basic.py 107 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
3
# pylint: disable = invalid-name, C0111, C0301
# pylint: disable = R0912, R0913, R0914, W0105, W0201, W0212
4
"""Wrapper for C API of LightGBM."""
wxchan's avatar
wxchan committed
5
6
from __future__ import absolute_import

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

import numpy as np
import scipy.sparse

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

wxchan's avatar
wxchan committed
24

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

wxchan's avatar
wxchan committed
34

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

wxchan's avatar
wxchan committed
37

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

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

wxchan's avatar
wxchan committed
49

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

wxchan's avatar
wxchan committed
60

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

wxchan's avatar
wxchan committed
65

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

wxchan's avatar
wxchan committed
70

71
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
72
    """Convert data to numpy 1-D array."""
wxchan's avatar
wxchan committed
73
74
75
76
77
78
79
    if is_numpy_1d_array(data):
        if data.dtype == dtype:
            return data
        else:
            return data.astype(dtype=dtype, copy=False)
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
80
    elif isinstance(data, Series):
81
82
83
84
85
86
        if _get_bad_pandas_dtypes([data.dtypes]):
            raise ValueError('Series.dtypes must be int, float or bool')
        if hasattr(data.values, 'values'):  # SparseArray
            return data.values.values.astype(dtype)
        else:
            return data.values.astype(dtype)
wxchan's avatar
wxchan committed
87
    else:
88
89
        raise TypeError("Wrong type({0}) for {1}.\n"
                        "It should be list, numpy 1-D array or pandas Series".format(type(data).__name__, name))
wxchan's avatar
wxchan committed
90

wxchan's avatar
wxchan committed
91

wxchan's avatar
wxchan committed
92
def cfloat32_array_to_numpy(cptr, length):
93
    """Convert a ctypes float pointer array to a numpy array."""
wxchan's avatar
wxchan committed
94
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
95
        return np.fromiter(cptr, dtype=np.float32, count=length)
wxchan's avatar
wxchan committed
96
    else:
97
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
98

Guolin Ke's avatar
Guolin Ke committed
99

Guolin Ke's avatar
Guolin Ke committed
100
def cfloat64_array_to_numpy(cptr, length):
101
    """Convert a ctypes double pointer array to a numpy array."""
Guolin Ke's avatar
Guolin Ke committed
102
103
104
105
106
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
        return np.fromiter(cptr, dtype=np.float64, count=length)
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
107

wxchan's avatar
wxchan committed
108
def cint32_array_to_numpy(cptr, length):
109
    """Convert a ctypes int pointer array to a numpy array."""
wxchan's avatar
wxchan committed
110
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
111
        return np.fromiter(cptr, dtype=np.int32, count=length)
wxchan's avatar
wxchan committed
112
    else:
113
        raise RuntimeError('Expected int pointer')
wxchan's avatar
wxchan committed
114

wxchan's avatar
wxchan committed
115

116
117
118
119
120
121
122
123
def cint8_array_to_numpy(cptr, length):
    """Convert a ctypes int pointer array to a numpy array."""
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int8)):
        return np.fromiter(cptr, dtype=np.int8, count=length)
    else:
        raise RuntimeError('Expected int pointer')


wxchan's avatar
wxchan committed
124
def c_str(string):
125
    """Convert a Python string to C string."""
wxchan's avatar
wxchan committed
126
127
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
128

wxchan's avatar
wxchan committed
129
def c_array(ctype, values):
130
    """Convert a Python array to C array."""
wxchan's avatar
wxchan committed
131
132
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
133

wxchan's avatar
wxchan committed
134
def param_dict_to_str(data):
135
    """Convert Python dictionary to string, which is passed to C API."""
136
    if data is None or not data:
wxchan's avatar
wxchan committed
137
138
139
        return ""
    pairs = []
    for key, val in data.items():
140
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
wxchan's avatar
wxchan committed
141
            pairs.append(str(key) + '=' + ','.join(map(str, val)))
wxchan's avatar
wxchan committed
142
        elif isinstance(val, string_type) or isinstance(val, numeric_types) or is_numeric(val):
wxchan's avatar
wxchan committed
143
            pairs.append(str(key) + '=' + str(val))
144
        elif val is not None:
145
            raise TypeError('Unknown type of parameter:%s, got:%s'
wxchan's avatar
wxchan committed
146
147
                            % (key, type(val).__name__))
    return ' '.join(pairs)
148

wxchan's avatar
wxchan committed
149

150
class _TempFile(object):
151
152
153
154
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
        return self
wxchan's avatar
wxchan committed
155

156
157
158
    def __exit__(self, exc_type, exc_val, exc_tb):
        if os.path.isfile(self.name):
            os.remove(self.name)
wxchan's avatar
wxchan committed
159

160
161
162
163
    def readlines(self):
        with open(self.name, "r+") as f:
            ret = f.readlines()
        return ret
wxchan's avatar
wxchan committed
164

165
166
    def writelines(self, lines):
        with open(self.name, "w+") as f:
167
            f.writelines(lines)
168

wxchan's avatar
wxchan committed
169

170
class LightGBMError(Exception):
171
172
    """Error thrown by LightGBM."""

173
174
175
176
177
    pass


MAX_INT32 = (1 << 31) - 1

178
"""Macro definition of data type in C API of LightGBM"""
wxchan's avatar
wxchan committed
179
180
181
182
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
183
C_API_DTYPE_INT8 = 4
Guolin Ke's avatar
Guolin Ke committed
184

185
"""Matrix is row major in Python"""
wxchan's avatar
wxchan committed
186
187
C_API_IS_ROW_MAJOR = 1

188
"""Macro definition of prediction type in C API of LightGBM"""
wxchan's avatar
wxchan committed
189
190
191
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2
192
C_API_PREDICT_CONTRIB = 3
wxchan's avatar
wxchan committed
193

194
"""Data type of data field"""
wxchan's avatar
wxchan committed
195
196
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
197
                     "init_score": C_API_DTYPE_FLOAT64,
198
199
200
                     "group": C_API_DTYPE_INT32,
                     "feature_penalty": C_API_DTYPE_FLOAT64,
                     "monotone_constraints": C_API_DTYPE_INT8}
wxchan's avatar
wxchan committed
201

wxchan's avatar
wxchan committed
202

203
def convert_from_sliced_object(data):
204
    """Fix the memory of multi-dimensional sliced object."""
205
    if isinstance(data, np.ndarray) and isinstance(data.base, np.ndarray):
206
        if not data.flags.c_contiguous:
207
208
            warnings.warn("Usage of np.ndarray subset (sliced data) is not recommended "
                          "due to it will double the peak memory cost in LightGBM.")
209
210
211
212
            return np.copy(data)
    return data


wxchan's avatar
wxchan committed
213
def c_float_array(data):
214
    """Get pointer of float numpy array / list."""
wxchan's avatar
wxchan committed
215
216
217
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
218
219
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
220
221
222
223
224
225
226
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
        else:
227
            raise TypeError("Expected np.float32 or np.float64, met type({})"
wxchan's avatar
wxchan committed
228
229
                            .format(data.dtype))
    else:
230
        raise TypeError("Unknown type({})".format(type(data).__name__))
231
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
232

wxchan's avatar
wxchan committed
233

wxchan's avatar
wxchan committed
234
def c_int_array(data):
235
    """Get pointer of int numpy array / list."""
wxchan's avatar
wxchan committed
236
237
238
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
239
240
        data = convert_from_sliced_object(data)
        assert data.flags.c_contiguous
wxchan's avatar
wxchan committed
241
242
243
244
245
246
247
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
            type_data = C_API_DTYPE_INT64
        else:
248
            raise TypeError("Expected np.int32 or np.int64, met type({})"
wxchan's avatar
wxchan committed
249
250
                            .format(data.dtype))
    else:
251
        raise TypeError("Unknown type({})".format(type(data).__name__))
252
    return (ptr_data, type_data, data)  # return `data` to avoid the temporary copy is freed
wxchan's avatar
wxchan committed
253

wxchan's avatar
wxchan committed
254

255
256
257
258
259
260
261
262
263
264
265
def _get_bad_pandas_dtypes(dtypes):
    pandas_dtype_mapper = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                           'int64': 'int', 'uint8': 'int', 'uint16': 'int',
                           'uint32': 'int', 'uint64': 'int', 'bool': 'int',
                           'float16': 'float', 'float32': 'float', 'float64': 'float'}
    bad_indices = [i for i, dtype in enumerate(dtypes) if (dtype.name not in pandas_dtype_mapper
                                                           and (not is_dtype_sparse(dtype)
                                                                or dtype.subtype.name not in pandas_dtype_mapper))]
    return bad_indices


266
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
267
    if isinstance(data, DataFrame):
268
269
        if len(data.shape) != 2 or data.shape[0] < 1:
            raise ValueError('Input data must be 2 dimensional and non empty.')
270
271
        if feature_name == 'auto' or feature_name is None:
            data = data.rename(columns=str)
272
273
        cat_cols = list(data.select_dtypes(include=['category']).columns)
        cat_cols_not_ordered = [col for col in cat_cols if not data[col].cat.ordered]
274
275
276
277
278
        if pandas_categorical is None:  # train dataset
            pandas_categorical = [list(data[col].cat.categories) for col in cat_cols]
        else:
            if len(cat_cols) != len(pandas_categorical):
                raise ValueError('train and valid dataset categorical_feature do not match.')
279
            for col, category in zip_(cat_cols, pandas_categorical):
280
281
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
282
        if len(cat_cols):  # cat_cols is list
283
            data = data.copy()  # not alter origin DataFrame
284
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes).replace({-1: np.nan})
285
286
287
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
288
            if categorical_feature == 'auto':  # use cat cols from DataFrame
289
                categorical_feature = cat_cols_not_ordered
290
291
            else:  # use cat cols specified by user
                categorical_feature = list(categorical_feature)
292
293
        if feature_name == 'auto':
            feature_name = list(data.columns)
294
295
        bad_indices = _get_bad_pandas_dtypes(data.dtypes)
        if bad_indices:
296
            raise ValueError("DataFrame.dtypes for data must be int, float or bool.\n"
297
                             "Did not expect the data types in the following fields: "
298
                             + ', '.join(data.columns[bad_indices]))
299
        data = data.values.astype('float')
300
301
302
303
304
305
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
306
307
308
309
310
311


def _label_from_pandas(label):
    if isinstance(label, DataFrame):
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
312
        if _get_bad_pandas_dtypes(label.dtypes):
313
            raise ValueError('DataFrame.dtypes for label must be int, float or bool')
314
        label = label.values.astype('float').flatten()
315
316
317
    return label


318
319
320
321
322
323
324
325
326
327
328
def _dump_pandas_categorical(pandas_categorical, file_name=None):
    pandas_str = ('\npandas_categorical:'
                  + json.dumps(pandas_categorical, default=json_default_with_numpy)
                  + '\n')
    if file_name is not None:
        with open(file_name, 'a') as f:
            f.write(pandas_str)
    return pandas_str


def _load_pandas_categorical(file_name=None, model_str=None):
329
330
    pandas_key = 'pandas_categorical:'
    offset = -len(pandas_key)
331
    if file_name is not None:
332
333
334
335
336
337
338
339
340
341
342
343
344
        max_offset = -os.path.getsize(file_name)
        with open(file_name, 'rb') as f:
            while True:
                if offset < max_offset:
                    offset = max_offset
                f.seek(offset, os.SEEK_END)
                lines = f.readlines()
                if len(lines) >= 2:
                    break
                offset *= 2
        last_line = decode_string(lines[-1]).strip()
        if not last_line.startswith(pandas_key):
            last_line = decode_string(lines[-2]).strip()
345
    elif model_str is not None:
346
347
348
349
350
351
        idx = model_str.rfind('\n', 0, offset)
        last_line = model_str[idx:].strip()
    if last_line.startswith(pandas_key):
        return json.loads(last_line[len(pandas_key):])
    else:
        return None
352
353


Guolin Ke's avatar
Guolin Ke committed
354
class _InnerPredictor(object):
355
356
357
358
359
360
361
362
    """_InnerPredictor of LightGBM.

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

    Note
    ----
    Can be converted from Booster, but cannot be converted to Booster.
Guolin Ke's avatar
Guolin Ke committed
363
    """
364

365
    def __init__(self, model_file=None, booster_handle=None, pred_parameter=None):
366
        """Initialize the _InnerPredictor.
wxchan's avatar
wxchan committed
367
368
369

        Parameters
        ----------
370
        model_file : string or None, optional (default=None)
wxchan's avatar
wxchan committed
371
            Path to the model file.
372
373
374
375
        booster_handle : object or None, optional (default=None)
            Handle of Booster.
        pred_parameter: dict or None, optional (default=None)
            Other parameters for the prediciton.
wxchan's avatar
wxchan committed
376
377
378
379
380
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
381
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
382
383
384
385
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
386
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
387
388
389
390
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
391
            self.num_total_iteration = out_num_iterations.value
392
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
wxchan's avatar
wxchan committed
393
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
394
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
395
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
396
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
397
398
399
400
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
Guolin Ke's avatar
Guolin Ke committed
401
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
402
403
404
            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
                ctypes.byref(out_num_iterations)))
405
            self.num_total_iteration = out_num_iterations.value
406
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
407
        else:
408
            raise TypeError('Need model_file or booster_handle to create a predictor')
wxchan's avatar
wxchan committed
409

410
411
        pred_parameter = {} if pred_parameter is None else pred_parameter
        self.pred_parameter = param_dict_to_str(pred_parameter)
cbecker's avatar
cbecker committed
412

wxchan's avatar
wxchan committed
413
    def __del__(self):
414
415
416
417
418
        try:
            if self.__is_manage_handle:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
419

420
421
422
423
424
    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

wxchan's avatar
wxchan committed
425
    def predict(self, data, num_iteration=-1,
426
                raw_score=False, pred_leaf=False, pred_contrib=False, data_has_header=False,
wxchan's avatar
wxchan committed
427
                is_reshape=True):
428
        """Predict logic.
wxchan's avatar
wxchan committed
429
430
431

        Parameters
        ----------
432
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
            Data source for prediction.
            When data type is string, it represents the path of txt file.
        num_iteration : int, optional (default=-1)
            Iteration used for prediction.
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
        data_has_header : bool, optional (default=False)
            Whether data has header.
            Used only for txt data.
        is_reshape : bool, optional (default=True)
            Whether to reshape to (nrow, ncol).
wxchan's avatar
wxchan committed
448
449
450

        Returns
        -------
451
452
        result : numpy array
            Prediction result.
wxchan's avatar
wxchan committed
453
        """
wxchan's avatar
wxchan committed
454
        if isinstance(data, Dataset):
455
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
456
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
457
458
459
460
461
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
462
463
        if pred_contrib:
            predict_type = C_API_PREDICT_CONTRIB
wxchan's avatar
wxchan committed
464
        int_data_has_header = 1 if data_has_header else 0
465
466
        if num_iteration > self.num_total_iteration:
            num_iteration = self.num_total_iteration
cbecker's avatar
cbecker committed
467

wxchan's avatar
wxchan committed
468
        if isinstance(data, string_type):
469
            with _TempFile() as f:
wxchan's avatar
wxchan committed
470
471
472
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
                    c_str(data),
Guolin Ke's avatar
Guolin Ke committed
473
474
475
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
                    ctypes.c_int(num_iteration),
476
                    c_str(self.pred_parameter),
wxchan's avatar
wxchan committed
477
478
                    c_str(f.name)))
                lines = f.readlines()
479
480
                nrow = len(lines)
                preds = [float(token) for line in lines for token in line.split('\t')]
Guolin Ke's avatar
Guolin Ke committed
481
                preds = np.array(preds, dtype=np.float64, copy=False)
wxchan's avatar
wxchan committed
482
        elif isinstance(data, scipy.sparse.csr_matrix):
483
            preds, nrow = self.__pred_for_csr(data, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
484
        elif isinstance(data, scipy.sparse.csc_matrix):
485
            preds, nrow = self.__pred_for_csc(data, num_iteration, predict_type)
wxchan's avatar
wxchan committed
486
        elif isinstance(data, np.ndarray):
487
            preds, nrow = self.__pred_for_np2d(data, num_iteration, predict_type)
488
489
490
        elif isinstance(data, list):
            try:
                data = np.array(data)
491
            except BaseException:
492
                raise ValueError('Cannot convert data list to numpy array.')
493
            preds, nrow = self.__pred_for_np2d(data, num_iteration, predict_type)
494
495
        elif isinstance(data, DataTable):
            preds, nrow = self.__pred_for_np2d(data.to_numpy(), num_iteration, predict_type)
wxchan's avatar
wxchan committed
496
497
        else:
            try:
498
                warnings.warn('Converting data to scipy sparse matrix.')
wxchan's avatar
wxchan committed
499
                csr = scipy.sparse.csr_matrix(data)
500
            except BaseException:
501
                raise TypeError('Cannot predict data for type {}'.format(type(data).__name__))
502
            preds, nrow = self.__pred_for_csr(csr, num_iteration, predict_type)
wxchan's avatar
wxchan committed
503
504
        if pred_leaf:
            preds = preds.astype(np.int32)
505
        if is_reshape and preds.size != nrow:
wxchan's avatar
wxchan committed
506
            if preds.size % nrow == 0:
507
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
508
            else:
509
                raise ValueError('Length of predict result (%d) cannot be divide nrow (%d)'
wxchan's avatar
wxchan committed
510
511
512
513
                                 % (preds.size, nrow))
        return preds

    def __get_num_preds(self, num_iteration, nrow, predict_type):
514
        """Get size of prediction result."""
515
516
517
518
519
        if nrow > MAX_INT32:
            raise LightGBMError('LightGBM cannot perform prediction for data'
                                'with number of rows greater than MAX_INT32 (%d).\n'
                                'You can split your data into chunks'
                                'and then concatenate predictions for them' % MAX_INT32)
Guolin Ke's avatar
Guolin Ke committed
520
521
522
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
523
524
525
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
526
527
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
528
529

    def __pred_for_np2d(self, mat, num_iteration, predict_type):
530
        """Predict for a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
531
        if len(mat.shape) != 2:
532
            raise ValueError('Input numpy.ndarray or list must be 2 dimensional')
wxchan's avatar
wxchan committed
533

534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
        def inner_predict(mat, num_iteration, predict_type, preds=None):
            if mat.dtype == np.float32 or mat.dtype == np.float64:
                data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
            else:
                """change non-float data to float data, need to copy"""
                data = np.array(mat.reshape(mat.size), dtype=np.float32)
            ptr_data, type_ptr_data, _ = c_float_array(data)
            n_preds = self.__get_num_preds(num_iteration, mat.shape[0], predict_type)
            if preds is None:
                preds = np.zeros(n_preds, dtype=np.float64)
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterPredictForMat(
                self.handle,
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int(mat.shape[0]),
                ctypes.c_int(mat.shape[1]),
                ctypes.c_int(C_API_IS_ROW_MAJOR),
                ctypes.c_int(predict_type),
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, mat.shape[0]

        nrow = mat.shape[0]
        if nrow > MAX_INT32:
            sections = np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
            n_preds = [self.__get_num_preds(num_iteration, i, predict_type) for i in np.diff([0] + list(sections) + [nrow])]
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
            preds = np.zeros(sum(n_preds), dtype=np.float64)
570
571
            for chunk, (start_idx_pred, end_idx_pred) in zip_(np.array_split(mat, sections),
                                                              zip_(n_preds_sections, n_preds_sections[1:])):
572
573
574
                # avoid memory consumption by arrays concatenation operations
                inner_predict(chunk, num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
            return preds, nrow
wxchan's avatar
wxchan committed
575
        else:
576
            return inner_predict(mat, num_iteration, predict_type)
wxchan's avatar
wxchan committed
577
578

    def __pred_for_csr(self, csr, num_iteration, predict_type):
579
        """Predict for a CSR data."""
580
581
582
583
584
585
586
587
588
589
590
591
        def inner_predict(csr, num_iteration, predict_type, preds=None):
            nrow = len(csr.indptr) - 1
            n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
            if preds is None:
                preds = np.zeros(n_preds, dtype=np.float64)
            elif len(preds.shape) != 1 or len(preds) != n_preds:
                raise ValueError("Wrong length of pre-allocated predict array")
            out_num_preds = ctypes.c_int64(0)

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

592
593
594
            assert csr.shape[1] <= MAX_INT32
            csr.indices = csr.indices.astype(np.int32, copy=False)

595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
            _safe_call(_LIB.LGBM_BoosterPredictForCSR(
                self.handle,
                ptr_indptr,
                ctypes.c_int32(type_ptr_indptr),
                csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
                ptr_data,
                ctypes.c_int(type_ptr_data),
                ctypes.c_int64(len(csr.indptr)),
                ctypes.c_int64(len(csr.data)),
                ctypes.c_int64(csr.shape[1]),
                ctypes.c_int(predict_type),
                ctypes.c_int(num_iteration),
                c_str(self.pred_parameter),
                ctypes.byref(out_num_preds),
                preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
            if n_preds != out_num_preds.value:
                raise ValueError("Wrong length for predict results")
            return preds, nrow
wxchan's avatar
wxchan committed
613

614
615
616
617
618
619
620
621
622
623
624
625
626
627
        nrow = len(csr.indptr) - 1
        if nrow > MAX_INT32:
            sections = [0] + list(np.arange(start=MAX_INT32, stop=nrow, step=MAX_INT32)) + [nrow]
            # __get_num_preds() cannot work with nrow > MAX_INT32, so calculate overall number of predictions piecemeal
            n_preds = [self.__get_num_preds(num_iteration, i, predict_type) for i in np.diff(sections)]
            n_preds_sections = np.array([0] + n_preds, dtype=np.intp).cumsum()
            preds = np.zeros(sum(n_preds), dtype=np.float64)
            for (start_idx, end_idx), (start_idx_pred, end_idx_pred) in zip_(zip_(sections, sections[1:]),
                                                                             zip_(n_preds_sections, n_preds_sections[1:])):
                # avoid memory consumption by arrays concatenation operations
                inner_predict(csr[start_idx:end_idx], num_iteration, predict_type, preds[start_idx_pred:end_idx_pred])
            return preds, nrow
        else:
            return inner_predict(csr, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
628
629

    def __pred_for_csc(self, csc, num_iteration, predict_type):
630
        """Predict for a CSC data."""
Guolin Ke's avatar
Guolin Ke committed
631
        nrow = csc.shape[0]
632
633
        if nrow > MAX_INT32:
            return self.__pred_for_csr(csc.tocsr(), num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
634
635
636
637
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
        preds = np.zeros(n_preds, dtype=np.float64)
        out_num_preds = ctypes.c_int64(0)

638
639
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
640

641
642
643
        assert csc.shape[0] <= MAX_INT32
        csc.indices = csc.indices.astype(np.int32, copy=False)

Guolin Ke's avatar
Guolin Ke committed
644
645
646
        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
647
            ctypes.c_int32(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
648
649
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
650
651
652
653
654
655
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
656
            c_str(self.pred_parameter),
Guolin Ke's avatar
Guolin Ke committed
657
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
658
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
659
        if n_preds != out_num_preds.value:
660
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
661
662
        return preds, nrow

wxchan's avatar
wxchan committed
663

wxchan's avatar
wxchan committed
664
665
class Dataset(object):
    """Dataset in LightGBM."""
666

667
    def __init__(self, data, label=None, reference=None,
668
                 weight=None, group=None, init_score=None, silent=False,
669
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
670
                 free_raw_data=True):
671
        """Initialize Dataset.
672

wxchan's avatar
wxchan committed
673
674
        Parameters
        ----------
675
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse or list of numpy arrays
wxchan's avatar
wxchan committed
676
            Data source of Dataset.
677
            If string, it represents the path to txt file.
678
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
679
680
681
            Label of the data.
        reference : Dataset or None, optional (default=None)
            If this is Dataset for validation, training data should be used as reference.
682
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
683
            Weight for each instance.
684
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
685
            Group/query size for Dataset.
686
        init_score : list, numpy 1-D array, pandas Series or None, optional (default=None)
687
            Init score for Dataset.
688
689
690
691
692
693
694
695
696
        silent : bool, optional (default=False)
            Whether to print messages during construction.
        feature_name : list of strings or 'auto', optional (default="auto")
            Feature names.
            If 'auto' and data is pandas DataFrame, data columns names are used.
        categorical_feature : list of strings or int, or 'auto', optional (default="auto")
            Categorical features.
            If list of int, interpreted as indices.
            If list of strings, interpreted as feature names (need to specify ``feature_name`` as well).
697
            If 'auto' and data is pandas DataFrame, pandas unordered categorical columns are used.
698
            All values in categorical features should be less than int32 max value (2147483647).
699
            Large values could be memory consuming. Consider using consecutive integers starting from zero.
700
            All negative values in categorical features will be treated as missing values.
701
            The output cannot be monotonically constrained with respect to a categorical feature.
Nikita Titov's avatar
Nikita Titov committed
702
        params : dict or None, optional (default=None)
703
            Other parameters for Dataset.
Nikita Titov's avatar
Nikita Titov committed
704
        free_raw_data : bool, optional (default=True)
705
            If True, raw data is freed after constructing inner Dataset.
wxchan's avatar
wxchan committed
706
        """
wxchan's avatar
wxchan committed
707
708
709
710
711
712
        self.handle = None
        self.data = data
        self.label = label
        self.reference = reference
        self.weight = weight
        self.group = group
713
        self.init_score = init_score
wxchan's avatar
wxchan committed
714
715
        self.silent = silent
        self.feature_name = feature_name
716
        self.categorical_feature = categorical_feature
717
        self.params = copy.deepcopy(params)
wxchan's avatar
wxchan committed
718
719
        self.free_raw_data = free_raw_data
        self.used_indices = None
720
        self.need_slice = True
wxchan's avatar
wxchan committed
721
        self._predictor = None
722
        self.pandas_categorical = None
723
        self.params_back_up = None
724
725
        self.feature_penalty = None
        self.monotone_constraints = None
wxchan's avatar
wxchan committed
726
727

    def __del__(self):
728
729
730
731
        try:
            self._free_handle()
        except AttributeError:
            pass
732
733

    def _free_handle(self):
734
        if self.handle is not None:
735
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
736
            self.handle = None
Guolin Ke's avatar
Guolin Ke committed
737
738
739
        self.need_slice = True
        if self.used_indices is not None:
            self.data = None
Nikita Titov's avatar
Nikita Titov committed
740
        return self
wxchan's avatar
wxchan committed
741

Guolin Ke's avatar
Guolin Ke committed
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
    def _set_init_score_by_predictor(self, predictor, data, used_indices=None):
        data_has_header = False
        if isinstance(data, string_type):
            # check data has header or not
            if self.params.get("has_header", False) or self.params.get("header", False):
                data_has_header = True
        init_score = predictor.predict(data,
                                       raw_score=True,
                                       data_has_header=data_has_header,
                                       is_reshape=False)
        num_data = self.num_data()
        if used_indices is not None:
            assert not self.need_slice
            if isinstance(data, string_type):
                sub_init_score = np.zeros(num_data * predictor.num_class, dtype=np.float32)
                assert num_data == len(used_indices)
                for i in range_(len(used_indices)):
                    for j in range_(predictor.num_class):
                        sub_init_score[i * redictor.num_class + j] = init_score[used_indices[i] * redictor.num_class + j]
                init_score = sub_init_score
        if predictor.num_class > 1:
            # need to regroup init_score
            new_init_score = np.zeros(init_score.size, dtype=np.float32)
            for i in range_(num_data):
                for j in range_(predictor.num_class):
                    new_init_score[j * num_data + i] = init_score[i * predictor.num_class + j]
            init_score = new_init_score
        self.set_init_score(init_score)

771
    def _lazy_init(self, data, label=None, reference=None,
772
                   weight=None, group=None, init_score=None, predictor=None,
wxchan's avatar
wxchan committed
773
                   silent=False, feature_name='auto',
774
                   categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
775
776
        if data is None:
            self.handle = None
Nikita Titov's avatar
Nikita Titov committed
777
            return self
Guolin Ke's avatar
Guolin Ke committed
778
779
780
        if reference is not None:
            self.pandas_categorical = reference.pandas_categorical
            categorical_feature = reference.categorical_feature
781
782
783
784
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data,
                                                                                             feature_name,
                                                                                             categorical_feature,
                                                                                             self.pandas_categorical)
wxchan's avatar
wxchan committed
785
        label = _label_from_pandas(label)
Guolin Ke's avatar
Guolin Ke committed
786

787
        # process for args
wxchan's avatar
wxchan committed
788
        params = {} if params is None else params
789
790
791
        args_names = (getattr(self.__class__, '_lazy_init')
                      .__code__
                      .co_varnames[:getattr(self.__class__, '_lazy_init').__code__.co_argcount])
792
793
        for key, _ in params.items():
            if key in args_names:
794
795
796
                warnings.warn('{0} keyword has been found in `params` and will be ignored.\n'
                              'Please use {0} argument of the Dataset constructor to pass this parameter.'
                              .format(key))
797
798
799
        # user can set verbose with params, it has higher priority
        if not any(verbose_alias in params for verbose_alias in ('verbose', 'verbosity')) and silent:
            params["verbose"] = -1
800
        # get categorical features
801
802
803
804
805
806
807
808
809
810
811
812
813
        if categorical_feature is not None:
            categorical_indices = set()
            feature_dict = {}
            if feature_name is not None:
                feature_dict = {name: i for i, name in enumerate(feature_name)}
            for name in categorical_feature:
                if isinstance(name, string_type) and name in feature_dict:
                    categorical_indices.add(feature_dict[name])
                elif isinstance(name, integer_types):
                    categorical_indices.add(name)
                else:
                    raise TypeError("Wrong type({}) or unknown name({}) in categorical_feature"
                                    .format(type(name).__name__, name))
814
            if categorical_indices:
815
                if "categorical_feature" in params or "categorical_column" in params:
816
                    warnings.warn('categorical_feature in param dict is overridden.')
817
818
                    params.pop("categorical_feature", None)
                    params.pop("categorical_column", None)
819
                params['categorical_column'] = sorted(categorical_indices)
820

wxchan's avatar
wxchan committed
821
        params_str = param_dict_to_str(params)
822
        # process for reference dataset
wxchan's avatar
wxchan committed
823
        ref_dataset = None
wxchan's avatar
wxchan committed
824
        if isinstance(reference, Dataset):
825
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
826
827
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
828
        # start construct data
wxchan's avatar
wxchan committed
829
        if isinstance(data, string_type):
wxchan's avatar
wxchan committed
830
831
832
833
834
835
836
837
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
                c_str(data),
                c_str(params_str),
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
838
839
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
840
841
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
842
843
        elif isinstance(data, list) and len(data) > 0 and all(isinstance(x, np.ndarray) for x in data):
            self.__init_from_list_np2d(data, params_str, ref_dataset)
844
845
        elif isinstance(data, DataTable):
            self.__init_from_np2d(data.to_numpy(), params_str, ref_dataset)
wxchan's avatar
wxchan committed
846
847
848
849
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
850
            except BaseException:
wxchan's avatar
wxchan committed
851
                raise TypeError('Cannot initialize Dataset from {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
852
853
854
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
855
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
856
857
858
859
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
860
861
862
        if isinstance(predictor, _InnerPredictor):
            if self._predictor is None and init_score is not None:
                warnings.warn("The init_score will be overridden by the prediction of init_model.")
Guolin Ke's avatar
Guolin Ke committed
863
            self._set_init_score_by_predictor(predictor, data)
864
865
        elif init_score is not None:
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
866
867
        elif predictor is not None:
            raise TypeError('Wrong predictor type {}'.format(type(predictor).__name__))
Guolin Ke's avatar
Guolin Ke committed
868
        # set feature names
Nikita Titov's avatar
Nikita Titov committed
869
        return self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
870
871

    def __init_from_np2d(self, mat, params_str, ref_dataset):
872
        """Initialize data from a 2-D numpy matrix."""
wxchan's avatar
wxchan committed
873
874
875
876
877
878
879
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        self.handle = ctypes.c_void_p()
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
880
            # change non-float data to float data, need to copy
wxchan's avatar
wxchan committed
881
882
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

883
        ptr_data, type_ptr_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
884
885
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
886
887
888
889
            ctypes.c_int(type_ptr_data),
            ctypes.c_int(mat.shape[0]),
            ctypes.c_int(mat.shape[1]),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
wxchan's avatar
wxchan committed
890
891
892
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
893
        return self
wxchan's avatar
wxchan committed
894

895
    def __init_from_list_np2d(self, mats, params_str, ref_dataset):
896
        """Initialize data from a list of 2-D numpy matrices."""
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
        ncol = mats[0].shape[1]
        nrow = np.zeros((len(mats),), np.int32)
        if mats[0].dtype == np.float64:
            ptr_data = (ctypes.POINTER(ctypes.c_double) * len(mats))()
        else:
            ptr_data = (ctypes.POINTER(ctypes.c_float) * len(mats))()

        holders = []
        type_ptr_data = None

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

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

            nrow[i] = mat.shape[0]

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

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

        self.handle = ctypes.c_void_p()
        _safe_call(_LIB.LGBM_DatasetCreateFromMats(
            ctypes.c_int(len(mats)),
            ctypes.cast(ptr_data, ctypes.POINTER(ctypes.POINTER(ctypes.c_double))),
            ctypes.c_int(type_ptr_data),
            nrow.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ctypes.c_int(ncol),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
940
        return self
941

wxchan's avatar
wxchan committed
942
    def __init_from_csr(self, csr, params_str, ref_dataset):
943
        """Initialize data from a CSR matrix."""
wxchan's avatar
wxchan committed
944
        if len(csr.indices) != len(csr.data):
945
            raise ValueError('Length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
wxchan's avatar
wxchan committed
946
947
        self.handle = ctypes.c_void_p()

948
949
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csr.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csr.data)
wxchan's avatar
wxchan committed
950

951
952
953
        assert csr.shape[1] <= MAX_INT32
        csr.indices = csr.indices.astype(np.int32, copy=False)

wxchan's avatar
wxchan committed
954
955
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
956
            ctypes.c_int(type_ptr_indptr),
wxchan's avatar
wxchan committed
957
958
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
959
960
961
962
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
wxchan's avatar
wxchan committed
963
964
965
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
966
        return self
wxchan's avatar
wxchan committed
967

Guolin Ke's avatar
Guolin Ke committed
968
    def __init_from_csc(self, csc, params_str, ref_dataset):
969
        """Initialize data from a CSC matrix."""
Guolin Ke's avatar
Guolin Ke committed
970
971
972
973
        if len(csc.indices) != len(csc.data):
            raise ValueError('Length mismatch: {} vs {}'.format(len(csc.indices), len(csc.data)))
        self.handle = ctypes.c_void_p()

974
975
        ptr_indptr, type_ptr_indptr, __ = c_int_array(csc.indptr)
        ptr_data, type_ptr_data, _ = c_float_array(csc.data)
Guolin Ke's avatar
Guolin Ke committed
976

977
978
979
        assert csc.shape[0] <= MAX_INT32
        csc.indices = csc.indices.astype(np.int32, copy=False)

Guolin Ke's avatar
Guolin Ke committed
980
981
        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
982
            ctypes.c_int(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
983
984
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
985
986
987
988
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
Guolin Ke's avatar
Guolin Ke committed
989
990
991
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))
Nikita Titov's avatar
Nikita Titov committed
992
        return self
Guolin Ke's avatar
Guolin Ke committed
993

wxchan's avatar
wxchan committed
994
    def construct(self):
995
996
997
998
999
        """Lazy init.

        Returns
        -------
        self : Dataset
Nikita Titov's avatar
Nikita Titov committed
1000
            Constructed Dataset object.
1001
        """
1002
        if self.handle is None:
wxchan's avatar
wxchan committed
1003
1004
            if self.reference is not None:
                if self.used_indices is None:
1005
                    # create valid
1006
                    self._lazy_init(self.data, label=self.label, reference=self.reference,
1007
1008
                                    weight=self.weight, group=self.group,
                                    init_score=self.init_score, predictor=self._predictor,
1009
                                    silent=self.silent, feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
1010
                else:
1011
                    # construct subset
wxchan's avatar
wxchan committed
1012
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
1013
                    assert used_indices.flags.c_contiguous
Guolin Ke's avatar
Guolin Ke committed
1014
1015
                    if self.reference.group is not None:
                        group_info = np.array(self.reference.group).astype(int)
1016
1017
                        _, self.group = np.unique(np.repeat(range_(len(group_info)), repeats=group_info)[self.used_indices],
                                                  return_counts=True)
1018
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1019
1020
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
1021
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
1022
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
1023
                        ctypes.c_int(used_indices.shape[0]),
wxchan's avatar
wxchan committed
1024
1025
                        c_str(params_str),
                        ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1026
1027
                    if not self.free_raw_data:
                        self.get_data()
Guolin Ke's avatar
Guolin Ke committed
1028
1029
                    if self.group is not None:
                        self.set_group(self.group)
wxchan's avatar
wxchan committed
1030
1031
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
Guolin Ke's avatar
Guolin Ke committed
1032
1033
1034
                    if isinstance(self._predictor, _InnerPredictor) and self._predictor is not self.reference._predictor:
                        self.get_data()
                        self._set_init_score_by_predictor(self._predictor, self.data, used_indices)
wxchan's avatar
wxchan committed
1035
            else:
1036
                # create train
1037
                self._lazy_init(self.data, label=self.label,
1038
1039
1040
                                weight=self.weight, group=self.group,
                                init_score=self.init_score, predictor=self._predictor,
                                silent=self.silent, feature_name=self.feature_name,
1041
                                categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
1042
1043
1044
            if self.free_raw_data:
                self.data = None
        return self
wxchan's avatar
wxchan committed
1045

wxchan's avatar
wxchan committed
1046
    def create_valid(self, data, label=None, weight=None, group=None,
1047
                     init_score=None, silent=False, params=None):
1048
        """Create validation data align with current Dataset.
wxchan's avatar
wxchan committed
1049
1050
1051

        Parameters
        ----------
1052
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse or list of numpy arrays
wxchan's avatar
wxchan committed
1053
            Data source of Dataset.
1054
            If string, it represents the path to txt file.
1055
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None, optional (default=None)
1056
1057
            Label of the data.
        weight : list, numpy 1-D array, pandas Series or None, optional (default=None)
wxchan's avatar
wxchan committed
1058
            Weight for each instance.
1059
        group : list, numpy 1-D array, pandas Series or None, optional (default=None)
1060
            Group/query size for Dataset.
1061
        init_score : list, numpy 1-D array, pandas Series or None, optional (default=None)
1062
            Init score for Dataset.
1063
1064
        silent : bool, optional (default=False)
            Whether to print messages during construction.
Nikita Titov's avatar
Nikita Titov committed
1065
        params : dict or None, optional (default=None)
1066
            Other parameters for validation Dataset.
1067
1068
1069

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1070
1071
        valid : Dataset
            Validation Dataset with reference to self.
wxchan's avatar
wxchan committed
1072
        """
1073
        ret = Dataset(data, label=label, reference=self,
1074
1075
                      weight=weight, group=group, init_score=init_score,
                      silent=silent, params=params, free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1076
        ret._predictor = self._predictor
1077
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1078
        return ret
wxchan's avatar
wxchan committed
1079

wxchan's avatar
wxchan committed
1080
    def subset(self, used_indices, params=None):
1081
        """Get subset of current Dataset.
wxchan's avatar
wxchan committed
1082
1083
1084
1085

        Parameters
        ----------
        used_indices : list of int
1086
            Indices used to create the subset.
Nikita Titov's avatar
Nikita Titov committed
1087
        params : dict or None, optional (default=None)
1088
            These parameters will be passed to Dataset constructor.
1089
1090
1091
1092
1093

        Returns
        -------
        subset : Dataset
            Subset of the current Dataset.
wxchan's avatar
wxchan committed
1094
        """
wxchan's avatar
wxchan committed
1095
1096
        if params is None:
            params = self.params
wxchan's avatar
wxchan committed
1097
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
1098
1099
                      categorical_feature=self.categorical_feature, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
1100
        ret._predictor = self._predictor
1101
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1102
1103
1104
1105
        ret.used_indices = used_indices
        return ret

    def save_binary(self, filename):
1106
        """Save Dataset to a binary file.
wxchan's avatar
wxchan committed
1107
1108
1109
1110
1111

        Parameters
        ----------
        filename : string
            Name of the output file.
Nikita Titov's avatar
Nikita Titov committed
1112
1113
1114
1115
1116

        Returns
        -------
        self : Dataset
            Returns self.
wxchan's avatar
wxchan committed
1117
1118
1119
1120
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.construct().handle,
            c_str(filename)))
Nikita Titov's avatar
Nikita Titov committed
1121
        return self
wxchan's avatar
wxchan committed
1122
1123

    def _update_params(self, params):
1124
1125
        if self.handle is not None and params is not None:
            _safe_call(_LIB.LGBM_DatasetUpdateParam(self.handle, c_str(param_dict_to_str(params))))
wxchan's avatar
wxchan committed
1126
        if not self.params:
1127
            self.params = copy.deepcopy(params)
wxchan's avatar
wxchan committed
1128
        else:
1129
            self.params_back_up = copy.deepcopy(self.params)
wxchan's avatar
wxchan committed
1130
            self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
1131
        return self
wxchan's avatar
wxchan committed
1132

1133
1134
1135
    def _reverse_update_params(self):
        self.params = copy.deepcopy(self.params_back_up)
        self.params_back_up = None
1136
1137
        if self.handle is not None and self.params is not None:
            _safe_call(_LIB.LGBM_DatasetUpdateParam(self.handle, c_str(param_dict_to_str(self.params))))
Nikita Titov's avatar
Nikita Titov committed
1138
        return self
1139

wxchan's avatar
wxchan committed
1140
    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
1141
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
1142
1143
1144

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1145
        field_name : string
1146
            The field name of the information.
1147
        data : list, numpy 1-D array, pandas Series or None
1148
            The array of data to be set.
Nikita Titov's avatar
Nikita Titov committed
1149
1150
1151
1152
1153

        Returns
        -------
        self : Dataset
            Dataset with set property.
wxchan's avatar
wxchan committed
1154
        """
1155
1156
        if self.handle is None:
            raise Exception("Cannot set %s before construct dataset" % field_name)
wxchan's avatar
wxchan committed
1157
        if data is None:
1158
            # set to None
wxchan's avatar
wxchan committed
1159
1160
1161
1162
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
1163
1164
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
Nikita Titov's avatar
Nikita Titov committed
1165
            return self
Guolin Ke's avatar
Guolin Ke committed
1166
1167
1168
1169
1170
        dtype = np.float32
        if field_name == 'group':
            dtype = np.int32
        elif field_name == 'init_score':
            dtype = np.float64
1171
        data = list_to_1d_numpy(data, dtype, name=field_name)
1172
1173
        if data.dtype == np.float32 or data.dtype == np.float64:
            ptr_data, type_data, _ = c_float_array(data)
wxchan's avatar
wxchan committed
1174
        elif data.dtype == np.int32:
1175
            ptr_data, type_data, _ = c_int_array(data)
wxchan's avatar
wxchan committed
1176
        else:
Nikita Titov's avatar
Nikita Titov committed
1177
            raise TypeError("Expected np.float32/64 or np.int32, met type({})".format(data.dtype))
wxchan's avatar
wxchan committed
1178
        if type_data != FIELD_TYPE_MAPPER[field_name]:
1179
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
1180
1181
1182
1183
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
1184
1185
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
Nikita Titov's avatar
Nikita Titov committed
1186
        return self
wxchan's avatar
wxchan committed
1187

wxchan's avatar
wxchan committed
1188
1189
    def get_field(self, field_name):
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
1190
1191
1192

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1193
        field_name : string
1194
            The field name of the information.
wxchan's avatar
wxchan committed
1195
1196
1197

        Returns
        -------
1198
1199
        info : numpy array
            A numpy array with information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1200
        """
1201
        if self.handle is None:
1202
            raise Exception("Cannot get %s before construct Dataset" % field_name)
Guolin Ke's avatar
Guolin Ke committed
1203
1204
        tmp_out_len = ctypes.c_int()
        out_type = ctypes.c_int()
wxchan's avatar
wxchan committed
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
        if out_type.value == C_API_DTYPE_INT32:
            return cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
        elif out_type.value == C_API_DTYPE_FLOAT32:
            return cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
1220
1221
        elif out_type.value == C_API_DTYPE_FLOAT64:
            return cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
1222
1223
        elif out_type.value == C_API_DTYPE_INT8:
            return cint8_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int8)), tmp_out_len.value)
1224
        else:
wxchan's avatar
wxchan committed
1225
            raise TypeError("Unknown type")
Guolin Ke's avatar
Guolin Ke committed
1226

1227
    def set_categorical_feature(self, categorical_feature):
1228
        """Set categorical features.
1229
1230
1231

        Parameters
        ----------
1232
1233
        categorical_feature : list of int or strings
            Names or indices of categorical features.
Nikita Titov's avatar
Nikita Titov committed
1234
1235
1236
1237
1238

        Returns
        -------
        self : Dataset
            Dataset with set categorical features.
1239
1240
        """
        if self.categorical_feature == categorical_feature:
Nikita Titov's avatar
Nikita Titov committed
1241
            return self
1242
        if self.data is not None:
1243
1244
            if self.categorical_feature is None:
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
1245
                return self._free_handle()
1246
1247
            elif categorical_feature == 'auto':
                warnings.warn('Using categorical_feature in Dataset.')
Nikita Titov's avatar
Nikita Titov committed
1248
                return self
1249
            else:
1250
1251
                warnings.warn('categorical_feature in Dataset is overridden.\n'
                              'New categorical_feature is {}'.format(sorted(list(categorical_feature))))
1252
                self.categorical_feature = categorical_feature
Nikita Titov's avatar
Nikita Titov committed
1253
                return self._free_handle()
1254
        else:
1255
1256
            raise LightGBMError("Cannot set categorical feature after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
1257

Guolin Ke's avatar
Guolin Ke committed
1258
    def _set_predictor(self, predictor):
1259
1260
1261
1262
        """Set predictor for continued training.

        It is not recommended for user to call this function.
        Please use init_model argument in engine.train() or engine.cv() instead.
Guolin Ke's avatar
Guolin Ke committed
1263
1264
        """
        if predictor is self._predictor:
Nikita Titov's avatar
Nikita Titov committed
1265
            return self
Guolin Ke's avatar
Guolin Ke committed
1266
        if self.data is not None or (self.used_indices is not None and self.reference is not None and self.reference.data is not None):
Guolin Ke's avatar
Guolin Ke committed
1267
            self._predictor = predictor
Nikita Titov's avatar
Nikita Titov committed
1268
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
1269
        else:
1270
1271
            raise LightGBMError("Cannot set predictor after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
1272
1273

    def set_reference(self, reference):
1274
        """Set reference Dataset.
Guolin Ke's avatar
Guolin Ke committed
1275
1276
1277
1278

        Parameters
        ----------
        reference : Dataset
1279
            Reference that is used as a template to construct the current Dataset.
Nikita Titov's avatar
Nikita Titov committed
1280
1281
1282
1283
1284

        Returns
        -------
        self : Dataset
            Dataset with set reference.
Guolin Ke's avatar
Guolin Ke committed
1285
        """
1286
1287
1288
        self.set_categorical_feature(reference.categorical_feature) \
            .set_feature_name(reference.feature_name) \
            ._set_predictor(reference._predictor)
1289
1290
        # we're done if self and reference share a common upstrem reference
        if self.get_ref_chain().intersection(reference.get_ref_chain()):
Nikita Titov's avatar
Nikita Titov committed
1291
            return self
Guolin Ke's avatar
Guolin Ke committed
1292
1293
        if self.data is not None:
            self.reference = reference
Nikita Titov's avatar
Nikita Titov committed
1294
            return self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
1295
        else:
1296
1297
            raise LightGBMError("Cannot set reference after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
1298
1299

    def set_feature_name(self, feature_name):
1300
        """Set feature name.
Guolin Ke's avatar
Guolin Ke committed
1301
1302
1303

        Parameters
        ----------
1304
1305
        feature_name : list of strings
            Feature names.
Nikita Titov's avatar
Nikita Titov committed
1306
1307
1308
1309
1310

        Returns
        -------
        self : Dataset
            Dataset with set feature name.
Guolin Ke's avatar
Guolin Ke committed
1311
        """
1312
1313
        if feature_name != 'auto':
            self.feature_name = feature_name
1314
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
1315
            if len(feature_name) != self.num_feature():
1316
1317
                raise ValueError("Length of feature_name({}) and num_feature({}) don't match"
                                 .format(len(feature_name), self.num_feature()))
1318
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
1319
1320
1321
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
1322
                ctypes.c_int(len(feature_name))))
Nikita Titov's avatar
Nikita Titov committed
1323
        return self
Guolin Ke's avatar
Guolin Ke committed
1324
1325

    def set_label(self, label):
1326
        """Set label of Dataset.
Guolin Ke's avatar
Guolin Ke committed
1327
1328
1329

        Parameters
        ----------
1330
        label : list, numpy 1-D array, pandas Series / one-column DataFrame or None
1331
            The label information to be set into Dataset.
Nikita Titov's avatar
Nikita Titov committed
1332
1333
1334
1335
1336

        Returns
        -------
        self : Dataset
            Dataset with set label.
Guolin Ke's avatar
Guolin Ke committed
1337
1338
        """
        self.label = label
1339
        if self.handle is not None:
1340
            label = list_to_1d_numpy(_label_from_pandas(label), name='label')
wxchan's avatar
wxchan committed
1341
            self.set_field('label', label)
1342
            self.label = self.get_field('label')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
1343
        return self
Guolin Ke's avatar
Guolin Ke committed
1344
1345

    def set_weight(self, weight):
1346
        """Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
1347
1348
1349

        Parameters
        ----------
1350
        weight : list, numpy 1-D array, pandas Series or None
1351
            Weight to be set for each data point.
Nikita Titov's avatar
Nikita Titov committed
1352
1353
1354
1355
1356

        Returns
        -------
        self : Dataset
            Dataset with set weight.
Guolin Ke's avatar
Guolin Ke committed
1357
        """
1358
1359
        if weight is not None and np.all(weight == 1):
            weight = None
Guolin Ke's avatar
Guolin Ke committed
1360
        self.weight = weight
1361
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
1362
1363
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
1364
            self.weight = self.get_field('weight')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
1365
        return self
Guolin Ke's avatar
Guolin Ke committed
1366
1367

    def set_init_score(self, init_score):
1368
        """Set init score of Booster to start from.
Guolin Ke's avatar
Guolin Ke committed
1369
1370
1371

        Parameters
        ----------
1372
        init_score : list, numpy 1-D array, pandas Series or None
1373
            Init score for Booster.
Nikita Titov's avatar
Nikita Titov committed
1374
1375
1376
1377
1378

        Returns
        -------
        self : Dataset
            Dataset with set init score.
Guolin Ke's avatar
Guolin Ke committed
1379
1380
        """
        self.init_score = init_score
1381
        if self.handle is not None and init_score is not None:
Guolin Ke's avatar
Guolin Ke committed
1382
            init_score = list_to_1d_numpy(init_score, np.float64, name='init_score')
wxchan's avatar
wxchan committed
1383
            self.set_field('init_score', init_score)
1384
            self.init_score = self.get_field('init_score')  # original values can be modified at cpp side
Nikita Titov's avatar
Nikita Titov committed
1385
        return self
Guolin Ke's avatar
Guolin Ke committed
1386
1387

    def set_group(self, group):
1388
        """Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
1389
1390
1391

        Parameters
        ----------
1392
        group : list, numpy 1-D array, pandas Series or None
1393
            Group size of each group.
Nikita Titov's avatar
Nikita Titov committed
1394
1395
1396
1397
1398

        Returns
        -------
        self : Dataset
            Dataset with set group.
Guolin Ke's avatar
Guolin Ke committed
1399
1400
        """
        self.group = group
1401
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
1402
1403
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Nikita Titov's avatar
Nikita Titov committed
1404
        return self
Guolin Ke's avatar
Guolin Ke committed
1405
1406

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

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1411
        label : numpy array or None
1412
            The label information from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1413
        """
1414
        if self.label is None:
wxchan's avatar
wxchan committed
1415
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
1416
1417
1418
        return self.label

    def get_weight(self):
1419
        """Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1420
1421
1422

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1423
        weight : numpy array or None
1424
            Weight for each data point from the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1425
        """
1426
        if self.weight is None:
wxchan's avatar
wxchan committed
1427
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
1428
1429
        return self.weight

1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
    def get_feature_penalty(self):
        """Get the feature penalty of the Dataset.

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

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

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

Guolin Ke's avatar
Guolin Ke committed
1454
    def get_init_score(self):
1455
        """Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1456
1457
1458

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1459
        init_score : numpy array or None
1460
            Init score of Booster.
Guolin Ke's avatar
Guolin Ke committed
1461
        """
1462
        if self.init_score is None:
wxchan's avatar
wxchan committed
1463
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
1464
1465
        return self.init_score

1466
1467
1468
1469
1470
    def get_data(self):
        """Get the raw data of the Dataset.

        Returns
        -------
1471
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, list of numpy arrays or None
1472
1473
1474
1475
            Raw data used in the Dataset construction.
        """
        if self.handle is None:
            raise Exception("Cannot get data before construct Dataset")
Guolin Ke's avatar
Guolin Ke committed
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
        if self.need_slice and self.used_indices is not None and self.reference is not None:
            self.data = self.reference.data
            if self.data is not None:
                if isinstance(self.data, np.ndarray) or scipy.sparse.issparse(self.data):
                    self.data = self.data[self.used_indices, :]
                elif isinstance(self.data, DataFrame):
                    self.data = self.data.iloc[self.used_indices].copy()
                elif isinstance(self.data, DataTable):
                    self.data = self.data[self.used_indices, :]
                else:
                    warnings.warn("Cannot subset {} type of raw data.\n"
                                  "Returning original raw data".format(type(self.data).__name__))
1488
            self.need_slice = False
Guolin Ke's avatar
Guolin Ke committed
1489
1490
1491
        if self.data is None:
            raise LightGBMError("Cannot call `get_data` after freed raw data, "
                                "set free_raw_data=False when construct Dataset to avoid this.")
1492
1493
        return self.data

Guolin Ke's avatar
Guolin Ke committed
1494
    def get_group(self):
1495
        """Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1496
1497
1498

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1499
        group : numpy array or None
1500
            Group size of each group.
Guolin Ke's avatar
Guolin Ke committed
1501
        """
1502
        if self.group is None:
wxchan's avatar
wxchan committed
1503
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
1504
1505
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
Nikita Titov's avatar
Nikita Titov committed
1506
                self.group = np.diff(self.group)
Guolin Ke's avatar
Guolin Ke committed
1507
1508
1509
        return self.group

    def num_data(self):
1510
        """Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1511
1512
1513

        Returns
        -------
1514
1515
        number_of_rows : int
            The number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1516
        """
1517
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1518
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1519
1520
1521
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1522
        else:
1523
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1524
1525

    def num_feature(self):
1526
        """Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1527
1528
1529

        Returns
        -------
1530
1531
        number_of_columns : int
            The number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1532
        """
1533
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1534
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1535
1536
1537
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1538
        else:
1539
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1540

1541
    def get_ref_chain(self, ref_limit=100):
1542
1543
1544
1545
1546
        """Get a chain of Dataset objects.

        Starts with r, then goes to r.reference (if exists),
        then to r.reference.reference, etc.
        until we hit ``ref_limit`` or a reference loop.
1547
1548
1549
1550
1551

        Parameters
        ----------
        ref_limit : int, optional (default=100)
            The limit number of references.
1552
1553
1554

        Returns
        -------
1555
1556
1557
        ref_chain : set of Dataset
            Chain of references of the Datasets.
        """
1558
        head = self
1559
        ref_chain = set()
1560
1561
        while len(ref_chain) < ref_limit:
            if isinstance(head, Dataset):
1562
                ref_chain.add(head)
1563
1564
1565
1566
1567
1568
                if (head.reference is not None) and (head.reference not in ref_chain):
                    head = head.reference
                else:
                    break
            else:
                break
Nikita Titov's avatar
Nikita Titov committed
1569
        return ref_chain
1570

1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
    def add_features_from(self, other):
        """Add features from other Dataset to the current Dataset.

        Both Datasets must be constructed before calling this method.

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

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

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

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

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

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

wxchan's avatar
wxchan committed
1611

wxchan's avatar
wxchan committed
1612
class Booster(object):
1613
    """Booster in LightGBM."""
1614

1615
    def __init__(self, params=None, train_set=None, model_file=None, model_str=None, silent=False):
1616
        """Initialize the Booster.
wxchan's avatar
wxchan committed
1617
1618
1619

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1620
        params : dict or None, optional (default=None)
1621
1622
1623
1624
            Parameters for Booster.
        train_set : Dataset or None, optional (default=None)
            Training dataset.
        model_file : string or None, optional (default=None)
wxchan's avatar
wxchan committed
1625
            Path to the model file.
1626
1627
        model_str : string or None, optional (default=None)
            Model will be loaded from this string.
1628
1629
        silent : bool, optional (default=False)
            Whether to print messages during construction.
wxchan's avatar
wxchan committed
1630
        """
1631
        self.handle = None
1632
        self.network = False
wxchan's avatar
wxchan committed
1633
1634
1635
        self.__need_reload_eval_info = True
        self.__train_data_name = "training"
        self.__attr = {}
1636
        self.__set_objective_to_none = False
wxchan's avatar
wxchan committed
1637
        self.best_iteration = -1
wxchan's avatar
wxchan committed
1638
        self.best_score = {}
1639
        params = {} if params is None else copy.deepcopy(params)
1640
1641
1642
        # user can set verbose with params, it has higher priority
        if not any(verbose_alias in params for verbose_alias in ('verbose', 'verbosity')) and silent:
            params["verbose"] = -1
wxchan's avatar
wxchan committed
1643
        if train_set is not None:
1644
            # Training task
wxchan's avatar
wxchan committed
1645
            if not isinstance(train_set, Dataset):
1646
1647
                raise TypeError('Training data should be Dataset instance, met {}'
                                .format(type(train_set).__name__))
wxchan's avatar
wxchan committed
1648
            params_str = param_dict_to_str(params)
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
            # set network if necessary
            for alias in ["machines", "workers", "nodes"]:
                if alias in params:
                    machines = params[alias]
                    if isinstance(machines, string_type):
                        num_machines = len(machines.split(','))
                    elif isinstance(machines, (list, set)):
                        num_machines = len(machines)
                        machines = ','.join(machines)
                    else:
                        raise ValueError("Invalid machines in params.")
                    self.set_network(machines,
                                     local_listen_port=params.get("local_listen_port", 12400),
                                     listen_time_out=params.get("listen_time_out", 120),
                                     num_machines=params.get("num_machines", num_machines))
                    break
1665
            # construct booster object
1666
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1667
            _safe_call(_LIB.LGBM_BoosterCreate(
wxchan's avatar
wxchan committed
1668
                train_set.construct().handle,
wxchan's avatar
wxchan committed
1669
1670
                c_str(params_str),
                ctypes.byref(self.handle)))
1671
            # save reference to data
wxchan's avatar
wxchan committed
1672
1673
1674
1675
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
1676
1677
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
1678
1679
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
1680
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
1681
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1682
1683
1684
1685
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
1686
            # buffer for inner predict
wxchan's avatar
wxchan committed
1687
1688
1689
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
1690
            self.pandas_categorical = train_set.pandas_categorical
wxchan's avatar
wxchan committed
1691
        elif model_file is not None:
1692
            # Prediction task
Guolin Ke's avatar
Guolin Ke committed
1693
            out_num_iterations = ctypes.c_int(0)
1694
            self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
1695
1696
1697
1698
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1699
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1700
1701
1702
1703
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
1704
            self.pandas_categorical = _load_pandas_categorical(file_name=model_file)
1705
1706
        elif model_str is not None:
            self.model_from_string(model_str, not silent)
wxchan's avatar
wxchan committed
1707
        else:
1708
1709
            raise TypeError('Need at least one training dataset or model file or model string '
                            'to create Booster instance')
1710
        self.params = params
wxchan's avatar
wxchan committed
1711
1712

    def __del__(self):
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
        try:
            if self.network:
                self.free_network()
        except AttributeError:
            pass
        try:
            if self.handle is not None:
                _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        except AttributeError:
            pass
wxchan's avatar
wxchan committed
1723

wxchan's avatar
wxchan committed
1724
1725
1726
1727
    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
1728
        model_str = self.model_to_string(num_iteration=-1)
1729
        booster = Booster(model_str=model_str)
1730
        return booster
wxchan's avatar
wxchan committed
1731
1732
1733
1734
1735
1736
1737

    def __getstate__(self):
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
1738
            this["handle"] = self.model_to_string(num_iteration=-1)
wxchan's avatar
wxchan committed
1739
1740
1741
        return this

    def __setstate__(self, state):
1742
1743
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
1744
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
1745
            out_num_iterations = ctypes.c_int(0)
1746
1747
1748
1749
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
1750
1751
1752
            state['handle'] = handle
        self.__dict__.update(state)

wxchan's avatar
wxchan committed
1753
    def free_dataset(self):
Nikita Titov's avatar
Nikita Titov committed
1754
1755
1756
1757
1758
1759
1760
        """Free Booster's Datasets.

        Returns
        -------
        self : Booster
            Booster without Datasets.
        """
wxchan's avatar
wxchan committed
1761
1762
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)
1763
        self.__num_dataset = 0
Nikita Titov's avatar
Nikita Titov committed
1764
        return self
wxchan's avatar
wxchan committed
1765

1766
1767
1768
    def _free_buffer(self):
        self.__inner_predict_buffer = []
        self.__is_predicted_cur_iter = []
Nikita Titov's avatar
Nikita Titov committed
1769
        return self
1770

1771
1772
1773
1774
1775
1776
    def set_network(self, machines, local_listen_port=12400,
                    listen_time_out=120, num_machines=1):
        """Set the network configuration.

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1777
        machines : list, set or string
1778
            Names of machines.
Nikita Titov's avatar
Nikita Titov committed
1779
        local_listen_port : int, optional (default=12400)
1780
            TCP listen port for local machines.
Nikita Titov's avatar
Nikita Titov committed
1781
        listen_time_out : int, optional (default=120)
1782
            Socket time-out in minutes.
Nikita Titov's avatar
Nikita Titov committed
1783
        num_machines : int, optional (default=1)
1784
            The number of machines for parallel learning application.
Nikita Titov's avatar
Nikita Titov committed
1785
1786
1787
1788
1789

        Returns
        -------
        self : Booster
            Booster with set network.
1790
1791
1792
1793
1794
1795
        """
        _safe_call(_LIB.LGBM_NetworkInit(c_str(machines),
                                         ctypes.c_int(local_listen_port),
                                         ctypes.c_int(listen_time_out),
                                         ctypes.c_int(num_machines)))
        self.network = True
Nikita Titov's avatar
Nikita Titov committed
1796
        return self
1797
1798

    def free_network(self):
Nikita Titov's avatar
Nikita Titov committed
1799
1800
1801
1802
1803
1804
1805
        """Free Booster's network.

        Returns
        -------
        self : Booster
            Booster with freed network.
        """
1806
1807
        _safe_call(_LIB.LGBM_NetworkFree())
        self.network = False
Nikita Titov's avatar
Nikita Titov committed
1808
        return self
1809

wxchan's avatar
wxchan committed
1810
    def set_train_data_name(self, name):
1811
1812
1813
1814
        """Set the name to the training Dataset.

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
1815
1816
1817
1818
1819
1820
1821
        name : string
            Name for the training Dataset.

        Returns
        -------
        self : Booster
            Booster with set training Dataset name.
1822
        """
wxchan's avatar
wxchan committed
1823
        self.__train_data_name = name
Nikita Titov's avatar
Nikita Titov committed
1824
        return self
wxchan's avatar
wxchan committed
1825
1826

    def add_valid(self, data, name):
1827
        """Add validation data.
wxchan's avatar
wxchan committed
1828
1829
1830
1831

        Parameters
        ----------
        data : Dataset
1832
1833
1834
            Validation data.
        name : string
            Name of validation data.
Nikita Titov's avatar
Nikita Titov committed
1835
1836
1837
1838
1839

        Returns
        -------
        self : Booster
            Booster with set validation data.
wxchan's avatar
wxchan committed
1840
        """
Guolin Ke's avatar
Guolin Ke committed
1841
        if not isinstance(data, Dataset):
1842
1843
            raise TypeError('Validation data should be Dataset instance, met {}'
                            .format(type(data).__name__))
Guolin Ke's avatar
Guolin Ke committed
1844
        if data._predictor is not self.__init_predictor:
1845
1846
            raise LightGBMError("Add validation data failed, "
                                "you should use same predictor for these data")
wxchan's avatar
wxchan committed
1847
1848
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
1849
            data.construct().handle))
wxchan's avatar
wxchan committed
1850
1851
1852
1853
1854
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Nikita Titov's avatar
Nikita Titov committed
1855
        return self
wxchan's avatar
wxchan committed
1856
1857

    def reset_parameter(self, params):
1858
        """Reset parameters of Booster.
wxchan's avatar
wxchan committed
1859
1860
1861
1862

        Parameters
        ----------
        params : dict
1863
            New parameters for Booster.
Nikita Titov's avatar
Nikita Titov committed
1864
1865
1866
1867
1868

        Returns
        -------
        self : Booster
            Booster with new parameters.
wxchan's avatar
wxchan committed
1869
        """
1870
        if any(metric_alias in params for metric_alias in ('metric', 'metrics', 'metric_types')):
wxchan's avatar
wxchan committed
1871
1872
1873
1874
1875
1876
            self.__need_reload_eval_info = True
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
1877
        self.params.update(params)
Nikita Titov's avatar
Nikita Titov committed
1878
        return self
wxchan's avatar
wxchan committed
1879
1880

    def update(self, train_set=None, fobj=None):
Nikita Titov's avatar
Nikita Titov committed
1881
        """Update Booster for one iteration.
1882

wxchan's avatar
wxchan committed
1883
1884
        Parameters
        ----------
1885
1886
1887
1888
        train_set : Dataset or None, optional (default=None)
            Training data.
            If None, last training data is used.
        fobj : callable or None, optional (default=None)
wxchan's avatar
wxchan committed
1889
            Customized objective function.
1890
1891
1892
1893
1894
1895
1896
1897
1898
1899
1900
            Should accept two parameters: preds, train_data,
            and return (grad, hess).

                preds : list or numpy 1-D array
                    The predicted values.
                train_data : Dataset
                    The training dataset.
                grad : list or numpy 1-D array
                    The value of the first order derivative (gradient) for each sample point.
                hess : list or numpy 1-D array
                    The value of the second order derivative (Hessian) for each sample point.
wxchan's avatar
wxchan committed
1901

1902
1903
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is score[j * num_data + i]
1904
1905
            and you should group grad and hess in this way as well.

wxchan's avatar
wxchan committed
1906
1907
        Returns
        -------
1908
1909
        is_finished : bool
            Whether the update was successfully finished.
wxchan's avatar
wxchan committed
1910
        """
1911
        # need reset training data
wxchan's avatar
wxchan committed
1912
        if train_set is not None and train_set is not self.train_set:
Guolin Ke's avatar
Guolin Ke committed
1913
            if not isinstance(train_set, Dataset):
1914
1915
                raise TypeError('Training data should be Dataset instance, met {}'
                                .format(type(train_set).__name__))
Guolin Ke's avatar
Guolin Ke committed
1916
            if train_set._predictor is not self.__init_predictor:
1917
1918
                raise LightGBMError("Replace training data failed, "
                                    "you should use same predictor for these data")
wxchan's avatar
wxchan committed
1919
1920
1921
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
1922
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
1923
1924
1925
            self.__inner_predict_buffer[0] = None
        is_finished = ctypes.c_int(0)
        if fobj is None:
1926
            if self.__set_objective_to_none:
1927
                raise LightGBMError('Cannot update due to null objective function.')
wxchan's avatar
wxchan committed
1928
1929
1930
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
wxchan's avatar
wxchan committed
1931
            self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1932
1933
            return is_finished.value == 1
        else:
1934
            if not self.__set_objective_to_none:
Nikita Titov's avatar
Nikita Titov committed
1935
                self.reset_parameter({"objective": "none"}).__set_objective_to_none = True
wxchan's avatar
wxchan committed
1936
1937
1938
1939
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
1940
        """Boost Booster for one iteration with customized gradient statistics.
Nikita Titov's avatar
Nikita Titov committed
1941

1942
1943
1944
1945
1946
        Note
        ----
        For multi-class task, the score is group by class_id first, then group by row_id.
        If you want to get i-th row score in j-th class, the access way is score[j * num_data + i]
        and you should group grad and hess in this way as well.
1947

wxchan's avatar
wxchan committed
1948
1949
        Parameters
        ----------
1950
        grad : list or numpy 1-D array
Nikita Titov's avatar
Nikita Titov committed
1951
            The first order derivative (gradient).
1952
        hess : list or numpy 1-D array
Nikita Titov's avatar
Nikita Titov committed
1953
            The second order derivative (Hessian).
wxchan's avatar
wxchan committed
1954
1955
1956

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
1957
1958
        is_finished : bool
            Whether the boost was successfully finished.
wxchan's avatar
wxchan committed
1959
        """
1960
1961
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
1962
1963
        assert grad.flags.c_contiguous
        assert hess.flags.c_contiguous
wxchan's avatar
wxchan committed
1964
        if len(grad) != len(hess):
1965
1966
            raise ValueError("Lengths of gradient({}) and hessian({}) don't match"
                             .format(len(grad), len(hess)))
wxchan's avatar
wxchan committed
1967
1968
1969
1970
1971
1972
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
wxchan's avatar
wxchan committed
1973
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1974
1975
1976
        return is_finished.value == 1

    def rollback_one_iter(self):
Nikita Titov's avatar
Nikita Titov committed
1977
1978
1979
1980
1981
1982
1983
        """Rollback one iteration.

        Returns
        -------
        self : Booster
            Booster with rolled back one iteration.
        """
wxchan's avatar
wxchan committed
1984
1985
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
wxchan's avatar
wxchan committed
1986
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
Nikita Titov's avatar
Nikita Titov committed
1987
        return self
wxchan's avatar
wxchan committed
1988
1989

    def current_iteration(self):
1990
1991
1992
1993
1994
1995
1996
        """Get the index of the current iteration.

        Returns
        -------
        cur_iter : int
            The index of the current iteration.
        """
Guolin Ke's avatar
Guolin Ke committed
1997
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1998
1999
2000
2001
2002
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
2028
2029
2030
    def num_model_per_iteration(self):
        """Get number of models per iteration.

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

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

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

wxchan's avatar
wxchan committed
2031
    def eval(self, data, name, feval=None):
2032
        """Evaluate for data.
wxchan's avatar
wxchan committed
2033
2034
2035

        Parameters
        ----------
2036
2037
2038
2039
2040
        data : Dataset
            Data for the evaluating.
        name : string
            Name of the data.
        feval : callable or None, optional (default=None)
2041
            Customized evaluation function.
2042
            Should accept two parameters: preds, eval_data,
2043
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2044
2045
2046
2047
2048
2049
2050
2051
2052
2053
2054
2055

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

2056
2057
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
2058

wxchan's avatar
wxchan committed
2059
2060
        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2061
        result : list
2062
            List with evaluation results.
wxchan's avatar
wxchan committed
2063
        """
Guolin Ke's avatar
Guolin Ke committed
2064
2065
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
2066
2067
2068
2069
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
wxchan's avatar
wxchan committed
2070
            for i in range_(len(self.valid_sets)):
wxchan's avatar
wxchan committed
2071
2072
2073
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
2074
        # need to push new valid data
wxchan's avatar
wxchan committed
2075
2076
2077
2078
2079
2080
2081
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

    def eval_train(self, feval=None):
2082
        """Evaluate for training data.
wxchan's avatar
wxchan committed
2083
2084
2085

        Parameters
        ----------
2086
        feval : callable or None, optional (default=None)
2087
            Customized evaluation function.
2088
2089
            Should accept two parameters: preds, train_data,
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2090
2091
2092
2093
2094
2095
2096
2097
2098
2099
2100
2101

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

2102
2103
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
2104
2105
2106

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2107
        result : list
2108
            List with evaluation results.
wxchan's avatar
wxchan committed
2109
2110
2111
2112
        """
        return self.__inner_eval(self.__train_data_name, 0, feval)

    def eval_valid(self, feval=None):
2113
        """Evaluate for validation data.
wxchan's avatar
wxchan committed
2114
2115
2116

        Parameters
        ----------
2117
        feval : callable or None, optional (default=None)
2118
            Customized evaluation function.
2119
            Should accept two parameters: preds, valid_data,
2120
            and return (eval_name, eval_result, is_higher_better) or list of such tuples.
2121
2122
2123
2124
2125
2126
2127
2128
2129
2130
2131
2132

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

2133
2134
            For multi-class task, the preds is group by class_id first, then group by row_id.
            If you want to get i-th row preds in j-th class, the access way is preds[j * num_data + i].
wxchan's avatar
wxchan committed
2135
2136
2137

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2138
        result : list
2139
            List with evaluation results.
wxchan's avatar
wxchan committed
2140
        """
wxchan's avatar
wxchan committed
2141
        return [item for i in range_(1, self.__num_dataset)
wxchan's avatar
wxchan committed
2142
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
2143

2144
    def save_model(self, filename, num_iteration=None, start_iteration=0):
2145
        """Save Booster to file.
wxchan's avatar
wxchan committed
2146
2147
2148

        Parameters
        ----------
2149
2150
        filename : string
            Filename to save Booster.
2151
2152
2153
2154
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
2155
        start_iteration : int, optional (default=0)
2156
            Start index of the iteration that should be saved.
Nikita Titov's avatar
Nikita Titov committed
2157
2158
2159
2160
2161

        Returns
        -------
        self : Booster
            Returns self.
wxchan's avatar
wxchan committed
2162
        """
2163
        if num_iteration is None:
2164
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
2165
2166
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
2167
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2168
            ctypes.c_int(num_iteration),
wxchan's avatar
wxchan committed
2169
            c_str(filename)))
2170
        _dump_pandas_categorical(self.pandas_categorical, filename)
Nikita Titov's avatar
Nikita Titov committed
2171
        return self
wxchan's avatar
wxchan committed
2172

2173
    def shuffle_models(self, start_iteration=0, end_iteration=-1):
2174
        """Shuffle models.
Nikita Titov's avatar
Nikita Titov committed
2175

2176
2177
2178
        Parameters
        ----------
        start_iteration : int, optional (default=0)
2179
            The first iteration that will be shuffled.
2180
2181
        end_iteration : int, optional (default=-1)
            The last iteration that will be shuffled.
2182
            If <= 0, means the last available iteration.
2183

Nikita Titov's avatar
Nikita Titov committed
2184
2185
2186
2187
        Returns
        -------
        self : Booster
            Booster with shuffled models.
2188
        """
2189
2190
        _safe_call(_LIB.LGBM_BoosterShuffleModels(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
2191
2192
            ctypes.c_int(start_iteration),
            ctypes.c_int(end_iteration)))
Nikita Titov's avatar
Nikita Titov committed
2193
        return self
2194
2195
2196
2197
2198
2199

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

        Parameters
        ----------
Nikita Titov's avatar
Nikita Titov committed
2200
        model_str : string
2201
            Model will be loaded from this string.
Nikita Titov's avatar
Nikita Titov committed
2202
2203
        verbose : bool, optional (default=True)
            Whether to print messages while loading model.
2204
2205
2206

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2207
        self : Booster
2208
2209
            Loaded Booster object.
        """
2210
2211
2212
2213
        if self.handle is not None:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))
        self._free_buffer()
        self.handle = ctypes.c_void_p()
2214
2215
2216
2217
2218
2219
2220
2221
2222
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
            c_str(model_str),
            ctypes.byref(out_num_iterations),
            ctypes.byref(self.handle)))
        out_num_class = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumClasses(
            self.handle,
            ctypes.byref(out_num_class)))
2223
        if verbose:
Nikita Titov's avatar
Nikita Titov committed
2224
            print('Finished loading model, total used %d iterations' % int(out_num_iterations.value))
2225
        self.__num_class = out_num_class.value
2226
        self.pandas_categorical = _load_pandas_categorical(model_str=model_str)
2227
2228
2229
2230
        return self

    def model_to_string(self, num_iteration=None, start_iteration=0):
        """Save Booster to string.
2231

2232
2233
2234
2235
2236
2237
        Parameters
        ----------
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be saved.
            If None, if the best iteration exists, it is saved; otherwise, all iterations are saved.
            If <= 0, all iterations are saved.
Nikita Titov's avatar
Nikita Titov committed
2238
        start_iteration : int, optional (default=0)
2239
2240
2241
2242
            Start index of the iteration that should be saved.

        Returns
        -------
Nikita Titov's avatar
Nikita Titov committed
2243
        str_repr : string
2244
2245
            String representation of Booster.
        """
2246
        if num_iteration is None:
2247
2248
            num_iteration = self.best_iteration
        buffer_len = 1 << 20
2249
        tmp_out_len = ctypes.c_int64(0)
2250
2251
2252
2253
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterSaveModelToString(
            self.handle,
2254
            ctypes.c_int(start_iteration),
2255
            ctypes.c_int(num_iteration),
2256
            ctypes.c_int64(buffer_len),
2257
2258
2259
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
2260
        # if buffer length is not long enough, re-allocate a buffer
2261
2262
2263
2264
2265
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterSaveModelToString(
                self.handle,
2266
                ctypes.c_int(start_iteration),
2267
                ctypes.c_int(num_iteration),
2268
                ctypes.c_int64(actual_len),
2269
2270
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
2271
2272
2273
        ret = string_buffer.value.decode()
        ret += _dump_pandas_categorical(self.pandas_categorical)
        return ret
2274

2275
    def dump_model(self, num_iteration=None, start_iteration=0):
Nikita Titov's avatar
Nikita Titov committed
2276
        """Dump Booster to JSON format.
wxchan's avatar
wxchan committed
2277

2278
2279
        Parameters
        ----------
2280
2281
2282
2283
        num_iteration : int or None, optional (default=None)
            Index of the iteration that should be dumped.
            If None, if the best iteration exists, it is dumped; otherwise, all iterations are dumped.
            If <= 0, all iterations are dumped.
Nikita Titov's avatar
Nikita Titov committed
2284
        start_iteration : int, optional (default=0)
2285
            Start index of the iteration that should be dumped.
2286

wxchan's avatar
wxchan committed
2287
2288
        Returns
        -------
2289
        json_repr : dict
Nikita Titov's avatar
Nikita Titov committed
2290
            JSON format of Booster.
wxchan's avatar
wxchan committed
2291
        """
2292
        if num_iteration is None:
2293
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
2294
        buffer_len = 1 << 20
2295
        tmp_out_len = ctypes.c_int64(0)
wxchan's avatar
wxchan committed
2296
2297
2298
2299
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
2300
            ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2301
            ctypes.c_int(num_iteration),
2302
            ctypes.c_int64(buffer_len),
wxchan's avatar
wxchan committed
2303
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2304
            ptr_string_buffer))
wxchan's avatar
wxchan committed
2305
        actual_len = tmp_out_len.value
2306
        # if buffer length is not long enough, reallocate a buffer
wxchan's avatar
wxchan committed
2307
2308
2309
2310
2311
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
2312
                ctypes.c_int(start_iteration),
Guolin Ke's avatar
Guolin Ke committed
2313
                ctypes.c_int(num_iteration),
2314
                ctypes.c_int64(actual_len),
wxchan's avatar
wxchan committed
2315
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2316
                ptr_string_buffer))
2317
2318
2319
2320
        ret = json.loads(string_buffer.value.decode())
        ret['pandas_categorical'] = json.loads(json.dumps(self.pandas_categorical,
                                                          default=json_default_with_numpy))
        return ret
wxchan's avatar
wxchan committed
2321

2322
2323
    def predict(self, data, num_iteration=None,
                raw_score=False, pred_leaf=False, pred_contrib=False,
2324
                data_has_header=False, is_reshape=True, **kwargs):
2325
        """Make a prediction.
wxchan's avatar
wxchan committed
2326
2327
2328

        Parameters
        ----------
2329
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
2330
2331
            Data source for prediction.
            If string, it represents the path to txt file.
2332
2333
2334
2335
        num_iteration : int or None, optional (default=None)
            Limit number of iterations in the prediction.
            If None, if the best iteration exists, it is used; otherwise, all iterations are used.
            If <= 0, all iterations are used (no limits).
2336
2337
2338
2339
        raw_score : bool, optional (default=False)
            Whether to predict raw scores.
        pred_leaf : bool, optional (default=False)
            Whether to predict leaf index.
2340
2341
        pred_contrib : bool, optional (default=False)
            Whether to predict feature contributions.
2342
2343
2344

            Note
            ----
2345
            If you want to get more explanations for your model's predictions using SHAP values,
2346
            like SHAP interaction values,
2347
2348
2349
            you can install the shap package (https://github.com/slundberg/shap).
            Note that unlike the shap package, with ``pred_contrib`` we return a matrix with an extra
            column, where the last column is the expected value.
2350

2351
2352
2353
2354
2355
        data_has_header : bool, optional (default=False)
            Whether the data has header.
            Used only if data is string.
        is_reshape : bool, optional (default=True)
            If True, result is reshaped to [nrow, ncol].
2356
2357
        **kwargs
            Other parameters for the prediction.
wxchan's avatar
wxchan committed
2358
2359
2360

        Returns
        -------
2361
2362
        result : numpy array
            Prediction result.
wxchan's avatar
wxchan committed
2363
        """
2364
        predictor = self._to_predictor(copy.deepcopy(kwargs))
2365
        if num_iteration is None:
2366
            num_iteration = self.best_iteration
2367
2368
2369
        return predictor.predict(data, num_iteration,
                                 raw_score, pred_leaf, pred_contrib,
                                 data_has_header, is_reshape)
wxchan's avatar
wxchan committed
2370

2371
    def refit(self, data, label, decay_rate=0.9, **kwargs):
Guolin Ke's avatar
Guolin Ke committed
2372
2373
2374
2375
        """Refit the existing Booster by new data.

        Parameters
        ----------
2376
        data : string, numpy array, pandas DataFrame, H2O DataTable's Frame or scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
2377
2378
            Data source for refit.
            If string, it represents the path to txt file.
2379
        label : list, numpy 1-D array or pandas Series / one-column DataFrame
Guolin Ke's avatar
Guolin Ke committed
2380
2381
            Label for refit.
        decay_rate : float, optional (default=0.9)
2382
2383
            Decay rate of refit,
            will use ``leaf_output = decay_rate * old_leaf_output + (1.0 - decay_rate) * new_leaf_output`` to refit trees.
2384
2385
        **kwargs
            Other parameters for refit.
2386
            These parameters will be passed to ``predict`` method.
Guolin Ke's avatar
Guolin Ke committed
2387
2388
2389
2390
2391
2392

        Returns
        -------
        result : Booster
            Refitted Booster.
        """
2393
2394
        if self.__set_objective_to_none:
            raise LightGBMError('Cannot refit due to null objective function.')
2395
        predictor = self._to_predictor(copy.deepcopy(kwargs))
2396
        leaf_preds = predictor.predict(data, -1, pred_leaf=True)
2397
        nrow, ncol = leaf_preds.shape
2398
        train_set = Dataset(data, label, silent=True)
2399
2400
2401
        new_params = copy.deepcopy(self.params)
        new_params['refit_decay_rate'] = decay_rate
        new_booster = Booster(new_params, train_set, silent=True)
Guolin Ke's avatar
Guolin Ke committed
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
        # Copy models
        _safe_call(_LIB.LGBM_BoosterMerge(
            new_booster.handle,
            predictor.handle))
        leaf_preds = leaf_preds.reshape(-1)
        ptr_data, type_ptr_data, _ = c_int_array(leaf_preds)
        _safe_call(_LIB.LGBM_BoosterRefit(
            new_booster.handle,
            ptr_data,
            ctypes.c_int(nrow),
            ctypes.c_int(ncol)))
2413
2414
        new_booster.network = self.network
        new_booster.__attr = self.__attr.copy()
Guolin Ke's avatar
Guolin Ke committed
2415
2416
        return new_booster

2417
    def get_leaf_output(self, tree_id, leaf_id):
2418
2419
2420
2421
2422
2423
2424
2425
2426
2427
2428
2429
2430
2431
        """Get the output of a leaf.

        Parameters
        ----------
        tree_id : int
            The index of the tree.
        leaf_id : int
            The index of the leaf in the tree.

        Returns
        -------
        result : float
            The output of the leaf.
        """
2432
2433
2434
2435
2436
2437
2438
2439
        ret = ctypes.c_double(0)
        _safe_call(_LIB.LGBM_BoosterGetLeafValue(
            self.handle,
            ctypes.c_int(tree_id),
            ctypes.c_int(leaf_id),
            ctypes.byref(ret)))
        return ret.value

2440
    def _to_predictor(self, pred_parameter=None):
2441
        """Convert to predictor."""
2442
        predictor = _InnerPredictor(booster_handle=self.handle, pred_parameter=pred_parameter)
2443
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
2444
2445
        return predictor

2446
    def num_feature(self):
2447
2448
2449
2450
2451
2452
2453
        """Get number of features.

        Returns
        -------
        num_feature : int
            The number of features.
        """
2454
2455
2456
2457
2458
2459
        out_num_feature = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        return out_num_feature.value

wxchan's avatar
wxchan committed
2460
    def feature_name(self):
2461
        """Get names of features.
wxchan's avatar
wxchan committed
2462
2463
2464

        Returns
        -------
2465
2466
        result : list
            List with names of features.
wxchan's avatar
wxchan committed
2467
        """
2468
        num_feature = self.num_feature()
2469
        # Get name of features
wxchan's avatar
wxchan committed
2470
2471
2472
2473
2474
2475
2476
2477
2478
2479
2480
        tmp_out_len = ctypes.c_int(0)
        string_buffers = [ctypes.create_string_buffer(255) for i in range_(num_feature)]
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
            ctypes.byref(tmp_out_len),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
        return [string_buffers[i].value.decode() for i in range_(num_feature)]

2481
    def feature_importance(self, importance_type='split', iteration=None):
2482
        """Get feature importances.
2483

2484
2485
        Parameters
        ----------
2486
2487
2488
2489
        importance_type : string, optional (default="split")
            How the importance is calculated.
            If "split", result contains numbers of times the feature is used in a model.
            If "gain", result contains total gains of splits which use the feature.
2490
2491
2492
2493
        iteration : int or None, optional (default=None)
            Limit number of iterations in the feature importance calculation.
            If None, if the best iteration exists, it is used; otherwise, all trees are used.
            If <= 0, all trees are used (no limits).
2494

2495
2496
        Returns
        -------
2497
2498
        result : numpy array
            Array with feature importances.
2499
        """
2500
2501
        if iteration is None:
            iteration = self.best_iteration
2502
2503
2504
2505
2506
2507
        if importance_type == "split":
            importance_type_int = 0
        elif importance_type == "gain":
            importance_type_int = 1
        else:
            importance_type_int = -1
Nikita Titov's avatar
Nikita Titov committed
2508
        result = np.zeros(self.num_feature(), dtype=np.float64)
2509
2510
2511
2512
2513
2514
2515
2516
2517
        _safe_call(_LIB.LGBM_BoosterFeatureImportance(
            self.handle,
            ctypes.c_int(iteration),
            ctypes.c_int(importance_type_int),
            result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
        if importance_type_int == 0:
            return result.astype(int)
        else:
            return result
2518

2519
2520
2521
2522
2523
2524
2525
2526
2527
    def get_split_value_histogram(self, feature, bins=None, xgboost_style=False):
        """Get split value histogram for the specified feature.

        Parameters
        ----------
        feature : int or string
            The feature name or index the histogram is calculated for.
            If int, interpreted as index.
            If string, interpreted as name.
2528
2529
2530
2531
2532

            Note
            ----
            Categorical features are not supported.

2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
2552
2553
2554
2555
2556
2557
2558
2559
        bins : int, string or None, optional (default=None)
            The maximum number of bins.
            If None, or int and > number of unique split values and ``xgboost_style=True``,
            the number of bins equals number of unique split values.
            If string, it should be one from the list of the supported values by ``numpy.histogram()`` function.
        xgboost_style : bool, optional (default=False)
            Whether the returned result should be in the same form as it is in XGBoost.
            If False, the returned value is tuple of 2 numpy arrays as it is in ``numpy.histogram()`` function.
            If True, the returned value is matrix, in which the first column is the right edges of non-empty bins
            and the second one is the histogram values.

        Returns
        -------
        result_tuple : tuple of 2 numpy arrays
            If ``xgboost_style=False``, the values of the histogram of used splitting values for the specified feature
            and the bin edges.
        result_array_like : numpy array or pandas DataFrame (if pandas is installed)
            If ``xgboost_style=True``, the histogram of used splitting values for the specified feature.
        """
        def add(root):
            """Recursively add thresholds."""
            if 'split_index' in root:  # non-leaf
                if feature_names is not None and isinstance(feature, string_type):
                    split_feature = feature_names[root['split_feature']]
                else:
                    split_feature = root['split_feature']
                if split_feature == feature:
2560
2561
2562
2563
                    if isinstance(root['threshold'], string_type):
                        raise LightGBMError('Cannot compute split value histogram for the categorical feature')
                    else:
                        values.append(root['threshold'])
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
2576
2577
2578
2579
2580
2581
2582
2583
2584
2585
2586
2587
                add(root['left_child'])
                add(root['right_child'])

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

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

wxchan's avatar
wxchan committed
2588
    def __inner_eval(self, data_name, data_idx, feval=None):
2589
        """Evaluate training or validation data."""
wxchan's avatar
wxchan committed
2590
        if data_idx >= self.__num_dataset:
2591
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
2592
2593
2594
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
2595
            result = np.zeros(self.__num_inner_eval, dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
2596
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2597
2598
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
2599
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
2600
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
2601
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
2602
            if tmp_out_len.value != self.__num_inner_eval:
2603
                raise ValueError("Wrong length of eval results")
wxchan's avatar
wxchan committed
2604
            for i in range_(self.__num_inner_eval):
2605
2606
                ret.append((data_name, self.__name_inner_eval[i],
                            result[i], self.__higher_better_inner_eval[i]))
wxchan's avatar
wxchan committed
2607
2608
2609
2610
2611
2612
2613
2614
2615
2616
2617
2618
2619
2620
2621
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
            feval_ret = feval(self.__inner_predict(data_idx), cur_data)
            if isinstance(feval_ret, list):
                for eval_name, val, is_higher_better in feval_ret:
                    ret.append((data_name, eval_name, val, is_higher_better))
            else:
                eval_name, val, is_higher_better = feval_ret
                ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
2622
        """Predict for training and validation dataset."""
wxchan's avatar
wxchan committed
2623
        if data_idx >= self.__num_dataset:
2624
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
2625
2626
2627
2628
2629
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
2630
            self.__inner_predict_buffer[data_idx] = np.zeros(n_preds, dtype=np.float64)
2631
        # avoid to predict many time in one iteration
wxchan's avatar
wxchan committed
2632
2633
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
2634
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
2635
2636
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
2637
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
2638
2639
2640
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
2641
                raise ValueError("Wrong length of predict results for data %d" % (data_idx))
wxchan's avatar
wxchan committed
2642
2643
2644
2645
            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
2646
        """Get inner evaluation count and names."""
wxchan's avatar
wxchan committed
2647
2648
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
2649
            out_num_eval = ctypes.c_int(0)
2650
            # Get num of inner evals
wxchan's avatar
wxchan committed
2651
2652
2653
2654
2655
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
2656
                # Get name of evals
Guolin Ke's avatar
Guolin Ke committed
2657
                tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
2658
                string_buffers = [ctypes.create_string_buffer(255) for i in range_(self.__num_inner_eval)]
wxchan's avatar
wxchan committed
2659
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
2660
2661
2662
2663
2664
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
2665
                    raise ValueError("Length of eval names doesn't equal with num_evals")
2666
                self.__name_inner_eval = \
wxchan's avatar
wxchan committed
2667
                    [string_buffers[i].value.decode() for i in range_(self.__num_inner_eval)]
2668
                self.__higher_better_inner_eval = \
2669
                    [name.startswith(('auc', 'ndcg@', 'map@')) for name in self.__name_inner_eval]
2670

wxchan's avatar
wxchan committed
2671
    def attr(self, key):
2672
        """Get attribute string from the Booster.
wxchan's avatar
wxchan committed
2673
2674
2675

        Parameters
        ----------
2676
2677
        key : string
            The name of the attribute.
wxchan's avatar
wxchan committed
2678
2679
2680

        Returns
        -------
2681
2682
        value : string or None
            The attribute value.
Nikita Titov's avatar
Nikita Titov committed
2683
            Returns None if attribute does not exist.
wxchan's avatar
wxchan committed
2684
        """
2685
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
2686
2687

    def set_attr(self, **kwargs):
2688
        """Set attributes to the Booster.
wxchan's avatar
wxchan committed
2689
2690
2691
2692

        Parameters
        ----------
        **kwargs
2693
2694
            The attributes to set.
            Setting a value to None deletes an attribute.
Nikita Titov's avatar
Nikita Titov committed
2695
2696
2697
2698

        Returns
        -------
        self : Booster
2699
            Booster with set attributes.
wxchan's avatar
wxchan committed
2700
2701
2702
        """
        for key, value in kwargs.items():
            if value is not None:
wxchan's avatar
wxchan committed
2703
                if not isinstance(value, string_type):
Nikita Titov's avatar
Nikita Titov committed
2704
                    raise ValueError("Only string values are accepted")
wxchan's avatar
wxchan committed
2705
2706
2707
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)
Nikita Titov's avatar
Nikita Titov committed
2708
        return self