dask.py 59.6 KB
Newer Older
1
# coding: utf-8
2
"""Distributed training with LightGBM and dask.distributed.
3

4
This module enables you to perform distributed training with LightGBM on
5
dask.Array and dask.DataFrame collections.
6
7

It is based on dask-lightgbm, which was based on dask-xgboost.
8
"""
9
import socket
10
from collections import defaultdict
11
from copy import deepcopy
12
13
from enum import Enum, auto
from typing import Any, Callable, Dict, Iterable, List, Optional, Tuple, Type, Union
14
15
16
from urllib.parse import urlparse

import numpy as np
17
18
import scipy.sparse as ss

19
from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
20
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
21
                     dask_Array, dask_DataFrame, dask_Series, default_client, delayed, pd_DataFrame, pd_Series, wait)
22
23
from .sklearn import (LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _lgbmmodel_doc_custom_eval_note,
                      _lgbmmodel_doc_fit, _lgbmmodel_doc_predict)
24
25
26

_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
27
_DaskVectorLike = Union[dask_Array, dask_Series]
28
29
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
30
31


32
33
34
35
36
37
38
39
40
41
42
43
class _DatasetNames(Enum):
    """Placeholder names used by lightgbm.dask internals to say 'also evaluate the training data'.

    Avoid duplicating the training data when the validation set refers to elements of training data.
    """

    TRAINSET = auto()
    SAMPLE_WEIGHT = auto()
    INIT_SCORE = auto()
    GROUP = auto()


44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
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


63
64
def _find_random_open_port() -> int:
    """Find a random open port on localhost.
65
66
67

    Returns
    -------
68
    port : int
69
        A free port on localhost
70
    """
71
72
73
74
    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
        s.bind(('', 0))
        port = s.getsockname()[1]
    return port
75
76


77
def _concat(seq: List[_DaskPart]) -> _DaskPart:
78
79
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
80
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
81
        return concat(seq, axis=0)
82
83
84
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
85
        raise TypeError(f'Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got {type(seq[0])}.')
86
87


88
89
90
91
def _remove_list_padding(*args: Any) -> List[List[Any]]:
    return [[z for z in arg if z is not None] for arg in args]


92
def _pad_eval_names(lgbm_model: LGBMModel, required_names: List[str]) -> LGBMModel:
93
94
95
96
97
98
99
100
101
102
103
104
105
106
    """Append missing (key, value) pairs to a LightGBM model's evals_result_ and best_score_ OrderedDict attrs based on a set of required eval_set names.

    Allows users to rely on expected eval_set names being present when fitting DaskLGBM estimators with ``eval_set``.
    """
    not_evaluated = 'not evaluated'
    for eval_name in required_names:
        if eval_name not in lgbm_model.evals_result_:
            lgbm_model.evals_result_[eval_name] = not_evaluated
        if eval_name not in lgbm_model.best_score_:
            lgbm_model.best_score_[eval_name] = not_evaluated

    return lgbm_model


107
108
109
110
def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
111
112
113
    machines: str,
    local_listen_port: int,
    num_machines: int,
114
115
116
117
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
118
    network_params = {
119
120
        'machines': machines,
        'local_listen_port': local_listen_port,
121
        'time_out': time_out,
122
        'num_machines': num_machines
123
    }
124
125
    params.update(network_params)

126
127
    is_ranker = issubclass(model_factory, LGBMRanker)

128
    # Concatenate many parts into one
129
130
131
132
133
134
135
136
137
138
139
140
    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
141

142
143
144
145
146
    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
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
236
237
238
239
240
241
242
243
244
    # construct local eval_set data.
    n_evals = max(len(x.get('eval_set', [])) for x in list_of_parts)
    eval_names = kwargs.pop('eval_names', None)
    eval_class_weight = kwargs.get('eval_class_weight')
    local_eval_set = None
    local_eval_names = None
    local_eval_sample_weight = None
    local_eval_init_score = None
    local_eval_group = None

    if n_evals:
        has_eval_sample_weight = any(x.get('eval_sample_weight') is not None for x in list_of_parts)
        has_eval_init_score = any(x.get('eval_init_score') is not None for x in list_of_parts)

        local_eval_set = []
        evals_result_names = []
        if has_eval_sample_weight:
            local_eval_sample_weight = []
        if has_eval_init_score:
            local_eval_init_score = []
        if is_ranker:
            local_eval_group = []

        # store indices of eval_set components that were not contained within local parts.
        missing_eval_component_idx = []

        # consolidate parts of each individual eval component.
        for i in range(n_evals):
            x_e = []
            y_e = []
            w_e = []
            init_score_e = []
            g_e = []
            for part in list_of_parts:
                if not part.get('eval_set'):
                    continue

                # require that eval_name exists in evaluated result data in case dropped due to padding.
                # in distributed training the 'training' eval_set is not detected, will have name 'valid_<index>'.
                if eval_names:
                    evals_result_name = eval_names[i]
                else:
                    evals_result_name = f'valid_{i}'

                eval_set = part['eval_set'][i]
                if eval_set is _DatasetNames.TRAINSET:
                    x_e.append(part['data'])
                    y_e.append(part['label'])
                else:
                    x_e.extend(eval_set[0])
                    y_e.extend(eval_set[1])

                if evals_result_name not in evals_result_names:
                    evals_result_names.append(evals_result_name)

                eval_weight = part.get('eval_sample_weight')
                if eval_weight:
                    if eval_weight[i] is _DatasetNames.SAMPLE_WEIGHT:
                        w_e.append(part['weight'])
                    else:
                        w_e.extend(eval_weight[i])

                eval_init_score = part.get('eval_init_score')
                if eval_init_score:
                    if eval_init_score[i] is _DatasetNames.INIT_SCORE:
                        init_score_e.append(part['init_score'])
                    else:
                        init_score_e.extend(eval_init_score[i])

                eval_group = part.get('eval_group')
                if eval_group:
                    if eval_group[i] is _DatasetNames.GROUP:
                        g_e.append(part['group'])
                    else:
                        g_e.extend(eval_group[i])

            # filter padding from eval parts then _concat each eval_set component.
            x_e, y_e, w_e, init_score_e, g_e = _remove_list_padding(x_e, y_e, w_e, init_score_e, g_e)
            if x_e:
                local_eval_set.append((_concat(x_e), _concat(y_e)))
            else:
                missing_eval_component_idx.append(i)
                continue

            if w_e:
                local_eval_sample_weight.append(_concat(w_e))
            if init_score_e:
                local_eval_init_score.append(_concat(init_score_e))
            if g_e:
                local_eval_group.append(_concat(g_e))

        # reconstruct eval_set fit args/kwargs depending on which components of eval_set are on worker.
        eval_component_idx = [i for i in range(n_evals) if i not in missing_eval_component_idx]
        if eval_names:
            local_eval_names = [eval_names[i] for i in eval_component_idx]
        if eval_class_weight:
            kwargs['eval_class_weight'] = [eval_class_weight[i] for i in eval_component_idx]

245
246
    try:
        model = model_factory(**params)
247
        if is_ranker:
248
249
250
251
252
253
254
255
256
257
258
259
260
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                group=group,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_group=local_eval_group,
                eval_names=local_eval_names,
                **kwargs
            )
261
        else:
262
263
264
265
266
267
268
269
270
271
272
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_names=local_eval_names,
                **kwargs
            )
273

274
275
276
    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

277
278
279
280
    if n_evals:
        # ensure that expected keys for evals_result_ and best_score_ exist regardless of padding.
        model = _pad_eval_names(model, required_names=evals_result_names)

281
282
283
    return model if return_model else None


284
def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
285
286
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
287
288
289
290
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
291
292
293
294
        parts = parts.flatten().tolist()
    return parts


295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
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(",")
314
315
316
317

    if len(set(machine_addresses)) != len(machine_addresses):
        raise ValueError(f"Found duplicates in 'machines' ({machines}). Each entry in 'machines' must be a unique IP-port combination.")

318
319
320
321
322
323
324
325
326
327
328
329
330
    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


331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
def _possibly_fix_worker_map_duplicates(worker_map: Dict[str, int], client: Client) -> Dict[str, int]:
    """Fix any duplicate IP-port pairs in a ``worker_map``."""
    worker_map = deepcopy(worker_map)
    workers_that_need_new_ports = []
    host_to_port = defaultdict(set)
    for worker, port in worker_map.items():
        host = urlparse(worker).hostname
        if port in host_to_port[host]:
            workers_that_need_new_ports.append(worker)
        else:
            host_to_port[host].add(port)

    # if any duplicates were found, search for new ports one by one
    for worker in workers_that_need_new_ports:
        _log_info(f"Searching for a LightGBM training port for worker '{worker}'")
        host = urlparse(worker).hostname
        retries_remaining = 100
        while retries_remaining > 0:
            retries_remaining -= 1
            new_port = client.submit(
                _find_random_open_port,
                workers=[worker],
                allow_other_workers=False,
                pure=False
            ).result()
            if new_port not in host_to_port[host]:
                worker_map[worker] = new_port
                host_to_port[host].add(new_port)
                break

        if retries_remaining == 0:
            raise LightGBMError(
                "Failed to find an open port. Try re-running training or explicitly setting 'machines' or 'local_listen_port'."
            )

    return worker_map


369
370
371
372
373
374
def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
375
376
377
    sample_weight: Optional[_DaskVectorLike] = None,
    init_score: Optional[_DaskVectorLike] = None,
    group: Optional[_DaskVectorLike] = None,
378
379
380
381
382
383
384
385
    eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
    eval_names: Optional[List[str]] = None,
    eval_sample_weight: Optional[List[_DaskCollection]] = None,
    eval_class_weight: Optional[List[Union[dict, str]]] = None,
    eval_init_score: Optional[List[_DaskCollection]] = None,
    eval_group: Optional[List[_DaskCollection]] = None,
    eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
    eval_at: Optional[Iterable[int]] = None,
386
387
    **kwargs: Any
) -> LGBMModel:
388
389
390
391
    """Inner train routine.

    Parameters
    ----------
392
393
    client : dask.distributed.Client
        Dask client.
394
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
395
        Input feature matrix.
396
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
397
398
        The target values (class labels in classification, real numbers in regression).
    params : dict
399
        Parameters passed to constructor of the local underlying model.
400
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
401
        Class of the local underlying model.
402
    sample_weight : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
403
        Weights of training data.
404
    init_score : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
405
        Init score of training data.
406
    group : Dask Array or Dask Series or None, optional (default=None)
407
408
409
410
411
        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.
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
    eval_set : list of (X, y) tuples of Dask data collections or None, optional (default=None)
        List of (X, y) tuple pairs to use as validation sets.
        Note, that not all workers may receive chunks of every eval set within ``eval_set``. When the returned
        lightgbm estimator is not trained using any chunks of a particular eval set, its corresponding component
        of evals_result_ and best_score_ will be 'not_evaluated'.
    eval_names : list of strings or None, optional (default=None)
        Names of eval_set.
    eval_sample_weight : list of Dask Arrays, Dask Series or None, optional (default=None)
        Weights for each validation set in eval_set.
    eval_class_weight : list of dict or str, or None, optional (default=None)
        Class weights, one dict or str for each validation set in eval_set.
    eval_init_score : list of Dask Arrays, Dask Series or None, optional (default=None)
        Initial model score for each validation set in eval_set.
    eval_group : list of Dask Arrays, Dask Series or None, optional (default=None)
        Group/query for each validation set in eval_set.
    eval_metric : string, callable, list or None, optional (default=None)
        If string, it should be a built-in evaluation metric to use.
        If callable, it should be a custom evaluation metric, see note below for more details.
        If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both.
        In either case, the ``metric`` from the Dask model parameters (or inferred from the objective) will be evaluated and used as well.
        Default: 'l2' for DaskLGBMRegressor, 'binary(multi)_logloss' for DaskLGBMClassifier, 'ndcg' for DaskLGBMRanker.
    eval_at : iterable of int, optional (default=None)
        The evaluation positions of the specified ranking metric.
435
436
437
438
439
440
441
    **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.
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470

    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``.
471
    """
472
473
    params = deepcopy(params)

474
475
476
477
478
479
480
481
    # 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")
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
    )

    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:
498
        _log_warning(f'Parameter tree_learner set to {params["tree_learner"]}, which is not allowed. Using "data" as default')
499
500
501
502
503
        params['tree_learner'] = 'data'

    # 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
504
505
506
507
    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)
508

509
    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
510
511
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
512
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
513
    n_parts = len(parts)
514
515
516

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
517
        for i in range(n_parts):
518
            parts[i]['weight'] = weight_parts[i]
519
520
521

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
522
        for i in range(n_parts):
523
            parts[i]['group'] = group_parts[i]
524

525
526
527
528
529
    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]

530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
    # evals_set will to be re-constructed into smaller lists of (X, y) tuples, where
    # X and y are each delayed sub-lists of original eval dask Collections.
    if eval_set:
        # find maximum number of parts in an individual eval set so that we can
        # pad eval sets when they come in different sizes.
        n_largest_eval_parts = max(x[0].npartitions for x in eval_set)

        eval_sets = defaultdict(list)
        if eval_sample_weight:
            eval_sample_weights = defaultdict(list)
        if eval_group:
            eval_groups = defaultdict(list)
        if eval_init_score:
            eval_init_scores = defaultdict(list)

        for i, (X_eval, y_eval) in enumerate(eval_set):
            n_this_eval_parts = X_eval.npartitions

            # when individual eval set is equivalent to training data, skip recomputing parts.
            if X_eval is data and y_eval is label:
                for parts_idx in range(n_parts):
                    eval_sets[parts_idx].append(_DatasetNames.TRAINSET)
            else:
                eval_x_parts = _split_to_parts(data=X_eval, is_matrix=True)
                eval_y_parts = _split_to_parts(data=y_eval, is_matrix=False)
                for j in range(n_largest_eval_parts):
                    parts_idx = j % n_parts

                    # add None-padding for individual eval_set member if it is smaller than the largest member.
                    if j < n_this_eval_parts:
                        x_e = eval_x_parts[j]
                        y_e = eval_y_parts[j]
                    else:
                        x_e = None
                        y_e = None

                    if j < n_parts:
                        # first time a chunk of this eval set is added to this part.
                        eval_sets[parts_idx].append(([x_e], [y_e]))
                    else:
                        # append additional chunks of this eval set to this part.
                        eval_sets[parts_idx][-1][0].append(x_e)
                        eval_sets[parts_idx][-1][1].append(y_e)

            if eval_sample_weight:
                if eval_sample_weight[i] is sample_weight:
                    for parts_idx in range(n_parts):
                        eval_sample_weights[parts_idx].append(_DatasetNames.SAMPLE_WEIGHT)
                else:
                    eval_w_parts = _split_to_parts(data=eval_sample_weight[i], is_matrix=False)

                    # ensure that all evaluation parts map uniquely to one part.
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            w_e = eval_w_parts[j]
                        else:
                            w_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_sample_weights[parts_idx].append([w_e])
                        else:
                            eval_sample_weights[parts_idx][-1].append(w_e)

            if eval_init_score:
                if eval_init_score[i] is init_score:
                    for parts_idx in range(n_parts):
                        eval_init_scores[parts_idx].append(_DatasetNames.INIT_SCORE)
                else:
                    eval_init_score_parts = _split_to_parts(data=eval_init_score[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            init_score_e = eval_init_score_parts[j]
                        else:
                            init_score_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_init_scores[parts_idx].append([init_score_e])
                        else:
                            eval_init_scores[parts_idx][-1].append(init_score_e)

            if eval_group:
                if eval_group[i] is group:
                    for parts_idx in range(n_parts):
                        eval_groups[parts_idx].append(_DatasetNames.GROUP)
                else:
                    eval_g_parts = _split_to_parts(data=eval_group[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            g_e = eval_g_parts[j]
                        else:
                            g_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_groups[parts_idx].append([g_e])
                        else:
                            eval_groups[parts_idx][-1].append(g_e)

        # assign sub-eval_set components to worker parts.
        for parts_idx, e_set in eval_sets.items():
            parts[parts_idx]['eval_set'] = e_set
            if eval_sample_weight:
                parts[parts_idx]['eval_sample_weight'] = eval_sample_weights[parts_idx]
            if eval_init_score:
                parts[parts_idx]['eval_init_score'] = eval_init_scores[parts_idx]
            if eval_group:
                parts[parts_idx]['eval_group'] = eval_groups[parts_idx]

640
    # Start computation in the background
641
    parts = list(map(delayed, parts))
642
643
644
645
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
646
        if part.status == 'error':  # type: ignore
647
648
649
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
650
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
651
652
653
654
655
    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])

656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
    # Check that all workers were provided some of eval_set. Otherwise warn user that validation
    # data artifacts may not be populated depending on worker returning final estimator.
    if eval_set:
        for worker in worker_map:
            has_eval_set = False
            for part in worker_map[worker]:
                if 'eval_set' in part.result():
                    has_eval_set = True
                    break

            if not has_eval_set:
                _log_warning(
                    f"Worker {worker} was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable. "
                    "Try rebalancing data across workers."
                )

    # assign general validation set settings to fit kwargs.
    if eval_names:
        kwargs['eval_names'] = eval_names
    if eval_class_weight:
        kwargs['eval_class_weight'] = eval_class_weight
    if eval_metric:
        kwargs['eval_metric'] = eval_metric
    if eval_at:
        kwargs['eval_at'] = eval_at

682
683
684
    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

685
686
687
688
689
690
    # 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
691
    )
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
    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")
727
728
729
730
            # this approach with client.run() is faster than searching for ports
            # serially, but can produce duplicates sometimes. Try the fast approach one
            # time, then pass it through a function that will use a slower but more reliable
            # approach if duplicates are found.
731
732
733
            worker_address_to_port = client.run(
                _find_random_open_port,
                workers=list(worker_addresses)
734
            )
735
736
737
738
739
            worker_address_to_port = _possibly_fix_worker_map_duplicates(
                worker_map=worker_address_to_port,
                client=client
            )

740
        machines = ','.join([
741
            f'{urlparse(worker_address).hostname}:{port}'
742
743
744
745
746
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
747

748
    # Tell each worker to train on the parts that it has locally
749
    #
750
    # This code treats ``_train_part()`` calls as not "pure" because:
751
    #     1. there is randomness in the training process unless parameters ``seed``
752
    #        and ``deterministic`` are set
753
754
755
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
756
757
758
759
760
761
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
762
763
764
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
765
766
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
767
768
769
            workers=[worker],
            allow_other_workers=False,
            pure=False,
770
771
772
773
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
774
775
776

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
777
778
779
    model = results[0]

    # if network parameters were changed during training, remove them from the
Andrew Ziem's avatar
Andrew Ziem committed
780
    # returned model so that they're generated dynamically on every run based
781
782
783
784
785
786
787
788
789
790
791
792
793
794
    # 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
795
796


797
798
799
800
801
802
803
804
805
def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
806

807
    if part.shape[0] == 0:
808
        result = np.array([])
809
810
    elif pred_proba:
        result = model.predict_proba(
811
            part,
812
813
814
815
816
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
817
    else:
818
        result = model.predict(
819
            part,
820
821
822
823
824
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
825

826
    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
827
    if isinstance(part, pd_DataFrame):
828
        if len(result.shape) == 2:
829
            result = pd_DataFrame(result, index=part.index)
830
        else:
831
            result = pd_Series(result, index=part.index, name='predictions')
832
833
834
835

    return result


836
837
838
839
840
841
842
843
844
845
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:
846
847
848
849
    """Inner predict routine.

    Parameters
    ----------
850
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
851
        Fitted underlying model.
852
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
853
        Input feature matrix.
854
855
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
856
857
858
859
860
861
    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.
862
    dtype : np.dtype, optional (default=np.float32)
863
        Dtype of the output.
864
    **kwargs
865
        Other parameters passed to ``predict`` or ``predict_proba`` method.
866
867
868

    Returns
    -------
869
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
870
        The predicted values.
871
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
872
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
873
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes]
874
        If ``pred_contrib=True``, the feature contributions for each sample.
875
    """
876
877
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
878
    if isinstance(data, dask_DataFrame):
879
880
881
882
883
884
885
886
887
        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
888
    elif isinstance(data, dask_Array):
889
890
891
892
893
894
895
896
        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,
897
898
            drop_axis=1,
            **kwargs
899
        )
900
    else:
901
        raise TypeError(f'Data must be either Dask Array or Dask DataFrame. Got {type(data)}.')
902
903


904
class _DaskLGBMModel:
905

906
907
    @property
    def client_(self) -> Client:
908
        """:obj:`dask.distributed.Client`: Dask client.
909
910
911
912
913
914
915
916
917

        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)

918
    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
919
920
921
922
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
923
        out.update({"client": None})
924
925
926
        self.client = client
        return out

927
    def _lgb_dask_fit(
928
929
930
931
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
932
933
934
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
935
936
937
938
939
940
941
942
943
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
        eval_sample_weight: Optional[List[_DaskCollection]] = None,
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
        eval_init_score: Optional[List[_DaskCollection]] = None,
        eval_group: Optional[List[_DaskCollection]] = None,
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        eval_at: Optional[Iterable[int]] = None,
        early_stopping_rounds: Optional[int] = None,
944
945
        **kwargs: Any
    ) -> "_DaskLGBMModel":
946
947
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
948

949
950
951
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

952
        params = self.get_params(True)
953
        params.pop("client", None)
954
955

        model = _train(
956
            client=_get_dask_client(self.client),
957
958
959
960
961
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
962
            init_score=init_score,
963
            group=group,
964
965
966
967
968
969
970
971
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
972
973
            **kwargs
        )
974
975

        self.set_params(**model.get_params())
976
        self._lgb_dask_copy_extra_params(model, self)
977
978
979

        return self

980
    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
981
982
983
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
984
        self._lgb_dask_copy_extra_params(self, model)
985
        model._other_params.pop("client", None)
986
987
988
        return model

    @staticmethod
989
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
990
991
992
993
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
994
            setattr(dest, name, attributes[name])
995
996


997
class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
998
999
    """Distributed version of lightgbm.LGBMClassifier."""

1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
    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')
1053
1054
1055
1056
1057
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}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.
        {_kwargs}{_after_kwargs}
        """
1058

1059
1060
1061
1062
    # 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')]

1063
    def __getstate__(self) -> Dict[Any, Any]:
1064
        return self._lgb_dask_getstate()
1065

1066
1067
1068
1069
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1070
1071
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1072
1073
1074
1075
1076
1077
1078
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
        eval_sample_weight: Optional[List[_DaskCollection]] = None,
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
        eval_init_score: Optional[List[_DaskCollection]] = None,
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        early_stopping_rounds: Optional[int] = None,
1079
1080
        **kwargs: Any
    ) -> "DaskLGBMClassifier":
1081
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
1082
1083
1084
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1085
        return self._lgb_dask_fit(
1086
1087
1088
1089
            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
1090
            init_score=init_score,
1091
1092
1093
1094
1095
1096
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1097
1098
1099
            **kwargs
        )

1100
1101
1102
    _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]",
1103
1104
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1105
1106
1107
1108
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
        eval_sample_weight_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_init_score_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_group_shape="list of Dask Arrays or Dask Series or None, optional (default=None)"
1109
1110
    )

1111
    # DaskLGBMClassifier does not support group, eval_group, early_stopping_rounds.
1112
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1113
1114
1115
1116
1117
1118
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1119
1120
1121
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMClassifier support for callbacks and init_model is not tested
1122
1123
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMClassifier.fit()``.
1124
1125

    {_lgbmmodel_doc_custom_eval_note}
1126
        """
1127

1128
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1129
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
1130
1131
1132
1133
1134
1135
1136
        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
            **kwargs
        )

1137
1138
1139
1140
1141
1142
1143
1144
    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]"
    )
1145

1146
    def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1147
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
1148
1149
1150
1151
1152
1153
1154
        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
            **kwargs
        )

1155
1156
1157
1158
    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",
1159
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
1160
1161
1162
        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]"
    )
1163

1164
    def to_local(self) -> LGBMClassifier:
1165
1166
1167
1168
1169
        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
1170
            Local underlying model.
1171
        """
1172
        return self._lgb_dask_to_local(LGBMClassifier)
1173
1174


1175
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
1176
    """Distributed version of lightgbm.LGBMRegressor."""
1177

1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
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
    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')
1231
1232
1233
1234
1235
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}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.
        {_kwargs}{_after_kwargs}
        """
1236
1237
1238
1239
    # 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')]

1240
    def __getstate__(self) -> Dict[Any, Any]:
1241
        return self._lgb_dask_getstate()
1242

1243
1244
1245
1246
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1247
1248
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1249
1250
1251
1252
1253
1254
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
        eval_sample_weight: Optional[List[_DaskCollection]] = None,
        eval_init_score: Optional[List[_DaskCollection]] = None,
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        early_stopping_rounds: Optional[int] = None,
1255
1256
        **kwargs: Any
    ) -> "DaskLGBMRegressor":
1257
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
1258
1259
1260
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1261
        return self._lgb_dask_fit(
1262
1263
1264
1265
            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
1266
            init_score=init_score,
1267
1268
1269
1270
1271
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1272
1273
1274
            **kwargs
        )

1275
1276
1277
    _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]",
1278
1279
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1280
1281
1282
1283
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
        eval_sample_weight_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_init_score_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_group_shape="list of Dask Arrays or Dask Series or None, optional (default=None)"
1284
1285
    )

1286
    # DaskLGBMRegressor does not support group, eval_class_weight, eval_group, early_stopping_rounds.
1287
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1288
1289
1290
1291
1292
1293
1294
1295
1296
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
1297
1298
1299
                 + _base_doc[_base_doc.find('verbose :'):])

    # DaskLGBMRegressor support for callbacks and init_model is not tested
1300
1301
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRegressor.fit()``.
1302
1303

    {_lgbmmodel_doc_custom_eval_note}
1304
        """
1305

1306
    def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array:
1307
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
1308
1309
1310
1311
1312
1313
        return _predict(
            model=self.to_local(),
            data=X,
            **kwargs
        )

1314
1315
1316
1317
1318
1319
1320
1321
    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]"
    )
1322

1323
    def to_local(self) -> LGBMRegressor:
1324
1325
1326
1327
1328
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
1329
            Local underlying model.
1330
        """
1331
        return self._lgb_dask_to_local(LGBMRegressor)
1332
1333


1334
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
1335
    """Distributed version of lightgbm.LGBMRanker."""
1336

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
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
    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')
1390
1391
1392
1393
1394
    _base_doc = f"""
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}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.
        {_kwargs}{_after_kwargs}
        """
1395

1396
1397
1398
1399
    # 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')]

1400
    def __getstate__(self) -> Dict[Any, Any]:
1401
        return self._lgb_dask_getstate()
1402

1403
1404
1405
1406
    def fit(
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1407
1408
1409
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
1410
1411
1412
1413
1414
1415
1416
1417
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
        eval_sample_weight: Optional[List[_DaskCollection]] = None,
        eval_init_score: Optional[List[_DaskCollection]] = None,
        eval_group: Optional[List[_DaskCollection]] = None,
        eval_metric: Optional[Union[Callable, str, List[Union[Callable, str]]]] = None,
        eval_at: Iterable[int] = (1, 2, 3, 4, 5),
        early_stopping_rounds: Optional[int] = None,
1418
1419
        **kwargs: Any
    ) -> "DaskLGBMRanker":
1420
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
1421
1422
1423
        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

1424
        return self._lgb_dask_fit(
1425
1426
1427
1428
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
1429
            init_score=init_score,
1430
            group=group,
1431
1432
1433
1434
1435
1436
1437
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1438
1439
1440
            **kwargs
        )

1441
1442
1443
    _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]",
1444
1445
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1446
1447
1448
1449
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
        eval_sample_weight_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_init_score_shape="list of Dask Arrays or Dask Series or None, optional (default=None)",
        eval_group_shape="list of Dask Arrays or Dask Series or None, optional (default=None)"
1450
1451
    )

1452
1453
1454
1455
1456
1457
1458
1459
    # DaskLGBMRanker does not support eval_class_weight or early stopping
    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')]
                 + "eval_at : iterable of int, optional (default=(1, 2, 3, 4, 5))\n"
                 + f"{' ':8}The evaluation positions of the specified metric.\n"
                 + f"{' ':4}{_base_doc[_base_doc.find('verbose :'):]}")
1460
1461

    # DaskLGBMRanker support for callbacks and init_model is not tested
1462
1463
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRanker.fit()``.
1464
1465

    {_lgbmmodel_doc_custom_eval_note}
1466
        """
1467

1468
    def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array:
1469
1470
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
        return _predict(self.to_local(), X, **kwargs)
1471

1472
1473
1474
1475
1476
1477
1478
1479
    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]"
    )
1480

1481
    def to_local(self) -> LGBMRanker:
1482
1483
1484
1485
1486
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1487
            Local underlying model.
1488
        """
1489
        return self._lgb_dask_to_local(LGBMRanker)