for check_name in check_names:
        check_func = getattr(sklearn_checks, check_name, None)
        if check_func:
            yield check_func


def _tested_estimators():
    for Estimator in [lgb.DaskLGBMClassifier, lgb.DaskLGBMRegressor]:
        yield Estimator()


@pytest.mark.parametrize("estimator", _tested_estimators())
@pytest.mark.parametrize("check", sklearn_checks_to_run())
1618
1619
1620
1621
1622
def test_sklearn_integration(estimator, check, cluster):
    with Client(cluster) as client:
        estimator.set_params(local_listen_port=18000, time_out=5)
        name = type(estimator).__name__
        check(name, estimator)
1623
1624
1625
1626
1627


# this test is separate because it takes a not-yet-constructed estimator
@pytest.mark.parametrize("estimator", list(_tested_estimators()))
def test_parameters_default_constructible(estimator):
1628
1629
1630
1631
1632
    name = estimator.__class__.__name__
    if sk_version >= parse_version("0.24"):
        Estimator = estimator
    else:
        Estimator = estimator.__class__
1633
    sklearn_checks.check_parameters_default_constructible(name, Estimator)
1634
1635
1636
1637


@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
1638
def test_predict_with_raw_score(task, output, cluster):
1639
1640
1641
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

1642
1643
1644
1645
1646
1647
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )
1648

1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
        model_factory = task_to_dask_factory[task]
        params = {
            'client': client,
            'n_estimators': 1,
            'num_leaves': 2,
            'time_out': 5,
            'min_sum_hessian': 0
        }
        model = model_factory(**params)
        model.fit(dX, dy, group=dg)
        raw_predictions = model.predict(dX, raw_score=True).compute()

        trees_df = model.booster_.trees_to_dataframe()
        leaves_df = trees_df[trees_df.node_depth == 2]
        if task == 'multiclass-classification':
            for i in range(model.n_classes_):
                class_df = leaves_df[leaves_df.tree_index == i]
                assert set(raw_predictions[:, i]) == set(class_df['value'])
        else:
            assert set(raw_predictions) == set(leaves_df['value'])
1669

1670
1671
1672
        if task.endswith('classification'):
            pred_proba_raw = model.predict_proba(dX, raw_score=True).compute()
            assert_eq(raw_predictions, pred_proba_raw)