"python-package/vscode:/vscode.git/clone" did not exist on "0f0dd9d5e6ac48516aad00e59d26e35181cf8430"
basic.py 59.1 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
3
# pylint: disable = invalid-name, C0111, C0301
# pylint: disable = R0912, R0913, R0914, W0105, W0201, W0212
4
# pylint: disable = E1101
wxchan's avatar
wxchan committed
5
6
7
8
9
10
11
12
13
14
15
16
17
"""Wrapper c_api of LightGBM"""
from __future__ import absolute_import

import sys
import ctypes
import tempfile
import json

import numpy as np
import scipy.sparse

from .libpath import find_lib_path

Guolin Ke's avatar
Guolin Ke committed
18
"""pandas"""
wxchan's avatar
wxchan committed
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
try:
    from pandas import Series, DataFrame
except ImportError:
    class Series(object):
        pass
    class DataFrame(object):
        pass

IS_PY3 = (sys.version_info[0] == 3)

def _load_lib():
    """Load LightGBM Library."""
    lib_path = find_lib_path()
    if len(lib_path) == 0:
        raise Exception("cannot find LightGBM library")
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib

_LIB = _load_lib()

class LightGBMError(Exception):
    """Error throwed by LightGBM"""
    pass

def _safe_call(ret):
    """Check the return value of C API call
    Parameters
    ----------
    ret : int
        return value from API calls
    """
    if ret != 0:
        raise LightGBMError(_LIB.LGBM_GetLastError())

def is_str(s):
Guolin Ke's avatar
Guolin Ke committed
55
    """Check is a str or not"""
wxchan's avatar
wxchan committed
56
57
58
59
60
    if IS_PY3:
        return isinstance(s, str)
    else:
        return isinstance(s, basestring)

wxchan's avatar
wxchan committed
61
62
63
64
65
66
67
68
def is_numeric(obj):
    """Check is a number or not, include numpy number etc."""
    try:
        float(obj)
        return True
    except:
        return False

wxchan's avatar
wxchan committed
69
def is_numpy_object(data):
Guolin Ke's avatar
Guolin Ke committed
70
    """Check is numpy object"""
wxchan's avatar
wxchan committed
71
72
73
    return type(data).__module__ == np.__name__

def is_numpy_1d_array(data):
Guolin Ke's avatar
Guolin Ke committed
74
    """Check is 1d numpy array"""
75
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
76
77

def is_1d_list(data):
Guolin Ke's avatar
Guolin Ke committed
78
    """Check is 1d list"""
79
80
    return isinstance(data, list) and \
        (not data or isinstance(data[0], (int, float, bool)))
wxchan's avatar
wxchan committed
81

82
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
Guolin Ke's avatar
Guolin Ke committed
83
    """convert to 1d numpy array"""
wxchan's avatar
wxchan committed
84
85
86
87
88
89
90
    if is_numpy_1d_array(data):
        if data.dtype == dtype:
            return data
        else:
            return data.astype(dtype=dtype, copy=False)
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
91
92
    elif isinstance(data, Series):
        return data.values.astype(dtype)
wxchan's avatar
wxchan committed
93
    else:
94
        raise TypeError("Wrong type({}) for {}, should be list or numpy array".format(type(data).__name__, name))
wxchan's avatar
wxchan committed
95
96
97
98
99

def cfloat32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
100
        return np.fromiter(cptr, dtype=np.float32, count=length)
wxchan's avatar
wxchan committed
101
    else:
102
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
103
104
105
106
107

def cint32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
108
        return np.fromiter(cptr, dtype=np.int32, count=length)
wxchan's avatar
wxchan committed
109
    else:
110
        raise RuntimeError('Expected int pointer')
wxchan's avatar
wxchan committed
111
112
113
114
115
116
117
118
119
120

def c_str(string):
    """Convert a python string to cstring."""
    return ctypes.c_char_p(string.encode('utf-8'))

def c_array(ctype, values):
    """Convert a python array to c array."""
    return (ctype * len(values))(*values)

def param_dict_to_str(data):
121
    if data is None or not data:
wxchan's avatar
wxchan committed
122
123
124
        return ""
    pairs = []
    for key, val in data.items():
125
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
wxchan's avatar
wxchan committed
126
            pairs.append(str(key)+'='+','.join(map(str, val)))
wxchan's avatar
wxchan committed
127
        elif is_str(val) or isinstance(val, (int, float, bool)) or is_numeric(val):
128
            pairs.append(str(key)+'='+str(val))
wxchan's avatar
wxchan committed
129
        else:
130
            raise TypeError('Unknown type of parameter:%s, got:%s'
wxchan's avatar
wxchan committed
131
132
                            % (key, type(val).__name__))
    return ' '.join(pairs)
133

wxchan's avatar
wxchan committed
134
135
136
137
138
"""marco definition of data type in c_api of LightGBM"""
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
Guolin Ke's avatar
Guolin Ke committed
139

wxchan's avatar
wxchan committed
140
141
142
"""Matric is row major in python"""
C_API_IS_ROW_MAJOR = 1

Guolin Ke's avatar
Guolin Ke committed
143
"""marco definition of prediction type in c_api of LightGBM"""
wxchan's avatar
wxchan committed
144
145
146
147
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2

Guolin Ke's avatar
Guolin Ke committed
148
"""data type of data field"""
wxchan's avatar
wxchan committed
149
150
151
152
153
154
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
                     "init_score": C_API_DTYPE_FLOAT32,
                     "group": C_API_DTYPE_INT32}

def c_float_array(data):
Guolin Ke's avatar
Guolin Ke committed
155
    """get pointer of float numpy array / list"""
wxchan's avatar
wxchan committed
156
157
158
159
160
161
162
163
164
165
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
        else:
166
            raise TypeError("Expected np.float32 or np.float64, met type({})"
wxchan's avatar
wxchan committed
167
168
                            .format(data.dtype))
    else:
169
        raise TypeError("Unknown type({})".format(type(data).__name__))
wxchan's avatar
wxchan committed
170
171
172
    return (ptr_data, type_data)

def c_int_array(data):
Guolin Ke's avatar
Guolin Ke committed
173
    """get pointer of int numpy array / list"""
wxchan's avatar
wxchan committed
174
175
176
177
178
179
180
181
182
183
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
            type_data = C_API_DTYPE_INT64
        else:
184
            raise TypeError("Expected np.int32 or np.int64, met type({})"
wxchan's avatar
wxchan committed
185
186
                            .format(data.dtype))
    else:
187
        raise TypeError("Unknown type({})".format(type(data).__name__))
wxchan's avatar
wxchan committed
188
189
    return (ptr_data, type_data)

Guolin Ke's avatar
Guolin Ke committed
190
191
class _InnerPredictor(object):
    """
192
193
    A _InnerPredictor of LightGBM.
    Only used for prediction, usually used for continued-train
Guolin Ke's avatar
Guolin Ke committed
194
    Note: Can convert from Booster, but cannot convert to Booster
wxchan's avatar
wxchan committed
195
    """
Guolin Ke's avatar
Guolin Ke committed
196
197
    def __init__(self, model_file=None, booster_handle=None):
        """Initialize the _InnerPredictor. Not expose to user
wxchan's avatar
wxchan committed
198
199
200
201
202

        Parameters
        ----------
        model_file : string
            Path to the model file.
Guolin Ke's avatar
Guolin Ke committed
203
204
        booster_handle : Handle of Booster
            use handle to init
wxchan's avatar
wxchan committed
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
            out_num_iterations = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
            out_num_class = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
220
            self.num_total_iteration = out_num_iterations.value
wxchan's avatar
wxchan committed
221
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
222
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
223
224
225
226
227
228
229
230
231
232
            self.handle = booster_handle
            out_num_class = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
            out_num_iterations = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
                ctypes.byref(out_num_iterations)))
233
            self.num_total_iteration = out_num_iterations.value
wxchan's avatar
wxchan committed
234
        else:
Guolin Ke's avatar
Guolin Ke committed
235
            raise TypeError('Need Model file or Booster handle to create a predictor')
wxchan's avatar
wxchan committed
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251

    def __del__(self):
        if self.__is_manage_handle:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))


    def predict(self, data, num_iteration=-1,
                raw_score=False, pred_leaf=False, data_has_header=False,
                is_reshape=True):
        """
        Predict logic

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
252
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
253
        num_iteration : int
254
            Used iteration for prediction
wxchan's avatar
wxchan committed
255
256
257
258
259
        raw_score : bool
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
        data_has_header : bool
Guolin Ke's avatar
Guolin Ke committed
260
            Used for txt data, True if txt data has header
wxchan's avatar
wxchan committed
261
        is_reshape : bool
262
            Reshape to (nrow, ncol) if true
wxchan's avatar
wxchan committed
263
264
265
266
267

        Returns
        -------
        Prediction result
        """
Guolin Ke's avatar
Guolin Ke committed
268
        if isinstance(data, (_InnerDataset, Dataset)):
269
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
wxchan's avatar
wxchan committed
270
271
272
273
274
275
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
        int_data_has_header = 1 if data_has_header else 0
276
277
        if num_iteration > self.num_total_iteration:
            num_iteration = self.num_total_iteration
wxchan's avatar
wxchan committed
278
279
280
281
282
283
284
285
286
        if is_str(data):
            tmp_pred_fname = tempfile.NamedTemporaryFile(prefix="lightgbm_tmp_pred_").name
            _safe_call(_LIB.LGBM_BoosterPredictForFile(
                self.handle,
                c_str(data),
                int_data_has_header,
                predict_type,
                num_iteration,
                c_str(tmp_pred_fname)))
287
288
289
290
291
            with open(tmp_pred_fname, "r") as tmp_file:
                lines = tmp_file.readlines()
                nrow = len(lines)
                preds = [float(token) for line in lines for token in line.split('\t')]
                preds = np.array(preds, dtype=np.float32, copy=False)
wxchan's avatar
wxchan committed
292
293
294
295
296
297
        elif isinstance(data, scipy.sparse.csr_matrix):
            preds, nrow = self.__pred_for_csr(data, num_iteration,
                                              predict_type)
        elif isinstance(data, np.ndarray):
            preds, nrow = self.__pred_for_np2d(data, num_iteration,
                                               predict_type)
298
        elif isinstance(data, DataFrame):
299
300
            preds, nrow = self.__pred_for_np2d(data.values, num_iteration,
                                               predict_type)
wxchan's avatar
wxchan committed
301
302
303
304
305
306
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                preds, nrow = self.__pred_for_csr(csr, num_iteration,
                                                  predict_type)
            except:
307
                raise TypeError('Cannot predict data for type {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
308
309
        if pred_leaf:
            preds = preds.astype(np.int32)
310
        if is_reshape and preds.size != nrow:
wxchan's avatar
wxchan committed
311
            if preds.size % nrow == 0:
312
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
313
            else:
314
                raise ValueError('Length of predict result (%d) cannot be divide nrow (%d)'
wxchan's avatar
wxchan committed
315
316
317
318
                                 % (preds.size, nrow))
        return preds

    def __get_num_preds(self, num_iteration, nrow, predict_type):
Guolin Ke's avatar
Guolin Ke committed
319
320
321
        """
        Get size of prediction result
        """
wxchan's avatar
wxchan committed
322
323
324
        n_preds = self.num_class * nrow
        if predict_type == C_API_PREDICT_LEAF_INDEX:
            if num_iteration > 0:
325
                n_preds *= min(num_iteration, self.num_total_iteration)
wxchan's avatar
wxchan committed
326
            else:
327
                n_preds *= self.num_total_iteration
wxchan's avatar
wxchan committed
328
329
330
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
        return n_preds

    def __pred_for_np2d(self, mat, num_iteration, predict_type):
        """
        Predict for a 2-D numpy matrix.
        """
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
            """change non-float data to float data, need to copy"""
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data = c_float_array(data)
        n_preds = self.__get_num_preds(num_iteration, mat.shape[0],
                                       predict_type)
        preds = np.zeros(n_preds, dtype=np.float32)
        out_num_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
            self.handle,
            ptr_data,
            type_ptr_data,
            mat.shape[0],
            mat.shape[1],
            C_API_IS_ROW_MAJOR,
            predict_type,
            num_iteration,
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            ))
        if n_preds != out_num_preds.value:
360
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
        return preds, mat.shape[0]

    def __pred_for_csr(self, csr, num_iteration, predict_type):
        """
        Predict for a csr data
        """
        nrow = len(csr.indptr) - 1
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
        preds = np.zeros(n_preds, dtype=np.float32)
        out_num_preds = ctypes.c_int64(0)

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

        _safe_call(_LIB.LGBM_BoosterPredictForCSR(
            self.handle,
            ptr_indptr,
            type_ptr_indptr,
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            type_ptr_data,
            len(csr.indptr),
            len(csr.data),
            csr.shape[1],
            predict_type,
            num_iteration,
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            ))
        if n_preds != out_num_preds.value:
391
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
392
393
394
395
396
        return preds, nrow

PANDAS_DTYPE_MAPPER = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                       'int64': 'int', 'uint8': 'int', 'uint16': 'int',
                       'uint32': 'int', 'uint64': 'int', 'float16': 'float',
397
                       'float32': 'float', 'float64': 'float', 'bool': 'int'}
wxchan's avatar
wxchan committed
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420

def _data_from_pandas(data):
    if isinstance(data, DataFrame):
        data_dtypes = data.dtypes
        if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in data_dtypes):
            bad_fields = [data.columns[i] for i, dtype in
                          enumerate(data_dtypes) if dtype.name not in PANDAS_DTYPE_MAPPER]

            msg = """DataFrame.dtypes for data must be int, float or bool. Did not expect the data types in fields """
            raise ValueError(msg + ', '.join(bad_fields))
        data = data.values.astype('float')
    return data

def _label_from_pandas(label):
    if isinstance(label, DataFrame):
        if len(label.columns) > 1:
            raise ValueError('DataFrame for label cannot have multiple columns')
        label_dtypes = label.dtypes
        if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in label_dtypes):
            raise ValueError('DataFrame.dtypes for label must be int, float or bool')
        label = label.values.astype('float')
    return label

Guolin Ke's avatar
Guolin Ke committed
421
422
423
424
class _InnerDataset(object):
    """_InnerDataset used in LightGBM.
    _InnerDataset is a internal data structure that used by LightGBM.
    This class is not exposed. Please use Dataset instead
wxchan's avatar
wxchan committed
425
426
427
428
    """

    def __init__(self, data, label=None, max_bin=255, reference=None,
                 weight=None, group=None, predictor=None,
429
                 silent=False, feature_name=None,
Guolin Ke's avatar
Guolin Ke committed
430
                 categorical_feature=None, params=None):
wxchan's avatar
wxchan committed
431
        """
Guolin Ke's avatar
Guolin Ke committed
432
        _InnerDataset used in LightGBM.
wxchan's avatar
wxchan committed
433
434
435
436

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
437
            Data source of _InnerDataset.
438
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
439
440
441
        label : list or numpy 1-D array, optional
            Label of the data
        max_bin : int, required
442
            Max number of discrete bin for features
Guolin Ke's avatar
Guolin Ke committed
443
        reference : Other _InnerDataset, optional
wxchan's avatar
wxchan committed
444
445
446
447
            If this dataset validation, need to use training data as reference
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
448
            Group/query size for dataset
Guolin Ke's avatar
Guolin Ke committed
449
450
        predictor : _InnerPredictor
            Used for continuned train
wxchan's avatar
wxchan committed
451
452
        silent : boolean, optional
            Whether print messages during construction
Guolin Ke's avatar
Guolin Ke committed
453
        feature_name : list of str
454
455
456
457
            Feature names
        categorical_feature : list of str or int
            Categorical features, type int represents index, \
            type str represents feature names (need to specify feature_name as well)
wxchan's avatar
wxchan committed
458
        params: dict, optional
459
            Other parameters
wxchan's avatar
wxchan committed
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
        """
        if data is None:
            self.handle = None
            return
        data = _data_from_pandas(data)
        label = _label_from_pandas(label)
        self.data_has_header = False
        """process for args"""
        params = {} if params is None else params
        self.max_bin = max_bin
        self.predictor = predictor
        params["max_bin"] = max_bin
        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
Guolin Ke's avatar
Guolin Ke committed
476
477
        """get categorical features"""
        if categorical_feature is not None:
478
            categorical_indices = set()
Guolin Ke's avatar
Guolin Ke committed
479
480
            feature_dict = {}
            if feature_name is not None:
481
                feature_dict = {name: i for i, name in enumerate(feature_name)}
Guolin Ke's avatar
Guolin Ke committed
482
483
            for name in categorical_feature:
                if is_str(name) and name in feature_dict:
484
                    categorical_indices.add(feature_dict[name])
Guolin Ke's avatar
Guolin Ke committed
485
                elif isinstance(name, int):
486
                    categorical_indices.add(name)
Guolin Ke's avatar
Guolin Ke committed
487
                else:
488
                    raise TypeError("Wrong type({}) or unknown name({}) in categorical_feature" \
Guolin Ke's avatar
Guolin Ke committed
489
490
                        .format(type(name).__name__, name))

491
            params['categorical_column'] = sorted(categorical_indices)
Guolin Ke's avatar
Guolin Ke committed
492

wxchan's avatar
wxchan committed
493
494
495
        params_str = param_dict_to_str(params)
        """process for reference dataset"""
        ref_dataset = None
Guolin Ke's avatar
Guolin Ke committed
496
        if isinstance(reference, _InnerDataset):
497
            ref_dataset = reference.handle
wxchan's avatar
wxchan committed
498
499
500
501
502
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
        """start construct data"""
        if is_str(data):
            """check data has header or not"""
503
504
505
            if params.get("has_header", "").lower() == "true" \
                or params.get("header", "").lower() == "true":
                self.data_has_header = True
wxchan's avatar
wxchan committed
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
                c_str(data),
                c_str(params_str),
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
            except:
521
                raise TypeError('Cannot initialize _InnerDataset from {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
522
523
524
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
525
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
526
527
528
529
530
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
        # load init score
Guolin Ke's avatar
Guolin Ke committed
531
        if isinstance(self.predictor, _InnerPredictor):
wxchan's avatar
wxchan committed
532
533
534
535
536
537
            init_score = self.predictor.predict(data,
                                                raw_score=True,
                                                data_has_header=self.data_has_header,
                                                is_reshape=False)
            if self.predictor.num_class > 1:
                # need re group init score
wxchan's avatar
wxchan committed
538
                new_init_score = np.zeros(init_score.size, dtype=np.float32)
wxchan's avatar
wxchan committed
539
540
541
542
543
544
                num_data = self.num_data()
                for i in range(num_data):
                    for j in range(self.predictor.num_class):
                        new_init_score[j * num_data + i] = init_score[i * self.predictor.num_class + j]
                init_score = new_init_score
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
545
546
        elif self.predictor is not None:
            raise TypeError('wrong predictor type {}'.format(type(self.predictor).__name__))
Guolin Ke's avatar
Guolin Ke committed
547
548
        # set feature names
        self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
549
550
551
552
553
554
555
556
557

    def create_valid(self, data, label=None, weight=None, group=None,
                     silent=False, params=None):
        """
        Create validation data align with current dataset

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
Guolin Ke's avatar
Guolin Ke committed
558
            Data source of _InnerDataset.
559
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
560
561
562
563
564
        label : list or numpy 1-D array, optional
            Label of the training data.
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
565
            Group/query size for dataset
wxchan's avatar
wxchan committed
566
567
568
        silent : boolean, optional
            Whether print messages during construction
        params: dict, optional
569
            Other parameters
wxchan's avatar
wxchan committed
570
        """
Guolin Ke's avatar
Guolin Ke committed
571
572
573
        return _InnerDataset(data, label=label, max_bin=self.max_bin, reference=self,
                             weight=weight, group=group, predictor=self.predictor,
                             silent=silent, params=params)
wxchan's avatar
wxchan committed
574
575
576
577
578

    def subset(self, used_indices, params=None):
        """
        Get subset of current dataset
        """
579
        used_indices = list_to_1d_numpy(used_indices, np.int32, name='used_indices')
Guolin Ke's avatar
Guolin Ke committed
580
        ret = _InnerDataset(None)
wxchan's avatar
wxchan committed
581
582
583
        ret.handle = ctypes.c_void_p()
        params_str = param_dict_to_str(params)
        _safe_call(_LIB.LGBM_DatasetGetSubset(
584
            self.handle,
wxchan's avatar
wxchan committed
585
586
587
588
589
590
591
            used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            used_indices.shape[0],
            c_str(params_str),
            ctypes.byref(ret.handle)))
        ret.max_bin = self.max_bin
        ret.predictor = self.predictor
        if ret.get_label() is None:
592
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
593
594
        return ret

Guolin Ke's avatar
Guolin Ke committed
595
    def set_feature_name(self, feature_name):
Guolin Ke's avatar
Guolin Ke committed
596
597
598
        """
        set feature names
        """
Guolin Ke's avatar
Guolin Ke committed
599
600
601
        if feature_name is None:
            return
        if len(feature_name) != self.num_feature():
602
            raise ValueError("Length of feature_name({}) and num_feature({}) don't match".format(len(feature_name), self.num_feature()))
Guolin Ke's avatar
Guolin Ke committed
603
604
605
606
607
608
        c_feature_name = [c_str(name) for name in feature_name]
        _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
            self.handle,
            c_array(ctypes.c_char_p, c_feature_name),
            len(feature_name)))

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

        self.handle = ctypes.c_void_p()
        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
            """change non-float data to float data, need to copy"""
            data = np.array(mat.reshape(mat.size), dtype=np.float32)

        ptr_data, type_ptr_data = c_float_array(data)
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
            type_ptr_data,
            mat.shape[0],
            mat.shape[1],
            C_API_IS_ROW_MAJOR,
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

    def __init_from_csr(self, csr, params_str, ref_dataset):
        """
        Initialize data from a CSR matrix.
        """
        if len(csr.indices) != len(csr.data):
639
            raise ValueError('Length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
wxchan's avatar
wxchan committed
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
        self.handle = ctypes.c_void_p()

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

        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
            type_ptr_indptr,
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            type_ptr_data,
            len(csr.indptr),
            len(csr.data),
            csr.shape[1],
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

    def __del__(self):
        _safe_call(_LIB.LGBM_DatasetFree(self.handle))

    def get_field(self, field_name):
Guolin Ke's avatar
Guolin Ke committed
662
        """Get property from the _InnerDataset.
wxchan's avatar
wxchan committed
663
664
665
666
667
668
669
670
671

        Parameters
        ----------
        field_name: str
            The field name of the information

        Returns
        -------
        info : array
672
            A numpy array of information of the data
wxchan's avatar
wxchan committed
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
        """
        tmp_out_len = ctypes.c_int64()
        out_type = ctypes.c_int32()
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
        if out_type.value == C_API_DTYPE_INT32:
            return cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
        elif out_type.value == C_API_DTYPE_FLOAT32:
            return cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
        else:
692
            raise TypeError("Unknown type")
wxchan's avatar
wxchan committed
693
694

    def set_field(self, field_name, data):
Guolin Ke's avatar
Guolin Ke committed
695
        """Set property into the _InnerDataset.
wxchan's avatar
wxchan committed
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713

        Parameters
        ----------
        field_name: str
            The field name of the information

        data: numpy array or list or None
            The array ofdata to be set
        """
        if data is None:
            """set to None"""
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
                0,
                FIELD_TYPE_MAPPER[field_name]))
            return
714
715
        dtype = np.int32 if field_name == 'group' else np.float32
        data = list_to_1d_numpy(data, dtype, name=field_name)
wxchan's avatar
wxchan committed
716
717
718
719
720
721
722
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        else:
723
            raise TypeError("Excepted np.float32 or np.int32, meet type({})".format(data.dtype))
wxchan's avatar
wxchan committed
724
        if type_data != FIELD_TYPE_MAPPER[field_name]:
725
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
726
727
728
729
730
731
732
733
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
            len(data),
            type_data))

    def save_binary(self, filename):
Guolin Ke's avatar
Guolin Ke committed
734
        """Save _InnerDataset to binary file
wxchan's avatar
wxchan committed
735
736
737
738
739
740
741
742
743
744
745

        Parameters
        ----------
        filename : string
            Name of the output file.
        """
        _safe_call(_LIB.LGBM_DatasetSaveBinary(
            self.handle,
            c_str(filename)))

    def set_label(self, label):
Guolin Ke's avatar
Guolin Ke committed
746
        """Set label of _InnerDataset
wxchan's avatar
wxchan committed
747
748
749

        Parameters
        ----------
750
        label: numpy array or list or None
Guolin Ke's avatar
Guolin Ke committed
751
            The label information to be set into _InnerDataset
wxchan's avatar
wxchan committed
752
        """
753
        label = list_to_1d_numpy(label, name='label')
wxchan's avatar
wxchan committed
754
755
756
757
758
759
760
        self.set_field('label', label)

    def set_weight(self, weight):
        """ Set weight of each instance.

        Parameters
        ----------
761
        weight : numpy array or list or None
wxchan's avatar
wxchan committed
762
763
764
            Weight for each data point
        """
        if weight is not None:
765
            weight = list_to_1d_numpy(weight, name='weight')
wxchan's avatar
wxchan committed
766
767
768
        self.set_field('weight', weight)

    def set_init_score(self, score):
wxchan's avatar
wxchan committed
769
        """Set init score of booster to start from.
770

wxchan's avatar
wxchan committed
771
772
        Parameters
        ----------
773
774
        score: numpy array or list or None
            Init score for booster
wxchan's avatar
wxchan committed
775
776
        """
        if score is not None:
777
            score = list_to_1d_numpy(score, name='init score')
wxchan's avatar
wxchan committed
778
779
780
        self.set_field('init_score', score)

    def set_group(self, group):
Guolin Ke's avatar
Guolin Ke committed
781
        """Set group size of _InnerDataset (used for ranking).
wxchan's avatar
wxchan committed
782
783
784

        Parameters
        ----------
785
        group : numpy array or list or None
wxchan's avatar
wxchan committed
786
787
788
            Group size of each group
        """
        if group is not None:
789
            group = list_to_1d_numpy(group, np.int32, name='group')
wxchan's avatar
wxchan committed
790
791
792
        self.set_field('group', group)

    def get_label(self):
Guolin Ke's avatar
Guolin Ke committed
793
        """Get the label of the _InnerDataset.
wxchan's avatar
wxchan committed
794
795
796
797
798

        Returns
        -------
        label : array
        """
Guolin Ke's avatar
Guolin Ke committed
799
        return self.get_field('label')
wxchan's avatar
wxchan committed
800
801

    def get_weight(self):
Guolin Ke's avatar
Guolin Ke committed
802
        """Get the weight of the _InnerDataset.
wxchan's avatar
wxchan committed
803
804
805
806
807

        Returns
        -------
        weight : array
        """
Guolin Ke's avatar
Guolin Ke committed
808
        return self.get_field('weight')
wxchan's avatar
wxchan committed
809
810

    def get_init_score(self):
Guolin Ke's avatar
Guolin Ke committed
811
        """Get the initial score of the _InnerDataset.
wxchan's avatar
wxchan committed
812
813
814
815
816

        Returns
        -------
        init_score : array
        """
Guolin Ke's avatar
Guolin Ke committed
817
        return self.get_field('init_score')
wxchan's avatar
wxchan committed
818
819

    def get_group(self):
Guolin Ke's avatar
Guolin Ke committed
820
        """Get the initial score of the _InnerDataset.
wxchan's avatar
wxchan committed
821
822
823
824
825

        Returns
        -------
        init_score : array
        """
Guolin Ke's avatar
Guolin Ke committed
826
        return self.get_field('group')
wxchan's avatar
wxchan committed
827
828

    def num_data(self):
Guolin Ke's avatar
Guolin Ke committed
829
        """Get the number of rows in the _InnerDataset.
wxchan's avatar
wxchan committed
830
831
832
833
834
835
836
837
838
839
840

        Returns
        -------
        number of rows : int
        """
        ret = ctypes.c_int64()
        _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                               ctypes.byref(ret)))
        return ret.value

    def num_feature(self):
Guolin Ke's avatar
Guolin Ke committed
841
        """Get the number of columns (features) in the _InnerDataset.
wxchan's avatar
wxchan committed
842
843
844
845
846
847
848
849
850
851

        Returns
        -------
        number of columns : int
        """
        ret = ctypes.c_int64()
        _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                  ctypes.byref(ret)))
        return ret.value

Guolin Ke's avatar
Guolin Ke committed
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
class Dataset(object):
    """High level Dataset used in LightGBM.
    """
    def __init__(self, data, label=None, max_bin=255, reference=None,
                 weight=None, group=None, silent=False,
                 feature_name=None, categorical_feature=None, params=None,
                 free_raw_data=True):
        """
        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source of Dataset.
            When data type is string, it represents the path of txt file
        label : list or numpy 1-D array, optional
            Label of the data
        max_bin : int, required
            Max number of discrete bin for features
        reference : Other Dataset, optional
            If this dataset validation, need to use training data as reference
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
            Group/query size for dataset
        silent : boolean, optional
            Whether print messages during construction
        feature_name : list of str
            Feature names
        categorical_feature : list of str or int
wxchan's avatar
wxchan committed
880
881
            Categorical features,
            type int represents index,
Guolin Ke's avatar
Guolin Ke committed
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
            type str represents feature names (need to specify feature_name as well)
        params: dict, optional
            Other parameters
        free_raw_data: Bool
            True if need to free raw data after construct inner dataset
        """
        self.data = data
        self.label = label
        self.max_bin = max_bin
        self.reference = reference
        self.weight = weight
        self.group = group
        self.silent = silent
        self.feature_name = feature_name
        self.categorical_feature = categorical_feature
        self.params = params
        self.free_raw_data = free_raw_data
        self.inner_dataset = None
        self.used_indices = None
        self._predictor = None

    def create_valid(self, data, label=None, weight=None, group=None,
                     silent=False, params=None):
        """
        Create validation data align with current dataset

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source of _InnerDataset.
            When data type is string, it represents the path of txt file
        label : list or numpy 1-D array, optional
            Label of the training data.
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
            Group/query size for dataset
        silent : boolean, optional
            Whether print messages during construction
        params: dict, optional
            Other parameters
        """
        ret = Dataset(data, label=label, max_bin=self.max_bin, reference=self,
                      weight=weight, group=group,
                      silent=silent, params=params, free_raw_data=self.free_raw_data)
        ret._set_predictor(self._predictor)
        return ret

930
931
932
933
934
935
    def _update_params(self, params):
        if not self.params:
            self.params = params
        else:
            self.params.update(params)

Guolin Ke's avatar
Guolin Ke committed
936
    def construct(self):
wxchan's avatar
wxchan committed
937
938
939
        """
        Lazy init
        """
Guolin Ke's avatar
Guolin Ke committed
940
941
942
943
944
945
946
947
948
949
950
951
952
        if self.inner_dataset is None:
            if self.reference is not None:
                if self.used_indices is None:
                    self.inner_dataset = self.reference._get_inner_dataset().create_valid(
                        self.data, self.label,
                        self.weight, self.group,
                        self.silent, self.params)
                else:
                    """construct subset"""
                    self.inner_dataset = self.reference._get_inner_dataset().subset(
                        self.used_indices, self.params)
            else:
                self.inner_dataset = _InnerDataset(self.data, self.label, self.max_bin,
953
954
955
                                                   None, self.weight, self.group, self._predictor,
                                                   self.silent, self.feature_name,
                                                   self.categorical_feature, self.params)
Guolin Ke's avatar
Guolin Ke committed
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
            if self.free_raw_data:
                self.data = None

    def _get_inner_dataset(self):
        """get inner dataset"""
        self.construct()
        return self.inner_dataset

    def __is_constructed(self):
        """check inner_dataset is constructed or not"""
        return self.inner_dataset is not None

    def set_categorical_feature(self, categorical_feature):
        """
        Set categorical features

        Parameters
        ----------
        categorical_feature : list of int or str
            Name/index of categorical features

        """
        if self.categorical_feature == categorical_feature:
            return
        if self.data is not None:
            self.categorical_feature = categorical_feature
            self.inner_dataset = None
        else:
            raise LightGBMError("Cannot set categorical feature after freed raw data,\
             Set free_raw_data=False when construct Dataset to avoid this.")

    def _set_predictor(self, predictor):
        """
        Set predictor for continued training, not recommand for user to call this function.
        Please set init_model in engine.train or engine.cv
        """
        if predictor is self._predictor:
            return
        if self.data is not None:
            self._predictor = predictor
            self.inner_dataset = None
        else:
wxchan's avatar
wxchan committed
998
            raise LightGBMError("Cannot set predictor after freed raw data,Set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
999
1000
1001
1002
1003
1004
1005
1006

    def set_reference(self, reference):
        """
        Set reference dataset

        Parameters
        ----------
        reference : Dataset
1007
            Will use reference as template to consturct current dataset
Guolin Ke's avatar
Guolin Ke committed
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
        """
        self.set_categorical_feature(reference.categorical_feature)
        self.set_feature_name(reference.feature_name)
        self._set_predictor(reference._predictor)
        if self.reference is reference:
            return
        if self.data is not None:
            self.reference = reference
            self.inner_dataset = None
        else:
            raise LightGBMError("Cannot set reference after freed raw data,\
             Set free_raw_data=False when construct Dataset to avoid this.")

    def set_feature_name(self, feature_name):
        """
        Set feature name

        Parameters
        ----------
        feature_name : list of str
1028
            Feature names
Guolin Ke's avatar
Guolin Ke committed
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
        """
        self.feature_name = feature_name
        if self.__is_constructed():
            self.inner_dataset.set_feature_name(self.feature_name)

    def subset(self, used_indices, params=None):
        """
        Get subset of current dataset

        Parameters
        ----------
        used_indices : list of int
1041
            Used indices of this subset
Guolin Ke's avatar
Guolin Ke committed
1042
        params : dict
1043
            Other parameters
Guolin Ke's avatar
Guolin Ke committed
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
        """
        ret = Dataset(None)
        ret.feature_name = self.feature_name
        ret.categorical_feature = self.categorical_feature
        ret.reference = self
        ret._predictor = self._predictor
        ret.used_indices = used_indices
        ret.params = params
        return ret

    def save_binary(self, filename):
wxchan's avatar
wxchan committed
1055
1056
        """
        Save Dataset to binary file
Guolin Ke's avatar
Guolin Ke committed
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066

        Parameters
        ----------
        filename : string
            Name of the output file.
        """
        self._get_inner_dataset().save_binary(filename)


    def set_label(self, label):
wxchan's avatar
wxchan committed
1067
1068
        """
        Set label of Dataset
Guolin Ke's avatar
Guolin Ke committed
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079

        Parameters
        ----------
        label: numpy array or list or None
            The label information to be set into Dataset
        """
        self.label = label
        if self.__is_constructed():
            self.inner_dataset.set_label(self.label)

    def set_weight(self, weight):
wxchan's avatar
wxchan committed
1080
1081
        """
        Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092

        Parameters
        ----------
        weight : numpy array or list or None
            Weight for each data point
        """
        self.weight = weight
        if self.__is_constructed():
            self.inner_dataset.set_weight(self.weight)

    def set_init_score(self, init_score):
wxchan's avatar
wxchan committed
1093
1094
        """
        Set init score of booster to start from.
Guolin Ke's avatar
Guolin Ke committed
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105

        Parameters
        ----------
        init_score: numpy array or list or None
            Init score for booster
        """
        self.init_score = init_score
        if self.__is_constructed():
            self.inner_dataset.set_init_score(self.init_score)

    def set_group(self, group):
wxchan's avatar
wxchan committed
1106
1107
        """
        Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118

        Parameters
        ----------
        group : numpy array or list or None
            Group size of each group
        """
        self.group = group
        if self.__is_constructed():
            self.inner_dataset.set_group(self.group)

    def get_label(self):
wxchan's avatar
wxchan committed
1119
1120
        """
        Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130

        Returns
        -------
        label : array
        """
        if self.label is None and self.__is_constructed():
            self.label = self.inner_dataset.get_label()
        return self.label

    def get_weight(self):
wxchan's avatar
wxchan committed
1131
1132
        """
        Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142

        Returns
        -------
        weight : array
        """
        if self.weight is None and self.__is_constructed():
            self.weight = self.inner_dataset.get_weight()
        return self.weight

    def get_init_score(self):
wxchan's avatar
wxchan committed
1143
1144
        """
        Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154

        Returns
        -------
        init_score : array
        """
        if self.init_score is None and self.__is_constructed():
            self.init_score = self.inner_dataset.get_init_score()
        return self.init_score

    def get_group(self):
wxchan's avatar
wxchan committed
1155
1156
        """
        Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1157
1158
1159
1160
1161
1162
1163

        Returns
        -------
        init_score : array
        """
        if self.group is None and self.__is_constructed():
            self.group = self.inner_dataset.get_group()
Guolin Ke's avatar
Guolin Ke committed
1164
1165
1166
1167
1168
1169
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
                new_group = []
                for i in range(len(self.group) - 1):
                    new_group.append(self.group[i + 1] - self.group[i])
                self.group = new_group
Guolin Ke's avatar
Guolin Ke committed
1170
1171
1172
        return self.group

    def num_data(self):
wxchan's avatar
wxchan committed
1173
1174
        """
        Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185

        Returns
        -------
        number of rows : int
        """
        if self.__is_constructed():
            return self.inner_dataset.num_data()
        else:
            raise LightGBMError("Cannot call num_data before construct, please call it explicitly")

    def num_feature(self):
wxchan's avatar
wxchan committed
1186
1187
        """
        Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197

        Returns
        -------
        number of columns : int
        """
        if self.__is_constructed():
            return self.inner_dataset.num_feature()
        else:
            raise LightGBMError("Cannot call num_feature before construct, please call it explicitly")

wxchan's avatar
wxchan committed
1198
class Booster(object):
1199
    """"A Booster of LightGBM.
wxchan's avatar
wxchan committed
1200
1201
    """
    def __init__(self, params=None, train_set=None, model_file=None, silent=False):
wxchan's avatar
wxchan committed
1202
1203
        """
        Initialize the Booster.
wxchan's avatar
wxchan committed
1204
1205
1206
1207
1208
1209

        Parameters
        ----------
        params : dict
            Parameters for boosters.
        train_set : Dataset
1210
            Training dataset
wxchan's avatar
wxchan committed
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
        model_file : string
            Path to the model file.
        silent : boolean, optional
            Whether print messages during construction
        """
        self.handle = ctypes.c_void_p()
        self.__need_reload_eval_info = True
        self.__train_data_name = "training"
        self.__attr = {}
        self.best_iteration = -1
        params = {} if params is None else params
        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
        if train_set is not None:
            """Training task"""
            if not isinstance(train_set, Dataset):
1229
                raise TypeError('Training data should be Dataset instance, met {}'.format(type(train_set).__name__))
wxchan's avatar
wxchan committed
1230
1231
1232
            params_str = param_dict_to_str(params)
            """construct booster object"""
            _safe_call(_LIB.LGBM_BoosterCreate(
Guolin Ke's avatar
Guolin Ke committed
1233
                train_set._get_inner_dataset().handle,
wxchan's avatar
wxchan committed
1234
1235
1236
1237
1238
1239
1240
                c_str(params_str),
                ctypes.byref(self.handle)))
            """save reference to data"""
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
1241
1242
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
1243
1244
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
1245
                    self.__init_predictor.handle))
wxchan's avatar
wxchan committed
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
            out_num_class = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
            """buffer for inner predict"""
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
        elif model_file is not None:
            """Prediction task"""
            out_num_iterations = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
            out_num_class = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
        else:
1268
            raise TypeError('Need at least one training dataset or model file to create booster instance')
wxchan's avatar
wxchan committed
1269
1270

    def __del__(self):
Guolin Ke's avatar
Guolin Ke committed
1271
        if self.handle is not None:
wxchan's avatar
wxchan committed
1272
1273
1274
1275
1276
1277
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))

    def set_train_data_name(self, name):
        self.__train_data_name = name

    def add_valid(self, data, name):
wxchan's avatar
wxchan committed
1278
1279
        """
        Add an validation data
wxchan's avatar
wxchan committed
1280
1281
1282
1283

        Parameters
        ----------
        data : Dataset
1284
            Validation data
wxchan's avatar
wxchan committed
1285
        name : String
1286
            Name of validation data
wxchan's avatar
wxchan committed
1287
        """
Guolin Ke's avatar
Guolin Ke committed
1288
1289
        if data._predictor is not self.__init_predictor:
            raise LightGBMError("Add validation data failed, you should use same predictor for these data")
wxchan's avatar
wxchan committed
1290
1291
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
1292
            data._get_inner_dataset().handle))
wxchan's avatar
wxchan committed
1293
1294
1295
1296
1297
1298
1299
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)

    def reset_parameter(self, params):
wxchan's avatar
wxchan committed
1300
1301
        """
        Reset parameters for booster
wxchan's avatar
wxchan committed
1302
1303
1304
1305

        Parameters
        ----------
        params : dict
1306
            New parameters for boosters
wxchan's avatar
wxchan committed
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
        silent : boolean, optional
            Whether print messages during construction
        """
        if 'metric' in params:
            self.__need_reload_eval_info = True
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))

    def update(self, train_set=None, fobj=None):
        """
        Update for one iteration
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
1324

wxchan's avatar
wxchan committed
1325
1326
        Parameters
        ----------
1327
1328
        train_set :
            Training data, None means use last training data
wxchan's avatar
wxchan committed
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
        fobj : function
            Customized objective function.

        Returns
        -------
        is_finished, bool
        """

        """need reset training data"""
        if train_set is not None and train_set is not self.train_set:
Guolin Ke's avatar
Guolin Ke committed
1339
1340
            if train_set._predictor is not self.__init_predictor:
                raise LightGBMError("Replace training data failed, you should use same predictor for these data")
wxchan's avatar
wxchan committed
1341
1342
1343
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
1344
                self.train_set._get_inner_dataset().handle))
wxchan's avatar
wxchan committed
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
            self.__inner_predict_buffer[0] = None
        is_finished = ctypes.c_int(0)
        if fobj is None:
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
            return is_finished.value == 1
        else:
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
        """
        Boost the booster for one iteration, with customized gradient statistics.
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
1363

wxchan's avatar
wxchan committed
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
        Parameters
        ----------
        grad : 1d numpy or 1d list
            The first order of gradient.
        hess : 1d numpy or 1d list
            The second order of gradient.

        Returns
        -------
        is_finished, bool
        """
1375
1376
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
wxchan's avatar
wxchan committed
1377
        if len(grad) != len(hess):
1378
            raise ValueError("Lengths of gradient({}) and hessian({}) don't match".format(len(grad), len(hess)))
wxchan's avatar
wxchan committed
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
        return is_finished.value == 1

    def rollback_one_iter(self):
        """
        Rollback one iteration
        """
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]

    def current_iteration(self):
        out_cur_iter = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

    def eval(self, data, name, feval=None):
wxchan's avatar
wxchan committed
1404
1405
        """
        Evaluate for data
wxchan's avatar
wxchan committed
1406
1407
1408

        Parameters
        ----------
Guolin Ke's avatar
Guolin Ke committed
1409
        data : _InnerDataset object
1410
1411
        name :
            Name of data
wxchan's avatar
wxchan committed
1412
1413
1414
1415
1416
1417
1418
        feval : function
            Custom evaluation function.
        Returns
        -------
        result: list
            Evaluation result list.
        """
Guolin Ke's avatar
Guolin Ke committed
1419
1420
        if not isinstance(data, _InnerDataset):
            raise TypeError("Can only eval for _InnerDataset instance")
wxchan's avatar
wxchan committed
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
            for i in range(len(self.valid_sets)):
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
        """need to push new valid data"""
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

    def eval_train(self, feval=None):
wxchan's avatar
wxchan committed
1437
1438
        """
        Evaluate for training data
wxchan's avatar
wxchan committed
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452

        Parameters
        ----------
        feval : function
            Custom evaluation function.

        Returns
        -------
        result: str
            Evaluation result list.
        """
        return self.__inner_eval(self.__train_data_name, 0, feval)

    def eval_valid(self, feval=None):
wxchan's avatar
wxchan committed
1453
1454
        """
        Evaluate for validation data
wxchan's avatar
wxchan committed
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465

        Parameters
        ----------
        feval : function
            Custom evaluation function.

        Returns
        -------
        result: str
            Evaluation result list.
        """
1466
1467
        return [item for i in range(1, self.__num_dataset) \
            for item in self.__inner_eval(self.name_valid_sets[i-1], i, feval)]
wxchan's avatar
wxchan committed
1468
1469

    def save_model(self, filename, num_iteration=-1):
wxchan's avatar
wxchan committed
1470
1471
        """
        Save model of booster to file
wxchan's avatar
wxchan committed
1472
1473
1474
1475

        Parameters
        ----------
        filename : str
1476
            Filename to save
wxchan's avatar
wxchan committed
1477
        num_iteration: int
1478
            Number of iteration that want to save. < 0 means save all
wxchan's avatar
wxchan committed
1479
1480
1481
1482
1483
1484
1485
        """
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
            num_iteration,
            c_str(filename)))

    def dump_model(self):
wxchan's avatar
wxchan committed
1486
1487
        """
        Dump model to json format
wxchan's avatar
wxchan committed
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502

        Returns
        -------
        Json format of model
        """
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int64(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
            buffer_len,
            ctypes.byref(tmp_out_len),
            ctypes.byref(ptr_string_buffer)))
        actual_len = tmp_out_len.value
1503
        '''if buffer length is not long enough, reallocate a buffer'''
wxchan's avatar
wxchan committed
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
                actual_len,
                ctypes.byref(tmp_out_len),
                ctypes.byref(ptr_string_buffer)))
        return json.loads(string_buffer.value.decode())

    def predict(self, data, num_iteration=-1, raw_score=False, pred_leaf=False, data_has_header=False, is_reshape=True):
wxchan's avatar
wxchan committed
1515
1516
        """
        Predict logic
wxchan's avatar
wxchan committed
1517
1518
1519
1520
1521

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
1522
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
1523
        num_iteration : int
1524
            Used iteration for prediction
wxchan's avatar
wxchan committed
1525
1526
1527
1528
1529
1530
1531
        raw_score : bool
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
        data_has_header : bool
            Used for txt data
        is_reshape : bool
1532
            Reshape to (nrow, ncol) if true
wxchan's avatar
wxchan committed
1533
1534
1535
1536
1537

        Returns
        -------
        Prediction result
        """
Guolin Ke's avatar
Guolin Ke committed
1538
        predictor = _InnerPredictor(booster_handle=self.handle)
wxchan's avatar
wxchan committed
1539
1540
        return predictor.predict(data, num_iteration, raw_score, pred_leaf, data_has_header, is_reshape)

Guolin Ke's avatar
Guolin Ke committed
1541
    def _to_predictor(self):
wxchan's avatar
wxchan committed
1542
1543
        """Convert to predictor
        """
Guolin Ke's avatar
Guolin Ke committed
1544
        predictor = _InnerPredictor(booster_handle=self.handle)
wxchan's avatar
wxchan committed
1545
1546
        return predictor

1547
    def feature_importance(self, importance_type='split'):
wxchan's avatar
wxchan committed
1548
1549
        """
        Feature importances
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570

        Returns
        -------
        Array of feature importances
        """
        if importance_type not in ["split", "gain"]:
            raise KeyError("importance_type must be split or gain")
        dump_model = self.dump_model()
        ret = [0] * (dump_model["max_feature_idx"] + 1)
        def dfs(root):
            if "split_feature" in root:
                if importance_type == 'split':
                    ret[root["split_feature"]] += 1
                elif importance_type == 'gain':
                    ret[root["split_feature"]] += root["split_gain"]
                dfs(root["left_child"])
                dfs(root["right_child"])
        for tree in dump_model["tree_info"]:
            dfs(tree["tree_structure"])
        return np.array(ret)

wxchan's avatar
wxchan committed
1571
1572
    def __inner_eval(self, data_name, data_idx, feval=None):
        """
1573
        Evaulate training or validation data
wxchan's avatar
wxchan committed
1574
1575
        """
        if data_idx >= self.__num_dataset:
1576
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
            result = np.array([0.0 for _ in range(self.__num_inner_eval)], dtype=np.float32)
            tmp_out_len = ctypes.c_int64(0)
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
                data_idx,
                ctypes.byref(tmp_out_len),
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_float))))
            if tmp_out_len.value != self.__num_inner_eval:
1588
                raise ValueError("Wrong length of eval results")
wxchan's avatar
wxchan committed
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
            for i in range(self.__num_inner_eval):
                ret.append((data_name, self.__name_inner_eval[i], result[i], self.__higher_better_inner_eval[i]))
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
            feval_ret = feval(self.__inner_predict(data_idx), cur_data)
            if isinstance(feval_ret, list):
                for eval_name, val, is_higher_better in feval_ret:
                    ret.append((data_name, eval_name, val, is_higher_better))
            else:
                eval_name, val, is_higher_better = feval_ret
                ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
        """
        Predict for training and validation dataset
        """
        if data_idx >= self.__num_dataset:
1610
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
            self.__inner_predict_buffer[data_idx] = \
                np.array([0.0 for _ in range(n_preds)], dtype=np.float32, copy=False)
        """avoid to predict many time in one iteration"""
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
                data_idx,
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
1628
                raise ValueError("Wrong length of predict results for data %d" % (data_idx))
wxchan's avatar
wxchan committed
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
        """
        Get inner evaluation count and names
        """
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
            out_num_eval = ctypes.c_int64(0)
            """Get num of inner evals"""
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
                """Get name of evals"""
                tmp_out_len = ctypes.c_int64(0)
                string_buffers = [ctypes.create_string_buffer(255) for i in range(self.__num_inner_eval)]
                ptr_string_buffers = (ctypes.c_char_p*self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
1654
                    raise ValueError("Length of eval names doesn't equal with num_evals")
1655
1656
1657
1658
1659
                self.__name_inner_eval = \
                    [string_buffers[i].value.decode() for i in range(self.__num_inner_eval)]
                self.__higher_better_inner_eval = \
                    [name.startswith(('auc', 'ndcg')) for name in self.__name_inner_eval]

wxchan's avatar
wxchan committed
1660
    def attr(self, key):
wxchan's avatar
wxchan committed
1661
1662
        """
        Get attribute string from the Booster.
wxchan's avatar
wxchan committed
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673

        Parameters
        ----------
        key : str
            The key to get attribute from.

        Returns
        -------
        value : str
            The attribute value of the key, returns None if attribute do not exist.
        """
1674
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
1675
1676

    def set_attr(self, **kwargs):
wxchan's avatar
wxchan committed
1677
1678
        """
        Set the attribute of the Booster.
wxchan's avatar
wxchan committed
1679
1680
1681
1682
1683
1684
1685
1686
1687

        Parameters
        ----------
        **kwargs
            The attributes to set. Setting a value to None deletes an attribute.
        """
        for key, value in kwargs.items():
            if value is not None:
                if not is_str(value):
1688
                    raise ValueError("Set attr only accepts strings")
wxchan's avatar
wxchan committed
1689
1690
1691
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)