test_engine.py 172 KB
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# coding: utf-8
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import copy
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import itertools
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import json
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import math
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import pickle
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import platform
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import random
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import re
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from os import getenv
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from pathlib import Path
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from shutil import copyfile
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import numpy as np
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import psutil
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import pytest
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from scipy.sparse import csr_matrix, isspmatrix_csc, isspmatrix_csr
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from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
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from sklearn.metrics import average_precision_score, log_loss, mean_absolute_error, mean_squared_error, roc_auc_score
from sklearn.model_selection import GroupKFold, TimeSeriesSplit, train_test_split
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import lightgbm as lgb
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from lightgbm.compat import PANDAS_INSTALLED, pd_DataFrame, pd_Series
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from .utils import (
    SERIALIZERS,
    dummy_obj,
    load_breast_cancer,
    load_digits,
    load_iris,
    logistic_sigmoid,
    make_synthetic_regression,
    mse_obj,
    pickle_and_unpickle_object,
    sklearn_multiclass_custom_objective,
    softmax,
)
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decreasing_generator = itertools.count(0, -1)


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def logloss_obj(preds, train_data):
    y_true = train_data.get_label()
    y_pred = logistic_sigmoid(preds)
    grad = y_pred - y_true
    hess = y_pred * (1.0 - y_pred)
    return grad, hess
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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 top_k_error(y_true, y_pred, k):
    if k == y_pred.shape[1]:
        return 0
    max_rest = np.max(-np.partition(-y_pred, k)[:, k:], axis=1)
    return 1 - np.mean((y_pred[np.arange(len(y_true)), y_true] > max_rest))


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def constant_metric(preds, train_data):
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    return ("error", 0.0, False)
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def decreasing_metric(preds, train_data):
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    return ("decreasing_metric", next(decreasing_generator), False)
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def categorize(continuous_x):
    return np.digitize(continuous_x, bins=np.arange(0, 1, 0.01))


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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)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
        "num_iteration": 50,  # test num_iteration in dict here
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
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    assert len(evals_result["valid_0"]["binary_logloss"]) == 50
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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def test_rf():
    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)
    params = {
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        "boosting_type": "rf",
        "objective": "binary",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
        "feature_fraction": 0.5,
        "num_leaves": 50,
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.19
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    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize("objective", ["regression", "regression_l1", "huber", "fair", "poisson", "quantile"])
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def test_regression(objective):
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    X, y = make_synthetic_regression()
    y = np.abs(y)
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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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    params = {"objective": objective, "metric": "l2", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_test, gbm.predict(X_test))
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    if objective == "huber":
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        assert ret < 430
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    elif objective == "fair":
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        assert ret < 296
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    elif objective == "poisson":
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        assert ret < 193
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    elif objective == "quantile":
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        assert ret < 1311
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    else:
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        assert ret < 343
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle():
    X_train = np.zeros((100, 1))
    y_train = np.zeros(100)
    trues = random.sample(range(100), 20)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 1
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_more_na():
    X_train = np.ones((100, 1))
    y_train = np.ones(100)
    trues = random.sample(range(100), 80)
    for idx in trues:
        X_train[idx, 0] = np.nan
        y_train[idx] = 0
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

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    params = {"metric": "l2", "verbose": -1, "boost_from_average": False}
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    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=20, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = mean_squared_error(y_train, gbm.predict(X_train))
    assert ret < 0.005
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    assert evals_result["valid_0"]["l2"][-1] == pytest.approx(ret)
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def test_missing_value_handle_na():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [1, 1, 1, 1, 0, 0, 0, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_zero():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "zero_as_missing": True,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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def test_missing_value_handle_none():
    x = [0, 1, 2, 3, 4, 5, 6, 7, np.nan]
    y = [0, 1, 1, 1, 0, 0, 0, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "use_missing": False,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    assert pred[0] == pytest.approx(pred[1])
    assert pred[-1] == pytest.approx(pred[0])
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.83
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle(use_quantized_grad):
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    x = [0, 1, 2, 3, 4, 5, 6, 7]
    y = [0, 1, 0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": True,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_handle_na(use_quantized_grad):
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    x = [0, np.nan, 0, np.nan, 0, np.nan]
    y = [0, 1, 0, 1, 0, 1]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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@pytest.mark.parametrize(
    "use_quantized_grad",
    [
        pytest.param(
            True,
            marks=pytest.mark.skipif(
                getenv("TASK", "") == "cuda",
                reason="Skip because quantized training with categorical features is not supported for cuda version",
            ),
        ),
        False,
    ],
)
def test_categorical_non_zero_inputs(use_quantized_grad):
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    x = [1, 1, 1, 1, 1, 1, 2, 2]
    y = [1, 1, 1, 1, 1, 1, 0, 0]

    X_train = np.array(x).reshape(len(x), 1)
    y_train = np.array(y)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_train, y_train)

    params = {
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        "objective": "regression",
        "metric": "auc",
        "verbose": -1,
        "boost_from_average": False,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "min_data_per_group": 1,
        "cat_smooth": 1,
        "cat_l2": 0,
        "max_cat_to_onehot": 1,
        "zero_as_missing": False,
        "categorical_column": 0,
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        "use_quantized_grad": use_quantized_grad,
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    }
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=1, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    pred = gbm.predict(X_train)
    np.testing.assert_allclose(pred, y)
    ret = roc_auc_score(y_train, pred)
    assert ret > 0.999
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    assert evals_result["valid_0"]["auc"][-1] == pytest.approx(ret)
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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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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.16
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_rf():
    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)
    params = {
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        "boosting_type": "rf",
        "objective": "multiclass",
        "metric": "multi_logloss",
        "bagging_freq": 1,
        "bagging_fraction": 0.6,
        "feature_fraction": 0.6,
        "num_class": 10,
        "num_leaves": 50,
        "min_data": 1,
        "verbose": -1,
        "gpu_use_dp": True,
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    }
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params)
    evals_result = {}
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    gbm = lgb.train(
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        params, lgb_train, num_boost_round=50, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.23
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_multiclass_prediction_early_stopping():
    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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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 10, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params)
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    gbm = lgb.train(params, lgb_train, num_boost_round=50)
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    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.8
    assert ret > 0.6  # loss will be higher than when evaluating the full model

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    pred_parameter["pred_early_stop_margin"] = 5.5
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    ret = multi_logloss(y_test, gbm.predict(X_test, **pred_parameter))
    assert ret < 0.2


def test_multi_class_error():
    X, y = load_digits(n_class=10, return_X_y=True)
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    params = {"objective": "multiclass", "num_classes": 10, "metric": "multi_error", "num_leaves": 4, "verbose": -1}
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    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=10)
    predict_default = est.predict(X)
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=1),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_1 = est.predict(X)
    # check that default gives same result as k = 1
    np.testing.assert_allclose(predict_1, predict_default)
    # check against independent calculation for k = 1
    err = top_k_error(y, predict_1, 1)
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    assert results["training"]["multi_error"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 2
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_2 = est.predict(X)
    err = top_k_error(y, predict_2, 2)
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    assert results["training"]["multi_error@2"][-1] == pytest.approx(err)
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    # check against independent calculation for k = 10
    results = {}
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    est = lgb.train(
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        dict(params, multi_error_top_k=10),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    predict_3 = est.predict(X)
    err = top_k_error(y, predict_3, 10)
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    assert results["training"]["multi_error@10"][-1] == pytest.approx(err)
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    # check cases where predictions are equal
    X = np.array([[0, 0], [0, 0]])
    y = np.array([0, 1])
    lgb_data = lgb.Dataset(X, label=y)
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    params["num_classes"] = 2
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    results = {}
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    lgb.train(params, lgb_data, num_boost_round=10, valid_sets=[lgb_data], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["multi_error"][-1] == pytest.approx(1)
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    results = {}
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    lgb.train(
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        dict(params, multi_error_top_k=2),
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        lgb_data,
        num_boost_round=10,
        valid_sets=[lgb_data],
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        callbacks=[lgb.record_evaluation(results)],
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    )
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    assert results["training"]["multi_error@2"][-1] == pytest.approx(0)
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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
553
def test_auc_mu(rng):
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    # should give same result as binary auc for 2 classes
    X, y = load_digits(n_class=10, return_X_y=True)
    y_new = np.zeros((len(y)))
    y_new[y != 0] = 1
    lgb_X = lgb.Dataset(X, label=y_new)
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    params = {"objective": "multiclass", "metric": "auc_mu", "verbose": -1, "num_classes": 2, "seed": 0}
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    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    params = {"objective": "binary", "metric": "auc", "verbose": -1, "seed": 0}
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    results_auc = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc)])
    np.testing.assert_allclose(results_auc_mu["training"]["auc_mu"], results_auc["training"]["auc"])
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    # test the case where all predictions are equal
    lgb_X = lgb.Dataset(X[:10], label=y_new[:10])
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "verbose": -1,
        "num_classes": 2,
        "min_data_in_leaf": 20,
        "seed": 0,
    }
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    results_auc_mu = {}
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    lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_auc_mu)])
    assert results_auc_mu["training"]["auc_mu"][-1] == pytest.approx(0.5)
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    # test that weighted data gives different auc_mu
    lgb_X = lgb.Dataset(X, label=y)
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    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.abs(rng.standard_normal(size=y.shape)))
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    results_unweighted = {}
    results_weighted = {}
    params = dict(params, num_classes=10, num_leaves=5)
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    lgb.train(
586
        params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_unweighted)]
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    )
    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
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    )
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    assert results_weighted["training"]["auc_mu"][-1] < 1
    assert results_unweighted["training"]["auc_mu"][-1] != results_weighted["training"]["auc_mu"][-1]
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    # test that equal data weights give same auc_mu as unweighted data
    lgb_X_weighted = lgb.Dataset(X, label=y, weight=np.ones(y.shape) * 0.5)
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    lgb.train(
        params,
        lgb_X_weighted,
        num_boost_round=10,
        valid_sets=[lgb_X_weighted],
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        callbacks=[lgb.record_evaluation(results_weighted)],
    )
    assert results_unweighted["training"]["auc_mu"][-1] == pytest.approx(
        results_weighted["training"]["auc_mu"][-1], abs=1e-5
608
    )
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    # should give 1 when accuracy = 1
    X = X[:10, :]
    y = y[:10]
    lgb_X = lgb.Dataset(X, label=y)
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    params = {"objective": "multiclass", "metric": "auc_mu", "num_classes": 10, "min_data_in_leaf": 1, "verbose": -1}
614
    results = {}
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    lgb.train(params, lgb_X, num_boost_round=100, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results)])
    assert results["training"]["auc_mu"][-1] == pytest.approx(1)
617
    # test loading class weights
618
    Xy = np.loadtxt(
619
        str(Path(__file__).absolute().parents[2] / "examples" / "multiclass_classification" / "multiclass.train")
620
    )
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    y = Xy[:, 0]
    X = Xy[:, 1:]
    lgb_X = lgb.Dataset(X, label=y)
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    params = {
        "objective": "multiclass",
        "metric": "auc_mu",
        "auc_mu_weights": [0, 2, 2, 2, 2, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0],
        "num_classes": 5,
        "verbose": -1,
        "seed": 0,
    }
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    results_weight = {}
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    lgb.train(params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_weight)])
    params["auc_mu_weights"] = []
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    results_no_weight = {}
636
    lgb.train(
637
        params, lgb_X, num_boost_round=5, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(results_no_weight)]
638
    )
639
    assert results_weight["training"]["auc_mu"][-1] != results_no_weight["training"]["auc_mu"][-1]
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641


642
def test_ranking_prediction_early_stopping():
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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"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    X_test, _ = load_svmlight_file(str(rank_example_dir / "rank.test"))
    params = {"objective": "rank_xendcg", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=50)

651
    pred_parameter = {"pred_early_stop": True, "pred_early_stop_freq": 5, "pred_early_stop_margin": 1.5}
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    ret_early = gbm.predict(X_test, **pred_parameter)

    pred_parameter["pred_early_stop_margin"] = 5.5
    ret_early_more_strict = gbm.predict(X_test, **pred_parameter)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(ret_early, ret_early_more_strict)


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# Simulates position bias for a given ranking dataset.
# The ouput dataset is identical to the input one with the exception for the relevance labels.
# The new labels are generated according to an instance of a cascade user model:
# for each query, the user is simulated to be traversing the list of documents ranked by a baseline ranker
# (in our example it is simply the ordering by some feature correlated with relevance, e.g., 34)
# and clicks on that document (new_label=1) with some probability 'pclick' depending on its true relevance;
# at each position the user may stop the traversal with some probability pstop. For the non-clicked documents,
667
# new_label=0. Thus the generated new labels are biased towards the baseline ranker.
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# The positions of the documents in the ranked lists produced by the baseline, are returned.
def simulate_position_bias(file_dataset_in, file_query_in, file_dataset_out, baseline_feature):
    # a mapping of a document's true relevance (defined on a 5-grade scale) into the probability of clicking it
    def get_pclick(label):
        if label == 0:
            return 0.4
        elif label == 1:
            return 0.6
        elif label == 2:
            return 0.7
        elif label == 3:
            return 0.8
        else:
            return 0.9
682

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    # an instantiation of a cascade model where the user stops with probability 0.2 after observing each document
    pstop = 0.2
685

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    f_dataset_in = open(file_dataset_in, "r")
    f_dataset_out = open(file_dataset_out, "w")
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    random.seed(10)
    positions_all = []
    for line in open(file_query_in):
691
        docs_num = int(line)
692
        lines = []
693
        index_values = []
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        positions = [0] * docs_num
        for index in range(docs_num):
            features = f_dataset_in.readline().split()
            lines.append(features)
            val = 0.0
            for feature_val in features:
700
                feature_val_split = feature_val.split(":")
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                if int(feature_val_split[0]) == baseline_feature:
                    val = float(feature_val_split[1])
            index_values.append([index, val])
        index_values.sort(key=lambda x: -x[1])
705
        stop = False
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        for pos in range(docs_num):
            index = index_values[pos][0]
            new_label = 0
            if not stop:
                label = int(lines[index][0])
                pclick = get_pclick(label)
                if random.random() < pclick:
713
                    new_label = 1
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                stop = random.random() < pstop
            lines[index][0] = str(new_label)
            positions[index] = pos
        for features in lines:
718
            f_dataset_out.write(" ".join(features) + "\n")
719
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        positions_all.extend(positions)
    f_dataset_out.close()
    return positions_all


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@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
727
def test_ranking_with_position_information_with_file(tmp_path):
728
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
729
    params = {
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        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
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    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
741
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749
    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
750

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    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
754

755
    f_positions_out = open(str(tmp_path / "rank.train.position"), "w")
756
    for pos in positions:
757
        f_positions_out.write(str(pos) + "\n")
758
759
    f_positions_out.close()

760
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762
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased_with_file = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
763

764
    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
765
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased_with_file.best_score["valid_0"]["ndcg@3"]
766
767

    # add extra row to position file
768
769
    with open(str(tmp_path / "rank.train.position"), "a") as file:
        file.write("pos_1000\n")
770
        file.close()
771
772
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
773
    with pytest.raises(lgb.basic.LightGBMError, match=r"Positions size \(3006\) doesn't match data size"):
774
        lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
775
776


777
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779
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Positions in learning to rank is not supported in CUDA version yet"
)
780
def test_ranking_with_position_information_with_dataset_constructor(tmp_path):
781
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
782
    params = {
783
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787
788
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792
793
        "objective": "lambdarank",
        "verbose": -1,
        "eval_at": [3],
        "metric": "ndcg",
        "bagging_freq": 1,
        "bagging_fraction": 0.9,
        "min_data_in_leaf": 50,
        "min_sum_hessian_in_leaf": 5.0,
        "num_threads": 1,
        "deterministic": True,
        "seed": 0,
794
795
796
    }

    # simulate position bias for the train dataset and put the train dataset with biased labels to temp directory
797
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799
800
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802
803
804
805
    positions = simulate_position_bias(
        str(rank_example_dir / "rank.train"),
        str(rank_example_dir / "rank.train.query"),
        str(tmp_path / "rank.train"),
        baseline_feature=34,
    )
    copyfile(str(rank_example_dir / "rank.train.query"), str(tmp_path / "rank.train.query"))
    copyfile(str(rank_example_dir / "rank.test"), str(tmp_path / "rank.test"))
    copyfile(str(rank_example_dir / "rank.test.query"), str(tmp_path / "rank.test.query"))
806

807
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809
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_baseline = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
810
811
812
813

    positions = np.array(positions)

    # test setting positions through Dataset constructor with numpy array
814
815
816
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=positions)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
    gbm_unbiased = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
817
818

    # the performance of the unbiased LambdaMART should outperform the plain LambdaMART on the dataset with position bias
819
    assert gbm_baseline.best_score["valid_0"]["ndcg@3"] + 0.03 <= gbm_unbiased.best_score["valid_0"]["ndcg@3"]
820
821
822

    if PANDAS_INSTALLED:
        # test setting positions through Dataset constructor with pandas Series
823
824
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826
827
828
        lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params, position=pd_Series(positions))
        lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
        gbm_unbiased_pandas_series = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
        assert (
            gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_pandas_series.best_score["valid_0"]["ndcg@3"]
        )
829
830

    # test setting positions through set_position
831
832
    lgb_train = lgb.Dataset(str(tmp_path / "rank.train"), params=params)
    lgb_valid = [lgb_train.create_valid(str(tmp_path / "rank.test"))]
833
    lgb_train.set_position(positions)
834
835
    gbm_unbiased_set_position = lgb.train(params, lgb_train, valid_sets=lgb_valid, num_boost_round=50)
    assert gbm_unbiased.best_score["valid_0"]["ndcg@3"] == gbm_unbiased_set_position.best_score["valid_0"]["ndcg@3"]
836
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838
839
840
841

    # test get_position works
    positions_from_get = lgb_train.get_position()
    np.testing.assert_array_equal(positions_from_get, positions)


842
843
def test_early_stopping():
    X, y = load_breast_cancer(return_X_y=True)
844
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
845
846
847
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
848
    valid_set_name = "valid_set"
849
    # no early stopping
850
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853
854
855
856
857
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=10,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
858
859
    assert gbm.best_iteration == 10
    assert valid_set_name in gbm.best_score
860
    assert "binary_logloss" in gbm.best_score[valid_set_name]
861
    # early stopping occurs
862
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864
865
866
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868
869
    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=40,
        valid_sets=lgb_eval,
        valid_names=valid_set_name,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
    )
870
871
    assert gbm.best_iteration <= 39
    assert valid_set_name in gbm.best_score
872
    assert "binary_logloss" in gbm.best_score[valid_set_name]
873
874


875
@pytest.mark.parametrize("use_valid", [True, False])
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880
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882
883
884
def test_early_stopping_ignores_training_set(use_valid):
    x = np.linspace(-1, 1, 100)
    X = x.reshape(-1, 1)
    y = x**2
    X_train, X_valid = X[:80], X[80:]
    y_train, y_valid = y[:80], y[80:]
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid)
    valid_sets = [train_ds]
885
    valid_names = ["train"]
886
887
    if use_valid:
        valid_sets.append(valid_ds)
888
        valid_names.append("valid")
889
890
891
892
    eval_result = {}

    def train_fn():
        return lgb.train(
893
            {"num_leaves": 5},
894
895
896
897
            train_ds,
            num_boost_round=2,
            valid_sets=valid_sets,
            valid_names=valid_names,
898
            callbacks=[lgb.early_stopping(1), lgb.record_evaluation(eval_result)],
899
        )
900

901
902
903
    if use_valid:
        bst = train_fn()
        assert bst.best_iteration == 1
904
905
        assert eval_result["train"]["l2"][1] < eval_result["train"]["l2"][0]  # train improved
        assert eval_result["valid"]["l2"][1] > eval_result["valid"]["l2"][0]  # valid didn't
906
    else:
907
        with pytest.warns(UserWarning, match="Only training set found, disabling early stopping."):
908
909
910
911
912
            bst = train_fn()
        assert bst.current_iteration() == 2
        assert bst.best_iteration == 0


913
@pytest.mark.parametrize("first_metric_only", [True, False])
914
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916
917
def test_early_stopping_via_global_params(first_metric_only):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
918
919
920
921
922
923
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "first_metric_only": first_metric_only,
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926
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    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
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    valid_set_name = "valid_set"
    gbm = lgb.train(
        params, lgb_train, feval=[decreasing_metric, constant_metric], valid_sets=lgb_eval, valid_names=valid_set_name
    )
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    if first_metric_only:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1
    assert valid_set_name in gbm.best_score
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    assert "decreasing_metric" in gbm.best_score[valid_set_name]
    assert "error" in gbm.best_score[valid_set_name]
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@pytest.mark.parametrize("early_stopping_round", [-10, -1, 0, None, "None"])
def test_early_stopping_is_not_enabled_for_non_positive_stopping_rounds(early_stopping_round):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": early_stopping_round,
        "first_metric_only": True,
    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    valid_set_name = "valid_set"

    if early_stopping_round is None:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert "early_stopping_round" not in gbm.params
        assert gbm.num_trees() == num_trees
    elif early_stopping_round == "None":
        with pytest.raises(TypeError, match="early_stopping_round should be an integer. Got 'str'"):
            gbm = lgb.train(
                params,
                lgb_train,
                feval=[constant_metric],
                valid_sets=lgb_eval,
                valid_names=valid_set_name,
            )
    elif early_stopping_round <= 0:
        gbm = lgb.train(
            params,
            lgb_train,
            feval=[constant_metric],
            valid_sets=lgb_eval,
            valid_names=valid_set_name,
        )
        assert gbm.params["early_stopping_round"] == early_stopping_round
        assert gbm.num_trees() == num_trees


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@pytest.mark.parametrize("first_only", [True, False])
@pytest.mark.parametrize("single_metric", [True, False])
@pytest.mark.parametrize("greater_is_better", [True, False])
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def test_early_stopping_min_delta(first_only, single_metric, greater_is_better):
    if single_metric and not first_only:
        pytest.skip("first_metric_only doesn't affect single metric.")
    metric2min_delta = {
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        "auc": 0.001,
        "binary_logloss": 0.01,
        "average_precision": 0.001,
        "mape": 0.01,
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    }
    if single_metric:
        if greater_is_better:
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            metric = "auc"
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        else:
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            metric = "binary_logloss"
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    else:
        if first_only:
            if greater_is_better:
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                metric = ["auc", "binary_logloss"]
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            else:
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                metric = ["binary_logloss", "auc"]
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        else:
            if greater_is_better:
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                metric = ["auc", "average_precision"]
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            else:
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                metric = ["binary_logloss", "mape"]
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    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_valid, y_train, y_valid = train_test_split(X, y, test_size=0.2, random_state=0)
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)

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    params = {"objective": "binary", "metric": metric, "verbose": -1}
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    if isinstance(metric, str):
        min_delta = metric2min_delta[metric]
    elif first_only:
        min_delta = metric2min_delta[metric[0]]
    else:
        min_delta = [metric2min_delta[m] for m in metric]
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    train_kwargs = {
        "params": params,
        "train_set": train_ds,
        "num_boost_round": 50,
        "valid_sets": [train_ds, valid_ds],
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        "valid_names": ["training", "valid"],
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    }
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    # regular early stopping
    evals_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False),
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        lgb.record_evaluation(evals_result),
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    ]
    bst = lgb.train(**train_kwargs)
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    scores = np.vstack(list(evals_result["valid"].values())).T
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    # positive min_delta
    delta_result = {}
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    train_kwargs["callbacks"] = [
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        lgb.callback.early_stopping(10, first_only, verbose=False, min_delta=min_delta),
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        lgb.record_evaluation(delta_result),
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    ]
    delta_bst = lgb.train(**train_kwargs)
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    delta_scores = np.vstack(list(delta_result["valid"].values())).T
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    if first_only:
        scores = scores[:, 0]
        delta_scores = delta_scores[:, 0]

    assert delta_bst.num_trees() < bst.num_trees()
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    np.testing.assert_allclose(scores[: len(delta_scores)], delta_scores)
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    last_score = delta_scores[-1]
    best_score = delta_scores[delta_bst.num_trees() - 1]
    if greater_is_better:
        assert np.less_equal(last_score, best_score + min_delta).any()
    else:
        assert np.greater_equal(last_score, best_score - min_delta).any()


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@pytest.mark.parametrize("early_stopping_min_delta", [1e3, 0.0])
def test_early_stopping_min_delta_via_global_params(early_stopping_min_delta):
    X, y = load_breast_cancer(return_X_y=True)
    num_trees = 5
    params = {
        "num_trees": num_trees,
        "num_leaves": 5,
        "objective": "binary",
        "metric": "None",
        "verbose": -1,
        "early_stopping_round": 2,
        "early_stopping_min_delta": early_stopping_min_delta,
    }
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    gbm = lgb.train(params, lgb_train, feval=decreasing_metric, valid_sets=lgb_eval)
    if early_stopping_min_delta == 0:
        assert gbm.best_iteration == num_trees
    else:
        assert gbm.best_iteration == 1


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def test_early_stopping_can_be_triggered_via_custom_callback():
    X, y = make_synthetic_regression()

    def _early_stop_after_seventh_iteration(env):
        if env.iteration == 6:
            exc = lgb.EarlyStopException(
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                best_iteration=6, best_score=[("some_validation_set", "some_metric", 0.708, True)]
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            )
            raise exc

    bst = lgb.train(
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        params={"objective": "regression", "verbose": -1, "num_leaves": 2},
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        train_set=lgb.Dataset(X, label=y),
        num_boost_round=23,
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        callbacks=[_early_stop_after_seventh_iteration],
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    )
    assert bst.num_trees() == 7
    assert bst.best_score["some_validation_set"]["some_metric"] == 0.708
    assert bst.best_iteration == 7
    assert bst.current_iteration() == 7


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def test_continue_train(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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    params = {"objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
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    model_path = tmp_path / "model.txt"
    init_gbm.save_model(model_path)
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    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        # test custom eval metrics
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        feval=(lambda p, d: ("custom_mae", mean_absolute_error(p, d.get_label()), False)),
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        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=model_path,
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
    np.testing.assert_allclose(evals_result["valid_0"]["l1"], evals_result["valid_0"]["custom_mae"])
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def test_continue_train_reused_dataset():
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    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=5)
    init_gbm_2 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm)
    init_gbm_3 = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_2)
    gbm = lgb.train(params, lgb_train, num_boost_round=5, init_model=init_gbm_3)
    assert gbm.current_iteration() == 20


def test_continue_train_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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    params = {"boosting_type": "dart", "objective": "regression", "metric": "l1", "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=50)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=50,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = mean_absolute_error(y_test, gbm.predict(X_test))
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    assert ret < 13.6
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    assert evals_result["valid_0"]["l1"][-1] == pytest.approx(ret)
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def test_continue_train_multiclass():
    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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    params = {"objective": "multiclass", "metric": "multi_logloss", "num_class": 3, "verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, params=params, free_raw_data=False)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train, params=params, free_raw_data=False)
    init_gbm = lgb.train(params, lgb_train, num_boost_round=20)
    evals_result = {}
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    gbm = lgb.train(
        params,
        lgb_train,
        num_boost_round=30,
        valid_sets=lgb_eval,
        callbacks=[lgb.record_evaluation(evals_result)],
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        init_model=init_gbm,
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    )
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    ret = multi_logloss(y_test, gbm.predict(X_test))
    assert ret < 0.1
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    assert evals_result["valid_0"]["multi_logloss"][-1] == pytest.approx(ret)
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def test_cv():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train)
    # shuffle = False, override metric in params
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    params_with_metric = {"metric": "l2", "verbose": -1}
    cv_res = lgb.cv(
        params_with_metric, lgb_train, num_boost_round=10, nfold=3, stratified=False, shuffle=False, metrics="l1"
    )
    assert "valid l1-mean" in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # shuffle = True, callbacks
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=True,
        metrics="l1",
        callbacks=[lgb.reset_parameter(learning_rate=lambda i: 0.1 - 0.001 * i)],
    )
    assert "valid l1-mean" in cv_res
    assert len(cv_res["valid l1-mean"]) == 10
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    # enable display training loss
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    cv_res = lgb.cv(
        params_with_metric,
        lgb_train,
        num_boost_round=10,
        nfold=3,
        stratified=False,
        shuffle=False,
        metrics="l1",
        eval_train_metric=True,
    )
    assert "train l1-mean" in cv_res
    assert "valid l1-mean" in cv_res
    assert "train l2-mean" not in cv_res
    assert "valid l2-mean" not in cv_res
    assert len(cv_res["train l1-mean"]) == 10
    assert len(cv_res["valid l1-mean"]) == 10
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    # self defined folds
    tss = TimeSeriesSplit(3)
    folds = tss.split(X_train)
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    cv_res_gen = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=folds)
    cv_res_obj = lgb.cv(params_with_metric, lgb_train, num_boost_round=10, folds=tss)
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    np.testing.assert_allclose(cv_res_gen["valid l2-mean"], cv_res_obj["valid l2-mean"])
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    # 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"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    params_lambdarank = {"objective": "lambdarank", "verbose": -1, "eval_at": 3}
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    lgb_train = lgb.Dataset(X_train, y_train, group=q_train)
    # ... with l2 metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3, metrics="l2")
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid l2-mean"]).any()
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    # ... with NDCG (default) metric
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    cv_res_lambda = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, nfold=3)
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    assert len(cv_res_lambda) == 2
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    assert not np.isnan(cv_res_lambda["valid ndcg@3-mean"]).any()
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    # self defined folds with lambdarank
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    cv_res_lambda_obj = lgb.cv(params_lambdarank, lgb_train, num_boost_round=10, folds=GroupKFold(n_splits=3))
    np.testing.assert_allclose(cv_res_lambda["valid ndcg@3-mean"], cv_res_lambda_obj["valid ndcg@3-mean"])
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def test_cv_works_with_init_model(tmp_path):
    X, y = make_synthetic_regression()
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    params = {"objective": "regression", "verbose": -1}
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    num_train_rounds = 2
    lgb_train = lgb.Dataset(X, y, free_raw_data=False)
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    bst = lgb.train(params=params, train_set=lgb_train, num_boost_round=num_train_rounds)
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    preds_raw = bst.predict(X, raw_score=True)
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    model_path_txt = str(tmp_path / "lgb.model")
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    bst.save_model(model_path_txt)

    num_cv_rounds = 5
    cv_kwargs = {
        "num_boost_round": num_cv_rounds,
        "nfold": 3,
        "stratified": False,
        "shuffle": False,
        "seed": 708,
        "return_cvbooster": True,
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        "params": params,
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    }

    # init_model from an in-memory Booster
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    cv_res = lgb.cv(train_set=lgb_train, init_model=bst, **cv_kwargs)
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    cv_bst_w_in_mem_init_model = cv_res["cvbooster"]
    assert cv_bst_w_in_mem_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_in_mem_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # init_model from a text file
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    cv_res = lgb.cv(train_set=lgb_train, init_model=model_path_txt, **cv_kwargs)
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    cv_bst_w_file_init_model = cv_res["cvbooster"]
    assert cv_bst_w_file_init_model.current_iteration() == [num_train_rounds + num_cv_rounds] * 3
    for booster in cv_bst_w_file_init_model.boosters:
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        np.testing.assert_allclose(preds_raw, booster.predict(X, raw_score=True, num_iteration=num_train_rounds))
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    # predictions should be identical
    for i in range(3):
        np.testing.assert_allclose(
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            cv_bst_w_in_mem_init_model.boosters[i].predict(X), cv_bst_w_file_init_model.boosters[i].predict(X)
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        )


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def test_cvbooster():
    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)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
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    nfold = 3
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    lgb_train = lgb.Dataset(X_train, y_train)
    # with early stopping
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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=25,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    assert "cvbooster" in cv_res
    cvb = cv_res["cvbooster"]
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    assert isinstance(cvb, lgb.CVBooster)
    assert isinstance(cvb.boosters, list)
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    assert len(cvb.boosters) == nfold
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    assert all(isinstance(bst, lgb.Booster) for bst in cvb.boosters)
    assert cvb.best_iteration > 0
    # predict by each fold booster
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    preds = cvb.predict(X_test)
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    assert isinstance(preds, list)
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    assert len(preds) == nfold
    # check that each booster predicted using the best iteration
    for fold_preds, bst in zip(preds, cvb.boosters):
        assert bst.best_iteration == cvb.best_iteration
        expected = bst.predict(X_test, num_iteration=cvb.best_iteration)
        np.testing.assert_allclose(fold_preds, expected)
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    # fold averaging
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.13
    # without early stopping
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    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, return_cvbooster=True)
    cvb = cv_res["cvbooster"]
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    assert cvb.best_iteration == -1
    preds = cvb.predict(X_test)
    avg_pred = np.mean(preds, axis=0)
    ret = log_loss(y_test, avg_pred)
    assert ret < 0.15


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def test_cvbooster_save_load(tmp_path):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

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    model_path_txt = str(tmp_path / "lgb.model")
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    cvbooster.save_model(model_path_txt)
    model_string = cvbooster.model_to_string()
    del cvbooster

    cvbooster_from_txt_file = lgb.CVBooster(model_file=model_path_txt)
    cvbooster_from_string = lgb.CVBooster().model_from_string(model_string)
    for cvbooster_loaded in [cvbooster_from_txt_file, cvbooster_from_string]:
        assert best_iteration == cvbooster_loaded.best_iteration
        np.testing.assert_array_equal(preds, cvbooster_loaded.predict(X_test))


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@pytest.mark.parametrize("serializer", SERIALIZERS)
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def test_cvbooster_picklable(serializer):
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    nfold = 3
    lgb_train = lgb.Dataset(X_train, y_train)

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    cv_res = lgb.cv(
        params,
        lgb_train,
        num_boost_round=10,
        nfold=nfold,
        callbacks=[lgb.early_stopping(stopping_rounds=5)],
        return_cvbooster=True,
    )
    cvbooster = cv_res["cvbooster"]
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    preds = cvbooster.predict(X_test)
    best_iteration = cvbooster.best_iteration

    cvbooster_from_disk = pickle_and_unpickle_object(obj=cvbooster, serializer=serializer)
    del cvbooster

    assert best_iteration == cvbooster_from_disk.best_iteration

    preds_from_disk = cvbooster_from_disk.predict(X_test)
    np.testing.assert_array_equal(preds, preds_from_disk)


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def test_feature_name():
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    X_train, y_train = make_synthetic_regression()
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    params = {"verbose": -1}
    feature_names = [f"f_{i}" for i in range(X_train.shape[-1])]
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    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()
    # test feature_names with whitespaces
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    feature_names_with_space = [f"f {i}" for i in range(X_train.shape[-1])]
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    lgb_train.set_feature_name(feature_names_with_space)
    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()


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def test_feature_name_with_non_ascii(rng, tmp_path):
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    X_train = rng.normal(size=(100, 4))
    y_train = rng.normal(size=(100,))
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    # This has non-ascii strings.
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    feature_names = ["F_零", "F_一", "F_二", "F_三"]
    params = {"verbose": -1}
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    lgb_train = lgb.Dataset(X_train, y_train, feature_name=feature_names)
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    gbm = lgb.train(params, lgb_train, num_boost_round=5)
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    assert feature_names == gbm.feature_name()
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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
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    gbm2 = lgb.Booster(model_file=model_path_txt)
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    assert feature_names == gbm2.feature_name()


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def test_parameters_are_loaded_from_model_file(tmp_path, capsys, rng):
    X = np.hstack(
        [
            rng.uniform(size=(100, 1)),
            rng.integers(low=0, high=5, size=(100, 2)),
        ]
    )
    y = rng.uniform(size=(100,))
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    ds = lgb.Dataset(X, y)
    params = {
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        "bagging_fraction": 0.8,
        "bagging_freq": 2,
        "boosting": "rf",
        "feature_contri": [0.5, 0.5, 0.5],
        "feature_fraction": 0.7,
        "boost_from_average": False,
        "interaction_constraints": [[0, 1], [0]],
        "metric": ["l2", "rmse"],
        "num_leaves": 5,
        "num_threads": 1,
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        "verbosity": 0,
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    }
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    model_file = tmp_path / "model.txt"
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    orig_bst = lgb.train(params, ds, num_boost_round=1, categorical_feature=[1, 2])
    orig_bst.save_model(model_file)
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    with model_file.open("rt") as f:
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        model_contents = f.readlines()
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    params_start = model_contents.index("parameters:\n")
    model_contents.insert(params_start + 1, "[max_conflict_rate: 0]\n")
    with model_file.open("wt") as f:
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        f.writelines(model_contents)
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    bst = lgb.Booster(model_file=model_file)
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    expected_msg = "[LightGBM] [Warning] Ignoring unrecognized parameter 'max_conflict_rate' found in model string."
    stdout = capsys.readouterr().out
    assert expected_msg in stdout
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    set_params = {k: bst.params[k] for k in params.keys()}
    assert set_params == params
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    assert bst.params["categorical_feature"] == [1, 2]
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    # check that passing parameters to the constructor raises warning and ignores them
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    with pytest.warns(UserWarning, match="Ignoring params argument"):
        bst2 = lgb.Booster(params={"num_leaves": 7}, model_file=model_file)
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    assert bst.params == bst2.params

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    # check inference isn't affected by unknown parameter
    orig_preds = orig_bst.predict(X)
    preds = bst.predict(X)
    np.testing.assert_allclose(preds, orig_preds)

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def test_save_load_copy_pickle(tmp_path):
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    def train_and_predict(init_model=None, return_model=False):
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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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        params = {"objective": "regression", "metric": "l2", "verbose": -1}
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        lgb_train = lgb.Dataset(X_train, y_train)
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        gbm_template = lgb.train(params, lgb_train, num_boost_round=10, init_model=init_model)
        return gbm_template if return_model else mean_squared_error(y_test, gbm_template.predict(X_test))

    gbm = train_and_predict(return_model=True)
    ret_origin = train_and_predict(init_model=gbm)
    other_ret = []
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    model_path_txt = str(tmp_path / "lgb.model")
    gbm.save_model(model_path_txt)
    with open(model_path_txt) as f:  # check all params are logged into model file correctly
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        assert f.read().find("[num_iterations: 10]") != -1
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    other_ret.append(train_and_predict(init_model=model_path_txt))
    gbm_load = lgb.Booster(model_file=model_path_txt)
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    other_ret.append(train_and_predict(init_model=gbm_load))
    other_ret.append(train_and_predict(init_model=copy.copy(gbm)))
    other_ret.append(train_and_predict(init_model=copy.deepcopy(gbm)))
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    model_path_pkl = str(tmp_path / "lgb.pkl")
    with open(model_path_pkl, "wb") as f:
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        pickle.dump(gbm, f)
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    with open(model_path_pkl, "rb") as f:
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        gbm_pickle = pickle.load(f)
    other_ret.append(train_and_predict(init_model=gbm_pickle))
    gbm_pickles = pickle.loads(pickle.dumps(gbm))
    other_ret.append(train_and_predict(init_model=gbm_pickles))
    for ret in other_ret:
        assert ret_origin == pytest.approx(ret)


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def test_all_expected_params_are_written_out_to_model_text(tmp_path):
    X, y = make_synthetic_regression()
    params = {
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        "objective": "mape",
        "metric": ["l2", "mae"],
        "seed": 708,
        "data_sample_strategy": "bagging",
        "sub_row": 0.8234,
        "verbose": -1,
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    }
    dtrain = lgb.Dataset(data=X, label=y)
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    gbm = lgb.train(params=params, train_set=dtrain, num_boost_round=3)
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    model_txt_from_memory = gbm.model_to_string()
    model_file = tmp_path / "out.model"
    gbm.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    assert model_txt_from_memory == model_txt_from_file

    # entries whose values should reflect params passed to lgb.train()
    non_default_param_entries = [
        "[objective: mape]",
        # 'l1' was passed in with alias 'mae'
        "[metric: l2,l1]",
        "[data_sample_strategy: bagging]",
        "[seed: 708]",
        # NOTE: this was passed in with alias 'sub_row'
        "[bagging_fraction: 0.8234]",
        "[num_iterations: 3]",
    ]

    # entries with default values of params
    default_param_entries = [
        "[boosting: gbdt]",
        "[tree_learner: serial]",
        "[data: ]",
        "[valid: ]",
        "[learning_rate: 0.1]",
        "[num_leaves: 31]",
        "[num_threads: 0]",
        "[deterministic: 0]",
        "[histogram_pool_size: -1]",
        "[max_depth: -1]",
        "[min_data_in_leaf: 20]",
        "[min_sum_hessian_in_leaf: 0.001]",
        "[pos_bagging_fraction: 1]",
        "[neg_bagging_fraction: 1]",
        "[bagging_freq: 0]",
        "[bagging_seed: 15415]",
        "[feature_fraction: 1]",
        "[feature_fraction_bynode: 1]",
        "[feature_fraction_seed: 32671]",
        "[extra_trees: 0]",
        "[extra_seed: 6642]",
        "[early_stopping_round: 0]",
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        "[early_stopping_min_delta: 0]",
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        "[first_metric_only: 0]",
        "[max_delta_step: 0]",
        "[lambda_l1: 0]",
        "[lambda_l2: 0]",
        "[linear_lambda: 0]",
        "[min_gain_to_split: 0]",
        "[drop_rate: 0.1]",
        "[max_drop: 50]",
        "[skip_drop: 0.5]",
        "[xgboost_dart_mode: 0]",
        "[uniform_drop: 0]",
        "[drop_seed: 20623]",
        "[top_rate: 0.2]",
        "[other_rate: 0.1]",
        "[min_data_per_group: 100]",
        "[max_cat_threshold: 32]",
        "[cat_l2: 10]",
        "[cat_smooth: 10]",
        "[max_cat_to_onehot: 4]",
        "[top_k: 20]",
        "[monotone_constraints: ]",
        "[monotone_constraints_method: basic]",
        "[monotone_penalty: 0]",
        "[feature_contri: ]",
        "[forcedsplits_filename: ]",
        "[refit_decay_rate: 0.9]",
        "[cegb_tradeoff: 1]",
        "[cegb_penalty_split: 0]",
        "[cegb_penalty_feature_lazy: ]",
        "[cegb_penalty_feature_coupled: ]",
        "[path_smooth: 0]",
        "[interaction_constraints: ]",
        "[verbosity: -1]",
        "[saved_feature_importance_type: 0]",
        "[use_quantized_grad: 0]",
        "[num_grad_quant_bins: 4]",
        "[quant_train_renew_leaf: 0]",
        "[stochastic_rounding: 1]",
        "[linear_tree: 0]",
        "[max_bin: 255]",
        "[max_bin_by_feature: ]",
        "[min_data_in_bin: 3]",
        "[bin_construct_sample_cnt: 200000]",
        "[data_random_seed: 2350]",
        "[is_enable_sparse: 1]",
        "[enable_bundle: 1]",
        "[use_missing: 1]",
        "[zero_as_missing: 0]",
        "[feature_pre_filter: 1]",
        "[pre_partition: 0]",
        "[two_round: 0]",
        "[header: 0]",
        "[label_column: ]",
        "[weight_column: ]",
        "[group_column: ]",
        "[ignore_column: ]",
        "[categorical_feature: ]",
        "[forcedbins_filename: ]",
        "[precise_float_parser: 0]",
        "[parser_config_file: ]",
        "[objective_seed: 4309]",
        "[num_class: 1]",
        "[is_unbalance: 0]",
        "[scale_pos_weight: 1]",
        "[sigmoid: 1]",
        "[boost_from_average: 1]",
        "[reg_sqrt: 0]",
        "[alpha: 0.9]",
        "[fair_c: 1]",
        "[poisson_max_delta_step: 0.7]",
        "[tweedie_variance_power: 1.5]",
        "[lambdarank_truncation_level: 30]",
        "[lambdarank_norm: 1]",
        "[label_gain: ]",
        "[lambdarank_position_bias_regularization: 0]",
        "[eval_at: ]",
        "[multi_error_top_k: 1]",
        "[auc_mu_weights: ]",
        "[num_machines: 1]",
        "[local_listen_port: 12400]",
        "[time_out: 120]",
        "[machine_list_filename: ]",
        "[machines: ]",
        "[gpu_platform_id: -1]",
        "[gpu_device_id: -1]",
        "[num_gpu: 1]",
    ]
    all_param_entries = non_default_param_entries + default_param_entries

    # add device-specific entries
    #
    # passed-in force_col_wise / force_row_wise parameters are ignored on CUDA and GPU builds...
    # https://github.com/microsoft/LightGBM/blob/1d7ee63686272bceffd522284127573b511df6be/src/io/config.cpp#L375-L377
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    if getenv("TASK", "") == "cuda":
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 1]", "[device_type: cuda]", "[gpu_use_dp: 1]"]
    elif getenv("TASK", "") == "gpu":
        device_entries = ["[force_col_wise: 1]", "[force_row_wise: 0]", "[device_type: gpu]", "[gpu_use_dp: 0]"]
1690
    else:
1691
        device_entries = ["[force_col_wise: 0]", "[force_row_wise: 0]", "[device_type: cpu]", "[gpu_use_dp: 0]"]
1692
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    all_param_entries += device_entries

    # check that model text has all expected param entries
    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory

    # since Booster.model_to_string() is used when pickling, check that parameters all
    # roundtrip pickling successfully too
    gbm_pkl = pickle_and_unpickle_object(gbm, serializer="joblib")
    model_txt_from_memory = gbm_pkl.model_to_string()
    model_file = tmp_path / "out-pkl.model"
    gbm_pkl.save_model(filename=model_file)
    with open(model_file, "r") as f:
        model_txt_from_file = f.read()

    for param_str in all_param_entries:
        assert param_str in model_txt_from_file
        assert param_str in model_txt_from_memory


1714
1715
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
1716
def test_pandas_categorical(rng_fixed_seed, tmp_path):
1717
    pd = pytest.importorskip("pandas")
1718
1719
    X = pd.DataFrame(
        {
1720
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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),
1725
1726
        }
    )  # str and ordered categorical
1727
    y = rng_fixed_seed.permutation([0, 1] * 150)
1728
1729
    X_test = pd.DataFrame(
        {
1730
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1734
            "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),
1735
1736
        }
    )
1737
1738
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
1739
1740
    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
1741
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
1742
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
1743
1744
1745
    lgb_train = lgb.Dataset(X, y)
    gbm0 = lgb.train(params, lgb_train, num_boost_round=10)
    pred0 = gbm0.predict(X_test)
1746
    assert lgb_train.categorical_feature == "auto"
1747
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1751
    lgb_train = lgb.Dataset(X, pd.DataFrame(y))  # also test that label can be one-column pd.DataFrame
    gbm1 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=[0])
    pred1 = gbm1.predict(X_test)
    assert lgb_train.categorical_feature == [0]
    lgb_train = lgb.Dataset(X, pd.Series(y))  # also test that label can be pd.Series
1752
    gbm2 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A"])
1753
    pred2 = gbm2.predict(X_test)
1754
    assert lgb_train.categorical_feature == ["A"]
1755
    lgb_train = lgb.Dataset(X, y)
1756
    gbm3 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A", "B", "C", "D"])
1757
    pred3 = gbm3.predict(X_test)
1758
    assert lgb_train.categorical_feature == ["A", "B", "C", "D"]
1759
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1761
    categorical_model_path = tmp_path / "categorical.model"
    gbm3.save_model(categorical_model_path)
    gbm4 = lgb.Booster(model_file=categorical_model_path)
1762
1763
    pred4 = gbm4.predict(X_test)
    model_str = gbm4.model_to_string()
1764
    gbm4.model_from_string(model_str)
1765
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1768
    pred5 = gbm4.predict(X_test)
    gbm5 = lgb.Booster(model_str=model_str)
    pred6 = gbm5.predict(X_test)
    lgb_train = lgb.Dataset(X, y)
1769
    gbm6 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=["A", "B", "C", "D", "E"])
1770
    pred7 = gbm6.predict(X_test)
1771
    assert lgb_train.categorical_feature == ["A", "B", "C", "D", "E"]
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    lgb_train = lgb.Dataset(X, y)
    gbm7 = lgb.train(params, lgb_train, num_boost_round=10, categorical_feature=[])
    pred8 = gbm7.predict(X_test)
    assert lgb_train.categorical_feature == []
    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(pred0, pred4)
    np.testing.assert_allclose(pred0, pred5)
    np.testing.assert_allclose(pred0, pred6)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred7)  # ordered cat features aren't treated as cat features by default
    with pytest.raises(AssertionError):
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        np.testing.assert_allclose(pred0, pred8)
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    assert gbm0.pandas_categorical == cat_values
    assert gbm1.pandas_categorical == cat_values
    assert gbm2.pandas_categorical == cat_values
    assert gbm3.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.pandas_categorical == cat_values
    assert gbm6.pandas_categorical == cat_values
    assert gbm7.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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    params = {"objective": "binary", "verbose": -1}
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    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=10)
    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)


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def test_reference_chain(rng):
    X = rng.normal(size=(100, 2))
    y = rng.normal(size=(100,))
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    tmp_dat = lgb.Dataset(X, y)
    # take subsets and train
    tmp_dat_train = tmp_dat.subset(np.arange(80))
    tmp_dat_val = tmp_dat.subset(np.arange(80, 100)).subset(np.arange(18))
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    params = {"objective": "regression_l2", "metric": "rmse"}
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    evals_result = {}
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    lgb.train(
        params,
        tmp_dat_train,
        num_boost_round=20,
        valid_sets=[tmp_dat_train, tmp_dat_val],
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        callbacks=[lgb.record_evaluation(evals_result)],
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    )
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    assert len(evals_result["training"]["rmse"]) == 20
    assert len(evals_result["valid_1"]["rmse"]) == 20
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def test_contribs():
    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)
    params = {
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        "objective": "binary",
        "metric": "binary_logloss",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)

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    assert (
        np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(gbm.predict(X_test, pred_contrib=True), axis=1))
        < 1e-4
    )
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def test_contribs_sparse():
    n_features = 20
    n_samples = 100
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=2
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "binary",
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isspmatrix_csr(contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr.toarray(), contribs_dense)
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    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense, axis=1)) < 1e-4
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    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isspmatrix_csc(contribs_csc)
    # validate the values are the same
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    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc.toarray(), contribs_dense)
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def test_contribs_sparse_multiclass():
    n_features = 20
    n_samples = 100
    n_labels = 4
    # generate CSR sparse dataset
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    X, y = make_multilabel_classification(
        n_samples=n_samples, sparse=True, n_features=n_features, n_classes=1, n_labels=n_labels
    )
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    y = y.flatten()
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    params = {
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        "objective": "multiclass",
        "num_class": n_labels,
        "verbose": -1,
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    }
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    contribs_csr = gbm.predict(X_test, pred_contrib=True)
    assert isinstance(contribs_csr, list)
    for perclass_contribs_csr in contribs_csr:
        assert isspmatrix_csr(perclass_contribs_csr)
    # convert data to dense and get back same contribs
    contribs_dense = gbm.predict(X_test.toarray(), pred_contrib=True)
    # validate the values are the same
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    contribs_csr_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csr]), 0, 1)
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    contribs_csr_arr_re = contribs_csr_array.reshape(
        (contribs_csr_array.shape[0], contribs_csr_array.shape[1] * contribs_csr_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csr_arr_re, contribs_dense)
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    contribs_dense_re = contribs_dense.reshape(contribs_csr_array.shape)
    assert np.linalg.norm(gbm.predict(X_test, raw_score=True) - np.sum(contribs_dense_re, axis=2)) < 1e-4
    # validate using CSC matrix
    X_test_csc = X_test.tocsc()
    contribs_csc = gbm.predict(X_test_csc, pred_contrib=True)
    assert isinstance(contribs_csc, list)
    for perclass_contribs_csc in contribs_csc:
        assert isspmatrix_csc(perclass_contribs_csc)
    # validate the values are the same
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    contribs_csc_array = np.swapaxes(np.array([sparse_array.toarray() for sparse_array in contribs_csc]), 0, 1)
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    contribs_csc_array = contribs_csc_array.reshape(
        (contribs_csc_array.shape[0], contribs_csc_array.shape[1] * contribs_csc_array.shape[2])
    )
    if platform.machine() == "aarch64":
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        np.testing.assert_allclose(contribs_csc_array, contribs_dense, rtol=1, atol=1e-12)
    else:
        np.testing.assert_allclose(contribs_csc_array, contribs_dense)
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# @pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
# def test_int32_max_sparse_contribs(rng):
#     params = {"objective": "binary"}
#     train_features = rng.uniform(size=(100, 1000))
#     train_targets = [0] * 50 + [1] * 50
#     lgb_train = lgb.Dataset(train_features, train_targets)
#     gbm = lgb.train(params, lgb_train, num_boost_round=2)
#     csr_input_shape = (3000000, 1000)
#     test_features = csr_matrix(csr_input_shape)
#     for i in range(0, csr_input_shape[0], csr_input_shape[0] // 6):
#         for j in range(0, 1000, 100):
#             test_features[i, j] = random.random()
#     y_pred_csr = gbm.predict(test_features, pred_contrib=True)
#     # Note there is an extra column added to the output for the expected value
#     csr_output_shape = (csr_input_shape[0], csr_input_shape[1] + 1)
#     assert y_pred_csr.shape == csr_output_shape
#     y_pred_csc = gbm.predict(test_features.tocsc(), pred_contrib=True)
#     # Note output CSC shape should be same as CSR output shape
#     assert y_pred_csc.shape == csr_output_shape


def test_sliced_data(rng):
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    def train_and_get_predictions(features, labels):
        dataset = lgb.Dataset(features, label=labels)
        lgb_params = {
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            "application": "binary",
            "verbose": -1,
            "min_data": 5,
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        }
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        gbm = lgb.train(
            params=lgb_params,
            train_set=dataset,
            num_boost_round=10,
        )
        return gbm.predict(features)

    num_samples = 100
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    features = rng.uniform(size=(num_samples, 5))
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    positive_samples = int(num_samples * 0.25)
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    labels = np.append(
        np.ones(positive_samples, dtype=np.float32), np.zeros(num_samples - positive_samples, dtype=np.float32)
    )
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    # test sliced labels
    origin_pred = train_and_get_predictions(features, labels)
    stacked_labels = np.column_stack((labels, np.ones(num_samples, dtype=np.float32)))
    sliced_labels = stacked_labels[:, 0]
    sliced_pred = train_and_get_predictions(features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # append some columns
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), features))
    stacked_features = np.column_stack((np.ones(num_samples, dtype=np.float32), stacked_features))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    stacked_features = np.column_stack((stacked_features, np.ones(num_samples, dtype=np.float32)))
    # append some rows
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((np.ones(9, dtype=np.float32).reshape((1, 9)), stacked_features), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    stacked_features = np.concatenate((stacked_features, np.ones(9, dtype=np.float32).reshape((1, 9))), axis=0)
    # test sliced 2d matrix
    sliced_features = stacked_features[2:102, 2:7]
    assert np.all(sliced_features == features)
    sliced_pred = train_and_get_predictions(sliced_features, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)
    # test sliced CSR
    stacked_csr = csr_matrix(stacked_features)
    sliced_csr = stacked_csr[2:102, 2:7]
    assert np.all(sliced_csr == features)
    sliced_pred = train_and_get_predictions(sliced_csr, sliced_labels)
    np.testing.assert_allclose(origin_pred, sliced_pred)


2024
def test_init_with_subset(tmp_path, rng):
2025
    data = rng.uniform(size=(50, 2))
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    y = [1] * 25 + [0] * 25
    lgb_train = lgb.Dataset(data, y, free_raw_data=False)
2028
    subset_index_1 = rng.choice(a=np.arange(50), size=30, replace=False)
2029
    subset_data_1 = lgb_train.subset(subset_index_1)
2030
    subset_index_2 = rng.choice(a=np.arange(50), size=20, replace=False)
2031
    subset_data_2 = lgb_train.subset(subset_index_2)
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    params = {"objective": "binary", "verbose": -1}
    init_gbm = lgb.train(params=params, train_set=subset_data_1, num_boost_round=10, keep_training_booster=True)
    lgb.train(params=params, train_set=subset_data_2, num_boost_round=10, init_model=init_gbm)
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    assert lgb_train.get_data().shape[0] == 50
    assert subset_data_1.get_data().shape[0] == 30
    assert subset_data_2.get_data().shape[0] == 20
2038
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    lgb_train_data = str(tmp_path / "lgb_train_data.bin")
    lgb_train.save_binary(lgb_train_data)
    lgb_train_from_file = lgb.Dataset(lgb_train_data, free_raw_data=False)
2041
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    subset_data_3 = lgb_train_from_file.subset(subset_index_1)
    subset_data_4 = lgb_train_from_file.subset(subset_index_2)
2043
    init_gbm_2 = lgb.train(params=params, train_set=subset_data_3, num_boost_round=10, keep_training_booster=True)
2044
    with np.testing.assert_raises_regex(lgb.basic.LightGBMError, "Unknown format of training data"):
2045
        lgb.train(params=params, train_set=subset_data_4, num_boost_round=10, init_model=init_gbm_2)
2046
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    assert lgb_train_from_file.get_data() == lgb_train_data
    assert subset_data_3.get_data() == lgb_train_data
    assert subset_data_4.get_data() == lgb_train_data
2049
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2053
def test_training_on_constructed_subset_without_params(rng):
    X = rng.uniform(size=(100, 10))
    y = rng.uniform(size=(100,))
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    lgb_data = lgb.Dataset(X, y)
    subset_indices = [1, 2, 3, 4]
    subset = lgb_data.subset(subset_indices).construct()
    bst = lgb.train({}, subset, num_boost_round=1)
    assert subset.get_params() == {}
    assert subset.num_data() == len(subset_indices)
    assert bst.current_iteration() == 1


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2064
def generate_trainset_for_monotone_constraints_tests(x3_to_category=True):
    number_of_dpoints = 3000
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    rng = np.random.default_rng()
    x1_positively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x2_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
    x3_negatively_correlated_with_y = rng.uniform(size=number_of_dpoints)
2069
    x = np.column_stack(
2070
2071
        (
            x1_positively_correlated_with_y,
2072
            x2_negatively_correlated_with_y,
2073
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2075
            categorize(x3_negatively_correlated_with_y) if x3_to_category else x3_negatively_correlated_with_y,
        )
    )
2076

2077
2078
    zs = rng.normal(loc=0.0, scale=0.01, size=number_of_dpoints)
    scales = 10.0 * (rng.uniform(size=6) + 0.5)
2079
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    y = (
        scales[0] * x1_positively_correlated_with_y
        + np.sin(scales[1] * np.pi * x1_positively_correlated_with_y)
        - scales[2] * x2_negatively_correlated_with_y
        - np.cos(scales[3] * np.pi * x2_negatively_correlated_with_y)
        - scales[4] * x3_negatively_correlated_with_y
        - np.cos(scales[5] * np.pi * x3_negatively_correlated_with_y)
        + zs
    )
2088
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2090
    categorical_features = []
    if x3_to_category:
        categorical_features = [2]
2091
    return lgb.Dataset(x, label=y, categorical_feature=categorical_features, free_raw_data=False)
2092
2093


2094
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2095
2096
@pytest.mark.parametrize("test_with_categorical_variable", [True, False])
def test_monotone_constraints(test_with_categorical_variable):
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2112
2113
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2116
    def is_increasing(y):
        return (np.diff(y) >= 0.0).all()

    def is_decreasing(y):
        return (np.diff(y) <= 0.0).all()

    def is_non_monotone(y):
        return (np.diff(y) < 0.0).any() and (np.diff(y) > 0.0).any()

    def is_correctly_constrained(learner, x3_to_category=True):
        iterations = 10
        n = 1000
        variable_x = np.linspace(0, 1, n).reshape((n, 1))
        fixed_xs_values = np.linspace(0, 1, n)
        for i in range(iterations):
            fixed_x = fixed_xs_values[i] * np.ones((n, 1))
            monotonically_increasing_x = np.column_stack((variable_x, fixed_x, fixed_x))
            monotonically_increasing_y = learner.predict(monotonically_increasing_x)
            monotonically_decreasing_x = np.column_stack((fixed_x, variable_x, fixed_x))
            monotonically_decreasing_y = learner.predict(monotonically_decreasing_x)
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            non_monotone_x = np.column_stack(
                (
                    fixed_x,
                    fixed_x,
                    categorize(variable_x) if x3_to_category else variable_x,
                )
            )
2124
            non_monotone_y = learner.predict(non_monotone_x)
2125
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2129
            if not (
                is_increasing(monotonically_increasing_y)
                and is_decreasing(monotonically_decreasing_y)
                and is_non_monotone(non_monotone_y)
            ):
2130
                return False
2131
        return True
2132

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2140
    def are_interactions_enforced(gbm, feature_sets):
        def parse_tree_features(gbm):
            # trees start at position 1.
            tree_str = gbm.model_to_string().split("Tree")[1:]
            feature_sets = []
            for tree in tree_str:
                # split_features are in 4th line.
                features = tree.splitlines()[3].split("=")[1].split(" ")
2141
                features = {f"Column_{f}" for f in features}
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                feature_sets.append(features)
            return np.array(feature_sets)

        def has_interaction(treef):
            n = 0
            for fs in feature_sets:
                if len(treef.intersection(fs)) > 0:
                    n += 1
            return n > 1

        tree_features = parse_tree_features(gbm)
2153
        has_interaction_flag = np.array([has_interaction(treef) for treef in tree_features])
2154
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2156

        return not has_interaction_flag.any()

2157
    trainset = generate_trainset_for_monotone_constraints_tests(test_with_categorical_variable)
2158
    for test_with_interaction_constraints in [True, False]:
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        error_msg = (
            "Model not correctly constrained "
            f"(test_with_interaction_constraints={test_with_interaction_constraints})"
        )
2163
        for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2164
            params = {
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                "min_data": 20,
                "num_leaves": 20,
                "monotone_constraints": [1, -1, 0],
2168
                "monotone_constraints_method": monotone_constraints_method,
2169
                "use_missing": False,
2170
            }
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            if test_with_interaction_constraints:
                params["interaction_constraints"] = [[0], [1], [2]]
2173
            constrained_model = lgb.train(params, trainset)
2174
            assert is_correctly_constrained(constrained_model, test_with_categorical_variable), error_msg
2175
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2177
            if test_with_interaction_constraints:
                feature_sets = [["Column_0"], ["Column_1"], "Column_2"]
                assert are_interactions_enforced(constrained_model, feature_sets)
2178
2179


2180
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2181
2182
2183
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2188
def test_monotone_penalty():
    def are_first_splits_non_monotone(tree, n, monotone_constraints):
        if n <= 0:
            return True
        if "leaf_value" in tree:
            return True
        if monotone_constraints[tree["split_feature"]] != 0:
            return False
2189
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2191
        return are_first_splits_non_monotone(
            tree["left_child"], n - 1, monotone_constraints
        ) and are_first_splits_non_monotone(tree["right_child"], n - 1, monotone_constraints)
2192
2193
2194
2195
2196
2197

    def are_there_monotone_splits(tree, monotone_constraints):
        if "leaf_value" in tree:
            return False
        if monotone_constraints[tree["split_feature"]] != 0:
            return True
2198
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2200
        return are_there_monotone_splits(tree["left_child"], monotone_constraints) or are_there_monotone_splits(
            tree["right_child"], monotone_constraints
        )
2201
2202
2203
2204
2205
2206

    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = 2.0
    trainset = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
2207
        params = {
2208
2209
2210
            "max_depth": max_depth,
            "monotone_constraints": monotone_constraints,
            "monotone_penalty": penalization_parameter,
2211
            "monotone_constraints_method": monotone_constraints_method,
2212
        }
2213
2214
2215
        constrained_model = lgb.train(params, trainset, 10)
        dumped_model = constrained_model.dump_model()["tree_info"]
        for tree in dumped_model:
2216
2217
2218
            assert are_first_splits_non_monotone(
                tree["tree_structure"], int(penalization_parameter), monotone_constraints
            )
2219
2220
2221
2222
            assert are_there_monotone_splits(tree["tree_structure"], monotone_constraints)


# test if a penalty as high as the depth indeed prohibits all monotone splits
2223
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Monotone constraints are not yet supported by CUDA version")
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
def test_monotone_penalty_max():
    max_depth = 5
    monotone_constraints = [1, -1, 0]
    penalization_parameter = max_depth
    trainset_constrained_model = generate_trainset_for_monotone_constraints_tests(x3_to_category=False)
    x = trainset_constrained_model.data
    y = trainset_constrained_model.label
    x3_negatively_correlated_with_y = x[:, 2]
    trainset_unconstrained_model = lgb.Dataset(x3_negatively_correlated_with_y.reshape(-1, 1), label=y)
    params_constrained_model = {
2234
2235
        "monotone_constraints": monotone_constraints,
        "monotone_penalty": penalization_parameter,
2236
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2238
2239
2240
2241
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2244
        "max_depth": max_depth,
        "gpu_use_dp": True,
    }
    params_unconstrained_model = {
        "max_depth": max_depth,
        "gpu_use_dp": True,
    }

    unconstrained_model = lgb.train(params_unconstrained_model, trainset_unconstrained_model, 10)
2245
    unconstrained_model_predictions = unconstrained_model.predict(x3_negatively_correlated_with_y.reshape(-1, 1))
2246
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2249
2250
2251
2252
2253
2254
2255
2256
2257
2258
2259
2260
2261
2262

    for monotone_constraints_method in ["basic", "intermediate", "advanced"]:
        params_constrained_model["monotone_constraints_method"] = monotone_constraints_method
        # The penalization is so high that the first 2 features should not be used here
        constrained_model = lgb.train(params_constrained_model, trainset_constrained_model, 10)

        # Check that a very high penalization is the same as not using the features at all
        np.testing.assert_array_equal(constrained_model.predict(x), unconstrained_model_predictions)


def test_max_bin_by_feature():
    col1 = np.arange(0, 100)[:, np.newaxis]
    col2 = np.zeros((100, 1))
    col2[20:] = 1
    X = np.concatenate([col1, col2], axis=1)
    y = np.arange(0, 100)
    params = {
2263
2264
2265
2266
2267
2268
2269
        "objective": "regression_l2",
        "verbose": -1,
        "num_leaves": 100,
        "min_data_in_leaf": 1,
        "min_sum_hessian_in_leaf": 0,
        "min_data_in_bin": 1,
        "max_bin_by_feature": [100, 2],
2270
2271
2272
2273
    }
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 100
2274
    params["max_bin_by_feature"] = [2, 100]
2275
2276
2277
2278
2279
    lgb_data = lgb.Dataset(X, label=y)
    est = lgb.train(params, lgb_data, num_boost_round=1)
    assert len(np.unique(est.predict(X))) == 3


2280
2281
def test_small_max_bin(rng_fixed_seed):
    y = rng_fixed_seed.choice([0, 1], 100)
2282
    x = np.ones((100, 1))
2283
2284
    x[:30, 0] = -1
    x[60:, 0] = 2
2285
    params = {"objective": "binary", "seed": 0, "min_data_in_leaf": 1, "verbose": -1, "max_bin": 2}
2286
2287
2288
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)
    x[0, 0] = np.nan
2289
    params["max_bin"] = 3
2290
2291
2292
2293
2294
2295
2296
    lgb_x = lgb.Dataset(x, label=y)
    lgb.train(params, lgb_x, num_boost_round=5)


def test_refit():
    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)
2297
    params = {"objective": "binary", "metric": "binary_logloss", "verbose": -1, "min_data": 10}
2298
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2300
2301
2302
2303
2304
2305
    lgb_train = lgb.Dataset(X_train, y_train)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    err_pred = log_loss(y_test, gbm.predict(X_test))
    new_gbm = gbm.refit(X_test, y_test)
    new_err_pred = log_loss(y_test, new_gbm.predict(X_test))
    assert err_pred > new_err_pred


2306
def test_refit_dataset_params(rng):
2307
2308
2309
    # check refit accepts dataset_params
    X, y = load_breast_cancer(return_X_y=True)
    lgb_train = lgb.Dataset(X, y, init_score=np.zeros(y.size))
2310
    train_params = {"objective": "binary", "verbose": -1, "seed": 123}
2311
2312
    gbm = lgb.train(train_params, lgb_train, num_boost_round=10)
    non_weight_err_pred = log_loss(y, gbm.predict(X))
2313
    refit_weight = rng.uniform(size=(y.shape[0],))
2314
    dataset_params = {
2315
2316
2317
        "max_bin": 260,
        "min_data_in_bin": 5,
        "data_random_seed": 123,
2318
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
2330
2331
2332
2333
2334
2335
    }
    new_gbm = gbm.refit(
        data=X,
        label=y,
        weight=refit_weight,
        dataset_params=dataset_params,
        decay_rate=0.0,
    )
    weight_err_pred = log_loss(y, new_gbm.predict(X))
    train_set_params = new_gbm.train_set.get_params()
    stored_weights = new_gbm.train_set.get_weight()
    assert weight_err_pred != non_weight_err_pred
    assert train_set_params["max_bin"] == 260
    assert train_set_params["min_data_in_bin"] == 5
    assert train_set_params["data_random_seed"] == 123
    np.testing.assert_allclose(stored_weights, refit_weight)


2336
@pytest.mark.parametrize("boosting_type", ["rf", "dart"])
2337
2338
2339
def test_mape_for_specific_boosting_types(boosting_type):
    X, y = make_synthetic_regression()
    y = abs(y)
2340
    params = {
2341
2342
2343
2344
2345
2346
2347
        "boosting_type": boosting_type,
        "objective": "mape",
        "verbose": -1,
        "bagging_freq": 1,
        "bagging_fraction": 0.8,
        "feature_fraction": 0.8,
        "boost_from_average": True,
2348
2349
2350
2351
2352
    }
    lgb_train = lgb.Dataset(X, y)
    gbm = lgb.train(params, lgb_train, num_boost_round=20)
    pred = gbm.predict(X)
    pred_mean = pred.mean()
2353
2354
2355
    # the following checks that dart and rf with mape can predict outside the 0-1 range
    # https://github.com/microsoft/LightGBM/issues/1579
    assert pred_mean > 8
2356
2357
2358
2359
2360
2361


def check_constant_features(y_true, expected_pred, more_params):
    X_train = np.ones((len(y_true), 1))
    y_train = np.array(y_true)
    params = {
2362
2363
2364
2365
2366
2367
2368
2369
        "objective": "regression",
        "num_class": 1,
        "verbose": -1,
        "min_data": 1,
        "num_leaves": 2,
        "learning_rate": 1,
        "min_data_in_bin": 1,
        "boost_from_average": True,
2370
2371
2372
2373
2374
2375
2376
2377
2378
    }
    params.update(more_params)
    lgb_train = lgb.Dataset(X_train, y_train, params=params)
    gbm = lgb.train(params, lgb_train, num_boost_round=2)
    pred = gbm.predict(X_train)
    assert np.allclose(pred, expected_pred)


def test_constant_features_regression():
2379
    params = {"objective": "regression"}
2380
2381
2382
2383
2384
2385
    check_constant_features([0.0, 10.0, 0.0, 10.0], 5.0, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 1.5, params)
    check_constant_features([-1.0, 1.0, -2.0, 2.0], 0.0, params)


def test_constant_features_binary():
2386
    params = {"objective": "binary"}
2387
2388
2389
2390
2391
    check_constant_features([0.0, 10.0, 0.0, 10.0], 0.5, params)
    check_constant_features([0.0, 1.0, 2.0, 3.0], 0.75, params)


def test_constant_features_multiclass():
2392
    params = {"objective": "multiclass", "num_class": 3}
2393
2394
2395
2396
2397
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_constant_features_multiclassova():
2398
    params = {"objective": "multiclassova", "num_class": 3}
2399
2400
2401
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
    check_constant_features([0.0, 1.0, 2.0, 0.0], [0.5, 0.25, 0.25], params)
    check_constant_features([0.0, 1.0, 2.0, 1.0], [0.25, 0.5, 0.25], params)


def test_fpreproc():
    def preprocess_data(dtrain, dtest, params):
        train_data = dtrain.construct().get_data()
        test_data = dtest.construct().get_data()
        train_data[:, 0] += 1
        test_data[:, 0] += 1
        dtrain.label[-5:] = 3
        dtest.label[-5:] = 3
        dtrain = lgb.Dataset(train_data, dtrain.label)
        dtest = lgb.Dataset(test_data, dtest.label, reference=dtrain)
2413
        params["num_class"] = 4
2414
2415
2416
2417
        return dtrain, dtest, params

    X, y = load_iris(return_X_y=True)
    dataset = lgb.Dataset(X, y, free_raw_data=False)
2418
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1}
2419
    results = lgb.cv(params, dataset, num_boost_round=10, fpreproc=preprocess_data)
2420
2421
    assert "valid multi_logloss-mean" in results
    assert len(results["valid multi_logloss-mean"]) == 10
2422
2423
2424
2425
2426


def test_metrics():
    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)
2427
2428
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid = lgb.Dataset(X_test, y_test, reference=lgb_train)
2429
2430

    evals_result = {}
2431
2432
2433
2434
2435
2436
2437
2438
2439
2440
2441
2442
2443
2444
2445
2446
2447
2448
2449
2450
2451
    params_dummy_obj_verbose = {"verbose": -1, "objective": dummy_obj}
    params_obj_verbose = {"objective": "binary", "verbose": -1}
    params_obj_metric_log_verbose = {"objective": "binary", "metric": "binary_logloss", "verbose": -1}
    params_obj_metric_err_verbose = {"objective": "binary", "metric": "binary_error", "verbose": -1}
    params_obj_metric_inv_verbose = {"objective": "binary", "metric": "invalid_metric", "verbose": -1}
    params_obj_metric_quant_verbose = {"objective": "regression", "metric": "quantile", "verbose": 2}
    params_obj_metric_multi_verbose = {
        "objective": "binary",
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_obj_metric_none_verbose = {"objective": "binary", "metric": "None", "verbose": -1}
    params_dummy_obj_metric_log_verbose = {"objective": dummy_obj, "metric": "binary_logloss", "verbose": -1}
    params_dummy_obj_metric_err_verbose = {"objective": dummy_obj, "metric": "binary_error", "verbose": -1}
    params_dummy_obj_metric_inv_verbose = {"objective": dummy_obj, "metric_types": "invalid_metric", "verbose": -1}
    params_dummy_obj_metric_multi_verbose = {
        "objective": dummy_obj,
        "metric": ["binary_logloss", "binary_error"],
        "verbose": -1,
    }
    params_dummy_obj_metric_none_verbose = {"objective": dummy_obj, "metric": "None", "verbose": -1}
2452
2453

    def get_cv_result(params=params_obj_verbose, **kwargs):
2454
        return lgb.cv(params, lgb_train, num_boost_round=2, **kwargs)
2455
2456

    def train_booster(params=params_obj_verbose, **kwargs):
2457
2458
2459
2460
2461
2462
        lgb.train(
            params,
            lgb_train,
            num_boost_round=2,
            valid_sets=[lgb_valid],
            callbacks=[lgb.record_evaluation(evals_result)],
2463
            **kwargs,
2464
        )
2465

2466
    # no custom objective, no feval
2467
2468
2469
    # default metric
    res = get_cv_result()
    assert len(res) == 2
2470
    assert "valid binary_logloss-mean" in res
2471
2472
2473
2474

    # non-default metric in params
    res = get_cv_result(params=params_obj_metric_err_verbose)
    assert len(res) == 2
2475
    assert "valid binary_error-mean" in res
2476
2477

    # default metric in args
2478
    res = get_cv_result(metrics="binary_logloss")
2479
    assert len(res) == 2
2480
    assert "valid binary_logloss-mean" in res
2481
2482

    # non-default metric in args
2483
    res = get_cv_result(metrics="binary_error")
2484
    assert len(res) == 2
2485
    assert "valid binary_error-mean" in res
2486
2487

    # metric in args overwrites one in params
2488
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error")
2489
    assert len(res) == 2
2490
    assert "valid binary_error-mean" in res
2491

2492
2493
2494
    # metric in args overwrites one in params
    res = get_cv_result(params=params_obj_metric_quant_verbose)
    assert len(res) == 2
2495
    assert "valid quantile-mean" in res
2496

2497
2498
2499
    # multiple metrics in params
    res = get_cv_result(params=params_obj_metric_multi_verbose)
    assert len(res) == 4
2500
2501
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2502
2503

    # multiple metrics in args
2504
    res = get_cv_result(metrics=["binary_logloss", "binary_error"])
2505
    assert len(res) == 4
2506
2507
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2508
2509

    # remove default metric by 'None' in list
2510
    res = get_cv_result(metrics=["None"])
2511
2512
2513
    assert len(res) == 0

    # remove default metric by 'None' aliases
2514
    for na_alias in ("None", "na", "null", "custom"):
2515
2516
2517
        res = get_cv_result(metrics=na_alias)
        assert len(res) == 0

2518
    # custom objective, no feval
2519
    # no default metric
2520
    res = get_cv_result(params=params_dummy_obj_verbose)
2521
2522
2523
    assert len(res) == 0

    # metric in params
2524
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose)
2525
    assert len(res) == 2
2526
    assert "valid binary_error-mean" in res
2527
2528

    # metric in args
2529
    res = get_cv_result(params=params_dummy_obj_verbose, metrics="binary_error")
2530
    assert len(res) == 2
2531
    assert "valid binary_error-mean" in res
2532
2533

    # metric in args overwrites its' alias in params
2534
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, metrics="binary_error")
2535
    assert len(res) == 2
2536
    assert "valid binary_error-mean" in res
2537
2538

    # multiple metrics in params
2539
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose)
2540
    assert len(res) == 4
2541
2542
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2543
2544

    # multiple metrics in args
2545
    res = get_cv_result(params=params_dummy_obj_verbose, metrics=["binary_logloss", "binary_error"])
2546
    assert len(res) == 4
2547
2548
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
2549

2550
    # no custom objective, feval
2551
2552
2553
    # default metric with custom one
    res = get_cv_result(feval=constant_metric)
    assert len(res) == 4
2554
2555
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2556
2557
2558
2559

    # non-default metric in params with custom one
    res = get_cv_result(params=params_obj_metric_err_verbose, feval=constant_metric)
    assert len(res) == 4
2560
2561
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2562
2563

    # default metric in args with custom one
2564
    res = get_cv_result(metrics="binary_logloss", feval=constant_metric)
2565
    assert len(res) == 4
2566
2567
    assert "valid binary_logloss-mean" in res
    assert "valid error-mean" in res
2568
2569

    # non-default metric in args with custom one
2570
    res = get_cv_result(metrics="binary_error", feval=constant_metric)
2571
    assert len(res) == 4
2572
2573
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2574
2575

    # metric in args overwrites one in params, custom one is evaluated too
2576
    res = get_cv_result(params=params_obj_metric_inv_verbose, metrics="binary_error", feval=constant_metric)
2577
    assert len(res) == 4
2578
2579
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2580
2581
2582
2583

    # multiple metrics in params with custom one
    res = get_cv_result(params=params_obj_metric_multi_verbose, feval=constant_metric)
    assert len(res) == 6
2584
2585
2586
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2587
2588

    # multiple metrics in args with custom one
2589
    res = get_cv_result(metrics=["binary_logloss", "binary_error"], feval=constant_metric)
2590
    assert len(res) == 6
2591
2592
2593
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2594
2595

    # custom metric is evaluated despite 'None' is passed
2596
    res = get_cv_result(metrics=["None"], feval=constant_metric)
2597
    assert len(res) == 2
2598
    assert "valid error-mean" in res
2599

2600
    # custom objective, feval
2601
    # no default metric, only custom one
2602
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric)
2603
    assert len(res) == 2
2604
    assert "valid error-mean" in res
2605
2606

    # metric in params with custom one
2607
    res = get_cv_result(params=params_dummy_obj_metric_err_verbose, feval=constant_metric)
2608
    assert len(res) == 4
2609
2610
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2611
2612

    # metric in args with custom one
2613
    res = get_cv_result(params=params_dummy_obj_verbose, feval=constant_metric, metrics="binary_error")
2614
    assert len(res) == 4
2615
2616
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2617
2618

    # metric in args overwrites one in params, custom one is evaluated too
2619
    res = get_cv_result(params=params_dummy_obj_metric_inv_verbose, feval=constant_metric, metrics="binary_error")
2620
    assert len(res) == 4
2621
2622
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2623
2624

    # multiple metrics in params with custom one
2625
    res = get_cv_result(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2626
    assert len(res) == 6
2627
2628
2629
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2630
2631

    # multiple metrics in args with custom one
2632
2633
2634
    res = get_cv_result(
        params=params_dummy_obj_verbose, feval=constant_metric, metrics=["binary_logloss", "binary_error"]
    )
2635
    assert len(res) == 6
2636
2637
2638
    assert "valid binary_logloss-mean" in res
    assert "valid binary_error-mean" in res
    assert "valid error-mean" in res
2639
2640

    # custom metric is evaluated despite 'None' is passed
2641
    res = get_cv_result(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2642
    assert len(res) == 2
2643
    assert "valid error-mean" in res
2644

2645
    # no custom objective, no feval
2646
2647
    # default metric
    train_booster()
2648
2649
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2650
2651
2652

    # default metric in params
    train_booster(params=params_obj_metric_log_verbose)
2653
2654
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2655
2656
2657

    # non-default metric in params
    train_booster(params=params_obj_metric_err_verbose)
2658
2659
    assert len(evals_result["valid_0"]) == 1
    assert "binary_error" in evals_result["valid_0"]
2660
2661
2662

    # multiple metrics in params
    train_booster(params=params_obj_metric_multi_verbose)
2663
2664
2665
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2666
2667

    # remove default metric by 'None' aliases
2668
2669
    for na_alias in ("None", "na", "null", "custom"):
        params = {"objective": "binary", "metric": na_alias, "verbose": -1}
2670
2671
2672
        train_booster(params=params)
        assert len(evals_result) == 0

2673
    # custom objective, no feval
2674
    # no default metric
2675
    train_booster(params=params_dummy_obj_verbose)
2676
2677
2678
    assert len(evals_result) == 0

    # metric in params
2679
    train_booster(params=params_dummy_obj_metric_log_verbose)
2680
2681
    assert len(evals_result["valid_0"]) == 1
    assert "binary_logloss" in evals_result["valid_0"]
2682
2683

    # multiple metrics in params
2684
    train_booster(params=params_dummy_obj_metric_multi_verbose)
2685
2686
2687
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
2688

2689
    # no custom objective, feval
2690
2691
    # default metric with custom one
    train_booster(feval=constant_metric)
2692
2693
2694
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2695
2696
2697

    # default metric in params with custom one
    train_booster(params=params_obj_metric_log_verbose, feval=constant_metric)
2698
2699
2700
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2701
2702
2703

    # non-default metric in params with custom one
    train_booster(params=params_obj_metric_err_verbose, feval=constant_metric)
2704
2705
2706
    assert len(evals_result["valid_0"]) == 2
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2707
2708
2709

    # multiple metrics in params with custom one
    train_booster(params=params_obj_metric_multi_verbose, feval=constant_metric)
2710
2711
2712
2713
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2714
2715
2716
2717

    # custom metric is evaluated despite 'None' is passed
    train_booster(params=params_obj_metric_none_verbose, feval=constant_metric)
    assert len(evals_result) == 1
2718
    assert "error" in evals_result["valid_0"]
2719

2720
    # custom objective, feval
2721
    # no default metric, only custom one
2722
    train_booster(params=params_dummy_obj_verbose, feval=constant_metric)
2723
2724
    assert len(evals_result["valid_0"]) == 1
    assert "error" in evals_result["valid_0"]
2725
2726

    # metric in params with custom one
2727
    train_booster(params=params_dummy_obj_metric_log_verbose, feval=constant_metric)
2728
2729
2730
    assert len(evals_result["valid_0"]) == 2
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2731
2732

    # multiple metrics in params with custom one
2733
    train_booster(params=params_dummy_obj_metric_multi_verbose, feval=constant_metric)
2734
2735
2736
2737
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "binary_error" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
2738
2739

    # custom metric is evaluated despite 'None' is passed
2740
    train_booster(params=params_dummy_obj_metric_none_verbose, feval=constant_metric)
2741
    assert len(evals_result) == 1
2742
    assert "error" in evals_result["valid_0"]
2743
2744

    X, y = load_digits(n_class=3, return_X_y=True)
2745
    lgb_train = lgb.Dataset(X, y)
2746

2747
    obj_multi_aliases = ["multiclass", "softmax", "multiclassova", "multiclass_ova", "ova", "ovr"]
2748
    for obj_multi_alias in obj_multi_aliases:
2749
        # Custom objective replaces multiclass
2750
2751
2752
2753
2754
        params_obj_class_3_verbose = {"objective": obj_multi_alias, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_3_verbose = {"objective": dummy_obj, "num_class": 3, "verbose": -1}
        params_dummy_obj_class_1_verbose = {"objective": dummy_obj, "num_class": 1, "verbose": -1}
        params_obj_verbose = {"objective": obj_multi_alias, "verbose": -1}
        params_dummy_obj_verbose = {"objective": dummy_obj, "verbose": -1}
2755
2756
2757
        # multiclass default metric
        res = get_cv_result(params_obj_class_3_verbose)
        assert len(res) == 2
2758
        assert "valid multi_logloss-mean" in res
2759
2760
2761
        # multiclass default metric with custom one
        res = get_cv_result(params_obj_class_3_verbose, feval=constant_metric)
        assert len(res) == 4
2762
2763
        assert "valid multi_logloss-mean" in res
        assert "valid error-mean" in res
2764
        # multiclass metric alias with custom one for custom objective
2765
        res = get_cv_result(params_dummy_obj_class_3_verbose, feval=constant_metric)
2766
        assert len(res) == 2
2767
        assert "valid error-mean" in res
2768
        # no metric for invalid class_num
2769
        res = get_cv_result(params_dummy_obj_class_1_verbose)
2770
2771
        assert len(res) == 0
        # custom metric for invalid class_num
2772
        res = get_cv_result(params_dummy_obj_class_1_verbose, feval=constant_metric)
2773
        assert len(res) == 2
2774
        assert "valid error-mean" in res
2775
2776
        # multiclass metric alias with custom one with invalid class_num
        with pytest.raises(lgb.basic.LightGBMError):
2777
            get_cv_result(params_dummy_obj_class_1_verbose, metrics=obj_multi_alias, feval=constant_metric)
2778
2779
2780
        # multiclass default metric without num_class
        with pytest.raises(lgb.basic.LightGBMError):
            get_cv_result(params_obj_verbose)
2781
        for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2782
2783
2784
            # multiclass metric alias
            res = get_cv_result(params_obj_class_3_verbose, metrics=metric_multi_alias)
            assert len(res) == 2
2785
            assert "valid multi_logloss-mean" in res
2786
        # multiclass metric
2787
        res = get_cv_result(params_obj_class_3_verbose, metrics="multi_error")
2788
        assert len(res) == 2
2789
        assert "valid multi_error-mean" in res
2790
2791
        # non-valid metric for multiclass objective
        with pytest.raises(lgb.basic.LightGBMError):
2792
2793
            get_cv_result(params_obj_class_3_verbose, metrics="binary_logloss")
    params_class_3_verbose = {"num_class": 3, "verbose": -1}
2794
2795
2796
2797
    # non-default num_class for default objective
    with pytest.raises(lgb.basic.LightGBMError):
        get_cv_result(params_class_3_verbose)
    # no metric with non-default num_class for custom objective
2798
    res = get_cv_result(params_dummy_obj_class_3_verbose)
2799
    assert len(res) == 0
2800
    for metric_multi_alias in obj_multi_aliases + ["multi_logloss"]:
2801
        # multiclass metric alias for custom objective
2802
        res = get_cv_result(params_dummy_obj_class_3_verbose, metrics=metric_multi_alias)
2803
        assert len(res) == 2
2804
        assert "valid multi_logloss-mean" in res
2805
    # multiclass metric for custom objective
2806
    res = get_cv_result(params_dummy_obj_class_3_verbose, metrics="multi_error")
2807
    assert len(res) == 2
2808
    assert "valid multi_error-mean" in res
2809
2810
    # binary metric with non-default num_class for custom objective
    with pytest.raises(lgb.basic.LightGBMError):
2811
        get_cv_result(params_dummy_obj_class_3_verbose, metrics="binary_error")
2812
2813
2814
2815
2816


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

2817
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2818
2819
2820

    X_train, X_validation, y_train, y_validation = train_test_split(X, y, test_size=0.2)

2821
2822
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_validation, label=y_validation, reference=train_dataset)
2823
2824
2825
2826
2827
2828
2829
    evals_result = {}
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
        feval=[constant_metric, decreasing_metric],
2830
        callbacks=[lgb.record_evaluation(evals_result)],
2831
    )
2832

2833
2834
2835
2836
    assert len(evals_result["valid_0"]) == 3
    assert "binary_logloss" in evals_result["valid_0"]
    assert "error" in evals_result["valid_0"]
    assert "decreasing_metric" in evals_result["valid_0"]
2837
2838


2839
2840
def test_objective_callable_train_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2841
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2842
    train_dataset = lgb.Dataset(X, y)
2843
    booster = lgb.train(params=params, train_set=train_dataset, num_boost_round=20)
2844
2845
2846
    y_pred = logistic_sigmoid(booster.predict(X))
    logloss_error = log_loss(y, y_pred)
    rocauc_error = roc_auc_score(y, y_pred)
2847
    assert booster.params["objective"] == "none"
2848
2849
    assert logloss_error == pytest.approx(0.547907)
    assert rocauc_error == pytest.approx(0.995944)
2850
2851
2852
2853


def test_objective_callable_train_regression():
    X, y = make_synthetic_regression()
2854
    params = {"verbose": -1, "objective": mse_obj}
2855
    lgb_train = lgb.Dataset(X, y)
2856
    booster = lgb.train(params, lgb_train, num_boost_round=20)
2857
2858
    y_pred = booster.predict(X)
    mse_error = mean_squared_error(y, y_pred)
2859
    assert booster.params["objective"] == "none"
2860
    assert mse_error == pytest.approx(286.724194)
2861
2862
2863
2864


def test_objective_callable_cv_binary_classification():
    X, y = load_breast_cancer(return_X_y=True)
2865
    params = {"verbose": -1, "objective": logloss_obj, "learning_rate": 0.01}
2866
    train_dataset = lgb.Dataset(X, y)
2867
2868
2869
2870
    cv_res = lgb.cv(params, train_dataset, num_boost_round=20, nfold=3, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_logloss_errors = [log_loss(y, logistic_sigmoid(cb.predict(X))) < 0.56 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2871
2872
2873
2874
2875
2876
2877
    assert all(cv_objs)
    assert all(cv_logloss_errors)


def test_objective_callable_cv_regression():
    X, y = make_synthetic_regression()
    lgb_train = lgb.Dataset(X, y)
2878
2879
2880
2881
2882
    params = {"verbose": -1, "objective": mse_obj}
    cv_res = lgb.cv(params, lgb_train, num_boost_round=20, nfold=3, stratified=False, return_cvbooster=True)
    cv_booster = cv_res["cvbooster"].boosters
    cv_mse_errors = [mean_squared_error(y, cb.predict(X)) < 463 for cb in cv_booster]
    cv_objs = [cb.params["objective"] == "none" for cb in cv_booster]
2883
2884
2885
2886
    assert all(cv_objs)
    assert all(cv_mse_errors)


2887
2888
2889
def test_multiple_feval_cv():
    X, y = load_breast_cancer(return_X_y=True)

2890
    params = {"verbose": -1, "objective": "binary", "metric": "binary_logloss"}
2891

2892
    train_dataset = lgb.Dataset(data=X, label=y)
2893
2894

    cv_results = lgb.cv(
2895
2896
        params=params, train_set=train_dataset, num_boost_round=5, feval=[constant_metric, decreasing_metric]
    )
2897
2898
2899

    # Expect three metrics but mean and stdv for each metric
    assert len(cv_results) == 6
2900
2901
2902
2903
2904
2905
    assert "valid binary_logloss-mean" in cv_results
    assert "valid error-mean" in cv_results
    assert "valid decreasing_metric-mean" in cv_results
    assert "valid binary_logloss-stdv" in cv_results
    assert "valid error-stdv" in cv_results
    assert "valid decreasing_metric-stdv" in cv_results
2906
2907


2908
2909
2910
2911
2912
2913
def test_default_objective_and_metric():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
    train_dataset = lgb.Dataset(data=X_train, label=y_train)
    validation_dataset = lgb.Dataset(data=X_test, label=y_test, reference=train_dataset)
    evals_result = {}
2914
    params = {"verbose": -1}
2915
2916
2917
2918
2919
    lgb.train(
        params=params,
        train_set=train_dataset,
        valid_sets=validation_dataset,
        num_boost_round=5,
2920
        callbacks=[lgb.record_evaluation(evals_result)],
2921
2922
    )

2923
2924
2925
2926
    assert "valid_0" in evals_result
    assert len(evals_result["valid_0"]) == 1
    assert "l2" in evals_result["valid_0"]
    assert len(evals_result["valid_0"]["l2"]) == 5
2927
2928


2929
@pytest.mark.parametrize("use_weight", [True, False])
2930
def test_multiclass_custom_objective(use_weight):
2931
2932
    def custom_obj(y_pred, ds):
        y_true = ds.get_label()
2933
2934
2935
        weight = ds.get_weight()
        grad, hess = sklearn_multiclass_custom_objective(y_true, y_pred, weight)
        return grad, hess
2936
2937
2938

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2939
    weight = np.full_like(y, 2)
2940
    ds = lgb.Dataset(X, y)
2941
2942
    if use_weight:
        ds.set_weight(weight)
2943
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2944
2945
2946
    builtin_obj_bst = lgb.train(params, ds, num_boost_round=10)
    builtin_obj_preds = builtin_obj_bst.predict(X)

2947
    params["objective"] = custom_obj
2948
    custom_obj_bst = lgb.train(params, ds, num_boost_round=10)
2949
2950
2951
2952
2953
    custom_obj_preds = softmax(custom_obj_bst.predict(X))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)


2954
@pytest.mark.parametrize("use_weight", [True, False])
2955
def test_multiclass_custom_eval(use_weight):
2956
2957
    def custom_eval(y_pred, ds):
        y_true = ds.get_label()
2958
2959
        weight = ds.get_weight()  # weight is None when not set
        loss = log_loss(y_true, y_pred, sample_weight=weight)
2960
        return "custom_logloss", loss, False
2961
2962
2963

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
2964
2965
2966
2967
    weight = np.full_like(y, 2)
    X_train, X_valid, y_train, y_valid, weight_train, weight_valid = train_test_split(
        X, y, weight, test_size=0.2, random_state=0
    )
2968
2969
    train_ds = lgb.Dataset(X_train, y_train)
    valid_ds = lgb.Dataset(X_valid, y_valid, reference=train_ds)
2970
2971
2972
    if use_weight:
        train_ds.set_weight(weight_train)
        valid_ds.set_weight(weight_valid)
2973
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
2974
2975
2976
2977
2978
2979
    eval_result = {}
    bst = lgb.train(
        params,
        train_ds,
        num_boost_round=10,
        valid_sets=[train_ds, valid_ds],
2980
        valid_names=["train", "valid"],
2981
2982
2983
2984
2985
        feval=custom_eval,
        callbacks=[lgb.record_evaluation(eval_result)],
        keep_training_booster=True,
    )

2986
2987
    for key, ds in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
2988
        _, metric, value, _ = bst.eval(ds, key, feval=custom_eval)[1]  # first element is multi_logloss
2989
        assert metric == "custom_logloss"
2990
2991
2992
        np.testing.assert_allclose(value, eval_result[key][metric][-1])


2993
@pytest.mark.skipif(psutil.virtual_memory().available / 1024 / 1024 / 1024 < 3, reason="not enough RAM")
2994
def test_model_size():
2995
    X, y = make_synthetic_regression()
2996
    data = lgb.Dataset(X, y)
2997
    bst = lgb.train({"verbose": -1}, data, num_boost_round=2)
2998
2999
    y_pred = bst.predict(X)
    model_str = bst.model_to_string()
3000
    one_tree = model_str[model_str.find("Tree=1") : model_str.find("end of trees")]
3001
    one_tree_size = len(one_tree)
3002
    one_tree = one_tree.replace("Tree=1", "Tree={}")
3003
3004
3005
    multiplier = 100
    total_trees = multiplier + 2
    try:
3006
3007
        before_tree_sizes = model_str[: model_str.find("tree_sizes")]
        trees = model_str[model_str.find("Tree=0") : model_str.find("end of trees")]
3008
        more_trees = (one_tree * multiplier).format(*range(2, total_trees))
3009
        after_trees = model_str[model_str.find("end of trees") :]
3010
3011
        num_end_spaces = 2**31 - one_tree_size * total_trees
        new_model_str = f"{before_tree_sizes}\n\n{trees}{more_trees}{after_trees}{'':{num_end_spaces}}"
3012
        assert len(new_model_str) > 2**31
3013
        bst.model_from_string(new_model_str)
3014
3015
3016
3017
        assert bst.num_trees() == total_trees
        y_pred_new = bst.predict(X, num_iteration=2)
        np.testing.assert_allclose(y_pred, y_pred_new)
    except MemoryError:
3018
        pytest.skipTest("not enough RAM")
3019
3020


3021
3022
3023
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3024
def test_get_split_value_histogram(rng_fixed_seed):
3025
3026
3027
3028
    X, y = make_synthetic_regression()
    X = np.repeat(X, 3, axis=0)
    y = np.repeat(y, 3, axis=0)
    X[:, 2] = np.random.default_rng(0).integers(0, 20, size=X.shape[0])
3029
    lgb_train = lgb.Dataset(X, y, categorical_feature=[2])
3030
    gbm = lgb.train({"verbose": -1}, lgb_train, num_boost_round=20)
3031
    # test XGBoost-style return value
3032
    params = {"feature": 0, "xgboost_style": True}
3033
3034
    assert gbm.get_split_value_histogram(**params).shape == (12, 2)
    assert gbm.get_split_value_histogram(bins=999, **params).shape == (12, 2)
3035
3036
3037
3038
    assert gbm.get_split_value_histogram(bins=-1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=0, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=1, **params).shape == (1, 2)
    assert gbm.get_split_value_histogram(bins=2, **params).shape == (2, 2)
3039
3040
    assert gbm.get_split_value_histogram(bins=6, **params).shape == (6, 2)
    assert gbm.get_split_value_histogram(bins=7, **params).shape == (7, 2)
3041
3042
3043
    if lgb.compat.PANDAS_INSTALLED:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True).values,
3044
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True).values,
3045
3046
3047
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True).values,
3048
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True).values,
3049
3050
3051
3052
        )
    else:
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(0, xgboost_style=True),
3053
            gbm.get_split_value_histogram(gbm.feature_name()[0], xgboost_style=True),
3054
3055
3056
        )
        np.testing.assert_allclose(
            gbm.get_split_value_histogram(X.shape[-1] - 1, xgboost_style=True),
3057
            gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1], xgboost_style=True),
3058
3059
3060
        )
    # test numpy-style return value
    hist, bins = gbm.get_split_value_histogram(0)
3061
3062
    assert len(hist) == 20
    assert len(bins) == 21
3063
3064
3065
3066
3067
3068
3069
3070
3071
3072
3073
3074
3075
3076
3077
3078
3079
3080
3081
3082
3083
3084
3085
3086
3087
3088
3089
3090
    hist, bins = gbm.get_split_value_histogram(0, bins=999)
    assert len(hist) == 999
    assert len(bins) == 1000
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=-1)
    with pytest.raises(ValueError):
        gbm.get_split_value_histogram(0, bins=0)
    hist, bins = gbm.get_split_value_histogram(0, bins=1)
    assert len(hist) == 1
    assert len(bins) == 2
    hist, bins = gbm.get_split_value_histogram(0, bins=2)
    assert len(hist) == 2
    assert len(bins) == 3
    hist, bins = gbm.get_split_value_histogram(0, bins=6)
    assert len(hist) == 6
    assert len(bins) == 7
    hist, bins = gbm.get_split_value_histogram(0, bins=7)
    assert len(hist) == 7
    assert len(bins) == 8
    hist_idx, bins_idx = gbm.get_split_value_histogram(0)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[0])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    hist_idx, bins_idx = gbm.get_split_value_histogram(X.shape[-1] - 1)
    hist_name, bins_name = gbm.get_split_value_histogram(gbm.feature_name()[X.shape[-1] - 1])
    np.testing.assert_array_equal(hist_idx, hist_name)
    np.testing.assert_allclose(bins_idx, bins_name)
    # test bins string type
3091
3092
    hist_vals, bin_edges = gbm.get_split_value_histogram(0, bins="auto")
    hist = gbm.get_split_value_histogram(0, bins="auto", xgboost_style=True)
3093
3094
    if lgb.compat.PANDAS_INSTALLED:
        mask = hist_vals > 0
3095
3096
        np.testing.assert_array_equal(hist_vals[mask], hist["Count"].values)
        np.testing.assert_allclose(bin_edges[1:][mask], hist["SplitValue"].values)
3097
3098
3099
3100
    else:
        mask = hist_vals > 0
        np.testing.assert_array_equal(hist_vals[mask], hist[:, 1])
        np.testing.assert_allclose(bin_edges[1:][mask], hist[:, 0])
3101
3102
3103
    # test histogram is disabled for categorical features
    with pytest.raises(lgb.basic.LightGBMError):
        gbm.get_split_value_histogram(2)
3104
3105


3106
3107
3108
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
3109
def test_early_stopping_for_only_first_metric():
3110
    def metrics_combination_train_regression(valid_sets, metric_list, assumed_iteration, first_metric_only, feval=None):
3111
        params = {
3112
3113
3114
3115
3116
3117
            "objective": "regression",
            "learning_rate": 1.1,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
3118
        }
3119
3120
3121
3122
3123
3124
        gbm = lgb.train(
            params,
            lgb_train,
            num_boost_round=25,
            valid_sets=valid_sets,
            feval=feval,
3125
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3126
        )
3127
        assert assumed_iteration == gbm.best_iteration
3128

3129
3130
3131
    def metrics_combination_cv_regression(
        metric_list, assumed_iteration, first_metric_only, eval_train_metric, feval=None
    ):
3132
        params = {
3133
3134
3135
3136
3137
3138
3139
            "objective": "regression",
            "learning_rate": 0.9,
            "num_leaves": 10,
            "metric": metric_list,
            "verbose": -1,
            "seed": 123,
            "gpu_use_dp": True,
3140
        }
3141
3142
3143
3144
3145
3146
3147
        ret = lgb.cv(
            params,
            train_set=lgb_train,
            num_boost_round=25,
            stratified=False,
            feval=feval,
            callbacks=[lgb.early_stopping(stopping_rounds=5, first_metric_only=first_metric_only)],
3148
            eval_train_metric=eval_train_metric,
3149
        )
3150
3151
        assert assumed_iteration == len(ret[list(ret.keys())[0]])

3152
    X, y = make_synthetic_regression()
3153
3154
3155
3156
3157
3158
3159
    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=73)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_valid1 = lgb.Dataset(X_test1, y_test1, reference=lgb_train)
    lgb_valid2 = lgb.Dataset(X_test2, y_test2, reference=lgb_train)

    iter_valid1_l1 = 3
3160
3161
    iter_valid1_l2 = 3
    iter_valid2_l1 = 3
3162
    iter_valid2_l2 = 15
3163
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
3164
3165
3166
3167
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

3168
3169
    iter_cv_l1 = 15
    iter_cv_l2 = 13
3170
    assert len({iter_cv_l1, iter_cv_l2}) == 2
3171
3172
3173
3174
3175
3176
3177
    iter_cv_min = min([iter_cv_l1, iter_cv_l2])

    # test for lgb.train
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, [], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, False)
    metrics_combination_train_regression(lgb_valid1, None, iter_valid1_l2, True)
3178
3179
3180
3181
3182
3183
    metrics_combination_train_regression(lgb_valid1, "l2", iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, "l1", iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_valid1_l2, True)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_valid1_l1, True)
    metrics_combination_train_regression(lgb_valid1, ["l2", "l1"], iter_min_valid1, False)
    metrics_combination_train_regression(lgb_valid1, ["l1", "l2"], iter_min_valid1, False)
3184
3185

    # test feval for lgb.train
3186
3187
3188
3189
3190
3191
3192
3193
3194
3195
3196
3197
3198
3199
3200
3201
3202
3203
3204
3205
3206
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        25,
        True,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_train_regression(
        lgb_valid1,
        "None",
        1,
        True,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3207
3208

    # test with two valid data for lgb.train
3209
3210
3211
3212
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l2", "l1"], iter_min_l2, True)
    metrics_combination_train_regression([lgb_valid1, lgb_valid2], ["l1", "l2"], iter_min_l1, True)
    metrics_combination_train_regression([lgb_valid2, lgb_valid1], ["l1", "l2"], iter_min_l1, True)
3213
3214
3215

    # test for lgb.cv
    metrics_combination_cv_regression(None, iter_cv_l2, True, False)
3216
3217
3218
3219
3220
3221
    metrics_combination_cv_regression("l2", iter_cv_l2, True, False)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, False)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, False)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, False)
3222
    metrics_combination_cv_regression(None, iter_cv_l2, True, True)
3223
3224
3225
3226
3227
3228
    metrics_combination_cv_regression("l2", iter_cv_l2, True, True)
    metrics_combination_cv_regression("l1", iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_l2, True, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_l1, True, True)
    metrics_combination_cv_regression(["l2", "l1"], iter_cv_min, False, True)
    metrics_combination_cv_regression(["l1", "l2"], iter_cv_min, False, True)
3229
3230

    # test feval for lgb.cv
3231
3232
3233
3234
3235
3236
3237
3238
3239
3240
3241
3242
3243
3244
3245
3246
3247
3248
3249
3250
3251
    metrics_combination_cv_regression(
        "None",
        1,
        False,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        25,
        True,
        False,
        feval=lambda preds, train_data: [decreasing_metric(preds, train_data), constant_metric(preds, train_data)],
    )
    metrics_combination_cv_regression(
        "None",
        1,
        True,
        False,
        feval=lambda preds, train_data: [constant_metric(preds, train_data), decreasing_metric(preds, train_data)],
    )
3252
3253
3254
3255
3256
3257


def test_node_level_subcol():
    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)
    params = {
3258
3259
3260
3261
3262
        "objective": "binary",
        "metric": "binary_logloss",
        "feature_fraction_bynode": 0.8,
        "feature_fraction": 1.0,
        "verbose": -1,
3263
3264
3265
3266
    }
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    evals_result = {}
3267
    gbm = lgb.train(
3268
        params, lgb_train, num_boost_round=25, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
3269
    )
3270
3271
    ret = log_loss(y_test, gbm.predict(X_test))
    assert ret < 0.14
3272
3273
    assert evals_result["valid_0"]["binary_logloss"][-1] == pytest.approx(ret)
    params["feature_fraction"] = 0.5
3274
3275
3276
3277
3278
    gbm2 = lgb.train(params, lgb_train, num_boost_round=25)
    ret2 = log_loss(y_test, gbm2.predict(X_test))
    assert ret != ret2


3279
3280
3281
3282
3283
3284
3285
3286
3287
3288
3289
def test_forced_split_feature_indices(tmp_path):
    X, y = make_synthetic_regression()
    forced_split = {
        "feature": 0,
        "threshold": 0.5,
        "left": {"feature": X.shape[1], "threshold": 0.5},
    }
    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))
    lgb_train = lgb.Dataset(X, y)
3290
    params = {"objective": "regression", "forcedsplits_filename": tmp_split_file}
3291
    with pytest.raises(lgb.basic.LightGBMError, match="Forced splits file includes feature index"):
3292
        lgb.train(params, lgb_train)
3293
3294


3295
def test_forced_bins():
3296
    x = np.empty((100, 2))
3297
3298
3299
    x[:, 0] = np.arange(0, 1, 0.01)
    x[:, 1] = -np.arange(0, 1, 0.01)
    y = np.arange(0, 1, 0.01)
3300
3301
3302
3303
3304
3305
3306
3307
3308
    forcedbins_filename = Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins.json"
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "forcedbins_filename": forcedbins_filename,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
    }
3309
3310
3311
3312
3313
3314
3315
3316
3317
3318
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, x.shape[1]))
    new_x[:, 0] = [0.31, 0.37, 0.41]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
    new_x[:, 0] = [0, 0, 0]
    new_x[:, 1] = [-0.9, -0.6, -0.3]
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 1
3319
    params["forcedbins_filename"] = ""
3320
3321
3322
3323
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    predicted = est.predict(new_x)
    assert len(np.unique(predicted)) == 3
3324
3325
    params["forcedbins_filename"] = (
        Path(__file__).absolute().parents[2] / "examples" / "regression" / "forced_bins2.json"
3326
    )
3327
    params["max_bin"] = 11
3328
3329
3330
3331
3332
3333
3334
3335
3336
3337
    lgb_x = lgb.Dataset(x[:, :1], label=y)
    est = lgb.train(params, lgb_x, num_boost_round=50)
    predicted = est.predict(x[1:, :1])
    _, counts = np.unique(predicted, return_counts=True)
    assert min(counts) >= 9
    assert max(counts) <= 11


def test_binning_same_sign():
    # test that binning works properly for features with only positive or only negative values
3338
    x = np.empty((99, 2))
3339
3340
3341
    x[:, 0] = np.arange(0.01, 1, 0.01)
    x[:, 1] = -np.arange(0.01, 1, 0.01)
    y = np.arange(0.01, 1, 0.01)
3342
3343
3344
3345
3346
3347
3348
3349
    params = {
        "objective": "regression_l1",
        "max_bin": 5,
        "num_leaves": 2,
        "min_data_in_leaf": 1,
        "verbose": -1,
        "seed": 0,
    }
3350
3351
3352
3353
3354
3355
3356
3357
3358
3359
3360
3361
3362
3363
    lgb_x = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_x, num_boost_round=20)
    new_x = np.zeros((3, 2))
    new_x[:, 0] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] == pytest.approx(predicted[1])
    assert predicted[1] != pytest.approx(predicted[2])
    new_x = np.zeros((3, 2))
    new_x[:, 1] = [-1, 0, 1]
    predicted = est.predict(new_x)
    assert predicted[0] != pytest.approx(predicted[1])
    assert predicted[1] == pytest.approx(predicted[2])


3364
def test_dataset_update_params(rng):
3365
3366
3367
3368
3369
3370
3371
3372
3373
3374
3375
3376
3377
3378
3379
3380
3381
3382
3383
3384
3385
3386
3387
3388
3389
3390
3391
3392
3393
3394
3395
3396
3397
3398
3399
3400
3401
3402
3403
3404
3405
3406
3407
3408
3409
3410
3411
3412
    default_params = {
        "max_bin": 100,
        "max_bin_by_feature": [20, 10],
        "bin_construct_sample_cnt": 10000,
        "min_data_in_bin": 1,
        "use_missing": False,
        "zero_as_missing": False,
        "categorical_feature": [0],
        "feature_pre_filter": True,
        "pre_partition": False,
        "enable_bundle": True,
        "data_random_seed": 0,
        "is_enable_sparse": True,
        "header": True,
        "two_round": True,
        "label_column": 0,
        "weight_column": 0,
        "group_column": 0,
        "ignore_column": 0,
        "min_data_in_leaf": 10,
        "linear_tree": False,
        "precise_float_parser": True,
        "verbose": -1,
    }
    unchangeable_params = {
        "max_bin": 150,
        "max_bin_by_feature": [30, 5],
        "bin_construct_sample_cnt": 5000,
        "min_data_in_bin": 2,
        "use_missing": True,
        "zero_as_missing": True,
        "categorical_feature": [0, 1],
        "feature_pre_filter": False,
        "pre_partition": True,
        "enable_bundle": False,
        "data_random_seed": 1,
        "is_enable_sparse": False,
        "header": False,
        "two_round": False,
        "label_column": 1,
        "weight_column": 1,
        "group_column": 1,
        "ignore_column": 1,
        "forcedbins_filename": "/some/path/forcedbins.json",
        "min_data_in_leaf": 2,
        "linear_tree": True,
        "precise_float_parser": False,
    }
3413
3414
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
3415
3416
3417
3418
3419
3420
3421
3422
3423
3424
3425
3426
3427
3428
3429
3430
3431
3432
3433
3434
3435
3436
3437
3438
3439
3440
3441
3442

    # decreasing without freeing raw data is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing before lazy init is allowed
    lgb_data = lgb.Dataset(X, y, params=default_params)
    default_params["min_data_in_leaf"] -= 1
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # increasing is allowed
    default_params["min_data_in_leaf"] += 2
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with disabled filter is allowed
    default_params["feature_pre_filter"] = False
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    default_params["min_data_in_leaf"] -= 4
    lgb.train(default_params, lgb_data, num_boost_round=3)

    # decreasing with enabled filter is disallowed;
    # also changes of other params are disallowed
    default_params["feature_pre_filter"] = True
    lgb_data = lgb.Dataset(X, y, params=default_params).construct()
    for key, value in unchangeable_params.items():
        new_params = default_params.copy()
        new_params[key] = value
3443
3444
3445
3446
        if key != "forcedbins_filename":
            param_name = key
        else:
            param_name = "forced bins"
3447
3448
3449
3450
3451
        err_msg = (
            "Reducing `min_data_in_leaf` with `feature_pre_filter=true` may cause *"
            if key == "min_data_in_leaf"
            else f"Cannot change {param_name} *"
        )
3452
3453
3454
3455
        with np.testing.assert_raises_regex(lgb.basic.LightGBMError, err_msg):
            lgb.train(new_params, lgb_data, num_boost_round=3)


3456
def test_dataset_params_with_reference(rng):
3457
    default_params = {"max_bin": 100}
3458
3459
3460
3461
    X = rng.uniform(size=(100, 2))
    y = rng.uniform(size=(100,))
    X_val = rng.uniform(size=(100, 2))
    y_val = rng.uniform(size=(100,))
3462
3463
3464
3465
3466
3467
3468
3469
3470
    lgb_train = lgb.Dataset(X, y, params=default_params, free_raw_data=False).construct()
    lgb_val = lgb.Dataset(X_val, y_val, reference=lgb_train, free_raw_data=False).construct()
    assert lgb_train.get_params() == default_params
    assert lgb_val.get_params() == default_params
    lgb.train(default_params, lgb_train, valid_sets=[lgb_val])


def test_extra_trees():
    # check extra trees increases regularization
3471
    X, y = make_synthetic_regression()
3472
    lgb_x = lgb.Dataset(X, label=y)
3473
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "extra_trees": False, "seed": 0}
3474
3475
3476
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3477
    params["extra_trees"] = True
3478
3479
3480
3481
3482
3483
3484
3485
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


def test_path_smoothing():
    # check path smoothing increases regularization
3486
    X, y = make_synthetic_regression()
3487
    lgb_x = lgb.Dataset(X, label=y)
3488
    params = {"objective": "regression", "num_leaves": 32, "verbose": -1, "seed": 0}
3489
3490
3491
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted = est.predict(X)
    err = mean_squared_error(y, predicted)
3492
    params["path_smooth"] = 1
3493
3494
3495
3496
3497
3498
    est = lgb.train(params, lgb_x, num_boost_round=10)
    predicted_new = est.predict(X)
    err_new = mean_squared_error(y, predicted_new)
    assert err < err_new


3499
def test_trees_to_dataframe(rng):
3500
3501
3502
    pytest.importorskip("pandas")

    def _imptcs_to_numpy(X, impcts_dict):
3503
3504
        cols = [f"Column_{i}" for i in range(X.shape[1])]
        return [impcts_dict.get(col, 0.0) for col in cols]
3505
3506
3507
3508
3509
3510

    X, y = load_breast_cancer(return_X_y=True)
    data = lgb.Dataset(X, label=y)
    num_trees = 10
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()
3511
    split_dict = tree_df[~tree_df["split_gain"].isnull()].groupby("split_feature").size().to_dict()
3512

3513
    gains_dict = tree_df.groupby("split_feature")["split_gain"].sum().to_dict()
3514
3515
3516

    tree_split = _imptcs_to_numpy(X, split_dict)
    tree_gains = _imptcs_to_numpy(X, gains_dict)
3517
3518
3519
3520
    mod_split = bst.feature_importance("split")
    mod_gains = bst.feature_importance("gain")
    num_trees_from_df = tree_df["tree_index"].nunique()
    obs_counts_from_df = tree_df.loc[tree_df["node_depth"] == 1, "count"].values
3521
3522
3523
3524
3525
3526
3527
3528

    np.testing.assert_equal(tree_split, mod_split)
    np.testing.assert_allclose(tree_gains, mod_gains)
    assert num_trees_from_df == num_trees
    np.testing.assert_equal(obs_counts_from_df, len(y))

    # test edge case with one leaf
    X = np.ones((10, 2))
3529
    y = rng.uniform(size=(10,))
3530
3531
3532
3533
3534
    data = lgb.Dataset(X, label=y)
    bst = lgb.train({"objective": "binary", "verbose": -1}, data, num_trees)
    tree_df = bst.trees_to_dataframe()

    assert len(tree_df) == 1
3535
3536
3537
3538
3539
3540
3541
3542
3543
3544
3545
3546
3547
3548
3549
3550
3551
    assert tree_df.loc[0, "tree_index"] == 0
    assert tree_df.loc[0, "node_depth"] == 1
    assert tree_df.loc[0, "node_index"] == "0-L0"
    assert tree_df.loc[0, "value"] is not None
    for col in (
        "left_child",
        "right_child",
        "parent_index",
        "split_feature",
        "split_gain",
        "threshold",
        "decision_type",
        "missing_direction",
        "missing_type",
        "weight",
        "count",
    ):
3552
3553
3554
3555
        assert tree_df.loc[0, col] is None


def test_interaction_constraints():
3556
    X, y = make_synthetic_regression(n_samples=200)
3557
3558
3559
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
    # check that constraint containing all features is equivalent to no constraint
3560
    params = {"verbose": -1, "seed": 0}
3561
3562
    est = lgb.train(params, train_data, num_boost_round=10)
    pred1 = est.predict(X)
3563
    est = lgb.train(dict(params, interaction_constraints=[list(range(num_features))]), train_data, num_boost_round=10)
3564
3565
3566
    pred2 = est.predict(X)
    np.testing.assert_allclose(pred1, pred2)
    # check that constraint partitioning the features reduces train accuracy
3567
    est = lgb.train(dict(params, interaction_constraints=[[0, 2], [1, 3]]), train_data, num_boost_round=10)
3568
3569
3570
    pred3 = est.predict(X)
    assert mean_squared_error(y, pred1) < mean_squared_error(y, pred3)
    # check that constraints consisting of single features reduce accuracy further
3571
3572
3573
    est = lgb.train(
        dict(params, interaction_constraints=[[i] for i in range(num_features)]), train_data, num_boost_round=10
    )
3574
3575
3576
3577
3578
3579
    pred4 = est.predict(X)
    assert mean_squared_error(y, pred3) < mean_squared_error(y, pred4)
    # test that interaction constraints work when not all features are used
    X = np.concatenate([np.zeros((X.shape[0], 1)), X], axis=1)
    num_features = X.shape[1]
    train_data = lgb.Dataset(X, label=y)
3580
3581
3582
3583
3584
    est = lgb.train(
        dict(params, interaction_constraints=[[0] + list(range(2, num_features)), [1] + list(range(2, num_features))]),
        train_data,
        num_boost_round=10,
    )
3585
3586


3587
def test_linear_trees_num_threads(rng_fixed_seed):
3588
3589
    # check that number of threads does not affect result
    x = np.arange(0, 1000, 0.1)
3590
    y = 2 * x + rng_fixed_seed.normal(loc=0, scale=0.1, size=(len(x),))
3591
3592
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3593
    params = {"verbose": -1, "objective": "regression", "seed": 0, "linear_tree": True, "num_threads": 2}
3594
3595
3596
3597
3598
3599
3600
3601
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred1 = est.predict(x)
    params["num_threads"] = 4
    est = lgb.train(params, lgb_train, num_boost_round=100)
    pred2 = est.predict(x)
    np.testing.assert_allclose(pred1, pred2)


3602
def test_linear_trees(tmp_path, rng_fixed_seed):
3603
3604
    # check that setting linear_tree=True fits better than ordinary trees when data has linear relationship
    x = np.arange(0, 100, 0.1)
3605
    y = 2 * x + rng_fixed_seed.normal(0, 0.1, len(x))
3606
3607
    x = x[:, np.newaxis]
    lgb_train = lgb.Dataset(x, label=y)
3608
    params = {"verbose": -1, "metric": "mse", "seed": 0, "num_leaves": 2}
3609
3610
3611
3612
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3613
    est = lgb.train(
3614
        dict(params, linear_tree=True),
3615
3616
3617
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3618
3619
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3620
    )
3621
    pred2 = est.predict(x)
3622
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3623
3624
3625
3626
3627
3628
3629
3630
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with nans in data
    x[:10] = np.nan
    lgb_train = lgb.Dataset(x, label=y)
    est = lgb.train(params, lgb_train, num_boost_round=10)
    pred1 = est.predict(x)
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3631
    est = lgb.train(
3632
        dict(params, linear_tree=True),
3633
3634
3635
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3636
3637
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3638
    )
3639
    pred2 = est.predict(x)
3640
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred2), abs=1e-1)
3641
3642
3643
    assert mean_squared_error(y, pred2) < mean_squared_error(y, pred1)
    # test again with bagging
    res = {}
3644
    est = lgb.train(
3645
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3646
3647
3648
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3649
3650
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3651
    )
3652
    pred = est.predict(x)
3653
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3654
3655
3656
3657
3658
3659
    # test with a feature that has only one non-nan value
    x = np.concatenate([np.ones([x.shape[0], 1]), x], 1)
    x[500:, 1] = np.nan
    y[500:] += 10
    lgb_train = lgb.Dataset(x, label=y)
    res = {}
3660
    est = lgb.train(
3661
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
3662
3663
3664
        lgb_train,
        num_boost_round=10,
        valid_sets=[lgb_train],
3665
3666
        valid_names=["train"],
        callbacks=[lgb.record_evaluation(res)],
3667
    )
3668
    pred = est.predict(x)
3669
    assert res["train"]["l2"][-1] == pytest.approx(mean_squared_error(y, pred), abs=1e-1)
3670
3671
3672
3673
    # test with a categorical feature
    x[:250, 0] = 0
    y[:250] += 10
    lgb_train = lgb.Dataset(x, label=y)
3674
3675
3676
3677
3678
3679
    est = lgb.train(
        dict(params, linear_tree=True, subsample=0.8, bagging_freq=1),
        lgb_train,
        num_boost_round=10,
        categorical_feature=[0],
    )
3680
3681
3682
3683
3684
3685
3686
3687
3688
3689
3690
3691
3692
3693
3694
3695
3696
3697
3698
3699
    # test refit: same results on same data
    est2 = est.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2

    # test refit with save and load
    temp_model = str(tmp_path / "temp_model.txt")
    est.save_model(temp_model)
    est2 = lgb.Booster(model_file=temp_model)
    est2 = est2.refit(x, label=y)
    p1 = est.predict(x)
    p2 = est2.predict(x)
    assert np.mean(np.abs(p1 - p2)) < 2
    # test refit: different results training on different data
    est3 = est.refit(x[:100, :], label=y[:100])
    p3 = est3.predict(x)
    assert np.mean(np.abs(p2 - p1)) > np.abs(np.max(p3 - p1))
    # test when num_leaves - 1 < num_features and when num_leaves - 1 > num_features
    X_train, _, y_train, _ = train_test_split(*load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2)
3700
    params = {"linear_tree": True, "verbose": -1, "metric": "mse", "seed": 0}
3701
3702
3703
3704
3705
3706
    train_data = lgb.Dataset(X_train, label=y_train, params=dict(params, num_leaves=2))
    est = lgb.train(params, train_data, num_boost_round=10, categorical_feature=[0])
    train_data = lgb.Dataset(X_train, label=y_train, params=dict(params, num_leaves=60))
    est = lgb.train(params, train_data, num_boost_round=10, categorical_feature=[0])


3707
def test_save_and_load_linear(tmp_path):
3708
3709
3710
    X_train, X_test, y_train, y_test = train_test_split(
        *load_breast_cancer(return_X_y=True), test_size=0.1, random_state=2
    )
3711
    X_train = np.concatenate([np.ones((X_train.shape[0], 1)), X_train], 1)
3712
3713
3714
    X_train[: X_train.shape[0] // 2, 0] = 0
    y_train[: X_train.shape[0] // 2] = 1
    params = {"linear_tree": True}
3715
3716
3717
3718
    train_data_1 = lgb.Dataset(X_train, label=y_train, params=params)
    est_1 = lgb.train(params, train_data_1, num_boost_round=10, categorical_feature=[0])
    pred_1 = est_1.predict(X_train)

3719
    tmp_dataset = str(tmp_path / "temp_dataset.bin")
3720
3721
3722
3723
3724
3725
    train_data_1.save_binary(tmp_dataset)
    train_data_2 = lgb.Dataset(tmp_dataset)
    est_2 = lgb.train(params, train_data_2, num_boost_round=10)
    pred_2 = est_2.predict(X_train)
    np.testing.assert_allclose(pred_1, pred_2)

3726
    model_file = str(tmp_path / "model.txt")
3727
3728
3729
3730
3731
3732
    est_2.save_model(model_file)
    est_3 = lgb.Booster(model_file=model_file)
    pred_3 = est_3.predict(X_train)
    np.testing.assert_allclose(pred_2, pred_3)


3733
3734
3735
def test_linear_single_leaf():
    X_train, y_train = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X_train, label=y_train)
3736
    params = {"objective": "binary", "linear_tree": True, "min_sum_hessian": 5000}
3737
3738
3739
3740
3741
    bst = lgb.train(params, train_data, num_boost_round=5)
    y_pred = bst.predict(X_train)
    assert log_loss(y_train, y_pred) < 0.661


3742
3743
3744
3745
3746
def test_predict_with_start_iteration():
    def inner_test(X, y, params, early_stopping_rounds):
        X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
        train_data = lgb.Dataset(X_train, label=y_train)
        valid_data = lgb.Dataset(X_test, label=y_test)
3747
        callbacks = [lgb.early_stopping(early_stopping_rounds)] if early_stopping_rounds is not None else []
3748
        booster = lgb.train(params, train_data, num_boost_round=50, valid_sets=[valid_data], callbacks=callbacks)
3749
3750
3751
3752
3753
3754
3755
3756
3757
3758
3759
3760
3761
3762
3763
3764
3765

        # test that the predict once with all iterations equals summed results with start_iteration and num_iteration
        all_pred = booster.predict(X, raw_score=True)
        all_pred_contrib = booster.predict(X, pred_contrib=True)
        steps = [10, 12]
        for step in steps:
            pred = np.zeros_like(all_pred)
            pred_contrib = np.zeros_like(all_pred_contrib)
            for start_iter in range(0, 50, step):
                pred += booster.predict(X, start_iteration=start_iter, num_iteration=step, raw_score=True)
                pred_contrib += booster.predict(X, start_iteration=start_iter, num_iteration=step, pred_contrib=True)
            np.testing.assert_allclose(all_pred, pred)
            np.testing.assert_allclose(all_pred_contrib, pred_contrib)
        # test the case where start_iteration <= 0, and num_iteration is None
        pred1 = booster.predict(X, start_iteration=-1)
        pred2 = booster.predict(X, num_iteration=booster.best_iteration)
        np.testing.assert_allclose(pred1, pred2)
3766

3767
3768
3769
3770
3771
3772
3773
3774
3775
3776
3777
3778
3779
3780
3781
3782
3783
3784
3785
3786
3787
3788
        # test the case where start_iteration > 0, and num_iteration <= 0
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=90)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_leaf=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_leaf=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_leaf=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_leaf=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

        # test the case where start_iteration > 0, and num_iteration <= 0, with pred_contrib=True
        pred4 = booster.predict(X, start_iteration=10, num_iteration=-1, pred_contrib=True)
        pred5 = booster.predict(X, start_iteration=10, num_iteration=40, pred_contrib=True)
        pred6 = booster.predict(X, start_iteration=10, num_iteration=0, pred_contrib=True)
        np.testing.assert_allclose(pred4, pred5)
        np.testing.assert_allclose(pred4, pred6)

    # test for regression
3789
    X, y = make_synthetic_regression()
3790
    params = {"objective": "regression", "verbose": -1, "metric": "l2", "learning_rate": 0.5}
3791
3792
3793
3794
3795
3796
3797
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for multi-class
    X, y = load_iris(return_X_y=True)
3798
    params = {"objective": "multiclass", "num_class": 3, "verbose": -1, "metric": "multi_error"}
3799
3800
3801
3802
3803
3804
3805
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)

    # test for binary
    X, y = load_breast_cancer(return_X_y=True)
3806
    params = {"objective": "binary", "verbose": -1, "metric": "auc"}
3807
3808
3809
3810
3811
3812
3813
3814
3815
    # test both with and without early stopping
    inner_test(X, y, params, early_stopping_rounds=1)
    inner_test(X, y, params, early_stopping_rounds=5)
    inner_test(X, y, params, early_stopping_rounds=None)


def test_average_precision_metric():
    # test against sklearn average precision metric
    X, y = load_breast_cancer(return_X_y=True)
3816
    params = {"objective": "binary", "metric": "average_precision", "verbose": -1}
3817
3818
    res = {}
    lgb_X = lgb.Dataset(X, label=y)
3819
3820
    est = lgb.train(params, lgb_X, num_boost_round=10, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    ap = res["training"]["average_precision"][-1]
3821
3822
3823
3824
3825
3826
3827
    pred = est.predict(X)
    sklearn_ap = average_precision_score(y, pred)
    assert ap == pytest.approx(sklearn_ap)
    # test that average precision is 1 where model predicts perfectly
    y = y.copy()
    y[:] = 1
    lgb_X = lgb.Dataset(X, label=y)
3828
3829
    lgb.train(params, lgb_X, num_boost_round=1, valid_sets=[lgb_X], callbacks=[lgb.record_evaluation(res)])
    assert res["training"]["average_precision"][-1] == pytest.approx(1)
3830
3831
3832
3833
3834
3835


def test_reset_params_works_with_metric_num_class_and_boosting():
    X, y = load_breast_cancer(return_X_y=True)
    dataset_params = {"max_bin": 150}
    booster_params = {
3836
3837
3838
3839
3840
3841
        "objective": "multiclass",
        "max_depth": 4,
        "bagging_fraction": 0.8,
        "metric": ["multi_logloss", "multi_error"],
        "boosting": "gbdt",
        "num_class": 5,
3842
3843
    }
    dtrain = lgb.Dataset(X, y, params=dataset_params)
3844
    bst = lgb.Booster(params=booster_params, train_set=dtrain)
3845
3846
3847
3848

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params

3849
    booster_params["bagging_fraction"] += 0.1
3850
3851
3852
3853
3854
    new_bst = bst.reset_parameter(booster_params)

    expected_params = dict(dataset_params, **booster_params)
    assert bst.params == expected_params
    assert new_bst.params == expected_params
3855
3856
3857
3858
3859


def test_dump_model():
    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
3860
    params = {"objective": "binary", "verbose": -1}
3861
3862
3863
3864
3865
3866
3867
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0))
    assert "leaf_features" not in dumped_model_str
    assert "leaf_coeff" not in dumped_model_str
    assert "leaf_const" not in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
3868
    params["linear_tree"] = True
3869
3870
3871
3872
3873
3874
3875
3876
    train_data = lgb.Dataset(X, label=y)
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0))
    assert "leaf_features" in dumped_model_str
    assert "leaf_coeff" in dumped_model_str
    assert "leaf_const" in dumped_model_str
    assert "leaf_value" in dumped_model_str
    assert "leaf_count" in dumped_model_str
3877
3878
3879
3880


def test_dump_model_hook():
    def hook(obj):
3881
3882
3883
        if "leaf_value" in obj:
            obj["LV"] = obj["leaf_value"]
            del obj["leaf_value"]
3884
3885
3886
3887
        return obj

    X, y = load_breast_cancer(return_X_y=True)
    train_data = lgb.Dataset(X, label=y)
3888
    params = {"objective": "binary", "verbose": -1}
3889
3890
3891
3892
    bst = lgb.train(params, train_data, num_boost_round=5)
    dumped_model_str = str(bst.dump_model(5, 0, object_hook=hook))
    assert "leaf_value" not in dumped_model_str
    assert "LV" in dumped_model_str
3893
3894


3895
@pytest.mark.skipif(getenv("TASK", "") == "cuda", reason="Forced splits are not yet supported by CUDA version")
3896
def test_force_split_with_feature_fraction(tmp_path):
3897
    X, y = make_synthetic_regression()
3898
3899
3900
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)

3901
    forced_split = {"feature": 0, "threshold": 0.5, "right": {"feature": 2, "threshold": 10.0}}
3902
3903
3904
3905
3906
3907
3908
3909
3910
3911

    tmp_split_file = tmp_path / "forced_split.json"
    with open(tmp_split_file, "w") as f:
        f.write(json.dumps(forced_split))

    params = {
        "objective": "regression",
        "feature_fraction": 0.6,
        "force_col_wise": True,
        "feature_fraction_seed": 1,
3912
        "forcedsplits_filename": tmp_split_file,
3913
3914
3915
3916
    }

    gbm = lgb.train(params, lgb_train)
    ret = mean_absolute_error(y_test, gbm.predict(X_test))
3917
    assert ret < 15.7
3918
3919
3920
3921
3922

    tree_info = gbm.dump_model()["tree_info"]
    assert len(tree_info) > 1
    for tree in tree_info:
        tree_structure = tree["tree_structure"]
3923
        assert tree_structure["split_feature"] == 0
3924
3925


3926
3927
3928
3929
3930
3931
def test_goss_boosting_and_strategy_equivalent():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)
    base_params = {
3932
3933
3934
3935
3936
3937
3938
        "metric": "l2",
        "verbose": -1,
        "bagging_seed": 0,
        "learning_rate": 0.05,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
3939
    }
3940
    params1 = {**base_params, "boosting": "goss"}
3941
    evals_result1 = {}
3942
3943
3944
3945
    lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result1)]
    )
    params2 = {**base_params, "data_sample_strategy": "goss"}
3946
    evals_result2 = {}
3947
3948
3949
3950
    lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result2)]
    )
    assert evals_result1["valid_0"]["l2"] == evals_result2["valid_0"]["l2"]
3951
3952
3953
3954
3955
3956
3957
3958
3959


def test_sample_strategy_with_boosting():
    X, y = make_synthetic_regression(n_samples=10_000, n_features=10, n_informative=5, random_state=42)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    lgb_train = lgb.Dataset(X_train, y_train)
    lgb_eval = lgb.Dataset(X_test, y_test, reference=lgb_train)

    base_params = {
3960
3961
3962
3963
3964
        "metric": "l2",
        "verbose": -1,
        "num_threads": 1,
        "force_row_wise": True,
        "gpu_use_dp": True,
3965
3966
    }

3967
    params1 = {**base_params, "boosting": "dart", "data_sample_strategy": "goss"}
3968
    evals_result = {}
3969
3970
3971
3972
    gbm = lgb.train(
        params1, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res1 = evals_result["valid_0"]["l2"][-1]
3973
3974
3975
3976
    test_res1 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res1 == pytest.approx(3149.393862, abs=1.0)
    assert eval_res1 == pytest.approx(test_res1)

3977
    params2 = {**base_params, "boosting": "gbdt", "data_sample_strategy": "goss"}
3978
    evals_result = {}
3979
3980
3981
3982
    gbm = lgb.train(
        params2, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res2 = evals_result["valid_0"]["l2"][-1]
3983
3984
3985
3986
    test_res2 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res2 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res2 == pytest.approx(test_res2)

3987
    params3 = {**base_params, "boosting": "goss", "data_sample_strategy": "goss"}
3988
    evals_result = {}
3989
3990
3991
3992
    gbm = lgb.train(
        params3, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res3 = evals_result["valid_0"]["l2"][-1]
3993
3994
3995
3996
    test_res3 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res3 == pytest.approx(2547.715968, abs=1.0)
    assert eval_res3 == pytest.approx(test_res3)

3997
    params4 = {**base_params, "boosting": "rf", "data_sample_strategy": "goss"}
3998
    evals_result = {}
3999
4000
4001
4002
    gbm = lgb.train(
        params4, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res4 = evals_result["valid_0"]["l2"][-1]
4003
4004
4005
4006
4007
4008
4009
4010
4011
4012
4013
4014
4015
    test_res4 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res4 == pytest.approx(2095.538735, abs=1.0)
    assert eval_res4 == pytest.approx(test_res4)

    assert test_res1 != test_res2
    assert eval_res1 != eval_res2
    assert test_res2 == test_res3
    assert eval_res2 == eval_res3
    assert eval_res1 != eval_res4
    assert test_res1 != test_res4
    assert eval_res2 != eval_res4
    assert test_res2 != test_res4

4016
4017
4018
4019
4020
4021
4022
    params5 = {
        **base_params,
        "boosting": "dart",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4023
    evals_result = {}
4024
4025
4026
4027
    gbm = lgb.train(
        params5, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res5 = evals_result["valid_0"]["l2"][-1]
4028
4029
4030
4031
    test_res5 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res5 == pytest.approx(3134.866931, abs=1.0)
    assert eval_res5 == pytest.approx(test_res5)

4032
4033
4034
4035
4036
4037
4038
    params6 = {
        **base_params,
        "boosting": "gbdt",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4039
    evals_result = {}
4040
4041
4042
4043
    gbm = lgb.train(
        params6, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res6 = evals_result["valid_0"]["l2"][-1]
4044
4045
4046
4047
4048
4049
    test_res6 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res6 == pytest.approx(2539.792378, abs=1.0)
    assert eval_res6 == pytest.approx(test_res6)
    assert test_res5 != test_res6
    assert eval_res5 != eval_res6

4050
4051
4052
4053
4054
4055
4056
    params7 = {
        **base_params,
        "boosting": "rf",
        "data_sample_strategy": "bagging",
        "bagging_freq": 1,
        "bagging_fraction": 0.5,
    }
4057
    evals_result = {}
4058
4059
4060
4061
    gbm = lgb.train(
        params7, lgb_train, num_boost_round=10, valid_sets=lgb_eval, callbacks=[lgb.record_evaluation(evals_result)]
    )
    eval_res7 = evals_result["valid_0"]["l2"][-1]
4062
4063
4064
4065
4066
4067
4068
4069
4070
    test_res7 = mean_squared_error(y_test, gbm.predict(X_test))
    assert test_res7 == pytest.approx(1518.704481, abs=1.0)
    assert eval_res7 == pytest.approx(test_res7)
    assert test_res5 != test_res7
    assert eval_res5 != eval_res7
    assert test_res6 != test_res7
    assert eval_res6 != eval_res7


4071
4072
4073
4074
4075
def test_record_evaluation_with_train():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4076
    params = {"objective": "l2", "num_leaves": 3}
4077
4078
    num_boost_round = 5
    bst = lgb.train(params, ds, num_boost_round=num_boost_round, valid_sets=[ds], callbacks=callbacks)
4079
    assert list(eval_result.keys()) == ["training"]
4080
4081
4082
4083
4084
    train_mses = []
    for i in range(num_boost_round):
        pred = bst.predict(X, num_iteration=i + 1)
        mse = mean_squared_error(y, pred)
        train_mses.append(mse)
4085
    np.testing.assert_allclose(eval_result["training"]["l2"], train_mses)
4086
4087


4088
@pytest.mark.parametrize("train_metric", [False, True])
4089
4090
4091
4092
4093
def test_record_evaluation_with_cv(train_metric):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    eval_result = {}
    callbacks = [lgb.record_evaluation(eval_result)]
4094
4095
4096
4097
4098
4099
    metrics = ["l2", "rmse"]
    params = {"objective": "l2", "num_leaves": 3, "metric": metrics}
    cv_hist = lgb.cv(
        params, ds, num_boost_round=5, stratified=False, callbacks=callbacks, eval_train_metric=train_metric
    )
    expected_datasets = {"valid"}
4100
    if train_metric:
4101
        expected_datasets.add("train")
4102
4103
4104
    assert set(eval_result.keys()) == expected_datasets
    for dataset in expected_datasets:
        for metric in metrics:
4105
4106
4107
            for agg in ("mean", "stdv"):
                key = f"{dataset} {metric}-{agg}"
                np.testing.assert_allclose(cv_hist[key], eval_result[dataset][f"{metric}-{agg}"])
4108
4109


4110
def test_pandas_with_numpy_regular_dtypes(rng_fixed_seed):
4111
4112
4113
4114
    pd = pytest.importorskip("pandas")
    uints = ["uint8", "uint16", "uint32", "uint64"]
    ints = ["int8", "int16", "int32", "int64"]
    bool_and_floats = ["bool", "float16", "float32", "float64"]
4115
4116
4117

    n_samples = 100
    # data as float64
4118
4119
    df = pd.DataFrame(
        {
4120
4121
4122
4123
            "x1": rng_fixed_seed.integers(low=0, high=2, size=n_samples),
            "x2": rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x3": 10 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
            "x4": 100 * rng_fixed_seed.integers(low=1, high=3, size=n_samples),
4124
4125
        }
    )
4126
    df = df.astype(np.float64)
4127
    y = df["x1"] * (df["x2"] + df["x3"] + df["x4"])
4128
    ds = lgb.Dataset(df, y)
4129
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4130
4131
4132
4133
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # test all features were used
4134
    assert bst.trees_to_dataframe()["split_feature"].nunique() == df.shape[1]
4135
4136
4137
4138
4139
4140
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test all predictions are equal using different input dtypes
    for target_dtypes in [uints, ints, bool_and_floats]:
4141
        df2 = df.astype({f"x{i}": dtype for i, dtype in enumerate(target_dtypes, start=1)})
4142
4143
4144
4145
4146
4147
4148
        assert df2.dtypes.tolist() == target_dtypes
        ds2 = lgb.Dataset(df2, y)
        bst2 = lgb.train(params, ds2, num_boost_round=5)
        preds2 = bst2.predict(df2)
        np.testing.assert_allclose(preds, preds2)


4149
def test_pandas_nullable_dtypes(rng_fixed_seed):
4150
4151
4152
    pd = pytest.importorskip("pandas")
    df = pd.DataFrame(
        {
4153
            "x1": rng_fixed_seed.integers(low=1, high=3, size=100),
4154
            "x2": np.linspace(-1, 1, 100),
4155
4156
            "x3": pd.arrays.SparseArray(rng_fixed_seed.integers(low=0, high=11, size=100)),
            "x4": rng_fixed_seed.uniform(size=(100,)) < 0.5,
4157
4158
        }
    )
4159
    # introduce some missing values
4160
4161
    df.loc[1, "x1"] = np.nan
    df.loc[2, "x2"] = np.nan
4162
    # in recent versions of pandas, type 'bool' is incompatible with nan values in x4
4163
    df["x4"] = df["x4"].astype(np.float64)
4164
    df.loc[3, "x4"] = np.nan
4165
    y = df["x1"] * df["x2"] + df["x3"] * (1 + df["x4"])
4166
4167
4168
    y = y.fillna(0)

    # train with regular dtypes
4169
    params = {"objective": "l2", "num_leaves": 31, "min_child_samples": 1}
4170
4171
4172
4173
4174
4175
    ds = lgb.Dataset(df, y)
    bst = lgb.train(params, ds, num_boost_round=5)
    preds = bst.predict(df)

    # convert to nullable dtypes
    df2 = df.copy()
4176
4177
4178
    df2["x1"] = df2["x1"].astype("Int32")
    df2["x2"] = df2["x2"].astype("Float64")
    df2["x4"] = df2["x4"].astype("boolean")
4179
4180
4181
4182
4183
4184
4185
4186

    # test training succeeds
    ds_nullable_dtypes = lgb.Dataset(df2, y)
    bst_nullable_dtypes = lgb.train(params, ds_nullable_dtypes, num_boost_round=5)
    preds_nullable_dtypes = bst_nullable_dtypes.predict(df2)

    trees_df = bst_nullable_dtypes.trees_to_dataframe()
    # test all features were used
4187
    assert trees_df["split_feature"].nunique() == df.shape[1]
4188
4189
4190
4191
4192
4193
    # test the score is better than predicting the mean
    baseline = np.full_like(y, y.mean())
    assert mean_squared_error(y, preds) < mean_squared_error(y, baseline)

    # test equal predictions
    np.testing.assert_allclose(preds, preds_nullable_dtypes)
4194
4195
4196
4197
4198


def test_boost_from_average_with_single_leaf_trees():
    # test data are taken from bug report
    # https://github.com/microsoft/LightGBM/issues/4708
4199
4200
4201
4202
4203
4204
4205
4206
4207
4208
4209
    X = np.array(
        [
            [1021.0589, 1018.9578],
            [1023.85754, 1018.7854],
            [1024.5468, 1018.88513],
            [1019.02954, 1018.88513],
            [1016.79926, 1018.88513],
            [1007.6, 1018.88513],
        ],
        dtype=np.float32,
    )
4210
4211
4212
4213
4214
4215
4216
4217
4218
4219
4220
4221
4222
4223
4224
4225
    y = np.array([1023.8, 1024.6, 1024.4, 1023.8, 1022.0, 1014.4], dtype=np.float32)
    params = {
        "extra_trees": True,
        "min_data_in_bin": 1,
        "extra_seed": 7,
        "objective": "regression",
        "verbose": -1,
        "boost_from_average": True,
        "min_data_in_leaf": 1,
    }
    train_set = lgb.Dataset(X, y)
    model = lgb.train(params=params, train_set=train_set, num_boost_round=10)

    preds = model.predict(X)
    mean_preds = np.mean(preds)
    assert y.min() <= mean_preds <= y.max()
4226
4227


4228
def test_cegb_split_buffer_clean(rng_fixed_seed):
4229
4230
4231
4232
4233
4234
4235
4236
    # modified from https://github.com/microsoft/LightGBM/issues/3679#issuecomment-938652811
    # and https://github.com/microsoft/LightGBM/pull/5087
    # test that the ``splits_per_leaf_`` of CEGB is cleaned before training a new tree
    # which is done in the fix #5164
    # without the fix:
    #    Check failed: (best_split_info.left_count) > (0)

    R, C = 1000, 100
4237
    data = rng_fixed_seed.standard_normal(size=(R, C))
4238
    for i in range(1, C):
4239
        data[i] += data[0] * rng_fixed_seed.standard_normal()
4240
4241
4242
4243
4244
4245
4246
4247
4248
4249

    N = int(0.8 * len(data))
    train_data = data[:N]
    test_data = data[N:]
    train_y = np.sum(train_data, axis=1)
    test_y = np.sum(test_data, axis=1)

    train = lgb.Dataset(train_data, train_y, free_raw_data=True)

    params = {
4250
4251
4252
4253
4254
4255
4256
4257
4258
4259
4260
4261
4262
        "boosting_type": "gbdt",
        "objective": "regression",
        "max_bin": 255,
        "num_leaves": 31,
        "seed": 0,
        "learning_rate": 0.1,
        "min_data_in_leaf": 0,
        "verbose": -1,
        "min_split_gain": 1000.0,
        "cegb_penalty_feature_coupled": 5 * np.arange(C),
        "cegb_penalty_split": 0.0002,
        "cegb_tradeoff": 10.0,
        "force_col_wise": True,
4263
4264
4265
4266
4267
4268
    }

    model = lgb.train(params, train, num_boost_round=10)
    predicts = model.predict(test_data)
    rmse = np.sqrt(mean_squared_error(test_y, predicts))
    assert rmse < 10.0
4269
4270


4271
4272
4273
4274
def test_verbosity_and_verbose(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
4275
4276
4277
        "num_leaves": 3,
        "verbose": 1,
        "verbosity": 0,
4278
4279
    }
    lgb.train(params, ds, num_boost_round=1)
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    expected_msg = "[LightGBM] [Warning] verbosity is set=0, verbose=1 will be ignored. Current value: verbosity=0"
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    stdout = capsys.readouterr().out
    assert expected_msg in stdout


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def test_verbosity_is_respected_when_using_custom_objective(capsys):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
        "objective": mse_obj,
        "nonsense": 123,
        "num_leaves": 3,
    }
    lgb.train({**params, "verbosity": -1}, ds, num_boost_round=1)
    assert capsys.readouterr().out == ""
    lgb.train({**params, "verbosity": 0}, ds, num_boost_round=1)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


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@pytest.mark.parametrize("verbosity_param", lgb.basic._ConfigAliases.get("verbosity"))
@pytest.mark.parametrize("verbosity", [-1, 0])
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def test_verbosity_can_suppress_alias_warnings(capsys, verbosity_param, verbosity):
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, y)
    params = {
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        "num_leaves": 3,
        "subsample": 0.75,
        "bagging_fraction": 0.8,
        "force_col_wise": True,
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        verbosity_param: verbosity,
    }
    lgb.train(params, ds, num_boost_round=1)
    expected_msg = (
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        "[LightGBM] [Warning] bagging_fraction is set=0.8, subsample=0.75 will be ignored. "
        "Current value: bagging_fraction=0.8"
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    )
    stdout = capsys.readouterr().out
    if verbosity >= 0:
        assert expected_msg in stdout
    else:
4320
        assert re.search(r"\[LightGBM\]", stdout) is None
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4323
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
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def test_validate_features():
    X, y = make_synthetic_regression()
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    features = ["x1", "x2", "x3", "x4"]
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    df = pd_DataFrame(X, columns=features)
    ds = lgb.Dataset(df, y)
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    bst = lgb.train({"num_leaves": 15, "verbose": -1}, ds, num_boost_round=10)
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    assert bst.feature_name() == features

    # try to predict with a different feature
4333
    df2 = df.rename(columns={"x3": "z"})
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    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.predict(df2, validate_features=False)
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    # try to refit with a different feature
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x3' at position 2 but found 'z'"):
        bst.refit(df2, y, validate_features=True)

    # check that disabling the check doesn't raise the error
    bst.refit(df2, y, validate_features=False)
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def test_train_and_cv_raise_informative_error_for_train_set_of_wrong_type():
    with pytest.raises(TypeError, match=r"train\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.train({}, train_set=[])
    with pytest.raises(TypeError, match=r"cv\(\) only accepts Dataset object, train_set has type 'list'\."):
        lgb.cv({}, train_set=[])


4355
@pytest.mark.parametrize("num_boost_round", [-7, -1, 0])
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def test_train_and_cv_raise_informative_error_for_impossible_num_boost_round(num_boost_round):
    X, y = make_synthetic_regression(n_samples=100)
    error_msg = rf"num_boost_round must be greater than 0\. Got {num_boost_round}\."
    with pytest.raises(ValueError, match=error_msg):
        lgb.train({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)
    with pytest.raises(ValueError, match=error_msg):
        lgb.cv({}, train_set=lgb.Dataset(X, y), num_boost_round=num_boost_round)


def test_train_raises_informative_error_if_any_valid_sets_are_not_dataset_objects():
    X, y = make_synthetic_regression(n_samples=100)
    X_valid = X * 2.0
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    with pytest.raises(
        TypeError, match=r"Every item in valid_sets must be a Dataset object\. Item 1 has type 'tuple'\."
    ):
4371
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        lgb.train(
            params={},
            train_set=lgb.Dataset(X, y),
4374
            valid_sets=[lgb.Dataset(X_valid, y), ([1.0], [2.0]), [5.6, 5.7, 5.8]],
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        )


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def test_train_raises_informative_error_for_params_of_wrong_type():
    X, y = make_synthetic_regression()
4380
    params = {"num_leaves": "too-many"}
4381
    dtrain = lgb.Dataset(X, label=y)
4382
    with pytest.raises(lgb.basic.LightGBMError, match='Parameter num_leaves should be of type int, got "too-many"'):
4383
        lgb.train(params, dtrain)
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def test_quantized_training():
    X, y = make_synthetic_regression()
    ds = lgb.Dataset(X, label=y)
4389
    bst_params = {"num_leaves": 15, "verbose": -1, "seed": 0}
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    bst = lgb.train(bst_params, ds, num_boost_round=10)
    rmse = np.sqrt(np.mean((bst.predict(X) - y) ** 2))
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    bst_params.update(
        {
            "use_quantized_grad": True,
            "num_grad_quant_bins": 30,
            "quant_train_renew_leaf": True,
        }
    )
4399
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    quant_bst = lgb.train(bst_params, ds, num_boost_round=10)
    quant_rmse = np.sqrt(np.mean((quant_bst.predict(X) - y) ** 2))
    assert quant_rmse < rmse + 6.0