test_dask.py 48.4 KB
Newer Older
1
# coding: utf-8
2
3
"""Tests for lightgbm.dask module"""

4
5
import inspect
import pickle
6
import random
7
import socket
8
9
from itertools import groupby
from os import getenv
10
from platform import machine
11
from sys import platform
12
13

import pytest
14
15
16

import lightgbm as lgb

17
if not platform.startswith('linux'):
18
    pytest.skip('lightgbm.dask is currently supported in Linux environments', allow_module_level=True)
19
20
if not lgb.compat.DASK_INSTALLED:
    pytest.skip('Dask is not installed', allow_module_level=True)
21

22
import cloudpickle
23
24
import dask.array as da
import dask.dataframe as dd
25
import joblib
26
27
import numpy as np
import pandas as pd
28
import sklearn.utils.estimator_checks as sklearn_checks
29
from dask.array.utils import assert_eq
30
from dask.distributed import Client, LocalCluster, default_client, wait
31
from distributed.utils_test import client, cluster_fixture, gen_cluster, loop
32
from pkg_resources import parse_version
33
from scipy.sparse import csr_matrix
34
from scipy.stats import spearmanr
35
from sklearn import __version__ as sk_version
36
37
from sklearn.datasets import make_blobs, make_regression

38
39
from .utils import make_ranking

40
41
sk_version = parse_version(sk_version)

42
43
# time, in seconds, to wait for the Dask client to close. Used to avoid teardown errors
# see https://distributed.dask.org/en/latest/api.html#distributed.Client.close
44
CLIENT_CLOSE_TIMEOUT = 120
45

46
tasks = ['binary-classification', 'multiclass-classification', 'regression', 'ranking']
47
distributed_training_algorithms = ['data', 'voting']
48
data_output = ['array', 'scipy_csr_matrix', 'dataframe', 'dataframe-with-categorical']
49
boosting_types = ['gbdt', 'dart', 'goss', 'rf']
50
group_sizes = [5, 5, 5, 10, 10, 10, 20, 20, 20, 50, 50]
51
52
53
54
55
56
57
58
59
60
61
62
task_to_dask_factory = {
    'regression': lgb.DaskLGBMRegressor,
    'binary-classification': lgb.DaskLGBMClassifier,
    'multiclass-classification': lgb.DaskLGBMClassifier,
    'ranking': lgb.DaskLGBMRanker
}
task_to_local_factory = {
    'regression': lgb.LGBMRegressor,
    'binary-classification': lgb.LGBMClassifier,
    'multiclass-classification': lgb.LGBMClassifier,
    'ranking': lgb.LGBMRanker
}
63
64

pytestmark = [
65
    pytest.mark.skipif(getenv('TASK', '') == 'mpi', reason='Fails to run with MPI interface'),
66
67
    pytest.mark.skipif(getenv('TASK', '') == 'gpu', reason='Fails to run with GPU interface'),
    pytest.mark.skipif(machine() != 'x86_64', reason='Fails to run with non-x86_64 architecture')
68
69
70
71
72
73
74
75
76
77
78
79
]


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


listen_port.port = 13000


80
def _create_ranking_data(n_samples=100, output='array', chunk_size=50, **kwargs):
81
    X, y, g = make_ranking(n_samples=n_samples, random_state=42, **kwargs)
82
83
    rnd = np.random.RandomState(42)
    w = rnd.rand(X.shape[0]) * 0.01
84
    g_rle = np.array([len(list(grp)) for _, grp in groupby(g)])
85

86
    if output.startswith('dataframe'):
87
88
        # add target, weight, and group to DataFrame so that partitions abide by group boundaries.
        X_df = pd.DataFrame(X, columns=[f'feature_{i}' for i in range(X.shape[1])])
89
90
91
92
93
94
95
96
97
        if output == 'dataframe-with-categorical':
            for i in range(5):
                col_name = "cat_col" + str(i)
                cat_values = rnd.choice(['a', 'b'], X.shape[0])
                cat_series = pd.Series(
                    cat_values,
                    dtype='category'
                )
                X_df[col_name] = cat_series
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
        X = X_df.copy()
        X_df = X_df.assign(y=y, g=g, w=w)

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

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

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

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

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


136
def _create_data(objective, n_samples=1_000, output='array', chunk_size=500, **kwargs):
137
138
139
140
141
142
143
    if objective.endswith('classification'):
        if objective == 'binary-classification':
            centers = [[-4, -4], [4, 4]]
        elif objective == 'multiclass-classification':
            centers = [[-4, -4], [4, 4], [-4, 4]]
        else:
            raise ValueError(f"Unknown classification task '{objective}'")
144
145
        X, y = make_blobs(n_samples=n_samples, centers=centers, random_state=42)
    elif objective == 'regression':
146
        X, y = make_regression(n_samples=n_samples, n_features=4, n_informative=2, random_state=42)
147
148
149
150
151
152
153
    elif objective == 'ranking':
        return _create_ranking_data(
            n_samples=n_samples,
            output=output,
            chunk_size=chunk_size,
            **kwargs
        )
154
    else:
155
        raise ValueError("Unknown objective '%s'" % objective)
156
157
158
159
160
161
162
    rnd = np.random.RandomState(42)
    weights = rnd.random(X.shape[0]) * 0.01

    if output == 'array':
        dX = da.from_array(X, (chunk_size, X.shape[1]))
        dy = da.from_array(y, chunk_size)
        dw = da.from_array(weights, chunk_size)
163
    elif output.startswith('dataframe'):
164
        X_df = pd.DataFrame(X, columns=['feature_%d' % i for i in range(X.shape[1])])
165
        if output == 'dataframe-with-categorical':
166
            num_cat_cols = 2
167
168
169
170
171
172
173
174
175
176
            for i in range(num_cat_cols):
                col_name = "cat_col" + str(i)
                cat_values = rnd.choice(['a', 'b'], X.shape[0])
                cat_series = pd.Series(
                    cat_values,
                    dtype='category'
                )
                X_df[col_name] = cat_series
                X = np.hstack((X, cat_series.cat.codes.values.reshape(-1, 1)))

177
178
            # make one categorical feature relevant to the target
            cat_col_is_a = X_df['cat_col0'] == 'a'
179
            if objective == 'regression':
180
181
182
183
184
185
                y = np.where(cat_col_is_a, y, 2 * y)
            elif objective == 'binary-classification':
                y = np.where(cat_col_is_a, y, 1 - y)
            elif objective == 'multiclass-classification':
                n_classes = 3
                y = np.where(cat_col_is_a, y, (1 + y) % n_classes)
186
187
188
189
190
        y_df = pd.Series(y, name='target')
        dX = dd.from_pandas(X_df, chunksize=chunk_size)
        dy = dd.from_pandas(y_df, chunksize=chunk_size)
        dw = dd.from_array(weights, chunksize=chunk_size)
    elif output == 'scipy_csr_matrix':
191
        dX = da.from_array(X, chunks=(chunk_size, X.shape[1])).map_blocks(csr_matrix)
192
193
194
        dy = da.from_array(y, chunks=chunk_size)
        dw = da.from_array(weights, chunk_size)
    else:
195
        raise ValueError("Unknown output type '%s'" % output)
196

197
    return X, y, weights, None, dX, dy, dw, None
198
199


200
201
def _r2_score(dy_true, dy_pred):
    numerator = ((dy_true - dy_pred) ** 2).sum(axis=0, dtype=np.float64)
202
    denominator = ((dy_true - dy_true.mean(axis=0)) ** 2).sum(axis=0, dtype=np.float64)
203
204
205
206
207
208
209
    return (1 - numerator / denominator).compute()


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


210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
def _pickle(obj, filepath, serializer):
    if serializer == 'pickle':
        with open(filepath, 'wb') as f:
            pickle.dump(obj, f)
    elif serializer == 'joblib':
        joblib.dump(obj, filepath)
    elif serializer == 'cloudpickle':
        with open(filepath, 'wb') as f:
            cloudpickle.dump(obj, f)
    else:
        raise ValueError(f'Unrecognized serializer type: {serializer}')


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


236
@pytest.mark.parametrize('output', data_output)
237
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
238
@pytest.mark.parametrize('boosting_type', boosting_types)
239
240
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_classifier(output, task, boosting_type, tree_learner, client):
241
    X, y, w, _, dX, dy, dw, _ = _create_data(
242
243
        objective=task,
        output=output
244
    )
245

246
    params = {
247
        "boosting_type": boosting_type,
248
        "tree_learner": tree_learner,
249
250
        "n_estimators": 50,
        "num_leaves": 31
251
    }
252
253
254
255
256
257
258
    if boosting_type == 'rf':
        params.update({
            'bagging_freq': 1,
            'bagging_fraction': 0.9,
        })
    elif boosting_type == 'goss':
        params['top_rate'] = 0.5
259

260
    dask_classifier = lgb.DaskLGBMClassifier(
261
        client=client,
James Lamb's avatar
James Lamb committed
262
        time_out=5,
263
        **params
James Lamb's avatar
James Lamb committed
264
    )
265
    dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
266
    p1 = dask_classifier.predict(dX)
James Lamb's avatar
James Lamb committed
267
    p1_proba = dask_classifier.predict_proba(dX).compute()
268
    p1_pred_leaf = dask_classifier.predict(dX, pred_leaf=True)
269
    p1_local = dask_classifier.to_local().predict(X)
270
    s1 = _accuracy_score(dy, p1)
271
272
    p1 = p1.compute()

273
    local_classifier = lgb.LGBMClassifier(**params)
274
275
    local_classifier.fit(X, y, sample_weight=w)
    p2 = local_classifier.predict(X)
James Lamb's avatar
James Lamb committed
276
    p2_proba = local_classifier.predict_proba(X)
277
278
    s2 = local_classifier.score(X, y)

279
    if boosting_type == 'rf':
280
281
282
283
284
285
286
287
288
289
290
        # https://github.com/microsoft/LightGBM/issues/4118
        assert_eq(s1, s2, atol=0.01)
        assert_eq(p1_proba, p2_proba, atol=0.8)
    else:
        assert_eq(s1, s2)
        assert_eq(p1, p2)
        assert_eq(p1, y)
        assert_eq(p2, y)
        assert_eq(p1_proba, p2_proba, atol=0.03)
        assert_eq(p1_local, p2)
        assert_eq(p1_local, y)
291

292
293
294
295
296
297
298
299
300
301
302
    # pref_leaf values should have the right shape
    # and values that look like valid tree nodes
    pred_leaf_vals = p1_pred_leaf.compute()
    assert pred_leaf_vals.shape == (
        X.shape[0],
        dask_classifier.booster_.num_trees()
    )
    assert np.max(pred_leaf_vals) <= params['num_leaves']
    assert np.min(pred_leaf_vals) >= 0
    assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']

303
304
305
306
307
308
309
310
311
312
313
314
    # be sure LightGBM actually used at least one categorical column,
    # and that it was correctly treated as a categorical feature
    if output == 'dataframe-with-categorical':
        cat_cols = [
            col for col in dX.columns
            if dX.dtypes[col].name == 'category'
        ]
        tree_df = dask_classifier.booster_.trees_to_dataframe()
        node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
        assert node_uses_cat_col.sum() > 0
        assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

315
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)
316

317

318
@pytest.mark.parametrize('output', data_output)
319
320
@pytest.mark.parametrize('task', ['binary-classification', 'multiclass-classification'])
def test_classifier_pred_contrib(output, task, client):
321
    X, y, w, _, dX, dy, dw, _ = _create_data(
322
323
        objective=task,
        output=output
324
    )
325

326
327
328
329
    params = {
        "n_estimators": 10,
        "num_leaves": 10
    }
330

331
    dask_classifier = lgb.DaskLGBMClassifier(
332
        client=client,
333
334
        time_out=5,
        tree_learner='data',
335
        **params
336
    )
337
    dask_classifier = dask_classifier.fit(dX, dy, sample_weight=dw)
338
339
    preds_with_contrib = dask_classifier.predict(dX, pred_contrib=True).compute()

340
    local_classifier = lgb.LGBMClassifier(**params)
341
342
343
344
345
346
    local_classifier.fit(X, y, sample_weight=w)
    local_preds_with_contrib = local_classifier.predict(X, pred_contrib=True)

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

347
348
349
350
351
352
353
354
355
356
357
358
    # be sure LightGBM actually used at least one categorical column,
    # and that it was correctly treated as a categorical feature
    if output == 'dataframe-with-categorical':
        cat_cols = [
            col for col in dX.columns
            if dX.dtypes[col].name == 'category'
        ]
        tree_df = dask_classifier.booster_.trees_to_dataframe()
        node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
        assert node_uses_cat_col.sum() > 0
        assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
    # shape depends on whether it is binary or multiclass classification
    num_features = dask_classifier.n_features_
    num_classes = dask_classifier.n_classes_
    if num_classes == 2:
        expected_num_cols = num_features + 1
    else:
        expected_num_cols = (num_features + 1) * num_classes

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

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

382
383
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)

384

385
386
387
388
389
390
391
392
393
394
395
396
397
def test_find_random_open_port(client):
    for _ in range(5):
        worker_address_to_port = client.run(lgb.dask._find_random_open_port)
        found_ports = worker_address_to_port.values()
        # check that found ports are different for same address (LocalCluster)
        assert len(set(found_ports)) == len(found_ports)
        # check that the ports are indeed open
        for port in found_ports:
            with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
                s.bind(('', port))
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
def test_possibly_fix_worker_map(capsys, client):
    client.wait_for_workers(2)
    worker_addresses = list(client.scheduler_info()["workers"].keys())

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

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

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


429
def test_training_does_not_fail_on_port_conflicts(client):
430
    _, _, _, _, dX, dy, dw, _ = _create_data('binary-classification', output='array')
431

432
    lightgbm_default_port = 12400
433
    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
434
        s.bind(('127.0.0.1', lightgbm_default_port))
435
        dask_classifier = lgb.DaskLGBMClassifier(
436
            client=client,
437
            time_out=5,
James Lamb's avatar
James Lamb committed
438
439
            n_estimators=5,
            num_leaves=5
440
        )
441
        for _ in range(5):
442
443
444
445
446
447
448
            dask_classifier.fit(
                X=dX,
                y=dy,
                sample_weight=dw,
            )
            assert dask_classifier.booster_

449
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)
450

451

452
@pytest.mark.parametrize('output', data_output)
453
@pytest.mark.parametrize('boosting_type', boosting_types)
454
455
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_regressor(output, boosting_type, tree_learner, client):
456
    X, y, w, _, dX, dy, dw, _ = _create_data(
457
458
459
        objective='regression',
        output=output
    )
460

461
    params = {
462
        "boosting_type": boosting_type,
463
        "random_state": 42,
464
465
        "num_leaves": 31,
        "n_estimators": 20,
466
    }
467
468
469
470
471
    if boosting_type == 'rf':
        params.update({
            'bagging_freq': 1,
            'bagging_fraction': 0.9,
        })
472

473
    dask_regressor = lgb.DaskLGBMRegressor(
474
        client=client,
James Lamb's avatar
James Lamb committed
475
        time_out=5,
476
        tree=tree_learner,
477
        **params
James Lamb's avatar
James Lamb committed
478
    )
479
    dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
480
    p1 = dask_regressor.predict(dX)
481
482
    p1_pred_leaf = dask_regressor.predict(dX, pred_leaf=True)

483
    s1 = _r2_score(dy, p1)
484
    p1 = p1.compute()
485
486
    p1_local = dask_regressor.to_local().predict(X)
    s1_local = dask_regressor.to_local().score(X, y)
487

488
    local_regressor = lgb.LGBMRegressor(**params)
489
490
491
492
493
    local_regressor.fit(X, y, sample_weight=w)
    s2 = local_regressor.score(X, y)
    p2 = local_regressor.predict(X)

    # Scores should be the same
494
495
    assert_eq(s1, s2, atol=0.01)
    assert_eq(s1, s1_local)
496

497
    # Predictions should be roughly the same.
498
    assert_eq(p1, p1_local)
499

500
501
502
503
504
505
506
507
508
509
510
    # pref_leaf values should have the right shape
    # and values that look like valid tree nodes
    pred_leaf_vals = p1_pred_leaf.compute()
    assert pred_leaf_vals.shape == (
        X.shape[0],
        dask_regressor.booster_.num_trees()
    )
    assert np.max(pred_leaf_vals) <= params['num_leaves']
    assert np.min(pred_leaf_vals) >= 0
    assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']

511
512
    assert_eq(p1, y, rtol=0.5, atol=50.)
    assert_eq(p2, y, rtol=0.5, atol=50.)
513
514
515
516
517
518
519
520
521
522
523
524
525

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

526
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)
527

528

529
@pytest.mark.parametrize('output', data_output)
530
def test_regressor_pred_contrib(output, client):
531
    X, y, w, _, dX, dy, dw, _ = _create_data(
532
533
534
        objective='regression',
        output=output
    )
535

536
537
538
539
    params = {
        "n_estimators": 10,
        "num_leaves": 10
    }
540

541
    dask_regressor = lgb.DaskLGBMRegressor(
542
        client=client,
543
544
        time_out=5,
        tree_learner='data',
545
        **params
546
    )
547
    dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
548
549
    preds_with_contrib = dask_regressor.predict(dX, pred_contrib=True).compute()

550
    local_regressor = lgb.LGBMRegressor(**params)
551
552
553
554
555
556
557
558
559
560
561
562
    local_regressor.fit(X, y, sample_weight=w)
    local_preds_with_contrib = local_regressor.predict(X, pred_contrib=True)

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

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

563
564
565
566
567
568
569
570
571
572
573
574
    # be sure LightGBM actually used at least one categorical column,
    # and that it was correctly treated as a categorical feature
    if output == 'dataframe-with-categorical':
        cat_cols = [
            col for col in dX.columns
            if dX.dtypes[col].name == 'category'
        ]
        tree_df = dask_regressor.booster_.trees_to_dataframe()
        node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
        assert node_uses_cat_col.sum() > 0
        assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

575
576
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)

577

578
579
@pytest.mark.parametrize('output', data_output)
@pytest.mark.parametrize('alpha', [.1, .5, .9])
580
def test_regressor_quantile(output, client, alpha):
581
    X, y, w, _, dX, dy, dw, _ = _create_data(
582
583
584
        objective='regression',
        output=output
    )
585

586
587
588
589
590
591
592
    params = {
        "objective": "quantile",
        "alpha": alpha,
        "random_state": 42,
        "n_estimators": 10,
        "num_leaves": 10
    }
593

594
    dask_regressor = lgb.DaskLGBMRegressor(
595
        client=client,
596
597
        tree_learner_type='data_parallel',
        **params
James Lamb's avatar
James Lamb committed
598
    )
599
    dask_regressor = dask_regressor.fit(dX, dy, sample_weight=dw)
600
601
602
    p1 = dask_regressor.predict(dX).compute()
    q1 = np.count_nonzero(y < p1) / y.shape[0]

603
    local_regressor = lgb.LGBMRegressor(**params)
604
605
606
607
608
609
610
611
    local_regressor.fit(X, y, sample_weight=w)
    p2 = local_regressor.predict(X)
    q2 = np.count_nonzero(y < p2) / y.shape[0]

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

612
613
614
615
616
617
618
619
620
621
622
623
    # be sure LightGBM actually used at least one categorical column,
    # and that it was correctly treated as a categorical feature
    if output == 'dataframe-with-categorical':
        cat_cols = [
            col for col in dX.columns
            if dX.dtypes[col].name == 'category'
        ]
        tree_df = dask_regressor.booster_.trees_to_dataframe()
        node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
        assert node_uses_cat_col.sum() > 0
        assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

624
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)
625

626

627
@pytest.mark.parametrize('output', ['array', 'dataframe', 'dataframe-with-categorical'])
628
@pytest.mark.parametrize('group', [None, group_sizes])
629
@pytest.mark.parametrize('boosting_type', boosting_types)
630
631
@pytest.mark.parametrize('tree_learner', distributed_training_algorithms)
def test_ranker(output, group, boosting_type, tree_learner, client):
632
    if output == 'dataframe-with-categorical':
633
634
        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective='ranking',
635
636
637
638
639
640
            output=output,
            group=group,
            n_features=1,
            n_informative=1
        )
    else:
641
642
        X, y, w, g, dX, dy, dw, dg = _create_data(
            objective='ranking',
643
            output=output,
644
            group=group
645
        )
646

647
    # rebalance small dask.Array dataset for better performance.
648
649
650
651
652
653
654
655
    if output == 'array':
        dX = dX.persist()
        dy = dy.persist()
        dw = dw.persist()
        dg = dg.persist()
        _ = wait([dX, dy, dw, dg])
        client.rebalance()

656
    # use many trees + leaves to overfit, help ensure that Dask data-parallel strategy matches that of
657
    # serial learner. See https://github.com/microsoft/LightGBM/issues/3292#issuecomment-671288210.
658
    params = {
659
        "boosting_type": boosting_type,
660
661
662
663
664
        "random_state": 42,
        "n_estimators": 50,
        "num_leaves": 20,
        "min_child_samples": 1
    }
665
666
667
668
669
    if boosting_type == 'rf':
        params.update({
            'bagging_freq': 1,
            'bagging_fraction': 0.9,
        })
670

671
    dask_ranker = lgb.DaskLGBMRanker(
672
        client=client,
673
        time_out=5,
674
        tree_learner_type=tree_learner,
675
        **params
676
    )
677
    dask_ranker = dask_ranker.fit(dX, dy, sample_weight=dw, group=dg)
678
679
    rnkvec_dask = dask_ranker.predict(dX)
    rnkvec_dask = rnkvec_dask.compute()
680
    p1_pred_leaf = dask_ranker.predict(dX, pred_leaf=True)
681
    rnkvec_dask_local = dask_ranker.to_local().predict(X)
682

683
    local_ranker = lgb.LGBMRanker(**params)
684
685
686
687
688
689
690
    local_ranker.fit(X, y, sample_weight=w, group=g)
    rnkvec_local = local_ranker.predict(X)

    # distributed ranker should be able to rank decently well and should
    # have high rank correlation with scores from serial ranker.
    dcor = spearmanr(rnkvec_dask, y).correlation
    assert dcor > 0.6
691
    assert spearmanr(rnkvec_dask, rnkvec_local).correlation > 0.8
692
    assert_eq(rnkvec_dask, rnkvec_dask_local)
693

694
695
696
697
698
699
700
701
702
703
704
    # pref_leaf values should have the right shape
    # and values that look like valid tree nodes
    pred_leaf_vals = p1_pred_leaf.compute()
    assert pred_leaf_vals.shape == (
        X.shape[0],
        dask_ranker.booster_.num_trees()
    )
    assert np.max(pred_leaf_vals) <= params['num_leaves']
    assert np.min(pred_leaf_vals) >= 0
    assert len(np.unique(pred_leaf_vals)) <= params['num_leaves']

705
706
707
708
709
710
711
712
713
714
715
716
    # be sure LightGBM actually used at least one categorical column,
    # and that it was correctly treated as a categorical feature
    if output == 'dataframe-with-categorical':
        cat_cols = [
            col for col in dX.columns
            if dX.dtypes[col].name == 'category'
        ]
        tree_df = dask_ranker.booster_.trees_to_dataframe()
        node_uses_cat_col = tree_df['split_feature'].isin(cat_cols)
        assert node_uses_cat_col.sum() > 0
        assert tree_df.loc[node_uses_cat_col, "decision_type"].unique()[0] == '=='

717
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)
718

719

720
@pytest.mark.parametrize('task', tasks)
721
def test_training_works_if_client_not_provided_or_set_after_construction(task, client):
722
723
724
725
726
    _, _, _, _, dX, dy, _, dg = _create_data(
        objective=task,
        output='array',
        group=None
    )
727
    model_factory = task_to_dask_factory[task]
728
729
730
731
732
733
734
735
736
737
738
739
740
741
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
771
772
773
774
775
776
777
778
779
780
781
782
783
784

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

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

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

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

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

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

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

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

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

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

    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


@pytest.mark.parametrize('serializer', ['pickle', 'joblib', 'cloudpickle'])
785
@pytest.mark.parametrize('task', tasks)
786
@pytest.mark.parametrize('set_client', [True, False])
787
def test_model_and_local_version_are_picklable_whether_or_not_client_set_explicitly(serializer, task, set_client, tmp_path):
788

789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
    with LocalCluster(n_workers=2, threads_per_worker=1) as cluster1, Client(cluster1) as client1:
        # data on cluster1
        X_1, _, _, _, dX_1, dy_1, _, dg_1 = _create_data(
            objective=task,
            output='array',
            group=None
        )

        with LocalCluster(n_workers=2, threads_per_worker=1) as cluster2, Client(cluster2) as client2:
            # create identical data on cluster2
            X_2, _, _, _, dX_2, dy_2, _, dg_2 = _create_data(
                objective=task,
                output='array',
                group=None
            )
804

805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
            model_factory = task_to_dask_factory[task]

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

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

            # unfitted model should survive pickling round trip, and pickling
            # shouldn't have side effects on the model object
            dask_model = model_factory(**params)
            local_model = dask_model.to_local()
            if set_client:
                assert dask_model.client == client1
825
            else:
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
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
940
941
942
943
944
945
946
947
948
                assert dask_model.client is None

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

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

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

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

            assert model_from_disk.client is None

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

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

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

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

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

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

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

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

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

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

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

            assert_eq(preds_orig, preds_loaded_model)
            assert_eq(preds_orig_local, preds_loaded_model_local)
949
950


951
952
953
954
def test_warns_and_continues_on_unrecognized_tree_learner(client):
    X = da.random.random((1e3, 10))
    y = da.random.random((1e3, 1))
    dask_regressor = lgb.DaskLGBMRegressor(
955
        client=client,
956
957
958
959
960
961
        time_out=5,
        tree_learner='some-nonsense-value',
        n_estimators=1,
        num_leaves=2
    )
    with pytest.warns(UserWarning, match='Parameter tree_learner set to some-nonsense-value'):
962
        dask_regressor = dask_regressor.fit(X, y)
963
964
965

    assert dask_regressor.fitted_

966
967
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)

968

969
970
971
972
973
974
975
976
977
978
979
980
981
@pytest.mark.parametrize('tree_learner', ['data_parallel', 'voting_parallel'])
def test_training_respects_tree_learner_aliases(tree_learner, client):
    task = 'regression'
    _, _, _, _, dX, dy, dw, dg = _create_data(objective=task, output='array')
    dask_factory = task_to_dask_factory[task]
    dask_model = dask_factory(
        client=client,
        tree_learner=tree_learner,
        time_out=5,
        n_estimators=10,
        num_leaves=15
    )
    dask_model.fit(dX, dy, sample_weight=dw, group=dg)
982

983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
    assert dask_model.fitted_
    assert dask_model.get_params()['tree_learner'] == tree_learner


def test_error_on_feature_parallel_tree_learner(client):
    X = da.random.random((100, 10), chunks=(50, 10))
    y = da.random.random(100, chunks=50)
    dask_regressor = lgb.DaskLGBMRegressor(
        client=client,
        time_out=5,
        tree_learner='feature_parallel',
        n_estimators=1,
        num_leaves=2
    )
    with pytest.raises(lgb.basic.LightGBMError, match='Do not support feature parallel in c api'):
        dask_regressor = dask_regressor.fit(X, y)
999

1000
1001
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)

1002

1003
1004
1005
1006
1007
1008
1009
1010
@gen_cluster(client=True, timeout=None)
def test_errors(c, s, a, b):
    def f(part):
        raise Exception('foo')

    df = dd.demo.make_timeseries()
    df = df.map_partitions(f, meta=df._meta)
    with pytest.raises(Exception) as info:
1011
        yield lgb.dask._train(
1012
1013
1014
1015
            client=c,
            data=df,
            label=df.x,
            params={},
1016
            model_factory=lgb.LGBMClassifier
1017
        )
1018
        assert 'foo' in str(info.value)
1019
1020


1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
def test_training_succeeds_even_if_some_workers_do_not_have_any_data(client, task, output):
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

    def collection_to_single_partition(collection):
        """Merge the parts of a Dask collection into a single partition."""
        if collection is None:
            return
        if isinstance(collection, da.Array):
            return collection.rechunk(*collection.shape)
        return collection.repartition(npartitions=1)

1035
1036
1037
1038
1039
    X, y, w, g, dX, dy, dw, dg = _create_data(
        objective=task,
        output=output,
        group=None
    )
1040
1041
1042

    dask_model_factory = task_to_dask_factory[task]
    local_model_factory = task_to_local_factory[task]
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074

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

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

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

    dask_model = dask_model_factory(tree='data', client=client, **params)
    dask_model.fit(dX, dy, group=dg, sample_weight=dw)
    dask_preds = dask_model.predict(dX).compute()

    local_model = local_model_factory(**params)
    if task == 'ranking':
        local_model.fit(X, y, group=g, sample_weight=w)
    else:
        local_model.fit(X, y, sample_weight=w)
    local_preds = local_model.predict(X)

    assert assert_eq(dask_preds, local_preds)

    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


1075
@pytest.mark.parametrize('task', tasks)
1076
def test_network_params_not_required_but_respected_if_given(client, task, listen_port):
1077
1078
    client.wait_for_workers(2)

1079
1080
    _, _, _, _, dX, dy, _, dg = _create_data(
        objective=task,
1081
        output='array',
1082
1083
1084
        chunk_size=10,
        group=None
    )
1085
1086

    dask_model_factory = task_to_dask_factory[task]
1087
1088

    # rebalance data to be sure that each worker has a piece of the data
1089
    client.rebalance()
1090
1091
1092
1093
1094
1095

    # model 1 - no network parameters given
    dask_model1 = dask_model_factory(
        n_estimators=5,
        num_leaves=5,
    )
1096
    dask_model1.fit(dX, dy, group=dg)
1097
1098
1099
1100
1101
1102
1103
    assert dask_model1.fitted_
    params = dask_model1.get_params()
    assert 'local_listen_port' not in params
    assert 'machines' not in params

    # model 2 - machines given
    n_workers = len(client.scheduler_info()['workers'])
1104
    open_ports = [lgb.dask._find_random_open_port() for _ in range(n_workers)]
1105
1106
1107
1108
1109
1110
1111
1112
1113
    dask_model2 = dask_model_factory(
        n_estimators=5,
        num_leaves=5,
        machines=",".join([
            "127.0.0.1:" + str(port)
            for port in open_ports
        ]),
    )

1114
    dask_model2.fit(dX, dy, group=dg)
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
    assert dask_model2.fitted_
    params = dask_model2.get_params()
    assert 'local_listen_port' not in params
    assert 'machines' in params

    # model 3 - local_listen_port given
    # training should fail because LightGBM will try to use the same
    # port for multiple worker processes on the same machine
    dask_model3 = dask_model_factory(
        n_estimators=5,
        num_leaves=5,
        local_listen_port=listen_port
    )
    error_msg = "has multiple Dask worker processes running on it"
    with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
1130
        dask_model3.fit(dX, dy, group=dg)
1131
1132
1133
1134
1135

    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


@pytest.mark.parametrize('task', tasks)
1136
def test_machines_should_be_used_if_provided(task):
1137
    with LocalCluster(n_workers=2) as cluster, Client(cluster) as client:
1138
1139
        _, _, _, _, dX, dy, _, dg = _create_data(
            objective=task,
1140
            output='array',
1141
1142
1143
            chunk_size=10,
            group=None
        )
1144
1145

        dask_model_factory = task_to_dask_factory[task]
1146
1147

        # rebalance data to be sure that each worker has a piece of the data
1148
        client.rebalance()
1149
1150

        n_workers = len(client.scheduler_info()['workers'])
1151
        assert n_workers > 1
1152
        open_ports = [lgb.dask._find_random_open_port() for _ in range(n_workers)]
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
        dask_model = dask_model_factory(
            n_estimators=5,
            num_leaves=5,
            machines=",".join([
                "127.0.0.1:" + str(port)
                for port in open_ports
            ]),
        )

        # test that "machines" is actually respected by creating a socket that uses
        # one of the ports mentioned in "machines"
        error_msg = "Binding port %s failed" % open_ports[0]
        with pytest.raises(lgb.basic.LightGBMError, match=error_msg):
            with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
                s.bind(('127.0.0.1', open_ports[0]))
1168
                dask_model.fit(dX, dy, group=dg)
1169

1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
        # an informative error should be raised if "machines" has duplicates
        one_open_port = lgb.dask._find_random_open_port()
        dask_model.set_params(
            machines=",".join([
                "127.0.0.1:" + str(one_open_port)
                for _ in range(n_workers)
            ])
        )
        with pytest.raises(ValueError, match="Found duplicates in 'machines'"):
            dask_model.fit(dX, dy, group=dg)

1181

1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
@pytest.mark.parametrize(
    "classes",
    [
        (lgb.DaskLGBMClassifier, lgb.LGBMClassifier),
        (lgb.DaskLGBMRegressor, lgb.LGBMRegressor),
        (lgb.DaskLGBMRanker, lgb.LGBMRanker)
    ]
)
def test_dask_classes_and_sklearn_equivalents_have_identical_constructors_except_client_arg(classes):
    dask_spec = inspect.getfullargspec(classes[0])
    sklearn_spec = inspect.getfullargspec(classes[1])
    assert dask_spec.varargs == sklearn_spec.varargs
    assert dask_spec.varkw == sklearn_spec.varkw
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults

    # "client" should be the only different, and the final argument
    assert dask_spec.args[:-1] == sklearn_spec.args
    assert dask_spec.defaults[:-1] == sklearn_spec.defaults
    assert dask_spec.args[-1] == 'client'
    assert dask_spec.defaults[-1] is None
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230


@pytest.mark.parametrize(
    "methods",
    [
        (lgb.DaskLGBMClassifier.fit, lgb.LGBMClassifier.fit),
        (lgb.DaskLGBMClassifier.predict, lgb.LGBMClassifier.predict),
        (lgb.DaskLGBMClassifier.predict_proba, lgb.LGBMClassifier.predict_proba),
        (lgb.DaskLGBMRegressor.fit, lgb.LGBMRegressor.fit),
        (lgb.DaskLGBMRegressor.predict, lgb.LGBMRegressor.predict),
        (lgb.DaskLGBMRanker.fit, lgb.LGBMRanker.fit),
        (lgb.DaskLGBMRanker.predict, lgb.LGBMRanker.predict)
    ]
)
def test_dask_methods_and_sklearn_equivalents_have_similar_signatures(methods):
    dask_spec = inspect.getfullargspec(methods[0])
    sklearn_spec = inspect.getfullargspec(methods[1])
    dask_params = inspect.signature(methods[0]).parameters
    sklearn_params = inspect.signature(methods[1]).parameters
    assert dask_spec.args == sklearn_spec.args[:len(dask_spec.args)]
    assert dask_spec.varargs == sklearn_spec.varargs
    if sklearn_spec.varkw:
        assert dask_spec.varkw == sklearn_spec.varkw[:len(dask_spec.varkw)]
    assert dask_spec.kwonlyargs == sklearn_spec.kwonlyargs
    assert dask_spec.kwonlydefaults == sklearn_spec.kwonlydefaults
    for param in dask_spec.args:
        error_msg = f"param '{param}' has different default values in the methods"
        assert dask_params[param].default == sklearn_params[param].default, error_msg
1231
1232


1233
1234
1235
1236
1237
@pytest.mark.parametrize('task', tasks)
def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(
    task,
    client,
):
1238
1239
1240
1241
1242
    _, _, _, _, dX, dy, dw, dg = _create_data(
        objective=task,
        output='dataframe',
        group=None
    )
1243
1244
1245

    model_factory = task_to_dask_factory[task]

1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
    dy = dy.to_dask_array(lengths=True)
    dy_col_array = dy.reshape(-1, 1)
    assert len(dy_col_array.shape) == 2 and dy_col_array.shape[1] == 1

    params = {
        'n_estimators': 1,
        'num_leaves': 3,
        'random_state': 0,
        'time_out': 5
    }
    model = model_factory(**params)
    model.fit(dX, dy_col_array, sample_weight=dw, group=dg)
    assert model.fitted_
1259

1260
1261
1262
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


1263
1264
@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
1265
def test_init_score(task, output, client):
1266
1267
1268
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

1269
1270
1271
1272
1273
    _, _, _, _, dX, dy, dw, dg = _create_data(
        objective=task,
        output=output,
        group=None
    )
1274
1275

    model_factory = task_to_dask_factory[task]
1276
1277
1278
1279
1280
1281
1282

    params = {
        'n_estimators': 1,
        'num_leaves': 2,
        'time_out': 5
    }
    init_score = random.random()
1283
1284
1285
1286
1287
1288
1289
    # init_scores must be a 1D array, even for multiclass classification
    # where you need to provide 1 score per class for each row in X
    # https://github.com/microsoft/LightGBM/issues/4046
    size_factor = 1
    if task == 'multiclass-classification':
        size_factor = 3  # number of classes

1290
    if output.startswith('dataframe'):
1291
        init_scores = dy.map_partitions(lambda x: pd.Series([init_score] * x.size * size_factor))
1292
    else:
1293
        init_scores = dy.map_blocks(lambda x: np.repeat(init_score, x.size * size_factor))
1294
1295
1296
1297
1298
1299
1300
1301
    model = model_factory(client=client, **params)
    model.fit(dX, dy, sample_weight=dw, init_score=init_scores, group=dg)
    # value of the root node is 0 when init_score is set
    assert model.booster_.trees_to_dataframe()['value'][0] == 0

    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
def sklearn_checks_to_run():
    check_names = [
        "check_estimator_get_tags_default_keys",
        "check_get_params_invariance",
        "check_set_params"
    ]
    for check_name in check_names:
        check_func = getattr(sklearn_checks, check_name, None)
        if check_func:
            yield check_func


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


@pytest.mark.parametrize("estimator", _tested_estimators())
@pytest.mark.parametrize("check", sklearn_checks_to_run())
def test_sklearn_integration(estimator, check, client):
    estimator.set_params(local_listen_port=18000, time_out=5)
    name = type(estimator).__name__
    check(name, estimator)
    client.close(timeout=CLIENT_CLOSE_TIMEOUT)


# this test is separate because it takes a not-yet-constructed estimator
@pytest.mark.parametrize("estimator", list(_tested_estimators()))
def test_parameters_default_constructible(estimator):
1331
1332
1333
1334
1335
    name = estimator.__class__.__name__
    if sk_version >= parse_version("0.24"):
        Estimator = estimator
    else:
        Estimator = estimator.__class__
1336
    sklearn_checks.check_parameters_default_constructible(name, Estimator)
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376


@pytest.mark.parametrize('task', tasks)
@pytest.mark.parametrize('output', data_output)
def test_predict_with_raw_score(task, output, client):
    if task == 'ranking' and output == 'scipy_csr_matrix':
        pytest.skip('LGBMRanker is not currently tested on sparse matrices')

    _, _, _, _, dX, dy, _, dg = _create_data(
        objective=task,
        output=output,
        group=None
    )

    model_factory = task_to_dask_factory[task]
    params = {
        'client': client,
        'n_estimators': 1,
        'num_leaves': 2,
        'time_out': 5,
        'min_sum_hessian': 0
    }
    model = model_factory(**params)
    model.fit(dX, dy, group=dg)
    raw_predictions = model.predict(dX, raw_score=True).compute()

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

    if task.endswith('classification'):
        pred_proba_raw = model.predict_proba(dX, raw_score=True).compute()
        assert_eq(raw_predictions, pred_proba_raw)

    client.close(timeout=CLIENT_CLOSE_TIMEOUT)