basic.py 106 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
3
# pylint: disable = invalid-name, C0111, C0301
# pylint: disable = R0912, R0913, R0914, W0105, W0201, W0212
4
"""Wrapper for C API of LightGBM."""
wxchan's avatar
wxchan committed
5
6
from __future__ import absolute_import

7
import copy
wxchan's avatar
wxchan committed
8
import ctypes
9
import os
wxchan's avatar
wxchan committed
10
import warnings
wxchan's avatar
wxchan committed
11
from tempfile import NamedTemporaryFile
wxchan's avatar
wxchan committed
12
13
14
15

import numpy as np
import scipy.sparse

16
17
from .compat import (PANDAS_INSTALLED, DataFrame, Series,
                     DataTable,
18
19
                     decode_string, string_type,
                     integer_types, numeric_types,
20
                     json, json_default_with_numpy,
21
                     range_, zip_)
wxchan's avatar
wxchan committed
22
23
from .libpath import find_lib_path

wxchan's avatar
wxchan committed
24

wxchan's avatar
wxchan committed
25
def _load_lib():
26
    """Load LightGBM library."""
wxchan's avatar
wxchan committed
27
28
    lib_path = find_lib_path()
    if len(lib_path) == 0:
29
        return None
wxchan's avatar
wxchan committed
30
31
32
33
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib

wxchan's avatar
wxchan committed
34

wxchan's avatar
wxchan committed
35
36
_LIB = _load_lib()

wxchan's avatar
wxchan committed
37

wxchan's avatar
wxchan committed
38
def _safe_call(ret):
39
40
    """Check the return value from C API call.

wxchan's avatar
wxchan committed
41
42
43
    Parameters
    ----------
    ret : int
44
        The return value from C API calls.
wxchan's avatar
wxchan committed
45
46
    """
    if ret != 0:
47
        raise LightGBMError(decode_string(_LIB.LGBM_GetLastError()))
wxchan's avatar
wxchan committed
48

wxchan's avatar
wxchan committed
49

wxchan's avatar
wxchan committed
50
def is_numeric(obj):
51
    """Check whether object is a number or not, include numpy number, etc."""
wxchan's avatar
wxchan committed
52
53
54
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
55
56
57
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
58
59
        return False

wxchan's avatar
wxchan committed
60

wxchan's avatar
wxchan committed
61
def is_numpy_1d_array(data):
62
    """Check whether data is a numpy 1-D array."""
63
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
64

wxchan's avatar
wxchan committed
65

wxchan's avatar
wxchan committed
66
def is_1d_list(data):
67
68
    """Check whether data is a 1-D list."""
    return isinstance(data, list) and (not data or is_numeric(data[0]))
wxchan's avatar
wxchan committed
69

wxchan's avatar
wxchan committed
70

71
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
72
    """Convert data to numpy 1-D array."""
wxchan's avatar
wxchan committed
73
74
75
76
77
78
79
    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)
80
81
    elif isinstance(data, Series):
        return data.values.astype(dtype)
wxchan's avatar
wxchan committed
82
    else:
83
84
        raise TypeError("Wrong type({0}) for {1}.\n"
                        "It should be list, numpy 1-D array or pandas Series".format(type(data).__name__, name))
wxchan's avatar
wxchan committed
85

wxchan's avatar
wxchan committed
86

wxchan's avatar
wxchan committed
87
def cfloat32_array_to_numpy(cptr, length):
88
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
89
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
90
        return np.fromiter(cptr, dtype=np.float32, count=length)
wxchan's avatar
wxchan committed
91
    else:
92
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
93

Guolin Ke's avatar
Guolin Ke committed
94

Guolin Ke's avatar
Guolin Ke committed
95
def cfloat64_array_to_numpy(cptr, length):
96
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
97
98
99
100
101
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
        return np.fromiter(cptr, dtype=np.float64, count=length)
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
102

wxchan's avatar
wxchan committed
103
def cint32_array_to_numpy(cptr, length):
104
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
105
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
106
        return np.fromiter(cptr, dtype=np.int32, count=length)
wxchan's avatar
wxchan committed
107
    else:
108
        raise RuntimeError('Expected int pointer')
wxchan's avatar
wxchan committed
109

wxchan's avatar
wxchan committed
110

111
112
113
114
115
116
117
118
def cint8_array_to_numpy(cptr, length):
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int8)):
        return np.fromiter(cptr, dtype=np.int8, count=length)
    else:
        raise RuntimeError('Expected int pointer')


wxchan's avatar
wxchan committed
119
def c_str(string):
120
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
121
122
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
123

wxchan's avatar
wxchan committed
124
def c_array(ctype, values):
125
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
126
127
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
128

wxchan's avatar
wxchan committed
129
def param_dict_to_str(data):
130
    """Convert Python dictionary to string, which is passed to C API."""
131
    if data is None or not data:
wxchan's avatar
wxchan committed
132
133
134
        return ""
    pairs = []
    for key, val in data.items():
135
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
wxchan's avatar
wxchan committed
136
            pairs.append(str(key) + '=' + ','.join(map(str, val)))
wxchan's avatar
wxchan committed
137
        elif isinstance(val, string_type) or isinstance(val, numeric_types) or is_numeric(val):
wxchan's avatar
wxchan committed
138
            pairs.append(str(key) + '=' + str(val))
139
        elif val is not None:
140
            raise TypeError('Unknown type of parameter:%s, got:%s'
wxchan's avatar
wxchan committed
141
142
                            % (key, type(val).__name__))
    return ' '.join(pairs)
143

wxchan's avatar
wxchan committed
144

145
class _TempFile(object):
146
147
148
149
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
        return self
wxchan's avatar
wxchan committed
150

151
152
153
    def __exit__(self, exc_type, exc_val, exc_tb):
        if os.path.isfile(self.name):
            os.remove(self.name)
wxchan's avatar
wxchan committed
154

155
156
157
158
    def readlines(self):
        with open(self.name, "r+") as f:
            ret = f.readlines()
        return ret
wxchan's avatar
wxchan committed
159

160
161
    def writelines(self, lines):
        with open(self.name, "w+") as f:
162
            f.writelines(lines)
163

wxchan's avatar
wxchan committed
164

165
class LightGBMError(Exception):
166
167
    """Error thrown by LightGBM."""

168
169
170
171
172
    pass


MAX_INT32 = (1 << 31) - 1

173
"""Macro definition of data type in C API of LightGBM"""
wxchan's avatar
wxchan committed
174
175
176
177
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
178
C_API_DTYPE_INT8 = 4
Guolin Ke's avatar
Guolin Ke committed
179

180
"""Matrix is row major in Python"""
wxchan's avatar
wxchan committed
181
182
C_API_IS_ROW_MAJOR = 1

183
"""Macro definition of prediction type in C API of LightGBM"""
wxchan's avatar
wxchan committed
184
185
186
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
187
C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
188

189
"""Data type of data field"""
wxchan's avatar
wxchan committed
190
191
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
192
                     "init_score": C_API_DTYPE_FLOAT64,
193
194
195
                     "group": C_API_DTYPE_INT32,
                     "feature_penalty": C_API_DTYPE_FLOAT64,
                     "monotone_constraints": C_API_DTYPE_INT8}
wxchan's avatar
wxchan committed
196

197
198
PANDAS_DTYPE_MAPPER = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                       'int64': 'int', 'uint8': 'int', 'uint16': 'int',
199
200
                       'uint32': 'int', 'uint64': 'int', 'bool': 'int',
                       'float16': 'float', 'float32': 'float', 'float64': 'float'}
201

wxchan's avatar
wxchan committed
202

203
def convert_from_sliced_object(data):
204
    """Fix the memory of multi-dimensional sliced object."""
205
206
    if data.base is not None and isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
        if not data.flags.c_contiguous:
207
208
            warnings.warn("Usage of np.ndarray subset (sliced data) is not recommended "
                          "due to it will double the peak memory cost in LightGBM.")
209
210
211
212
            return np.copy(data)
    return data


wxchan's avatar
wxchan committed
213
def c_float_array(data):
214
    """Get pointer of float numpy array / list."""
wxchan's avatar
wxchan committed
215
216
217
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
218
219
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
220
221
222
223
224
225
226
        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:
227
            raise TypeError("Expected np.float32 or np.float64, met type({})"
wxchan's avatar
wxchan committed
228
229
                            .format(data.dtype))
    else:
230
        raise TypeError("Unknown type({})".format(type(data).__name__))
231
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
232

wxchan's avatar
wxchan committed
233

wxchan's avatar
wxchan committed
234
def c_int_array(data):
235
    """Get pointer of int numpy array / list."""
wxchan's avatar
wxchan committed
236
237
238
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
239
240
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
241
242
243
244
245
246
247
        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:
248
            raise TypeError("Expected np.int32 or np.int64, met type({})"
wxchan's avatar
wxchan committed
249
250
                            .format(data.dtype))
    else:
251
        raise TypeError("Unknown type({})".format(type(data).__name__))
252
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
253

wxchan's avatar
wxchan committed
254

255
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
256
    if isinstance(data, DataFrame):
257
258
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
259
260
        if feature_name == 'auto' or feature_name is None:
            data = data.rename(columns=str)
261
262
        cat_cols = list(data.select_dtypes(include=['category']).columns)
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
263
264
265
266
267
        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.')
268
            for col, category in zip_(cat_cols, pandas_categorical):
269
270
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
271
        if len(cat_cols):  # cat_cols is list
272
            data = data.copy()  # not alter origin DataFrame
273
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
274
275
276
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
277
            if categorical_feature == 'auto':  # use cat cols from DataFrame
278
                categorical_feature = cat_cols_not_ordered
279
280
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
281
282
283
284
285
286
        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]
287
            raise ValueError("DataFrame.dtypes for data must be int, float or bool.\n"
288
                             "Did not expect the data types in the following fields: "
289
                             + ', '.join(bad_fields))
290
        data = data.values.astype('float')
291
292
293
294
295
296
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
297
298
299
300
301
302
303
304
305


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')
306
        label = label.values.astype('float').flatten()
307
308
309
    return label


310
311
312
313
314
315
316
317
318
319
320
def _dump_pandas_categorical(pandas_categorical, file_name=None):
    pandas_str = ('\npandas_categorical:'
                  + json.dumps(pandas_categorical, default=json_default_with_numpy)
                  + '\n')
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


def _load_pandas_categorical(file_name=None, model_str=None):
321
322
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
323
    if file_name is not None:
324
325
326
327
328
329
330
331
332
333
334
335
336
        max_offset = -os.path.getsize(file_name)
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
                f.seek(offset, os.SEEK_END)
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
        last_line = decode_string(lines[-1]).strip()
        if not last_line.startswith(pandas_key):
            last_line = decode_string(lines[-2]).strip()
337
    elif model_str is not None:
338
339
340
341
342
343
        idx = model_str.rfind('\n', 0, offset)
        last_line = model_str[idx:].strip()
    if last_line.startswith(pandas_key):
        return json.loads(last_line[len(pandas_key):])
    else:
        return None
344
345


Guolin Ke's avatar
Guolin Ke committed
346
class _InnerPredictor(object):
347
348
349
350
351
352
353
354
    """_InnerPredictor of LightGBM.

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

    Note
    ----
    Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
355
    """
356

357
    def __init__(self, model_file=None, booster_handle=None, pred_parameter=None):
358
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
359
360
361

        Parameters
        ----------
362
        model_file : string or None, optional (default=None)
wxchan's avatar
wxchan committed
363
            Path to the model file.
364
365
366
367
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
            Other parameters for the prediciton.
wxchan's avatar
wxchan committed
368
369
370
371
372
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
373
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
374
375
376
377
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
378
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
379
380
381
382
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
383
            self.num_total_iteration = out_num_iterations.value
384
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
385
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
386
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
387
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
388
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
389
390
391
392
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
Guolin Ke's avatar
Guolin Ke committed
393
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
394
395
396
            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
                ctypes.byref(out_num_iterations)))
397
            self.num_total_iteration = out_num_iterations.value
398
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
399
        else:
400
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
401

402
403
        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
404

wxchan's avatar
wxchan committed
405
    def __del__(self):
406
407
408
409
410
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
411

412
413
414
415
416
    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

wxchan's avatar
wxchan committed
417
    def predict(self, data, num_iteration=-1,
418
                raw_score=False, pred_leaf=False, pred_contrib=False, data_has_header=False,
wxchan's avatar
wxchan committed
419
                is_reshape=True):
420
        """Predict logic.
wxchan's avatar
wxchan committed
421
422
423

        Parameters
        ----------
424
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
            Data source for prediction.
            When data type is string, it represents the path of txt file.
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
        data_has_header : bool, optional (default=False)
            Whether data has header.
            Used only for txt data.
        is_reshape : bool, optional (default=True)
            Whether to reshape to (nrow, ncol).
wxchan's avatar
wxchan committed
440
441
442

        Returns
        -------
443
444
        result : numpy array
            Prediction result.
wxchan's avatar
wxchan committed
445
        """
wxchan's avatar
wxchan committed
446
        if isinstance(data, Dataset):
447
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
448
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
449
450
451
452
453
        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
454
455
        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
456
        int_data_has_header = 1 if data_has_header else 0
457
458
        if num_iteration > self.num_total_iteration:
            num_iteration = self.num_total_iteration
cbecker's avatar
cbecker committed
459

wxchan's avatar
wxchan committed
460
        if isinstance(data, string_type):
461
            with _TempFile() as f:
wxchan's avatar
wxchan committed
462
463
464
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
                    c_str(data),
Guolin Ke's avatar
Guolin Ke committed
465
466
467
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
                    ctypes.c_int(num_iteration),
468
                    c_str(self.pred_parameter),
wxchan's avatar
wxchan committed
469
470
                    c_str(f.name)))
                lines = f.readlines()
471
472
                nrow = len(lines)
                preds = [float(token) for line in lines for token in line.split('\t')]
Guolin Ke's avatar
Guolin Ke committed
473
                preds = np.array(preds, dtype=np.float64, copy=False)
wxchan's avatar
wxchan committed
474
        elif isinstance(data, scipy.sparse.csr_matrix):
475
            preds, nrow = self.__pred_for_csr(data, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
476
        elif isinstance(data, scipy.sparse.csc_matrix):
477
            preds, nrow = self.__pred_for_csc(data, num_iteration, predict_type)
wxchan's avatar
wxchan committed
478
        elif isinstance(data, np.ndarray):
479
            preds, nrow = self.__pred_for_np2d(data, num_iteration, predict_type)
480
481
482
        elif isinstance(data, list):
            try:
                data = np.array(data)
483
            except BaseException:
484
                raise ValueError('Cannot convert data list to numpy array.')
485
            preds, nrow = self.__pred_for_np2d(data, num_iteration, predict_type)
486
487
        elif isinstance(data, DataTable):
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), num_iteration, predict_type)
wxchan's avatar
wxchan committed
488
489
        else:
            try:
490
                warnings.warn('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
491
                csr = scipy.sparse.csr_matrix(data)
492
            except BaseException:
493
                raise TypeError('Cannot predict data for type {}'.format(type(data).__name__))
494
            preds, nrow = self.__pred_for_csr(csr, num_iteration, predict_type)
wxchan's avatar
wxchan committed
495
496
        if pred_leaf:
            preds = preds.astype(np.int32)
497
        if is_reshape and preds.size != nrow:
wxchan's avatar
wxchan committed
498
            if preds.size % nrow == 0:
499
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
500
            else:
501
                raise ValueError('Length of predict result (%d) cannot be divide nrow (%d)'
wxchan's avatar
wxchan committed
502
503
504
505
                                 % (preds.size, nrow))
        return preds

    def __get_num_preds(self, num_iteration, nrow, predict_type):
506
        """Get size of prediction result."""
507
508
509
510
511
        if nrow > MAX_INT32:
            raise LightGBMError('LightGBM cannot perform prediction for data'
                                'with number of rows greater than MAX_INT32 (%d).\n'
                                'You can split your data into chunks'
                                'and then concatenate predictions for them' % MAX_INT32)
Guolin Ke's avatar
Guolin Ke committed
512
513
514
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
515
516
517
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
518
519
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
520
521

    def __pred_for_np2d(self, mat, num_iteration, predict_type):
522
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
523
        if len(mat.shape) != 2:
524
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
525

526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
        def inner_predict(mat, num_iteration, predict_type, preds=None):
            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)
            if preds is None:
                preds = np.zeros(n_preds, dtype=np.float64)
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterPredictForMat(
                self.handle,
                ptr_data,
                ctypes.c_int(type_ptr_data),
                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),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, mat.shape[0]

        nrow = mat.shape[0]
        if nrow > MAX_INT32:
            sections = np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
            n_preds = [self.__get_num_preds(num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
            preds = np.zeros(sum(n_preds), dtype=np.float64)
562
563
            for chunk, (start_idx_pred, end_idx_pred) in zip_(np.array_split(mat, sections),
                                                              zip_(n_preds_sections, n_preds_sections[1:])):
564
565
566
                # avoid memory consumption by arrays concatenation operations
                inner_predict(chunk, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
            return preds, nrow
wxchan's avatar
wxchan committed
567
        else:
568
            return inner_predict(mat, num_iteration, predict_type)
wxchan's avatar
wxchan committed
569
570

    def __pred_for_csr(self, csr, num_iteration, predict_type):
571
        """Predict for a CSR data."""
572
573
574
575
576
577
578
579
580
581
582
583
        def inner_predict(csr, num_iteration, predict_type, preds=None):
            nrow = len(csr.indptr) - 1
            n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
            if preds is None:
                preds = np.zeros(n_preds, dtype=np.float64)
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)

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

584
585
586
            assert csr.shape[1] <= MAX_INT32
            csr.indices = csr.indices.astype(np.int32, copy=False)

587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
            _safe_call(_LIB.LGBM_BoosterPredictForCSR(
                self.handle,
                ptr_indptr,
                ctypes.c_int32(type_ptr_indptr),
                csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int64(len(csr.indptr)),
                ctypes.c_int64(len(csr.data)),
                ctypes.c_int64(csr.shape[1]),
                ctypes.c_int(predict_type),
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, nrow
wxchan's avatar
wxchan committed
605

606
607
608
609
610
611
612
613
614
615
616
617
618
619
        nrow = len(csr.indptr) - 1
        if nrow > MAX_INT32:
            sections = [0] + list(np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)) + [nrow]
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
            n_preds = [self.__get_num_preds(num_iteration, i, predict_type) for i in np.diff(sections)]
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
            preds = np.zeros(sum(n_preds), dtype=np.float64)
            for (start_idx, end_idx), (start_idx_pred, end_idx_pred) in zip_(zip_(sections, sections[1:]),
                                                                             zip_(n_preds_sections, n_preds_sections[1:])):
                # avoid memory consumption by arrays concatenation operations
                inner_predict(csr[start_idx:end_idx], num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
            return preds, nrow
        else:
            return inner_predict(csr, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
620
621

    def __pred_for_csc(self, csc, num_iteration, predict_type):
622
        """Predict for a CSC data."""
Guolin Ke's avatar
Guolin Ke committed
623
        nrow = csc.shape[0]
624
625
        if nrow > MAX_INT32:
            return self.__pred_for_csr(csc.tocsr(), num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
626
627
628
629
        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)

630
631
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
632

633
634
635
        assert csc.shape[0] <= MAX_INT32
        csc.indices = csc.indices.astype(np.int32, copy=False)

Guolin Ke's avatar
Guolin Ke committed
636
637
638
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
639
            ctypes.c_int32(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
640
641
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
642
643
644
645
646
647
            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),
648
            c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
649
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
650
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
651
        if n_preds != out_num_preds.value:
652
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
653
654
        return preds, nrow

wxchan's avatar
wxchan committed
655

wxchan's avatar
wxchan committed
656
657
class Dataset(object):
    """Dataset in LightGBM."""
658

659
    def __init__(self, data, label=None, reference=None,
660
                 weight=None, group=None, init_score=None, silent=False,
661
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
662
                 free_raw_data=True):
663
        """Initialize Dataset.
664

wxchan's avatar
wxchan committed
665
666
        Parameters
        ----------
667
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse or list of numpy arrays
wxchan's avatar
wxchan committed
668
            Data source of Dataset.
669
            If string, it represents the path to txt file.
670
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
671
672
673
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
674
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
675
            Weight for each instance.
676
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
677
            Group/query size for Dataset.
678
        init_score : list, numpy 1-D array, pandas Series or None, optional (default=None)
679
            Init score for Dataset.
680
681
682
683
684
685
686
687
688
        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).
689
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
690
            All values in categorical features should be less than int32 max value (2147483647).
691
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
692
            All negative values in categorical features will be treated as missing values.
Nikita Titov's avatar
Nikita Titov committed
693
        params : dict or None, optional (default=None)
694
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
695
        free_raw_data : bool, optional (default=True)
696
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
697
        """
wxchan's avatar
wxchan committed
698
699
700
701
702
703
        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
704
        self.init_score = init_score
wxchan's avatar
wxchan committed
705
706
        self.silent = silent
        self.feature_name = feature_name
707
        self.categorical_feature = categorical_feature
708
        self.params = copy.deepcopy(params)
wxchan's avatar
wxchan committed
709
710
        self.free_raw_data = free_raw_data
        self.used_indices = None
711
        self.need_slice = True
wxchan's avatar
wxchan committed
712
        self._predictor = None
713
        self.pandas_categorical = None
714
        self.params_back_up = None
715
716
        self.feature_penalty = None
        self.monotone_constraints = None
wxchan's avatar
wxchan committed
717
718

    def __del__(self):
719
720
721
722
        try:
            self._free_handle()
        except AttributeError:
            pass
723
724

    def _free_handle(self):
725
        if self.handle is not None:
726
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
727
            self.handle = None
Guolin Ke's avatar
Guolin Ke committed
728
729
730
        self.need_slice = True
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
731
        return self
wxchan's avatar
wxchan committed
732

Guolin Ke's avatar
Guolin Ke committed
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
    def _set_init_score_by_predictor(self, predictor, data, used_indices=None):
        data_has_header = False
        if isinstance(data, string_type):
            # check data has header or not
            if self.params.get("has_header", False) or self.params.get("header", False):
                data_has_header = True
        init_score = predictor.predict(data,
                                       raw_score=True,
                                       data_has_header=data_has_header,
                                       is_reshape=False)
        num_data = self.num_data()
        if used_indices is not None:
            assert not self.need_slice
            if isinstance(data, string_type):
                sub_init_score = np.zeros(num_data * predictor.num_class, dtype=np.float32)
                assert num_data == len(used_indices)
                for i in range_(len(used_indices)):
                    for j in range_(predictor.num_class):
                        sub_init_score[i * redictor.num_class + j] = init_score[used_indices[i] * redictor.num_class + j]
                init_score = sub_init_score
        if predictor.num_class > 1:
            # need to regroup init_score
            new_init_score = np.zeros(init_score.size, dtype=np.float32)
            for i in range_(num_data):
                for j in range_(predictor.num_class):
                    new_init_score[j * num_data + i] = init_score[i * predictor.num_class + j]
            init_score = new_init_score
        self.set_init_score(init_score)

762
    def _lazy_init(self, data, label=None, reference=None,
763
                   weight=None, group=None, init_score=None, predictor=None,
wxchan's avatar
wxchan committed
764
                   silent=False, feature_name='auto',
765
                   categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
766
767
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
768
            return self
Guolin Ke's avatar
Guolin Ke committed
769
770
771
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
772
773
774
775
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
wxchan's avatar
wxchan committed
776
        label = _label_from_pandas(label)
Guolin Ke's avatar
Guolin Ke committed
777

778
        # process for args
wxchan's avatar
wxchan committed
779
        params = {} if params is None else params
780
781
782
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
783
784
        for key, _ in params.items():
            if key in args_names:
785
786
787
                warnings.warn('{0} keyword has been found in `params` and will be ignored.\n'
                              'Please use {0} argument of the Dataset constructor to pass this parameter.'
                              .format(key))
788
789
790
        # user can set verbose with params, it has higher priority
        if not any(verbose_alias in params for verbose_alias in ('verbose', 'verbosity')) and silent:
            params["verbose"] = -1
791
        # get categorical features
792
793
794
795
796
797
798
799
800
801
802
803
804
        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))
805
            if categorical_indices:
806
                if "categorical_feature" in params or "categorical_column" in params:
807
                    warnings.warn('categorical_feature in param dict is overridden.')
808
809
                    params.pop("categorical_feature", None)
                    params.pop("categorical_column", None)
810
                params['categorical_column'] = sorted(categorical_indices)
811

wxchan's avatar
wxchan committed
812
        params_str = param_dict_to_str(params)
813
        # process for reference dataset
wxchan's avatar
wxchan committed
814
        ref_dataset = None
wxchan's avatar
wxchan committed
815
        if isinstance(reference, Dataset):
816
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
817
818
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
819
        # start construct data
wxchan's avatar
wxchan committed
820
        if isinstance(data, string_type):
wxchan's avatar
wxchan committed
821
822
823
824
825
826
827
828
            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)
Guolin Ke's avatar
Guolin Ke committed
829
830
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
831
832
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
833
834
        elif isinstance(data, list) and len(data) > 0 and all(isinstance(x, np.ndarray) for x in data):
            self.__init_from_list_np2d(data, params_str, ref_dataset)
835
836
        elif isinstance(data, DataTable):
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
837
838
839
840
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
841
            except BaseException:
wxchan's avatar
wxchan committed
842
                raise TypeError('Cannot initialize Dataset from {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
843
844
845
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
846
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
847
848
849
850
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
851
852
853
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
                warnings.warn("The init_score will be overridden by the prediction of init_model.")
Guolin Ke's avatar
Guolin Ke committed
854
            self._set_init_score_by_predictor(predictor, data)
855
856
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
857
858
        elif predictor is not None:
            raise TypeError('Wrong predictor type {}'.format(type(predictor).__name__))
Guolin Ke's avatar
Guolin Ke committed
859
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
860
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
861
862

    def __init_from_np2d(self, mat, params_str, ref_dataset):
863
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
864
865
866
867
868
869
870
        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:
871
            # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
872
873
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

874
        ptr_data, type_ptr_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
875
876
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
877
878
879
880
            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),
wxchan's avatar
wxchan committed
881
882
883
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
884
        return self
wxchan's avatar
wxchan committed
885

886
    def __init_from_list_np2d(self, mats, params_str, ref_dataset):
887
        """Initialize data from a list of 2-D numpy matrices."""
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
        ncol = mats[0].shape[1]
        nrow = np.zeros((len(mats),), np.int32)
        if mats[0].dtype == np.float64:
            ptr_data = (ctypes.POINTER(ctypes.c_double) * len(mats))()
        else:
            ptr_data = (ctypes.POINTER(ctypes.c_float) * len(mats))()

        holders = []
        type_ptr_data = None

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

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

            nrow[i] = mat.shape[0]

            if mat.dtype == np.float32 or mat.dtype == np.float64:
                mats[i] = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
            else:
                # change non-float data to float data, need to copy
                mats[i] = np.array(mat.reshape(mat.size), dtype=np.float32)

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

        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateFromMats(
            ctypes.c_int(len(mats)),
            ctypes.cast(ptr_data, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.c_int(type_ptr_data),
            nrow.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ctypes.c_int(ncol),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
931
        return self
932

wxchan's avatar
wxchan committed
933
    def __init_from_csr(self, csr, params_str, ref_dataset):
934
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
935
        if len(csr.indices) != len(csr.data):
936
            raise ValueError('Length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
wxchan's avatar
wxchan committed
937
938
        self.handle = ctypes.c_void_p()

939
940
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csr.data)
wxchan's avatar
wxchan committed
941

942
943
944
        assert csr.shape[1] <= MAX_INT32
        csr.indices = csr.indices.astype(np.int32, copy=False)

wxchan's avatar
wxchan committed
945
946
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
947
            ctypes.c_int(type_ptr_indptr),
wxchan's avatar
wxchan committed
948
949
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
950
951
952
953
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
wxchan's avatar
wxchan committed
954
955
956
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
957
        return self
wxchan's avatar
wxchan committed
958

Guolin Ke's avatar
Guolin Ke committed
959
    def __init_from_csc(self, csc, params_str, ref_dataset):
960
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
961
962
963
964
        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()

965
966
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
967

968
969
970
        assert csc.shape[0] <= MAX_INT32
        csc.indices = csc.indices.astype(np.int32, copy=False)

Guolin Ke's avatar
Guolin Ke committed
971
972
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
973
            ctypes.c_int(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
974
975
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
976
977
978
979
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
Guolin Ke's avatar
Guolin Ke committed
980
981
982
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
983
        return self
Guolin Ke's avatar
Guolin Ke committed
984

wxchan's avatar
wxchan committed
985
    def construct(self):
986
987
988
989
990
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
991
            Constructed Dataset object.
992
        """
993
        if self.handle is None:
wxchan's avatar
wxchan committed
994
995
            if self.reference is not None:
                if self.used_indices is None:
996
                    # create valid
997
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
998
999
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
1000
                                    silent=self.silent, feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
1001
                else:
1002
                    # construct subset
wxchan's avatar
wxchan committed
1003
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
1004
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
1005
1006
                    if self.reference.group is not None:
                        group_info = np.array(self.reference.group).astype(int)
1007
1008
                        _, self.group = np.unique(np.repeat(range_(len(group_info)), repeats=group_info)[self.used_indices],
                                                  return_counts=True)
1009
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1010
1011
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
1012
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
1013
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1014
                        ctypes.c_int(used_indices.shape[0]),
wxchan's avatar
wxchan committed
1015
1016
                        c_str(params_str),
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1017
1018
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
1019
1020
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
1021
1022
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
1023
1024
1025
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
                        self._set_init_score_by_predictor(self._predictor, self.data, used_indices)
wxchan's avatar
wxchan committed
1026
            else:
1027
                # create train
1028
                self._lazy_init(self.data, label=self.label,
1029
1030
1031
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
                                silent=self.silent, feature_name=self.feature_name,
1032
                                categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
1033
1034
1035
            if self.free_raw_data:
                self.data = None
        return self
wxchan's avatar
wxchan committed
1036

wxchan's avatar
wxchan committed
1037
    def create_valid(self, data, label=None, weight=None, group=None,
1038
                     init_score=None, silent=False, params=None):
1039
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
1040
1041
1042

        Parameters
        ----------
1043
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse or list of numpy arrays
wxchan's avatar
wxchan committed
1044
            Data source of Dataset.
1045
            If string, it represents the path to txt file.
1046
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1047
1048
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
1049
            Weight for each instance.
1050
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1051
            Group/query size for Dataset.
1052
        init_score : list, numpy 1-D array, pandas Series or None, optional (default=None)
1053
            Init score for Dataset.
1054
1055
        silent : bool, optional (default=False)
            Whether to print messages during construction.
Nikita Titov's avatar
Nikita Titov committed
1056
        params : dict or None, optional (default=None)
1057
            Other parameters for validation Dataset.
1058
1059
1060

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1061
1062
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
1063
        """
1064
        ret = Dataset(data, label=label, reference=self,
1065
1066
                      weight=weight, group=group, init_score=init_score,
                      silent=silent, params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1067
        ret._predictor = self._predictor
1068
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1069
        return ret
wxchan's avatar
wxchan committed
1070

wxchan's avatar
wxchan committed
1071
    def subset(self, used_indices, params=None):
1072
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
1073
1074
1075
1076

        Parameters
        ----------
        used_indices : list of int
1077
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
1078
        params : dict or None, optional (default=None)
1079
            These parameters will be passed to Dataset constructor.
1080
1081
1082
1083
1084

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
1085
        """
wxchan's avatar
wxchan committed
1086
1087
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
1088
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
1089
1090
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1091
        ret._predictor = self._predictor
1092
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1093
1094
1095
1096
        ret.used_indices = used_indices
        return ret

    def save_binary(self, filename):
1097
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
1098
1099
1100
1101
1102

        Parameters
        ----------
        filename : string
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
1103
1104
1105
1106
1107

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
1108
1109
1110
1111
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
            c_str(filename)))
Nikita Titov's avatar
Nikita Titov committed
1112
        return self
wxchan's avatar
wxchan committed
1113
1114

    def _update_params(self, params):
1115
1116
        if self.handle is not None and params is not None:
            _safe_call(_LIB.LGBM_DatasetUpdateParam(self.handle, c_str(param_dict_to_str(params))))
wxchan's avatar
wxchan committed
1117
1118
        if not self.params:
            self.params = params
wxchan's avatar
wxchan committed
1119
        else:
1120
            self.params_back_up = copy.deepcopy(self.params)
wxchan's avatar
wxchan committed
1121
            self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
1122
        return self
wxchan's avatar
wxchan committed
1123

1124
1125
1126
    def _reverse_update_params(self):
        self.params = copy.deepcopy(self.params_back_up)
        self.params_back_up = None
1127
1128
        if self.handle is not None and self.params is not None:
            _safe_call(_LIB.LGBM_DatasetUpdateParam(self.handle, c_str(param_dict_to_str(self.params))))
Nikita Titov's avatar
Nikita Titov committed
1129
        return self
1130

wxchan's avatar
wxchan committed
1131
    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
1132
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
1133
1134
1135

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1136
        field_name : string
1137
            The field name of the information.
1138
        data : list, numpy 1-D array, pandas Series or None
1139
            The array of data to be set.
Nikita Titov's avatar
Nikita Titov committed
1140
1141
1142
1143
1144

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
1145
        """
1146
1147
        if self.handle is None:
            raise Exception("Cannot set %s before construct dataset" % field_name)
wxchan's avatar
wxchan committed
1148
        if data is None:
1149
            # set to None
wxchan's avatar
wxchan committed
1150
1151
1152
1153
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
1154
1155
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
1156
            return self
Guolin Ke's avatar
Guolin Ke committed
1157
1158
1159
1160
1161
        dtype = np.float32
        if field_name == 'group':
            dtype = np.int32
        elif field_name == 'init_score':
            dtype = np.float64
1162
        data = list_to_1d_numpy(data, dtype, name=field_name)
1163
1164
        if data.dtype == np.float32 or data.dtype == np.float64:
            ptr_data, type_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1165
        elif data.dtype == np.int32:
1166
            ptr_data, type_data, _ = c_int_array(data)
wxchan's avatar
wxchan committed
1167
        else:
Guolin Ke's avatar
Guolin Ke committed
1168
            raise TypeError("Excepted np.float32/64 or np.int32, meet type({})".format(data.dtype))
wxchan's avatar
wxchan committed
1169
        if type_data != FIELD_TYPE_MAPPER[field_name]:
1170
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
1171
1172
1173
1174
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1175
1176
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
Nikita Titov's avatar
Nikita Titov committed
1177
        return self
wxchan's avatar
wxchan committed
1178

wxchan's avatar
wxchan committed
1179
1180
    def get_field(self, field_name):
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
1181
1182
1183

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1184
        field_name : string
1185
            The field name of the information.
wxchan's avatar
wxchan committed
1186
1187
1188

        Returns
        -------
1189
1190
        info : numpy array
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1191
        """
1192
        if self.handle is None:
1193
            raise Exception("Cannot get %s before construct Dataset" % field_name)
Guolin Ke's avatar
Guolin Ke committed
1194
1195
        tmp_out_len = ctypes.c_int()
        out_type = ctypes.c_int()
wxchan's avatar
wxchan committed
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
        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)
Guolin Ke's avatar
Guolin Ke committed
1211
1212
        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)
1213
1214
        elif out_type.value == C_API_DTYPE_INT8:
            return cint8_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int8)), tmp_out_len.value)
1215
        else:
wxchan's avatar
wxchan committed
1216
            raise TypeError("Unknown type")
Guolin Ke's avatar
Guolin Ke committed
1217

1218
    def set_categorical_feature(self, categorical_feature):
1219
        """Set categorical features.
1220
1221
1222

        Parameters
        ----------
1223
1224
        categorical_feature : list of int or strings
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
1225
1226
1227
1228
1229

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
1230
1231
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
1232
            return self
1233
        if self.data is not None:
1234
1235
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
1236
                return self._free_handle()
1237
1238
            elif categorical_feature == 'auto':
                warnings.warn('Using categorical_feature in Dataset.')
Nikita Titov's avatar
Nikita Titov committed
1239
                return self
1240
            else:
1241
1242
                warnings.warn('categorical_feature in Dataset is overridden.\n'
                              'New categorical_feature is {}'.format(sorted(list(categorical_feature))))
1243
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
1244
                return self._free_handle()
1245
        else:
1246
1247
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
1248

Guolin Ke's avatar
Guolin Ke committed
1249
    def _set_predictor(self, predictor):
1250
1251
1252
1253
        """Set predictor for continued training.

        It is not recommended for user to call this function.
        Please use init_model argument in engine.train() or engine.cv() instead.
Guolin Ke's avatar
Guolin Ke committed
1254
1255
        """
        if predictor is self._predictor:
Nikita Titov's avatar
Nikita Titov committed
1256
            return self
Guolin Ke's avatar
Guolin Ke committed
1257
        if self.data is not None or (self.used_indices is not None and self.reference is not None and self.reference.data is not None):
Guolin Ke's avatar
Guolin Ke committed
1258
            self._predictor = predictor
Nikita Titov's avatar
Nikita Titov committed
1259
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
1260
        else:
1261
1262
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
1263
1264

    def set_reference(self, reference):
1265
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
1266
1267
1268
1269

        Parameters
        ----------
        reference : Dataset
1270
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
1271
1272
1273
1274
1275

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
1276
        """
1277
1278
1279
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
1280
1281
        # we're done if self and reference share a common upstrem reference
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
1282
            return self
Guolin Ke's avatar
Guolin Ke committed
1283
1284
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
1285
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
1286
        else:
1287
1288
            raise LightGBMError("Cannot set reference after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
1289
1290

    def set_feature_name(self, feature_name):
1291
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
1292
1293
1294

        Parameters
        ----------
1295
1296
        feature_name : list of strings
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
1297
1298
1299
1300
1301

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
1302
        """
1303
1304
        if feature_name != 'auto':
            self.feature_name = feature_name
1305
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
1306
            if len(feature_name) != self.num_feature():
1307
1308
                raise ValueError("Length of feature_name({}) and num_feature({}) don't match"
                                 .format(len(feature_name), self.num_feature()))
1309
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
1310
1311
1312
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
1313
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
1314
        return self
Guolin Ke's avatar
Guolin Ke committed
1315
1316

    def set_label(self, label):
1317
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
1318
1319
1320

        Parameters
        ----------
1321
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
1322
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
1323
1324
1325
1326
1327

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
1328
1329
        """
        self.label = label
1330
        if self.handle is not None:
1331
            label = list_to_1d_numpy(_label_from_pandas(label), name='label')
wxchan's avatar
wxchan committed
1332
            self.set_field('label', label)
Nikita Titov's avatar
Nikita Titov committed
1333
        return self
Guolin Ke's avatar
Guolin Ke committed
1334
1335

    def set_weight(self, weight):
1336
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
1337
1338
1339

        Parameters
        ----------
1340
        weight : list, numpy 1-D array, pandas Series or None
1341
            Weight to be set for each data point.
Nikita Titov's avatar
Nikita Titov committed
1342
1343
1344
1345
1346

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
1347
        """
1348
1349
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
1350
        self.weight = weight
1351
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
1352
1353
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
Nikita Titov's avatar
Nikita Titov committed
1354
        return self
Guolin Ke's avatar
Guolin Ke committed
1355
1356

    def set_init_score(self, init_score):
1357
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
1358
1359
1360

        Parameters
        ----------
1361
        init_score : list, numpy 1-D array, pandas Series or None
1362
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
1363
1364
1365
1366
1367

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
1368
1369
        """
        self.init_score = init_score
1370
        if self.handle is not None and init_score is not None:
Guolin Ke's avatar
Guolin Ke committed
1371
            init_score = list_to_1d_numpy(init_score, np.float64, name='init_score')
wxchan's avatar
wxchan committed
1372
            self.set_field('init_score', init_score)
Nikita Titov's avatar
Nikita Titov committed
1373
        return self
Guolin Ke's avatar
Guolin Ke committed
1374
1375

    def set_group(self, group):
1376
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
1377
1378
1379

        Parameters
        ----------
1380
        group : list, numpy 1-D array, pandas Series or None
1381
            Group size of each group.
Nikita Titov's avatar
Nikita Titov committed
1382
1383
1384
1385
1386

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
1387
1388
        """
        self.group = group
1389
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
1390
1391
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
1392
        return self
Guolin Ke's avatar
Guolin Ke committed
1393
1394

    def get_label(self):
1395
        """Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1396
1397
1398

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1399
        label : numpy array or None
1400
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1401
        """
1402
        if self.label is None:
wxchan's avatar
wxchan committed
1403
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
1404
1405
1406
        return self.label

    def get_weight(self):
1407
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1408
1409
1410

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1411
        weight : numpy array or None
1412
            Weight for each data point from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1413
        """
1414
        if self.weight is None:
wxchan's avatar
wxchan committed
1415
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
1416
1417
        return self.weight

1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
    def get_feature_penalty(self):
        """Get the feature penalty of the Dataset.

        Returns
        -------
        feature_penalty : numpy array or None
            Feature penalty for each feature in the Dataset.
        """
        if self.feature_penalty is None:
            self.feature_penalty = self.get_field('feature_penalty')
        return self.feature_penalty

    def get_monotone_constraints(self):
        """Get the monotone constraints of the Dataset.

        Returns
        -------
        monotone_constraints : numpy array or None
            Monotone constraints: -1, 0 or 1, for each feature in the Dataset.
        """
        if self.monotone_constraints is None:
            self.monotone_constraints = self.get_field('monotone_constraints')
        return self.monotone_constraints

Guolin Ke's avatar
Guolin Ke committed
1442
    def get_init_score(self):
1443
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1444
1445
1446

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1447
        init_score : numpy array or None
1448
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
1449
        """
1450
        if self.init_score is None:
wxchan's avatar
wxchan committed
1451
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
1452
1453
        return self.init_score

1454
1455
1456
1457
1458
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
1459
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, list of numpy arrays or None
1460
1461
1462
1463
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
Guolin Ke's avatar
Guolin Ke committed
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
        if self.need_slice and self.used_indices is not None and self.reference is not None:
            self.data = self.reference.data
            if self.data is not None:
                if isinstance(self.data, np.ndarray) or scipy.sparse.issparse(self.data):
                    self.data = self.data[self.used_indices, :]
                elif isinstance(self.data, DataFrame):
                    self.data = self.data.iloc[self.used_indices].copy()
                elif isinstance(self.data, DataTable):
                    self.data = self.data[self.used_indices, :]
                else:
                    warnings.warn("Cannot subset {} type of raw data.\n"
                                  "Returning original raw data".format(type(self.data).__name__))
1476
            self.need_slice = False
Guolin Ke's avatar
Guolin Ke committed
1477
1478
1479
        if self.data is None:
            raise LightGBMError("Cannot call `get_data` after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
1480
1481
        return self.data

Guolin Ke's avatar
Guolin Ke committed
1482
    def get_group(self):
1483
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1484
1485
1486

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1487
        group : numpy array or None
1488
            Group size of each group.
Guolin Ke's avatar
Guolin Ke committed
1489
        """
1490
        if self.group is None:
wxchan's avatar
wxchan committed
1491
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
1492
1493
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
Nikita Titov's avatar
Nikita Titov committed
1494
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
1495
1496
1497
        return self.group

    def num_data(self):
1498
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1499
1500
1501

        Returns
        -------
1502
1503
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1504
        """
1505
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1506
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1507
1508
1509
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1510
        else:
1511
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1512
1513

    def num_feature(self):
1514
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1515
1516
1517

        Returns
        -------
1518
1519
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1520
        """
1521
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1522
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1523
1524
1525
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1526
        else:
1527
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1528

1529
    def get_ref_chain(self, ref_limit=100):
1530
1531
1532
1533
1534
        """Get a chain of Dataset objects.

        Starts with r, then goes to r.reference (if exists),
        then to r.reference.reference, etc.
        until we hit ``ref_limit`` or a reference loop.
1535
1536
1537
1538
1539

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
1540
1541
1542

        Returns
        -------
1543
1544
1545
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
1546
        head = self
1547
        ref_chain = set()
1548
1549
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
1550
                ref_chain.add(head)
1551
1552
1553
1554
1555
1556
                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
Nikita Titov's avatar
Nikita Titov committed
1557
        return ref_chain
1558

1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
    def add_features_from(self, other):
        """Add features from other Dataset to the current Dataset.

        Both Datasets must be constructed before calling this method.

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

        Returns
        -------
        self : Dataset
            Dataset with the new features added.
        """
        if self.handle is None or other.handle is None:
            raise ValueError('Both source and target Datasets must be constructed before adding features')
        _safe_call(_LIB.LGBM_DatasetAddFeaturesFrom(self.handle, other.handle))
        return self

    def dump_text(self, filename):
        """Save Dataset to a text file.

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

        Parameters
        ----------
        filename : string
            Name of the output file.

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

wxchan's avatar
wxchan committed
1599

wxchan's avatar
wxchan committed
1600
class Booster(object):
1601
    """Booster in LightGBM."""
1602

1603
    def __init__(self, params=None, train_set=None, model_file=None, model_str=None, silent=False):
1604
        """Initialize the Booster.
wxchan's avatar
wxchan committed
1605
1606
1607

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1608
        params : dict or None, optional (default=None)
1609
1610
1611
1612
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
        model_file : string or None, optional (default=None)
wxchan's avatar
wxchan committed
1613
            Path to the model file.
1614
1615
        model_str : string or None, optional (default=None)
            Model will be loaded from this string.
1616
1617
        silent : bool, optional (default=False)
            Whether to print messages during construction.
wxchan's avatar
wxchan committed
1618
        """
1619
        self.handle = None
1620
        self.network = False
wxchan's avatar
wxchan committed
1621
1622
1623
        self.__need_reload_eval_info = True
        self.__train_data_name = "training"
        self.__attr = {}
1624
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
1625
        self.best_iteration = -1
wxchan's avatar
wxchan committed
1626
        self.best_score = {}
1627
        params = {} if params is None else copy.deepcopy(params)
1628
1629
1630
        # user can set verbose with params, it has higher priority
        if not any(verbose_alias in params for verbose_alias in ('verbose', 'verbosity')) and silent:
            params["verbose"] = -1
wxchan's avatar
wxchan committed
1631
        if train_set is not None:
1632
            # Training task
wxchan's avatar
wxchan committed
1633
            if not isinstance(train_set, Dataset):
1634
1635
                raise TypeError('Training data should be Dataset instance, met {}'
                                .format(type(train_set).__name__))
wxchan's avatar
wxchan committed
1636
            params_str = param_dict_to_str(params)
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
            # set network if necessary
            for alias in ["machines", "workers", "nodes"]:
                if alias in params:
                    machines = params[alias]
                    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))
                    break
1653
            # construct booster object
1654
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1655
            _safe_call(_LIB.LGBM_BoosterCreate(
wxchan's avatar
wxchan committed
1656
                train_set.construct().handle,
wxchan's avatar
wxchan committed
1657
1658
                c_str(params_str),
                ctypes.byref(self.handle)))
1659
            # save reference to data
wxchan's avatar
wxchan committed
1660
1661
1662
1663
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
1664
1665
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
1666
1667
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
1668
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
1669
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1670
1671
1672
1673
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
1674
            # buffer for inner predict
wxchan's avatar
wxchan committed
1675
1676
1677
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
1678
            self.pandas_categorical = train_set.pandas_categorical
wxchan's avatar
wxchan committed
1679
        elif model_file is not None:
1680
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
1681
            out_num_iterations = ctypes.c_int(0)
1682
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1683
1684
1685
1686
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1687
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1688
1689
1690
1691
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
1692
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
1693
1694
        elif model_str is not None:
            self.model_from_string(model_str, not silent)
wxchan's avatar
wxchan committed
1695
        else:
1696
1697
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
1698
        self.params = params
wxchan's avatar
wxchan committed
1699
1700

    def __del__(self):
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
        try:
            if self.network:
                self.free_network()
        except AttributeError:
            pass
        try:
            if self.handle is not None:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
1711

wxchan's avatar
wxchan committed
1712
1713
1714
1715
    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
1716
        model_str = self.model_to_string(num_iteration=-1)
1717
        booster = Booster(model_str=model_str)
1718
        return booster
wxchan's avatar
wxchan committed
1719
1720
1721
1722
1723
1724
1725

    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:
1726
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
1727
1728
1729
        return this

    def __setstate__(self, state):
1730
1731
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
1732
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
1733
            out_num_iterations = ctypes.c_int(0)
1734
1735
1736
1737
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
1738
1739
1740
            state['handle'] = handle
        self.__dict__.update(state)

wxchan's avatar
wxchan committed
1741
    def free_dataset(self):
Nikita Titov's avatar
Nikita Titov committed
1742
1743
1744
1745
1746
1747
1748
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
1749
1750
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
1751
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
1752
        return self
wxchan's avatar
wxchan committed
1753

1754
1755
1756
    def _free_buffer(self):
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
1757
        return self
1758

1759
1760
1761
1762
1763
1764
    def set_network(self, machines, local_listen_port=12400,
                    listen_time_out=120, num_machines=1):
        """Set the network configuration.

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1765
        machines : list, set or string
1766
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
1767
        local_listen_port : int, optional (default=12400)
1768
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
1769
        listen_time_out : int, optional (default=120)
1770
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
1771
        num_machines : int, optional (default=1)
1772
            The number of machines for parallel learning application.
Nikita Titov's avatar
Nikita Titov committed
1773
1774
1775
1776
1777

        Returns
        -------
        self : Booster
            Booster with set network.
1778
1779
1780
1781
1782
1783
        """
        _safe_call(_LIB.LGBM_NetworkInit(c_str(machines),
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
        self.network = True
Nikita Titov's avatar
Nikita Titov committed
1784
        return self
1785
1786

    def free_network(self):
Nikita Titov's avatar
Nikita Titov committed
1787
1788
1789
1790
1791
1792
1793
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
1794
1795
        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False
Nikita Titov's avatar
Nikita Titov committed
1796
        return self
1797

wxchan's avatar
wxchan committed
1798
    def set_train_data_name(self, name):
1799
1800
1801
1802
        """Set the name to the training Dataset.

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1803
1804
1805
1806
1807
1808
1809
        name : string
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
1810
        """
wxchan's avatar
wxchan committed
1811
        self.__train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
1812
        return self
wxchan's avatar
wxchan committed
1813
1814

    def add_valid(self, data, name):
1815
        """Add validation data.
wxchan's avatar
wxchan committed
1816
1817
1818
1819

        Parameters
        ----------
        data : Dataset
1820
1821
1822
            Validation data.
        name : string
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
1823
1824
1825
1826
1827

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
1828
        """
Guolin Ke's avatar
Guolin Ke committed
1829
        if not isinstance(data, Dataset):
1830
1831
            raise TypeError('Validation data should be Dataset instance, met {}'
                            .format(type(data).__name__))
Guolin Ke's avatar
Guolin Ke committed
1832
        if data._predictor is not self.__init_predictor:
1833
1834
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
1835
1836
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
1837
            data.construct().handle))
wxchan's avatar
wxchan committed
1838
1839
1840
1841
1842
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Nikita Titov's avatar
Nikita Titov committed
1843
        return self
wxchan's avatar
wxchan committed
1844
1845

    def reset_parameter(self, params):
1846
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
1847
1848
1849
1850

        Parameters
        ----------
        params : dict
1851
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
1852
1853
1854
1855
1856

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
1857
        """
1858
        if any(metric_alias in params for metric_alias in ('metric', 'metrics', 'metric_types')):
wxchan's avatar
wxchan committed
1859
1860
1861
1862
1863
1864
            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)))
Guolin Ke's avatar
Guolin Ke committed
1865
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
1866
        return self
wxchan's avatar
wxchan committed
1867
1868

    def update(self, train_set=None, fobj=None):
Nikita Titov's avatar
Nikita Titov committed
1869
        """Update Booster for one iteration.
1870

wxchan's avatar
wxchan committed
1871
1872
        Parameters
        ----------
1873
1874
1875
1876
        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
wxchan's avatar
wxchan committed
1877
            Customized objective function.
1878
1879
1880
1881
1882
1883
1884
1885
1886
1887
1888
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

                preds : list or numpy 1-D array
                    The predicted values.
                train_data : Dataset
                    The training dataset.
                grad : list or numpy 1-D array
                    The value of the first order derivative (gradient) for each sample point.
                hess : list or numpy 1-D array
                    The value of the second order derivative (Hessian) for each sample point.
wxchan's avatar
wxchan committed
1889

1890
1891
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is score[j * num_data + i]
1892
1893
            and you should group grad and hess in this way as well.

wxchan's avatar
wxchan committed
1894
1895
        Returns
        -------
1896
1897
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
1898
        """
1899
        # need reset training data
wxchan's avatar
wxchan committed
1900
        if train_set is not None and train_set is not self.train_set:
Guolin Ke's avatar
Guolin Ke committed
1901
            if not isinstance(train_set, Dataset):
1902
1903
                raise TypeError('Training data should be Dataset instance, met {}'
                                .format(type(train_set).__name__))
Guolin Ke's avatar
Guolin Ke committed
1904
            if train_set._predictor is not self.__init_predictor:
1905
1906
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
1907
1908
1909
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
1910
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
1911
1912
1913
            self.__inner_predict_buffer[0] = None
        is_finished = ctypes.c_int(0)
        if fobj is None:
1914
            if self.__set_objective_to_none:
1915
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
1916
1917
1918
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
wxchan's avatar
wxchan committed
1919
            self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1920
1921
            return is_finished.value == 1
        else:
1922
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
1923
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
1924
1925
1926
1927
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
1928
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
1929

1930
1931
1932
1933
1934
        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.
1935

wxchan's avatar
wxchan committed
1936
1937
        Parameters
        ----------
1938
        grad : list or numpy 1-D array
Nikita Titov's avatar
Nikita Titov committed
1939
            The first order derivative (gradient).
1940
        hess : list or numpy 1-D array
Nikita Titov's avatar
Nikita Titov committed
1941
            The second order derivative (Hessian).
wxchan's avatar
wxchan committed
1942
1943
1944

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1945
1946
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
1947
        """
1948
1949
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
1950
1951
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
1952
        if len(grad) != len(hess):
1953
1954
            raise ValueError("Lengths of gradient({}) and hessian({}) don't match"
                             .format(len(grad), len(hess)))
wxchan's avatar
wxchan committed
1955
1956
1957
1958
1959
1960
        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)))
wxchan's avatar
wxchan committed
1961
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1962
1963
1964
        return is_finished.value == 1

    def rollback_one_iter(self):
Nikita Titov's avatar
Nikita Titov committed
1965
1966
1967
1968
1969
1970
1971
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
1972
1973
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
wxchan's avatar
wxchan committed
1974
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
1975
        return self
wxchan's avatar
wxchan committed
1976
1977

    def current_iteration(self):
1978
1979
1980
1981
1982
1983
1984
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
1985
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1986
1987
1988
1989
1990
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
    def num_model_per_iteration(self):
        """Get number of models per iteration.

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

    def num_trees(self):
        """Get number of weak sub-models.

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

wxchan's avatar
wxchan committed
2019
    def eval(self, data, name, feval=None):
2020
        """Evaluate for data.
wxchan's avatar
wxchan committed
2021
2022
2023

        Parameters
        ----------
2024
2025
2026
2027
2028
        data : Dataset
            Data for the evaluating.
        name : string
            Name of the data.
        feval : callable or None, optional (default=None)
2029
            Customized evaluation function.
2030
            Should accept two parameters: preds, eval_data,
2031
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043

                preds : list or numpy 1-D array
                    The predicted values.
                eval_data : Dataset
                    The evaluation dataset.
                eval_name : string
                    The name of evaluation function.
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

2044
2045
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
2046

wxchan's avatar
wxchan committed
2047
2048
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2049
        result : list
2050
            List with evaluation results.
wxchan's avatar
wxchan committed
2051
        """
Guolin Ke's avatar
Guolin Ke committed
2052
2053
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
2054
2055
2056
2057
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
wxchan's avatar
wxchan committed
2058
            for i in range_(len(self.valid_sets)):
wxchan's avatar
wxchan committed
2059
2060
2061
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
2062
        # need to push new valid data
wxchan's avatar
wxchan committed
2063
2064
2065
2066
2067
2068
2069
        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):
2070
        """Evaluate for training data.
wxchan's avatar
wxchan committed
2071
2072
2073

        Parameters
        ----------
2074
        feval : callable or None, optional (default=None)
2075
            Customized evaluation function.
2076
2077
            Should accept two parameters: preds, train_data,
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2078
2079
2080
2081
2082
2083
2084
2085
2086
2087
2088
2089

                preds : list or numpy 1-D array
                    The predicted values.
                train_data : Dataset
                    The training dataset.
                eval_name : string
                    The name of evaluation function.
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

2090
2091
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
2092
2093
2094

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2095
        result : list
2096
            List with evaluation results.
wxchan's avatar
wxchan committed
2097
2098
2099
2100
        """
        return self.__inner_eval(self.__train_data_name, 0, feval)

    def eval_valid(self, feval=None):
2101
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
2102
2103
2104

        Parameters
        ----------
2105
        feval : callable or None, optional (default=None)
2106
            Customized evaluation function.
2107
            Should accept two parameters: preds, valid_data,
2108
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2109
2110
2111
2112
2113
2114
2115
2116
2117
2118
2119
2120

                preds : list or numpy 1-D array
                    The predicted values.
                valid_data : Dataset
                    The validation dataset.
                eval_name : string
                    The name of evaluation function.
                eval_result : float
                    The eval result.
                is_higher_better : bool
                    Is eval result higher better, e.g. AUC is ``is_higher_better``.

2121
2122
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
2123
2124
2125

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2126
        result : list
2127
            List with evaluation results.
wxchan's avatar
wxchan committed
2128
        """
wxchan's avatar
wxchan committed
2129
        return [item for i in range_(1, self.__num_dataset)
wxchan's avatar
wxchan committed
2130
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
2131

2132
    def save_model(self, filename, num_iteration=None, start_iteration=0):
2133
        """Save Booster to file.
wxchan's avatar
wxchan committed
2134
2135
2136

        Parameters
        ----------
2137
2138
        filename : string
            Filename to save Booster.
2139
2140
2141
2142
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
2143
        start_iteration : int, optional (default=0)
2144
            Start index of the iteration that should be saved.
Nikita Titov's avatar
Nikita Titov committed
2145
2146
2147
2148
2149

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
2150
        """
2151
        if num_iteration is None:
2152
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
2153
2154
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
2155
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2156
            ctypes.c_int(num_iteration),
wxchan's avatar
wxchan committed
2157
            c_str(filename)))
2158
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
2159
        return self
wxchan's avatar
wxchan committed
2160

2161
    def shuffle_models(self, start_iteration=0, end_iteration=-1):
2162
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
2163

2164
2165
2166
        Parameters
        ----------
        start_iteration : int, optional (default=0)
2167
            The first iteration that will be shuffled.
2168
2169
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
2170
            If <= 0, means the last available iteration.
2171

Nikita Titov's avatar
Nikita Titov committed
2172
2173
2174
2175
        Returns
        -------
        self : Booster
            Booster with shuffled models.
2176
        """
2177
2178
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
2179
2180
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
2181
        return self
2182
2183
2184
2185
2186
2187

    def model_from_string(self, model_str, verbose=True):
        """Load Booster from a string.

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2188
        model_str : string
2189
            Model will be loaded from this string.
Nikita Titov's avatar
Nikita Titov committed
2190
2191
        verbose : bool, optional (default=True)
            Whether to print messages while loading model.
2192
2193
2194

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2195
        self : Booster
2196
2197
            Loaded Booster object.
        """
2198
2199
2200
2201
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
2202
2203
2204
2205
2206
2207
2208
2209
2210
        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)))
2211
        if verbose:
Nikita Titov's avatar
Nikita Titov committed
2212
            print('Finished loading model, total used %d iterations' % int(out_num_iterations.value))
2213
        self.__num_class = out_num_class.value
2214
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
2215
2216
2217
2218
        return self

    def model_to_string(self, num_iteration=None, start_iteration=0):
        """Save Booster to string.
2219

2220
2221
2222
2223
2224
2225
        Parameters
        ----------
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
2226
        start_iteration : int, optional (default=0)
2227
2228
2229
2230
            Start index of the iteration that should be saved.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2231
        str_repr : string
2232
2233
            String representation of Booster.
        """
2234
        if num_iteration is None:
2235
2236
            num_iteration = self.best_iteration
        buffer_len = 1 << 20
2237
        tmp_out_len = ctypes.c_int64(0)
2238
2239
2240
2241
        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,
2242
            ctypes.c_int(start_iteration),
2243
            ctypes.c_int(num_iteration),
2244
            ctypes.c_int64(buffer_len),
2245
2246
2247
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
2248
        # if buffer length is not long enough, re-allocate a buffer
2249
2250
2251
2252
2253
        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,
2254
                ctypes.c_int(start_iteration),
2255
                ctypes.c_int(num_iteration),
2256
                ctypes.c_int64(actual_len),
2257
2258
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
2259
2260
2261
        ret = string_buffer.value.decode()
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
2262

2263
    def dump_model(self, num_iteration=None, start_iteration=0):
Nikita Titov's avatar
Nikita Titov committed
2264
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
2265

2266
2267
        Parameters
        ----------
2268
2269
2270
2271
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be dumped.
            If None, if the best iteration exists, it is dumped; otherwise, all iterations are dumped.
            If <= 0, all iterations are dumped.
Nikita Titov's avatar
Nikita Titov committed
2272
        start_iteration : int, optional (default=0)
2273
            Start index of the iteration that should be dumped.
2274

wxchan's avatar
wxchan committed
2275
2276
        Returns
        -------
2277
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
2278
            JSON format of Booster.
wxchan's avatar
wxchan committed
2279
        """
2280
        if num_iteration is None:
2281
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
2282
        buffer_len = 1 << 20
2283
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
2284
2285
2286
2287
        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,
2288
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2289
            ctypes.c_int(num_iteration),
2290
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
2291
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2292
            ptr_string_buffer))
wxchan's avatar
wxchan committed
2293
        actual_len = tmp_out_len.value
2294
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
2295
2296
2297
2298
2299
        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,
2300
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2301
                ctypes.c_int(num_iteration),
2302
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
2303
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2304
                ptr_string_buffer))
2305
2306
2307
2308
        ret = json.loads(string_buffer.value.decode())
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
                                                          default=json_default_with_numpy))
        return ret
wxchan's avatar
wxchan committed
2309

2310
2311
    def predict(self, data, num_iteration=None,
                raw_score=False, pred_leaf=False, pred_contrib=False,
2312
                data_has_header=False, is_reshape=True, **kwargs):
2313
        """Make a prediction.
wxchan's avatar
wxchan committed
2314
2315
2316

        Parameters
        ----------
2317
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
2318
2319
            Data source for prediction.
            If string, it represents the path to txt file.
2320
2321
2322
2323
        num_iteration : int or None, optional (default=None)
            Limit number of iterations in the prediction.
            If None, if the best iteration exists, it is used; otherwise, all iterations are used.
            If <= 0, all iterations are used (no limits).
2324
2325
2326
2327
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
2328
2329
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
2330
2331
2332

            Note
            ----
2333
            If you want to get more explanations for your model's predictions using SHAP values,
2334
            like SHAP interaction values,
2335
2336
2337
            you can install the shap package (https://github.com/slundberg/shap).
            Note that unlike the shap package, with ``pred_contrib`` we return a matrix with an extra
            column, where the last column is the expected value.
2338

2339
2340
2341
2342
2343
        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].
2344
2345
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
2346
2347
2348

        Returns
        -------
2349
2350
        result : numpy array
            Prediction result.
wxchan's avatar
wxchan committed
2351
        """
2352
        predictor = self._to_predictor(copy.deepcopy(kwargs))
2353
        if num_iteration is None:
2354
            num_iteration = self.best_iteration
2355
2356
2357
        return predictor.predict(data, num_iteration,
                                 raw_score, pred_leaf, pred_contrib,
                                 data_has_header, is_reshape)
wxchan's avatar
wxchan committed
2358

2359
    def refit(self, data, label, decay_rate=0.9, **kwargs):
Guolin Ke's avatar
Guolin Ke committed
2360
2361
2362
2363
        """Refit the existing Booster by new data.

        Parameters
        ----------
2364
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
2365
2366
            Data source for refit.
            If string, it represents the path to txt file.
2367
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
2368
2369
            Label for refit.
        decay_rate : float, optional (default=0.9)
2370
2371
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
2372
2373
        **kwargs
            Other parameters for refit.
2374
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
2375
2376
2377
2378
2379
2380

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
2381
2382
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
2383
        predictor = self._to_predictor(copy.deepcopy(kwargs))
2384
        leaf_preds = predictor.predict(data, -1, pred_leaf=True)
2385
        nrow, ncol = leaf_preds.shape
2386
        train_set = Dataset(data, label, silent=True)
2387
2388
2389
        new_params = copy.deepcopy(self.params)
        new_params['refit_decay_rate'] = decay_rate
        new_booster = Booster(new_params, train_set, silent=True)
Guolin Ke's avatar
Guolin Ke committed
2390
2391
2392
2393
2394
2395
2396
2397
2398
2399
2400
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
        ptr_data, type_ptr_data, _ = c_int_array(leaf_preds)
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
            ctypes.c_int(nrow),
            ctypes.c_int(ncol)))
2401
2402
        new_booster.network = self.network
        new_booster.__attr = self.__attr.copy()
Guolin Ke's avatar
Guolin Ke committed
2403
2404
        return new_booster

2405
    def get_leaf_output(self, tree_id, leaf_id):
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
2417
2418
2419
        """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.
        """
2420
2421
2422
2423
2424
2425
2426
2427
        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

2428
    def _to_predictor(self, pred_parameter=None):
2429
        """Convert to predictor."""
2430
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
2431
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
2432
2433
        return predictor

2434
    def num_feature(self):
2435
2436
2437
2438
2439
2440
2441
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
2442
2443
2444
2445
2446
2447
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

wxchan's avatar
wxchan committed
2448
    def feature_name(self):
2449
        """Get names of features.
wxchan's avatar
wxchan committed
2450
2451
2452

        Returns
        -------
2453
2454
        result : list
            List with names of features.
wxchan's avatar
wxchan committed
2455
        """
2456
        num_feature = self.num_feature()
2457
        # Get name of features
wxchan's avatar
wxchan committed
2458
2459
2460
2461
2462
2463
2464
2465
2466
2467
2468
        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)]

2469
    def feature_importance(self, importance_type='split', iteration=None):
2470
        """Get feature importances.
2471

2472
2473
        Parameters
        ----------
2474
2475
2476
2477
        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.
2478
2479
2480
2481
        iteration : int or None, optional (default=None)
            Limit number of iterations in the feature importance calculation.
            If None, if the best iteration exists, it is used; otherwise, all trees are used.
            If <= 0, all trees are used (no limits).
2482

2483
2484
        Returns
        -------
2485
2486
        result : numpy array
            Array with feature importances.
2487
        """
2488
2489
        if iteration is None:
            iteration = self.best_iteration
2490
2491
2492
2493
2494
2495
        if importance_type == "split":
            importance_type_int = 0
        elif importance_type == "gain":
            importance_type_int = 1
        else:
            importance_type_int = -1
Nikita Titov's avatar
Nikita Titov committed
2496
        result = np.zeros(self.num_feature(), dtype=np.float64)
2497
2498
2499
2500
2501
2502
2503
2504
2505
        _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
2506

2507
2508
2509
2510
2511
2512
2513
2514
2515
    def get_split_value_histogram(self, feature, bins=None, xgboost_style=False):
        """Get split value histogram for the specified feature.

        Parameters
        ----------
        feature : int or string
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
            If string, interpreted as name.
2516
2517
2518
2519
2520

            Note
            ----
            Categorical features are not supported.

2521
2522
2523
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
2545
2546
2547
        bins : int, string or None, optional (default=None)
            The maximum number of bins.
            If None, or int and > number of unique split values and ``xgboost_style=True``,
            the number of bins equals number of unique split values.
            If string, it should be one from the list of the supported values by ``numpy.histogram()`` function.
        xgboost_style : bool, optional (default=False)
            Whether the returned result should be in the same form as it is in XGBoost.
            If False, the returned value is tuple of 2 numpy arrays as it is in ``numpy.histogram()`` function.
            If True, the returned value is matrix, in which the first column is the right edges of non-empty bins
            and the second one is the histogram values.

        Returns
        -------
        result_tuple : tuple of 2 numpy arrays
            If ``xgboost_style=False``, the values of the histogram of used splitting values for the specified feature
            and the bin edges.
        result_array_like : numpy array or pandas DataFrame (if pandas is installed)
            If ``xgboost_style=True``, the histogram of used splitting values for the specified feature.
        """
        def add(root):
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
                if feature_names is not None and isinstance(feature, string_type):
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
2548
2549
2550
2551
                    if isinstance(root['threshold'], string_type):
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
2552
2553
2554
2555
2556
2557
2558
2559
2560
2561
2562
2563
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
                add(root['left_child'])
                add(root['right_child'])

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

        if bins is None or isinstance(bins, integer_types) and xgboost_style:
            n_unique = len(np.unique(values))
            bins = max(min(n_unique, bins) if bins is not None else n_unique, 1)
        hist, bin_edges = np.histogram(values, bins=bins)
        if xgboost_style:
            ret = np.column_stack((bin_edges[1:], hist))
            ret = ret[ret[:, 1] > 0]
            if PANDAS_INSTALLED:
                return DataFrame(ret, columns=['SplitValue', 'Count'])
            else:
                return ret
        else:
            return hist, bin_edges

wxchan's avatar
wxchan committed
2576
    def __inner_eval(self, data_name, data_idx, feval=None):
2577
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
2578
        if data_idx >= self.__num_dataset:
2579
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
2580
2581
2582
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
2583
            result = np.zeros(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
2584
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2585
2586
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
2587
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
2588
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2589
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
2590
            if tmp_out_len.value != self.__num_inner_eval:
2591
                raise ValueError("Wrong length of eval results")
wxchan's avatar
wxchan committed
2592
            for i in range_(self.__num_inner_eval):
2593
2594
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
wxchan's avatar
wxchan committed
2595
2596
2597
2598
2599
2600
2601
2602
2603
2604
2605
2606
2607
2608
2609
        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):
2610
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
2611
        if data_idx >= self.__num_dataset:
2612
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
2613
2614
2615
2616
2617
        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
2618
            self.__inner_predict_buffer[data_idx] = np.zeros(n_preds, dtype=np.float64)
2619
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
2620
2621
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
2622
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
2623
2624
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
2625
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
2626
2627
2628
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
2629
                raise ValueError("Wrong length of predict results for data %d" % (data_idx))
wxchan's avatar
wxchan committed
2630
2631
2632
2633
            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
2634
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
2635
2636
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
2637
            out_num_eval = ctypes.c_int(0)
2638
            # Get num of inner evals
wxchan's avatar
wxchan committed
2639
2640
2641
2642
2643
            _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:
2644
                # Get name of evals
Guolin Ke's avatar
Guolin Ke committed
2645
                tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2646
                string_buffers = [ctypes.create_string_buffer(255) for i in range_(self.__num_inner_eval)]
wxchan's avatar
wxchan committed
2647
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
2648
2649
2650
2651
2652
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
2653
                    raise ValueError("Length of eval names doesn't equal with num_evals")
2654
                self.__name_inner_eval = \
wxchan's avatar
wxchan committed
2655
                    [string_buffers[i].value.decode() for i in range_(self.__num_inner_eval)]
2656
                self.__higher_better_inner_eval = \
2657
                    [name.startswith(('auc', 'ndcg@', 'map@')) for name in self.__name_inner_eval]
2658

wxchan's avatar
wxchan committed
2659
    def attr(self, key):
2660
        """Get attribute string from the Booster.
wxchan's avatar
wxchan committed
2661
2662
2663

        Parameters
        ----------
2664
2665
        key : string
            The name of the attribute.
wxchan's avatar
wxchan committed
2666
2667
2668

        Returns
        -------
2669
2670
        value : string or None
            The attribute value.
Nikita Titov's avatar
Nikita Titov committed
2671
            Returns None if attribute does not exist.
wxchan's avatar
wxchan committed
2672
        """
2673
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
2674
2675

    def set_attr(self, **kwargs):
2676
        """Set attributes to the Booster.
wxchan's avatar
wxchan committed
2677
2678
2679
2680

        Parameters
        ----------
        **kwargs
2681
2682
            The attributes to set.
            Setting a value to None deletes an attribute.
Nikita Titov's avatar
Nikita Titov committed
2683
2684
2685
2686

        Returns
        -------
        self : Booster
2687
            Booster with set attributes.
wxchan's avatar
wxchan committed
2688
2689
2690
        """
        for key, value in kwargs.items():
            if value is not None:
wxchan's avatar
wxchan committed
2691
                if not isinstance(value, string_type):
Nikita Titov's avatar
Nikita Titov committed
2692
                    raise ValueError("Only string values are accepted")
wxchan's avatar
wxchan committed
2693
2694
2695
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)
Nikita Titov's avatar
Nikita Titov committed
2696
        return self