basic.py 42.5 KB
Newer Older
Guolin Ke's avatar
Guolin Ke committed
1
2
3
4
5
6
7
8
"""Wrapper c_api of LightGBM"""
from __future__ import absolute_import

import sys
import os
import ctypes
import collections
import re
Guolin Ke's avatar
Guolin Ke committed
9
import tempfile
Guolin Ke's avatar
Guolin Ke committed
10
11
12
13

import numpy as np
import scipy.sparse

Guolin Ke's avatar
Guolin Ke committed
14
from .libpath import find_lib_path
Guolin Ke's avatar
Guolin Ke committed
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57

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

def _load_lib():
    """Load LightGBM Library."""
    lib_path = find_lib_path()
    if len(lib_path) == 0:
        return None
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib

_LIB = _load_lib()

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

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

def is_str(s):
    if IS_PY3:
        return isinstance(s, str)
    else:
        return isinstance(s, basestring)

def is_numpy_object(data):
    return type(data).__module__ == np.__name__

def is_numpy_1d_array(data):
    if isinstance(data, np.ndarray) and len(data.shape) == 1:
        return True
    else:
        return False

Guolin Ke's avatar
Guolin Ke committed
58
59
60
61
def is_1d_list(data):
    if not isinstance(data, list):
        return False
    if len(data) > 0:
62
        if not isinstance(data[0], (int, float, bool) ):
Guolin Ke's avatar
Guolin Ke committed
63
64
65
            return False
    return True

Guolin Ke's avatar
Guolin Ke committed
66
67
def list_to_1d_numpy(data, dtype):
    if is_numpy_1d_array(data):
Guolin Ke's avatar
Guolin Ke committed
68
69
70
71
72
        if data.dtype == dtype:
            return data
        else:
            return data.astype(dtype=dtype, copy=False)
    elif is_1d_list(data):
Guolin Ke's avatar
Guolin Ke committed
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
        return np.array(data, dtype=dtype, copy=False)
    else:
        raise TypeError("Unknow type({})".format(type(data).__name__))

def cfloat32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_float)):
        res = np.fromiter(cptr, dtype=np.float32, count=length)
        return res
    else:
        raise RuntimeError('expected float pointer')

def cint32_array_to_numpy(cptr, length):
    """Convert a ctypes float pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_int32)):
        res = np.fromiter(cptr, dtype=np.int32, count=length)
        return res
    else:
        raise RuntimeError('expected int pointer')

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

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

103
def param_dict_to_str(data):
Guolin Ke's avatar
Guolin Ke committed
104
    if data is None or len(data) == 0:
Guolin Ke's avatar
Guolin Ke committed
105
106
        return ""
    pairs = []
107
    for key, val in data.items():
108
109
110
111
112
        if is_str(val):
            pairs.append(str(key)+'='+str(val))
        elif isinstance(val, (list, tuple)):
            pairs.append(str(key)+'='+','.join(map(str,val)))
        elif isinstance(val, (int, float, bool)):
113
114
115
            pairs.append(str(key)+'='+str(val))
        else:
            raise TypeError('unknow type of parameter:%s , got:%s' %(key, type(val).__name__))
Guolin Ke's avatar
Guolin Ke committed
116
    return ' '.join(pairs)
Guolin Ke's avatar
Guolin Ke committed
117
118
119
120
121
122
123
124
"""marco definition of data type in c_api of LightGBM"""
C_API_DTYPE_FLOAT32 =0
C_API_DTYPE_FLOAT64 =1
C_API_DTYPE_INT32   =2
C_API_DTYPE_INT64   =3
"""Matric is row major in python"""
C_API_IS_ROW_MAJOR  =1

Guolin Ke's avatar
Guolin Ke committed
125
126
127
128
129
130
131
132
133
134
C_API_PREDICT_NORMAL     =0
C_API_PREDICT_RAW_SCORE  =1
C_API_PREDICT_LEAF_INDEX =2

FIELD_TYPE_MAPPER = {"label":C_API_DTYPE_FLOAT32, 
"wegiht":C_API_DTYPE_FLOAT32, 
"init_score":C_API_DTYPE_FLOAT32,
"group":C_API_DTYPE_INT32,
 }

Guolin Ke's avatar
Guolin Ke committed
135
136
def c_float_array(data):
    """Convert numpy array / list to c float array."""
Guolin Ke's avatar
Guolin Ke committed
137
    if is_1d_list(data):
Guolin Ke's avatar
Guolin Ke committed
138
139
140
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.float32:
Guolin Ke's avatar
Guolin Ke committed
141
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
Guolin Ke's avatar
Guolin Ke committed
142
143
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
Guolin Ke's avatar
Guolin Ke committed
144
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
Guolin Ke's avatar
Guolin Ke committed
145
146
147
148
149
150
151
152
153
            type_data = C_API_DTYPE_FLOAT64
        else:
            raise TypeError("expected np.float32 or np.float64, met type({})".format(data.dtype))
    else:
        raise TypeError("Unknow type({})".format(type(data).__name__))
    return (ptr_data, type_data)

def c_int_array(data):
    """Convert numpy array to c int array."""
Guolin Ke's avatar
Guolin Ke committed
154
    if is_1d_list(data):
Guolin Ke's avatar
Guolin Ke committed
155
156
157
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.int32:
Guolin Ke's avatar
Guolin Ke committed
158
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
Guolin Ke's avatar
Guolin Ke committed
159
160
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
Guolin Ke's avatar
Guolin Ke committed
161
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
Guolin Ke's avatar
Guolin Ke committed
162
163
164
165
166
167
168
            type_data = C_API_DTYPE_INT64
        else:
            raise TypeError("expected np.int32 or np.int64, met type({})".format(data.dtype))
    else:
        raise TypeError("Unknow type({})".format(type(data).__name__))
    return (ptr_data, type_data)

Guolin Ke's avatar
Guolin Ke committed
169
170
171
class Predictor(object):
    """"A Predictor of LightGBM.
    """
Guolin Ke's avatar
Guolin Ke committed
172
    def __init__(self,model_file=None, booster_handle=None, is_manage_handle=True):
173
        """Initialize the Predictor.
Guolin Ke's avatar
Guolin Ke committed
174
175
176
177
178
179
180
181
182
183

        Parameters
        ----------
        model_file : string
            Path to the model file. 
        """
        self.handle = ctypes.c_void_p()
        self.__is_manage_handle = True
        if model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
184
            out_num_iterations = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
185
186
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file), 
Guolin Ke's avatar
Guolin Ke committed
187
                ctypes.byref(out_num_iterations),
Guolin Ke's avatar
Guolin Ke committed
188
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
189
            out_num_class = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
190
191
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
192
193
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
194
            self.__num_total_iteration = out_num_iterations.value 
Guolin Ke's avatar
Guolin Ke committed
195
196
197
        elif booster_handle is not None:
            self.__is_manage_handle = is_manage_handle
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
198
            out_num_class = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
199
200
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
201
202
203
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
            out_num_iterations = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
204
205
            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
206
                ctypes.byref(out_num_iterations)))
207
            self.__num_total_iteration = out_num_iterations.value 
Guolin Ke's avatar
Guolin Ke committed
208
209
210
211
212
213
214
215
216
        else:
            raise TypeError('Need Model file to create a booster')

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


    def predict(self, data, num_iteration=-1, raw_score=False, pred_leaf=False, data_has_header=False, is_reshape=True):
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
        """
        Predict logic

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
            When data is string type, it represents the path of txt file,
        num_iteration : 
            used iteration for prediction
        raw_score : bool 
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
        data_has_header : bool
            Used for txt data
        is_reshape : bool
            True for reshape to [nrow, ...] 

        Returns
        -------
        Prediction result
        """
Guolin Ke's avatar
Guolin Ke committed
240
241
242
243
244
245
246
        if isinstance(data, Dataset):
            raise TypeError("cannot use Dataset instance for prediction, please use raw data instead")
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
247
248
249
        int_data_has_header = 1 if data_has_header else 0
        if num_iteration > self.__num_total_iteration:
            num_iteration = self.__num_total_iteration
Guolin Ke's avatar
Guolin Ke committed
250
251
252
253
254
255
256
257
258
        if is_str(data):
            tmp_pred_fname = tempfile.NamedTemporaryFile(prefix="lightgbm_tmp_pred_").name
            _safe_call(_LIB.LGBM_BoosterPredictForFile(
                self.handle,
                c_str(data), 
                int_data_has_header,
                predict_type,
                num_iteration,
                c_str(tmp_pred_fname)))
Guolin Ke's avatar
Guolin Ke committed
259
260
261
            tmp_file = open(tmp_pred_fname,"r")
            lines = tmp_file.readlines()
            tmp_file.close()
Guolin Ke's avatar
Guolin Ke committed
262
263
264
265
266
267
268
269
270
271
272
273
274
275
            nrow = len(lines)
            preds = []
            for line in lines:
                for token in line.split('\t'):
                    preds.append(float(token))
            preds = np.array(preds, copy=False)
            os.remove(tmp_pred_fname)
        elif isinstance(data, scipy.sparse.csr_matrix):
            preds, nrow = self.__pred_for_csr(data, num_iteration, predict_type)
        elif isinstance(data, np.ndarray):
            preds, nrow = self.__pred_for_np2d(data, num_iteration, predict_type)
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
Guolin Ke's avatar
Guolin Ke committed
276
                preds, nrow = self.__pred_for_csr(csr, num_iteration, predict_type)
Guolin Ke's avatar
Guolin Ke committed
277
278
279
280
281
282
283
284
285
286
287
288
            except:
                raise TypeError('can not predict data for type {}'.format(type(data).__name__))
        if pred_leaf:
            preds = preds.astype(np.int32)
        if preds.size != nrow and is_reshape:
            if preds.size % nrow == 0:
                ncol = int(preds.size / nrow)
                preds = preds.reshape(nrow, ncol)
            else:
                raise ValueError('len of predict result(%d) cannot be divide nrow(%d)' %(preds.size, nrow) )
        return preds

289
290
291
292
293
294
295
296
297
    def __get_num_preds(self, num_iteration, nrow, predict_type):
        n_preds = self.num_class * nrow
        if predict_type == C_API_PREDICT_LEAF_INDEX:
            if num_iteration > 0:
                n_preds *= min(num_iteration, self.__num_total_iteration)
            else:
                n_preds *= self.__num_total_iteration
        return n_preds

Guolin Ke's avatar
Guolin Ke committed
298
299
300
301
302
303
304
305
306
307
308
309
310
    def __pred_for_np2d(self, mat, num_iteration, predict_type):
        """
        Predict for a 2-D numpy matrix.
        """
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
            """change non-float data to float data, need to copy"""
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data = c_float_array(data)
311
        n_preds = self.__get_num_preds(num_iteration, mat.shape[0], predict_type)
Guolin Ke's avatar
Guolin Ke committed
312
313
        preds = np.zeros(n_preds, dtype=np.float32)
        out_num_preds = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
314
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
Guolin Ke's avatar
Guolin Ke committed
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
            self.handle,
            ptr_data, 
            type_ptr_data,
            mat.shape[0],
            mat.shape[1],
            C_API_IS_ROW_MAJOR,
            predict_type,
            num_iteration,
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            ))
        if n_preds != out_num_preds.value:
            raise ValueError("incorrect number for predict result")
        return preds, mat.shape[0]

    def __pred_for_csr(self, csr, num_iteration, predict_type):
        """
        Predict for a csr data
        """
        nrow = len(csr.indptr) - 1
335
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
Guolin Ke's avatar
Guolin Ke committed
336
337
338
339
340
341
        preds = np.zeros(n_preds, dtype=np.float32)
        out_num_preds = ctypes.c_int64(0)

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

Guolin Ke's avatar
Guolin Ke committed
342
        _safe_call(_LIB.LGBM_BoosterPredictForCSR(
Guolin Ke's avatar
Guolin Ke committed
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
            self.handle,
            ptr_indptr, 
            type_ptr_indptr,
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
            type_ptr_data, 
            len(csr.indptr), 
            len(csr.data),
            csr.shape[1], 
            predict_type,
            num_iteration,
            ctypes.byref(out_num_preds),
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            ))
        if n_preds != out_num_preds.value:
            raise ValueError("incorrect number for predict result")
        return preds, nrow


Guolin Ke's avatar
Guolin Ke committed
362
363
364
365
366
367
class Dataset(object):
    """Dataset used in LightGBM.

    Dataset is a internal data structure that used by LightGBM
    """

Guolin Ke's avatar
Guolin Ke committed
368
    def __init__(self, data, label=None, max_bin=255, reference=None,
369
        weight=None, group=None, predictor=None,
Guolin Ke's avatar
Guolin Ke committed
370
        silent=False, params=None):
Guolin Ke's avatar
Guolin Ke committed
371
372
373
374
375
376
377
378
        """
        Dataset used in LightGBM.

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source of Dataset.
            When data is string type, it represents the path of txt file,
Guolin Ke's avatar
Guolin Ke committed
379
380
        label : list or numpy 1-D array, optional
            Label of the data
Guolin Ke's avatar
Guolin Ke committed
381
382
383
384
385
386
        max_bin : int, required
            max number of discrete bin for features 
        reference : Other Dataset, optional
            If this dataset validation, need to use training data as reference
        weight : list or numpy 1-D array , optional
            Weight for each instance.
387
388
        group : list or numpy 1-D array , optional
            group/query size for dataset
Guolin Ke's avatar
Guolin Ke committed
389
390
        silent : boolean, optional
            Whether print messages during construction
Guolin Ke's avatar
Guolin Ke committed
391
        params: dict, optional
Guolin Ke's avatar
Guolin Ke committed
392
            other parameters
Guolin Ke's avatar
Guolin Ke committed
393
        """
Guolin Ke's avatar
Guolin Ke committed
394
395
396
397
        self.__label = None
        self.__weight = None
        self.__init_score = None
        self.__group = None
Guolin Ke's avatar
Guolin Ke committed
398
399
400
        if data is None:
            self.handle = None
            return
Guolin Ke's avatar
Guolin Ke committed
401
        self.data_has_header = False
Guolin Ke's avatar
Guolin Ke committed
402
        """process for args"""
403
        params = {} if params is None else params
Guolin Ke's avatar
Guolin Ke committed
404
405
        self.max_bin = max_bin
        self.predictor = predictor
Guolin Ke's avatar
Guolin Ke committed
406
        params["max_bin"] = max_bin
Guolin Ke's avatar
Guolin Ke committed
407
        if silent:
Guolin Ke's avatar
Guolin Ke committed
408
            params["verbose"] = 0
409
        elif "verbose" not in params:
Guolin Ke's avatar
Guolin Ke committed
410
            params["verbose"] = 1
411
        params_str = param_dict_to_str(params)
Guolin Ke's avatar
Guolin Ke committed
412
413
414
415
416
417
418
419
        """process for reference dataset"""
        ref_dataset = None
        if isinstance(reference, Dataset):
            ref_dataset = ctypes.byref(reference.handle)
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
        """start construct data"""
        if is_str(data):
Guolin Ke's avatar
Guolin Ke committed
420
421
422
            """check data has header or not"""
            if "has_header" in params or "header" in params:
                if params["has_header"].lower() == "true" or params["header"].lower() == "true":
Guolin Ke's avatar
Guolin Ke committed
423
                    self.data_has_header = True
Guolin Ke's avatar
Guolin Ke committed
424
            self.handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
425
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
Guolin Ke's avatar
Guolin Ke committed
426
                c_str(data), 
Guolin Ke's avatar
Guolin Ke committed
427
                c_str(params_str), 
Guolin Ke's avatar
Guolin Ke committed
428
429
430
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
Guolin Ke's avatar
Guolin Ke committed
431
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
432
        elif isinstance(data, np.ndarray):
Guolin Ke's avatar
Guolin Ke committed
433
            self.__init_from_np2d(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
434
435
436
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
Guolin Ke's avatar
Guolin Ke committed
437
                self.__init_from_csr(csr, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
438
439
440
441
            except:
                raise TypeError('can not initialize Dataset from {}'.format(type(data).__name__))
        if label is not None:
            self.set_label(label)
Guolin Ke's avatar
Guolin Ke committed
442
443
        if self.get_label() is None:
            raise ValueError("label should not be None")
Guolin Ke's avatar
Guolin Ke committed
444
445
        if weight is not None:
            self.set_weight(weight)
446
447
        if group is not None:
            self.set_group(group)
Guolin Ke's avatar
Guolin Ke committed
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
        # load init score
        if self.predictor is not None and isinstance(self.predictor, Predictor):
            init_score = self.predictor.predict(data, 
                raw_score=True, 
                data_has_header=self.data_has_header, 
                is_reshape=False)
            if self.predictor.num_class > 1:
                # need re group init score
                new_init_score = np.zeros(init_score.size(), dtype=np.float32)
                num_data = self.num_data()
                for i in range(num_data):
                    for j in range(self.predictor.num_class):
                        new_init_score[j * num_data + i] = init_score[i * self.predictor.num_class + j]
                init_score = new_init_score
            self.set_init_score(init_score)

464
    def create_valid(self, data, label=None, weight=None, group=None, 
Guolin Ke's avatar
Guolin Ke committed
465
466
467
        silent=False, params=None):
        """
        Create validation data align with current dataset
Guolin Ke's avatar
Guolin Ke committed
468

Guolin Ke's avatar
Guolin Ke committed
469
470
471
472
473
474
475
476
477
        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source of Dataset.
            When data is string type, it represents the path of txt file,
        label : list or numpy 1-D array, optional
            Label of the training data.
        weight : list or numpy 1-D array , optional
            Weight for each instance.
478
479
        group : list or numpy 1-D array , optional
            group/query size for dataset
Guolin Ke's avatar
Guolin Ke committed
480
481
        silent : boolean, optional
            Whether print messages during construction
482
        params: dict, optional
Guolin Ke's avatar
Guolin Ke committed
483
484
485
            other parameters
        """
        return Dataset(data, label=label, max_bin=self.max_bin, reference=self,
486
            weight=weight, group=group, predictor=self.predictor, 
Guolin Ke's avatar
Guolin Ke committed
487
            silent=silent, params=params)
Guolin Ke's avatar
Guolin Ke committed
488

Guolin Ke's avatar
Guolin Ke committed
489
    def subset(self, used_indices, params=None):
Guolin Ke's avatar
Guolin Ke committed
490
491
492
        """
        Get subset of current dataset
        """
Guolin Ke's avatar
Guolin Ke committed
493
494
495
        used_indices = list_to_1d_numpy(used_indices, np.int32)
        ret = Dataset(None)
        ret.handle = ctypes.c_void_p()
496
        params_str = param_dict_to_str(params)
Guolin Ke's avatar
Guolin Ke committed
497
498
        _safe_call(_LIB.LGBM_DatasetGetSubset(
            ctypes.byref(self.handle), 
Guolin Ke's avatar
Guolin Ke committed
499
            used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
500
501
502
503
504
505
506
507
            used_indices.shape[0],
            c_str(params_str), 
            ctypes.byref(ret.handle)))
        ret.max_bin = self.max_bin
        ret.predictor = self.predictor
        if ret.get_label() is None:
            raise ValueError("label should not be None")
        return ret
Guolin Ke's avatar
Guolin Ke committed
508

Guolin Ke's avatar
Guolin Ke committed
509
    def __init_from_np2d(self, mat, params_str, ref_dataset):
Guolin Ke's avatar
Guolin Ke committed
510
511
512
513
514
515
516
517
518
519
520
521
522
523
        """
        Initialize data from a 2-D numpy matrix.
        """
        if len(mat.shape) != 2:
            raise ValueError('Input numpy.ndarray must be 2 dimensional')

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

        ptr_data, type_ptr_data = c_float_array(data)
Guolin Ke's avatar
Guolin Ke committed
524
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
Guolin Ke's avatar
Guolin Ke committed
525
526
527
528
529
            ptr_data, 
            type_ptr_data,
            mat.shape[0],
            mat.shape[1],
            C_API_IS_ROW_MAJOR,
Guolin Ke's avatar
Guolin Ke committed
530
            c_str(params_str), 
Guolin Ke's avatar
Guolin Ke committed
531
532
533
            ref_dataset, 
            ctypes.byref(self.handle)))

Guolin Ke's avatar
Guolin Ke committed
534
535
536
537
538
539
540
541
542
543
544
    def __init_from_csr(self, csr, params_str, ref_dataset):
        """
        Initialize data from a CSR matrix.
        """
        if len(csr.indices) != len(csr.data):
            raise ValueError('length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
        self.handle = ctypes.c_void_p()

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

Guolin Ke's avatar
Guolin Ke committed
545
        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
Guolin Ke's avatar
Guolin Ke committed
546
547
            ptr_indptr, 
            type_ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
548
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
549
550
551
552
553
554
555
556
557
            ptr_data,
            type_ptr_data, 
            len(csr.indptr), 
            len(csr.data),
            csr.shape[1], 
            c_str(params_str), 
            ref_dataset, 
            ctypes.byref(self.handle)))

Guolin Ke's avatar
Guolin Ke committed
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
    def __del__(self):
        _safe_call(_LIB.LGBM_DatasetFree(self.handle))

    def get_field(self, field_name):
        """Get property from the Dataset.

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

        Returns
        -------
        info : array
            a numpy array of information of the data
        """
Guolin Ke's avatar
Guolin Ke committed
574
        tmp_out_len = ctypes.c_int64()
Guolin Ke's avatar
Guolin Ke committed
575
576
577
578
579
        out_type = ctypes.c_int32()
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
Guolin Ke's avatar
Guolin Ke committed
580
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
581
582
            ctypes.byref(ret),
            ctypes.byref(out_type)))
Guolin Ke's avatar
Guolin Ke committed
583
584
585
586
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
Guolin Ke's avatar
Guolin Ke committed
587
        if out_type.value == C_API_DTYPE_INT32:
Guolin Ke's avatar
Guolin Ke committed
588
            return cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
589
        elif out_type.value == C_API_DTYPE_FLOAT32:
Guolin Ke's avatar
Guolin Ke committed
590
            return cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
591
592
593
594
595
596
597
598
599
600
601
        else:
            raise TypeError("unknow type")

    def set_field(self, field_name, data):
        """Set property into the Dataset.

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

Guolin Ke's avatar
Guolin Ke committed
602
        data: numpy array or list or None
Guolin Ke's avatar
Guolin Ke committed
603
604
            The array ofdata to be set
        """
Guolin Ke's avatar
Guolin Ke committed
605
        if data is None:
606
            """set to None"""
Guolin Ke's avatar
Guolin Ke committed
607
608
609
610
611
612
613
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
                0,
                FIELD_TYPE_MAPPER[field_name]))
            return
Guolin Ke's avatar
Guolin Ke committed
614
615
616
        if not is_numpy_1d_array(data):
            raise TypeError("Unknow type({})".format(type(data).__name__))
        if data.dtype == np.float32:
Guolin Ke's avatar
Guolin Ke committed
617
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
Guolin Ke's avatar
Guolin Ke committed
618
619
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.int32:
Guolin Ke's avatar
Guolin Ke committed
620
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
Guolin Ke's avatar
Guolin Ke committed
621
622
623
            type_data = C_API_DTYPE_INT32
        else:
            raise TypeError("excepted np.float32 or np.int32, met type({})".format(data.dtype))
Guolin Ke's avatar
Guolin Ke committed
624
625
        if type_data != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("type error for set_field")
Guolin Ke's avatar
Guolin Ke committed
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
            len(data),
            type_data))


    def save_binary(self, filename):
        """Save Dataset to binary file

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

    def set_label(self, label):
        """Set label of Dataset

        Parameters
        ----------
        label: array like
            The label information to be set into Dataset
        """
        label = list_to_1d_numpy(label, np.float32)
Guolin Ke's avatar
Guolin Ke committed
655
        self.__label = label
Guolin Ke's avatar
Guolin Ke committed
656
657
658
659
660
661
662
663
664
665
        self.set_field('label', label)

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

        Parameters
        ----------
        weight : array like
            Weight for each data point
        """
Guolin Ke's avatar
Guolin Ke committed
666
667
        if weight is not None:
            weight = list_to_1d_numpy(weight, np.float32)
Guolin Ke's avatar
Guolin Ke committed
668
        self.__weight = weight
Guolin Ke's avatar
Guolin Ke committed
669
670
671
672
673
674
675
676
677
        self.set_field('weight', weight)

    def set_init_score(self, score):
        """ Set init score of booster to start from.
        Parameters
        ----------
        score: array like

        """
Guolin Ke's avatar
Guolin Ke committed
678
679
680
        if score is not None:
            score = list_to_1d_numpy(score, np.float32)
        self.__init_score = score
Guolin Ke's avatar
Guolin Ke committed
681
682
683
684
685
686
687
688
689
690
        self.set_field('init_score', score)

    def set_group(self, group):
        """Set group size of Dataset (used for ranking).

        Parameters
        ----------
        group : array like
            Group size of each group
        """
Guolin Ke's avatar
Guolin Ke committed
691
692
        if group is not None:
            group = list_to_1d_numpy(group, np.int32)
Guolin Ke's avatar
Guolin Ke committed
693
        self.__group = group
Guolin Ke's avatar
Guolin Ke committed
694
695
696
697
698
699
700
701
702
703
        self.set_field('group', group)


    def get_label(self):
        """Get the label of the Dataset.

        Returns
        -------
        label : array
        """
Guolin Ke's avatar
Guolin Ke committed
704
705
        if self.__label is None:
            self.__label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
706
707
        if self.__label is None:
            raise TypeError("label should not be None")
Guolin Ke's avatar
Guolin Ke committed
708
        return self.__label
Guolin Ke's avatar
Guolin Ke committed
709
710
711
712
713
714
715
716

    def get_weight(self):
        """Get the weight of the Dataset.

        Returns
        -------
        weight : array
        """
Guolin Ke's avatar
Guolin Ke committed
717
718
719
        if self.__weight is None:
            self.__weight = self.get_field('weight')
        return self.__weight
Guolin Ke's avatar
Guolin Ke committed
720
721
722
723
724
725
726
727

    def get_init_score(self):
        """Get the initial score of the Dataset.

        Returns
        -------
        init_score : array
        """
Guolin Ke's avatar
Guolin Ke committed
728
729
730
731
732
733
734
735
736
737
738
739
740
741
        if self.__init_score is None:
            self.__init_score = self.get_field('init_score')
        return self.__init_score

    def get_group(self):
        """Get the initial score of the Dataset.

        Returns
        -------
        init_score : array
        """
        if self.__group is None:
            self.__group = self.get_field('group')
        return self.__group
Guolin Ke's avatar
Guolin Ke committed
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766

    def num_data(self):
        """Get the number of rows in the Dataset.

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

    def num_feature(self):
        """Get the number of columns (features) in the Dataset.

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

Guolin Ke's avatar
Guolin Ke committed
767
768
769
class Booster(object):
    """"A Booster of of LightGBM.
    """
Guolin Ke's avatar
Guolin Ke committed
770
    def __init__(self, params=None, train_set=None, model_file=None, silent=False):
Guolin Ke's avatar
Guolin Ke committed
771
772
773
774
775
776
777
778
779
        """Initialize the Booster.

        Parameters
        ----------
        params : dict
            Parameters for boosters.
        train_set : Dataset
            training dataset
        model_file : string
Guolin Ke's avatar
Guolin Ke committed
780
            Path to the model file. 
781
782
        silent : boolean, optional
            Whether print messages during construction
Guolin Ke's avatar
Guolin Ke committed
783
784
        """
        self.handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
785
786
        self.__need_reload_eval_info = True
        self.__is_manage_handle = True
787
        self.__train_data_name = "training"
Guolin Ke's avatar
Guolin Ke committed
788
        self.__attr = {}
789
        params = {} if params is None else params
Guolin Ke's avatar
Guolin Ke committed
790
791
        if silent:
            params["verbose"] = 0
792
        elif "verbose" not in params:
Guolin Ke's avatar
Guolin Ke committed
793
            params["verbose"] = 1
Guolin Ke's avatar
Guolin Ke committed
794
        if train_set is not None:
Guolin Ke's avatar
Guolin Ke committed
795
            """Training task"""
Guolin Ke's avatar
Guolin Ke committed
796
797
            if not isinstance(train_set, Dataset):
                raise TypeError('training data should be Dataset instance, met{}'.format(type(train_set).__name__))
798
            params_str = param_dict_to_str(params)
Guolin Ke's avatar
Guolin Ke committed
799
            """construct booster object"""
Guolin Ke's avatar
Guolin Ke committed
800
            _safe_call(_LIB.LGBM_BoosterCreate(
Guolin Ke's avatar
Guolin Ke committed
801
                train_set.handle, 
Guolin Ke's avatar
Guolin Ke committed
802
                c_str(params_str),
Guolin Ke's avatar
Guolin Ke committed
803
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
804
805
            """save reference to data"""
            self.train_set = train_set
Guolin Ke's avatar
Guolin Ke committed
806
807
808
809
810
811
812
813
814
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
            self.init_predictor = train_set.predictor
            if self.init_predictor is not None:
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
                    self.init_predictor.handle))
            out_num_class = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
815
816
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
817
818
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
Guolin Ke's avatar
Guolin Ke committed
819
            """buffer for inner predict"""
Guolin Ke's avatar
Guolin Ke committed
820
            self.__inner_predict_buffer = [None]
821
            self.__is_predicted_cur_iter = [False]
Guolin Ke's avatar
Guolin Ke committed
822
            self.__get_eval_info()
Guolin Ke's avatar
Guolin Ke committed
823
        elif model_file is not None:
Guolin Ke's avatar
Guolin Ke committed
824
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
825
            out_num_iterations = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
826
827
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file), 
Guolin Ke's avatar
Guolin Ke committed
828
                ctypes.byref(out_num_iterations),
Guolin Ke's avatar
Guolin Ke committed
829
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
830
            out_num_class = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
831
832
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
833
834
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
Guolin Ke's avatar
Guolin Ke committed
835
836
837
838
        else:
            raise TypeError('At least need training dataset or model file to create booster instance')

    def __del__(self):
Guolin Ke's avatar
Guolin Ke committed
839
840
841
        if self.handle is not None and self.__is_manage_handle:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))

842
843
844
    def set_train_data_name(self, name):
        self.__train_data_name = name

Guolin Ke's avatar
Guolin Ke committed
845
    def add_valid(self, data, name):
846
847
848
849
850
851
852
853
854
        """Add an validation data

        Parameters
        ----------
        data : Dataset
            validation data
        name : String
            name of validation data
        """
Guolin Ke's avatar
Guolin Ke committed
855
856
857
858
859
860
861
862
        if data.predictor is not self.init_predictor:
            raise Exception("Add validation data failed, you should use same predictor for these data")
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
            data.handle))
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
863
864
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)
Guolin Ke's avatar
Guolin Ke committed
865

866
    def reset_parameter(self, params):
867
868
869
870
871
872
873
874
875
        """Reset parameters for booster

        Parameters
        ----------
        params : dict
            params
        silent : boolean, optional
            Whether print messages during construction
        """
876
877
        if 'metric' in params:
            self.__need_reload_eval_info = True
878
        params_str = param_dict_to_str(params)
Guolin Ke's avatar
Guolin Ke committed
879
880
881
882
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))
Guolin Ke's avatar
Guolin Ke committed
883
884

    def update(self, train_set=None, fobj=None):
Guolin Ke's avatar
Guolin Ke committed
885
886
887
888
889
890
891
        """
        Update for one iteration
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
        Parameters
        ----------
Guolin Ke's avatar
Guolin Ke committed
892
        train_set : training data, None means use last training data
Guolin Ke's avatar
Guolin Ke committed
893
894
        fobj : function
            Customized objective function.
Guolin Ke's avatar
Guolin Ke committed
895

Guolin Ke's avatar
Guolin Ke committed
896
897
898
899
        Returns
        -------
        is_finished, bool
        """
900

Guolin Ke's avatar
Guolin Ke committed
901
902
903
904
905
906
907
908
909
        """need reset training data"""
        if train_set is not None and train_set is not self.train_set:
            if train_set.predictor is not self.init_predictor:
                raise Exception("Replace training data failed, you should use same predictor for these data")
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle, 
                self.train_set.handle))
            self.__inner_predict_buffer[0] = None
Guolin Ke's avatar
Guolin Ke committed
910
911
912
913
914
        is_finished = ctypes.c_int(0)
        if fobj is None:
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle, 
                ctypes.byref(is_finished)))
915
            self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Guolin Ke's avatar
Guolin Ke committed
916
917
918
            return is_finished.value == 1
        else:
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
Guolin Ke's avatar
Guolin Ke committed
919
            return self.__boost(grad, hess)
Guolin Ke's avatar
Guolin Ke committed
920

Guolin Ke's avatar
Guolin Ke committed
921
    def __boost(self, grad, hess):
Guolin Ke's avatar
Guolin Ke committed
922
923
924
925
926
927
928
        """
        Boost the booster for one iteration, with customized gradient statistics.
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
        Parameters
        ----------
929
        grad : 1d numpy or 1d list
Guolin Ke's avatar
Guolin Ke committed
930
            The first order of gradient.
931
        hess : 1d numpy or 1d list
Guolin Ke's avatar
Guolin Ke committed
932
933
934
935
936
937
            The second order of gradient.

        Returns
        -------
        is_finished, bool
        """
Guolin Ke's avatar
Guolin Ke committed
938
939
940
941
942
943
944
945
946
947
        if not is_numpy_1d_array(grad):
            if is_1d_list(grad):
                grad = np.array(grad, dtype=np.float32, copy=False)
            else:
                raise TypeError("grad should be numpy 1d array or 1d list")
        if not is_numpy_1d_array(hess):
            if is_1d_list(hess):
                hess = np.array(hess, dtype=np.float32, copy=False)
            else:
                raise TypeError("hess should be numpy 1d array or 1d list")
Guolin Ke's avatar
Guolin Ke committed
948
949
        if len(grad) != len(hess):
            raise ValueError('grad / hess length mismatch: {} / {}'.format(len(grad), len(hess)))
Guolin Ke's avatar
Guolin Ke committed
950
951
952
953
        if grad.dtype != np.float32:
            grad = grad.astype(np.float32, copy=False)
        if hess.dtype != np.float32:
            hess = hess.astype(np.float32, copy=False)
Guolin Ke's avatar
Guolin Ke committed
954
955
956
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
957
958
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
Guolin Ke's avatar
Guolin Ke committed
959
            ctypes.byref(is_finished)))
960
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Guolin Ke's avatar
Guolin Ke committed
961
962
        return is_finished.value == 1

Guolin Ke's avatar
Guolin Ke committed
963
    def rollback_one_iter(self):
964
965
966
        """
        Rollback one iteration
        """
Guolin Ke's avatar
Guolin Ke committed
967
968
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
969
        self.__is_predicted_cur_iter = [False for _ in range(self.__num_dataset)]
Guolin Ke's avatar
Guolin Ke committed
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988

    def current_iteration(self):
        out_cur_iter = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value
    
    def eval(self, data, name, feval=None):
        """Evaluate for data

        Parameters
        ----------
        data : Dataset object
        name : name of data
        feval : function
            Custom evaluation function.
        Returns
        -------
989
990
        result: list
            Evaluation result list.
Guolin Ke's avatar
Guolin Ke committed
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
        """
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
            for i in range(len(self.valid_sets)):
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
        """need push new valid data"""
        if data_idx == -1:
Guolin Ke's avatar
Guolin Ke committed
1004
            self.add_valid(data, name)
Guolin Ke's avatar
Guolin Ke committed
1005
1006
1007
1008
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

Guolin Ke's avatar
Guolin Ke committed
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
    def eval_train(self, feval=None):
        """Evaluate for training data

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

        Returns
        -------
        result: str
1020
            Evaluation result list.
Guolin Ke's avatar
Guolin Ke committed
1021
        """
1022
        return self.__inner_eval(self.__train_data_name, 0, feval)
Guolin Ke's avatar
Guolin Ke committed
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034

    def eval_valid(self, feval=None):
        """Evaluate for validation data

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

        Returns
        -------
        result: str
1035
            Evaluation result list.
Guolin Ke's avatar
Guolin Ke committed
1036
1037
1038
        """
        ret = []
        for i in range(1, self.__num_dataset):
1039
1040
            ret.extend(self.__inner_eval(self.name_valid_sets[i-1], i, feval))
        return ret
Guolin Ke's avatar
Guolin Ke committed
1041
1042

    def save_model(self, filename, num_iteration=-1):
1043
1044
1045
1046
1047
1048
1049
1050
1051
        """Save model of booster to file

        Parameters
        ----------
        filename : str
            filename to save 
        num_iteration: int
            number of iteration that want to save. < 0 means save all
        """
Guolin Ke's avatar
Guolin Ke committed
1052
1053
1054
1055
1056
1057
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
            num_iteration,
            c_str(filename)))

    def predict(self, data, num_iteration=-1, raw_score=False, pred_leaf=False, data_has_header=False, is_reshape=True):
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
        """
        Predict logic

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
            When data is string type, it represents the path of txt file,
        num_iteration : 
            used iteration for prediction
        raw_score : bool 
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
        data_has_header : bool
            Used for txt data
        is_reshape : bool
            True for reshape to [nrow, ...] 

        Returns
        -------
        Prediction result
        """
Guolin Ke's avatar
Guolin Ke committed
1081
1082
        predictor = Predictor(booster_handle=self.handle, is_manage_handle=False)
        return predictor.predict(data, num_iteration, raw_score, pred_leaf, data_has_header, is_reshape)
Guolin Ke's avatar
Guolin Ke committed
1083

Guolin Ke's avatar
Guolin Ke committed
1084
    def to_predictor(self):
1085
1086
1087
        """Convert to predictor
        Note: Predictor will manage the handle after doing this
        """
Guolin Ke's avatar
Guolin Ke committed
1088
1089
1090
        predictor = Predictor(booster_handle=self.handle, is_manage_handle=True)
        self.__is_manage_handle = False
        return predictor
Guolin Ke's avatar
Guolin Ke committed
1091
1092

    def __inner_eval(self, data_name, data_idx, feval=None):
1093
        """
Guolin Ke's avatar
Guolin Ke committed
1094
        Evaulate training  or validation data
1095
        """
Guolin Ke's avatar
Guolin Ke committed
1096
1097
        if data_idx >= self.__num_dataset:
            raise ValueError("data_idx should be smaller than number of dataset")
Guolin Ke's avatar
Guolin Ke committed
1098
        self.__get_eval_info()
Guolin Ke's avatar
Guolin Ke committed
1099
1100
1101
        ret = []
        if self.__num_inner_eval > 0:
            result = np.array([0.0 for _ in range(self.__num_inner_eval)], dtype=np.float32)
Guolin Ke's avatar
Guolin Ke committed
1102
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
1103
1104
1105
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle, 
                data_idx, 
Guolin Ke's avatar
Guolin Ke committed
1106
                ctypes.byref(tmp_out_len), 
Guolin Ke's avatar
Guolin Ke committed
1107
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_float))))
Guolin Ke's avatar
Guolin Ke committed
1108
            if tmp_out_len.value != self.__num_inner_eval:
Guolin Ke's avatar
Guolin Ke committed
1109
1110
                raise ValueError("incorrect number of eval results")
            for i in range(self.__num_inner_eval):
1111
                ret.append((data_name, self.__name_inner_eval[i], result[i], self.__higher_better_inner_eval[i]))
Guolin Ke's avatar
Guolin Ke committed
1112
1113
1114
1115
1116
1117
1118
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
            feval_ret = feval(self.__inner_predict(data_idx), cur_data)
            if isinstance(feval_ret, list):
1119
1120
                for eval_name, val, is_higher_better in feval_ret:
                    ret.append((data_name, eval_name, val, is_higher_better))
Guolin Ke's avatar
Guolin Ke committed
1121
            else:
1122
1123
                eval_name, val, is_higher_better = feval_ret
                ret.append((data_name, eval_name, val, is_higher_better))
1124
        return ret
Guolin Ke's avatar
Guolin Ke committed
1125
1126

    def __inner_predict(self, data_idx):
1127
1128
1129
        """
        Predict for training and validation dataset
        """
Guolin Ke's avatar
Guolin Ke committed
1130
1131
1132
1133
        if data_idx >= self.__num_dataset:
            raise ValueError("data_idx should be smaller than number of dataset")
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
1134
                n_preds = self.train_set.num_data() * self.__num_class
Guolin Ke's avatar
Guolin Ke committed
1135
            else:
1136
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
Guolin Ke's avatar
Guolin Ke committed
1137
            self.__inner_predict_buffer[data_idx] = \
1138
                np.array([0.0 for _ in range(n_preds)], dtype=np.float32, copy=False)
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
        """avoid to predict many time in one iteration"""
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle, 
                data_idx, 
                ctypes.byref(tmp_out_len), 
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
                raise ValueError("incorrect number of predict results for data %d" %(data_idx) )
            self.__is_predicted_cur_iter[data_idx] = True
Guolin Ke's avatar
Guolin Ke committed
1151
1152
        return self.__inner_predict_buffer[data_idx]

Guolin Ke's avatar
Guolin Ke committed
1153
    def __get_eval_info(self):
1154
1155
1156
        """
        Get inner evaluation count and names
        """
Guolin Ke's avatar
Guolin Ke committed
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
            out_num_eval = ctypes.c_int64(0)
            """Get num of inner evals"""
            _safe_call(_LIB.LGBM_BoosterGetEvalCounts(
                self.handle,
                ctypes.byref(out_num_eval)))
            self.__num_inner_eval = out_num_eval.value
            if self.__num_inner_eval > 0:
                """Get name of evals"""
                tmp_out_len = ctypes.c_int64(0)
                string_buffers = [ctypes.create_string_buffer(255) for i in range(self.__num_inner_eval)]
                ptr_string_buffers = (ctypes.c_char_p*self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
                    raise ValueError("size of eval names doesn't equal with num_evals")
                self.__name_inner_eval = []
                for i in range(self.__num_inner_eval):
                    self.__name_inner_eval.append(string_buffers[i].value.decode())
1179
1180
1181
1182
1183
1184
1185
                self.__higher_better_inner_eval = []
                higher_better_metric = ['auc', 'ndcg']
                for name in self.__name_inner_eval:
                    if any(name.startswith(x) for x in higher_better_metric):
                        self.__higher_better_inner_eval.append(True)
                    else:
                        self.__higher_better_inner_eval.append(False)
Guolin Ke's avatar
Guolin Ke committed
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
    def attr(self, key):
        """Get attribute string from the Booster.

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

        Returns
        -------
        value : str
            The attribute value of the key, returns None if attribute do not exist.
        """
        if key in self.__attr:
            return self.__attr[key]
        else:
            return None

    def set_attr(self, **kwargs):
        """Set the attribute of the Booster.

        Parameters
        ----------
        **kwargs
            The attributes to set. Setting a value to None deletes an attribute.
        """
        for key, value in kwargs.items():
            if value is not None:
                if not isinstance(value, STRING_TYPES):
                    raise ValueError("Set Attr only accepts string values")
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)