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test_dask.py 68.2 KB
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# coding: utf-8
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"""Tests for lightgbm.dask module"""

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import inspect
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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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from urllib.parse import urlparse
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import pytest
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from sklearn.metrics import accuracy_score, r2_score
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import lightgbm as lgb

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from .utils import sklearn_multiclass_custom_objective

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if platform in {"cygwin", "win32"}:
    pytest.skip("lightgbm.dask is not currently supported on Windows", allow_module_level=True)
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if not lgb.compat.DASK_INSTALLED:
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    pytest.skip("Dask is not installed", allow_module_level=True)
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import dask.array as da
import dask.dataframe as dd
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 scipy.sparse import csc_matrix, csr_matrix
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from scipy.stats import spearmanr
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from sklearn.datasets import make_blobs, make_regression

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from .utils import make_ranking, pickle_obj, unpickle_obj
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tasks = ["binary-classification", "multiclass-classification", "regression", "ranking"]
distributed_training_algorithms = ["data", "voting"]
data_output = ["array", "scipy_csr_matrix", "dataframe", "dataframe-with-categorical"]
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 = {
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    "regression": lgb.DaskLGBMRegressor,
    "binary-classification": lgb.DaskLGBMClassifier,
    "multiclass-classification": lgb.DaskLGBMClassifier,
    "ranking": lgb.DaskLGBMRanker,
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}
task_to_local_factory = {
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    "regression": lgb.LGBMRegressor,
    "binary-classification": lgb.LGBMClassifier,
    "multiclass-classification": lgb.LGBMClassifier,
    "ranking": lgb.LGBMRanker,
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}
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pytestmark = [
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    pytest.mark.skipif(getenv("TASK", "") == "mpi", reason="Fails to run with MPI interface"),
    pytest.mark.skipif(getenv("TASK", "") == "gpu", reason="Fails to run with GPU interface"),
    pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Fails to run with CUDA interface"),
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]


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@pytest.fixture(scope="module")
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def cluster():
    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(scope="module")
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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(scope="module")
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def cluster_three_workers():
    dask_cluster = LocalCluster(n_workers=3, threads_per_worker=1, 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 _get_workers_hostname(cluster: LocalCluster) -> str:
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    one_worker_address = next(iter(cluster.scheduler_info["workers"]))
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    return urlparse(one_worker_address).hostname


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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.
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        X_df = pd.DataFrame(X, columns=[f"feature_{i}" for i in range(X.shape[1])])
        if output == "dataframe-with-categorical":
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            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")
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                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.
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        X_df.set_index("g", inplace=True)
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        dX = dd.from_pandas(X_df, chunksize=chunk_size)

        # separate target, weight from features.
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        dy = dX["y"]
        dw = dX["w"]
        dX = dX.drop(columns=["y", "w"])
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        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.
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        dg = dg.map_partitions(lambda p: p.groupby("g", sort=False).apply(lambda z: z.shape[0]))
    elif output == "array":
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        # 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:
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        raise ValueError("Ranking data creation only supported for Dask arrays and dataframes")
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    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):
    if objective.endswith("classification"):
        if objective == "binary-classification":
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            centers = [[-4, -4], [4, 4]]
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        elif objective == "multiclass-classification":
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            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)
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    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

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    if output == "array":
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        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"):
        X_df = pd.DataFrame(X, columns=[f"feature_{i}" for i in range(X.shape[1])])
        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")
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                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
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            cat_col_is_a = X_df["cat_col0"] == "a"
            if objective == "regression":
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                y = np.where(cat_col_is_a, y, 2 * y)
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            elif objective == "binary-classification":
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                y = np.where(cat_col_is_a, y, 1 - y)
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            elif objective == "multiclass-classification":
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                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")
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        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)
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    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)
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        X = csr_matrix(X)
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    elif output == "scipy_csc_matrix":
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        dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csc_matrix)
        dy = da.from_array(y, chunks=chunk_size)
        dw = da.from_array(weights, chunk_size)
        X = csc_matrix(X)
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    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):
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    y_true = dy_true.compute()
    y_pred = dy_pred.compute()
    numerator = ((y_true - y_pred) ** 2).sum(axis=0)
    denominator = ((y_true - y_true.mean(axis=0)) ** 2).sum(axis=0)
    return 1 - numerator / denominator
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def _accuracy_score(dy_true, dy_pred):
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    y_true = dy_true.compute()
    y_pred = dy_pred.compute()
    return (y_true == y_pred).mean()
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def _constant_metric(y_true, y_pred):
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    metric_name = "constant_metric"
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    value = 0.708
    is_higher_better = False
    return metric_name, value, is_higher_better


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def _objective_least_squares(y_true, y_pred):
    grad = y_pred - y_true
    hess = np.ones(len(y_true))
    return grad, hess


def _objective_logistic_regression(y_true, y_pred):
    y_pred = 1.0 / (1.0 + np.exp(-y_pred))
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess


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@pytest.mark.parametrize("output", data_output)
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification"])
@pytest.mark.parametrize("boosting_type", boosting_types)
@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:
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        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
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        dask_classifier = lgb.DaskLGBMClassifier(client=client, time_out=5, **params)
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        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(
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            dX, pred_early_stop=True, pred_early_stop_margin=1.0, pred_early_stop_freq=2, raw_score=True
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        ).compute()
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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)

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        if boosting_type == "rf":
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            # 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()
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        assert pred_leaf_vals.shape == (X.shape[0], dask_classifier.booster_.num_trees())
        assert np.max(pred_leaf_vals) <= params["num_leaves"]
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        assert np.min(pred_leaf_vals) >= 0
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        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
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
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            tree_df = dask_classifier.booster_.trees_to_dataframe()
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            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
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            assert node_uses_cat_col.sum() > 0
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            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == "=="
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@pytest.mark.parametrize("output", data_output + ["scipy_csc_matrix"])
@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:
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        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(client=client, time_out=5, tree_learner="data", **params)
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        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
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        preds_with_contrib = dask_classifier.predict(dX, pred_contrib=True)
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        local_classifier = lgb.LGBMClassifier(**params)
        local_classifier.fit(X, y, sample_weight=w)
        local_preds_with_contrib = local_classifier.predict(X, pred_contrib=True)

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

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

        preds_with_contrib = preds_with_contrib.compute()
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        if output.startswith("scipy"):
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            preds_with_contrib = preds_with_contrib.toarray()
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        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
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            tree_df = dask_classifier.booster_.trees_to_dataframe()
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            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
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            assert node_uses_cat_col.sum() > 0
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            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == "=="
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        # * 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:
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            assert len(np.unique(preds_with_contrib[:, num_features])) == 1
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        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)


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

        params = {
            "n_estimators": 50,
            "num_leaves": 31,
            "verbose": -1,
            "seed": 708,
            "deterministic": True,
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            "force_col_wise": True,
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        }

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        if task == "binary-classification":
            params.update(
                {
                    "objective": _objective_logistic_regression,
                }
            )
        elif task == "multiclass-classification":
            params.update({"objective": sklearn_multiclass_custom_objective, "num_classes": 3})

        dask_classifier = lgb.DaskLGBMClassifier(client=client, time_out=5, tree_learner="data", **params)
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        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
        dask_classifier_local = dask_classifier.to_local()
        p1_raw = dask_classifier.predict(dX, raw_score=True).compute()
        p1_raw_local = dask_classifier_local.predict(X, raw_score=True)

        local_classifier = lgb.LGBMClassifier(**params)
        local_classifier.fit(X, y, sample_weight=w)
        p2_raw = local_classifier.predict(X, raw_score=True)

        # with a custom objective, prediction result is a raw score instead of predicted class
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        if task == "binary-classification":
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            p1_proba = 1.0 / (1.0 + np.exp(-p1_raw))
            p1_class = (p1_proba > 0.5).astype(np.int64)
            p1_proba_local = 1.0 / (1.0 + np.exp(-p1_raw_local))
            p1_class_local = (p1_proba_local > 0.5).astype(np.int64)
            p2_proba = 1.0 / (1.0 + np.exp(-p2_raw))
            p2_class = (p2_proba > 0.5).astype(np.int64)
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        elif task == "multiclass-classification":
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            p1_proba = np.exp(p1_raw) / np.sum(np.exp(p1_raw), axis=1).reshape(-1, 1)
            p1_class = p1_proba.argmax(axis=1)
            p1_proba_local = np.exp(p1_raw_local) / np.sum(np.exp(p1_raw_local), axis=1).reshape(-1, 1)
            p1_class_local = p1_proba_local.argmax(axis=1)
            p2_proba = np.exp(p2_raw) / np.sum(np.exp(p2_raw), axis=1).reshape(-1, 1)
            p2_class = p2_proba.argmax(axis=1)

        # function should have been preserved
        assert callable(dask_classifier.objective_)
        assert callable(dask_classifier_local.objective_)

        # should correctly classify every sample
        assert_eq(p1_class, y)
        assert_eq(p1_class_local, y)
        assert_eq(p2_class, y)

        # probability estimates should be similar
        assert_eq(p1_proba, p2_proba, atol=0.03)
        assert_eq(p1_proba, p1_proba_local)


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def test_machines_to_worker_map_unparsable_host_names():
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    workers = {"0.0.0.1:80": {}, "0.0.0.2:80": {}}
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    machines = "0.0.0.1:80,0.0.0.2:80"
    with pytest.raises(ValueError, match="Could not parse host name from worker address '0.0.0.1:80'"):
        lgb.dask._machines_to_worker_map(machines=machines, worker_addresses=workers.keys())


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def test_training_does_not_fail_on_port_conflicts(cluster):
    with Client(cluster) as client:
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        _, _, _, _, dX, dy, dw, _ = _create_data("binary-classification", output="array")
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        lightgbm_default_port = 12400
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        workers_hostname = _get_workers_hostname(cluster)
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        with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
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            s.bind((workers_hostname, lightgbm_default_port))
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            dask_classifier = lgb.DaskLGBMClassifier(client=client, time_out=5, n_estimators=5, num_leaves=5)
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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)
@pytest.mark.parametrize("boosting_type", boosting_types)
@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:
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        X, y, w, _, dX, dy, dw, _ = _create_data(objective="regression", output=output)
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        params = {
            "boosting_type": boosting_type,
            "random_state": 42,
            "num_leaves": 31,
            "n_estimators": 20,
        }
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        if boosting_type == "rf":
            params.update(
                {
                    "bagging_freq": 1,
                    "bagging_fraction": 0.9,
                }
            )
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        dask_regressor = lgb.DaskLGBMRegressor(client=client, time_out=5, tree=tree_learner, **params)
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        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()
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        assert pred_leaf_vals.shape == (X.shape[0], dask_regressor.booster_.num_trees())
        assert np.max(pred_leaf_vals) <= params["num_leaves"]
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        assert np.min(pred_leaf_vals) >= 0
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        assert len(np.unique(pred_leaf_vals)) <= params["num_leaves"]
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        assert_eq(p1, y, rtol=0.5, atol=50.0)
        assert_eq(p2, y, rtol=0.5, atol=50.0)
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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
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
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            tree_df = dask_regressor.booster_.trees_to_dataframe()
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            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
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            assert node_uses_cat_col.sum() > 0
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            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:
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        X, y, w, _, dX, dy, dw, _ = _create_data(objective="regression", output=output)
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        params = {"n_estimators": 10, "num_leaves": 10}
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        dask_regressor = lgb.DaskLGBMRegressor(client=client, time_out=5, tree_learner="data", **params)
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        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":
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            preds_with_contrib = preds_with_contrib.toarray()
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        # 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
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
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            tree_df = dask_regressor.booster_.trees_to_dataframe()
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            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
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            assert node_uses_cat_col.sum() > 0
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            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", [0.1, 0.5, 0.9])
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def test_regressor_quantile(output, alpha, cluster):
    with Client(cluster) as client:
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        X, y, w, _, dX, dy, dw, _ = _create_data(objective="regression", output=output)
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        params = {"objective": "quantile", "alpha": alpha, "random_state": 42, "n_estimators": 10, "num_leaves": 10}
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        dask_regressor = lgb.DaskLGBMRegressor(client=client, tree_learner_type="data_parallel", **params)
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        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
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
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            tree_df = dask_regressor.booster_.trees_to_dataframe()
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            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
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            assert node_uses_cat_col.sum() > 0
629
            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_custom_objective(output, cluster):
    with Client(cluster) as client:
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        X, y, w, _, dX, dy, dw, _ = _create_data(objective="regression", output=output)
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        params = {"n_estimators": 10, "num_leaves": 10, "objective": _objective_least_squares}
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        dask_regressor = lgb.DaskLGBMRegressor(client=client, time_out=5, tree_learner="data", **params)
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        dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
        dask_regressor_local = dask_regressor.to_local()
        p1 = dask_regressor.predict(dX)
        p1_local = dask_regressor_local.predict(X)
        s1_local = dask_regressor_local.score(X, y)
        s1 = _r2_score(dy, p1)
        p1 = p1.compute()

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

        # function should have been preserved
        assert callable(dask_regressor.objective_)
        assert callable(dask_regressor_local.objective_)

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

        # local and Dask predictions should be the same
        assert_eq(p1, p1_local)

        # predictions should be better than random
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        assert_precision = {"rtol": 0.5, "atol": 50.0}
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        assert_eq(p1, y, **assert_precision)
        assert_eq(p2, y, **assert_precision)


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@pytest.mark.parametrize("output", ["array", "dataframe", "dataframe-with-categorical"])
@pytest.mark.parametrize("group", [None, group_sizes])
@pytest.mark.parametrize("boosting_type", boosting_types)
@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:
676
        if output == "dataframe-with-categorical":
677
            X, y, w, g, dX, dy, dw, dg = _create_data(
678
                objective="ranking", output=output, group=group, n_features=1, n_informative=1
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            )
        else:
681
            X, y, w, g, dX, dy, dw, dg = _create_data(objective="ranking", output=output, group=group)
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        # rebalance small dask.Array dataset for better performance.
684
        if output == "array":
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            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,
699
            "min_child_samples": 1,
700
        }
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        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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        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()
716
        p1_early_stop_raw = dask_ranker.predict(
717
            dX, pred_early_stop=True, pred_early_stop_margin=1.0, pred_early_stop_freq=2, raw_score=True
718
        ).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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        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()
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        assert pred_leaf_vals.shape == (X.shape[0], dask_ranker.booster_.num_trees())
        assert np.max(pred_leaf_vals) <= params["num_leaves"]
744
        assert np.min(pred_leaf_vals) >= 0
745
        assert len(np.unique(pred_leaf_vals)) <= params["num_leaves"]
746

747
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        # be sure LightGBM actually used at least one categorical column,
        # and that it was correctly treated as a categorical feature
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        if output == "dataframe-with-categorical":
            cat_cols = [col for col in dX.columns if dX.dtypes[col].name == "category"]
751
            tree_df = dask_ranker.booster_.trees_to_dataframe()
752
            node_uses_cat_col = tree_df["split_feature"].isin(cat_cols)
753
            assert node_uses_cat_col.sum() > 0
754
            assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == "=="
755

756

757
@pytest.mark.parametrize("output", ["array", "dataframe", "dataframe-with-categorical"])
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def test_ranker_custom_objective(output, cluster):
    with Client(cluster) as client:
760
        if output == "dataframe-with-categorical":
761
            X, y, w, g, dX, dy, dw, dg = _create_data(
762
                objective="ranking", output=output, group=group_sizes, n_features=1, n_informative=1
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            )
        else:
765
            X, y, w, g, dX, dy, dw, dg = _create_data(objective="ranking", output=output, group=group_sizes)
766
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        # rebalance small dask.Array dataset for better performance.
768
        if output == "array":
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            dX = dX.persist()
            dy = dy.persist()
            dw = dw.persist()
            dg = dg.persist()
            _ = wait([dX, dy, dw, dg])
            client.rebalance()

        params = {
            "random_state": 42,
            "n_estimators": 50,
            "num_leaves": 20,
            "min_child_samples": 1,
781
            "objective": _objective_least_squares,
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        }

784
        dask_ranker = lgb.DaskLGBMRanker(client=client, time_out=5, tree_learner_type="data", **params)
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        dask_ranker = dask_ranker.fit(dX, dy, sample_weight=dw, group=dg)
        rnkvec_dask = dask_ranker.predict(dX).compute()
        dask_ranker_local = dask_ranker.to_local()
        rnkvec_dask_local = dask_ranker_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 with the least-squares objective
        # and should have high rank correlation with scores from serial ranker.
        assert spearmanr(rnkvec_dask, y).correlation > 0.6
        assert spearmanr(rnkvec_dask, rnkvec_local).correlation > 0.8
        assert_eq(rnkvec_dask, rnkvec_dask_local)

        # function should have been preserved
        assert callable(dask_ranker.objective_)
        assert callable(dask_ranker_local.objective_)


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@pytest.mark.parametrize("task", tasks)
@pytest.mark.parametrize("output", data_output)
@pytest.mark.parametrize("eval_sizes", [[0.5, 1, 1.5], [0]])
@pytest.mark.parametrize("eval_names_prefix", ["specified", None])
809
def test_eval_set_no_early_stopping(task, output, eval_sizes, eval_names_prefix, cluster):
810
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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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824

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

        if eval_names_prefix:
825
            eval_names = [f"{eval_names_prefix}_{i}" for i in range(len(eval_sizes))]
826
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        else:
            eval_names = None

        X, y, w, g, dX, dy, dw, dg = _create_data(
830
            objective=task, n_samples=n_samples, output=output, chunk_size=chunk_size
831
832
        )

833
834
        if task == "ranking":
            eval_metrics = ["ndcg"]
835
            eval_at = (5, 6)
836
            eval_metric_names = [f"ndcg@{k}" for k in eval_at]
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            eval_group = []
        else:
            # test eval_class_weight, eval_init_score on binary-classification task.
            # Note: objective's default `metric` will be evaluated in evals_result_ in addition to all eval_metrics.
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            if task == "binary-classification":
                eval_metrics = ["binary_error", "auc"]
                eval_metric_names = ["binary_logloss", "binary_error", "auc"]
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                eval_class_weight = []
                eval_init_score = []
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            elif task == "multiclass-classification":
                eval_metrics = ["multi_error"]
                eval_metric_names = ["multi_logloss", "multi_error"]
            elif task == "regression":
                eval_metrics = ["l1"]
                eval_metric_names = ["l2", "l1"]
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        # create eval_sets by creating new datasets or copying training data.
        for eval_size in eval_sizes:
            if eval_size == 1:
                y_e = y
                dX_e = dX
                dy_e = dy
                dw_e = dw
                dg_e = dg
            else:
                n_eval_samples = max(chunk_size, int(n_samples * eval_size))
                _, y_e, _, _, dX_e, dy_e, dw_e, dg_e = _create_data(
864
                    objective=task, n_samples=n_eval_samples, output=output, chunk_size=chunk_size
865
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                )

            eval_set.append((dX_e, dy_e))
            eval_sample_weight.append(dw_e)
869
            if task == "ranking":
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                eval_group.append(dg_e)

872
            if task == "binary-classification":
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                n_neg = np.sum(y_e == 0)
                n_pos = np.sum(y_e == 1)
                eval_class_weight.append({0: n_neg / n_pos, 1: n_pos / n_neg})
                init_score_value = np.log(np.mean(y_e) / (1 - np.mean(y_e)))
877
                if "dataframe" in output:
878
                    d_init_score = dy_e.map_partitions(lambda x, val=init_score_value: pd.Series([val] * x.size))
879
                else:
880
                    d_init_score = dy_e.map_blocks(lambda x, val=init_score_value: np.repeat(val, x.size))
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                eval_init_score.append(d_init_score)

        fit_trees = 50
885
        params = {"random_state": 42, "n_estimators": fit_trees, "num_leaves": 2}
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        model_factory = task_to_dask_factory[task]
888
        dask_model = model_factory(client=client, **params)
889
890

        fit_params = {
891
892
893
894
895
896
897
            "X": dX,
            "y": dy,
            "eval_set": eval_set,
            "eval_names": eval_names,
            "eval_sample_weight": eval_sample_weight,
            "eval_init_score": eval_init_score,
            "eval_metric": eval_metrics,
898
        }
899
900
901
902
        if task == "ranking":
            fit_params.update({"group": dg, "eval_group": eval_group, "eval_at": eval_at})
        elif task == "binary-classification":
            fit_params.update({"eval_class_weight": eval_class_weight})
903
904

        if eval_sizes == [0]:
905
906
907
908
            with pytest.warns(
                UserWarning,
                match="Worker (.*) was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable.",
            ):
909
910
911
912
913
                dask_model.fit(**fit_params)
        else:
            dask_model = dask_model.fit(**fit_params)

            # total number of trees scales up for ova classifier.
914
            if task == "multiclass-classification":
915
916
917
918
919
920
                model_trees = fit_trees * dask_model.n_classes_
            else:
                model_trees = fit_trees

            # check that early stopping was not applied.
            assert dask_model.booster_.num_trees() == model_trees
921
            assert dask_model.best_iteration_ == 0
922
923
924
925
926
927
928
929
930
931
932
933
934
935

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

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

                # check that each eval_name and metric exists for all eval sets, allowing for the
                # case when a worker receives a fully-padded eval_set component which is not evaluated.
936
                if evals_result[eval_name] != {}:
937
938
939
940
941
942
                    for metric in eval_metric_names:
                        assert metric in evals_result[eval_name]
                        assert metric in best_scores[eval_name]
                        assert len(evals_result[eval_name][metric]) == fit_trees


943
@pytest.mark.parametrize("task", ["binary-classification", "regression", "ranking"])
944
945
946
947
948
def test_eval_set_with_custom_eval_metric(task, cluster):
    with Client(cluster) as client:
        n_samples = 1000
        n_eval_samples = int(n_samples * 0.5)
        chunk_size = 10
949
        output = "array"
950
951

        X, y, w, g, dX, dy, dw, dg = _create_data(
952
            objective=task, n_samples=n_samples, output=output, chunk_size=chunk_size
953
954
        )
        _, _, _, _, dX_e, dy_e, _, dg_e = _create_data(
955
            objective=task, n_samples=n_eval_samples, output=output, chunk_size=chunk_size
956
957
        )

958
        if task == "ranking":
959
            eval_at = (5, 6)
960
961
962
963
964
            eval_metrics = ["ndcg", _constant_metric]
            eval_metric_names = [f"ndcg@{k}" for k in eval_at] + ["constant_metric"]
        elif task == "binary-classification":
            eval_metrics = ["binary_error", "auc", _constant_metric]
            eval_metric_names = ["binary_logloss", "binary_error", "auc", "constant_metric"]
965
        else:
966
967
            eval_metrics = ["l1", _constant_metric]
            eval_metric_names = ["l2", "l1", "constant_metric"]
968
969

        fit_trees = 50
970
        params = {"random_state": 42, "n_estimators": fit_trees, "num_leaves": 2}
971
        model_factory = task_to_dask_factory[task]
972
        dask_model = model_factory(client=client, **params)
973
974

        eval_set = [(dX_e, dy_e)]
975
976
977
        fit_params = {"X": dX, "y": dy, "eval_set": eval_set, "eval_metric": eval_metrics}
        if task == "ranking":
            fit_params.update({"group": dg, "eval_group": [dg_e], "eval_at": eval_at})
978
979
980

        dask_model = dask_model.fit(**fit_params)

981
        eval_name = "valid_0"
982
983
984
985
986
987
988
989
        evals_result = dask_model.evals_result_
        assert len(evals_result) == 1
        assert eval_name in evals_result

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

990
        np.testing.assert_allclose(evals_result[eval_name]["constant_metric"], 0.708)
991
992


993
@pytest.mark.parametrize("task", tasks)
994
995
def test_training_works_if_client_not_provided_or_set_after_construction(task, cluster):
    with Client(cluster) as client:
996
        _, _, _, _, dX, dy, _, dg = _create_data(objective=task, output="array", group=None)
997
998
        model_factory = task_to_dask_factory[task]

999
        params = {"time_out": 5, "n_estimators": 1, "num_leaves": 2}
1000
1001
1002
1003

        # should be able to use the class without specifying a client
        dask_model = model_factory(**params)
        assert dask_model.client is None
1004
        with pytest.raises(lgb.compat.LGBMNotFittedError, match="Cannot access property client_ before calling fit"):
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
            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

1028
        with pytest.raises(lgb.compat.LGBMNotFittedError, match="Cannot access property client_ before calling fit"):
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
            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_
1046
1047


1048
1049
1050
1051
1052
1053
@pytest.mark.parametrize("serializer", ["pickle", "joblib", "cloudpickle"])
@pytest.mark.parametrize("task", tasks)
@pytest.mark.parametrize("set_client", [True, False])
def test_model_and_local_version_are_picklable_whether_or_not_client_set_explicitly(
    serializer, task, set_client, tmp_path, cluster, cluster2
):
1054
    with Client(cluster) as client1:
1055
        # data on cluster1
1056
        X_1, _, _, _, dX_1, dy_1, _, dg_1 = _create_data(objective=task, output="array", group=None)
1057

1058
        with Client(cluster2) as client2:
1059
            # create identical data on cluster2
1060
            X_2, _, _, _, dX_2, dy_2, _, dg_2 = _create_data(objective=task, output="array", group=None)
1061

1062
1063
            model_factory = task_to_dask_factory[task]

1064
            params = {"time_out": 5, "n_estimators": 1, "num_leaves": 2}
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077

            # 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
1078
            else:
1079
1080
                assert dask_model.client is None

1081
1082
1083
            with pytest.raises(
                lgb.compat.LGBMNotFittedError, match="Cannot access property client_ before calling fit"
            ):
1084
1085
1086
1087
1088
                dask_model.client_

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

1089
            tmp_file = tmp_path / "model-1.pkl"
1090
1091
            pickle_obj(obj=dask_model, filepath=tmp_file, serializer=serializer)
            model_from_disk = unpickle_obj(filepath=tmp_file, serializer=serializer)
1092

1093
            local_tmp_file = tmp_path / "local-model-1.pkl"
1094
1095
            pickle_obj(obj=local_model, filepath=local_tmp_file, serializer=serializer)
            local_model_from_disk = unpickle_obj(filepath=local_tmp_file, serializer=serializer)
1096
1097
1098
1099
1100
1101
1102
1103

            assert model_from_disk.client is None

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

1104
1105
1106
            with pytest.raises(
                lgb.compat.LGBMNotFittedError, match="Cannot access property client_ before calling fit"
            ):
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
                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_

1133
            tmp_file2 = tmp_path / "model-2.pkl"
1134
1135
            pickle_obj(obj=dask_model, filepath=tmp_file2, serializer=serializer)
            fitted_model_from_disk = unpickle_obj(filepath=tmp_file2, serializer=serializer)
1136

1137
            local_tmp_file2 = tmp_path / "local-model-2.pkl"
1138
1139
            pickle_obj(obj=local_model, filepath=local_tmp_file2, serializer=serializer)
            local_fitted_model_from_disk = unpickle_obj(filepath=local_tmp_file2, serializer=serializer)
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177

            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)
1178
1179


1180
1181
1182
1183
1184
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(
1185
            client=client, time_out=5, tree_learner="some-nonsense-value", n_estimators=1, num_leaves=2
1186
        )
1187
        with pytest.warns(UserWarning, match="Parameter tree_learner set to some-nonsense-value"):
1188
            dask_regressor = dask_regressor.fit(X, y)
1189

1190
        assert dask_regressor.fitted_
1191

1192

1193
@pytest.mark.parametrize("tree_learner", ["data_parallel", "voting_parallel"])
1194
1195
def test_training_respects_tree_learner_aliases(tree_learner, cluster):
    with Client(cluster) as client:
1196
1197
        task = "regression"
        _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output="array")
1198
        dask_factory = task_to_dask_factory[task]
1199
        dask_model = dask_factory(client=client, tree_learner=tree_learner, time_out=5, n_estimators=10, num_leaves=15)
1200
1201
1202
        dask_model.fit(dX, dy, sample_weight=dw, group=dg)

        assert dask_model.fitted_
1203
        assert dask_model.get_params()["tree_learner"] == tree_learner
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213


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(
1214
            client=client, time_out=5, tree_learner="feature_parallel", n_estimators=1, num_leaves=2
1215
        )
1216
        with pytest.raises(lgb.basic.LightGBMError, match="Do not support feature parallel in c api"):
1217
1218
1219
1220
1221
            dask_regressor = dask_regressor.fit(X, y)


def test_errors(cluster):
    with Client(cluster) as client:
1222

1223
        def f(part):
1224
            raise Exception("foo")
1225
1226
1227
1228

        df = dd.demo.make_timeseries()
        df = df.map_partitions(f, meta=df._meta)
        with pytest.raises(Exception) as info:
1229
1230
            lgb.dask._train(client=client, data=df, label=df.x, params={}, model_factory=lgb.LGBMClassifier)
            assert "foo" in str(info.value)
1231
1232


1233
1234
@pytest.mark.parametrize("task", tasks)
@pytest.mark.parametrize("output", data_output)
1235
def test_training_succeeds_even_if_some_workers_do_not_have_any_data(task, output, cluster_three_workers):
1236
1237
    if task == "ranking" and output == "scipy_csr_matrix":
        pytest.skip("LGBMRanker is not currently tested on sparse matrices")
1238

1239
1240
    with Client(cluster_three_workers) as client:
        _, y, _, _, dX, dy, dw, dg = _create_data(
1241
1242
            objective=task,
            output=output,
1243
1244
1245
            group=None,
            n_samples=1_000,
            chunk_size=200,
1246
1247
1248
1249
        )

        dask_model_factory = task_to_dask_factory[task]

1250
        workers = list(client.scheduler_info()["workers"].keys())
1251
1252
1253
1254
1255
1256
1257
        assert len(workers) == 3
        first_two_workers = workers[:2]

        dX = client.persist(dX, workers=first_two_workers)
        dy = client.persist(dy, workers=first_two_workers)
        dw = client.persist(dw, workers=first_two_workers)
        wait([dX, dy, dw])
1258

1259
1260
1261
1262
1263
1264
        workers_with_data = set()
        for coll in (dX, dy, dw):
            for with_data in client.who_has(coll).values():
                workers_with_data.update(with_data)
                assert workers[2] not in with_data
        assert len(workers_with_data) == 2
1265
1266

        params = {
1267
1268
1269
1270
            "time_out": 5,
            "random_state": 42,
            "num_leaves": 10,
            "n_estimators": 20,
1271
1272
        }

1273
        dask_model = dask_model_factory(tree="data", client=client, **params)
1274
1275
        dask_model.fit(dX, dy, group=dg, sample_weight=dw)
        dask_preds = dask_model.predict(dX).compute()
1276
        if task == "regression":
1277
            score = r2_score(y, dask_preds)
1278
        elif task.endswith("classification"):
1279
            score = accuracy_score(y, dask_preds)
1280
        else:
1281
1282
            score = spearmanr(dask_preds, y).correlation
        assert score > 0.9
1283
1284


1285
@pytest.mark.parametrize("task", tasks)
1286
1287
def test_network_params_not_required_but_respected_if_given(task, listen_port, cluster):
    with Client(cluster) as client:
1288
        _, _, _, _, dX, dy, _, dg = _create_data(objective=task, output="array", chunk_size=10, group=None)
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302

        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()
1303
1304
        assert "local_listen_port" not in params
        assert "machines" not in params
1305
1306

        # model 2 - machines given
1307
        workers = list(client.scheduler_info()["workers"])
1308
        workers_hostname = _get_workers_hostname(cluster)
1309
1310
1311
        remote_sockets, open_ports = lgb.dask._assign_open_ports_to_workers(client, workers)
        for s in remote_sockets.values():
            s.release()
1312
1313
1314
        dask_model2 = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
1315
            machines=",".join([f"{workers_hostname}:{port}" for port in open_ports.values()]),
1316
1317
1318
1319
1320
        )

        dask_model2.fit(dX, dy, group=dg)
        assert dask_model2.fitted_
        params = dask_model2.get_params()
1321
1322
        assert "local_listen_port" not in params
        assert "machines" in params
1323
1324
1325
1326

        # 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
1327
        dask_model3 = dask_model_factory(n_estimators=5, num_leaves=5, local_listen_port=listen_port)
1328
1329
1330
        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)
1331
1332


1333
@pytest.mark.parametrize("task", tasks)
1334
def test_machines_should_be_used_if_provided(task, cluster):
1335
    pytest.skip("skipping due to timeout issues discussed in https://github.com/microsoft/LightGBM/issues/5390")
1336
    with Client(cluster) as client:
1337
        _, _, _, _, dX, dy, _, dg = _create_data(objective=task, output="array", chunk_size=10, group=None)
1338
1339

        dask_model_factory = task_to_dask_factory[task]
1340
1341

        # rebalance data to be sure that each worker has a piece of the data
1342
        client.rebalance()
1343

1344
        n_workers = len(client.scheduler_info()["workers"])
1345
        assert n_workers > 1
1346
        workers_hostname = _get_workers_hostname(cluster)
1347
        open_ports = lgb.dask._find_n_open_ports(n_workers)
1348
1349
1350
        dask_model = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
1351
            machines=",".join([f"{workers_hostname}:{port}" for port in open_ports]),
1352
1353
1354
1355
        )

        # test that "machines" is actually respected by creating a socket that uses
        # one of the ports mentioned in "machines"
1356
        error_msg = f"Binding port {open_ports[0]} failed"
1357
1358
        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
1359
                s.bind((workers_hostname, open_ports[0]))
1360
                dask_model.fit(dX, dy, group=dg)
1361

1362
1363
1364
        # The above error leaves a worker waiting
        client.restart()

1365
        # an informative error should be raised if "machines" has duplicates
1366
        one_open_port = lgb.dask._find_n_open_ports(1)
1367
        dask_model.set_params(machines=",".join([f"127.0.0.1:{one_open_port}" for _ in range(n_workers)]))
1368
1369
1370
        with pytest.raises(ValueError, match="Found duplicates in 'machines'"):
            dask_model.fit(dX, dy, group=dg)

1371

1372
@pytest.mark.parametrize(
1373
    "dask_est,sklearn_est",
1374
1375
1376
    [
        (lgb.DaskLGBMClassifier, lgb.LGBMClassifier),
        (lgb.DaskLGBMRegressor, lgb.LGBMRegressor),
1377
1378
        (lgb.DaskLGBMRanker, lgb.LGBMRanker),
    ],
1379
)
1380
1381
1382
1383
1384
def test_dask_classes_and_sklearn_equivalents_have_identical_constructors_except_client_arg(dask_est, sklearn_est):
    dask_spec = inspect.getfullargspec(dask_est)
    sklearn_spec = inspect.getfullargspec(sklearn_est)

    # should not allow for any varargs
1385
    assert dask_spec.varargs == sklearn_spec.varargs
1386
1387
1388
1389
    assert dask_spec.varargs is None

    # the only varkw should be **kwargs,
    # for pass-through to parent classes' __init__()
1390
    assert dask_spec.varkw == sklearn_spec.varkw
1391
    assert dask_spec.varkw == "kwargs"
1392
1393

    # "client" should be the only different, and the final argument
1394
1395
1396
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1400
1401
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1404
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1406
1407
1408
    assert dask_spec.kwonlyargs == [*sklearn_spec.kwonlyargs, "client"]

    # default values for all constructor arguments should be identical
    #
    # NOTE: if LGBMClassifier / LGBMRanker / LGBMRegressor ever override
    #       any of LGBMModel's constructor arguments, this will need to be updated
    assert dask_spec.kwonlydefaults == {**sklearn_spec.kwonlydefaults, "client": None}

    # only positional argument should be 'self'
    assert dask_spec.args == sklearn_spec.args
    assert dask_spec.args == ["self"]
    assert dask_spec.defaults is None

    # get_params() should be identical, except for "client"
    assert dask_est().get_params() == {**sklearn_est().get_params(), "client": None}
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419


@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),
1420
1421
        (lgb.DaskLGBMRanker.predict, lgb.LGBMRanker.predict),
    ],
1422
1423
1424
1425
1426
1427
)
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
1428
    assert dask_spec.args == sklearn_spec.args[: len(dask_spec.args)]
1429
1430
    assert dask_spec.varargs == sklearn_spec.varargs
    if sklearn_spec.varkw:
1431
        assert dask_spec.varkw == sklearn_spec.varkw[: len(dask_spec.varkw)]
1432
1433
1434
1435
1436
    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
1437
1438


1439
@pytest.mark.parametrize("task", tasks)
1440
def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task, cluster):
1441
    with Client(cluster):
1442
        _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output="dataframe", group=None)
1443
1444
1445
1446
1447
1448
1449

        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

1450
        params = {"n_estimators": 1, "num_leaves": 3, "random_state": 0, "time_out": 5}
1451
1452
1453
        model = model_factory(**params)
        model.fit(dX, dy_col_array, sample_weight=dw, group=dg)
        assert model.fitted_
1454
1455


1456
1457
@pytest.mark.parametrize("task", tasks)
@pytest.mark.parametrize("output", data_output)
1458
def test_init_score(task, output, cluster, rng):
1459
1460
    if task == "ranking" and output == "scipy_csr_matrix":
        pytest.skip("LGBMRanker is not currently tested on sparse matrices")
1461

1462
    with Client(cluster) as client:
1463
        _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output=output, group=None)
1464

1465
1466
        model_factory = task_to_dask_factory[task]

1467
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1471
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1476
        params = {
            "n_estimators": 1,
            "num_leaves": 2,
            "time_out": 5,
            "seed": 708,
            "deterministic": True,
            "force_row_wise": True,
            "num_thread": 1,
        }
        num_classes = 1
1477
        if task == "multiclass-classification":
1478
            num_classes = 3
1479

1480
        if output.startswith("dataframe"):
1481
            init_scores = dy.map_partitions(lambda x: pd.DataFrame(rng.uniform(size=(x.size, num_classes))))
1482
        else:
1483
1484
            init_scores = dy.map_blocks(lambda x: rng.uniform(size=(x.size, num_classes)))

1485
        model = model_factory(client=client, **params)
1486
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1495
        model.fit(dX, dy, sample_weight=dw, group=dg)
        pred = model.predict(dX, raw_score=True)

        model_init_score = model_factory(client=client, **params)
        model_init_score.fit(dX, dy, sample_weight=dw, init_score=init_scores, group=dg)
        pred_init_score = model_init_score.predict(dX, raw_score=True)

        # check if init score changes predictions
        with pytest.raises(AssertionError):
            assert_eq(pred, pred_init_score)
1496
1497


1498
def sklearn_checks_to_run():
1499
    check_names = ["check_estimator_get_tags_default_keys", "check_get_params_invariance", "check_set_params"]
1500
1501
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1512
    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())
1513
def test_sklearn_integration(estimator, check, cluster):
1514
    with Client(cluster):
1515
1516
1517
        estimator.set_params(local_listen_port=18000, time_out=5)
        name = type(estimator).__name__
        check(name, estimator)
1518
1519
1520
1521
1522


# 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):
1523
    name = estimator.__class__.__name__
1524
    Estimator = estimator
1525
    sklearn_checks.check_parameters_default_constructible(name, Estimator)
1526
1527


1528
1529
@pytest.mark.parametrize("task", tasks)
@pytest.mark.parametrize("output", data_output)
1530
def test_predict_with_raw_score(task, output, cluster):
1531
1532
    if task == "ranking" and output == "scipy_csr_matrix":
        pytest.skip("LGBMRanker is not currently tested on sparse matrices")
1533

1534
    with Client(cluster) as client:
1535
        _, _, _, _, dX, dy, _, dg = _create_data(objective=task, output=output, group=None)
1536

1537
        model_factory = task_to_dask_factory[task]
1538
        params = {"client": client, "n_estimators": 1, "num_leaves": 2, "time_out": 5, "min_sum_hessian": 0}
1539
1540
1541
1542
1543
1544
        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]
1545
        if task == "multiclass-classification":
1546
1547
            for i in range(model.n_classes_):
                class_df = leaves_df[leaves_df.tree_index == i]
1548
                assert set(raw_predictions[:, i]) == set(class_df["value"])
1549
        else:
1550
            assert set(raw_predictions) == set(leaves_df["value"])
1551

1552
        if task.endswith("classification"):
1553
1554
            pred_proba_raw = model.predict_proba(dX, raw_score=True).compute()
            assert_eq(raw_predictions, pred_proba_raw)
1555
1556


1557
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1563
1564
1565
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1568
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1589
@pytest.mark.parametrize("output", data_output)
@pytest.mark.parametrize("use_init_score", [False, True])
def test_predict_stump(output, use_init_score, cluster, rng):
    with Client(cluster) as client:
        _, _, _, _, dX, dy, _, _ = _create_data(objective="binary-classification", n_samples=1_000, output=output)

        params = {"objective": "binary", "n_estimators": 5, "min_data_in_leaf": 1_000}

        if not use_init_score:
            init_scores = None
        elif output.startswith("dataframe"):
            init_scores = dy.map_partitions(lambda x: pd.DataFrame(rng.uniform(size=x.size)))
        else:
            init_scores = dy.map_blocks(lambda x: rng.uniform(size=x.size))

        model = lgb.DaskLGBMClassifier(client=client, **params)
        model.fit(dX, dy, init_score=init_scores)
        preds_1 = model.predict(dX, raw_score=True, num_iteration=1).compute()
        preds_all = model.predict(dX, raw_score=True).compute()

        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)
            assert_eq(preds_1, all_zeroes)
            assert_eq(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(dy.mean() / (1.0 - dy.mean()))
            assert_eq(preds_1, np.full_like(preds_1, fill_value=y_avg))
            assert_eq(preds_all, np.full_like(preds_all, fill_value=y_avg))


1590
def test_distributed_quantized_training(tmp_path, cluster):
1591
    with Client(cluster) as client:
1592
        X, y, w, _, dX, dy, dw, _ = _create_data(objective="regression", output="array")
1593

1594
        np.savetxt(tmp_path / "data_dask.csv", np.hstack([np.array([y]).T, X]), fmt="%f,%f,%f,%f,%f")
1595
1596

        params = {
1597
            "boosting_type": "gbdt",
1598
1599
            "n_estimators": 50,
            "num_leaves": 31,
1600
1601
1602
1603
            "use_quantized_grad": True,
            "num_grad_quant_bins": 30,
            "quant_train_renew_leaf": True,
            "verbose": -1,
1604
1605
        }

1606
        quant_dask_classifier = lgb.DaskLGBMRegressor(client=client, time_out=5, **params)
1607
1608
1609
1610
1611
        quant_dask_classifier = quant_dask_classifier.fit(dX, dy, sample_weight=dw)
        quant_p1 = quant_dask_classifier.predict(dX)
        quant_rmse = np.sqrt(np.mean((quant_p1.compute() - y) ** 2))

        params["use_quantized_grad"] = False
1612
        dask_classifier = lgb.DaskLGBMRegressor(client=client, time_out=5, **params)
1613
1614
1615
1616
        dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
        p1 = dask_classifier.predict(dX)
        rmse = np.sqrt(np.mean((p1.compute() - y) ** 2))
        assert quant_rmse < rmse + 7.0