test_sklearn.py 70.5 KB
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# coding: utf-8
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import itertools
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import math
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import re
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from functools import partial
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from os import getenv
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from pathlib import Path
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import joblib
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import numpy as np
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import pytest
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import scipy.sparse
from scipy.stats import spearmanr
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from sklearn.base import clone
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from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
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from sklearn.ensemble import StackingClassifier, StackingRegressor
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from sklearn.metrics import accuracy_score, log_loss, mean_squared_error, r2_score
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from sklearn.model_selection import GridSearchCV, RandomizedSearchCV, train_test_split
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from sklearn.multioutput import ClassifierChain, MultiOutputClassifier, MultiOutputRegressor, RegressorChain
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from sklearn.utils.estimator_checks import parametrize_with_checks
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from sklearn.utils.validation import check_is_fitted
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import lightgbm as lgb
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from lightgbm.compat import DATATABLE_INSTALLED, PANDAS_INSTALLED, dt_DataTable, pd_DataFrame, pd_Series
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from .utils import (
    load_breast_cancer,
    load_digits,
    load_iris,
    load_linnerud,
    make_ranking,
    make_synthetic_regression,
    sklearn_multiclass_custom_objective,
    softmax,
)
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decreasing_generator = itertools.count(0, -1)
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task_to_model_factory = {
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    "ranking": lgb.LGBMRanker,
    "binary-classification": lgb.LGBMClassifier,
    "multiclass-classification": lgb.LGBMClassifier,
    "regression": lgb.LGBMRegressor,
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}


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def _create_data(task, n_samples=100, n_features=4):
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    if task == "ranking":
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        X, y, g = make_ranking(n_features=4, n_samples=n_samples)
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        g = np.bincount(g)
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    elif task.endswith("classification"):
        if task == "binary-classification":
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            centers = 2
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        elif task == "multiclass-classification":
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            centers = 3
        else:
            ValueError(f"Unknown classification task '{task}'")
        X, y = make_blobs(n_samples=n_samples, n_features=n_features, centers=centers, random_state=42)
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        g = None
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    elif task == "regression":
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        X, y = make_synthetic_regression(n_samples=n_samples, n_features=n_features)
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        g = None
    return X, y, g
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class UnpicklableCallback:
    def __reduce__(self):
        raise Exception("This class in not picklable")

    def __call__(self, env):
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        env.model.attr_set_inside_callback = env.iteration * 10
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def custom_asymmetric_obj(y_true, y_pred):
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    residual = (y_true - y_pred).astype(np.float64)
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    grad = np.where(residual < 0, -2 * 10.0 * residual, -2 * residual)
    hess = np.where(residual < 0, 2 * 10.0, 2.0)
    return grad, hess


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def objective_ls(y_true, y_pred):
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    grad = y_pred - y_true
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    hess = np.ones(len(y_true))
    return grad, hess


def logregobj(y_true, y_pred):
    y_pred = 1.0 / (1.0 + np.exp(-y_pred))
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess


def custom_dummy_obj(y_true, y_pred):
    return np.ones(y_true.shape), np.ones(y_true.shape)


def constant_metric(y_true, y_pred):
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    return "error", 0, False
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def decreasing_metric(y_true, y_pred):
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    return ("decreasing_metric", next(decreasing_generator), False)
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def mse(y_true, y_pred):
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    return "custom MSE", mean_squared_error(y_true, y_pred), False
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def binary_error(y_true, y_pred):
    return np.mean((y_pred > 0.5) != y_true)


def multi_error(y_true, y_pred):
    return np.mean(y_true != y_pred)


def multi_logloss(y_true, y_pred):
    return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])


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def test_binary():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = log_loss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.12
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    assert gbm.evals_result_["valid_0"]["binary_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
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def test_regression():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    assert ret < 174
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    assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
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def test_multiclass():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = multi_error(y_test, gbm.predict(X_test))
    assert ret < 0.05
    ret = multi_logloss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.16
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    assert gbm.evals_result_["valid_0"]["multi_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
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def test_lambdarank():
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
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    gbm = lgb.LGBMRanker(n_estimators=50)
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    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
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        callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
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    )
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    assert gbm.best_iteration_ <= 24
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    assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.5674
    assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.578
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def test_xendcg():
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    xendcg_example_dir = Path(__file__).absolute().parents[2] / "examples" / "xendcg"
    X_train, y_train = load_svmlight_file(str(xendcg_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(xendcg_example_dir / "rank.test"))
    q_train = np.loadtxt(str(xendcg_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(xendcg_example_dir / "rank.test.query"))
    gbm = lgb.LGBMRanker(n_estimators=50, objective="rank_xendcg", random_state=5, n_jobs=1)
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    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
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        eval_metric="ndcg",
        callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
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    )
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    assert gbm.best_iteration_ <= 24
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    assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.6211
    assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.6253
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def test_eval_at_aliases():
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    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
    for alias in lgb.basic._ConfigAliases.get("eval_at"):
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        gbm = lgb.LGBMRanker(n_estimators=5, **{alias: [1, 2, 3, 9]})
        with pytest.warns(UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'eval_at' argument"):
            gbm.fit(X_train, y_train, group=q_train, eval_set=[(X_test, y_test)], eval_group=[q_test])
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        assert list(gbm.evals_result_["valid_0"].keys()) == ["ndcg@1", "ndcg@2", "ndcg@3", "ndcg@9"]
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@pytest.mark.parametrize("custom_objective", [True, False])
def test_objective_aliases(custom_objective):
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    if custom_objective:
        obj = custom_dummy_obj
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        metric_name = "l2"  # default one
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    else:
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        obj = "mape"
        metric_name = "mape"
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    evals = []
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    for alias in lgb.basic._ConfigAliases.get("objective"):
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        gbm = lgb.LGBMRegressor(n_estimators=5, **{alias: obj})
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        if alias != "objective":
            with pytest.warns(
                UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'objective' argument"
            ):
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                gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        else:
            gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
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        assert list(gbm.evals_result_["valid_0"].keys()) == [metric_name]
        evals.append(gbm.evals_result_["valid_0"][metric_name])
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    evals_t = np.array(evals).T
    for i in range(evals_t.shape[0]):
        np.testing.assert_allclose(evals_t[i], evals_t[i][0])
    # check that really dummy objective was used and estimator didn't learn anything
    if custom_objective:
        np.testing.assert_allclose(evals_t, evals_t[0][0])


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def test_regression_with_custom_objective():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1, objective=objective_ls)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    assert ret < 174
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    assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
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def test_binary_classification_with_custom_objective():
    X, y = load_digits(n_class=2, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1, objective=logregobj)
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    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
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    # prediction result is actually not transformed (is raw) due to custom objective
    y_pred_raw = gbm.predict_proba(X_test)
    assert not np.all(y_pred_raw >= 0)
    y_pred = 1.0 / (1.0 + np.exp(-y_pred_raw))
    ret = binary_error(y_test, y_pred)
    assert ret < 0.05


def test_dart():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(boosting_type="dart", n_estimators=50)
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    gbm.fit(X_train, y_train)
    score = gbm.score(X_test, y_test)
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    assert 0.8 <= score <= 1.0
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def test_stacking_classifier():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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    classifiers = [("gbm1", lgb.LGBMClassifier(n_estimators=3)), ("gbm2", lgb.LGBMClassifier(n_estimators=3))]
    clf = StackingClassifier(
        estimators=classifiers, final_estimator=lgb.LGBMClassifier(n_estimators=3), passthrough=True
    )
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    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.8
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    assert score <= 1.0
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    assert clf.n_features_in_ == 4  # number of input features
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    assert len(clf.named_estimators_["gbm1"].feature_importances_) == 4
    assert clf.named_estimators_["gbm1"].n_features_in_ == clf.named_estimators_["gbm2"].n_features_in_
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    assert clf.final_estimator_.n_features_in_ == 10  # number of concatenated features
    assert len(clf.final_estimator_.feature_importances_) == 10
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    assert all(clf.named_estimators_["gbm1"].classes_ == clf.named_estimators_["gbm2"].classes_)
    assert all(clf.classes_ == clf.named_estimators_["gbm1"].classes_)
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def test_stacking_regressor():
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    X, y = make_synthetic_regression(n_samples=200)
    n_features = X.shape[1]
    n_input_models = 2
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    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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    regressors = [("gbm1", lgb.LGBMRegressor(n_estimators=3)), ("gbm2", lgb.LGBMRegressor(n_estimators=3))]
    reg = StackingRegressor(estimators=regressors, final_estimator=lgb.LGBMRegressor(n_estimators=3), passthrough=True)
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    reg.fit(X_train, y_train)
    score = reg.score(X_test, y_test)
    assert score >= 0.2
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    assert score <= 1.0
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    assert reg.n_features_in_ == n_features  # number of input features
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    assert len(reg.named_estimators_["gbm1"].feature_importances_) == n_features
    assert reg.named_estimators_["gbm1"].n_features_in_ == reg.named_estimators_["gbm2"].n_features_in_
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    assert reg.final_estimator_.n_features_in_ == n_features + n_input_models  # number of concatenated features
    assert len(reg.final_estimator_.feature_importances_) == n_features + n_input_models
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def test_grid_search():
    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
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    params = {"subsample": 0.8, "subsample_freq": 1}
    grid_params = {"boosting_type": ["rf", "gbdt"], "n_estimators": [4, 6], "reg_alpha": [0.01, 0.005]}
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    evals_result = {}
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    fit_params = {
        "eval_set": [(X_val, y_val)],
        "eval_metric": constant_metric,
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        "callbacks": [lgb.early_stopping(2), lgb.record_evaluation(evals_result)],
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    }
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    grid = GridSearchCV(estimator=lgb.LGBMClassifier(**params), param_grid=grid_params, cv=2)
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    grid.fit(X_train, y_train, **fit_params)
    score = grid.score(X_test, y_test)  # utilizes GridSearchCV default refit=True
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    assert grid.best_params_["boosting_type"] in ["rf", "gbdt"]
    assert grid.best_params_["n_estimators"] in [4, 6]
    assert grid.best_params_["reg_alpha"] in [0.01, 0.005]
    assert grid.best_score_ <= 1.0
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    assert grid.best_estimator_.best_iteration_ == 1
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    assert grid.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
    assert grid.best_estimator_.best_score_["valid_0"]["error"] == 0
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    assert score >= 0.2
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    assert score <= 1.0
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    assert evals_result == grid.best_estimator_.evals_result_
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def test_random_search(rng):
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    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
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    n_iter = 3  # Number of samples
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    params = {"subsample": 0.8, "subsample_freq": 1}
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    param_dist = {
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        "boosting_type": ["rf", "gbdt"],
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        "n_estimators": rng.integers(low=3, high=10, size=(n_iter,)).tolist(),
        "reg_alpha": rng.uniform(low=0.01, high=0.06, size=(n_iter,)).tolist(),
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    }
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    fit_params = {"eval_set": [(X_val, y_val)], "eval_metric": constant_metric, "callbacks": [lgb.early_stopping(2)]}
    rand = RandomizedSearchCV(
        estimator=lgb.LGBMClassifier(**params), param_distributions=param_dist, cv=2, n_iter=n_iter, random_state=42
    )
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    rand.fit(X_train, y_train, **fit_params)
    score = rand.score(X_test, y_test)  # utilizes RandomizedSearchCV default refit=True
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    assert rand.best_params_["boosting_type"] in ["rf", "gbdt"]
    assert rand.best_params_["n_estimators"] in list(range(3, 10))
    assert rand.best_params_["reg_alpha"] >= 0.01  # Left-closed boundary point
    assert rand.best_params_["reg_alpha"] <= 0.06  # Right-closed boundary point
    assert rand.best_score_ <= 1.0
    assert rand.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
    assert rand.best_estimator_.best_score_["valid_0"]["error"] == 0
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    assert score >= 0.2
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    assert score <= 1.0
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def test_multioutput_classifier():
    n_outputs = 3
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    X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
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    y = y.astype(str)  # utilize label encoder at it's max power
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    clf = MultiOutputClassifier(estimator=lgb.LGBMClassifier(n_estimators=10))
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
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    assert score <= 1.0
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
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    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_multioutput_regressor():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
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    X, y = bunch["data"], bunch["target"]
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    reg = MultiOutputRegressor(estimator=lgb.LGBMRegressor(n_estimators=10))
    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
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    assert score <= 120.0
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    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_classifier_chain():
    n_outputs = 3
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    X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    order = [2, 0, 1]
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    clf = ClassifierChain(base_estimator=lgb.LGBMClassifier(n_estimators=10), order=order, random_state=42)
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    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
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    assert score <= 1.0
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
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    assert order == clf.order_
    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_regressor_chain():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
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    X, y = bunch["data"], bunch["target"]
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    order = [2, 0, 1]
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    reg = RegressorChain(base_estimator=lgb.LGBMRegressor(n_estimators=10), order=order, random_state=42)
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    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
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    assert score <= 120.0
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    assert order == reg.order_
    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_clone_and_property():
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    X, y = make_synthetic_regression()
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    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
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    gbm.fit(X, y)
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    gbm_clone = clone(gbm)
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    # original estimator is unaffected
    assert gbm.n_estimators == 10
    assert gbm.verbose == -1
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    assert isinstance(gbm.booster_, lgb.Booster)
    assert isinstance(gbm.feature_importances_, np.ndarray)

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    # new estimator is unfitted, but has the same parameters
    assert gbm_clone.__sklearn_is_fitted__() is False
    assert gbm_clone.n_estimators == 10
    assert gbm_clone.verbose == -1
    assert gbm_clone.get_params() == gbm.get_params()

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    X, y = load_digits(n_class=2, return_X_y=True)
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    clf = lgb.LGBMClassifier(n_estimators=10, verbose=-1)
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    clf.fit(X, y)
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    assert sorted(clf.classes_) == [0, 1]
    assert clf.n_classes_ == 2
    assert isinstance(clf.booster_, lgb.Booster)
    assert isinstance(clf.feature_importances_, np.ndarray)


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def test_joblib(tmp_path):
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=10, objective=custom_asymmetric_obj, verbose=-1, importance_type="split")
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    gbm.fit(
        X_train,
        y_train,
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        eval_set=[(X_train, y_train), (X_test, y_test)],
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        eval_metric=mse,
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        callbacks=[lgb.early_stopping(5), lgb.reset_parameter(learning_rate=list(np.arange(1, 0, -0.1)))],
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    )
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    model_path_pkl = str(tmp_path / "lgb.pkl")
    joblib.dump(gbm, model_path_pkl)  # test model with custom functions
    gbm_pickle = joblib.load(model_path_pkl)
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    assert isinstance(gbm_pickle.booster_, lgb.Booster)
    assert gbm.get_params() == gbm_pickle.get_params()
    np.testing.assert_array_equal(gbm.feature_importances_, gbm_pickle.feature_importances_)
    assert gbm_pickle.learning_rate == pytest.approx(0.1)
    assert callable(gbm_pickle.objective)

    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
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            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric], gbm_pickle.evals_result_[eval_set][metric])
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    pred_origin = gbm.predict(X_test)
    pred_pickle = gbm_pickle.predict(X_test)
    np.testing.assert_allclose(pred_origin, pred_pickle)


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def test_non_serializable_objects_in_callbacks(tmp_path):
    unpicklable_callback = UnpicklableCallback()

    with pytest.raises(Exception, match="This class in not picklable"):
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        joblib.dump(unpicklable_callback, tmp_path / "tmp.joblib")
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    X, y = make_synthetic_regression()
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    gbm = lgb.LGBMRegressor(n_estimators=5)
    gbm.fit(X, y, callbacks=[unpicklable_callback])
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    assert gbm.booster_.attr_set_inside_callback == 40
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@pytest.mark.parametrize("rng_constructor", [np.random.RandomState, np.random.default_rng])
def test_random_state_object(rng_constructor):
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    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    state1 = rng_constructor(123)
    state2 = rng_constructor(123)
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    clf1 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state1)
    clf2 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state2)
    # Test if random_state is properly stored
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    # Test if two random states produce identical models
    clf1.fit(X_train, y_train)
    clf2.fit(X_train, y_train)
    y_pred1 = clf1.predict(X_test, raw_score=True)
    y_pred2 = clf2.predict(X_test, raw_score=True)
    np.testing.assert_allclose(y_pred1, y_pred2)
    np.testing.assert_array_equal(clf1.feature_importances_, clf2.feature_importances_)
    df1 = clf1.booster_.model_to_string(num_iteration=0)
    df2 = clf2.booster_.model_to_string(num_iteration=0)
    assert df1 == df2
    # Test if subsequent fits sample from random_state object and produce different models
    clf1.fit(X_train, y_train)
    y_pred1_refit = clf1.predict(X_test, raw_score=True)
    df3 = clf1.booster_.model_to_string(num_iteration=0)
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_pred1, y_pred1_refit)
    assert df1 != df3


def test_feature_importances_single_leaf():
    data = load_iris(return_X_y=False)
    clf = lgb.LGBMClassifier(n_estimators=10)
    clf.fit(data.data, data.target)
    importances = clf.feature_importances_
    assert len(importances) == 4


def test_feature_importances_type():
    data = load_iris(return_X_y=False)
    clf = lgb.LGBMClassifier(n_estimators=10)
    clf.fit(data.data, data.target)
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    clf.set_params(importance_type="split")
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    importances_split = clf.feature_importances_
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    clf.set_params(importance_type="gain")
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    importances_gain = clf.feature_importances_
    # Test that the largest element is NOT the same, the smallest can be the same, i.e. zero
    importance_split_top1 = sorted(importances_split, reverse=True)[0]
    importance_gain_top1 = sorted(importances_gain, reverse=True)[0]
    assert importance_split_top1 != importance_gain_top1


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# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
def test_pandas_categorical(rng_fixed_seed):
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    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame(
        {
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            "A": rng_fixed_seed.permutation(["a", "b", "c", "d"] * 75),  # str
            "B": rng_fixed_seed.permutation([1, 2, 3] * 100),  # int
            "C": rng_fixed_seed.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
            "D": rng_fixed_seed.permutation([True, False] * 150),  # bool
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
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        }
    )  # str and ordered categorical
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    y = rng_fixed_seed.permutation([0, 1] * 150)
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    X_test = pd.DataFrame(
        {
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            "A": rng_fixed_seed.permutation(["a", "b", "e"] * 20),  # unseen category
            "B": rng_fixed_seed.permutation([1, 3] * 30),
            "C": rng_fixed_seed.permutation([0.1, -0.1, 0.2, 0.2] * 15),
            "D": rng_fixed_seed.permutation([True, False] * 30),
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y"] * 30), ordered=True),
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        }
    )
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    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
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    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
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    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
    gbm0 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred0 = gbm0.predict(X_test, raw_score=True)
    pred_prob = gbm0.predict_proba(X_test)[:, 1]
    gbm1 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, pd.Series(y), categorical_feature=[0])
    pred1 = gbm1.predict(X_test, raw_score=True)
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    gbm2 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A"])
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    pred2 = gbm2.predict(X_test, raw_score=True)
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    gbm3 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D"])
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    pred3 = gbm3.predict(X_test, raw_score=True)
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    gbm3.booster_.save_model("categorical.model")
    gbm4 = lgb.Booster(model_file="categorical.model")
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    pred4 = gbm4.predict(X_test)
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    gbm5 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D", "E"])
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    pred5 = gbm5.predict(X_test, raw_score=True)
    gbm6 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=[])
    pred6 = gbm6.predict(X_test, raw_score=True)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred1)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred2)
    np.testing.assert_allclose(pred1, pred2)
    np.testing.assert_allclose(pred0, pred3)
    np.testing.assert_allclose(pred_prob, pred4)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred5)  # ordered cat features aren't treated as cat features by default
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred6)
    assert gbm0.booster_.pandas_categorical == cat_values
    assert gbm1.booster_.pandas_categorical == cat_values
    assert gbm2.booster_.pandas_categorical == cat_values
    assert gbm3.booster_.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.booster_.pandas_categorical == cat_values
    assert gbm6.booster_.pandas_categorical == cat_values


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def test_pandas_sparse(rng):
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    pd = pytest.importorskip("pandas")
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    X = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 1, 2] * 100)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 150)),
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        }
    )
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    y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
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    X_test = pd.DataFrame(
        {
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            "A": pd.arrays.SparseArray(rng.permutation([0, 2] * 30)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 30)),
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        }
    )
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    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
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        assert isinstance(dtype, pd.SparseDtype)
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    gbm = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred_sparse = gbm.predict(X_test, raw_score=True)
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    if hasattr(X_test, "sparse"):
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        pred_dense = gbm.predict(X_test.sparse.to_dense(), raw_score=True)
    else:
        pred_dense = gbm.predict(X_test.to_dense(), raw_score=True)
    np.testing.assert_allclose(pred_sparse, pred_dense)


def test_predict():
    # With default params
    iris = load_iris(return_X_y=False)
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    X_train, X_test, y_train, _ = train_test_split(iris.data, iris.target, test_size=0.2, random_state=42)
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    gbm = lgb.train({"objective": "multiclass", "num_class": 3, "verbose": -1}, lgb.Dataset(X_train, y_train))
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    clf = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train)

    # Tests same probabilities
    res_engine = gbm.predict(X_test)
    res_sklearn = clf.predict_proba(X_test)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same predictions
    res_engine = np.argmax(gbm.predict(X_test), axis=1)
    res_sklearn = clf.predict(X_test)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same raw scores
    res_engine = gbm.predict(X_test, raw_score=True)
    res_sklearn = clf.predict(X_test, raw_score=True)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same leaf indices
    res_engine = gbm.predict(X_test, pred_leaf=True)
    res_sklearn = clf.predict(X_test, pred_leaf=True)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same feature contributions
    res_engine = gbm.predict(X_test, pred_contrib=True)
    res_sklearn = clf.predict(X_test, pred_contrib=True)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests other parameters for the prediction works
    res_engine = gbm.predict(X_test)
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    res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0)
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    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)

    # Tests start_iteration
    # Tests same probabilities, starting from iteration 10
    res_engine = gbm.predict(X_test, start_iteration=10)
    res_sklearn = clf.predict_proba(X_test, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same predictions, starting from iteration 10
    res_engine = np.argmax(gbm.predict(X_test, start_iteration=10), axis=1)
    res_sklearn = clf.predict(X_test, start_iteration=10)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same raw scores, starting from iteration 10
    res_engine = gbm.predict(X_test, raw_score=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, raw_score=True, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests same leaf indices, starting from iteration 10
    res_engine = gbm.predict(X_test, pred_leaf=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, pred_leaf=True, start_iteration=10)
    np.testing.assert_equal(res_engine, res_sklearn)

    # Tests same feature contributions, starting from iteration 10
    res_engine = gbm.predict(X_test, pred_contrib=True, start_iteration=10)
    res_sklearn = clf.predict(X_test, pred_contrib=True, start_iteration=10)
    np.testing.assert_allclose(res_engine, res_sklearn)

    # Tests other parameters for the prediction works, starting from iteration 10
    res_engine = gbm.predict(X_test, start_iteration=10)
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    res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0, start_iteration=10)
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    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)


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def test_predict_with_params_from_init():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.2, random_state=42)

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    predict_params = {"pred_early_stop": True, "pred_early_stop_margin": 1.0}
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    y_preds_no_params = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True)
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    y_preds_params_in_predict = (
        lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True, **predict_params)
    )
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    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_preds_no_params, y_preds_params_in_predict)

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    y_preds_params_in_set_params_before_fit = (
        lgb.LGBMClassifier(verbose=-1)
        .set_params(**predict_params)
        .fit(X_train, y_train)
        .predict(X_test, raw_score=True)
    )
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    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_before_fit)

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    y_preds_params_in_set_params_after_fit = (
        lgb.LGBMClassifier(verbose=-1)
        .fit(X_train, y_train)
        .set_params(**predict_params)
        .predict(X_test, raw_score=True)
    )
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    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_after_fit)

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    y_preds_params_in_init = (
        lgb.LGBMClassifier(verbose=-1, **predict_params).fit(X_train, y_train).predict(X_test, raw_score=True)
    )
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    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_init)

    # test that params passed in predict have higher priority
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    y_preds_params_overwritten = (
        lgb.LGBMClassifier(verbose=-1, **predict_params)
        .fit(X_train, y_train)
        .predict(X_test, raw_score=True, pred_early_stop=False)
    )
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    np.testing.assert_allclose(y_preds_no_params, y_preds_params_overwritten)


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def test_evaluate_train_set():
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    X, y = make_synthetic_regression()
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    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
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    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
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    gbm.fit(X_train, y_train, eval_set=[(X_train, y_train), (X_test, y_test)])
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    assert len(gbm.evals_result_) == 2
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    assert "training" in gbm.evals_result_
    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
    assert "valid_1" in gbm.evals_result_
    assert len(gbm.evals_result_["valid_1"]) == 1
    assert "l2" in gbm.evals_result_["valid_1"]
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def test_metrics():
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    X, y = make_synthetic_regression()
    y = abs(y)
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    params = {"n_estimators": 2, "verbose": -1}
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
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    # no custom objective, no custom metric
    # default metric
    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
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    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
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    # non-default metric
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    gbm = lgb.LGBMRegressor(metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
797
798

    # no metric
799
    gbm = lgb.LGBMRegressor(metric="None", **params).fit(**params_fit)
800
    assert gbm.evals_result_ == {}
801
802

    # non-default metric in eval_metric
803
804
805
806
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
807
808

    # non-default metric with non-default metric in eval_metric
809
810
811
812
    gbm = lgb.LGBMRegressor(metric="gamma", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "gamma" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
813
814

    # non-default metric with multiple metrics in eval_metric
815
816
817
818
819
    gbm = lgb.LGBMRegressor(metric="gamma", **params).fit(eval_metric=["l2", "mape"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
820
821
822

    # non-default metric with multiple metrics in eval_metric for LGBMClassifier
    X_classification, y_classification = load_breast_cancer(return_X_y=True)
823
824
825
826
827
828
829
830
831
832
833
    params_classification = {"n_estimators": 2, "verbose": -1, "objective": "binary", "metric": "binary_logloss"}
    params_fit_classification = {
        "X": X_classification,
        "y": y_classification,
        "eval_set": (X_classification, y_classification),
    }
    gbm = lgb.LGBMClassifier(**params_classification).fit(eval_metric=["fair", "error"], **params_fit_classification)
    assert len(gbm.evals_result_["training"]) == 3
    assert "fair" in gbm.evals_result_["training"]
    assert "binary_error" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
834
835

    # default metric for non-default objective
836
837
838
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "l1" in gbm.evals_result_["training"]
839
840

    # non-default metric for non-default objective
841
842
843
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
844
845

    # no metric
846
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="None", **params).fit(**params_fit)
847
    assert gbm.evals_result_ == {}
848
849

    # non-default metric in eval_metric for non-default objective
850
851
852
853
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
854
855

    # non-default metric with non-default metric in eval_metric for non-default objective
856
857
858
859
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="gamma", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "gamma" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
860
861

    # non-default metric with multiple metrics in eval_metric for non-default objective
862
863
864
865
866
867
868
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="gamma", **params).fit(
        eval_metric=["l2", "mape"], **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
869
870
871
872

    # custom objective, no custom metric
    # default regression metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(**params_fit)
873
874
    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
875
876

    # non-default regression metric for custom objective
877
878
879
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
880
881

    # multiple regression metrics for custom objective
882
883
884
885
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
886
887

    # no metric
888
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="None", **params).fit(**params_fit)
889
    assert gbm.evals_result_ == {}
890
891

    # default regression metric with non-default metric in eval_metric for custom objective
892
893
894
895
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
896
897

    # non-default regression metric with metric in eval_metric for custom objective
898
899
900
901
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(eval_metric="gamma", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
902
903

    # multiple regression metrics with metric in eval_metric for custom objective
904
905
906
907
908
909
910
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(
        eval_metric="l2", **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
911
912

    # multiple regression metrics with multiple metrics in eval_metric for custom objective
913
914
915
916
917
918
919
920
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(
        eval_metric=["l2", "mape"], **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 4
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
921
922
923
924

    # no custom objective, custom metric
    # default metric with custom metric
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric=constant_metric, **params_fit)
925
926
927
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
928
929

    # non-default metric with custom metric
930
931
932
933
    gbm = lgb.LGBMRegressor(metric="mape", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
934
935

    # multiple metrics with custom metric
936
937
938
939
940
    gbm = lgb.LGBMRegressor(metric=["l1", "gamma"], **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
941
942

    # custom metric (disable default metric)
943
944
945
    gbm = lgb.LGBMRegressor(metric="None", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "error" in gbm.evals_result_["training"]
946
947

    # default metric for non-default objective with custom metric
948
949
950
951
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
952
953

    # non-default metric for non-default objective with custom metric
954
955
956
957
958
959
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="mape", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
960
961

    # multiple metrics for non-default objective with custom metric
962
963
964
965
966
967
968
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric=["l1", "gamma"], **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
969
970

    # custom metric (disable default metric for non-default objective)
971
972
973
974
975
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="None", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 1
    assert "error" in gbm.evals_result_["training"]
976
977
978

    # custom objective, custom metric
    # custom metric for custom objective
979
980
981
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "error" in gbm.evals_result_["training"]
982
983

    # non-default regression metric with custom metric for custom objective
984
985
986
987
988
989
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
990
991

    # multiple regression metrics with custom metric for custom objective
992
993
994
995
996
997
998
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l2", "mape"], **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
999
1000

    X, y = load_digits(n_class=3, return_X_y=True)
1001
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1002
1003

    # default metric and invalid binary metric is replaced with multiclass alternative
1004
1005
1006
1007
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="binary_error", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1008

1009
    # invalid binary metric is replaced with multiclass alternative
1010
1011
1012
1013
1014
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="binary_error", **params_fit)
    assert gbm.objective_ == "multiclass"
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1015
1016
1017

    # default metric for non-default multiclass objective
    # and invalid binary metric is replaced with multiclass alternative
1018
1019
1020
1021
1022
    gbm = lgb.LGBMClassifier(objective="ovr", **params).fit(eval_metric="binary_error", **params_fit)
    assert gbm.objective_ == "ovr"
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1023
1024

    X, y = load_digits(n_class=2, return_X_y=True)
1025
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1026
1027

    # default metric and invalid multiclass metric is replaced with binary alternative
1028
1029
1030
1031
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="multi_error", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "binary_logloss" in gbm.evals_result_["training"]
    assert "binary_error" in gbm.evals_result_["training"]
1032
1033

    # invalid multiclass metric is replaced with binary alternative for custom objective
1034
1035
1036
    gbm = lgb.LGBMClassifier(objective=custom_dummy_obj, **params).fit(eval_metric="multi_logloss", **params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "binary_logloss" in gbm.evals_result_["training"]
1037
1038
1039
1040
1041


def test_multiple_eval_metrics():
    X, y = load_breast_cancer(return_X_y=True)

1042
1043
    params = {"n_estimators": 2, "verbose": -1, "objective": "binary", "metric": "binary_logloss"}
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1044
1045
1046

    # Verify that can receive a list of metrics, only callable
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric], **params_fit)
1047
1048
1049
1050
    assert len(gbm.evals_result_["training"]) == 3
    assert "error" in gbm.evals_result_["training"]
    assert "decreasing_metric" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
1051
1052

    # Verify that can receive a list of custom and built-in metrics
1053
1054
1055
1056
1057
1058
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric, "fair"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 4
    assert "error" in gbm.evals_result_["training"]
    assert "decreasing_metric" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
    assert "fair" in gbm.evals_result_["training"]
1059
1060
1061

    # Verify that works as expected when eval_metric is empty
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[], **params_fit)
1062
1063
    assert len(gbm.evals_result_["training"]) == 1
    assert "binary_logloss" in gbm.evals_result_["training"]
1064
1065

    # Verify that can receive a list of metrics, only built-in
1066
1067
1068
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=["fair", "error"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "binary_logloss" in gbm.evals_result_["training"]
1069
1070

    # Verify that eval_metric is robust to receiving a list with None
1071
1072
1073
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=["fair", "error", None], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "binary_logloss" in gbm.evals_result_["training"]
1074
1075


1076
def test_nan_handle(rng):
1077
1078
    nrows = 100
    ncols = 10
1079
1080
    X = rng.standard_normal(size=(nrows, ncols))
    y = rng.standard_normal(size=(nrows,)) + np.full(nrows, 1e30)
1081
    weight = np.zeros(nrows)
1082
1083
    params = {"n_estimators": 20, "verbose": -1}
    params_fit = {"X": X, "y": y, "sample_weight": weight, "eval_set": (X, y), "callbacks": [lgb.early_stopping(5)]}
1084
    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
1085
    np.testing.assert_allclose(gbm.evals_result_["training"]["l2"], np.nan)
1086
1087


1088
1089
1090
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
1091
1092
def test_first_metric_only():
    def fit_and_check(eval_set_names, metric_names, assumed_iteration, first_metric_only):
1093
        params["first_metric_only"] = first_metric_only
1094
        gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
1095
1096
1097
1098
1099
1100
1101
1102
        assert len(gbm.evals_result_) == len(eval_set_names)
        for eval_set_name in eval_set_names:
            assert eval_set_name in gbm.evals_result_
            assert len(gbm.evals_result_[eval_set_name]) == len(metric_names)
            for metric_name in metric_names:
                assert metric_name in gbm.evals_result_[eval_set_name]

                actual = len(gbm.evals_result_[eval_set_name][metric_name])
1103
1104
1105
1106
1107
                expected = assumed_iteration + (
                    params["early_stopping_rounds"]
                    if eval_set_name != "training" and assumed_iteration != gbm.n_estimators
                    else 0
                )
1108
                assert expected == actual
1109
                if eval_set_name != "training":
1110
1111
1112
1113
                    assert assumed_iteration == gbm.best_iteration_
                else:
                    assert gbm.n_estimators == gbm.best_iteration_

1114
    X, y = make_synthetic_regression(n_samples=300)
1115
1116
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
    X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=0.5, random_state=72)
1117
1118
1119
1120
1121
1122
1123
1124
1125
    params = {
        "n_estimators": 30,
        "learning_rate": 0.8,
        "num_leaves": 15,
        "verbose": -1,
        "seed": 123,
        "early_stopping_rounds": 5,
    }  # early stop should be supported via global LightGBM parameter
    params_fit = {"X": X_train, "y": y_train}
1126

1127
1128
1129
1130
    iter_valid1_l1 = 4
    iter_valid1_l2 = 4
    iter_valid2_l1 = 2
    iter_valid2_l2 = 2
1131
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
1132
1133
1134
1135
1136
1137
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min = min([iter_min_l1, iter_min_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

    # feval
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
    params["metric"] = "None"
    params_fit["eval_metric"] = lambda preds, train_data: [
        decreasing_metric(preds, train_data),
        constant_metric(preds, train_data),
    ]
    params_fit["eval_set"] = (X_test1, y_test1)
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 1, False)
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 30, True)
    params_fit["eval_metric"] = lambda preds, train_data: [
        constant_metric(preds, train_data),
        decreasing_metric(preds, train_data),
    ]
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 1, True)
1151
1152

    # single eval_set
1153
1154
1155
1156
    params.pop("metric")
    params_fit.pop("eval_metric")
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1157

1158
1159
1160
    params_fit["eval_metric"] = "l2"
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1161

1162
1163
1164
    params_fit["eval_metric"] = "l1"
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l1, True)
1165

1166
1167
1168
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l1, True)
1169

1170
1171
1172
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l2, True)
1173

1174
1175
1176
    params_fit["eval_metric"] = ["l2", "regression", "mse"]  # test aliases
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1177
1178

    # two eval_set
1179
1180
1181
1182
1183
    params_fit["eval_set"] = [(X_test1, y_test1), (X_test2, y_test2)]
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l1, True)
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l2, True)
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    params_fit["eval_set"] = [(X_test2, y_test2), (X_test1, y_test1)]
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min, False)
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l1, True)
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min, False)
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l2, True)
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def test_class_weight():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
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    y_train_str = y_train.astype("str")
    y_test_str = y_test.astype("str")
    gbm = lgb.LGBMClassifier(n_estimators=10, class_weight="balanced", verbose=-1)
    gbm.fit(
        X_train,
        y_train,
        eval_set=[(X_train, y_train), (X_test, y_test), (X_test, y_test), (X_test, y_test), (X_test, y_test)],
        eval_class_weight=["balanced", None, "balanced", {1: 10, 4: 20}, {5: 30, 2: 40}],
    )
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    for eval_set1, eval_set2 in itertools.combinations(gbm.evals_result_.keys(), 2):
        for metric in gbm.evals_result_[eval_set1]:
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            np.testing.assert_raises(
                AssertionError,
                np.testing.assert_allclose,
                gbm.evals_result_[eval_set1][metric],
                gbm.evals_result_[eval_set2][metric],
            )
    gbm_str = lgb.LGBMClassifier(n_estimators=10, class_weight="balanced", verbose=-1)
    gbm_str.fit(
        X_train,
        y_train_str,
        eval_set=[
            (X_train, y_train_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
        ],
        eval_class_weight=["balanced", None, "balanced", {"1": 10, "4": 20}, {"5": 30, "2": 40}],
    )
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    for eval_set1, eval_set2 in itertools.combinations(gbm_str.evals_result_.keys(), 2):
        for metric in gbm_str.evals_result_[eval_set1]:
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            np.testing.assert_raises(
                AssertionError,
                np.testing.assert_allclose,
                gbm_str.evals_result_[eval_set1][metric],
                gbm_str.evals_result_[eval_set2][metric],
            )
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    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
1237
            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric], gbm_str.evals_result_[eval_set][metric])
1238
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1242


def test_continue_training_with_model():
    X, y = load_digits(n_class=3, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
1243
    init_gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test))
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    gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test), init_model=init_gbm)
    assert len(init_gbm.evals_result_["valid_0"]["multi_logloss"]) == len(gbm.evals_result_["valid_0"]["multi_logloss"])
    assert len(init_gbm.evals_result_["valid_0"]["multi_logloss"]) == 5
    assert gbm.evals_result_["valid_0"]["multi_logloss"][-1] < init_gbm.evals_result_["valid_0"]["multi_logloss"][-1]
1248
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def test_actual_number_of_trees():
    X = [[1, 2, 3], [1, 2, 3]]
    y = [1, 1]
    n_estimators = 5
    gbm = lgb.LGBMRegressor(n_estimators=n_estimators).fit(X, y)
    assert gbm.n_estimators == n_estimators
    assert gbm.n_estimators_ == 1
    assert gbm.n_iter_ == 1
    np.testing.assert_array_equal(gbm.predict(np.array(X) * 10), y)


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def test_check_is_fitted():
    X, y = load_digits(n_class=2, return_X_y=True)
    est = lgb.LGBMModel(n_estimators=5, objective="binary")
    clf = lgb.LGBMClassifier(n_estimators=5)
    reg = lgb.LGBMRegressor(n_estimators=5)
    rnk = lgb.LGBMRanker(n_estimators=5)
    models = (est, clf, reg, rnk)
    for model in models:
        with pytest.raises(lgb.compat.LGBMNotFittedError):
1270
            check_is_fitted(model)
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    est.fit(X, y)
    clf.fit(X, y)
    reg.fit(X, y)
    rnk.fit(X, y, group=np.ones(X.shape[0]))
    for model in models:
        check_is_fitted(model)
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@pytest.mark.parametrize("estimator_class", [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker])
@pytest.mark.parametrize("max_depth", [3, 4, 5, 8])
def test_max_depth_warning_is_never_raised(capsys, estimator_class, max_depth):
    X, y = make_blobs(n_samples=1_000, n_features=1, centers=2)
    params = {"n_estimators": 1, "max_depth": max_depth, "verbose": 0}
    if estimator_class is lgb.LGBMModel:
        estimator_class(**{**params, "objective": "binary"}).fit(X, y)
    elif estimator_class is lgb.LGBMRanker:
        estimator_class(**params).fit(X, y, group=np.ones(X.shape[0]))
    else:
        estimator_class(**params).fit(X, y)
    assert "Provided parameters constrain tree depth" not in capsys.readouterr().out


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@pytest.mark.parametrize("estimator_class", [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker])
def test_getting_feature_names_in_np_input(estimator_class):
    # input is a numpy array, which doesn't have feature names. LightGBM adds
    # feature names to the fitted model, which is inconsistent with sklearn's behavior
    X, y = load_digits(n_class=2, return_X_y=True)
    params = {"n_estimators": 2, "num_leaves": 7}
    if estimator_class is lgb.LGBMModel:
        model = estimator_class(**{**params, "objective": "binary"})
    else:
        model = estimator_class(**params)
    with pytest.raises(lgb.compat.LGBMNotFittedError):
        check_is_fitted(model)
    if isinstance(model, lgb.LGBMRanker):
        model.fit(X, y, group=[X.shape[0]])
    else:
        model.fit(X, y)
    np.testing.assert_array_equal(model.feature_names_in_, np.array([f"Column_{i}" for i in range(X.shape[1])]))


@pytest.mark.parametrize("estimator_class", [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker])
def test_getting_feature_names_in_pd_input(estimator_class):
    X, y = load_digits(n_class=2, return_X_y=True, as_frame=True)
    col_names = X.columns.to_list()
    assert isinstance(col_names, list) and all(
        isinstance(c, str) for c in col_names
    ), "input data must have feature names for this test to cover the expected functionality"
    params = {"n_estimators": 2, "num_leaves": 7}
    if estimator_class is lgb.LGBMModel:
        model = estimator_class(**{**params, "objective": "binary"})
    else:
        model = estimator_class(**params)
    with pytest.raises(lgb.compat.LGBMNotFittedError):
        check_is_fitted(model)
    if isinstance(model, lgb.LGBMRanker):
        model.fit(X, y, group=[X.shape[0]])
    else:
        model.fit(X, y)
    np.testing.assert_array_equal(model.feature_names_in_, X.columns)


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@parametrize_with_checks([lgb.LGBMClassifier(), lgb.LGBMRegressor()])
def test_sklearn_integration(estimator, check):
    estimator.set_params(min_child_samples=1, min_data_in_bin=1)
    check(estimator)
1337
1338


1339
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "ranking", "regression"])
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def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task):
    pd = pytest.importorskip("pandas")
1342
    X, y, g = _create_data(task)
1343
1344
    X = pd.DataFrame(X)
    y_col_array = y.reshape(-1, 1)
1345
    params = {"n_estimators": 1, "num_leaves": 3, "random_state": 0}
1346
    model_factory = task_to_model_factory[task]
1347
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    with pytest.warns(UserWarning, match="column-vector"):
        if task == "ranking":
1349
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            model_1d = model_factory(**params).fit(X, y, group=g)
            model_2d = model_factory(**params).fit(X, y_col_array, group=g)
        else:
            model_1d = model_factory(**params).fit(X, y)
            model_2d = model_factory(**params).fit(X, y_col_array)

    preds_1d = model_1d.predict(X)
    preds_2d = model_2d.predict(X)
    np.testing.assert_array_equal(preds_1d, preds_2d)
1358
1359


1360
@pytest.mark.parametrize("use_weight", [True, False])
1361
def test_multiclass_custom_objective(use_weight):
1362
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    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
1364
    weight = np.full_like(y, 2) if use_weight else None
1365
    params = {"n_estimators": 10, "num_leaves": 7}
1366
    builtin_obj_model = lgb.LGBMClassifier(**params)
1367
    builtin_obj_model.fit(X, y, sample_weight=weight)
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1370
    builtin_obj_preds = builtin_obj_model.predict_proba(X)

    custom_obj_model = lgb.LGBMClassifier(objective=sklearn_multiclass_custom_objective, **params)
1371
    custom_obj_model.fit(X, y, sample_weight=weight)
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    custom_obj_preds = softmax(custom_obj_model.predict(X, raw_score=True))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)
    assert not callable(builtin_obj_model.objective_)
    assert callable(custom_obj_model.objective_)
1377
1378


1379
@pytest.mark.parametrize("use_weight", [True, False])
1380
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1382
def test_multiclass_custom_eval(use_weight):
    def custom_eval(y_true, y_pred, weight):
        loss = log_loss(y_true, y_pred, sample_weight=weight)
1383
        return "custom_logloss", loss, False
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1394

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
    train_test_split_func = partial(train_test_split, test_size=0.2, random_state=0)
    X_train, X_valid, y_train, y_valid = train_test_split_func(X, y)
    if use_weight:
        weight = np.full_like(y, 2)
        weight_train, weight_valid = train_test_split_func(weight)
    else:
        weight_train = None
        weight_valid = None
1395
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
1396
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1400
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    model = lgb.LGBMClassifier(**params)
    model.fit(
        X_train,
        y_train,
        sample_weight=weight_train,
        eval_set=[(X_train, y_train), (X_valid, y_valid)],
1402
        eval_names=["train", "valid"],
1403
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1405
1406
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1408
        eval_sample_weight=[weight_train, weight_valid],
        eval_metric=custom_eval,
    )
    eval_result = model.evals_result_
    train_ds = (X_train, y_train, weight_train)
    valid_ds = (X_valid, y_valid, weight_valid)
1409
1410
    for key, (X, y_true, weight) in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
1411
1412
        y_pred = model.predict_proba(X)
        _, metric_value, _ = custom_eval(y_true, y_pred, weight)
1413
        np.testing.assert_allclose(metric_value, eval_result[key]["custom_logloss"][-1])
1414
1415


1416
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1439
def test_negative_n_jobs(tmp_path):
    n_threads = joblib.cpu_count()
    if n_threads <= 1:
        return None
    # 'val_minus_two' here is the expected number of threads for n_jobs=-2
    val_minus_two = n_threads - 1
    X, y = load_breast_cancer(return_X_y=True)
    # Note: according to joblib's formula, a value of n_jobs=-2 means
    # "use all but one thread" (formula: n_cpus + 1 + n_jobs)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=-2).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {val_minus_two}\]", model_txt))


def test_default_n_jobs(tmp_path):
    n_cores = joblib.cpu_count(only_physical_cores=True)
    X, y = load_breast_cancer(return_X_y=True)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=None).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {n_cores}\]", model_txt))
1440
1441


1442
1443
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "ranking", "regression"])
1444
def test_validate_features(task):
1445
    X, y, g = _create_data(task, n_features=4)
1446
    features = ["x1", "x2", "x3", "x4"]
1447
1448
    df = pd_DataFrame(X, columns=features)
    model = task_to_model_factory[task](n_estimators=10, num_leaves=15, verbose=-1)
1449
    if task == "ranking":
1450
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1452
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1454
1455
        model.fit(df, y, group=g)
    else:
        model.fit(df, y)
    assert model.feature_name_ == features

    # try to predict with a different feature
1456
    df2 = df.rename(columns={"x2": "z"})
1457
1458
1459
1460
1461
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x2' at position 1 but found 'z'"):
        model.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    model.predict(df2, validate_features=False)
1462
1463


1464
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1466
@pytest.mark.parametrize("X_type", ["dt_DataTable", "list2d", "numpy", "scipy_csc", "scipy_csr", "pd_DataFrame"])
@pytest.mark.parametrize("y_type", ["list1d", "numpy", "pd_Series", "pd_DataFrame"])
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "regression"])
1467
def test_classification_and_regression_minimally_work_with_all_all_accepted_data_types(X_type, y_type, task, rng):
1468
    if any(t.startswith("pd_") for t in [X_type, y_type]) and not PANDAS_INSTALLED:
1469
        pytest.skip("pandas is not installed")
1470
    if any(t.startswith("dt_") for t in [X_type, y_type]) and not DATATABLE_INSTALLED:
1471
        pytest.skip("datatable is not installed")
1472
    X, y, g = _create_data(task, n_samples=2_000)
1473
    weights = np.abs(rng.standard_normal(size=(y.shape[0],)))
1474

1475
    if task == "binary-classification" or task == "regression":
1476
        init_score = np.full_like(y, np.mean(y))
1477
    elif task == "multiclass-classification":
1478
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1482
        init_score = np.outer(y, np.array([0.1, 0.2, 0.7]))
    else:
        raise ValueError(f"Unrecognized task '{task}'")

    X_valid = X * 2
1483
    if X_type == "dt_DataTable":
1484
        X = dt_DataTable(X)
1485
    elif X_type == "list2d":
1486
        X = X.tolist()
1487
    elif X_type == "scipy_csc":
1488
        X = scipy.sparse.csc_matrix(X)
1489
    elif X_type == "scipy_csr":
1490
        X = scipy.sparse.csr_matrix(X)
1491
    elif X_type == "pd_DataFrame":
1492
        X = pd_DataFrame(X)
1493
    elif X_type != "numpy":
1494
1495
        raise ValueError(f"Unrecognized X_type: '{X_type}'")

1496
1497
    # make weights and init_score same types as y, just to avoid
    # a huge number of combinations and therefore test cases
1498
    if y_type == "list1d":
1499
        y = y.tolist()
1500
1501
        weights = weights.tolist()
        init_score = init_score.tolist()
1502
    elif y_type == "pd_DataFrame":
1503
        y = pd_DataFrame(y)
1504
        weights = pd_Series(weights)
1505
        if task == "multiclass-classification":
1506
1507
1508
            init_score = pd_DataFrame(init_score)
        else:
            init_score = pd_Series(init_score)
1509
    elif y_type == "pd_Series":
1510
        y = pd_Series(y)
1511
        weights = pd_Series(weights)
1512
        if task == "multiclass-classification":
1513
1514
1515
            init_score = pd_DataFrame(init_score)
        else:
            init_score = pd_Series(init_score)
1516
    elif y_type != "numpy":
1517
1518
1519
        raise ValueError(f"Unrecognized y_type: '{y_type}'")

    model = task_to_model_factory[task](n_estimators=10, verbose=-1)
1520
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1522
1523
1524
1525
1526
    model.fit(
        X=X,
        y=y,
        sample_weight=weights,
        init_score=init_score,
        eval_set=[(X_valid, y)],
        eval_sample_weight=[weights],
1527
        eval_init_score=[init_score],
1528
    )
1529
1530

    preds = model.predict(X)
1531
    if task == "binary-classification":
1532
        assert accuracy_score(y, preds) >= 0.99
1533
    elif task == "multiclass-classification":
1534
        assert accuracy_score(y, preds) >= 0.99
1535
    elif task == "regression":
1536
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1538
1539
1540
        assert r2_score(y, preds) > 0.86
    else:
        raise ValueError(f"Unrecognized task: '{task}'")


1541
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1543
@pytest.mark.parametrize("X_type", ["dt_DataTable", "list2d", "numpy", "scipy_csc", "scipy_csr", "pd_DataFrame"])
@pytest.mark.parametrize("y_type", ["list1d", "numpy", "pd_DataFrame", "pd_Series"])
@pytest.mark.parametrize("g_type", ["list1d_float", "list1d_int", "numpy", "pd_Series"])
1544
def test_ranking_minimally_works_with_all_all_accepted_data_types(X_type, y_type, g_type, rng):
1545
    if any(t.startswith("pd_") for t in [X_type, y_type, g_type]) and not PANDAS_INSTALLED:
1546
        pytest.skip("pandas is not installed")
1547
    if any(t.startswith("dt_") for t in [X_type, y_type, g_type]) and not DATATABLE_INSTALLED:
1548
1549
        pytest.skip("datatable is not installed")
    X, y, g = _create_data(task="ranking", n_samples=1_000)
1550
    weights = np.abs(rng.standard_normal(size=(y.shape[0],)))
1551
1552
1553
    init_score = np.full_like(y, np.mean(y))
    X_valid = X * 2

1554
    if X_type == "dt_DataTable":
1555
        X = dt_DataTable(X)
1556
    elif X_type == "list2d":
1557
        X = X.tolist()
1558
    elif X_type == "scipy_csc":
1559
        X = scipy.sparse.csc_matrix(X)
1560
    elif X_type == "scipy_csr":
1561
        X = scipy.sparse.csr_matrix(X)
1562
    elif X_type == "pd_DataFrame":
1563
        X = pd_DataFrame(X)
1564
    elif X_type != "numpy":
1565
1566
        raise ValueError(f"Unrecognized X_type: '{X_type}'")

1567
1568
    # make weights and init_score same types as y, just to avoid
    # a huge number of combinations and therefore test cases
1569
    if y_type == "list1d":
1570
        y = y.tolist()
1571
1572
        weights = weights.tolist()
        init_score = init_score.tolist()
1573
    elif y_type == "pd_DataFrame":
1574
        y = pd_DataFrame(y)
1575
1576
        weights = pd_Series(weights)
        init_score = pd_Series(init_score)
1577
    elif y_type == "pd_Series":
1578
        y = pd_Series(y)
1579
1580
        weights = pd_Series(weights)
        init_score = pd_Series(init_score)
1581
    elif y_type != "numpy":
1582
1583
        raise ValueError(f"Unrecognized y_type: '{y_type}'")

1584
    if g_type == "list1d_float":
1585
        g = g.astype("float").tolist()
1586
    elif g_type == "list1d_int":
1587
        g = g.astype("int").tolist()
1588
    elif g_type == "pd_Series":
1589
        g = pd_Series(g)
1590
    elif g_type != "numpy":
1591
1592
        raise ValueError(f"Unrecognized g_type: '{g_type}'")

1593
    model = task_to_model_factory["ranking"](n_estimators=10, verbose=-1)
1594
1595
1596
1597
1598
1599
1600
1601
1602
    model.fit(
        X=X,
        y=y,
        sample_weight=weights,
        init_score=init_score,
        group=g,
        eval_set=[(X_valid, y)],
        eval_sample_weight=[weights],
        eval_init_score=[init_score],
1603
        eval_group=[g],
1604
    )
1605
1606
    preds = model.predict(X)
    assert spearmanr(preds, y).correlation >= 0.99
1607
1608
1609
1610
1611
1612
1613
1614


def test_classifier_fit_detects_classes_every_time():
    rng = np.random.default_rng(seed=123)
    nrows = 1000
    ncols = 20

    X = rng.standard_normal(size=(nrows, ncols))
1615
    y_bin = (rng.random(size=nrows) <= 0.3).astype(np.float64)
1616
1617
1618
1619
1620
1621
1622
1623
    y_multi = rng.integers(4, size=nrows)

    model = lgb.LGBMClassifier(verbose=-1)
    for _ in range(2):
        model.fit(X, y_multi)
        assert model.objective_ == "multiclass"
        model.fit(X, y_bin)
        assert model.objective_ == "binary"