dask.py 38 KB
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# coding: utf-8
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"""Distributed training with LightGBM and dask.distributed.
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This module enables you to perform distributed training with LightGBM on
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dask.Array and dask.DataFrame collections.
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It is based on dask-lightgbm, which was based on dask-xgboost.
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"""
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import socket
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from collections import defaultdict
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from copy import deepcopy
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from typing import Any, Callable, Dict, Iterable, List, Optional, Set, Type, Union
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from urllib.parse import urlparse

import numpy as np
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import scipy.sparse as ss

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from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
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from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
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                     dask_Array, dask_DataFrame, dask_Series, default_client, delayed, pd_DataFrame, pd_Series, wait)
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from .sklearn import LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _lgbmmodel_doc_fit, _lgbmmodel_doc_predict
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_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
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def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

    Parameters
    ----------
    client : dask.distributed.Client or None
        Dask client.

    Returns
    -------
    client : dask.distributed.Client
        A Dask client.
    """
    if client is None:
        return default_client()
    else:
        return client


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def _find_random_open_port() -> int:
    """Find a random open port on localhost.
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    Returns
    -------
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    port : int
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        A free port on localhost
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    """
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    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
        s.bind(('', 0))
        port = s.getsockname()[1]
    return port
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def _concat(seq: List[_DaskPart]) -> _DaskPart:
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    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
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    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
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        return concat(seq, axis=0)
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    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
        raise TypeError('Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got %s.' % str(type(seq[0])))


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def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
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    machines: str,
    local_listen_port: int,
    num_machines: int,
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    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
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    network_params = {
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        'machines': machines,
        'local_listen_port': local_listen_port,
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        'time_out': time_out,
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        'num_machines': num_machines
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    }
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    params.update(network_params)

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    is_ranker = issubclass(model_factory, LGBMRanker)

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    # Concatenate many parts into one
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    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

    if 'weight' in list_of_parts[0]:
        weight = _concat([x['weight'] for x in list_of_parts])
    else:
        weight = None

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None
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    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

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    try:
        model = model_factory(**params)
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        if is_ranker:
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            model.fit(data, label, sample_weight=weight, init_score=init_score, group=group, **kwargs)
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        else:
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            model.fit(data, label, sample_weight=weight, init_score=init_score, **kwargs)
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    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

    return model if return_model else None


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def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
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    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
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        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
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        parts = parts.flatten().tolist()
    return parts


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def _machines_to_worker_map(machines: str, worker_addresses: List[str]) -> Dict[str, int]:
    """Create a worker_map from machines list.

    Given ``machines`` and a list of Dask worker addresses, return a mapping where the keys are
    ``worker_addresses`` and the values are ports from ``machines``.

    Parameters
    ----------
    machines : str
        A comma-delimited list of workers, of the form ``ip1:port,ip2:port``.
    worker_addresses : list of str
        A list of Dask worker addresses, of the form ``{protocol}{hostname}:{port}``, where ``port`` is the port Dask's scheduler uses to talk to that worker.

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")
    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

    out = {}
    for address in worker_addresses:
        worker_host = urlparse(address).hostname
        out[address] = machine_to_port[worker_host].pop()

    return out


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def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    sample_weight: Optional[_DaskCollection] = None,
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    init_score: Optional[_DaskCollection] = None,
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    group: Optional[_DaskCollection] = None,
    **kwargs: Any
) -> LGBMModel:
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    """Inner train routine.

    Parameters
    ----------
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    client : dask.distributed.Client
        Dask client.
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    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
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        Input feature matrix.
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    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
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        The target values (class labels in classification, real numbers in regression).
    params : dict
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        Parameters passed to constructor of the local underlying model.
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    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
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        Class of the local underlying model.
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    sample_weight : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
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        Weights of training data.
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    init_score : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
        Init score of training data.
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    group : Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)
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        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
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    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.
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    Note
    ----

    This method handles setting up the following network parameters based on information
    about the Dask cluster referenced by ``client``.

    * ``local_listen_port``: port that each LightGBM worker opens a listening socket on,
            to accept connections from other workers. This can differ from LightGBM worker
            to LightGBM worker, but does not have to.
    * ``machines``: a comma-delimited list of all workers in the cluster, in the
            form ``ip:port,ip:port``. If running multiple Dask workers on the same host, use different
            ports for each worker. For example, for ``LocalCluster(n_workers=3)``, you might
            pass ``"127.0.0.1:12400,127.0.0.1:12401,127.0.0.1:12402"``.
    * ``num_machines``: number of LightGBM workers.
    * ``timeout``: time in minutes to wait before closing unused sockets.

    The default behavior of this function is to generate ``machines`` from the list of
    Dask workers which hold some piece of the training data, and to search for an open
    port on each worker to be used as ``local_listen_port``.

    If ``machines`` is provided explicitly in ``params``, this function uses the hosts
    and ports in that list directly, and does not do any searching. This means that if
    any of the Dask workers are missing from the list or any of those ports are not free
    when training starts, training will fail.

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
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    """
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    params = deepcopy(params)

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    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
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    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
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        _log_warning('Parameter tree_learner set to %s, which is not allowed. Using "data" as default' % params['tree_learner'])
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        params['tree_learner'] = 'data'

    if params['tree_learner'] not in {'data', 'data_parallel'}:
        _log_warning(
            'Support for tree_learner %s in lightgbm.dask is experimental and may break in a future release. \n'
            'Use "data" for a stable, well-tested interface.' % params['tree_learner']
        )

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
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    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)
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    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
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    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
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    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
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    n_parts = len(parts)
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    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
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        for i in range(n_parts):
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            parts[i]['weight'] = weight_parts[i]
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    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
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        for i in range(n_parts):
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            parts[i]['group'] = group_parts[i]
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    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

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    # Start computation in the background
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    parts = list(map(delayed, parts))
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    parts = client.compute(parts)
    wait(parts)

    for part in parts:
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        if part.status == 'error':  # type: ignore
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            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
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    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
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    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

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    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
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    )
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    local_listen_port = params.pop("local_listen_port")

    params = _choose_param_value(
        main_param_name="machines",
        params=params,
        default_value=None
    )
    machines = params.pop("machines")

    # figure out network params
    worker_addresses = worker_map.keys()
    if machines is not None:
        _log_info("Using passed-in 'machines' parameter")
        worker_address_to_port = _machines_to_worker_map(
            machines=machines,
            worker_addresses=worker_addresses
        )
    else:
        if listen_port_in_params:
            _log_info("Using passed-in 'local_listen_port' for all workers")
            unique_hosts = set(urlparse(a).hostname for a in worker_addresses)
            if len(unique_hosts) < len(worker_addresses):
                msg = (
                    "'local_listen_port' was provided in Dask training parameters, but at least one "
                    "machine in the cluster has multiple Dask worker processes running on it. Please omit "
                    "'local_listen_port' or pass 'machines'."
                )
                raise LightGBMError(msg)

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
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            worker_address_to_port = client.run(
                _find_random_open_port,
                workers=list(worker_addresses)
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            )
        machines = ','.join([
            '%s:%d' % (urlparse(worker_address).hostname, port)
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
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    # Tell each worker to train on the parts that it has locally
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    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
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            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
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            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
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    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
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    model = results[0]

    # if network parameters were changed during training, remove them from the
    # returned moodel so that they're generated dynamically on every run based
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

    if not machines_in_params:
        for param in _ConfigAliases.get('machines'):
            model._other_params.pop(param, None)

    for param in _ConfigAliases.get('num_machines', 'timeout'):
        model._other_params.pop(param, None)

    return model
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def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
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    if part.shape[0] == 0:
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        result = np.array([])
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    elif pred_proba:
        result = model.predict_proba(
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            part,
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            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
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    else:
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        result = model.predict(
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            part,
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            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
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    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
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    if isinstance(part, pd_DataFrame):
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        if pred_proba or pred_contrib or pred_leaf:
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            result = pd_DataFrame(result, index=part.index)
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        else:
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            result = pd_Series(result, index=part.index, name='predictions')
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    return result


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def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
) -> dask_Array:
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    """Inner predict routine.

    Parameters
    ----------
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    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
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        Fitted underlying model.
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    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
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        Input feature matrix.
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    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
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    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
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    dtype : np.dtype, optional (default=np.float32)
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        Dtype of the output.
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    **kwargs
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        Other parameters passed to ``predict`` or ``predict_proba`` method.
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    Returns
    -------
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    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
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        The predicted values.
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    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
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        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
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    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]
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        If ``pred_contrib=True``, the feature contributions for each sample.
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    """
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    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
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    if isinstance(data, dask_DataFrame):
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        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
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    elif isinstance(data, dask_Array):
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        if pred_proba:
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            kwargs['chunks'] = (data.chunks[0], (model.n_classes_,))
        else:
            kwargs['drop_axis'] = 1
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        return data.map_blocks(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            dtype=dtype,
            **kwargs
        )
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    else:
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        raise TypeError('Data must be either Dask Array or Dask DataFrame. Got %s.' % str(type(data)))
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class _DaskLGBMModel:
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    @property
    def client_(self) -> Client:
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        """:obj:`dask.distributed.Client`: Dask client.
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        This property can be passed in the constructor or updated
        with ``model.set_params(client=client)``.
        """
        if not getattr(self, "fitted_", False):
            raise LGBMNotFittedError('Cannot access property client_ before calling fit().')

        return _get_dask_client(client=self.client)

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    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
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        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
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        out.update({"client": None})
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        self.client = client
        return out

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    def _lgb_dask_fit(
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        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
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        init_score: Optional[_DaskCollection] = None,
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        group: Optional[_DaskCollection] = None,
        **kwargs: Any
    ) -> "_DaskLGBMModel":
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        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
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        params = self.get_params(True)
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        params.pop("client", None)
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        model = _train(
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            client=_get_dask_client(self.client),
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            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
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            init_score=init_score,
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            group=group,
            **kwargs
        )
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        self.set_params(**model.get_params())
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        self._lgb_dask_copy_extra_params(model, self)
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        return self

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    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
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        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
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        self._lgb_dask_copy_extra_params(self, model)
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        model._other_params.pop("client", None)
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        return model

    @staticmethod
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    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
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        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
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            setattr(dest, name, attributes[name])
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class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
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    """Distributed version of lightgbm.LGBMClassifier."""

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    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMClassifier.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMClassifier.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
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    _base_doc = (
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        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

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    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

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    def __getstate__(self) -> Dict[Any, Any]:
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        return self._lgb_dask_getstate()
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    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
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        init_score: Optional[_DaskCollection] = None,
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        **kwargs: Any
    ) -> "DaskLGBMClassifier":
678
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
679
        return self._lgb_dask_fit(
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            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
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            init_score=init_score,
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            **kwargs
        )

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    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
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        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
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        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

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    # DaskLGBMClassifier does not support evaluation data, or early stopping
    _base_doc = (_base_doc[:_base_doc.find('group :')]
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                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMClassifier support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
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        + ' ' * 12 + 'Other parameters passed through to ``LGBMClassifier.fit()``.\n'
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    )
706

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    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
708
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
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        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
            **kwargs
        )

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    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]"
    )
724

725
    def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
726
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
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        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
            **kwargs
        )

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    predict_proba.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted probability for each class for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_probability",
738
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
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        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]"
    )
742

743
    def to_local(self) -> LGBMClassifier:
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        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
749
            Local underlying model.
750
        """
751
        return self._lgb_dask_to_local(LGBMClassifier)
752
753


754
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
755
    """Distributed version of lightgbm.LGBMRegressor."""
756

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    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRegressor.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRegressor.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
810
    _base_doc = (
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        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

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    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

821
    def __getstate__(self) -> Dict[Any, Any]:
822
        return self._lgb_dask_getstate()
823

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828
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
829
        init_score: Optional[_DaskCollection] = None,
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        **kwargs: Any
    ) -> "DaskLGBMRegressor":
832
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
833
        return self._lgb_dask_fit(
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            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
838
            init_score=init_score,
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            **kwargs
        )

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    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
846
        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
847
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849
        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

850
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    # DaskLGBMRegressor does not support evaluation data, or early stopping
    _base_doc = (_base_doc[:_base_doc.find('group :')]
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                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRegressor support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
858
        + ' ' * 12 + 'Other parameters passed through to ``LGBMRegressor.fit()``.\n'
859
    )
860

861
    def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array:
862
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
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868
        return _predict(
            model=self.to_local(),
            data=X,
            **kwargs
        )

869
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876
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
877

878
    def to_local(self) -> LGBMRegressor:
879
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882
883
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
884
            Local underlying model.
885
        """
886
        return self._lgb_dask_to_local(LGBMRegressor)
887
888


889
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
890
    """Distributed version of lightgbm.LGBMRanker."""
891

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    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
        objective: Optional[Union[Callable, str]] = None,
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
        n_jobs: int = -1,
        silent: bool = True,
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRanker.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            silent=silent,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRanker.__init__.__doc__
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')
945
    _base_doc = (
946
947
948
949
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951
        _before_kwargs
        + 'client : dask.distributed.Client or None, optional (default=None)\n'
        + ' ' * 12 + 'Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.\n'
        + ' ' * 8 + _kwargs + _after_kwargs
    )

952
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955
    # the note on custom objective functions in LGBMModel.__init__ is not
    # currently relevant for the Dask estimators
    __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')]

956
    def __getstate__(self) -> Dict[Any, Any]:
957
        return self._lgb_dask_getstate()
958

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966
967
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskCollection] = None,
        init_score: Optional[_DaskCollection] = None,
        group: Optional[_DaskCollection] = None,
        **kwargs: Any
    ) -> "DaskLGBMRanker":
968
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
969
        return self._lgb_dask_fit(
970
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973
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
974
            init_score=init_score,
975
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978
            group=group,
            **kwargs
        )

979
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    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
        sample_weight_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
983
        init_score_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)",
984
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986
        group_shape="Dask Array, Dask DataFrame, Dask Series of shape = [n_samples] or None, optional (default=None)"
    )

987
    # DaskLGBMRanker does not support evaluation data, or early stopping
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994
    _base_doc = (_base_doc[:_base_doc.find('eval_set :')]
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRanker support for callbacks and init_model is not tested
    fit.__doc__ = (
        _base_doc[:_base_doc.find('callbacks :')]
        + '**kwargs\n'
995
        + ' ' * 12 + 'Other parameters passed through to ``LGBMRanker.fit()``.\n'
996
    )
997

998
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
999
1000
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
        return _predict(self.to_local(), X, **kwargs)
1001

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1009
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1010

1011
    def to_local(self) -> LGBMRanker:
1012
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1014
1015
1016
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1017
            Local underlying model.
1018
        """
1019
        return self._lgb_dask_to_local(LGBMRanker)