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test_engine.py 169 KB
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# coding: utf-8
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import copy
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import itertools
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import json
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import math
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import pickle
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import platform
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import random
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import re
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from os import getenv
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from pathlib import Path
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from shutil import copyfile
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import numpy as np
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import psutil
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import pytest
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from scipy.sparse import csr_matrix, isspmatrix_csc, isspmatrix_csr
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from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
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from sklearn.metrics import average_precision_score, log_loss, mean_absolute_error, mean_squared_error, roc_auc_score
from sklearn.model_selection import GroupKFold, TimeSeriesSplit, train_test_split
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import lightgbm as lgb
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from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame, pd_Series
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from .utils import (
    SERIALIZERS,
    dummy_obj,
    load_breast_cancer,
    load_digits,
    load_iris,
    logistic_sigmoid,
    make_synthetic_regression,
    mse_obj,
    pickle_and_unpickle_object,
    sklearn_multiclass_custom_objective,
    softmax,
)
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decreasing_generator = itertools.count(0, -1)


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def logloss_obj(preds, train_data):
    y_true = train_data.get_label()
    y_pred = logistic_sigmoid(preds)
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess
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def multi_logloss(y_true, y_pred):
    return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])

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def top_k_error(y_true, y_pred, k):
    if k == y_pred.shape[1]:
        return 0
    max_rest = np.max(-np.partition(-y_pred, k)[:, k:], axis=1)
    return 1 - np.mean((y_pred[np.arange(len(y_true)), y_true] > max_rest))


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def constant_metric(preds, train_data):
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    return ("error", 0.0, False)
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def decreasing_metric(preds, train_data):
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    return ("decreasing_metric", next(decreasing_generator), False)
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def categorize(continuous_x):
    return np.digitize(continuous_x, bins=np.arange(0, 1, 0.01))


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def test_binary():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
        "num_iteration": 50,  # test num_iteration in dict here
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
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    assert len(evals_result["valid_0"]["binary_logloss"]) == 50
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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def test_rf():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "boosting_type": "rf",
        "objective": "binary",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
        "feature_fraction": 0.5,
        "num_leaves": 50,
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.19
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    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize("objective", ["regression", "regression_l1", "huber", "fair", "poisson", "quantile"])
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def test_regression(objective):
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    X, y = make_synthetic_regression()
    y = np.abs(y)
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": objective, "metric": "l2", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    if objective == "huber":
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        assert ret < 430
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    elif objective == "fair":
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        assert ret < 296
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    elif objective == "poisson":
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        assert ret < 193
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    elif objective == "quantile":
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        assert ret < 1311
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    else:
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        assert ret < 343
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle():
    X_train = np.zeros((100, 1))
    y_train = np.zeros(100)
    trues = random.sample(range(100), 20)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 1
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_more_na():
    X_train = np.ones((100, 1))
    y_train = np.ones(100)
    trues = random.sample(range(100), 80)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 0
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_na():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [1, 1, 1, 1, 0, 0, 0, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_zero():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": True,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_none():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "use_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    assert pred[0] == pytest.approx(pred[1])
    assert pred[-1] == pytest.approx(pred[0])
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.83
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle(use_quantized_grad):
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    x = [0, 1, 2, 3, 4, 5, 6, 7]
    y = [0, 1, 0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": True,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle_na(use_quantized_grad):
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    x = [0, np.nan, 0, np.nan, 0, np.nan]
    y = [0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_non_zero_inputs(use_quantized_grad):
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    x = [1, 1, 1, 1, 1, 1, 2, 2]
    y = [1, 1, 1, 1, 1, 1, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_multiclass():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.16
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_rf():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "boosting_type": "rf",
        "objective": "multiclass",
        "metric": "multi_logloss",
        "bagging_freq": 1,
        "bagging_fraction": 0.6,
        "feature_fraction": 0.6,
        "num_class": 10,
        "num_leaves": 50,
        "min_data": 1,
        "verbose": -1,
        "gpu_use_dp": True,
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    }
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.23
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_prediction_early_stopping():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
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    gbm = lgb.train(params, lgb_train, num_boost_round=50)
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    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.8
    assert ret > 0.6  # loss will be higher than when evaluating the full model

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    pred_parameter["pred_early_stop_margin"] = 5.5
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.2


def test_multi_class_error():
    X, y = load_digits(n_class=10, return_X_y=True)
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    params = {"objective": "multiclass", "num_classes": 10, "metric": "multi_error", "num_leaves": 4, "verbose": -1}
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    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=10)
    predict_default = est.predict(X)
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=1),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_1 = est.predict(X)
    # check that default gives same result as k = 1
    np.testing.assert_allclose(predict_1, predict_default)
    # check against independent calculation for k = 1
    err = top_k_error(y, predict_1, 1)
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    assert results["training"]["multi_error"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 2
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_2 = est.predict(X)
    err = top_k_error(y, predict_2, 2)
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    assert results["training"]["multi_error@2"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 10
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=10),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_3 = est.predict(X)
    err = top_k_error(y, predict_3, 10)
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    assert results["training"]["multi_error@10"][-1] == pytest.approx(err)
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    # check cases where predictions are equal
    X = np.array([[0, 0], [0, 0]])
    y = np.array([0, 1])
    lgb_data = lgb.Dataset(X, label=y)
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    params["num_classes"] = 2
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    results = {}
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    lgb.train(params, lgb_data, num_boost_round=10, valid_sets=[lgb_data], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["multi_error"][-1] == pytest.approx(1)
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    results = {}
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    lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    assert results["training"]["multi_error@2"][-1] == pytest.approx(0)
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
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def test_auc_mu():
    # should give same result as binary auc for 2 classes
    X, y = load_digits(n_class=10, return_X_y=True)
    y_new = np.zeros((len(y)))
    y_new[y != 0] = 1
    lgb_X = lgb.Dataset(X, label=y_new)
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    params = {"objective": "multiclass", "metric": "auc_mu", "verbose": -1, "num_classes": 2, "seed": 0}
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    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    params = {"objective": "binary", "metric": "auc", "verbose": -1, "seed": 0}
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    results_auc = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc)])
    np.testing.assert_allclose(results_auc_mu["training"]["auc_mu"], results_auc["training"]["auc"])
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    # test the case where all predictions are equal
    lgb_X = lgb.Dataset(X[:10], label=y_new[:10])
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "verbose": -1,
        "num_classes": 2,
        "min_data_in_leaf": 20,
        "seed": 0,
    }
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    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    assert results_auc_mu["training"]["auc_mu"][-1] == pytest.approx(0.5)
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    # test that weighted data gives different auc_mu
    lgb_X = lgb.Dataset(X, label=y)
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.abs(np.random.normal(size=y.shape)))
    results_unweighted = {}
    results_weighted = {}
    params = dict(params, num_classes=10, num_leaves=5)
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    lgb.train(
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        params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_unweighted)]
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    )
    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
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    )
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    assert results_weighted["training"]["auc_mu"][-1] < 1
    assert results_unweighted["training"]["auc_mu"][-1] != results_weighted["training"]["auc_mu"][-1]
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    # test that equal data weights give same auc_mu as unweighted data
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.ones(y.shape) * 0.5)
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    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
    )
    assert results_unweighted["training"]["auc_mu"][-1] == pytest.approx(
        results_weighted["training"]["auc_mu"][-1], abs=1e-5
608
    )
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    # should give 1 when accuracy = 1
    X = X[:10, :]
    y = y[:10]
    lgb_X = lgb.Dataset(X, label=y)
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    params = {"objective": "multiclass", "metric": "auc_mu", "num_classes": 10, "min_data_in_leaf": 1, "verbose": -1}
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    results = {}
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    lgb.train(params, lgb_X, num_boost_round=100, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["auc_mu"][-1] == pytest.approx(1)
617
    # test loading class weights
618
    Xy = np.loadtxt(
619
        str(Path(__file__).absolute().parents[2] / "examples" / "multiclass_classification" / "multiclass.train")
620
    )
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    y = Xy[:, 0]
    X = Xy[:, 1:]
    lgb_X = lgb.Dataset(X, label=y)
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "auc_mu_weights": [0, 2, 2, 2, 2, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0],
        "num_classes": 5,
        "verbose": -1,
        "seed": 0,
    }
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    results_weight = {}
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    lgb.train(params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_weight)])
    params["auc_mu_weights"] = []
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    results_no_weight = {}
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    lgb.train(
637
        params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_no_weight)]
638
    )
639
    assert results_weight["training"]["auc_mu"][-1] != results_no_weight["training"]["auc_mu"][-1]
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641


642
def test_ranking_prediction_early_stopping():
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    X_test, _ = load_svmlight_file(str(rank_example_dir / "rank.test"))
    params = {"objective": "rank_xendcg", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=50)

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    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret_early = gbm.predict(X_test, **pred_parameter)

    pred_parameter["pred_early_stop_margin"] = 5.5
    ret_early_more_strict = gbm.predict(X_test, **pred_parameter)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(ret_early, ret_early_more_strict)


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# Simulates position bias for a given ranking dataset.
# The ouput dataset is identical to the input one with the exception for the relevance labels.
# The new labels are generated according to an instance of a cascade user model:
# for each query, the user is simulated to be traversing the list of documents ranked by a baseline ranker
# (in our example it is simply the ordering by some feature correlated with relevance, e.g., 34)
# and clicks on that document (new_label=1) with some probability 'pclick' depending on its true relevance;
# at each position the user may stop the traversal with some probability pstop. For the non-clicked documents,
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# new_label=0. Thus the generated new labels are biased towards the baseline ranker.
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# The positions of the documents in the ranked lists produced by the baseline, are returned.
def simulate_position_bias(file_dataset_in, file_query_in, file_dataset_out, baseline_feature):
    # a mapping of a document's true relevance (defined on a 5-grade scale) into the probability of clicking it
    def get_pclick(label):
        if label == 0:
            return 0.4
        elif label == 1:
            return 0.6
        elif label == 2:
            return 0.7
        elif label == 3:
            return 0.8
        else:
            return 0.9
682

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    # an instantiation of a cascade model where the user stops with probability 0.2 after observing each document
    pstop = 0.2
685

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    f_dataset_in = open(file_dataset_in, "r")
    f_dataset_out = open(file_dataset_out, "w")
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    random.seed(10)
    positions_all = []
    for line in open(file_query_in):
691
        docs_num = int(line)
692
        lines = []
693
        index_values = []
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        positions = [0] * docs_num
        for index in range(docs_num):
            features = f_dataset_in.readline().split()
            lines.append(features)
            val = 0.0
            for feature_val in features:
700
                feature_val_split = feature_val.split(":")
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                if int(feature_val_split[0]) == baseline_feature:
                    val = float(feature_val_split[1])
            index_values.append([index, val])
        index_values.sort(key=lambda x: -x[1])
705
        stop = False
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        for pos in range(docs_num):
            index = index_values[pos][0]
            new_label = 0
            if not stop:
                label = int(lines[index][0])
                pclick = get_pclick(label)
                if random.random() < pclick:
713
                    new_label = 1
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                stop = random.random() < pstop
            lines[index][0] = str(new_label)
            positions[index] = pos
        for features in lines:
718
            f_dataset_out.write(" ".join(features) + "\n")
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        positions_all.extend(positions)
    f_dataset_out.close()
    return positions_all


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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
727
def test_ranking_with_position_information_with_file(tmp_path):
728
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
729
    params = {
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        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
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    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
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    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
750

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    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
754

755
    f_positions_out = open(str(tmp_path / "rank.train.position"), "w")
756
    for pos in positions:
757
        f_positions_out.write(str(pos) + "\n")
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759
    f_positions_out.close()

760
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    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased_with_file = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
763

764
    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
765
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased_with_file.best_score["valid_0"]["ndcg@3"]
766
767

    # add extra row to position file
768
769
    with open(str(tmp_path / "rank.train.position"), "a") as file:
        file.write("pos_1000\n")
770
        file.close()
771
772
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
773
    with pytest.raises(lgb.basic.LightGBMError, match=r"Positions size \(3006\) doesn't match data size"):
774
        lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
775
776


777
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
780
def test_ranking_with_position_information_with_dataset_constructor(tmp_path):
781
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
782
    params = {
783
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793
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
        "num_threads": 1,
        "deterministic": True,
        "seed": 0,
794
795
796
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
797
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802
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804
805
    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
806

807
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809
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
810
811
812
813

    positions = np.array(positions)

    # test setting positions through Dataset constructor with numpy array
814
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816
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=positions)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
817
818

    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
819
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased.best_score["valid_0"]["ndcg@3"]
820
821
822

    if PANDAS_INSTALLED:
        # test setting positions through Dataset constructor with pandas Series
823
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826
827
828
        lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=pd_Series(positions))
        lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
        gbm_unbiased_pandas_series = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
        assert (
            gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_pandas_series.best_score["valid_0"]["ndcg@3"]
        )
829
830

    # test setting positions through set_position
831
832
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
833
    lgb_train.set_position(positions)
834
835
    gbm_unbiased_set_position = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
    assert gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_set_position.best_score["valid_0"]["ndcg@3"]
836
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838
839
840
841

    # test get_position works
    positions_from_get = lgb_train.get_position()
    np.testing.assert_array_equal(positions_from_get, positions)


842
843
def test_early_stopping():
    X, y = load_breast_cancer(return_X_y=True)
844
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
845
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847
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
848
    valid_set_name = "valid_set"
849
    # no early stopping
850
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853
854
855
856
857
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=10,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
858
859
    assert gbm.best_iteration == 10
    assert valid_set_name in gbm.best_score
860
    assert "binary_logloss" in gbm.best_score[valid_set_name]
861
    # early stopping occurs
862
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864
865
866
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868
869
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=40,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
870
871
    assert gbm.best_iteration <= 39
    assert valid_set_name in gbm.best_score
872
    assert "binary_logloss" in gbm.best_score[valid_set_name]
873
874


875
@pytest.mark.parametrize("use_valid", [True, False])
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884
def test_early_stopping_ignores_training_set(use_valid):
    x = np.linspace(-1, 1, 100)
    X = x.reshape(-1, 1)
    y = x**2
    X_train, X_valid = X[:80], X[80:]
    y_train, y_valid = y[:80], y[80:]
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid)
    valid_sets = [train_ds]
885
    valid_names = ["train"]
886
887
    if use_valid:
        valid_sets.append(valid_ds)
888
        valid_names.append("valid")
889
890
891
892
    eval_result = {}

    def train_fn():
        return lgb.train(
893
            {"num_leaves": 5},
894
895
896
897
            train_ds,
            num_boost_round=2,
            valid_sets=valid_sets,
            valid_names=valid_names,
898
            callbacks=[lgb.early_stopping(1), lgb.record_evaluation(eval_result)],
899
        )
900

901
902
903
    if use_valid:
        bst = train_fn()
        assert bst.best_iteration == 1
904
905
        assert eval_result["train"]["l2"][1] < eval_result["train"]["l2"][0]  # train improved
        assert eval_result["valid"]["l2"][1] > eval_result["valid"]["l2"][0]  # valid didn't
906
    else:
907
        with pytest.warns(UserWarning, match="Only training set found, disabling early stopping."):
908
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910
911
912
            bst = train_fn()
        assert bst.current_iteration() == 2
        assert bst.best_iteration == 0


913
@pytest.mark.parametrize("first_metric_only", [True, False])
914
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916
917
def test_early_stopping_via_global_params(first_metric_only):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
918
919
920
921
922
923
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "first_metric_only": first_metric_only,
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    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
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    valid_set_name = "valid_set"
    gbm = lgb.train(
        params, lgb_train, feval=[decreasing_metric, constant_metric], valid_sets=lgb_eval, valid_names=valid_set_name
    )
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    if first_metric_only:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1
    assert valid_set_name in gbm.best_score
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    assert "decreasing_metric" in gbm.best_score[valid_set_name]
    assert "error" in gbm.best_score[valid_set_name]
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@pytest.mark.parametrize("first_only", [True, False])
@pytest.mark.parametrize("single_metric", [True, False])
@pytest.mark.parametrize("greater_is_better", [True, False])
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def test_early_stopping_min_delta(first_only, single_metric, greater_is_better):
    if single_metric and not first_only:
        pytest.skip("first_metric_only doesn't affect single metric.")
    metric2min_delta = {
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        "auc": 0.001,
        "binary_logloss": 0.01,
        "average_precision": 0.001,
        "mape": 0.01,
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    }
    if single_metric:
        if greater_is_better:
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            metric = "auc"
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        else:
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            metric = "binary_logloss"
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    else:
        if first_only:
            if greater_is_better:
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                metric = ["auc", "binary_logloss"]
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            else:
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                metric = ["binary_logloss", "auc"]
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        else:
            if greater_is_better:
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                metric = ["auc", "average_precision"]
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            else:
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                metric = ["binary_logloss", "mape"]
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    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_valid, y_train, y_valid = train_test_split(X, y, test_size=0.2, random_state=0)
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)

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    params = {"objective": "binary", "metric": metric, "verbose": -1}
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    if isinstance(metric, str):
        min_delta = metric2min_delta[metric]
    elif first_only:
        min_delta = metric2min_delta[metric[0]]
    else:
        min_delta = [metric2min_delta[m] for m in metric]
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    train_kwargs = {
        "params": params,
        "train_set": train_ds,
        "num_boost_round": 50,
        "valid_sets": [train_ds, valid_ds],
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        "valid_names": ["training", "valid"],
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    }
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    # regular early stopping
    evals_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False),
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        lgb.record_evaluation(evals_result),
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    ]
    bst = lgb.train(**train_kwargs)
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    scores = np.vstack(list(evals_result["valid"].values())).T
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    # positive min_delta
    delta_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False, min_delta=min_delta),
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        lgb.record_evaluation(delta_result),
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    ]
    delta_bst = lgb.train(**train_kwargs)
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    delta_scores = np.vstack(list(delta_result["valid"].values())).T
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    if first_only:
        scores = scores[:, 0]
        delta_scores = delta_scores[:, 0]

    assert delta_bst.num_trees() < bst.num_trees()
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    np.testing.assert_allclose(scores[: len(delta_scores)], delta_scores)
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    last_score = delta_scores[-1]
    best_score = delta_scores[delta_bst.num_trees() - 1]
    if greater_is_better:
        assert np.less_equal(last_score, best_score + min_delta).any()
    else:
        assert np.greater_equal(last_score, best_score - min_delta).any()


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def test_early_stopping_can_be_triggered_via_custom_callback():
    X, y = make_synthetic_regression()

    def _early_stop_after_seventh_iteration(env):
        if env.iteration == 6:
            exc = lgb.EarlyStopException(
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                best_iteration=6, best_score=[("some_validation_set", "some_metric", 0.708, True)]
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            )
            raise exc

    bst = lgb.train(
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        params={"objective": "regression", "verbose": -1, "num_leaves": 2},
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        train_set=lgb.Dataset(X, label=y),
        num_boost_round=23,
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        callbacks=[_early_stop_after_seventh_iteration],
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    )
    assert bst.num_trees() == 7
    assert bst.best_score["some_validation_set"]["some_metric"] == 0.708
    assert bst.best_iteration == 7
    assert bst.current_iteration() == 7


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def test_continue_train():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
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    model_name = "model.txt"
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    init_gbm.save_model(model_name)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        # test custom eval metrics
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        feval=(lambda p, d: ("custom_mae", mean_absolute_error(p, d.get_label()), False)),
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        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model="model.txt",
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
    np.testing.assert_allclose(evals_result["valid_0"]["l1"], evals_result["valid_0"]["custom_mae"])
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def test_continue_train_reused_dataset():
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    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=5)
    init_gbm_2 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm)
    init_gbm_3 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_2)
    gbm = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_3)
    assert gbm.current_iteration() == 20


def test_continue_train_dart():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"boosting_type": "dart", "objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=50)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=50,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
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def test_continue_train_multiclass():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 3, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.1
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_cv():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    # shuffle = False, override metric in params
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    params_with_metric = {"metric": "l2", "verbose": -1}
    cv_res = lgb.cv(
        params_with_metric, lgb_train, num_boost_round=10, nfold=3, stratified=False, shuffle=False, metrics="l1"
    )
    assert "valid l1-mean" in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # shuffle = True, callbacks
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=True,
        metrics="l1",
        callbacks=[lgb.reset_parameter(learning_rate=lambda i: 0.1 - 0.001 * i)],
    )
    assert "valid l1-mean" in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # enable display training loss
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    cv_res = lgb.cv(
        params_with_metric,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=False,
        metrics="l1",
        eval_train_metric=True,
    )
    assert "train l1-mean" in cv_res
    assert "valid l1-mean" in cv_res
    assert "train l2-mean" not in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["train l1-mean"]) == 10
    assert len(cv_res["valid l1-mean"]) == 10
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    # self defined folds
    tss = TimeSeriesSplit(3)
    folds = tss.split(X_train)
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    cv_res_gen = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=folds)
    cv_res_obj = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=tss)
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    np.testing.assert_allclose(cv_res_gen["valid l2-mean"], cv_res_obj["valid l2-mean"])
Andrew Ziem's avatar
Andrew Ziem committed
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    # LambdaRank
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    params_lambdarank = {"objective": "lambdarank", "verbose": -1, "eval_at": 3}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train)
    # ... with l2 metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3, metrics="l2")
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid l2-mean"]).any()
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    # ... with NDCG (default) metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3)
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid ndcg@3-mean"]).any()
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    # self defined folds with lambdarank
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    cv_res_lambda_obj = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, folds=GroupKFold(n_splits=3))
    np.testing.assert_allclose(cv_res_lambda["valid ndcg@3-mean"], cv_res_lambda_obj["valid ndcg@3-mean"])
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def test_cv_works_with_init_model(tmp_path):
    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    num_train_rounds = 2
    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
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    bst = lgb.train(params=params, train_set=lgb_train, num_boost_round=num_train_rounds)
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    preds_raw = bst.predict(X, raw_score=True)
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    model_path_txt = str(tmp_path / "lgb.model")
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    bst.save_model(model_path_txt)

    num_cv_rounds = 5
    cv_kwargs = {
        "num_boost_round": num_cv_rounds,
        "nfold": 3,
        "stratified": False,
        "shuffle": False,
        "seed": 708,
        "return_cvbooster": True,
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        "params": params,
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    }

    # init_model from an in-memory Booster
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    cv_res = lgb.cv(train_set=lgb_train, init_model=bst, **cv_kwargs)
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    cv_bst_w_in_mem_init_model = cv_res["cvbooster"]
    assert cv_bst_w_in_mem_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_in_mem_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # init_model from a text file
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    cv_res = lgb.cv(train_set=lgb_train, init_model=model_path_txt, **cv_kwargs)
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    cv_bst_w_file_init_model = cv_res["cvbooster"]
    assert cv_bst_w_file_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_file_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # predictions should be identical
    for i in range(3):
        np.testing.assert_allclose(
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            cv_bst_w_in_mem_init_model.boosters[i].predict(X), cv_bst_w_file_init_model.boosters[i].predict(X)
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        )


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def test_cvbooster():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
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    nfold = 3
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    lgb_train = lgb.Dataset(X_train, y_train)
    # with early stopping
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=25,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    assert "cvbooster" in cv_res
    cvb = cv_res["cvbooster"]
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    assert isinstance(cvb, lgb.CVBooster)
    assert isinstance(cvb.boosters, list)
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    assert len(cvb.boosters) == nfold
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    assert all(isinstance(bst, lgb.Booster) for bst in cvb.boosters)
    assert cvb.best_iteration > 0
    # predict by each fold booster
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    preds = cvb.predict(X_test)
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    assert isinstance(preds, list)
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    assert len(preds) == nfold
    # check that each booster predicted using the best iteration
    for fold_preds, bst in zip(preds, cvb.boosters):
        assert bst.best_iteration == cvb.best_iteration
        expected = bst.predict(X_test, num_iteration=cvb.best_iteration)
        np.testing.assert_allclose(fold_preds, expected)
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    # fold averaging
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.13
    # without early stopping
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    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, return_cvbooster=True)
    cvb = cv_res["cvbooster"]
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    assert cvb.best_iteration == -1
    preds = cvb.predict(X_test)
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.15


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def test_cvbooster_save_load(tmp_path):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

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    model_path_txt = str(tmp_path / "lgb.model")
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    cvbooster.save_model(model_path_txt)
    model_string = cvbooster.model_to_string()
    del cvbooster

    cvbooster_from_txt_file = lgb.CVBooster(model_file=model_path_txt)
    cvbooster_from_string = lgb.CVBooster().model_from_string(model_string)
    for cvbooster_loaded in [cvbooster_from_txt_file, cvbooster_from_string]:
        assert best_iteration == cvbooster_loaded.best_iteration
        np.testing.assert_array_equal(preds, cvbooster_loaded.predict(X_test))


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@pytest.mark.parametrize("serializer", SERIALIZERS)
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def test_cvbooster_picklable(serializer):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

    cvbooster_from_disk = pickle_and_unpickle_object(obj=cvbooster, serializer=serializer)
    del cvbooster

    assert best_iteration == cvbooster_from_disk.best_iteration

    preds_from_disk = cvbooster_from_disk.predict(X_test)
    np.testing.assert_array_equal(preds, preds_from_disk)


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def test_feature_name():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
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    feature_names = [f"f_{i}" for i in range(X_train.shape[-1])]
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    gbm = lgb.train(params, lgb_train, num_boost_round=5, feature_name=feature_names)
    assert feature_names == gbm.feature_name()
    # test feature_names with whitespaces
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    feature_names_with_space = [f"f {i}" for i in range(X_train.shape[-1])]
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    gbm = lgb.train(params, lgb_train, num_boost_round=5, feature_name=feature_names_with_space)
    assert feature_names == gbm.feature_name()


def test_feature_name_with_non_ascii():
    X_train = np.random.normal(size=(100, 4))
    y_train = np.random.random(100)
    # This has non-ascii strings.
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    feature_names = ["F_零", "F_一", "F_二", "F_三"]
    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)

    gbm = lgb.train(params, lgb_train, num_boost_round=5, feature_name=feature_names)
    assert feature_names == gbm.feature_name()
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    gbm.save_model("lgb.model")
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    gbm2 = lgb.Booster(model_file="lgb.model")
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    assert feature_names == gbm2.feature_name()


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def test_parameters_are_loaded_from_model_file(tmp_path, capsys):
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    X = np.hstack([np.random.rand(100, 1), np.random.randint(0, 5, (100, 2))])
    y = np.random.rand(100)
    ds = lgb.Dataset(X, y)
    params = {
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        "bagging_fraction": 0.8,
        "bagging_freq": 2,
        "boosting": "rf",
        "feature_contri": [0.5, 0.5, 0.5],
        "feature_fraction": 0.7,
        "boost_from_average": False,
        "interaction_constraints": [[0, 1], [0]],
        "metric": ["l2", "rmse"],
        "num_leaves": 5,
        "num_threads": 1,
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    }
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    model_file = tmp_path / "model.txt"
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    orig_bst = lgb.train(params, ds, num_boost_round=1, categorical_feature=[1, 2])
    orig_bst.save_model(model_file)
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    with model_file.open("rt") as f:
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        model_contents = f.readlines()
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    params_start = model_contents.index("parameters:\n")
    model_contents.insert(params_start + 1, "[max_conflict_rate: 0]\n")
    with model_file.open("wt") as f:
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        f.writelines(model_contents)
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    bst = lgb.Booster(model_file=model_file)
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    expected_msg = "[LightGBM] [Warning] Ignoring unrecognized parameter 'max_conflict_rate' found in model string."
    stdout = capsys.readouterr().out
    assert expected_msg in stdout
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    set_params = {k: bst.params[k] for k in params.keys()}
    assert set_params == params
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    assert bst.params["categorical_feature"] == [1, 2]
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    # check that passing parameters to the constructor raises warning and ignores them
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    with pytest.warns(UserWarning, match="Ignoring params argument"):
        bst2 = lgb.Booster(params={"num_leaves": 7}, model_file=model_file)
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    assert bst.params == bst2.params

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    # check inference isn't affected by unknown parameter
    orig_preds = orig_bst.predict(X)
    preds = bst.predict(X)
    np.testing.assert_allclose(preds, orig_preds)

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def test_save_load_copy_pickle():
    def train_and_predict(init_model=None, return_model=False):
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        X, y = make_synthetic_regression()
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        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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        params = {"objective": "regression", "metric": "l2", "verbose": -1}
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        lgb_train = lgb.Dataset(X_train, y_train)
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        gbm_template = lgb.train(params, lgb_train, num_boost_round=10, init_model=init_model)
        return gbm_template if return_model else mean_squared_error(y_test, gbm_template.predict(X_test))

    gbm = train_and_predict(return_model=True)
    ret_origin = train_and_predict(init_model=gbm)
    other_ret = []
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    gbm.save_model("lgb.model")
    with open("lgb.model") as f:  # check all params are logged into model file correctly
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        assert f.read().find("[num_iterations: 10]") != -1
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    other_ret.append(train_and_predict(init_model="lgb.model"))
    gbm_load = lgb.Booster(model_file="lgb.model")
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    other_ret.append(train_and_predict(init_model=gbm_load))
    other_ret.append(train_and_predict(init_model=copy.copy(gbm)))
    other_ret.append(train_and_predict(init_model=copy.deepcopy(gbm)))
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    with open("lgb.pkl", "wb") as f:
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        pickle.dump(gbm, f)
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    with open("lgb.pkl", "rb") as f:
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        gbm_pickle = pickle.load(f)
    other_ret.append(train_and_predict(init_model=gbm_pickle))
    gbm_pickles = pickle.loads(pickle.dumps(gbm))
    other_ret.append(train_and_predict(init_model=gbm_pickles))
    for ret in other_ret:
        assert ret_origin == pytest.approx(ret)


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def test_all_expected_params_are_written_out_to_model_text(tmp_path):
    X, y = make_synthetic_regression()
    params = {
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        "objective": "mape",
        "metric": ["l2", "mae"],
        "seed": 708,
        "data_sample_strategy": "bagging",
        "sub_row": 0.8234,
        "verbose": -1,
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    }
    dtrain = lgb.Dataset(data=X, label=y)
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    gbm = lgb.train(params=params, train_set=dtrain, num_boost_round=3)
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    model_txt_from_memory = gbm.model_to_string()
    model_file = tmp_path / "out.model"
    gbm.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    assert model_txt_from_memory == model_txt_from_file

    # entries whose values should reflect params passed to lgb.train()
    non_default_param_entries = [
        "[objective: mape]",
        # 'l1' was passed in with alias 'mae'
        "[metric: l2,l1]",
        "[data_sample_strategy: bagging]",
        "[seed: 708]",
        # NOTE: this was passed in with alias 'sub_row'
        "[bagging_fraction: 0.8234]",
        "[num_iterations: 3]",
    ]

    # entries with default values of params
    default_param_entries = [
        "[boosting: gbdt]",
        "[tree_learner: serial]",
        "[data: ]",
        "[valid: ]",
        "[learning_rate: 0.1]",
        "[num_leaves: 31]",
        "[num_threads: 0]",
        "[deterministic: 0]",
        "[histogram_pool_size: -1]",
        "[max_depth: -1]",
        "[min_data_in_leaf: 20]",
        "[min_sum_hessian_in_leaf: 0.001]",
        "[pos_bagging_fraction: 1]",
        "[neg_bagging_fraction: 1]",
        "[bagging_freq: 0]",
        "[bagging_seed: 15415]",
        "[feature_fraction: 1]",
        "[feature_fraction_bynode: 1]",
        "[feature_fraction_seed: 32671]",
        "[extra_trees: 0]",
        "[extra_seed: 6642]",
        "[early_stopping_round: 0]",
        "[first_metric_only: 0]",
        "[max_delta_step: 0]",
        "[lambda_l1: 0]",
        "[lambda_l2: 0]",
        "[linear_lambda: 0]",
        "[min_gain_to_split: 0]",
        "[drop_rate: 0.1]",
        "[max_drop: 50]",
        "[skip_drop: 0.5]",
        "[xgboost_dart_mode: 0]",
        "[uniform_drop: 0]",
        "[drop_seed: 20623]",
        "[top_rate: 0.2]",
        "[other_rate: 0.1]",
        "[min_data_per_group: 100]",
        "[max_cat_threshold: 32]",
        "[cat_l2: 10]",
        "[cat_smooth: 10]",
        "[max_cat_to_onehot: 4]",
        "[top_k: 20]",
        "[monotone_constraints: ]",
        "[monotone_constraints_method: basic]",
        "[monotone_penalty: 0]",
        "[feature_contri: ]",
        "[forcedsplits_filename: ]",
        "[refit_decay_rate: 0.9]",
        "[cegb_tradeoff: 1]",
        "[cegb_penalty_split: 0]",
        "[cegb_penalty_feature_lazy: ]",
        "[cegb_penalty_feature_coupled: ]",
        "[path_smooth: 0]",
        "[interaction_constraints: ]",
        "[verbosity: -1]",
        "[saved_feature_importance_type: 0]",
        "[use_quantized_grad: 0]",
        "[num_grad_quant_bins: 4]",
        "[quant_train_renew_leaf: 0]",
        "[stochastic_rounding: 1]",
        "[linear_tree: 0]",
        "[max_bin: 255]",
        "[max_bin_by_feature: ]",
        "[min_data_in_bin: 3]",
        "[bin_construct_sample_cnt: 200000]",
        "[data_random_seed: 2350]",
        "[is_enable_sparse: 1]",
        "[enable_bundle: 1]",
        "[use_missing: 1]",
        "[zero_as_missing: 0]",
        "[feature_pre_filter: 1]",
        "[pre_partition: 0]",
        "[two_round: 0]",
        "[header: 0]",
        "[label_column: ]",
        "[weight_column: ]",
        "[group_column: ]",
        "[ignore_column: ]",
        "[categorical_feature: ]",
        "[forcedbins_filename: ]",
        "[precise_float_parser: 0]",
        "[parser_config_file: ]",
        "[objective_seed: 4309]",
        "[num_class: 1]",
        "[is_unbalance: 0]",
        "[scale_pos_weight: 1]",
        "[sigmoid: 1]",
        "[boost_from_average: 1]",
        "[reg_sqrt: 0]",
        "[alpha: 0.9]",
        "[fair_c: 1]",
        "[poisson_max_delta_step: 0.7]",
        "[tweedie_variance_power: 1.5]",
        "[lambdarank_truncation_level: 30]",
        "[lambdarank_norm: 1]",
        "[label_gain: ]",
        "[lambdarank_position_bias_regularization: 0]",
        "[eval_at: ]",
        "[multi_error_top_k: 1]",
        "[auc_mu_weights: ]",
        "[num_machines: 1]",
        "[local_listen_port: 12400]",
        "[time_out: 120]",
        "[machine_list_filename: ]",
        "[machines: ]",
        "[gpu_platform_id: -1]",
        "[gpu_device_id: -1]",
        "[num_gpu: 1]",
    ]
    all_param_entries = non_default_param_entries + default_param_entries

    # add device-specific entries
    #
    # passed-in force_col_wise / force_row_wise parameters are ignored on CUDA and GPU builds...
    # https://github.com/microsoft/LightGBM/blob/1d7ee63686272bceffd522284127573b511df6be/src/io/config.cpp#L375-L377
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    if getenv("TASK", "") == "cuda":
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 1]", "[device_type: cuda]", "[gpu_use_dp: 1]"]
    elif getenv("TASK", "") == "gpu":
        device_entries = ["[force_col_wise: 1]", "[force_row_wise: 0]", "[device_type: gpu]", "[gpu_use_dp: 0]"]
1608
    else:
1609
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 0]", "[device_type: cpu]", "[gpu_use_dp: 0]"]
1610
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    all_param_entries += device_entries

    # check that model text has all expected param entries
    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory

    # since Booster.model_to_string() is used when pickling, check that parameters all
    # roundtrip pickling successfully too
    gbm_pkl = pickle_and_unpickle_object(gbm, serializer="joblib")
    model_txt_from_memory = gbm_pkl.model_to_string()
    model_file = tmp_path / "out-pkl.model"
    gbm_pkl.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory


1632
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1634
def test_pandas_categorical():
    pd = pytest.importorskip("pandas")
    np.random.seed(42)  # sometimes there is no difference how cols are treated (cat or not cat)
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    X = pd.DataFrame(
        {
            "A": np.random.permutation(["a", "b", "c", "d"] * 75),  # str
            "B": np.random.permutation([1, 2, 3] * 100),  # int
            "C": np.random.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
            "D": np.random.permutation([True, False] * 150),  # bool
            "E": pd.Categorical(np.random.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
        }
    )  # str and ordered categorical
1644
    y = np.random.permutation([0, 1] * 150)
1645
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1653
    X_test = pd.DataFrame(
        {
            "A": np.random.permutation(["a", "b", "e"] * 20),  # unseen category
            "B": np.random.permutation([1, 3] * 30),
            "C": np.random.permutation([0.1, -0.1, 0.2, 0.2] * 15),
            "D": np.random.permutation([True, False] * 30),
            "E": pd.Categorical(np.random.permutation(["z", "y"] * 30), ordered=True),
        }
    )
1654
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1656
    np.random.seed()  # reset seed
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
1657
1658
    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
1659
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
1660
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
1661
1662
1663
    lgb_train = lgb.Dataset(X, y)
    gbm0 = lgb.train(params, lgb_train, num_boost_round=10)
    pred0 = gbm0.predict(X_test)
1664
    assert lgb_train.categorical_feature == "auto"
1665
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1669
    lgb_train = lgb.Dataset(X, pd.DataFrame(y))  # also test that label can be one-column pd.DataFrame
    gbm1 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=[0])
    pred1 = gbm1.predict(X_test)
    assert lgb_train.categorical_feature == [0]
    lgb_train = lgb.Dataset(X, pd.Series(y))  # also test that label can be pd.Series
1670
    gbm2 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A"])
1671
    pred2 = gbm2.predict(X_test)
1672
    assert lgb_train.categorical_feature == ["A"]
1673
    lgb_train = lgb.Dataset(X, y)
1674
    gbm3 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A", "B", "C", "D"])
1675
    pred3 = gbm3.predict(X_test)
1676
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1678
    assert lgb_train.categorical_feature == ["A", "B", "C", "D"]
    gbm3.save_model("categorical.model")
    gbm4 = lgb.Booster(model_file="categorical.model")
1679
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    pred4 = gbm4.predict(X_test)
    model_str = gbm4.model_to_string()
1681
    gbm4.model_from_string(model_str)
1682
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    pred5 = gbm4.predict(X_test)
    gbm5 = lgb.Booster(model_str=model_str)
    pred6 = gbm5.predict(X_test)
    lgb_train = lgb.Dataset(X, y)
1686
    gbm6 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A", "B", "C", "D", "E"])
1687
    pred7 = gbm6.predict(X_test)
1688
    assert lgb_train.categorical_feature == ["A", "B", "C", "D", "E"]
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    lgb_train = lgb.Dataset(X, y)
    gbm7 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=[])
    pred8 = gbm7.predict(X_test)
    assert lgb_train.categorical_feature == []
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred1)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred2)
    np.testing.assert_allclose(pred1, pred2)
    np.testing.assert_allclose(pred0, pred3)
    np.testing.assert_allclose(pred0, pred4)
    np.testing.assert_allclose(pred0, pred5)
    np.testing.assert_allclose(pred0, pred6)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred7)  # ordered cat features aren't treated as cat features by default
    with pytest.raises(AssertionError):
1705
        np.testing.assert_allclose(pred0, pred8)
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    assert gbm0.pandas_categorical == cat_values
    assert gbm1.pandas_categorical == cat_values
    assert gbm2.pandas_categorical == cat_values
    assert gbm3.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.pandas_categorical == cat_values
    assert gbm6.pandas_categorical == cat_values
    assert gbm7.pandas_categorical == cat_values


def test_pandas_sparse():
    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame(
        {
            "A": pd.arrays.SparseArray(np.random.permutation([0, 1, 2] * 100)),
            "B": pd.arrays.SparseArray(np.random.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
            "C": pd.arrays.SparseArray(np.random.permutation([True, False] * 150)),
        }
    )
1725
    y = pd.Series(pd.arrays.SparseArray(np.random.permutation([0, 1] * 150)))
1726
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1732
    X_test = pd.DataFrame(
        {
            "A": pd.arrays.SparseArray(np.random.permutation([0, 2] * 30)),
            "B": pd.arrays.SparseArray(np.random.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
            "C": pd.arrays.SparseArray(np.random.permutation([True, False] * 30)),
        }
    )
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    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
        assert pd.api.types.is_sparse(dtype)
1735
    params = {"objective": "binary", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=10)
    pred_sparse = gbm.predict(X_test, raw_score=True)
1739
    if hasattr(X_test, "sparse"):
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        pred_dense = gbm.predict(X_test.sparse.to_dense(), raw_score=True)
    else:
        pred_dense = gbm.predict(X_test.to_dense(), raw_score=True)
    np.testing.assert_allclose(pred_sparse, pred_dense)


def test_reference_chain():
    X = np.random.normal(size=(100, 2))
    y = np.random.normal(size=100)
    tmp_dat = lgb.Dataset(X, y)
    # take subsets and train
    tmp_dat_train = tmp_dat.subset(np.arange(80))
    tmp_dat_val = tmp_dat.subset(np.arange(80, 100)).subset(np.arange(18))
1753
    params = {"objective": "regression_l2", "metric": "rmse"}
1754
    evals_result = {}
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    lgb.train(
        params,
        tmp_dat_train,
        num_boost_round=20,
        valid_sets=[tmp_dat_train, tmp_dat_val],
1760
        callbacks=[lgb.record_evaluation(evals_result)],
1761
    )
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    assert len(evals_result["training"]["rmse"]) == 20
    assert len(evals_result["valid_1"]["rmse"]) == 20
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def test_contribs():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)

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    assert (
        np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(gbm.predict(X_test, pred_contrib=True), axis=1))
        < 1e-4
    )
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def test_contribs_sparse():
    n_features = 20
    n_samples = 100
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=2
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isspmatrix_csr(contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense)
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    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense, axis=1)) < 1e-4
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    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isspmatrix_csc(contribs_csc)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense)
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def test_contribs_sparse_multiclass():
    n_features = 20
    n_samples = 100
    n_labels = 4
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=n_labels
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "multiclass",
        "num_class": n_labels,
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isinstance(contribs_csr, list)
    for perclass_contribs_csr in contribs_csr:
        assert isspmatrix_csr(perclass_contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    contribs_csr_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csr]), 0, 1)
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    contribs_csr_arr_re = contribs_csr_array.reshape(
        (contribs_csr_array.shape[0], contribs_csr_array.shape[1] * contribs_csr_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense)
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    contribs_dense_re = contribs_dense.reshape(contribs_csr_array.shape)
    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense_re, axis=2)) < 1e-4
    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isinstance(contribs_csc, list)
    for perclass_contribs_csc in contribs_csc:
        assert isspmatrix_csc(perclass_contribs_csc)
    # validate the values are the same
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    contribs_csc_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csc]), 0, 1)
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    contribs_csc_array = contribs_csc_array.reshape(
        (contribs_csc_array.shape[0], contribs_csc_array.shape[1] * contribs_csc_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc_array, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc_array, contribs_dense)
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@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
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def test_int32_max_sparse_contribs():
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    params = {"objective": "binary"}
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    train_features = np.random.rand(100, 1000)
    train_targets = [0] * 50 + [1] * 50
    lgb_train = lgb.Dataset(train_features, train_targets)
    gbm = lgb.train(params, lgb_train, num_boost_round=2)
    csr_input_shape = (3000000, 1000)
    test_features = csr_matrix(csr_input_shape)
    for i in range(0, csr_input_shape[0], csr_input_shape[0] // 6):
        for j in range(0, 1000, 100):
            test_features[i, j] = random.random()
    y_pred_csr = gbm.predict(test_features, pred_contrib=True)
    # Note there is an extra column added to the output for the expected value
    csr_output_shape = (csr_input_shape[0], csr_input_shape[1] + 1)
    assert y_pred_csr.shape == csr_output_shape
    y_pred_csc = gbm.predict(test_features.tocsc(), pred_contrib=True)
    # Note output CSC shape should be same as CSR output shape
    assert y_pred_csc.shape == csr_output_shape


def test_sliced_data():
    def train_and_get_predictions(features, labels):
        dataset = lgb.Dataset(features, label=labels)
        lgb_params = {
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            "application": "binary",
            "verbose": -1,
            "min_data": 5,
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        }
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        gbm = lgb.train(
            params=lgb_params,
            train_set=dataset,
            num_boost_round=10,
        )
        return gbm.predict(features)

    num_samples = 100
    features = np.random.rand(num_samples, 5)
    positive_samples = int(num_samples * 0.25)
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    labels = np.append(
        np.ones(positive_samples, dtype=np.float32), np.zeros(num_samples - positive_samples, dtype=np.float32)
    )
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    # test sliced labels
    origin_pred = train_and_get_predictions(features, labels)
    stacked_labels = np.column_stack((labels, np.ones(num_samples, dtype=np.float32)))
    sliced_labels = stacked_labels[:, 0]
    sliced_pred = train_and_get_predictions(features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # append some columns
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), features))
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), stacked_features))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    # append some rows
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    # test sliced 2d matrix
    sliced_features = stacked_features[2:102, 2:7]
    assert np.all(sliced_features == features)
    sliced_pred = train_and_get_predictions(sliced_features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # test sliced CSR
    stacked_csr = csr_matrix(stacked_features)
    sliced_csr = stacked_csr[2:102, 2:7]
    assert np.all(sliced_csr == features)
    sliced_pred = train_and_get_predictions(sliced_csr, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)


def test_init_with_subset():
    data = np.random.random((50, 2))
    y = [1] * 25 + [0] * 25
    lgb_train = lgb.Dataset(data, y, free_raw_data=False)
    subset_index_1 = np.random.choice(np.arange(50), 30, replace=False)
    subset_data_1 = lgb_train.subset(subset_index_1)
    subset_index_2 = np.random.choice(np.arange(50), 20, replace=False)
    subset_data_2 = lgb_train.subset(subset_index_2)
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    params = {"objective": "binary", "verbose": -1}
    init_gbm = lgb.train(params=params, train_set=subset_data_1, num_boost_round=10, keep_training_booster=True)
    lgb.train(params=params, train_set=subset_data_2, num_boost_round=10, init_model=init_gbm)
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    assert lgb_train.get_data().shape[0] == 50
    assert subset_data_1.get_data().shape[0] == 30
    assert subset_data_2.get_data().shape[0] == 20
    lgb_train.save_binary("lgb_train_data.bin")
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    lgb_train_from_file = lgb.Dataset("lgb_train_data.bin", free_raw_data=False)
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    subset_data_3 = lgb_train_from_file.subset(subset_index_1)
    subset_data_4 = lgb_train_from_file.subset(subset_index_2)
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    init_gbm_2 = lgb.train(params=params, train_set=subset_data_3, num_boost_round=10, keep_training_booster=True)
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    with np.testing.assert_raises_regex(lgb.basic.LightGBMError, "Unknown format of training data"):
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        lgb.train(params=params, train_set=subset_data_4, num_boost_round=10, init_model=init_gbm_2)
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    assert lgb_train_from_file.get_data() == "lgb_train_data.bin"
    assert subset_data_3.get_data() == "lgb_train_data.bin"
    assert subset_data_4.get_data() == "lgb_train_data.bin"


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def test_training_on_constructed_subset_without_params():
    X = np.random.random((100, 10))
    y = np.random.random(100)
    lgb_data = lgb.Dataset(X, y)
    subset_indices = [1, 2, 3, 4]
    subset = lgb_data.subset(subset_indices).construct()
    bst = lgb.train({}, subset, num_boost_round=1)
    assert subset.get_params() == {}
    assert subset.num_data() == len(subset_indices)
    assert bst.current_iteration() == 1


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def generate_trainset_for_monotone_constraints_tests(x3_to_category=True):
    number_of_dpoints = 3000
    x1_positively_correlated_with_y = np.random.random(size=number_of_dpoints)
    x2_negatively_correlated_with_y = np.random.random(size=number_of_dpoints)
    x3_negatively_correlated_with_y = np.random.random(size=number_of_dpoints)
    x = np.column_stack(
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        (
            x1_positively_correlated_with_y,
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            x2_negatively_correlated_with_y,
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            categorize(x3_negatively_correlated_with_y) if x3_to_category else x3_negatively_correlated_with_y,
        )
    )
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    zs = np.random.normal(loc=0.0, scale=0.01, size=number_of_dpoints)
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    scales = 10.0 * (np.random.random(6) + 0.5)
    y = (
        scales[0] * x1_positively_correlated_with_y
        + np.sin(scales[1] * np.pi * x1_positively_correlated_with_y)
        - scales[2] * x2_negatively_correlated_with_y
        - np.cos(scales[3] * np.pi * x2_negatively_correlated_with_y)
        - scales[4] * x3_negatively_correlated_with_y
        - np.cos(scales[5] * np.pi * x3_negatively_correlated_with_y)
        + zs
    )
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    categorical_features = []
    if x3_to_category:
        categorical_features = [2]
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    return lgb.Dataset(x, label=y, categorical_feature=categorical_features, free_raw_data=False)
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@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
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@pytest.mark.parametrize("test_with_categorical_variable", [True, False])
def test_monotone_constraints(test_with_categorical_variable):
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    def is_increasing(y):
        return (np.diff(y) >= 0.0).all()

    def is_decreasing(y):
        return (np.diff(y) <= 0.0).all()

    def is_non_monotone(y):
        return (np.diff(y) < 0.0).any() and (np.diff(y) > 0.0).any()

    def is_correctly_constrained(learner, x3_to_category=True):
        iterations = 10
        n = 1000
        variable_x = np.linspace(0, 1, n).reshape((n, 1))
        fixed_xs_values = np.linspace(0, 1, n)
        for i in range(iterations):
            fixed_x = fixed_xs_values[i] * np.ones((n, 1))
            monotonically_increasing_x = np.column_stack((variable_x, fixed_x, fixed_x))
            monotonically_increasing_y = learner.predict(monotonically_increasing_x)
            monotonically_decreasing_x = np.column_stack((fixed_x, variable_x, fixed_x))
            monotonically_decreasing_y = learner.predict(monotonically_decreasing_x)
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            non_monotone_x = np.column_stack(
                (
                    fixed_x,
                    fixed_x,
                    categorize(variable_x) if x3_to_category else variable_x,
                )
            )
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            non_monotone_y = learner.predict(non_monotone_x)
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            if not (
                is_increasing(monotonically_increasing_y)
                and is_decreasing(monotonically_decreasing_y)
                and is_non_monotone(non_monotone_y)
            ):
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                return False
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        return True
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    def are_interactions_enforced(gbm, feature_sets):
        def parse_tree_features(gbm):
            # trees start at position 1.
            tree_str = gbm.model_to_string().split("Tree")[1:]
            feature_sets = []
            for tree in tree_str:
                # split_features are in 4th line.
                features = tree.splitlines()[3].split("=")[1].split(" ")
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                features = {f"Column_{f}" for f in features}
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                feature_sets.append(features)
            return np.array(feature_sets)

        def has_interaction(treef):
            n = 0
            for fs in feature_sets:
                if len(treef.intersection(fs)) > 0:
                    n += 1
            return n > 1

        tree_features = parse_tree_features(gbm)
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        has_interaction_flag = np.array([has_interaction(treef) for treef in tree_features])
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        return not has_interaction_flag.any()

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    trainset = generate_trainset_for_monotone_constraints_tests(test_with_categorical_variable)
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    for test_with_interaction_constraints in [True, False]:
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        error_msg = (
            "Model not correctly constrained "
            f"(test_with_interaction_constraints={test_with_interaction_constraints})"
        )
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        for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
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            params = {
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                "min_data": 20,
                "num_leaves": 20,
                "monotone_constraints": [1, -1, 0],
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                "monotone_constraints_method": monotone_constraints_method,
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                "use_missing": False,
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            }
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            if test_with_interaction_constraints:
                params["interaction_constraints"] = [[0], [1], [2]]
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            constrained_model = lgb.train(params, trainset)
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            assert is_correctly_constrained(constrained_model, test_with_categorical_variable), error_msg
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            if test_with_interaction_constraints:
                feature_sets = [["Column_0"], ["Column_1"], "Column_2"]
                assert are_interactions_enforced(constrained_model, feature_sets)
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@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
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def test_monotone_penalty():
    def are_first_splits_non_monotone(tree, n, monotone_constraints):
        if n <= 0:
            return True
        if "leaf_value" in tree:
            return True
        if monotone_constraints[tree["split_feature"]] != 0:
            return False
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        return are_first_splits_non_monotone(
            tree["left_child"], n - 1, monotone_constraints
        ) and are_first_splits_non_monotone(tree["right_child"], n - 1, monotone_constraints)
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    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
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        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
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    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = 2.0
    trainset = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
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        params = {
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            "max_depth": max_depth,
            "monotone_constraints": monotone_constraints,
            "monotone_penalty": penalization_parameter,
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            "monotone_constraints_method": monotone_constraints_method,
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        }
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        constrained_model = lgb.train(params, trainset, 10)
        dumped_model = constrained_model.dump_model()["tree_info"]
        for tree in dumped_model:
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            assert are_first_splits_non_monotone(
                tree["tree_structure"], int(penalization_parameter), monotone_constraints
            )
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            assert are_there_monotone_splits(tree["tree_structure"], monotone_constraints)


# test if a penalty as high as the depth indeed prohibits all monotone splits
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@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
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def test_monotone_penalty_max():
    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = max_depth
    trainset_constrained_model = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    x = trainset_constrained_model.data
    y = trainset_constrained_model.label
    x3_negatively_correlated_with_y = x[:, 2]
    trainset_unconstrained_model = lgb.Dataset(x3_negatively_correlated_with_y.reshape(-1, 1), label=y)
    params_constrained_model = {
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        "monotone_constraints": monotone_constraints,
        "monotone_penalty": penalization_parameter,
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        "max_depth": max_depth,
        "gpu_use_dp": True,
    }
    params_unconstrained_model = {
        "max_depth": max_depth,
        "gpu_use_dp": True,
    }

    unconstrained_model = lgb.train(params_unconstrained_model, trainset_unconstrained_model, 10)
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    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
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    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
        params_constrained_model["monotone_constraints_method"] = monotone_constraints_method
        # The penalization is so high that the first 2 features should not be used here
        constrained_model = lgb.train(params_constrained_model, trainset_constrained_model, 10)

        # Check that a very high penalization is the same as not using the features at all
        np.testing.assert_array_equal(constrained_model.predict(x), unconstrained_model_predictions)


def test_max_bin_by_feature():
    col1 = np.arange(0, 100)[:, np.newaxis]
    col2 = np.zeros((100, 1))
    col2[20:] = 1
    X = np.concatenate([col1, col2], axis=1)
    y = np.arange(0, 100)
    params = {
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2184
        "objective": "regression_l2",
        "verbose": -1,
        "num_leaves": 100,
        "min_data_in_leaf": 1,
        "min_sum_hessian_in_leaf": 0,
        "min_data_in_bin": 1,
        "max_bin_by_feature": [100, 2],
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2187
2188
    }
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 100
2189
    params["max_bin_by_feature"] = [2, 100]
2190
2191
2192
2193
2194
2195
2196
2197
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 3


def test_small_max_bin():
    np.random.seed(0)
    y = np.random.choice([0, 1], 100)
2198
    x = np.ones((100, 1))
2199
2200
    x[:30, 0] = -1
    x[60:, 0] = 2
2201
    params = {"objective": "binary", "seed": 0, "min_data_in_leaf": 1, "verbose": -1, "max_bin": 2}
2202
2203
2204
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    x[0, 0] = np.nan
2205
    params["max_bin"] = 3
2206
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2208
2209
2210
2211
2212
2213
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    np.random.seed()  # reset seed


def test_refit():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
2214
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1, "min_data": 10}
2215
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2217
2218
2219
2220
2221
2222
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    err_pred = log_loss(y_test, gbm.predict(X_test))
    new_gbm = gbm.refit(X_test, y_test)
    new_err_pred = log_loss(y_test, new_gbm.predict(X_test))
    assert err_pred > new_err_pred


2223
2224
2225
2226
def test_refit_dataset_params():
    # check refit accepts dataset_params
    X, y = load_breast_cancer(return_X_y=True)
    lgb_train = lgb.Dataset(X, y, init_score=np.zeros(y.size))
2227
    train_params = {"objective": "binary", "verbose": -1, "seed": 123}
2228
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2231
    gbm = lgb.train(train_params, lgb_train, num_boost_round=10)
    non_weight_err_pred = log_loss(y, gbm.predict(X))
    refit_weight = np.random.rand(y.shape[0])
    dataset_params = {
2232
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2234
        "max_bin": 260,
        "min_data_in_bin": 5,
        "data_random_seed": 123,
2235
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2237
2238
2239
2240
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2244
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2246
2247
2248
2249
2250
2251
2252
    }
    new_gbm = gbm.refit(
        data=X,
        label=y,
        weight=refit_weight,
        dataset_params=dataset_params,
        decay_rate=0.0,
    )
    weight_err_pred = log_loss(y, new_gbm.predict(X))
    train_set_params = new_gbm.train_set.get_params()
    stored_weights = new_gbm.train_set.get_weight()
    assert weight_err_pred != non_weight_err_pred
    assert train_set_params["max_bin"] == 260
    assert train_set_params["min_data_in_bin"] == 5
    assert train_set_params["data_random_seed"] == 123
    np.testing.assert_allclose(stored_weights, refit_weight)


2253
@pytest.mark.parametrize("boosting_type", ["rf", "dart"])
2254
2255
2256
def test_mape_for_specific_boosting_types(boosting_type):
    X, y = make_synthetic_regression()
    y = abs(y)
2257
    params = {
2258
2259
2260
2261
2262
2263
2264
        "boosting_type": boosting_type,
        "objective": "mape",
        "verbose": -1,
        "bagging_freq": 1,
        "bagging_fraction": 0.8,
        "feature_fraction": 0.8,
        "boost_from_average": True,
2265
2266
2267
2268
2269
    }
    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    pred = gbm.predict(X)
    pred_mean = pred.mean()
2270
2271
2272
    # the following checks that dart and rf with mape can predict outside the 0-1 range
    # https://github.com/microsoft/LightGBM/issues/1579
    assert pred_mean > 8
2273
2274
2275
2276
2277
2278


def check_constant_features(y_true, expected_pred, more_params):
    X_train = np.ones((len(y_true), 1))
    y_train = np.array(y_true)
    params = {
2279
2280
2281
2282
2283
2284
2285
2286
        "objective": "regression",
        "num_class": 1,
        "verbose": -1,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "boost_from_average": True,
2287
2288
2289
2290
2291
2292
2293
2294
2295
    }
    params.update(more_params)
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=2)
    pred = gbm.predict(X_train)
    assert np.allclose(pred, expected_pred)


def test_constant_features_regression():
2296
    params = {"objective": "regression"}
2297
2298
2299
2300
2301
2302
    check_constant_features([0.0, 10.0, 0.0, 10.0], 5.0, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 1.5, params)
    check_constant_features([-1.0, 1.0, -2.0, 2.0], 0.0, params)


def test_constant_features_binary():
2303
    params = {"objective": "binary"}
2304
2305
2306
2307
2308
    check_constant_features([0.0, 10.0, 0.0, 10.0], 0.5, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 0.75, params)


def test_constant_features_multiclass():
2309
    params = {"objective": "multiclass", "num_class": 3}
2310
2311
2312
2313
2314
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_constant_features_multiclassova():
2315
    params = {"objective": "multiclassova", "num_class": 3}
2316
2317
2318
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_fpreproc():
    def preprocess_data(dtrain, dtest, params):
        train_data = dtrain.construct().get_data()
        test_data = dtest.construct().get_data()
        train_data[:, 0] += 1
        test_data[:, 0] += 1
        dtrain.label[-5:] = 3
        dtest.label[-5:] = 3
        dtrain = lgb.Dataset(train_data, dtrain.label)
        dtest = lgb.Dataset(test_data, dtest.label, reference=dtrain)
2330
        params["num_class"] = 4
2331
2332
2333
2334
        return dtrain, dtest, params

    X, y = load_iris(return_X_y=True)
    dataset = lgb.Dataset(X, y, free_raw_data=False)
2335
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
2336
    results = lgb.cv(params, dataset, num_boost_round=10, fpreproc=preprocess_data)
2337
2338
    assert "valid multi_logloss-mean" in results
    assert len(results["valid multi_logloss-mean"]) == 10
2339
2340
2341
2342
2343


def test_metrics():
    X, y = load_digits(n_class=2, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
2344
2345
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid = lgb.Dataset(X_test, y_test, reference=lgb_train)
2346
2347

    evals_result = {}
2348
2349
2350
2351
2352
2353
2354
2355
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
    params_dummy_obj_verbose = {"verbose": -1, "objective": dummy_obj}
    params_obj_verbose = {"objective": "binary", "verbose": -1}
    params_obj_metric_log_verbose = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
    params_obj_metric_err_verbose = {"objective": "binary", "metric": "binary_error", "verbose": -1}
    params_obj_metric_inv_verbose = {"objective": "binary", "metric": "invalid_metric", "verbose": -1}
    params_obj_metric_quant_verbose = {"objective": "regression", "metric": "quantile", "verbose": 2}
    params_obj_metric_multi_verbose = {
        "objective": "binary",
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_obj_metric_none_verbose = {"objective": "binary", "metric": "None", "verbose": -1}
    params_dummy_obj_metric_log_verbose = {"objective": dummy_obj, "metric": "binary_logloss", "verbose": -1}
    params_dummy_obj_metric_err_verbose = {"objective": dummy_obj, "metric": "binary_error", "verbose": -1}
    params_dummy_obj_metric_inv_verbose = {"objective": dummy_obj, "metric_types": "invalid_metric", "verbose": -1}
    params_dummy_obj_metric_multi_verbose = {
        "objective": dummy_obj,
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_dummy_obj_metric_none_verbose = {"objective": dummy_obj, "metric": "None", "verbose": -1}
2369
2370

    def get_cv_result(params=params_obj_verbose, **kwargs):
2371
        return lgb.cv(params, lgb_train, num_boost_round=2, **kwargs)
2372
2373

    def train_booster(params=params_obj_verbose, **kwargs):
2374
2375
2376
2377
2378
2379
        lgb.train(
            params,
            lgb_train,
            num_boost_round=2,
            valid_sets=[lgb_valid],
            callbacks=[lgb.record_evaluation(evals_result)],
2380
            **kwargs,
2381
        )
2382

2383
    # no custom objective, no feval
2384
2385
2386
    # default metric
    res = get_cv_result()
    assert len(res) == 2
2387
    assert "valid binary_logloss-mean" in res
2388
2389
2390
2391

    # non-default metric in params
    res = get_cv_result(params=params_obj_metric_err_verbose)
    assert len(res) == 2
2392
    assert "valid binary_error-mean" in res
2393
2394

    # default metric in args
2395
    res = get_cv_result(metrics="binary_logloss")
2396
    assert len(res) == 2
2397
    assert "valid binary_logloss-mean" in res
2398
2399

    # non-default metric in args
2400
    res = get_cv_result(metrics="binary_error")
2401
    assert len(res) == 2
2402
    assert "valid binary_error-mean" in res
2403
2404

    # metric in args overwrites one in params
2405
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error")
2406
    assert len(res) == 2
2407
    assert "valid binary_error-mean" in res
2408

2409
2410
2411
    # metric in args overwrites one in params
    res = get_cv_result(params=params_obj_metric_quant_verbose)
    assert len(res) == 2
2412
    assert "valid quantile-mean" in res
2413

2414
2415
2416
    # multiple metrics in params
    res = get_cv_result(params=params_obj_metric_multi_verbose)
    assert len(res) == 4
2417
2418
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2419
2420

    # multiple metrics in args
2421
    res = get_cv_result(metrics=["binary_logloss", "binary_error"])
2422
    assert len(res) == 4
2423
2424
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2425
2426

    # remove default metric by 'None' in list
2427
    res = get_cv_result(metrics=["None"])
2428
2429
2430
    assert len(res) == 0

    # remove default metric by 'None' aliases
2431
    for na_alias in ("None", "na", "null", "custom"):
2432
2433
2434
        res = get_cv_result(metrics=na_alias)
        assert len(res) == 0

2435
    # custom objective, no feval
2436
    # no default metric
2437
    res = get_cv_result(params=params_dummy_obj_verbose)
2438
2439
2440
    assert len(res) == 0

    # metric in params
2441
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose)
2442
    assert len(res) == 2
2443
    assert "valid binary_error-mean" in res
2444
2445

    # metric in args
2446
    res = get_cv_result(params=params_dummy_obj_verbose, metrics="binary_error")
2447
    assert len(res) == 2
2448
    assert "valid binary_error-mean" in res
2449
2450

    # metric in args overwrites its' alias in params
2451
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, metrics="binary_error")
2452
    assert len(res) == 2
2453
    assert "valid binary_error-mean" in res
2454
2455

    # multiple metrics in params
2456
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose)
2457
    assert len(res) == 4
2458
2459
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2460
2461

    # multiple metrics in args
2462
    res = get_cv_result(params=params_dummy_obj_verbose, metrics=["binary_logloss", "binary_error"])
2463
    assert len(res) == 4
2464
2465
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2466

2467
    # no custom objective, feval
2468
2469
2470
    # default metric with custom one
    res = get_cv_result(feval=constant_metric)
    assert len(res) == 4
2471
2472
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2473
2474
2475
2476

    # non-default metric in params with custom one
    res = get_cv_result(params=params_obj_metric_err_verbose, feval=constant_metric)
    assert len(res) == 4
2477
2478
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2479
2480

    # default metric in args with custom one
2481
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric)
2482
    assert len(res) == 4
2483
2484
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2485
2486

    # non-default metric in args with custom one
2487
    res = get_cv_result(metrics="binary_error", feval=constant_metric)
2488
    assert len(res) == 4
2489
2490
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2491
2492

    # metric in args overwrites one in params, custom one is evaluated too
2493
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error", feval=constant_metric)
2494
    assert len(res) == 4
2495
2496
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2497
2498
2499
2500

    # multiple metrics in params with custom one
    res = get_cv_result(params=params_obj_metric_multi_verbose, feval=constant_metric)
    assert len(res) == 6
2501
2502
2503
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2504
2505

    # multiple metrics in args with custom one
2506
    res = get_cv_result(metrics=["binary_logloss", "binary_error"], feval=constant_metric)
2507
    assert len(res) == 6
2508
2509
2510
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2511
2512

    # custom metric is evaluated despite 'None' is passed
2513
    res = get_cv_result(metrics=["None"], feval=constant_metric)
2514
    assert len(res) == 2
2515
    assert "valid error-mean" in res
2516

2517
    # custom objective, feval
2518
    # no default metric, only custom one
2519
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric)
2520
    assert len(res) == 2
2521
    assert "valid error-mean" in res
2522
2523

    # metric in params with custom one
2524
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose, feval=constant_metric)
2525
    assert len(res) == 4
2526
2527
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2528
2529

    # metric in args with custom one
2530
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric, metrics="binary_error")
2531
    assert len(res) == 4
2532
2533
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2534
2535

    # metric in args overwrites one in params, custom one is evaluated too
2536
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, feval=constant_metric, metrics="binary_error")
2537
    assert len(res) == 4
2538
2539
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2540
2541

    # multiple metrics in params with custom one
2542
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2543
    assert len(res) == 6
2544
2545
2546
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2547
2548

    # multiple metrics in args with custom one
2549
2550
2551
    res = get_cv_result(
        params=params_dummy_obj_verbose, feval=constant_metric, metrics=["binary_logloss", "binary_error"]
    )
2552
    assert len(res) == 6
2553
2554
2555
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2556
2557

    # custom metric is evaluated despite 'None' is passed
2558
    res = get_cv_result(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2559
    assert len(res) == 2
2560
    assert "valid error-mean" in res
2561

2562
    # no custom objective, no feval
2563
2564
    # default metric
    train_booster()
2565
2566
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2567
2568
2569

    # default metric in params
    train_booster(params=params_obj_metric_log_verbose)
2570
2571
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2572
2573
2574

    # non-default metric in params
    train_booster(params=params_obj_metric_err_verbose)
2575
2576
    assert len(evals_result["valid_0"]) == 1
    assert "binary_error" in evals_result["valid_0"]
2577
2578
2579

    # multiple metrics in params
    train_booster(params=params_obj_metric_multi_verbose)
2580
2581
2582
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2583
2584

    # remove default metric by 'None' aliases
2585
2586
    for na_alias in ("None", "na", "null", "custom"):
        params = {"objective": "binary", "metric": na_alias, "verbose": -1}
2587
2588
2589
        train_booster(params=params)
        assert len(evals_result) == 0

2590
    # custom objective, no feval
2591
    # no default metric
2592
    train_booster(params=params_dummy_obj_verbose)
2593
2594
2595
    assert len(evals_result) == 0

    # metric in params
2596
    train_booster(params=params_dummy_obj_metric_log_verbose)
2597
2598
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2599
2600

    # multiple metrics in params
2601
    train_booster(params=params_dummy_obj_metric_multi_verbose)
2602
2603
2604
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2605

2606
    # no custom objective, feval
2607
2608
    # default metric with custom one
    train_booster(feval=constant_metric)
2609
2610
2611
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2612
2613
2614

    # default metric in params with custom one
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric)
2615
2616
2617
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2618
2619
2620

    # non-default metric in params with custom one
    train_booster(params=params_obj_metric_err_verbose, feval=constant_metric)
2621
2622
2623
    assert len(evals_result["valid_0"]) == 2
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2624
2625
2626

    # multiple metrics in params with custom one
    train_booster(params=params_obj_metric_multi_verbose, feval=constant_metric)
2627
2628
2629
2630
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2631
2632
2633
2634

    # custom metric is evaluated despite 'None' is passed
    train_booster(params=params_obj_metric_none_verbose, feval=constant_metric)
    assert len(evals_result) == 1
2635
    assert "error" in evals_result["valid_0"]
2636

2637
    # custom objective, feval
2638
    # no default metric, only custom one
2639
    train_booster(params=params_dummy_obj_verbose, feval=constant_metric)
2640
2641
    assert len(evals_result["valid_0"]) == 1
    assert "error" in evals_result["valid_0"]
2642
2643

    # metric in params with custom one
2644
    train_booster(params=params_dummy_obj_metric_log_verbose, feval=constant_metric)
2645
2646
2647
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2648
2649

    # multiple metrics in params with custom one
2650
    train_booster(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2651
2652
2653
2654
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2655
2656

    # custom metric is evaluated despite 'None' is passed
2657
    train_booster(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2658
    assert len(evals_result) == 1
2659
    assert "error" in evals_result["valid_0"]
2660
2661

    X, y = load_digits(n_class=3, return_X_y=True)
2662
    lgb_train = lgb.Dataset(X, y)
2663

2664
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2665
    for obj_multi_alias in obj_multi_aliases:
2666
        # Custom objective replaces multiclass
2667
2668
2669
2670
2671
        params_obj_class_3_verbose = {"objective": obj_multi_alias, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_3_verbose = {"objective": dummy_obj, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_1_verbose = {"objective": dummy_obj, "num_class": 1, "verbose": -1}
        params_obj_verbose = {"objective": obj_multi_alias, "verbose": -1}
        params_dummy_obj_verbose = {"objective": dummy_obj, "verbose": -1}
2672
2673
2674
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2675
        assert "valid multi_logloss-mean" in res
2676
2677
2678
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2679
2680
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2681
        # multiclass metric alias with custom one for custom objective
2682
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2683
        assert len(res) == 2
2684
        assert "valid error-mean" in res
2685
        # no metric for invalid class_num
2686
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2687
2688
        assert len(res) == 0
        # custom metric for invalid class_num
2689
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2690
        assert len(res) == 2
2691
        assert "valid error-mean" in res
2692
2693
        # multiclass metric alias with custom one with invalid class_num
        with pytest.raises(lgb.basic.LightGBMError):
2694
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2695
2696
2697
        # multiclass default metric without num_class
        with pytest.raises(lgb.basic.LightGBMError):
            get_cv_result(params_obj_verbose)
2698
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2699
2700
2701
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2702
            assert "valid multi_logloss-mean" in res
2703
        # multiclass metric
2704
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2705
        assert len(res) == 2
2706
        assert "valid multi_error-mean" in res
2707
2708
        # non-valid metric for multiclass objective
        with pytest.raises(lgb.basic.LightGBMError):
2709
2710
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2711
2712
2713
2714
    # non-default num_class for default objective
    with pytest.raises(lgb.basic.LightGBMError):
        get_cv_result(params_class_3_verbose)
    # no metric with non-default num_class for custom objective
2715
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2716
    assert len(res) == 0
2717
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2718
        # multiclass metric alias for custom objective
2719
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2720
        assert len(res) == 2
2721
        assert "valid multi_logloss-mean" in res
2722
    # multiclass metric for custom objective
2723
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2724
    assert len(res) == 2
2725
    assert "valid multi_error-mean" in res
2726
2727
    # binary metric with non-default num_class for custom objective
    with pytest.raises(lgb.basic.LightGBMError):
2728
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2729
2730
2731
2732
2733


def test_multiple_feval_train():
    X, y = load_breast_cancer(return_X_y=True)

2734
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2735
2736
2737

    X_train, X_validation, y_train, y_validation = train_test_split(X, y, test_size=0.2)

2738
2739
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2740
2741
2742
2743
2744
2745
2746
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2747
        callbacks=[lgb.record_evaluation(evals_result)],
2748
    )
2749

2750
2751
2752
2753
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
    assert "decreasing_metric" in evals_result["valid_0"]
2754
2755


2756
2757
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2758
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2759
    train_dataset = lgb.Dataset(X, y)
2760
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2761
2762
2763
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2764
    assert booster.params["objective"] == "none"
2765
2766
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2767
2768
2769
2770


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2771
    params = {"verbose": -1, "objective": mse_obj}
2772
    lgb_train = lgb.Dataset(X, y)
2773
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2774
2775
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2776
    assert booster.params["objective"] == "none"
2777
    assert mse_error == pytest.approx(286.724194)
2778
2779
2780
2781


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2782
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2783
    train_dataset = lgb.Dataset(X, y)
2784
2785
2786
2787
    cv_res = lgb.cv(params, train_dataset, num_boost_round=20, nfold=3, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_logloss_errors = [log_loss(y, logistic_sigmoid(cb.predict(X))) < 0.56 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2788
2789
2790
2791
2792
2793
2794
    assert all(cv_objs)
    assert all(cv_logloss_errors)


def test_objective_callable_cv_regression():
    X, y = make_synthetic_regression()
    lgb_train = lgb.Dataset(X, y)
2795
2796
2797
2798
2799
    params = {"verbose": -1, "objective": mse_obj}
    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, stratified=False, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_mse_errors = [mean_squared_error(y, cb.predict(X)) < 463 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2800
2801
2802
2803
    assert all(cv_objs)
    assert all(cv_mse_errors)


2804
2805
2806
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2807
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2808

2809
    train_dataset = lgb.Dataset(data=X, label=y)
2810
2811

    cv_results = lgb.cv(
2812
2813
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2814
2815
2816

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2817
2818
2819
2820
2821
2822
    assert "valid binary_logloss-mean" in cv_results
    assert "valid error-mean" in cv_results
    assert "valid decreasing_metric-mean" in cv_results
    assert "valid binary_logloss-stdv" in cv_results
    assert "valid error-stdv" in cv_results
    assert "valid decreasing_metric-stdv" in cv_results
2823
2824


2825
2826
2827
2828
2829
2830
def test_default_objective_and_metric():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_test, label=y_test, reference=train_dataset)
    evals_result = {}
2831
    params = {"verbose": -1}
2832
2833
2834
2835
2836
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
2837
        callbacks=[lgb.record_evaluation(evals_result)],
2838
2839
    )

2840
2841
2842
2843
    assert "valid_0" in evals_result
    assert len(evals_result["valid_0"]) == 1
    assert "l2" in evals_result["valid_0"]
    assert len(evals_result["valid_0"]["l2"]) == 5
2844
2845


2846
@pytest.mark.parametrize("use_weight", [True, False])
2847
def test_multiclass_custom_objective(use_weight):
2848
2849
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
2850
2851
2852
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
2853
2854
2855

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2856
    weight = np.full_like(y, 2)
2857
    ds = lgb.Dataset(X, y)
2858
2859
    if use_weight:
        ds.set_weight(weight)
2860
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2861
2862
2863
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

2864
    params["objective"] = custom_obj
2865
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
2866
2867
2868
2869
2870
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)


2871
@pytest.mark.parametrize("use_weight", [True, False])
2872
def test_multiclass_custom_eval(use_weight):
2873
2874
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
2875
2876
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
2877
        return "custom_logloss", loss, False
2878
2879
2880

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2881
2882
2883
2884
    weight = np.full_like(y, 2)
    X_train, X_valid, y_train, y_valid, weight_train, weight_valid = train_test_split(
        X, y, weight, test_size=0.2, random_state=0
    )
2885
2886
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
2887
2888
2889
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
2890
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2891
2892
2893
2894
2895
2896
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
2897
        valid_names=["train", "valid"],
2898
2899
2900
2901
2902
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

2903
2904
    for key, ds in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
2905
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
2906
        assert metric == "custom_logloss"
2907
2908
2909
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


2910
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
2911
def test_model_size():
2912
    X, y = make_synthetic_regression()
2913
    data = lgb.Dataset(X, y)
2914
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
2915
2916
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
2917
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
2918
    one_tree_size = len(one_tree)
2919
    one_tree = one_tree.replace("Tree=1", "Tree={}")
2920
2921
2922
    multiplier = 100
    total_trees = multiplier + 2
    try:
2923
2924
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
2925
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
2926
        after_trees = model_str[model_str.find("end of trees") :]
2927
2928
        num_end_spaces = 2**31 - one_tree_size * total_trees
        new_model_str = f"{before_tree_sizes}\n\n{trees}{more_trees}{after_trees}{'':{num_end_spaces}}"
2929
        assert len(new_model_str) > 2**31
2930
        bst.model_from_string(new_model_str)
2931
2932
2933
2934
        assert bst.num_trees() == total_trees
        y_pred_new = bst.predict(X, num_iteration=2)
        np.testing.assert_allclose(y_pred, y_pred_new)
    except MemoryError:
2935
        pytest.skipTest("not enough RAM")
2936
2937


2938
2939
2940
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
2941
def test_get_split_value_histogram():
2942
2943
2944
2945
    X, y = make_synthetic_regression()
    X = np.repeat(X, 3, axis=0)
    y = np.repeat(y, 3, axis=0)
    X[:, 2] = np.random.default_rng(0).integers(0, 20, size=X.shape[0])
2946
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
2947
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
2948
    # test XGBoost-style return value
2949
    params = {"feature": 0, "xgboost_style": True}
2950
2951
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
2952
2953
2954
2955
    assert gbm.get_split_value_histogram(bins=-1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=0, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=2, **params).shape == (2, 2)
2956
2957
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
2958
2959
2960
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
2961
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
2962
2963
2964
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
2965
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
2966
2967
2968
2969
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
2970
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
2971
2972
2973
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
2974
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
2975
2976
2977
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
2978
2979
    assert len(hist) == 20
    assert len(bins) == 21
2980
2981
2982
2983
2984
2985
2986
2987
2988
2989
2990
2991
2992
2993
2994
2995
2996
2997
2998
2999
3000
3001
3002
3003
3004
3005
3006
3007
    hist, bins = gbm.get_split_value_histogram(0, bins=999)
    assert len(hist) == 999
    assert len(bins) == 1000
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=-1)
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=0)
    hist, bins = gbm.get_split_value_histogram(0, bins=1)
    assert len(hist) == 1
    assert len(bins) == 2
    hist, bins = gbm.get_split_value_histogram(0, bins=2)
    assert len(hist) == 2
    assert len(bins) == 3
    hist, bins = gbm.get_split_value_histogram(0, bins=6)
    assert len(hist) == 6
    assert len(bins) == 7
    hist, bins = gbm.get_split_value_histogram(0, bins=7)
    assert len(hist) == 7
    assert len(bins) == 8
    hist_idx, bins_idx = gbm.get_split_value_histogram(0)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[0])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    hist_idx, bins_idx = gbm.get_split_value_histogram(X.shape[-1] - 1)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    # test bins string type
3008
3009
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3010
3011
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3012
3013
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3014
3015
3016
3017
    else:
        mask = hist_vals > 0
        np.testing.assert_array_equal(hist_vals[mask], hist[:, 1])
        np.testing.assert_allclose(bin_edges[1:][mask], hist[:, 0])
3018
3019
3020
    # test histogram is disabled for categorical features
    with pytest.raises(lgb.basic.LightGBMError):
        gbm.get_split_value_histogram(2)
3021
3022


3023
3024
3025
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3026
def test_early_stopping_for_only_first_metric():
3027
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3028
        params = {
3029
3030
3031
3032
3033
3034
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3035
        }
3036
3037
3038
3039
3040
3041
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3042
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3043
        )
3044
        assert assumed_iteration == gbm.best_iteration
3045

3046
3047
3048
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3049
        params = {
3050
3051
3052
3053
3054
3055
3056
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3057
        }
3058
3059
3060
3061
3062
3063
3064
        ret = lgb.cv(
            params,
            train_set=lgb_train,
            num_boost_round=25,
            stratified=False,
            feval=feval,
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3065
            eval_train_metric=eval_train_metric,
3066
        )
3067
3068
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3069
    X, y = make_synthetic_regression()
3070
3071
3072
3073
3074
3075
3076
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
    X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=0.5, random_state=73)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid1 = lgb.Dataset(X_test1, y_test1, reference=lgb_train)
    lgb_valid2 = lgb.Dataset(X_test2, y_test2, reference=lgb_train)

    iter_valid1_l1 = 3
3077
3078
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3079
    iter_valid2_l2 = 15
3080
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3081
3082
3083
3084
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

3085
3086
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3087
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3088
3089
3090
3091
3092
3093
3094
    iter_cv_min = min([iter_cv_l1, iter_cv_l2])

    # test for lgb.train
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, True)
3095
3096
3097
3098
3099
3100
    metrics_combination_train_regression(lgb_valid1, "l2", iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, "l1", iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_min_valid1, False)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_min_valid1, False)
3101
3102

    # test feval for lgb.train
3103
3104
3105
3106
3107
3108
3109
3110
3111
3112
3113
3114
3115
3116
3117
3118
3119
3120
3121
3122
3123
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        25,
        True,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        True,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3124
3125

    # test with two valid data for lgb.train
3126
3127
3128
3129
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l1", "l2"], iter_min_l1, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l1", "l2"], iter_min_l1, True)
3130
3131
3132

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3133
3134
3135
3136
3137
3138
    metrics_combination_cv_regression("l2", iter_cv_l2, True, False)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, False)
3139
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3140
3141
3142
3143
3144
3145
    metrics_combination_cv_regression("l2", iter_cv_l2, True, True)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, True)
3146
3147

    # test feval for lgb.cv
3148
3149
3150
3151
3152
3153
3154
3155
3156
3157
3158
3159
3160
3161
3162
3163
3164
3165
3166
3167
3168
    metrics_combination_cv_regression(
        "None",
        1,
        False,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        25,
        True,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        1,
        True,
        False,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3169
3170
3171
3172
3173
3174


def test_node_level_subcol():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
3175
3176
3177
3178
3179
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3180
3181
3182
3183
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3184
    gbm = lgb.train(
3185
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3186
    )
3187
3188
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3189
3190
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3191
3192
3193
3194
3195
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3196
3197
3198
3199
3200
3201
3202
3203
3204
3205
3206
def test_forced_split_feature_indices(tmp_path):
    X, y = make_synthetic_regression()
    forced_split = {
        "feature": 0,
        "threshold": 0.5,
        "left": {"feature": X.shape[1], "threshold": 0.5},
    }
    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))
    lgb_train = lgb.Dataset(X, y)
3207
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3208
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3209
        lgb.train(params, lgb_train)
3210
3211


3212
def test_forced_bins():
3213
    x = np.empty((100, 2))
3214
3215
3216
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3217
3218
3219
3220
3221
3222
3223
3224
3225
    forcedbins_filename = Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins.json"
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "forcedbins_filename": forcedbins_filename,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
    }
3226
3227
3228
3229
3230
3231
3232
3233
3234
3235
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, x.shape[1]))
    new_x[:, 0] = [0.31, 0.37, 0.41]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
    new_x[:, 0] = [0, 0, 0]
    new_x[:, 1] = [-0.9, -0.6, -0.3]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 1
3236
    params["forcedbins_filename"] = ""
3237
3238
3239
3240
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
3241
3242
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3243
    )
3244
    params["max_bin"] = 11
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
    lgb_x = lgb.Dataset(x[:, :1], label=y)
    est = lgb.train(params, lgb_x, num_boost_round=50)
    predicted = est.predict(x[1:, :1])
    _, counts = np.unique(predicted, return_counts=True)
    assert min(counts) >= 9
    assert max(counts) <= 11


def test_binning_same_sign():
    # test that binning works properly for features with only positive or only negative values
3255
    x = np.empty((99, 2))
3256
3257
3258
    x[:, 0] = np.arange(0.01, 1, 0.01)
    x[:, 1] = -np.arange(0.01, 1, 0.01)
    y = np.arange(0.01, 1, 0.01)
3259
3260
3261
3262
3263
3264
3265
3266
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3267
3268
3269
3270
3271
3272
3273
3274
3275
3276
3277
3278
3279
3280
3281
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, 2))
    new_x[:, 0] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] == pytest.approx(predicted[1])
    assert predicted[1] != pytest.approx(predicted[2])
    new_x = np.zeros((3, 2))
    new_x[:, 1] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] != pytest.approx(predicted[1])
    assert predicted[1] == pytest.approx(predicted[2])


def test_dataset_update_params():
3282
3283
3284
3285
3286
3287
3288
3289
3290
3291
3292
3293
3294
3295
3296
3297
3298
3299
3300
3301
3302
3303
3304
3305
3306
3307
3308
3309
3310
3311
3312
3313
3314
3315
3316
3317
3318
3319
3320
3321
3322
3323
3324
3325
3326
3327
3328
3329
    default_params = {
        "max_bin": 100,
        "max_bin_by_feature": [20, 10],
        "bin_construct_sample_cnt": 10000,
        "min_data_in_bin": 1,
        "use_missing": False,
        "zero_as_missing": False,
        "categorical_feature": [0],
        "feature_pre_filter": True,
        "pre_partition": False,
        "enable_bundle": True,
        "data_random_seed": 0,
        "is_enable_sparse": True,
        "header": True,
        "two_round": True,
        "label_column": 0,
        "weight_column": 0,
        "group_column": 0,
        "ignore_column": 0,
        "min_data_in_leaf": 10,
        "linear_tree": False,
        "precise_float_parser": True,
        "verbose": -1,
    }
    unchangeable_params = {
        "max_bin": 150,
        "max_bin_by_feature": [30, 5],
        "bin_construct_sample_cnt": 5000,
        "min_data_in_bin": 2,
        "use_missing": True,
        "zero_as_missing": True,
        "categorical_feature": [0, 1],
        "feature_pre_filter": False,
        "pre_partition": True,
        "enable_bundle": False,
        "data_random_seed": 1,
        "is_enable_sparse": False,
        "header": False,
        "two_round": False,
        "label_column": 1,
        "weight_column": 1,
        "group_column": 1,
        "ignore_column": 1,
        "forcedbins_filename": "/some/path/forcedbins.json",
        "min_data_in_leaf": 2,
        "linear_tree": True,
        "precise_float_parser": False,
    }
3330
3331
3332
3333
3334
3335
3336
3337
3338
3339
3340
3341
3342
3343
3344
3345
3346
3347
3348
3349
3350
3351
3352
3353
3354
3355
3356
3357
3358
3359
    X = np.random.random((100, 2))
    y = np.random.random(100)

    # decreasing without freeing raw data is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing before lazy init is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params)
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # increasing is allowed
    default_params["min_data_in_leaf"] += 2
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with disabled filter is allowed
    default_params["feature_pre_filter"] = False
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    default_params["min_data_in_leaf"] -= 4
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with enabled filter is disallowed;
    # also changes of other params are disallowed
    default_params["feature_pre_filter"] = True
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    for key, value in unchangeable_params.items():
        new_params = default_params.copy()
        new_params[key] = value
3360
3361
3362
3363
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3364
3365
3366
3367
3368
        err_msg = (
            "Reducing `min_data_in_leaf` with `feature_pre_filter=true` may cause *"
            if key == "min_data_in_leaf"
            else f"Cannot change {param_name} *"
        )
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
3385
3386
3387
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


def test_dataset_params_with_reference():
    default_params = {"max_bin": 100}
    X = np.random.random((100, 2))
    y = np.random.random(100)
    X_val = np.random.random((100, 2))
    y_val = np.random.random(100)
    lgb_train = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    lgb_val = lgb.Dataset(X_val, y_val, reference=lgb_train, free_raw_data=False).construct()
    assert lgb_train.get_params() == default_params
    assert lgb_val.get_params() == default_params
    lgb.train(default_params, lgb_train, valid_sets=[lgb_val])


def test_extra_trees():
    # check extra trees increases regularization
3388
    X, y = make_synthetic_regression()
3389
    lgb_x = lgb.Dataset(X, label=y)
3390
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3391
3392
3393
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3394
    params["extra_trees"] = True
3395
3396
3397
3398
3399
3400
3401
3402
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


def test_path_smoothing():
    # check path smoothing increases regularization
3403
    X, y = make_synthetic_regression()
3404
    lgb_x = lgb.Dataset(X, label=y)
3405
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3406
3407
3408
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3409
    params["path_smooth"] = 1
3410
3411
3412
3413
3414
3415
3416
3417
3418
3419
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


def test_trees_to_dataframe():
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3420
3421
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3422
3423
3424
3425
3426
3427

    X, y = load_breast_cancer(return_X_y=True)
    data = lgb.Dataset(X, label=y)
    num_trees = 10
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()
3428
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3429

3430
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3431
3432
3433

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3434
3435
3436
3437
    mod_split = bst.feature_importance("split")
    mod_gains = bst.feature_importance("gain")
    num_trees_from_df = tree_df["tree_index"].nunique()
    obs_counts_from_df = tree_df.loc[tree_df["node_depth"] == 1, "count"].values
3438
3439
3440
3441
3442
3443
3444
3445
3446
3447
3448
3449
3450
3451

    np.testing.assert_equal(tree_split, mod_split)
    np.testing.assert_allclose(tree_gains, mod_gains)
    assert num_trees_from_df == num_trees
    np.testing.assert_equal(obs_counts_from_df, len(y))

    # test edge case with one leaf
    X = np.ones((10, 2))
    y = np.random.rand(10)
    data = lgb.Dataset(X, label=y)
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()

    assert len(tree_df) == 1
3452
3453
3454
3455
3456
3457
3458
3459
3460
3461
3462
3463
3464
3465
3466
3467
3468
    assert tree_df.loc[0, "tree_index"] == 0
    assert tree_df.loc[0, "node_depth"] == 1
    assert tree_df.loc[0, "node_index"] == "0-L0"
    assert tree_df.loc[0, "value"] is not None
    for col in (
        "left_child",
        "right_child",
        "parent_index",
        "split_feature",
        "split_gain",
        "threshold",
        "decision_type",
        "missing_direction",
        "missing_type",
        "weight",
        "count",
    ):
3469
3470
3471
3472
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3473
    X, y = make_synthetic_regression(n_samples=200)
3474
3475
3476
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3477
    params = {"verbose": -1, "seed": 0}
3478
3479
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3480
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3481
3482
3483
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3484
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3485
3486
3487
    pred3 = est.predict(X)
    assert mean_squared_error(y, pred1) < mean_squared_error(y, pred3)
    # check that constraints consisting of single features reduce accuracy further
3488
3489
3490
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3491
3492
3493
3494
3495
3496
    pred4 = est.predict(X)
    assert mean_squared_error(y, pred3) < mean_squared_error(y, pred4)
    # test that interaction constraints work when not all features are used
    X = np.concatenate([np.zeros((X.shape[0], 1)), X], axis=1)
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
3497
3498
3499
3500
3501
    est = lgb.train(
        dict(params, interaction_constraints=[[0] + list(range(2, num_features)), [1] + list(range(2, num_features))]),
        train_data,
        num_boost_round=10,
    )
3502
3503


3504
3505
3506
3507
3508
3509
3510
def test_linear_trees_num_threads():
    # check that number of threads does not affect result
    np.random.seed(0)
    x = np.arange(0, 1000, 0.1)
    y = 2 * x + np.random.normal(0, 0.1, len(x))
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3511
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3512
3513
3514
3515
3516
3517
3518
3519
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred1 = est.predict(x)
    params["num_threads"] = 4
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred2 = est.predict(x)
    np.testing.assert_allclose(pred1, pred2)


3520
3521
3522
3523
3524
3525
3526
def test_linear_trees(tmp_path):
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    np.random.seed(0)
    x = np.arange(0, 100, 0.1)
    y = 2 * x + np.random.normal(0, 0.1, len(x))
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3527
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3528
3529
3530
3531
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3532
    est = lgb.train(
3533
        dict(params, linear_tree=True),
3534
3535
3536
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3537
3538
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3539
    )
3540
    pred2 = est.predict(x)
3541
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3542
3543
3544
3545
3546
3547
3548
3549
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with nans in data
    x[:10] = np.nan
    lgb_train = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3550
    est = lgb.train(
3551
        dict(params, linear_tree=True),
3552
3553
3554
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3555
3556
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3557
    )
3558
    pred2 = est.predict(x)
3559
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3560
3561
3562
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3563
    est = lgb.train(
3564
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3565
3566
3567
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3568
3569
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3570
    )
3571
    pred = est.predict(x)
3572
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3573
3574
3575
3576
3577
3578
    # test with a feature that has only one non-nan value
    x = np.concatenate([np.ones([x.shape[0], 1]), x], 1)
    x[500:, 1] = np.nan
    y[500:] += 10
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3579
    est = lgb.train(
3580
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3581
3582
3583
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3584
3585
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3586
    )
3587
    pred = est.predict(x)
3588
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3589
3590
3591
3592
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
    lgb_train = lgb.Dataset(x, label=y)
3593
3594
3595
3596
3597
3598
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
        categorical_feature=[0],
    )
3599
3600
3601
3602
3603
3604
3605
3606
3607
3608
3609
3610
3611
3612
3613
3614
3615
3616
3617
3618
    # test refit: same results on same data
    est2 = est.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2

    # test refit with save and load
    temp_model = str(tmp_path / "temp_model.txt")
    est.save_model(temp_model)
    est2 = lgb.Booster(model_file=temp_model)
    est2 = est2.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2
    # test refit: different results training on different data
    est3 = est.refit(x[:100, :], label=y[:100])
    p3 = est3.predict(x)
    assert np.mean(np.abs(p2 - p1)) > np.abs(np.max(p3 - p1))
    # test when num_leaves - 1 < num_features and when num_leaves - 1 > num_features
    X_train, _, y_train, _ = train_test_split(*load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2)
3619
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3620
3621
3622
3623
3624
3625
    train_data = lgb.Dataset(X_train, label=y_train, params=dict(params, num_leaves=2))
    est = lgb.train(params, train_data, num_boost_round=10, categorical_feature=[0])
    train_data = lgb.Dataset(X_train, label=y_train, params=dict(params, num_leaves=60))
    est = lgb.train(params, train_data, num_boost_round=10, categorical_feature=[0])


3626
def test_save_and_load_linear(tmp_path):
3627
3628
3629
    X_train, X_test, y_train, y_test = train_test_split(
        *load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2
    )
3630
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3631
3632
3633
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3634
3635
3636
3637
    train_data_1 = lgb.Dataset(X_train, label=y_train, params=params)
    est_1 = lgb.train(params, train_data_1, num_boost_round=10, categorical_feature=[0])
    pred_1 = est_1.predict(X_train)

3638
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3639
3640
3641
3642
3643
3644
    train_data_1.save_binary(tmp_dataset)
    train_data_2 = lgb.Dataset(tmp_dataset)
    est_2 = lgb.train(params, train_data_2, num_boost_round=10)
    pred_2 = est_2.predict(X_train)
    np.testing.assert_allclose(pred_1, pred_2)

3645
    model_file = str(tmp_path / "model.txt")
3646
3647
3648
3649
3650
3651
    est_2.save_model(model_file)
    est_3 = lgb.Booster(model_file=model_file)
    pred_3 = est_3.predict(X_train)
    np.testing.assert_allclose(pred_2, pred_3)


3652
3653
3654
def test_linear_single_leaf():
    X_train, y_train = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X_train, label=y_train)
3655
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3656
3657
3658
3659
3660
    bst = lgb.train(params, train_data, num_boost_round=5)
    y_pred = bst.predict(X_train)
    assert log_loss(y_train, y_pred) < 0.661


3661
3662
3663
3664
3665
def test_predict_with_start_iteration():
    def inner_test(X, y, params, early_stopping_rounds):
        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
        train_data = lgb.Dataset(X_train, label=y_train)
        valid_data = lgb.Dataset(X_test, label=y_test)
3666
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3667
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
3668
3669
3670
3671
3672
3673
3674
3675
3676
3677
3678
3679
3680
3681
3682
3683
3684

        # test that the predict once with all iterations equals summed results with start_iteration and num_iteration
        all_pred = booster.predict(X, raw_score=True)
        all_pred_contrib = booster.predict(X, pred_contrib=True)
        steps = [10, 12]
        for step in steps:
            pred = np.zeros_like(all_pred)
            pred_contrib = np.zeros_like(all_pred_contrib)
            for start_iter in range(0, 50, step):
                pred += booster.predict(X, start_iteration=start_iter, num_iteration=step, raw_score=True)
                pred_contrib += booster.predict(X, start_iteration=start_iter, num_iteration=step, pred_contrib=True)
            np.testing.assert_allclose(all_pred, pred)
            np.testing.assert_allclose(all_pred_contrib, pred_contrib)
        # test the case where start_iteration <= 0, and num_iteration is None
        pred1 = booster.predict(X, start_iteration=-1)
        pred2 = booster.predict(X, num_iteration=booster.best_iteration)
        np.testing.assert_allclose(pred1, pred2)
3685

3686
3687
3688
3689
3690
3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
3703
3704
3705
3706
3707
        # test the case where start_iteration > 0, and num_iteration <= 0
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=90)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_leaf=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_leaf=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_leaf=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_leaf=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_contrib=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_contrib=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_contrib=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_contrib=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

    # test for regression
3708
    X, y = make_synthetic_regression()
3709
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3710
3711
3712
3713
3714
3715
3716
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for multi-class
    X, y = load_iris(return_X_y=True)
3717
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3718
3719
3720
3721
3722
3723
3724
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for binary
    X, y = load_breast_cancer(return_X_y=True)
3725
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3726
3727
3728
3729
3730
3731
3732
3733
3734
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)


def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
3735
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
3736
3737
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
3738
3739
    est = lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    ap = res["training"]["average_precision"][-1]
3740
3741
3742
3743
3744
3745
3746
    pred = est.predict(X)
    sklearn_ap = average_precision_score(y, pred)
    assert ap == pytest.approx(sklearn_ap)
    # test that average precision is 1 where model predicts perfectly
    y = y.copy()
    y[:] = 1
    lgb_X = lgb.Dataset(X, label=y)
3747
3748
    lgb.train(params, lgb_X, num_boost_round=1, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    assert res["training"]["average_precision"][-1] == pytest.approx(1)
3749
3750
3751
3752
3753
3754


def test_reset_params_works_with_metric_num_class_and_boosting():
    X, y = load_breast_cancer(return_X_y=True)
    dataset_params = {"max_bin": 150}
    booster_params = {
3755
3756
3757
3758
3759
3760
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
3761
3762
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
3763
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
3764
3765
3766
3767

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params

3768
    booster_params["bagging_fraction"] += 0.1
3769
3770
3771
3772
3773
    new_bst = bst.reset_parameter(booster_params)

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params
    assert new_bst.params == expected_params
3774
3775
3776
3777
3778


def test_dump_model():
    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
3779
    params = {"objective": "binary", "verbose": -1}
3780
3781
3782
3783
3784
3785
3786
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0))
    assert "leaf_features" not in dumped_model_str
    assert "leaf_coeff" not in dumped_model_str
    assert "leaf_const" not in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
3787
    params["linear_tree"] = True
3788
3789
3790
3791
3792
3793
3794
3795
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0))
    assert "leaf_features" in dumped_model_str
    assert "leaf_coeff" in dumped_model_str
    assert "leaf_const" in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
3796
3797
3798
3799


def test_dump_model_hook():
    def hook(obj):
3800
3801
3802
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
3803
3804
3805
3806
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
3807
    params = {"objective": "binary", "verbose": -1}
3808
3809
3810
3811
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0, object_hook=hook))
    assert "leaf_value" not in dumped_model_str
    assert "LV" in dumped_model_str
3812
3813


3814
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
3815
def test_force_split_with_feature_fraction(tmp_path):
3816
    X, y = make_synthetic_regression()
3817
3818
3819
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)

3820
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
3821
3822
3823
3824
3825
3826
3827
3828
3829
3830

    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))

    params = {
        "objective": "regression",
        "feature_fraction": 0.6,
        "force_col_wise": True,
        "feature_fraction_seed": 1,
3831
        "forcedsplits_filename": tmp_split_file,
3832
3833
3834
3835
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
3836
    assert ret < 15.7
3837
3838
3839
3840
3841

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
3842
        assert tree_structure["split_feature"] == 0
3843
3844


3845
3846
3847
3848
3849
3850
def test_goss_boosting_and_strategy_equivalent():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    base_params = {
3851
3852
3853
3854
3855
3856
3857
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
3858
    }
3859
    params1 = {**base_params, "boosting": "goss"}
3860
    evals_result1 = {}
3861
3862
3863
3864
    lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result1)]
    )
    params2 = {**base_params, "data_sample_strategy": "goss"}
3865
    evals_result2 = {}
3866
3867
3868
3869
    lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result2)]
    )
    assert evals_result1["valid_0"]["l2"] == evals_result2["valid_0"]["l2"]
3870
3871
3872
3873
3874
3875
3876
3877
3878


def test_sample_strategy_with_boosting():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)

    base_params = {
3879
3880
3881
3882
3883
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
3884
3885
    }

3886
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
3887
    evals_result = {}
3888
3889
3890
3891
    gbm = lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res1 = evals_result["valid_0"]["l2"][-1]
3892
3893
3894
3895
    test_res1 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res1 == pytest.approx(3149.393862, abs=1.0)
    assert eval_res1 == pytest.approx(test_res1)

3896
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
3897
    evals_result = {}
3898
3899
3900
3901
    gbm = lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res2 = evals_result["valid_0"]["l2"][-1]
3902
3903
3904
3905
    test_res2 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res2 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res2 == pytest.approx(test_res2)

3906
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
3907
    evals_result = {}
3908
3909
3910
3911
    gbm = lgb.train(
        params3, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res3 = evals_result["valid_0"]["l2"][-1]
3912
3913
3914
3915
    test_res3 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res3 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res3 == pytest.approx(test_res3)

3916
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
3917
    evals_result = {}
3918
3919
3920
3921
    gbm = lgb.train(
        params4, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res4 = evals_result["valid_0"]["l2"][-1]
3922
3923
3924
3925
3926
3927
3928
3929
3930
3931
3932
3933
3934
    test_res4 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res4 == pytest.approx(2095.538735, abs=1.0)
    assert eval_res4 == pytest.approx(test_res4)

    assert test_res1 != test_res2
    assert eval_res1 != eval_res2
    assert test_res2 == test_res3
    assert eval_res2 == eval_res3
    assert eval_res1 != eval_res4
    assert test_res1 != test_res4
    assert eval_res2 != eval_res4
    assert test_res2 != test_res4

3935
3936
3937
3938
3939
3940
3941
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
3942
    evals_result = {}
3943
3944
3945
3946
    gbm = lgb.train(
        params5, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res5 = evals_result["valid_0"]["l2"][-1]
3947
3948
3949
3950
    test_res5 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res5 == pytest.approx(3134.866931, abs=1.0)
    assert eval_res5 == pytest.approx(test_res5)

3951
3952
3953
3954
3955
3956
3957
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
3958
    evals_result = {}
3959
3960
3961
3962
    gbm = lgb.train(
        params6, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res6 = evals_result["valid_0"]["l2"][-1]
3963
3964
3965
3966
3967
3968
    test_res6 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res6 == pytest.approx(2539.792378, abs=1.0)
    assert eval_res6 == pytest.approx(test_res6)
    assert test_res5 != test_res6
    assert eval_res5 != eval_res6

3969
3970
3971
3972
3973
3974
3975
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
3976
    evals_result = {}
3977
3978
3979
3980
    gbm = lgb.train(
        params7, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res7 = evals_result["valid_0"]["l2"][-1]
3981
3982
3983
3984
3985
3986
3987
3988
3989
    test_res7 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res7 == pytest.approx(1518.704481, abs=1.0)
    assert eval_res7 == pytest.approx(test_res7)
    assert test_res5 != test_res7
    assert eval_res5 != eval_res7
    assert test_res6 != test_res7
    assert eval_res6 != eval_res7


3990
3991
3992
3993
3994
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
3995
    params = {"objective": "l2", "num_leaves": 3}
3996
3997
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
3998
    assert list(eval_result.keys()) == ["training"]
3999
4000
4001
4002
4003
    train_mses = []
    for i in range(num_boost_round):
        pred = bst.predict(X, num_iteration=i + 1)
        mse = mean_squared_error(y, pred)
        train_mses.append(mse)
4004
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4005
4006


4007
@pytest.mark.parametrize("train_metric", [False, True])
4008
4009
4010
4011
4012
def test_record_evaluation_with_cv(train_metric):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4013
4014
4015
4016
4017
4018
    metrics = ["l2", "rmse"]
    params = {"objective": "l2", "num_leaves": 3, "metric": metrics}
    cv_hist = lgb.cv(
        params, ds, num_boost_round=5, stratified=False, callbacks=callbacks, eval_train_metric=train_metric
    )
    expected_datasets = {"valid"}
4019
    if train_metric:
4020
        expected_datasets.add("train")
4021
4022
4023
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4024
4025
4026
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4027
4028
4029


def test_pandas_with_numpy_regular_dtypes():
4030
4031
4032
4033
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4034
4035
4036
4037
    rng = np.random.RandomState(42)

    n_samples = 100
    # data as float64
4038
4039
4040
4041
4042
4043
4044
4045
    df = pd.DataFrame(
        {
            "x1": rng.randint(0, 2, n_samples),
            "x2": rng.randint(1, 3, n_samples),
            "x3": 10 * rng.randint(1, 3, n_samples),
            "x4": 100 * rng.randint(1, 3, n_samples),
        }
    )
4046
    df = df.astype(np.float64)
4047
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4048
    ds = lgb.Dataset(df, y)
4049
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4050
4051
4052
4053
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4054
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4055
4056
4057
4058
4059
4060
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test all predictions are equal using different input dtypes
    for target_dtypes in [uints, ints, bool_and_floats]:
4061
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4062
4063
4064
4065
4066
4067
4068
4069
        assert df2.dtypes.tolist() == target_dtypes
        ds2 = lgb.Dataset(df2, y)
        bst2 = lgb.train(params, ds2, num_boost_round=5)
        preds2 = bst2.predict(df2)
        np.testing.assert_allclose(preds, preds2)


def test_pandas_nullable_dtypes():
4070
    pd = pytest.importorskip("pandas")
4071
    rng = np.random.RandomState(0)
4072
4073
4074
4075
4076
4077
4078
4079
    df = pd.DataFrame(
        {
            "x1": rng.randint(1, 3, size=100),
            "x2": np.linspace(-1, 1, 100),
            "x3": pd.arrays.SparseArray(rng.randint(0, 11, size=100)),
            "x4": rng.rand(100) < 0.5,
        }
    )
4080
    # introduce some missing values
4081
4082
4083
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
    df.loc[3, "x4"] = np.nan
4084
    # the previous line turns x3 into object dtype in recent versions of pandas
4085
4086
    df["x4"] = df["x4"].astype(np.float64)
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4087
4088
4089
    y = y.fillna(0)

    # train with regular dtypes
4090
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4091
4092
4093
4094
4095
4096
    ds = lgb.Dataset(df, y)
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # convert to nullable dtypes
    df2 = df.copy()
4097
4098
4099
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4100
4101
4102
4103
4104
4105
4106
4107

    # test training succeeds
    ds_nullable_dtypes = lgb.Dataset(df2, y)
    bst_nullable_dtypes = lgb.train(params, ds_nullable_dtypes, num_boost_round=5)
    preds_nullable_dtypes = bst_nullable_dtypes.predict(df2)

    trees_df = bst_nullable_dtypes.trees_to_dataframe()
    # test all features were used
4108
    assert trees_df["split_feature"].nunique() == df.shape[1]
4109
4110
4111
4112
4113
4114
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test equal predictions
    np.testing.assert_allclose(preds, preds_nullable_dtypes)
4115
4116
4117
4118
4119


def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
4120
4121
4122
4123
4124
4125
4126
4127
4128
4129
4130
    X = np.array(
        [
            [1021.0589, 1018.9578],
            [1023.85754, 1018.7854],
            [1024.5468, 1018.88513],
            [1019.02954, 1018.88513],
            [1016.79926, 1018.88513],
            [1007.6, 1018.88513],
        ],
        dtype=np.float32,
    )
4131
4132
4133
4134
4135
4136
4137
4138
4139
4140
4141
4142
4143
4144
4145
4146
    y = np.array([1023.8, 1024.6, 1024.4, 1023.8, 1022.0, 1014.4], dtype=np.float32)
    params = {
        "extra_trees": True,
        "min_data_in_bin": 1,
        "extra_seed": 7,
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
        "min_data_in_leaf": 1,
    }
    train_set = lgb.Dataset(X, y)
    model = lgb.train(params=params, train_set=train_set, num_boost_round=10)

    preds = model.predict(X)
    mean_preds = np.mean(preds)
    assert y.min() <= mean_preds <= y.max()
4147
4148
4149
4150
4151
4152
4153
4154
4155
4156
4157
4158
4159
4160
4161
4162
4163
4164
4165
4166
4167
4168
4169
4170
4171
4172


def test_cegb_split_buffer_clean():
    # modified from https://github.com/microsoft/LightGBM/issues/3679#issuecomment-938652811
    # and https://github.com/microsoft/LightGBM/pull/5087
    # test that the ``splits_per_leaf_`` of CEGB is cleaned before training a new tree
    # which is done in the fix #5164
    # without the fix:
    #    Check failed: (best_split_info.left_count) > (0)

    R, C = 1000, 100
    seed = 29
    np.random.seed(seed)
    data = np.random.randn(R, C)
    for i in range(1, C):
        data[i] += data[0] * np.random.randn()

    N = int(0.8 * len(data))
    train_data = data[:N]
    test_data = data[N:]
    train_y = np.sum(train_data, axis=1)
    test_y = np.sum(test_data, axis=1)

    train = lgb.Dataset(train_data, train_y, free_raw_data=True)

    params = {
4173
4174
4175
4176
4177
4178
4179
4180
4181
4182
4183
4184
4185
        "boosting_type": "gbdt",
        "objective": "regression",
        "max_bin": 255,
        "num_leaves": 31,
        "seed": 0,
        "learning_rate": 0.1,
        "min_data_in_leaf": 0,
        "verbose": -1,
        "min_split_gain": 1000.0,
        "cegb_penalty_feature_coupled": 5 * np.arange(C),
        "cegb_penalty_split": 0.0002,
        "cegb_tradeoff": 10.0,
        "force_col_wise": True,
4186
4187
4188
4189
4190
4191
    }

    model = lgb.train(params, train, num_boost_round=10)
    predicts = model.predict(test_data)
    rmse = np.sqrt(mean_squared_error(test_y, predicts))
    assert rmse < 10.0
4192
4193


4194
4195
4196
4197
def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4198
4199
4200
        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
4201
4202
    }
    lgb.train(params, ds, num_boost_round=1)
4203
    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. " "Current value: verbosity=0"
4204
4205
4206
4207
    stdout = capsys.readouterr().out
    assert expected_msg in stdout


4208
4209
@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
4210
4211
4212
4213
def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4214
4215
4216
4217
        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
4218
4219
4220
4221
        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
4222
4223
        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
4224
4225
4226
4227
4228
    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
4229
        assert re.search(r"\[LightGBM\]", stdout) is None
4230
4231


4232
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
4233
4234
def test_validate_features():
    X, y = make_synthetic_regression()
4235
    features = ["x1", "x2", "x3", "x4"]
4236
4237
    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
4238
    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
4239
4240
4241
    assert bst.feature_name() == features

    # try to predict with a different feature
4242
    df2 = df.rename(columns={"x3": "z"})
4243
4244
4245
4246
4247
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.predict(df2, validate_features=False)
4248
4249
4250
4251
4252
4253
4254

    # try to refit with a different feature
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.refit(df2, y, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.refit(df2, y, validate_features=False)
4255
4256


4257
4258
4259
4260
4261
4262
4263
def test_train_and_cv_raise_informative_error_for_train_set_of_wrong_type():
    with pytest.raises(TypeError, match=r"train\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.train({}, train_set=[])
    with pytest.raises(TypeError, match=r"cv\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.cv({}, train_set=[])


4264
@pytest.mark.parametrize("num_boost_round", [-7, -1, 0])
4265
4266
4267
4268
4269
4270
4271
4272
4273
4274
4275
4276
def test_train_and_cv_raise_informative_error_for_impossible_num_boost_round(num_boost_round):
    X, y = make_synthetic_regression(n_samples=100)
    error_msg = rf"num_boost_round must be greater than 0\. Got {num_boost_round}\."
    with pytest.raises(ValueError, match=error_msg):
        lgb.train({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)
    with pytest.raises(ValueError, match=error_msg):
        lgb.cv({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)


def test_train_raises_informative_error_if_any_valid_sets_are_not_dataset_objects():
    X, y = make_synthetic_regression(n_samples=100)
    X_valid = X * 2.0
4277
4278
4279
    with pytest.raises(
        TypeError, match=r"Every item in valid_sets must be a Dataset object\. Item 1 has type 'tuple'\."
    ):
4280
4281
4282
        lgb.train(
            params={},
            train_set=lgb.Dataset(X, y),
4283
            valid_sets=[lgb.Dataset(X_valid, y), ([1.0], [2.0]), [5.6, 5.7, 5.8]],
4284
4285
4286
        )


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def test_train_raises_informative_error_for_params_of_wrong_type():
    X, y = make_synthetic_regression()
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    params = {"num_leaves": "too-many"}
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    dtrain = lgb.Dataset(X, label=y)
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    with pytest.raises(lgb.basic.LightGBMError, match='Parameter num_leaves should be of type int, got "too-many"'):
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        lgb.train(params, dtrain)
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def test_quantized_training():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, label=y)
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    bst_params = {"num_leaves": 15, "verbose": -1, "seed": 0}
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    bst = lgb.train(bst_params, ds, num_boost_round=10)
    rmse = np.sqrt(np.mean((bst.predict(X) - y) ** 2))
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    bst_params.update(
        {
            "use_quantized_grad": True,
            "num_grad_quant_bins": 30,
            "quant_train_renew_leaf": True,
        }
    )
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    quant_bst = lgb.train(bst_params, ds, num_boost_round=10)
    quant_rmse = np.sqrt(np.mean((quant_bst.predict(X) - y) ** 2))
    assert quant_rmse < rmse + 6.0