test_engine.py 181 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,
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    assert_all_trees_valid,
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    assert_silent,
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    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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    )
549
    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"
)
555
def test_auc_mu(rng):
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    # 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)
583
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.abs(rng.standard_normal(size=y.shape)))
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    results_unweighted = {}
    results_weighted = {}
    params = dict(params, num_classes=10, num_leaves=5)
587
    lgb.train(
588
        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
610
    )
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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}
616
    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)
619
    # test loading class weights
620
    Xy = np.loadtxt(
621
        str(Path(__file__).absolute().parents[2] / "examples" / "multiclass_classification" / "multiclass.train")
622
    )
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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 = {}
638
    lgb.train(
639
        params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_no_weight)]
640
    )
641
    assert results_weight["training"]["auc_mu"][-1] != results_no_weight["training"]["auc_mu"][-1]
642
643


644
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)

653
    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)


662
# Simulates position bias for a given ranking dataset.
663
# The output dataset is identical to the input one with the exception for the relevance labels.
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# 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,
669
# 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
684

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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
687

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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):
693
        docs_num = int(line)
694
        lines = []
695
        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:
702
                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])
707
        stop = False
708
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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:
715
                    new_label = 1
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                stop = random.random() < pstop
            lines[index][0] = str(new_label)
            positions[index] = pos
        for features in lines:
720
            f_dataset_out.write(" ".join(features) + "\n")
721
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724
725
        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"
)
729
def test_ranking_with_position_information_with_file(tmp_path):
730
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
731
    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"))
752

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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)
756

757
    f_positions_out = open(str(tmp_path / "rank.train.position"), "w")
758
    for pos in positions:
759
        f_positions_out.write(str(pos) + "\n")
760
761
    f_positions_out.close()

762
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764
    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)
765

766
    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
767
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased_with_file.best_score["valid_0"]["ndcg@3"]
768
769

    # add extra row to position file
770
771
    with open(str(tmp_path / "rank.train.position"), "a") as file:
        file.write("pos_1000\n")
772
        file.close()
773
774
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
775
    with pytest.raises(lgb.basic.LightGBMError, match=r"Positions size \(3006\) doesn't match data size"):
776
        lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
777
778


779
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781
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
782
def test_ranking_with_position_information_with_dataset_constructor(tmp_path):
783
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
784
    params = {
785
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787
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789
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793
794
795
        "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,
796
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798
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
799
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801
802
803
804
805
806
807
    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"))
808

809
810
811
    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)
812
813
814
815

    positions = np.array(positions)

    # test setting positions through Dataset constructor with numpy array
816
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818
    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)
819
820

    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
821
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased.best_score["valid_0"]["ndcg@3"]
822
823
824

    if PANDAS_INSTALLED:
        # test setting positions through Dataset constructor with pandas Series
825
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827
828
829
830
        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"]
        )
831
832

    # test setting positions through set_position
833
834
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
835
    lgb_train.set_position(positions)
836
837
    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"]
838
839
840
841
842
843

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


844
845
def test_early_stopping():
    X, y = load_breast_cancer(return_X_y=True)
846
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
847
848
849
    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)
850
    valid_set_name = "valid_set"
851
    # no early stopping
852
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854
855
856
857
858
859
    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)],
    )
860
861
    assert gbm.best_iteration == 10
    assert valid_set_name in gbm.best_score
862
    assert "binary_logloss" in gbm.best_score[valid_set_name]
863
    # early stopping occurs
864
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866
867
868
869
870
871
    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)],
    )
872
873
    assert gbm.best_iteration <= 39
    assert valid_set_name in gbm.best_score
874
    assert "binary_logloss" in gbm.best_score[valid_set_name]
875
876


877
@pytest.mark.parametrize("use_valid", [True, False])
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885
886
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]
887
    valid_names = ["train"]
888
889
    if use_valid:
        valid_sets.append(valid_ds)
890
        valid_names.append("valid")
891
892
893
894
    eval_result = {}

    def train_fn():
        return lgb.train(
895
            {"num_leaves": 5},
896
897
898
899
            train_ds,
            num_boost_round=2,
            valid_sets=valid_sets,
            valid_names=valid_names,
900
            callbacks=[lgb.early_stopping(1), lgb.record_evaluation(eval_result)],
901
        )
902

903
904
905
    if use_valid:
        bst = train_fn()
        assert bst.best_iteration == 1
906
907
        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
908
    else:
909
        with pytest.warns(UserWarning, match="Only training set found, disabling early stopping."):
910
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912
913
914
            bst = train_fn()
        assert bst.current_iteration() == 2
        assert bst.best_iteration == 0


915
@pytest.mark.parametrize("first_metric_only", [True, False])
916
917
918
919
def test_early_stopping_via_global_params(first_metric_only):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
920
921
922
923
924
925
        "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("early_stopping_round", [-10, -1, 0, None, "None"])
def test_early_stopping_is_not_enabled_for_non_positive_stopping_rounds(early_stopping_round):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": early_stopping_round,
        "first_metric_only": True,
    }
    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)
    valid_set_name = "valid_set"

    if early_stopping_round is None:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert "early_stopping_round" not in gbm.params
        assert gbm.num_trees() == num_trees
    elif early_stopping_round == "None":
        with pytest.raises(TypeError, match="early_stopping_round should be an integer. Got 'str'"):
            gbm = lgb.train(
                params,
                lgb_train,
                feval=[constant_metric],
                valid_sets=lgb_eval,
                valid_names=valid_set_name,
            )
    elif early_stopping_round <= 0:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert gbm.params["early_stopping_round"] == early_stopping_round
        assert gbm.num_trees() == num_trees


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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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@pytest.mark.parametrize("early_stopping_min_delta", [1e3, 0.0])
def test_early_stopping_min_delta_via_global_params(early_stopping_min_delta):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "num_leaves": 5,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "early_stopping_min_delta": early_stopping_min_delta,
    }
    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)
    gbm = lgb.train(params, lgb_train, feval=decreasing_metric, valid_sets=lgb_eval)
    if early_stopping_min_delta == 0:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1


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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(tmp_path):
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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_path = tmp_path / "model.txt"
    init_gbm.save_model(model_path)
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    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_path,
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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"])
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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)


1423
def test_feature_name():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
    feature_names = [f"f_{i}" for i in range(X_train.shape[-1])]
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    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    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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    lgb_train.set_feature_name(feature_names_with_space)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()


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def test_feature_name_with_non_ascii(rng, tmp_path):
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    X_train = rng.normal(size=(100, 4))
    y_train = rng.normal(size=(100,))
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    # 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, feature_name=feature_names)
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    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()
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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
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    gbm2 = lgb.Booster(model_file=model_path_txt)
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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, rng):
    X = np.hstack(
        [
            rng.uniform(size=(100, 1)),
            rng.integers(low=0, high=5, size=(100, 2)),
        ]
    )
    y = rng.uniform(size=(100,))
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    ds = lgb.Dataset(X, y, categorical_feature=[1, 2])
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    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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        "verbosity": 0,
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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)
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    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(tmp_path):
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    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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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
    with open(model_path_txt) 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=model_path_txt))
    gbm_load = lgb.Booster(model_file=model_path_txt)
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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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    model_path_pkl = str(tmp_path / "lgb.pkl")
    with open(model_path_pkl, "wb") as f:
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        pickle.dump(gbm, f)
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    with open(model_path_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]",
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        "[early_stopping_min_delta: 0]",
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        "[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]"]
1692
    else:
1693
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 0]", "[device_type: cpu]", "[gpu_use_dp: 0]"]
1694
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1715

    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


1716
1717
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
1718
def test_pandas_categorical(rng_fixed_seed, tmp_path):
1719
    pd = pytest.importorskip("pandas")
1720
1721
    X = pd.DataFrame(
        {
1722
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1725
1726
            "A": rng_fixed_seed.permutation(["a", "b", "c", "d"] * 75),  # str
            "B": rng_fixed_seed.permutation([1, 2, 3] * 100),  # int
            "C": rng_fixed_seed.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
            "D": rng_fixed_seed.permutation([True, False] * 150),  # bool
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
1727
1728
        }
    )  # str and ordered categorical
1729
    y = rng_fixed_seed.permutation([0, 1] * 150)
1730
1731
    X_test = pd.DataFrame(
        {
1732
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            "A": rng_fixed_seed.permutation(["a", "b", "e"] * 20),  # unseen category
            "B": rng_fixed_seed.permutation([1, 3] * 30),
            "C": rng_fixed_seed.permutation([0.1, -0.1, 0.2, 0.2] * 15),
            "D": rng_fixed_seed.permutation([True, False] * 30),
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y"] * 30), ordered=True),
1737
1738
        }
    )
1739
1740
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
1741
1742
    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
1743
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
1744
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
1745
1746
1747
    lgb_train = lgb.Dataset(X, y)
    gbm0 = lgb.train(params, lgb_train, num_boost_round=10)
    pred0 = gbm0.predict(X_test)
1748
    assert lgb_train.categorical_feature == "auto"
1749
1750
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1752
    lgb_train = lgb.Dataset(
        X, pd.DataFrame(y), categorical_feature=[0]
    )  # also test that label can be one-column pd.DataFrame
    gbm1 = lgb.train(params, lgb_train, num_boost_round=10)
1753
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    pred1 = gbm1.predict(X_test)
    assert lgb_train.categorical_feature == [0]
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    lgb_train = lgb.Dataset(X, pd.Series(y), categorical_feature=["A"])  # also test that label can be pd.Series
    gbm2 = lgb.train(params, lgb_train, num_boost_round=10)
1757
    pred2 = gbm2.predict(X_test)
1758
    assert lgb_train.categorical_feature == ["A"]
1759
1760
    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D"])
    gbm3 = lgb.train(params, lgb_train, num_boost_round=10)
1761
    pred3 = gbm3.predict(X_test)
1762
    assert lgb_train.categorical_feature == ["A", "B", "C", "D"]
1763
1764
1765
    categorical_model_path = tmp_path / "categorical.model"
    gbm3.save_model(categorical_model_path)
    gbm4 = lgb.Booster(model_file=categorical_model_path)
1766
1767
    pred4 = gbm4.predict(X_test)
    model_str = gbm4.model_to_string()
1768
    gbm4.model_from_string(model_str)
1769
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1771
    pred5 = gbm4.predict(X_test)
    gbm5 = lgb.Booster(model_str=model_str)
    pred6 = gbm5.predict(X_test)
1772
1773
    lgb_train = lgb.Dataset(X, y, categorical_feature=["A", "B", "C", "D", "E"])
    gbm6 = lgb.train(params, lgb_train, num_boost_round=10)
1774
    pred7 = gbm6.predict(X_test)
1775
    assert lgb_train.categorical_feature == ["A", "B", "C", "D", "E"]
1776
1777
    lgb_train = lgb.Dataset(X, y, categorical_feature=[])
    gbm7 = lgb.train(params, lgb_train, num_boost_round=10)
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    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):
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        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


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def test_pandas_sparse(rng):
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    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 1, 2] * 100)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 150)),
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        }
    )
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    y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
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    X_test = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 2] * 30)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 30)),
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        }
    )
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    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
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        assert isinstance(dtype, pd.SparseDtype)
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    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)
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    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)


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def test_reference_chain(rng):
    X = rng.normal(size=(100, 2))
    y = rng.normal(size=(100,))
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    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))
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    params = {"objective": "regression_l2", "metric": "rmse"}
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    evals_result = {}
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    lgb.train(
        params,
        tmp_dat_train,
        num_boost_round=20,
        valid_sets=[tmp_dat_train, tmp_dat_val],
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        callbacks=[lgb.record_evaluation(evals_result)],
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    )
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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")
# def test_int32_max_sparse_contribs(rng):
#     params = {"objective": "binary"}
#     train_features = rng.uniform(size=(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(rng):
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    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
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    features = rng.uniform(size=(num_samples, 5))
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    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)


2028
def test_init_with_subset(tmp_path, rng):
2029
    data = rng.uniform(size=(50, 2))
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    y = [1] * 25 + [0] * 25
    lgb_train = lgb.Dataset(data, y, free_raw_data=False)
2032
    subset_index_1 = rng.choice(a=np.arange(50), size=30, replace=False)
2033
    subset_data_1 = lgb_train.subset(subset_index_1)
2034
    subset_index_2 = rng.choice(a=np.arange(50), size=20, replace=False)
2035
    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
2042
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    lgb_train_data = str(tmp_path / "lgb_train_data.bin")
    lgb_train.save_binary(lgb_train_data)
    lgb_train_from_file = lgb.Dataset(lgb_train_data, free_raw_data=False)
2045
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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)
2047
    init_gbm_2 = lgb.train(params=params, train_set=subset_data_3, num_boost_round=10, keep_training_booster=True)
2048
    with np.testing.assert_raises_regex(lgb.basic.LightGBMError, "Unknown format of training data"):
2049
        lgb.train(params=params, train_set=subset_data_4, num_boost_round=10, init_model=init_gbm_2)
2050
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    assert lgb_train_from_file.get_data() == lgb_train_data
    assert subset_data_3.get_data() == lgb_train_data
    assert subset_data_4.get_data() == lgb_train_data
2053
2054


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2057
def test_training_on_constructed_subset_without_params(rng):
    X = rng.uniform(size=(100, 10))
    y = rng.uniform(size=(100,))
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    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
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    rng = np.random.default_rng()
    x1_positively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x2_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x3_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
2073
    x = np.column_stack(
2074
2075
        (
            x1_positively_correlated_with_y,
2076
            x2_negatively_correlated_with_y,
2077
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2079
            categorize(x3_negatively_correlated_with_y) if x3_to_category else x3_negatively_correlated_with_y,
        )
    )
2080

2081
2082
    zs = rng.normal(loc=0.0, scale=0.01, size=number_of_dpoints)
    scales = 10.0 * (rng.uniform(size=6) + 0.5)
2083
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    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
    )
2092
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2094
    categorical_features = []
    if x3_to_category:
        categorical_features = [2]
2095
    return lgb.Dataset(x, label=y, categorical_feature=categorical_features, free_raw_data=False)
2096
2097


2098
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2099
2100
@pytest.mark.parametrize("test_with_categorical_variable", [True, False])
def test_monotone_constraints(test_with_categorical_variable):
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2120
    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,
                )
            )
2128
            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)
            ):
2134
                return False
2135
        return True
2136

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2144
    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(" ")
2145
                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)
2157
        has_interaction_flag = np.array([has_interaction(treef) for treef in tree_features])
2158
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        return not has_interaction_flag.any()

2161
    trainset = generate_trainset_for_monotone_constraints_tests(test_with_categorical_variable)
2162
    for test_with_interaction_constraints in [True, False]:
2163
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        error_msg = (
            "Model not correctly constrained "
            f"(test_with_interaction_constraints={test_with_interaction_constraints})"
        )
2167
        for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2168
            params = {
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                "min_data": 20,
                "num_leaves": 20,
                "monotone_constraints": [1, -1, 0],
2172
                "monotone_constraints_method": monotone_constraints_method,
2173
                "use_missing": False,
2174
            }
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2176
            if test_with_interaction_constraints:
                params["interaction_constraints"] = [[0], [1], [2]]
2177
            constrained_model = lgb.train(params, trainset)
2178
            assert is_correctly_constrained(constrained_model, test_with_categorical_variable), error_msg
2179
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2181
            if test_with_interaction_constraints:
                feature_sets = [["Column_0"], ["Column_1"], "Column_2"]
                assert are_interactions_enforced(constrained_model, feature_sets)
2182
2183


2184
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2185
2186
2187
2188
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2192
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
2193
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2195
        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)
2196
2197
2198
2199
2200
2201

    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
2202
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2204
        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
2205
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2207
2208
2209
2210

    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"]:
2211
        params = {
2212
2213
2214
            "max_depth": max_depth,
            "monotone_constraints": monotone_constraints,
            "monotone_penalty": penalization_parameter,
2215
            "monotone_constraints_method": monotone_constraints_method,
2216
        }
2217
2218
2219
        constrained_model = lgb.train(params, trainset, 10)
        dumped_model = constrained_model.dump_model()["tree_info"]
        for tree in dumped_model:
2220
2221
2222
            assert are_first_splits_non_monotone(
                tree["tree_structure"], int(penalization_parameter), monotone_constraints
            )
2223
2224
2225
2226
            assert are_there_monotone_splits(tree["tree_structure"], monotone_constraints)


# test if a penalty as high as the depth indeed prohibits all monotone splits
2227
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2228
2229
2230
2231
2232
2233
2234
2235
2236
2237
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 = {
2238
2239
        "monotone_constraints": monotone_constraints,
        "monotone_penalty": penalization_parameter,
2240
2241
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2243
2244
2245
2246
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2248
        "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)
2249
    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
2250
2251
2252
2253
2254
2255
2256
2257
2258
2259
2260
2261
2262
2263
2264
2265
2266

    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 = {
2267
2268
2269
2270
2271
2272
2273
        "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],
2274
2275
2276
2277
    }
    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
2278
    params["max_bin_by_feature"] = [2, 100]
2279
2280
2281
2282
2283
    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


2284
2285
def test_small_max_bin(rng_fixed_seed):
    y = rng_fixed_seed.choice([0, 1], 100)
2286
    x = np.ones((100, 1))
2287
2288
    x[:30, 0] = -1
    x[60:, 0] = 2
2289
    params = {"objective": "binary", "seed": 0, "min_data_in_leaf": 1, "verbose": -1, "max_bin": 2}
2290
2291
2292
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    x[0, 0] = np.nan
2293
    params["max_bin"] = 3
2294
2295
2296
2297
2298
2299
2300
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)


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)
2301
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1, "min_data": 10}
2302
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2304
2305
2306
2307
2308
2309
    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


2310
def test_refit_dataset_params(rng):
2311
2312
2313
    # 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))
2314
    train_params = {"objective": "binary", "verbose": -1, "seed": 123}
2315
2316
    gbm = lgb.train(train_params, lgb_train, num_boost_round=10)
    non_weight_err_pred = log_loss(y, gbm.predict(X))
2317
    refit_weight = rng.uniform(size=(y.shape[0],))
2318
    dataset_params = {
2319
2320
2321
        "max_bin": 260,
        "min_data_in_bin": 5,
        "data_random_seed": 123,
2322
2323
2324
2325
2326
2327
2328
2329
2330
2331
2332
2333
2334
2335
2336
2337
2338
2339
    }
    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)


2340
@pytest.mark.parametrize("boosting_type", ["rf", "dart"])
2341
2342
2343
def test_mape_for_specific_boosting_types(boosting_type):
    X, y = make_synthetic_regression()
    y = abs(y)
2344
    params = {
2345
2346
2347
2348
2349
2350
2351
        "boosting_type": boosting_type,
        "objective": "mape",
        "verbose": -1,
        "bagging_freq": 1,
        "bagging_fraction": 0.8,
        "feature_fraction": 0.8,
        "boost_from_average": True,
2352
2353
2354
2355
2356
    }
    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    pred = gbm.predict(X)
    pred_mean = pred.mean()
2357
2358
2359
    # 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
2360
2361
2362
2363
2364
2365


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 = {
2366
2367
2368
2369
2370
2371
2372
2373
        "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,
2374
2375
2376
2377
2378
2379
2380
2381
2382
    }
    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():
2383
    params = {"objective": "regression"}
2384
2385
2386
2387
2388
2389
    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():
2390
    params = {"objective": "binary"}
2391
2392
2393
2394
2395
    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():
2396
    params = {"objective": "multiclass", "num_class": 3}
2397
2398
2399
2400
2401
    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():
2402
    params = {"objective": "multiclassova", "num_class": 3}
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
    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)
2417
        params["num_class"] = 4
2418
2419
2420
2421
        return dtrain, dtest, params

    X, y = load_iris(return_X_y=True)
    dataset = lgb.Dataset(X, y, free_raw_data=False)
2422
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
2423
    results = lgb.cv(params, dataset, num_boost_round=10, fpreproc=preprocess_data)
2424
2425
    assert "valid multi_logloss-mean" in results
    assert len(results["valid multi_logloss-mean"]) == 10
2426
2427
2428
2429
2430


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)
2431
2432
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid = lgb.Dataset(X_test, y_test, reference=lgb_train)
2433
2434

    evals_result = {}
2435
2436
2437
2438
2439
2440
2441
2442
2443
2444
2445
2446
2447
2448
2449
2450
2451
2452
2453
2454
2455
    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}
2456
2457

    def get_cv_result(params=params_obj_verbose, **kwargs):
2458
        return lgb.cv(params, lgb_train, num_boost_round=2, **kwargs)
2459
2460

    def train_booster(params=params_obj_verbose, **kwargs):
2461
2462
2463
2464
2465
2466
        lgb.train(
            params,
            lgb_train,
            num_boost_round=2,
            valid_sets=[lgb_valid],
            callbacks=[lgb.record_evaluation(evals_result)],
2467
            **kwargs,
2468
        )
2469

2470
    # no custom objective, no feval
2471
2472
2473
    # default metric
    res = get_cv_result()
    assert len(res) == 2
2474
    assert "valid binary_logloss-mean" in res
2475
2476
2477
2478

    # non-default metric in params
    res = get_cv_result(params=params_obj_metric_err_verbose)
    assert len(res) == 2
2479
    assert "valid binary_error-mean" in res
2480
2481

    # default metric in args
2482
    res = get_cv_result(metrics="binary_logloss")
2483
    assert len(res) == 2
2484
    assert "valid binary_logloss-mean" in res
2485
2486

    # non-default metric in args
2487
    res = get_cv_result(metrics="binary_error")
2488
    assert len(res) == 2
2489
    assert "valid binary_error-mean" in res
2490
2491

    # metric in args overwrites one in params
2492
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error")
2493
    assert len(res) == 2
2494
    assert "valid binary_error-mean" in res
2495

2496
2497
2498
    # metric in args overwrites one in params
    res = get_cv_result(params=params_obj_metric_quant_verbose)
    assert len(res) == 2
2499
    assert "valid quantile-mean" in res
2500

2501
2502
2503
    # multiple metrics in params
    res = get_cv_result(params=params_obj_metric_multi_verbose)
    assert len(res) == 4
2504
2505
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2506
2507

    # multiple metrics in args
2508
    res = get_cv_result(metrics=["binary_logloss", "binary_error"])
2509
    assert len(res) == 4
2510
2511
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2512
2513

    # remove default metric by 'None' in list
2514
    res = get_cv_result(metrics=["None"])
2515
2516
2517
    assert len(res) == 0

    # remove default metric by 'None' aliases
2518
    for na_alias in ("None", "na", "null", "custom"):
2519
2520
2521
        res = get_cv_result(metrics=na_alias)
        assert len(res) == 0

2522
    # custom objective, no feval
2523
    # no default metric
2524
    res = get_cv_result(params=params_dummy_obj_verbose)
2525
2526
2527
    assert len(res) == 0

    # metric in params
2528
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose)
2529
    assert len(res) == 2
2530
    assert "valid binary_error-mean" in res
2531
2532

    # metric in args
2533
    res = get_cv_result(params=params_dummy_obj_verbose, metrics="binary_error")
2534
    assert len(res) == 2
2535
    assert "valid binary_error-mean" in res
2536
2537

    # metric in args overwrites its' alias in params
2538
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, metrics="binary_error")
2539
    assert len(res) == 2
2540
    assert "valid binary_error-mean" in res
2541
2542

    # multiple metrics in params
2543
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose)
2544
    assert len(res) == 4
2545
2546
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2547
2548

    # multiple metrics in args
2549
    res = get_cv_result(params=params_dummy_obj_verbose, metrics=["binary_logloss", "binary_error"])
2550
    assert len(res) == 4
2551
2552
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2553

2554
    # no custom objective, feval
2555
2556
2557
    # default metric with custom one
    res = get_cv_result(feval=constant_metric)
    assert len(res) == 4
2558
2559
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2560
2561
2562
2563

    # 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
2564
2565
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2566
2567

    # default metric in args with custom one
2568
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric)
2569
    assert len(res) == 4
2570
2571
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2572
2573

    # non-default metric in args with custom one
2574
    res = get_cv_result(metrics="binary_error", feval=constant_metric)
2575
    assert len(res) == 4
2576
2577
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2578
2579

    # metric in args overwrites one in params, custom one is evaluated too
2580
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error", feval=constant_metric)
2581
    assert len(res) == 4
2582
2583
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2584
2585
2586
2587

    # multiple metrics in params with custom one
    res = get_cv_result(params=params_obj_metric_multi_verbose, feval=constant_metric)
    assert len(res) == 6
2588
2589
2590
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2591
2592

    # multiple metrics in args with custom one
2593
    res = get_cv_result(metrics=["binary_logloss", "binary_error"], feval=constant_metric)
2594
    assert len(res) == 6
2595
2596
2597
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2598
2599

    # custom metric is evaluated despite 'None' is passed
2600
    res = get_cv_result(metrics=["None"], feval=constant_metric)
2601
    assert len(res) == 2
2602
    assert "valid error-mean" in res
2603

2604
    # custom objective, feval
2605
    # no default metric, only custom one
2606
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric)
2607
    assert len(res) == 2
2608
    assert "valid error-mean" in res
2609
2610

    # metric in params with custom one
2611
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose, feval=constant_metric)
2612
    assert len(res) == 4
2613
2614
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2615
2616

    # metric in args with custom one
2617
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric, metrics="binary_error")
2618
    assert len(res) == 4
2619
2620
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2621
2622

    # metric in args overwrites one in params, custom one is evaluated too
2623
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, feval=constant_metric, metrics="binary_error")
2624
    assert len(res) == 4
2625
2626
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2627
2628

    # multiple metrics in params with custom one
2629
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2630
    assert len(res) == 6
2631
2632
2633
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2634
2635

    # multiple metrics in args with custom one
2636
2637
2638
    res = get_cv_result(
        params=params_dummy_obj_verbose, feval=constant_metric, metrics=["binary_logloss", "binary_error"]
    )
2639
    assert len(res) == 6
2640
2641
2642
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2643
2644

    # custom metric is evaluated despite 'None' is passed
2645
    res = get_cv_result(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2646
    assert len(res) == 2
2647
    assert "valid error-mean" in res
2648

2649
    # no custom objective, no feval
2650
2651
    # default metric
    train_booster()
2652
2653
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2654
2655
2656

    # default metric in params
    train_booster(params=params_obj_metric_log_verbose)
2657
2658
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2659
2660
2661

    # non-default metric in params
    train_booster(params=params_obj_metric_err_verbose)
2662
2663
    assert len(evals_result["valid_0"]) == 1
    assert "binary_error" in evals_result["valid_0"]
2664
2665
2666

    # multiple metrics in params
    train_booster(params=params_obj_metric_multi_verbose)
2667
2668
2669
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2670
2671

    # remove default metric by 'None' aliases
2672
2673
    for na_alias in ("None", "na", "null", "custom"):
        params = {"objective": "binary", "metric": na_alias, "verbose": -1}
2674
2675
2676
        train_booster(params=params)
        assert len(evals_result) == 0

2677
    # custom objective, no feval
2678
    # no default metric
2679
    train_booster(params=params_dummy_obj_verbose)
2680
2681
2682
    assert len(evals_result) == 0

    # metric in params
2683
    train_booster(params=params_dummy_obj_metric_log_verbose)
2684
2685
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2686
2687

    # multiple metrics in params
2688
    train_booster(params=params_dummy_obj_metric_multi_verbose)
2689
2690
2691
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2692

2693
    # no custom objective, feval
2694
2695
    # default metric with custom one
    train_booster(feval=constant_metric)
2696
2697
2698
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2699
2700
2701

    # default metric in params with custom one
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric)
2702
2703
2704
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2705
2706
2707

    # non-default metric in params with custom one
    train_booster(params=params_obj_metric_err_verbose, feval=constant_metric)
2708
2709
2710
    assert len(evals_result["valid_0"]) == 2
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2711
2712
2713

    # multiple metrics in params with custom one
    train_booster(params=params_obj_metric_multi_verbose, feval=constant_metric)
2714
2715
2716
2717
    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"]
2718
2719
2720
2721

    # custom metric is evaluated despite 'None' is passed
    train_booster(params=params_obj_metric_none_verbose, feval=constant_metric)
    assert len(evals_result) == 1
2722
    assert "error" in evals_result["valid_0"]
2723

2724
    # custom objective, feval
2725
    # no default metric, only custom one
2726
    train_booster(params=params_dummy_obj_verbose, feval=constant_metric)
2727
2728
    assert len(evals_result["valid_0"]) == 1
    assert "error" in evals_result["valid_0"]
2729
2730

    # metric in params with custom one
2731
    train_booster(params=params_dummy_obj_metric_log_verbose, feval=constant_metric)
2732
2733
2734
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2735
2736

    # multiple metrics in params with custom one
2737
    train_booster(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2738
2739
2740
2741
    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"]
2742
2743

    # custom metric is evaluated despite 'None' is passed
2744
    train_booster(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2745
    assert len(evals_result) == 1
2746
    assert "error" in evals_result["valid_0"]
2747
2748

    X, y = load_digits(n_class=3, return_X_y=True)
2749
    lgb_train = lgb.Dataset(X, y)
2750

2751
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2752
    for obj_multi_alias in obj_multi_aliases:
2753
        # Custom objective replaces multiclass
2754
2755
2756
2757
2758
        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}
2759
2760
2761
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2762
        assert "valid multi_logloss-mean" in res
2763
2764
2765
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2766
2767
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2768
        # multiclass metric alias with custom one for custom objective
2769
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2770
        assert len(res) == 2
2771
        assert "valid error-mean" in res
2772
        # no metric for invalid class_num
2773
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2774
2775
        assert len(res) == 0
        # custom metric for invalid class_num
2776
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2777
        assert len(res) == 2
2778
        assert "valid error-mean" in res
2779
2780
        # multiclass metric alias with custom one with invalid class_num
        with pytest.raises(lgb.basic.LightGBMError):
2781
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2782
2783
2784
        # multiclass default metric without num_class
        with pytest.raises(lgb.basic.LightGBMError):
            get_cv_result(params_obj_verbose)
2785
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2786
2787
2788
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2789
            assert "valid multi_logloss-mean" in res
2790
        # multiclass metric
2791
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2792
        assert len(res) == 2
2793
        assert "valid multi_error-mean" in res
2794
2795
        # non-valid metric for multiclass objective
        with pytest.raises(lgb.basic.LightGBMError):
2796
2797
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2798
2799
2800
2801
    # 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
2802
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2803
    assert len(res) == 0
2804
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2805
        # multiclass metric alias for custom objective
2806
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2807
        assert len(res) == 2
2808
        assert "valid multi_logloss-mean" in res
2809
    # multiclass metric for custom objective
2810
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2811
    assert len(res) == 2
2812
    assert "valid multi_error-mean" in res
2813
2814
    # binary metric with non-default num_class for custom objective
    with pytest.raises(lgb.basic.LightGBMError):
2815
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2816
2817
2818
2819
2820


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

2821
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2822
2823
2824

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

2825
2826
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2827
2828
2829
2830
2831
2832
2833
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2834
        callbacks=[lgb.record_evaluation(evals_result)],
2835
    )
2836

2837
2838
2839
2840
    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"]
2841
2842


2843
2844
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2845
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2846
    train_dataset = lgb.Dataset(X, y)
2847
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2848
2849
2850
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2851
    assert booster.params["objective"] == "none"
2852
2853
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2854
2855
2856
2857


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2858
    params = {"verbose": -1, "objective": mse_obj}
2859
    lgb_train = lgb.Dataset(X, y)
2860
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2861
2862
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2863
    assert booster.params["objective"] == "none"
2864
    assert mse_error == pytest.approx(286.724194)
2865
2866
2867
2868


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2869
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2870
    train_dataset = lgb.Dataset(X, y)
2871
2872
2873
2874
    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]
2875
2876
2877
2878
2879
2880
2881
    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)
2882
2883
2884
2885
2886
    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]
2887
2888
2889
2890
    assert all(cv_objs)
    assert all(cv_mse_errors)


2891
2892
2893
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2894
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2895

2896
    train_dataset = lgb.Dataset(data=X, label=y)
2897
2898

    cv_results = lgb.cv(
2899
2900
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2901
2902
2903

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2904
2905
2906
2907
2908
2909
    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
2910
2911


2912
2913
2914
2915
2916
2917
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 = {}
2918
    params = {"verbose": -1}
2919
2920
2921
2922
2923
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
2924
        callbacks=[lgb.record_evaluation(evals_result)],
2925
2926
    )

2927
2928
2929
2930
    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
2931
2932


2933
@pytest.mark.parametrize("use_weight", [True, False])
2934
def test_multiclass_custom_objective(use_weight):
2935
2936
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
2937
2938
2939
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
2940
2941
2942

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2943
    weight = np.full_like(y, 2)
2944
    ds = lgb.Dataset(X, y)
2945
2946
    if use_weight:
        ds.set_weight(weight)
2947
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2948
2949
2950
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

2951
    params["objective"] = custom_obj
2952
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
2953
2954
2955
2956
2957
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

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


2958
@pytest.mark.parametrize("use_weight", [True, False])
2959
def test_multiclass_custom_eval(use_weight):
2960
2961
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
2962
2963
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
2964
        return "custom_logloss", loss, False
2965
2966
2967

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2968
2969
2970
2971
    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
    )
2972
2973
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
2974
2975
2976
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
2977
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2978
2979
2980
2981
2982
2983
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
2984
        valid_names=["train", "valid"],
2985
2986
2987
2988
2989
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

2990
2991
    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"])
2992
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
2993
        assert metric == "custom_logloss"
2994
2995
2996
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


2997
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
2998
def test_model_size():
2999
    X, y = make_synthetic_regression()
3000
    data = lgb.Dataset(X, y)
3001
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
3002
3003
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
3004
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
3005
    one_tree_size = len(one_tree)
3006
    one_tree = one_tree.replace("Tree=1", "Tree={}")
3007
3008
3009
    multiplier = 100
    total_trees = multiplier + 2
    try:
3010
3011
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
3012
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
3013
        after_trees = model_str[model_str.find("end of trees") :]
3014
3015
        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}}"
3016
        assert len(new_model_str) > 2**31
3017
        bst.model_from_string(new_model_str)
3018
3019
3020
3021
        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:
3022
        pytest.skipTest("not enough RAM")
3023
3024


3025
3026
3027
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3028
def test_get_split_value_histogram(rng_fixed_seed):
3029
3030
3031
3032
    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])
3033
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
3034
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
3035
    # test XGBoost-style return value
3036
    params = {"feature": 0, "xgboost_style": True}
3037
3038
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
3039
3040
3041
3042
    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)
3043
3044
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
3045
3046
3047
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
3048
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
3049
3050
3051
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
3052
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
3053
3054
3055
3056
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
3057
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
3058
3059
3060
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
3061
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
3062
3063
3064
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
3065
3066
    assert len(hist) == 20
    assert len(bins) == 21
3067
3068
3069
3070
3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
3091
3092
3093
3094
    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
3095
3096
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3097
3098
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3099
3100
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3101
3102
3103
3104
    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])
3105
3106
3107
    # test histogram is disabled for categorical features
    with pytest.raises(lgb.basic.LightGBMError):
        gbm.get_split_value_histogram(2)
3108
3109


3110
3111
3112
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3113
def test_early_stopping_for_only_first_metric():
3114
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3115
        params = {
3116
3117
3118
3119
3120
3121
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3122
        }
3123
3124
3125
3126
3127
3128
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3129
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3130
        )
3131
        assert assumed_iteration == gbm.best_iteration
3132

3133
3134
3135
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3136
        params = {
3137
3138
3139
3140
3141
3142
3143
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3144
        }
3145
3146
3147
3148
3149
3150
3151
        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)],
3152
            eval_train_metric=eval_train_metric,
3153
        )
3154
3155
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3156
    X, y = make_synthetic_regression()
3157
3158
3159
3160
3161
3162
3163
    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
3164
3165
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3166
    iter_valid2_l2 = 15
3167
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3168
3169
3170
3171
    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])

3172
3173
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3174
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3175
3176
3177
3178
3179
3180
3181
    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)
3182
3183
3184
3185
3186
3187
    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)
3188
3189

    # test feval for lgb.train
3190
3191
3192
3193
3194
3195
3196
3197
3198
3199
3200
3201
3202
3203
3204
3205
3206
3207
3208
3209
3210
    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)],
    )
3211
3212

    # test with two valid data for lgb.train
3213
3214
3215
3216
    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)
3217
3218
3219

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3220
3221
3222
3223
3224
3225
    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)
3226
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3227
3228
3229
3230
3231
3232
    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)
3233
3234

    # test feval for lgb.cv
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
3252
3253
3254
3255
    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)],
    )
3256
3257
3258
3259
3260
3261


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 = {
3262
3263
3264
3265
3266
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3267
3268
3269
3270
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3271
    gbm = lgb.train(
3272
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3273
    )
3274
3275
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3276
3277
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3278
3279
3280
3281
3282
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3283
3284
3285
3286
3287
3288
3289
3290
3291
3292
3293
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)
3294
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3295
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3296
        lgb.train(params, lgb_train)
3297
3298


3299
def test_forced_bins():
3300
    x = np.empty((100, 2))
3301
3302
3303
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3304
3305
3306
3307
3308
3309
3310
3311
3312
    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,
    }
3313
3314
3315
3316
3317
3318
3319
3320
3321
3322
    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
3323
    params["forcedbins_filename"] = ""
3324
3325
3326
3327
    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
3328
3329
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3330
    )
3331
    params["max_bin"] = 11
3332
3333
3334
3335
3336
3337
3338
3339
3340
3341
    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
3342
    x = np.empty((99, 2))
3343
3344
3345
    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)
3346
3347
3348
3349
3350
3351
3352
3353
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3354
3355
3356
3357
3358
3359
3360
3361
3362
3363
3364
3365
3366
3367
    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])


3368
def test_dataset_update_params(rng):
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
3413
3414
3415
3416
    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,
    }
3417
3418
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
3438
3439
3440
3441
3442
3443
3444
3445
3446

    # 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
3447
3448
3449
3450
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3451
3452
3453
3454
3455
        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} *"
        )
3456
3457
3458
3459
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


3460
def test_dataset_params_with_reference(rng):
3461
    default_params = {"max_bin": 100}
3462
3463
3464
3465
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
    X_val = rng.uniform(size=(100, 2))
    y_val = rng.uniform(size=(100,))
3466
3467
3468
3469
3470
3471
3472
3473
3474
    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
3475
    X, y = make_synthetic_regression()
3476
    lgb_x = lgb.Dataset(X, label=y)
3477
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3478
3479
3480
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3481
    params["extra_trees"] = True
3482
3483
3484
3485
3486
3487
3488
3489
    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
3490
    X, y = make_synthetic_regression()
3491
    lgb_x = lgb.Dataset(X, label=y)
3492
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3493
3494
3495
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3496
    params["path_smooth"] = 1
3497
3498
3499
3500
3501
3502
    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


3503
def test_trees_to_dataframe(rng):
3504
3505
3506
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3507
3508
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3509
3510
3511
3512
3513
3514

    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()
3515
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3516

3517
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3518
3519
3520

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3521
3522
3523
3524
    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
3525
3526
3527
3528
3529
3530
3531
3532

    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))
3533
    y = rng.uniform(size=(10,))
3534
3535
3536
3537
3538
    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
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
3552
3553
3554
3555
    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",
    ):
3556
3557
3558
3559
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3560
    X, y = make_synthetic_regression(n_samples=200)
3561
3562
3563
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3564
    params = {"verbose": -1, "seed": 0}
3565
3566
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3567
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3568
3569
3570
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3571
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3572
3573
3574
    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
3575
3576
3577
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3578
3579
3580
3581
3582
3583
    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)
3584
3585
3586
3587
3588
    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,
    )
3589
3590


3591
def test_linear_trees_num_threads(rng_fixed_seed):
3592
3593
    # check that number of threads does not affect result
    x = np.arange(0, 1000, 0.1)
3594
    y = 2 * x + rng_fixed_seed.normal(loc=0, scale=0.1, size=(len(x),))
3595
3596
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3597
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3598
3599
3600
3601
3602
3603
3604
3605
    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)


3606
def test_linear_trees(tmp_path, rng_fixed_seed):
3607
3608
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    x = np.arange(0, 100, 0.1)
3609
    y = 2 * x + rng_fixed_seed.normal(0, 0.1, len(x))
3610
3611
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3612
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3613
3614
3615
3616
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3617
    est = lgb.train(
3618
        dict(params, linear_tree=True),
3619
3620
3621
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3622
3623
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3624
    )
3625
    pred2 = est.predict(x)
3626
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3627
3628
3629
3630
3631
3632
3633
3634
    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 = {}
3635
    est = lgb.train(
3636
        dict(params, linear_tree=True),
3637
3638
3639
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3640
3641
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3642
    )
3643
    pred2 = est.predict(x)
3644
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3645
3646
3647
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3648
    est = lgb.train(
3649
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3650
3651
3652
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3653
3654
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3655
    )
3656
    pred = est.predict(x)
3657
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3658
3659
3660
3661
3662
3663
    # 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 = {}
3664
    est = lgb.train(
3665
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3666
3667
3668
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3669
3670
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3671
    )
3672
    pred = est.predict(x)
3673
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3674
3675
3676
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
3677
    lgb_train = lgb.Dataset(x, label=y, categorical_feature=[0])
3678
3679
3680
3681
3682
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
    )
3683
3684
3685
3686
3687
3688
3689
3690
3691
3692
3693
3694
3695
3696
3697
3698
3699
3700
3701
3702
    # 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)
3703
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3704
3705
3706
3707
3708
3709
3710
3711
3712
3713
3714
3715
3716
3717
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=2),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
    train_data = lgb.Dataset(
        X_train,
        label=y_train,
        params=dict(params, num_leaves=60),
        categorical_feature=[0],
    )
    est = lgb.train(params, train_data, num_boost_round=10)
3718
3719


3720
def test_save_and_load_linear(tmp_path):
3721
3722
3723
    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
    )
3724
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3725
3726
3727
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3728
3729
    train_data_1 = lgb.Dataset(X_train, label=y_train, params=params, categorical_feature=[0])
    est_1 = lgb.train(params, train_data_1, num_boost_round=10)
3730
3731
    pred_1 = est_1.predict(X_train)

3732
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3733
3734
3735
3736
3737
3738
    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)

3739
    model_file = str(tmp_path / "model.txt")
3740
3741
3742
3743
3744
3745
    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)


3746
3747
3748
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)
3749
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3750
3751
3752
3753
3754
    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


3755
3756
3757
3758
3759
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)
3760
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3761
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
3762
3763
3764
3765
3766
3767
3768
3769
3770
3771
3772
3773
3774
3775
3776
3777
3778

        # 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)
3779

3780
3781
3782
3783
3784
3785
3786
3787
3788
3789
3790
3791
3792
3793
3794
3795
3796
3797
3798
3799
3800
3801
        # 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
3802
    X, y = make_synthetic_regression()
3803
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3804
3805
3806
3807
3808
3809
3810
    # 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)
3811
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3812
3813
3814
3815
3816
3817
3818
    # 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)
3819
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3820
3821
3822
3823
3824
3825
    # 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)


3826
3827
3828
3829
3830
3831
3832
3833
3834
3835
3836
3837
3838
3839
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3845
3846
3847
3848
3849
3850
3851
3852
3853
@pytest.mark.parametrize("use_init_score", [False, True])
def test_predict_stump(rng, use_init_score):
    X, y = load_breast_cancer(return_X_y=True)
    dataset_kwargs = {"data": X, "label": y}
    if use_init_score:
        dataset_kwargs.update({"init_score": rng.uniform(size=y.shape)})
    bst = lgb.train(
        train_set=lgb.Dataset(**dataset_kwargs),
        params={"objective": "binary", "min_data_in_leaf": X.shape[0]},
        num_boost_round=5,
    )
    # checking prediction from 1 iteration and the whole model, to prevent bugs
    # of the form "a model of n stumps predicts n * initial_score"
    preds_1 = bst.predict(X, raw_score=True, num_iteration=1)
    preds_all = bst.predict(X, raw_score=True)
    if use_init_score:
        # if init_score was provided, a model of stumps should predict all 0s
        all_zeroes = np.full_like(preds_1, fill_value=0.0)
        np.testing.assert_allclose(preds_1, all_zeroes)
        np.testing.assert_allclose(preds_all, all_zeroes)
    else:
        # if init_score was not provided, prediction for a model of stumps should be
        # the "average" of the labels
        y_avg = np.log(y.mean() / (1.0 - y.mean()))
        np.testing.assert_allclose(preds_1, np.full_like(preds_1, fill_value=y_avg))
        np.testing.assert_allclose(preds_all, np.full_like(preds_all, fill_value=y_avg))


3854
3855
3856
def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
3857
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
3858
3859
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
3860
3861
    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]
3862
3863
3864
3865
3866
3867
3868
    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)
3869
3870
    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)
3871
3872
3873
3874
3875
3876


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 = {
3877
3878
3879
3880
3881
3882
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
3883
3884
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
3885
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
3886
3887
3888
3889

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

3890
    booster_params["bagging_fraction"] += 0.1
3891
3892
3893
3894
3895
    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
3896
3897


3898
3899
@pytest.mark.parametrize("linear_tree", [False, True])
def test_dump_model_stump(linear_tree):
3900
    X, y = load_breast_cancer(return_X_y=True)
3901

3902
    train_data = lgb.Dataset(X, label=y)
3903
3904
3905
3906
3907
3908
3909
3910
3911
3912
3913
3914
3915
3916
3917
3918
3919
3920
3921
    params = {"objective": "binary", "verbose": -1, "linear_tree": linear_tree, "min_data_in_leaf": len(y)}
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    tree_structure = dumped_model["tree_info"][0]["tree_structure"]
    assert len(dumped_model["tree_info"]) == 1
    assert "leaf_value" in tree_structure
    assert tree_structure["leaf_count"] == len(y)


def test_dump_model():
    initial_score_offset = 57.5
    X, y = make_synthetic_regression()
    train_data = lgb.Dataset(X, label=y + initial_score_offset)

    params = {
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
    }
3922
    bst = lgb.train(params, train_data, num_boost_round=5)
3923
3924
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    dumped_model_str = str(dumped_model)
3925
3926
3927
3928
3929
    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
3930
3931
3932
3933
3934
3935
3936
3937
3938
3939
3940
3941
3942
3943
3944
3945
3946

    for tree in dumped_model["tree_info"]:
        assert tree["tree_structure"]["internal_value"] != 0

    assert dumped_model["tree_info"][0]["tree_structure"]["internal_value"] == pytest.approx(
        initial_score_offset, abs=1
    )
    assert_all_trees_valid(dumped_model)


def test_dump_model_linear():
    X, y = load_breast_cancer(return_X_y=True)
    params = {
        "objective": "binary",
        "verbose": -1,
        "linear_tree": True,
    }
3947
3948
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
3949
3950
3951
    dumped_model = bst.dump_model(num_iteration=5, start_iteration=0)
    assert_all_trees_valid(dumped_model)
    dumped_model_str = str(dumped_model)
3952
3953
3954
3955
3956
    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
3957
3958
3959
3960


def test_dump_model_hook():
    def hook(obj):
3961
3962
3963
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
3964
3965
3966
3967
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
3968
    params = {"objective": "binary", "verbose": -1}
3969
3970
3971
3972
    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
3973
3974


3975
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
3976
def test_force_split_with_feature_fraction(tmp_path):
3977
    X, y = make_synthetic_regression()
3978
3979
3980
    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)

3981
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
3982
3983
3984
3985
3986
3987
3988
3989
3990
3991

    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,
3992
        "forcedsplits_filename": tmp_split_file,
3993
3994
3995
3996
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
3997
    assert ret < 15.7
3998
3999
4000
4001
4002

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
4003
        assert tree_structure["split_feature"] == 0
4004
4005


4006
4007
4008
4009
4010
4011
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 = {
4012
4013
4014
4015
4016
4017
4018
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4019
    }
4020
    params1 = {**base_params, "boosting": "goss"}
4021
    evals_result1 = {}
4022
4023
4024
4025
    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"}
4026
    evals_result2 = {}
4027
4028
4029
4030
    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"]
4031
4032
4033
4034
4035
4036
4037
4038
4039


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 = {
4040
4041
4042
4043
4044
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
4045
4046
    }

4047
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
4048
    evals_result = {}
4049
4050
4051
4052
    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]
4053
4054
4055
4056
    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)

4057
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
4058
    evals_result = {}
4059
4060
4061
4062
    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]
4063
4064
4065
4066
    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)

4067
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
4068
    evals_result = {}
4069
4070
4071
4072
    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]
4073
4074
4075
4076
    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)

4077
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
4078
    evals_result = {}
4079
4080
4081
4082
    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]
4083
4084
4085
4086
4087
4088
4089
4090
4091
4092
4093
4094
4095
    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

4096
4097
4098
4099
4100
4101
4102
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4103
    evals_result = {}
4104
4105
4106
4107
    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]
4108
4109
4110
4111
    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)

4112
4113
4114
4115
4116
4117
4118
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4119
    evals_result = {}
4120
4121
4122
4123
    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]
4124
4125
4126
4127
4128
4129
    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

4130
4131
4132
4133
4134
4135
4136
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4137
    evals_result = {}
4138
4139
4140
4141
    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]
4142
4143
4144
4145
4146
4147
4148
4149
4150
    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


4151
4152
4153
4154
4155
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4156
    params = {"objective": "l2", "num_leaves": 3}
4157
4158
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
4159
    assert list(eval_result.keys()) == ["training"]
4160
4161
4162
4163
4164
    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)
4165
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4166
4167


4168
@pytest.mark.parametrize("train_metric", [False, True])
4169
4170
4171
4172
4173
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)]
4174
4175
4176
4177
4178
4179
    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"}
4180
    if train_metric:
4181
        expected_datasets.add("train")
4182
4183
4184
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4185
4186
4187
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4188
4189


4190
def test_pandas_with_numpy_regular_dtypes(rng_fixed_seed):
4191
4192
4193
4194
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4195
4196
4197

    n_samples = 100
    # data as float64
4198
4199
    df = pd.DataFrame(
        {
4200
4201
4202
4203
            "x1": rng_fixed_seed.integers(low=0, high=2, size=n_samples),
            "x2": rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x3": 10 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x4": 100 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
4204
4205
        }
    )
4206
    df = df.astype(np.float64)
4207
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4208
    ds = lgb.Dataset(df, y)
4209
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4210
4211
4212
4213
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4214
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4215
4216
4217
4218
4219
4220
    # 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]:
4221
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4222
4223
4224
4225
4226
4227
4228
        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)


4229
def test_pandas_nullable_dtypes(rng_fixed_seed):
4230
4231
4232
    pd = pytest.importorskip("pandas")
    df = pd.DataFrame(
        {
4233
            "x1": rng_fixed_seed.integers(low=1, high=3, size=100),
4234
            "x2": np.linspace(-1, 1, 100),
4235
4236
            "x3": pd.arrays.SparseArray(rng_fixed_seed.integers(low=0, high=11, size=100)),
            "x4": rng_fixed_seed.uniform(size=(100,)) < 0.5,
4237
4238
        }
    )
4239
    # introduce some missing values
4240
4241
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
4242
    # in recent versions of pandas, type 'bool' is incompatible with nan values in x4
4243
    df["x4"] = df["x4"].astype(np.float64)
4244
    df.loc[3, "x4"] = np.nan
4245
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4246
4247
4248
    y = y.fillna(0)

    # train with regular dtypes
4249
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4250
4251
4252
4253
4254
4255
    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()
4256
4257
4258
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4259
4260
4261
4262
4263
4264
4265
4266

    # 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
4267
    assert trees_df["split_feature"].nunique() == df.shape[1]
4268
4269
4270
4271
4272
4273
    # 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)
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def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
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    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,
    )
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    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()
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def test_cegb_split_buffer_clean(rng_fixed_seed):
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    # 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
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    data = rng_fixed_seed.standard_normal(size=(R, C))
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    for i in range(1, C):
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        data[i] += data[0] * rng_fixed_seed.standard_normal()
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    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 = {
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        "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,
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    }

    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
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def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
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        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
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    }
    lgb.train(params, ds, num_boost_round=1)
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    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. Current value: verbosity=0"
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    stdout = capsys.readouterr().out
    assert expected_msg in stdout


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def test_verbosity_is_respected_when_using_custom_objective(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
        "objective": mse_obj,
        "nonsense": 123,
        "num_leaves": 3,
    }
    lgb.train({**params, "verbosity": -1}, ds, num_boost_round=1)
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    assert_silent(capsys)
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    lgb.train({**params, "verbosity": 0}, ds, num_boost_round=1)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


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@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
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def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
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        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
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        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
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        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
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    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
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        assert re.search(r"\[LightGBM\]", stdout) is None
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def test_cv_only_raises_num_rounds_warning_when_expected(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    base_params = {
        "num_leaves": 5,
        "objective": "regression",
        "verbosity": -1,
    }
    additional_kwargs = {"return_cvbooster": True, "stratified": False}

    # no warning: no aliases, all defaults
    cv_bst = lgb.cv({**base_params}, ds, **additional_kwargs)
    assert all(t == 100 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: no aliases, just num_boost_round
    cv_bst = lgb.cv({**base_params}, ds, num_boost_round=2, **additional_kwargs)
    assert all(t == 2 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (both same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3}, ds, num_boost_round=3, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (different values... value from params should win)
    cv_bst = lgb.cv({**base_params, "n_iter": 4}, ds, num_boost_round=3, **additional_kwargs)
    assert all(t == 4 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 2 aliases (both same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3, "num_iterations": 3}, ds, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # no warning: 4 aliases (all same value)
    cv_bst = lgb.cv({**base_params, "n_iter": 3, "num_trees": 3, "nrounds": 3, "max_iter": 3}, ds, **additional_kwargs)
    assert all(t == 3 for t in cv_bst["cvbooster"].num_trees())
    assert_silent(capsys)

    # warning: 2 aliases (different values... "num_iterations" wins because it's the main param name)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 5 boosting rounds"):
        cv_bst = lgb.cv({**base_params, "n_iter": 6, "num_iterations": 5}, ds, **additional_kwargs)
    assert all(t == 5 for t in cv_bst["cvbooster"].num_trees())
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)

    # warning: 2 aliases (different values... first one in the order from Config::parameter2aliases() wins)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 4 boosting rounds"):
        cv_bst = lgb.cv({**base_params, "n_iter": 4, "max_iter": 5}, ds, **additional_kwargs)["cvbooster"]
    assert all(t == 4 for t in cv_bst.num_trees())
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)


def test_train_only_raises_num_rounds_warning_when_expected(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    base_params = {
        "num_leaves": 5,
        "objective": "regression",
        "verbosity": -1,
    }

    # no warning: no aliases, all defaults
    bst = lgb.train({**base_params}, ds)
    assert bst.num_trees() == 100
    assert_silent(capsys)

    # no warning: no aliases, just num_boost_round
    bst = lgb.train({**base_params}, ds, num_boost_round=2)
    assert bst.num_trees() == 2
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (both same value)
    bst = lgb.train({**base_params, "n_iter": 3}, ds, num_boost_round=3)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # no warning: 1 alias + num_boost_round (different values... value from params should win)
    bst = lgb.train({**base_params, "n_iter": 4}, ds, num_boost_round=3)
    assert bst.num_trees() == 4
    assert_silent(capsys)

    # no warning: 2 aliases (both same value)
    bst = lgb.train({**base_params, "n_iter": 3, "num_iterations": 3}, ds)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # no warning: 4 aliases (all same value)
    bst = lgb.train({**base_params, "n_iter": 3, "num_trees": 3, "nrounds": 3, "max_iter": 3}, ds)
    assert bst.num_trees() == 3
    assert_silent(capsys)

    # warning: 2 aliases (different values... "num_iterations" wins because it's the main param name)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 5 boosting rounds"):
        bst = lgb.train({**base_params, "n_iter": 6, "num_iterations": 5}, ds)
    assert bst.num_trees() == 5
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)

    # warning: 2 aliases (different values... first one in the order from Config::parameter2aliases() wins)
    with pytest.warns(UserWarning, match="LightGBM will perform up to 4 boosting rounds"):
        bst = lgb.train({**base_params, "n_iter": 4, "max_iter": 5}, ds)
    assert bst.num_trees() == 4
    # should not be any other logs (except the warning, intercepted by pytest)
    assert_silent(capsys)


4512
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
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def test_validate_features():
    X, y = make_synthetic_regression()
4515
    features = ["x1", "x2", "x3", "x4"]
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    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
4518
    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
4519
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    assert bst.feature_name() == features

    # try to predict with a different feature
4522
    df2 = df.rename(columns={"x3": "z"})
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    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)
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    # 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)
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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=[])


4544
@pytest.mark.parametrize("num_boost_round", [-7, -1, 0])
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def test_train_and_cv_raise_informative_error_for_impossible_num_boost_round(num_boost_round):
    X, y = make_synthetic_regression(n_samples=100)
4547
    error_msg = rf"Number of boosting rounds must be greater than 0\. Got {num_boost_round}\."
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    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
4557
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    with pytest.raises(
        TypeError, match=r"Every item in valid_sets must be a Dataset object\. Item 1 has type 'tuple'\."
    ):
4560
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        lgb.train(
            params={},
            train_set=lgb.Dataset(X, y),
4563
            valid_sets=[lgb.Dataset(X_valid, y), ([1.0], [2.0]), [5.6, 5.7, 5.8]],
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        )


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def test_train_raises_informative_error_for_params_of_wrong_type():
    X, y = make_synthetic_regression()
4569
    params = {"num_leaves": "too-many"}
4570
    dtrain = lgb.Dataset(X, label=y)
4571
    with pytest.raises(lgb.basic.LightGBMError, match='Parameter num_leaves should be of type int, got "too-many"'):
4572
        lgb.train(params, dtrain)
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def test_quantized_training():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, label=y)
4578
    bst_params = {"num_leaves": 15, "verbose": -1, "seed": 0}
4579
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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
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def test_bagging_by_query_in_lambdarank():
    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, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
    params = {"objective": "lambdarank", "verbose": -1, "metric": "ndcg", "ndcg_eval_at": [5]}
    lgb_train = lgb.Dataset(X_train, y_train, group=q_train, params=params)
    lgb_test = lgb.Dataset(X_test, y_test, group=q_test, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score = gbm.best_score["valid_0"]["ndcg@5"]

    params.update({"bagging_by_query": True, "bagging_fraction": 0.1, "bagging_freq": 1})
    gbm_bagging_by_query = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score_bagging_by_query = gbm_bagging_by_query.best_score["valid_0"]["ndcg@5"]

    params.update({"bagging_by_query": False, "bagging_fraction": 0.1, "bagging_freq": 1})
    gbm_no_bagging_by_query = lgb.train(params, lgb_train, num_boost_round=50, valid_sets=[lgb_test])
    ndcg_score_no_bagging_by_query = gbm_no_bagging_by_query.best_score["valid_0"]["ndcg@5"]
    assert ndcg_score_bagging_by_query >= ndcg_score - 0.1
    assert ndcg_score_no_bagging_by_query >= ndcg_score - 0.1