test_dask.py 52 KB
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# coding: utf-8
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"""Tests for lightgbm.dask module"""

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import inspect
import pickle
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import random
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import socket
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from itertools import groupby
from os import getenv
from sys import platform
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import pytest
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import lightgbm as lgb

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if not platform.startswith('linux'):
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    pytest.skip('lightgbm.dask is currently supported in Linux environments', allow_module_level=True)
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if not lgb.compat.DASK_INSTALLED:
    pytest.skip('Dask is not installed', allow_module_level=True)
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import cloudpickle
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import dask.array as da
import dask.dataframe as dd
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import joblib
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import numpy as np
import pandas as pd
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import sklearn.utils.estimator_checks as sklearn_checks
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from dask.array.utils import assert_eq
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from dask.distributed import Client, LocalCluster, default_client, wait
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from pkg_resources import parse_version
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from scipy.sparse import csr_matrix
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from scipy.stats import spearmanr
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from sklearn import __version__ as sk_version
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from sklearn.datasets import make_blobs, make_regression

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from .utils import make_ranking

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sk_version = parse_version(sk_version)

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tasks = ['binary-classification', 'multiclass-classification', 'regression', 'ranking']
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distributed_training_algorithms = ['data', 'voting']
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data_output = ['array', 'scipy_csr_matrix', 'dataframe', 'dataframe-with-categorical']
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boosting_types = ['gbdt', 'dart', 'goss', 'rf']
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group_sizes = [5, 5, 5, 10, 10, 10, 20, 20, 20, 50, 50]
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task_to_dask_factory = {
    'regression': lgb.DaskLGBMRegressor,
    'binary-classification': lgb.DaskLGBMClassifier,
    'multiclass-classification': lgb.DaskLGBMClassifier,
    'ranking': lgb.DaskLGBMRanker
}
task_to_local_factory = {
    'regression': lgb.LGBMRegressor,
    'binary-classification': lgb.LGBMClassifier,
    'multiclass-classification': lgb.LGBMClassifier,
    'ranking': lgb.LGBMRanker
}
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pytestmark = [
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    pytest.mark.skipif(getenv('TASK', '') == 'mpi', reason='Fails to run with MPI interface'),
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    pytest.mark.skipif(getenv('TASK', '') == 'gpu', reason='Fails to run with GPU interface')
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]


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


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


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@pytest.fixture()
def listen_port():
    listen_port.port += 10
    return listen_port.port


listen_port.port = 13000


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def _create_ranking_data(n_samples=100, output='array', chunk_size=50, **kwargs):
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    X, y, g = make_ranking(n_samples=n_samples, random_state=42, **kwargs)
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    rnd = np.random.RandomState(42)
    w = rnd.rand(X.shape[0]) * 0.01
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    g_rle = np.array([len(list(grp)) for _, grp in groupby(g)])
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    if output.startswith('dataframe'):
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        # add target, weight, and group to DataFrame so that partitions abide by group boundaries.
        X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
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        if output == 'dataframe-with-categorical':
            for i in range(5):
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                col_name = f"cat_col{i}"
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                cat_values = rnd.choice(['a', 'b'], X.shape[0])
                cat_series = pd.Series(
                    cat_values,
                    dtype='category'
                )
                X_df[col_name] = cat_series
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        X = X_df.copy()
        X_df = X_df.assign(y=y, g=g, w=w)

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

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

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

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

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


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def _create_data(objective, n_samples=1_000, output='array', chunk_size=500, **kwargs):
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    if objective.endswith('classification'):
        if objective == 'binary-classification':
            centers = [[-4, -4], [4, 4]]
        elif objective == 'multiclass-classification':
            centers = [[-4, -4], [4, 4], [-4, 4]]
        else:
            raise ValueError(f"Unknown classification task '{objective}'")
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        X, y = make_blobs(n_samples=n_samples, centers=centers, random_state=42)
    elif objective == 'regression':
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        X, y = make_regression(n_samples=n_samples, n_features=4, n_informative=2, random_state=42)
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    elif objective == 'ranking':
        return _create_ranking_data(
            n_samples=n_samples,
            output=output,
            chunk_size=chunk_size,
            **kwargs
        )
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    else:
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        raise ValueError(f"Unknown objective '{objective}'")
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    rnd = np.random.RandomState(42)
    weights = rnd.random(X.shape[0]) * 0.01

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

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            # make one categorical feature relevant to the target
            cat_col_is_a = X_df['cat_col0'] == 'a'
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            if objective == 'regression':
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                y = np.where(cat_col_is_a, y, 2 * y)
            elif objective == 'binary-classification':
                y = np.where(cat_col_is_a, y, 1 - y)
            elif objective == 'multiclass-classification':
                n_classes = 3
                y = np.where(cat_col_is_a, y, (1 + y) % n_classes)
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        y_df = pd.Series(y, name='target')
        dX = dd.from_pandas(X_df, chunksize=chunk_size)
        dy = dd.from_pandas(y_df, chunksize=chunk_size)
        dw = dd.from_array(weights, chunksize=chunk_size)
    elif output == 'scipy_csr_matrix':
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        dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csr_matrix)
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        dy = da.from_array(y, chunks=chunk_size)
        dw = da.from_array(weights, chunk_size)
    else:
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        raise ValueError(f"Unknown output type '{output}'")
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    return X, y, weights, None, dX, dy, dw, None
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def _r2_score(dy_true, dy_pred):
    numerator = ((dy_true - dy_pred) ** 2).sum(axis=0, dtype=np.float64)
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    denominator = ((dy_true - dy_true.mean(axis=0)) ** 2).sum(axis=0, dtype=np.float64)
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    return (1 - numerator / denominator).compute()


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


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def _pickle(obj, filepath, serializer):
    if serializer == 'pickle':
        with open(filepath, 'wb') as f:
            pickle.dump(obj, f)
    elif serializer == 'joblib':
        joblib.dump(obj, filepath)
    elif serializer == 'cloudpickle':
        with open(filepath, 'wb') as f:
            cloudpickle.dump(obj, f)
    else:
        raise ValueError(f'Unrecognized serializer type: {serializer}')


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


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@pytest.mark.parametrize('output', data_output)
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@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
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@pytest.mark.parametrize('boosting_type', boosting_types)
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@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
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def test_classifier(output, task, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective=task,
            output=output
        )

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

        dask_classifier = lgb.DaskLGBMClassifier(
            client=client,
            time_out=5,
            **params
        )
        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
        p1 = dask_classifier.predict(dX)
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        p1_raw = dask_classifier.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_classifier.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
        p1_early_stop_raw = dask_classifier.predict(
            dX,
            pred_early_stop=True,
            pred_early_stop_margin=1.0,
            pred_early_stop_freq=2,
            raw_score=True
        )
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        p1_proba = dask_classifier.predict_proba(dX).compute()
        p1_pred_leaf = dask_classifier.predict(dX, pred_leaf=True)
        p1_local = dask_classifier.to_local().predict(X)
        s1 = _accuracy_score(dy, p1)
        p1 = p1.compute()

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

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

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

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

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

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_classifier.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
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@pytest.mark.parametrize('output', data_output)
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@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
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def test_classifier_pred_contrib(output, task, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective=task,
            output=output
        )
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        params = {
            "n_estimators": 10,
            "num_leaves": 10
        }
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        dask_classifier = lgb.DaskLGBMClassifier(
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            client=client,
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            time_out=5,
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            tree_learner='data',
            **params
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        )
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        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
        preds_with_contrib = dask_classifier.predict(dX, pred_contrib=True).compute()

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

        if output == 'scipy_csr_matrix':
            preds_with_contrib = np.array(preds_with_contrib.todense())

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

        # shape depends on whether it is binary or multiclass classification
        num_features = dask_classifier.n_features_
        num_classes = dask_classifier.n_classes_
        if num_classes == 2:
            expected_num_cols = num_features + 1
        else:
            expected_num_cols = (num_features + 1) * num_classes

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

        if num_classes == 2:
            assert len(np.unique(preds_with_contrib[:, num_features]) == 1)
        else:
            for i in range(num_classes):
                base_value_col = num_features * (i + 1) + i
                assert len(np.unique(preds_with_contrib[:, base_value_col]) == 1)


def test_find_random_open_port(cluster):
    with Client(cluster) as client:
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        for _ in range(5):
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            worker_address_to_port = client.run(lgb.dask._find_random_open_port)
            found_ports = worker_address_to_port.values()
            # check that found ports are different for same address (LocalCluster)
            assert len(set(found_ports)) == len(found_ports)
            # check that the ports are indeed open
            for port in found_ports:
                with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
                    s.bind(('', port))


def test_possibly_fix_worker_map(capsys, cluster):
    with Client(cluster) as client:
        worker_addresses = list(client.scheduler_info()["workers"].keys())

        retry_msg = 'Searching for a LightGBM training port for worker'

        # should handle worker maps without any duplicates
        map_without_duplicates = {
            worker_address: 12400 + i
            for i, worker_address in enumerate(worker_addresses)
        }
        patched_map = lgb.dask._possibly_fix_worker_map_duplicates(
            client=client,
            worker_map=map_without_duplicates
        )
        assert patched_map == map_without_duplicates
        assert retry_msg not in capsys.readouterr().out

        # should handle worker maps with duplicates
        map_with_duplicates = {
            worker_address: 12400
            for i, worker_address in enumerate(worker_addresses)
        }
        patched_map = lgb.dask._possibly_fix_worker_map_duplicates(
            client=client,
            worker_map=map_with_duplicates
        )
        assert retry_msg in capsys.readouterr().out
        assert len(set(patched_map.values())) == len(worker_addresses)


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

        lightgbm_default_port = 12400
        with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
            s.bind(('127.0.0.1', lightgbm_default_port))
            dask_classifier = lgb.DaskLGBMClassifier(
                client=client,
                time_out=5,
                n_estimators=5,
                num_leaves=5
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            )
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            for _ in range(5):
                dask_classifier.fit(
                    X=dX,
                    y=dy,
                    sample_weight=dw,
                )
                assert dask_classifier.booster_
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@pytest.mark.parametrize('output', data_output)
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@pytest.mark.parametrize('boosting_type', boosting_types)
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@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
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def test_regressor(output, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

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

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

        s1 = _r2_score(dy, p1)
        p1 = p1.compute()
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        p1_raw = dask_regressor.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_regressor.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
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        p1_local = dask_regressor.to_local().predict(X)
        s1_local = dask_regressor.to_local().score(X, y)

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

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

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

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

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

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

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        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
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@pytest.mark.parametrize('output', data_output)
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def test_regressor_pred_contrib(output, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

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

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

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

        if output == "scipy_csr_matrix":
            preds_with_contrib = np.array(preds_with_contrib.todense())

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

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
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@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('alpha', [.1, .5, .9])
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def test_regressor_quantile(output, alpha, cluster):
    with Client(cluster) as client:
        X, y, w, _, dX, dy, dw, _ = _create_data(
            objective='regression',
            output=output
        )

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

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

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

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

        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_regressor.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
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@pytest.mark.parametrize('output', ['array', 'dataframe', 'dataframe-with-categorical'])
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@pytest.mark.parametrize('group', [None, group_sizes])
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@pytest.mark.parametrize('boosting_type', boosting_types)
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@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
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def test_ranker(output, group, boosting_type, tree_learner, cluster):
    with Client(cluster) as client:
        if output == 'dataframe-with-categorical':
            X, y, w, g, dX, dy, dw, dg = _create_data(
                objective='ranking',
                output=output,
                group=group,
                n_features=1,
                n_informative=1
            )
        else:
            X, y, w, g, dX, dy, dw, dg = _create_data(
                objective='ranking',
                output=output,
                group=group
            )

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

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

        dask_ranker = lgb.DaskLGBMRanker(
            client=client,
            time_out=5,
            tree_learner_type=tree_learner,
            **params
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        )
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        dask_ranker = dask_ranker.fit(dX, dy, sample_weight=dw, group=dg)
        rnkvec_dask = dask_ranker.predict(dX)
        rnkvec_dask = rnkvec_dask.compute()
        p1_pred_leaf = dask_ranker.predict(dX, pred_leaf=True)
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        p1_raw = dask_ranker.predict(dX, raw_score=True).compute()
        p1_first_iter_raw = dask_ranker.predict(dX, start_iteration=0, num_iteration=1, raw_score=True).compute()
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        rnkvec_dask_local = dask_ranker.to_local().predict(X)

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

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

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

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        # pref_leaf values should have the right shape
        # and values that look like valid tree nodes
        pred_leaf_vals = p1_pred_leaf.compute()
        assert pred_leaf_vals.shape == (
            X.shape[0],
            dask_ranker.booster_.num_trees()
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        )
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        assert np.max(pred_leaf_vals) <= params['num_leaves']
        assert np.min(pred_leaf_vals) >= 0
        assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']
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        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
        if output == 'dataframe-with-categorical':
            cat_cols = [
                col for col in dX.columns
                if dX.dtypes[col].name == 'category'
            ]
            tree_df = dask_ranker.booster_.trees_to_dataframe()
            node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
            assert node_uses_cat_col.sum() > 0
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='
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@pytest.mark.parametrize('task', tasks)
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def test_training_works_if_client_not_provided_or_set_after_construction(task, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output='array',
            group=None
        )
        model_factory = task_to_dask_factory[task]

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

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

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

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

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

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

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

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

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

        local_model = dask_model.to_local()
        with pytest.raises(AttributeError):
            local_model.client
            local_model.client_
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@pytest.mark.parametrize('serializer', ['pickle', 'joblib', 'cloudpickle'])
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@pytest.mark.parametrize('task', tasks)
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@pytest.mark.parametrize('set_client', [True, False])
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def test_model_and_local_version_are_picklable_whether_or_not_client_set_explicitly(serializer, task, set_client, tmp_path, cluster, cluster2):
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    with Client(cluster) as client1:
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        # data on cluster1
        X_1, _, _, _, dX_1, dy_1, _, dg_1 = _create_data(
            objective=task,
            output='array',
            group=None
        )

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        with Client(cluster2) as client2:
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            # create identical data on cluster2
            X_2, _, _, _, dX_2, dy_2, _, dg_2 = _create_data(
                objective=task,
                output='array',
                group=None
            )
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            model_factory = task_to_dask_factory[task]

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

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

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

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

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

            tmp_file = str(tmp_path / "model-1.pkl")
            _pickle(
                obj=dask_model,
                filepath=tmp_file,
                serializer=serializer
            )
            model_from_disk = _unpickle(
                filepath=tmp_file,
                serializer=serializer
            )

            local_tmp_file = str(tmp_path / "local-model-1.pkl")
            _pickle(
                obj=local_model,
                filepath=local_tmp_file,
                serializer=serializer
            )
            local_model_from_disk = _unpickle(
                filepath=local_tmp_file,
                serializer=serializer
            )

            assert model_from_disk.client is None

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

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

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

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

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

            tmp_file2 = str(tmp_path / "model-2.pkl")
            _pickle(
                obj=dask_model,
                filepath=tmp_file2,
                serializer=serializer
            )
            fitted_model_from_disk = _unpickle(
                filepath=tmp_file2,
                serializer=serializer
            )

            local_tmp_file2 = str(tmp_path / "local-model-2.pkl")
            _pickle(
                obj=local_model,
                filepath=local_tmp_file2,
                serializer=serializer
            )
            local_fitted_model_from_disk = _unpickle(
                filepath=local_tmp_file2,
                serializer=serializer
            )

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

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

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

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

            assert_eq(preds_orig, preds_loaded_model)
            assert_eq(preds_orig_local, preds_loaded_model_local)
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def test_warns_and_continues_on_unrecognized_tree_learner(cluster):
    with Client(cluster) as client:
        X = da.random.random((1e3, 10))
        y = da.random.random((1e3, 1))
        dask_regressor = lgb.DaskLGBMRegressor(
            client=client,
            time_out=5,
            tree_learner='some-nonsense-value',
            n_estimators=1,
            num_leaves=2
        )
        with pytest.warns(UserWarning, match='Parameter tree_learner set to some-nonsense-value'):
            dask_regressor = dask_regressor.fit(X, y)
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        assert dask_regressor.fitted_
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@pytest.mark.parametrize('tree_learner', ['data_parallel', 'voting_parallel'])
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def test_training_respects_tree_learner_aliases(tree_learner, cluster):
    with Client(cluster) as client:
        task = 'regression'
        _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output='array')
        dask_factory = task_to_dask_factory[task]
        dask_model = dask_factory(
            client=client,
            tree_learner=tree_learner,
            time_out=5,
            n_estimators=10,
            num_leaves=15
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        )
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        dask_model.fit(dX, dy, sample_weight=dw, group=dg)

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


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


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

        df = dd.demo.make_timeseries()
        df = df.map_partitions(f, meta=df._meta)
        with pytest.raises(Exception) as info:
            lgb.dask._train(
                client=client,
                data=df,
                label=df.x,
                params={},
                model_factory=lgb.LGBMClassifier
            )
            assert 'foo' in str(info.value)
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@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
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def test_training_succeeds_even_if_some_workers_do_not_have_any_data(task, output, cluster):
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    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

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    with Client(cluster) as client:
        def collection_to_single_partition(collection):
            """Merge the parts of a Dask collection into a single partition."""
            if collection is None:
                return
            if isinstance(collection, da.Array):
                return collection.rechunk(*collection.shape)
            return collection.repartition(npartitions=1)
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        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )

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

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

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

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

        dask_model = dask_model_factory(tree='data', client=client, **params)
        dask_model.fit(dX, dy, group=dg, sample_weight=dw)
        dask_preds = dask_model.predict(dX).compute()
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        local_model = local_model_factory(**params)
        if task == 'ranking':
            local_model.fit(X, y, group=g, sample_weight=w)
        else:
            local_model.fit(X, y, sample_weight=w)
        local_preds = local_model.predict(X)

        assert assert_eq(dask_preds, local_preds)
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@pytest.mark.parametrize('task', tasks)
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def test_network_params_not_required_but_respected_if_given(task, listen_port, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output='array',
            chunk_size=10,
            group=None
        )

        dask_model_factory = task_to_dask_factory[task]

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

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

        # model 2 - machines given
        n_workers = len(client.scheduler_info()['workers'])
        open_ports = [lgb.dask._find_random_open_port() for _ in range(n_workers)]
        dask_model2 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            machines=",".join([
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                f"127.0.0.1:{port}"
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                for port in open_ports
            ]),
        )

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

        # model 3 - local_listen_port given
        # training should fail because LightGBM will try to use the same
        # port for multiple worker processes on the same machine
        dask_model3 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            local_listen_port=listen_port
        )
        error_msg = "has multiple Dask worker processes running on it"
        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            dask_model3.fit(dX, dy, group=dg)
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@pytest.mark.parametrize('task', tasks)
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def test_machines_should_be_used_if_provided(task, cluster):
    with Client(cluster) as client:
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        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
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            output='array',
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            chunk_size=10,
            group=None
        )
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        dask_model_factory = task_to_dask_factory[task]
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        # rebalance data to be sure that each worker has a piece of the data
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        client.rebalance()
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        n_workers = len(client.scheduler_info()['workers'])
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        assert n_workers > 1
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        open_ports = [lgb.dask._find_random_open_port() for _ in range(n_workers)]
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        dask_model = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            machines=",".join([
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                f"127.0.0.1:{port}"
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                for port in open_ports
            ]),
        )

        # test that "machines" is actually respected by creating a socket that uses
        # one of the ports mentioned in "machines"
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        error_msg = f"Binding port {open_ports[0]} failed"
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        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
                s.bind(('127.0.0.1', open_ports[0]))
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                dask_model.fit(dX, dy, group=dg)
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        # The above error leaves a worker waiting
        client.restart()

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        # an informative error should be raised if "machines" has duplicates
        one_open_port = lgb.dask._find_random_open_port()
        dask_model.set_params(
            machines=",".join([
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                f"127.0.0.1:{one_open_port}"
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                for _ in range(n_workers)
            ])
        )
        with pytest.raises(ValueError, match="Found duplicates in 'machines'"):
            dask_model.fit(dX, dy, group=dg)

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@pytest.mark.parametrize(
    "classes",
    [
        (lgb.DaskLGBMClassifier, lgb.LGBMClassifier),
        (lgb.DaskLGBMRegressor, lgb.LGBMRegressor),
        (lgb.DaskLGBMRanker, lgb.LGBMRanker)
    ]
)
def test_dask_classes_and_sklearn_equivalents_have_identical_constructors_except_client_arg(classes):
    dask_spec = inspect.getfullargspec(classes[0])
    sklearn_spec = inspect.getfullargspec(classes[1])
    assert dask_spec.varargs == sklearn_spec.varargs
    assert dask_spec.varkw == sklearn_spec.varkw
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults

    # "client" should be the only different, and the final argument
    assert dask_spec.args[:-1] == sklearn_spec.args
    assert dask_spec.defaults[:-1] == sklearn_spec.defaults
    assert dask_spec.args[-1] == 'client'
    assert dask_spec.defaults[-1] is None
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@pytest.mark.parametrize(
    "methods",
    [
        (lgb.DaskLGBMClassifier.fit, lgb.LGBMClassifier.fit),
        (lgb.DaskLGBMClassifier.predict, lgb.LGBMClassifier.predict),
        (lgb.DaskLGBMClassifier.predict_proba, lgb.LGBMClassifier.predict_proba),
        (lgb.DaskLGBMRegressor.fit, lgb.LGBMRegressor.fit),
        (lgb.DaskLGBMRegressor.predict, lgb.LGBMRegressor.predict),
        (lgb.DaskLGBMRanker.fit, lgb.LGBMRanker.fit),
        (lgb.DaskLGBMRanker.predict, lgb.LGBMRanker.predict)
    ]
)
def test_dask_methods_and_sklearn_equivalents_have_similar_signatures(methods):
    dask_spec = inspect.getfullargspec(methods[0])
    sklearn_spec = inspect.getfullargspec(methods[1])
    dask_params = inspect.signature(methods[0]).parameters
    sklearn_params = inspect.signature(methods[1]).parameters
    assert dask_spec.args == sklearn_spec.args[:len(dask_spec.args)]
    assert dask_spec.varargs == sklearn_spec.varargs
    if sklearn_spec.varkw:
        assert dask_spec.varkw == sklearn_spec.varkw[:len(dask_spec.varkw)]
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults
    for param in dask_spec.args:
        error_msg = f"param '{param}' has different default values in the methods"
        assert dask_params[param].default == sklearn_params[param].default, error_msg
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1261
@pytest.mark.parametrize('task', tasks)
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def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task, cluster):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, dw, dg = _create_data(
            objective=task,
            output='dataframe',
            group=None
        )

        model_factory = task_to_dask_factory[task]

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

        params = {
            'n_estimators': 1,
            'num_leaves': 3,
            'random_state': 0,
            'time_out': 5
        }
        model = model_factory(**params)
        model.fit(dX, dy_col_array, sample_weight=dw, group=dg)
        assert model.fitted_
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@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
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def test_init_score(task, output, cluster):
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    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

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    with Client(cluster) as client:
        _, _, _, _, dX, dy, dw, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )
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        model_factory = task_to_dask_factory[task]

        params = {
            'n_estimators': 1,
            'num_leaves': 2,
            'time_out': 5
        }
        init_score = random.random()
        # init_scores must be a 1D array, even for multiclass classification
        # where you need to provide 1 score per class for each row in X
        # https://github.com/microsoft/LightGBM/issues/4046
        size_factor = 1
        if task == 'multiclass-classification':
            size_factor = 3  # number of classes

        if output.startswith('dataframe'):
            init_scores = dy.map_partitions(lambda x: pd.Series([init_score] * x.size * size_factor))
        else:
            init_scores = dy.map_blocks(lambda x: np.repeat(init_score, x.size * size_factor))
        model = model_factory(client=client, **params)
        model.fit(dX, dy, sample_weight=dw, init_score=init_scores, group=dg)
        # value of the root node is 0 when init_score is set
        assert model.booster_.trees_to_dataframe()['value'][0] == 0
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def sklearn_checks_to_run():
    check_names = [
        "check_estimator_get_tags_default_keys",
        "check_get_params_invariance",
        "check_set_params"
    ]
    for check_name in check_names:
        check_func = getattr(sklearn_checks, check_name, None)
        if check_func:
            yield check_func


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


@pytest.mark.parametrize("estimator", _tested_estimators())
@pytest.mark.parametrize("check", sklearn_checks_to_run())
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def test_sklearn_integration(estimator, check, cluster):
    with Client(cluster) as client:
        estimator.set_params(local_listen_port=18000, time_out=5)
        name = type(estimator).__name__
        check(name, estimator)
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# this test is separate because it takes a not-yet-constructed estimator
@pytest.mark.parametrize("estimator", list(_tested_estimators()))
def test_parameters_default_constructible(estimator):
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    name = estimator.__class__.__name__
    if sk_version >= parse_version("0.24"):
        Estimator = estimator
    else:
        Estimator = estimator.__class__
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    sklearn_checks.check_parameters_default_constructible(name, Estimator)
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@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
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def test_predict_with_raw_score(task, output, cluster):
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    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

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    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
            output=output,
            group=None
        )
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        model_factory = task_to_dask_factory[task]
        params = {
            'client': client,
            'n_estimators': 1,
            'num_leaves': 2,
            'time_out': 5,
            'min_sum_hessian': 0
        }
        model = model_factory(**params)
        model.fit(dX, dy, group=dg)
        raw_predictions = model.predict(dX, raw_score=True).compute()

        trees_df = model.booster_.trees_to_dataframe()
        leaves_df = trees_df[trees_df.node_depth == 2]
        if task == 'multiclass-classification':
            for i in range(model.n_classes_):
                class_df = leaves_df[leaves_df.tree_index == i]
                assert set(raw_predictions[:, i]) == set(class_df['value'])
        else:
            assert set(raw_predictions) == set(leaves_df['value'])
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        if task.endswith('classification'):
            pred_proba_raw = model.predict_proba(dX, raw_score=True).compute()
            assert_eq(raw_predictions, pred_proba_raw)