basic.py 68.2 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
3
# pylint: disable = invalid-name, C0111, C0301
# pylint: disable = R0912, R0913, R0914, W0105, W0201, W0212
wxchan's avatar
wxchan committed
4
5
6
7
"""Wrapper c_api of LightGBM"""
from __future__ import absolute_import

import ctypes
8
import os
wxchan's avatar
wxchan committed
9
import warnings
wxchan's avatar
wxchan committed
10
from tempfile import NamedTemporaryFile
wxchan's avatar
wxchan committed
11
12
13
14

import numpy as np
import scipy.sparse

15
16
17
from .compat import (DataFrame, Series, integer_types, json,
                     json_default_with_numpy, numeric_types, range_,
                     string_type)
wxchan's avatar
wxchan committed
18
19
from .libpath import find_lib_path

wxchan's avatar
wxchan committed
20

wxchan's avatar
wxchan committed
21
22
23
24
def _load_lib():
    """Load LightGBM Library."""
    lib_path = find_lib_path()
    if len(lib_path) == 0:
25
        return None
wxchan's avatar
wxchan committed
26
27
28
29
    lib = ctypes.cdll.LoadLibrary(lib_path[0])
    lib.LGBM_GetLastError.restype = ctypes.c_char_p
    return lib

wxchan's avatar
wxchan committed
30

wxchan's avatar
wxchan committed
31
32
_LIB = _load_lib()

wxchan's avatar
wxchan committed
33

wxchan's avatar
wxchan committed
34
35
36
37
class LightGBMError(Exception):
    """Error throwed by LightGBM"""
    pass

wxchan's avatar
wxchan committed
38

wxchan's avatar
wxchan committed
39
40
41
42
43
44
45
46
47
48
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())

wxchan's avatar
wxchan committed
49

wxchan's avatar
wxchan committed
50
51
52
53
54
def is_numeric(obj):
    """Check is a number or not, include numpy number etc."""
    try:
        float(obj)
        return True
wxchan's avatar
wxchan committed
55
56
57
    except (TypeError, ValueError):
        # TypeError: obj is not a string or a number
        # ValueError: invalid literal
wxchan's avatar
wxchan committed
58
59
        return False

wxchan's avatar
wxchan committed
60

wxchan's avatar
wxchan committed
61
def is_numpy_1d_array(data):
Guolin Ke's avatar
Guolin Ke committed
62
    """Check is 1d numpy array"""
63
    return isinstance(data, np.ndarray) and len(data.shape) == 1
wxchan's avatar
wxchan committed
64

wxchan's avatar
wxchan committed
65

wxchan's avatar
wxchan committed
66
def is_1d_list(data):
Guolin Ke's avatar
Guolin Ke committed
67
    """Check is 1d list"""
68
    return isinstance(data, list) and \
wxchan's avatar
wxchan committed
69
        (not data or isinstance(data[0], numeric_types))
wxchan's avatar
wxchan committed
70

wxchan's avatar
wxchan committed
71

72
def list_to_1d_numpy(data, dtype=np.float32, name='list'):
Guolin Ke's avatar
Guolin Ke committed
73
    """convert to 1d numpy array"""
wxchan's avatar
wxchan committed
74
75
76
77
78
79
80
    if is_numpy_1d_array(data):
        if data.dtype == dtype:
            return data
        else:
            return data.astype(dtype=dtype, copy=False)
    elif is_1d_list(data):
        return np.array(data, dtype=dtype, copy=False)
81
82
    elif isinstance(data, Series):
        return data.values.astype(dtype)
wxchan's avatar
wxchan committed
83
    else:
84
        raise TypeError("Wrong type({}) for {}, should be list or numpy array".format(type(data).__name__, name))
wxchan's avatar
wxchan committed
85

wxchan's avatar
wxchan committed
86

wxchan's avatar
wxchan committed
87
88
89
90
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)):
91
        return np.fromiter(cptr, dtype=np.float32, count=length)
wxchan's avatar
wxchan committed
92
    else:
93
        raise RuntimeError('Expected float pointer')
wxchan's avatar
wxchan committed
94

Guolin Ke's avatar
Guolin Ke committed
95

Guolin Ke's avatar
Guolin Ke committed
96
97
98
99
100
101
102
103
def cfloat64_array_to_numpy(cptr, length):
    """Convert a ctypes double pointer array to a numpy array.
    """
    if isinstance(cptr, ctypes.POINTER(ctypes.c_double)):
        return np.fromiter(cptr, dtype=np.float64, count=length)
    else:
        raise RuntimeError('Expected double pointer')

wxchan's avatar
wxchan committed
104

wxchan's avatar
wxchan committed
105
106
107
108
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)):
109
        return np.fromiter(cptr, dtype=np.int32, count=length)
wxchan's avatar
wxchan committed
110
    else:
111
        raise RuntimeError('Expected int pointer')
wxchan's avatar
wxchan committed
112

wxchan's avatar
wxchan committed
113

wxchan's avatar
wxchan committed
114
115
116
117
def c_str(string):
    """Convert a python string to cstring."""
    return ctypes.c_char_p(string.encode('utf-8'))

wxchan's avatar
wxchan committed
118

wxchan's avatar
wxchan committed
119
120
121
122
def c_array(ctype, values):
    """Convert a python array to c array."""
    return (ctype * len(values))(*values)

wxchan's avatar
wxchan committed
123

wxchan's avatar
wxchan committed
124
def param_dict_to_str(data):
125
    if data is None or not data:
wxchan's avatar
wxchan committed
126
127
128
        return ""
    pairs = []
    for key, val in data.items():
129
        if isinstance(val, (list, tuple, set)) or is_numpy_1d_array(val):
wxchan's avatar
wxchan committed
130
            pairs.append(str(key) + '=' + ','.join(map(str, val)))
wxchan's avatar
wxchan committed
131
        elif isinstance(val, string_type) or isinstance(val, numeric_types) or is_numeric(val):
wxchan's avatar
wxchan committed
132
            pairs.append(str(key) + '=' + str(val))
wxchan's avatar
wxchan committed
133
        else:
134
            raise TypeError('Unknown type of parameter:%s, got:%s'
wxchan's avatar
wxchan committed
135
136
                            % (key, type(val).__name__))
    return ' '.join(pairs)
137

wxchan's avatar
wxchan committed
138

139
class _temp_file(object):
140
141
142
143
    def __enter__(self):
        with NamedTemporaryFile(prefix="lightgbm_tmp_", delete=True) as f:
            self.name = f.name
        return self
wxchan's avatar
wxchan committed
144

145
146
147
    def __exit__(self, exc_type, exc_val, exc_tb):
        if os.path.isfile(self.name):
            os.remove(self.name)
wxchan's avatar
wxchan committed
148

149
150
151
152
    def readlines(self):
        with open(self.name, "r+") as f:
            ret = f.readlines()
        return ret
wxchan's avatar
wxchan committed
153

154
155
    def writelines(self, lines):
        with open(self.name, "w+") as f:
156
            f.writelines(lines)
157

wxchan's avatar
wxchan committed
158

wxchan's avatar
wxchan committed
159
160
161
162
163
"""marco definition of data type in c_api of LightGBM"""
C_API_DTYPE_FLOAT32 = 0
C_API_DTYPE_FLOAT64 = 1
C_API_DTYPE_INT32 = 2
C_API_DTYPE_INT64 = 3
Guolin Ke's avatar
Guolin Ke committed
164

wxchan's avatar
wxchan committed
165
166
167
"""Matric is row major in python"""
C_API_IS_ROW_MAJOR = 1

Guolin Ke's avatar
Guolin Ke committed
168
"""marco definition of prediction type in c_api of LightGBM"""
wxchan's avatar
wxchan committed
169
170
171
172
C_API_PREDICT_NORMAL = 0
C_API_PREDICT_RAW_SCORE = 1
C_API_PREDICT_LEAF_INDEX = 2

Guolin Ke's avatar
Guolin Ke committed
173
"""data type of data field"""
wxchan's avatar
wxchan committed
174
175
FIELD_TYPE_MAPPER = {"label": C_API_DTYPE_FLOAT32,
                     "weight": C_API_DTYPE_FLOAT32,
Guolin Ke's avatar
Guolin Ke committed
176
                     "init_score": C_API_DTYPE_FLOAT64,
wxchan's avatar
wxchan committed
177
178
                     "group": C_API_DTYPE_INT32}

wxchan's avatar
wxchan committed
179

wxchan's avatar
wxchan committed
180
def c_float_array(data):
Guolin Ke's avatar
Guolin Ke committed
181
    """get pointer of float numpy array / list"""
wxchan's avatar
wxchan committed
182
183
184
185
186
187
188
189
190
191
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
        else:
192
            raise TypeError("Expected np.float32 or np.float64, met type({})"
wxchan's avatar
wxchan committed
193
194
                            .format(data.dtype))
    else:
195
        raise TypeError("Unknown type({})".format(type(data).__name__))
wxchan's avatar
wxchan committed
196
197
    return (ptr_data, type_data)

wxchan's avatar
wxchan committed
198

wxchan's avatar
wxchan committed
199
def c_int_array(data):
Guolin Ke's avatar
Guolin Ke committed
200
    """get pointer of int numpy array / list"""
wxchan's avatar
wxchan committed
201
202
203
204
205
206
207
208
209
210
    if is_1d_list(data):
        data = np.array(data, copy=False)
    if is_numpy_1d_array(data):
        if data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        elif data.dtype == np.int64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int64))
            type_data = C_API_DTYPE_INT64
        else:
211
            raise TypeError("Expected np.int32 or np.int64, met type({})"
wxchan's avatar
wxchan committed
212
213
                            .format(data.dtype))
    else:
214
        raise TypeError("Unknown type({})".format(type(data).__name__))
wxchan's avatar
wxchan committed
215
216
    return (ptr_data, type_data)

wxchan's avatar
wxchan committed
217

218
219
220
221
222
223
PANDAS_DTYPE_MAPPER = {'int8': 'int', 'int16': 'int', 'int32': 'int',
                       'int64': 'int', 'uint8': 'int', 'uint16': 'int',
                       'uint32': 'int', 'uint64': 'int', 'float16': 'float',
                       'float32': 'float', 'float64': 'float', 'bool': 'int'}


224
def _data_from_pandas(data, feature_name, categorical_feature, pandas_categorical):
225
    if isinstance(data, DataFrame):
226
        if feature_name == 'auto' or feature_name is None:
wxchan's avatar
wxchan committed
227
228
229
230
            if all([isinstance(name, integer_types + (np.integer, )) for name in data.columns]):
                msg = """Using Pandas (default) integer column names, not column indexes. You can use indexes with DataFrame.values."""
                warnings.filterwarnings('once')
                warnings.warn(msg, stacklevel=5)
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
            data = data.rename(columns=str)
        cat_cols = data.select_dtypes(include=['category']).columns
        if pandas_categorical is None:  # train dataset
            pandas_categorical = [list(data[col].cat.categories) for col in cat_cols]
        else:
            if len(cat_cols) != len(pandas_categorical):
                raise ValueError('train and valid dataset categorical_feature do not match.')
            for col, category in zip(cat_cols, pandas_categorical):
                if list(data[col].cat.categories) != list(category):
                    data[col] = data[col].cat.set_categories(category)
        if len(cat_cols):  # cat_cols is pandas Index object
            data = data.copy()  # not alter origin DataFrame
            data[cat_cols] = data[cat_cols].apply(lambda x: x.cat.codes)
        if categorical_feature is not None:
            if feature_name is None:
                feature_name = list(data.columns)
            if categorical_feature == 'auto':
                categorical_feature = list(cat_cols)
            else:
                categorical_feature = list(categorical_feature) + list(cat_cols)
        if feature_name == 'auto':
            feature_name = list(data.columns)
        data_dtypes = data.dtypes
        if not all(dtype.name in PANDAS_DTYPE_MAPPER for dtype in data_dtypes):
            bad_fields = [data.columns[i] for i, dtype in
                          enumerate(data_dtypes) if dtype.name not in PANDAS_DTYPE_MAPPER]

            msg = """DataFrame.dtypes for data must be int, float or bool. Did not expect the data types in fields """
            raise ValueError(msg + ', '.join(bad_fields))
260
        data = data.values.astype('float')
261
262
263
264
265
266
    else:
        if feature_name == 'auto':
            feature_name = None
        if categorical_feature == 'auto':
            categorical_feature = None
    return data, feature_name, categorical_feature, pandas_categorical
267
268
269
270
271
272
273
274
275
276
277
278
279


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


280
281
282
283
284
285
286
287
288
289
290
291
292
def _save_pandas_categorical(file_name, pandas_categorical):
    with open(file_name, 'a') as f:
        f.write('\npandas_categorical:' + json.dumps(pandas_categorical, default=json_default_with_numpy))


def _load_pandas_categorical(file_name):
    with open(file_name, 'r') as f:
        last_line = f.readlines()[-1]
        if last_line.startswith('pandas_categorical:'):
            return json.loads(last_line[len('pandas_categorical:'):])
    return None


Guolin Ke's avatar
Guolin Ke committed
293
294
class _InnerPredictor(object):
    """
295
296
    A _InnerPredictor of LightGBM.
    Only used for prediction, usually used for continued-train
Guolin Ke's avatar
Guolin Ke committed
297
    Note: Can convert from Booster, but cannot convert to Booster
wxchan's avatar
wxchan committed
298
    """
cbecker's avatar
cbecker committed
299
    def __init__(self, model_file=None, booster_handle=None, early_stop_instance=None):
Guolin Ke's avatar
Guolin Ke committed
300
        """Initialize the _InnerPredictor. Not expose to user
wxchan's avatar
wxchan committed
301
302
303
304
305

        Parameters
        ----------
        model_file : string
            Path to the model file.
Guolin Ke's avatar
Guolin Ke committed
306
307
        booster_handle : Handle of Booster
            use handle to init
cbecker's avatar
cbecker committed
308
309
        early_stop_instance: object of type PredictionEarlyStopInstance
            If None, no early stopping is applied
wxchan's avatar
wxchan committed
310
311
312
313
314
        """
        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
315
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
316
317
318
319
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
320
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
321
322
323
324
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
325
            self.num_total_iteration = out_num_iterations.value
326
            self.pandas_categorical = _load_pandas_categorical(model_file)
wxchan's avatar
wxchan committed
327
        elif booster_handle is not None:
Guolin Ke's avatar
Guolin Ke committed
328
            self.__is_manage_handle = False
wxchan's avatar
wxchan committed
329
            self.handle = booster_handle
Guolin Ke's avatar
Guolin Ke committed
330
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
331
332
333
334
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.num_class = out_num_class.value
Guolin Ke's avatar
Guolin Ke committed
335
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
336
337
338
            _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
                self.handle,
                ctypes.byref(out_num_iterations)))
339
            self.num_total_iteration = out_num_iterations.value
340
            self.pandas_categorical = None
wxchan's avatar
wxchan committed
341
        else:
Guolin Ke's avatar
Guolin Ke committed
342
            raise TypeError('Need Model file or Booster handle to create a predictor')
wxchan's avatar
wxchan committed
343

cbecker's avatar
cbecker committed
344
345
346
347
348
        if early_stop_instance is None:
            self.early_stop_instance = PredictionEarlyStopInstance("none")
        else:
            self.early_stop_instance = early_stop_instance

wxchan's avatar
wxchan committed
349
350
351
352
    def __del__(self):
        if self.__is_manage_handle:
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))

353
354
355
356
357
    def __getstate__(self):
        this = self.__dict__.copy()
        this.pop('handle', None)
        return this

wxchan's avatar
wxchan committed
358
359
360
361
362
363
364
365
366
367
    def predict(self, data, num_iteration=-1,
                raw_score=False, pred_leaf=False, data_has_header=False,
                is_reshape=True):
        """
        Predict logic

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
368
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
369
        num_iteration : int
370
            Used iteration for prediction
wxchan's avatar
wxchan committed
371
372
373
374
375
        raw_score : bool
            True for predict raw score
        pred_leaf : bool
            True for predict leaf index
        data_has_header : bool
Guolin Ke's avatar
Guolin Ke committed
376
            Used for txt data, True if txt data has header
wxchan's avatar
wxchan committed
377
        is_reshape : bool
378
            Reshape to (nrow, ncol) if true
wxchan's avatar
wxchan committed
379
380
381
382
383

        Returns
        -------
        Prediction result
        """
wxchan's avatar
wxchan committed
384
        if isinstance(data, Dataset):
385
            raise TypeError("Cannot use Dataset instance for prediction, please use raw data instead")
386
        data = _data_from_pandas(data, None, None, self.pandas_categorical)[0]
wxchan's avatar
wxchan committed
387
388
389
390
391
392
        predict_type = C_API_PREDICT_NORMAL
        if raw_score:
            predict_type = C_API_PREDICT_RAW_SCORE
        if pred_leaf:
            predict_type = C_API_PREDICT_LEAF_INDEX
        int_data_has_header = 1 if data_has_header else 0
393
394
        if num_iteration > self.num_total_iteration:
            num_iteration = self.num_total_iteration
cbecker's avatar
cbecker committed
395

wxchan's avatar
wxchan committed
396
        if isinstance(data, string_type):
397
            with _temp_file() as f:
wxchan's avatar
wxchan committed
398
399
400
                _safe_call(_LIB.LGBM_BoosterPredictForFile(
                    self.handle,
                    c_str(data),
Guolin Ke's avatar
Guolin Ke committed
401
402
403
                    ctypes.c_int(int_data_has_header),
                    ctypes.c_int(predict_type),
                    ctypes.c_int(num_iteration),
cbecker's avatar
cbecker committed
404
                    self.early_stop_instance.handle,
wxchan's avatar
wxchan committed
405
406
                    c_str(f.name)))
                lines = f.readlines()
407
408
                nrow = len(lines)
                preds = [float(token) for line in lines for token in line.split('\t')]
Guolin Ke's avatar
Guolin Ke committed
409
                preds = np.array(preds, dtype=np.float64, copy=False)
wxchan's avatar
wxchan committed
410
411
412
        elif isinstance(data, scipy.sparse.csr_matrix):
            preds, nrow = self.__pred_for_csr(data, num_iteration,
                                              predict_type)
Guolin Ke's avatar
Guolin Ke committed
413
414
415
        elif isinstance(data, scipy.sparse.csc_matrix):
            preds, nrow = self.__pred_for_csc(data, num_iteration,
                                              predict_type)
wxchan's avatar
wxchan committed
416
417
418
        elif isinstance(data, np.ndarray):
            preds, nrow = self.__pred_for_np2d(data, num_iteration,
                                               predict_type)
419
420
        elif isinstance(data, DataFrame):
            preds, nrow = self.__pred_for_np2d(data.values, num_iteration,
cbecker's avatar
cbecker committed
421
                                               predict_type, early_stop_instance_handle)
wxchan's avatar
wxchan committed
422
423
424
425
426
427
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                preds, nrow = self.__pred_for_csr(csr, num_iteration,
                                                  predict_type)
            except:
428
                raise TypeError('Cannot predict data for type {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
429
430
        if pred_leaf:
            preds = preds.astype(np.int32)
431
        if is_reshape and preds.size != nrow:
wxchan's avatar
wxchan committed
432
            if preds.size % nrow == 0:
433
                preds = preds.reshape(nrow, -1)
wxchan's avatar
wxchan committed
434
            else:
435
                raise ValueError('Length of predict result (%d) cannot be divide nrow (%d)'
wxchan's avatar
wxchan committed
436
437
438
439
                                 % (preds.size, nrow))
        return preds

    def __get_num_preds(self, num_iteration, nrow, predict_type):
Guolin Ke's avatar
Guolin Ke committed
440
441
442
        """
        Get size of prediction result
        """
Guolin Ke's avatar
Guolin Ke committed
443
444
445
        n_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterCalcNumPredict(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
446
447
448
            ctypes.c_int(nrow),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
Guolin Ke's avatar
Guolin Ke committed
449
450
            ctypes.byref(n_preds)))
        return n_preds.value
wxchan's avatar
wxchan committed
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466

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

        if mat.dtype == np.float32 or mat.dtype == np.float64:
            data = np.array(mat.reshape(mat.size), dtype=mat.dtype, copy=False)
        else:
            """change non-float data to float data, need to copy"""
            data = np.array(mat.reshape(mat.size), dtype=np.float32)
        ptr_data, type_ptr_data = c_float_array(data)
        n_preds = self.__get_num_preds(num_iteration, mat.shape[0],
                                       predict_type)
Guolin Ke's avatar
Guolin Ke committed
467
        preds = np.zeros(n_preds, dtype=np.float64)
wxchan's avatar
wxchan committed
468
469
470
471
        out_num_preds = ctypes.c_int64(0)
        _safe_call(_LIB.LGBM_BoosterPredictForMat(
            self.handle,
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
472
473
474
475
476
477
            ctypes.c_int(type_ptr_data),
            ctypes.c_int(mat.shape[0]),
            ctypes.c_int(mat.shape[1]),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
cbecker's avatar
cbecker committed
478
            self.early_stop_instance.handle,
wxchan's avatar
wxchan committed
479
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
480
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
481
        if n_preds != out_num_preds.value:
482
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
483
484
485
486
487
488
489
490
        return preds, mat.shape[0]

    def __pred_for_csr(self, csr, num_iteration, predict_type):
        """
        Predict for a csr data
        """
        nrow = len(csr.indptr) - 1
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
Guolin Ke's avatar
Guolin Ke committed
491
        preds = np.zeros(n_preds, dtype=np.float64)
wxchan's avatar
wxchan committed
492
493
494
495
496
497
498
499
        out_num_preds = ctypes.c_int64(0)

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

        _safe_call(_LIB.LGBM_BoosterPredictForCSR(
            self.handle,
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
500
            ctypes.c_int32(type_ptr_indptr),
wxchan's avatar
wxchan committed
501
502
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
503
504
505
506
507
508
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
cbecker's avatar
cbecker committed
509
            self.early_stop_instance.handle,
wxchan's avatar
wxchan committed
510
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
511
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
Guolin Ke's avatar
Guolin Ke committed
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
        if n_preds != out_num_preds.value:
            raise ValueError("Wrong length for predict results")
        return preds, nrow

    def __pred_for_csc(self, csc, num_iteration, predict_type):
        """
        Predict for a csc data
        """
        nrow = csc.shape[0]
        n_preds = self.__get_num_preds(num_iteration, nrow, predict_type)
        preds = np.zeros(n_preds, dtype=np.float64)
        out_num_preds = ctypes.c_int64(0)

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

        _safe_call(_LIB.LGBM_BoosterPredictForCSC(
            self.handle,
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
531
            ctypes.c_int32(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
532
533
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
534
535
536
537
538
539
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
            ctypes.c_int(predict_type),
            ctypes.c_int(num_iteration),
cbecker's avatar
cbecker committed
540
            self.early_stop_instance.handle,
Guolin Ke's avatar
Guolin Ke committed
541
            ctypes.byref(out_num_preds),
wxchan's avatar
wxchan committed
542
            preds.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
543
        if n_preds != out_num_preds.value:
544
            raise ValueError("Wrong length for predict results")
wxchan's avatar
wxchan committed
545
546
        return preds, nrow

wxchan's avatar
wxchan committed
547

wxchan's avatar
wxchan committed
548
549
class Dataset(object):
    """Dataset in LightGBM."""
wxchan's avatar
wxchan committed
550
    def __init__(self, data, label=None, max_bin=255, reference=None,
wxchan's avatar
wxchan committed
551
                 weight=None, group=None, silent=False,
552
                 feature_name='auto', categorical_feature='auto', params=None,
wxchan's avatar
wxchan committed
553
                 free_raw_data=True):
wxchan's avatar
wxchan committed
554
555
556
557
        """
        Parameters
        ----------
        data : string/numpy array/scipy.sparse
wxchan's avatar
wxchan committed
558
            Data source of Dataset.
559
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
560
561
562
        label : list or numpy 1-D array, optional
            Label of the data
        max_bin : int, required
563
            Max number of discrete bin for features
wxchan's avatar
wxchan committed
564
        reference : Other Dataset, optional
wxchan's avatar
wxchan committed
565
566
567
568
            If this dataset validation, need to use training data as reference
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
569
            Group/query size for dataset
wxchan's avatar
wxchan committed
570
571
        silent : boolean, optional
            Whether print messages during construction
wxchan's avatar
wxchan committed
572
        feature_name : list of str, or 'auto'
573
            Feature names
wxchan's avatar
wxchan committed
574
            If 'auto' and data is pandas DataFrame, use data columns name
575
576
577
578
579
        categorical_feature : list of str or int, or 'auto'
            Categorical features,
            type int represents index,
            type str represents feature names (need to specify feature_name as well)
            If 'auto' and data is pandas DataFrame, use pandas categorical columns
wxchan's avatar
wxchan committed
580
        params: dict, optional
581
            Other parameters
wxchan's avatar
wxchan committed
582
583
        free_raw_data: Bool
            True if need to free raw data after construct inner dataset
wxchan's avatar
wxchan committed
584
        """
wxchan's avatar
wxchan committed
585
586
587
588
589
590
591
592
593
        self.handle = None
        self.data = data
        self.label = label
        self.max_bin = max_bin
        self.reference = reference
        self.weight = weight
        self.group = group
        self.silent = silent
        self.feature_name = feature_name
594
        self.categorical_feature = categorical_feature
wxchan's avatar
wxchan committed
595
596
597
598
        self.params = params
        self.free_raw_data = free_raw_data
        self.used_indices = None
        self._predictor = None
599
        self.pandas_categorical = None
wxchan's avatar
wxchan committed
600
601

    def __del__(self):
602
603
604
        self._free_handle()

    def _free_handle(self):
605
        if self.handle is not None:
606
            _safe_call(_LIB.LGBM_DatasetFree(self.handle))
607
            self.handle = None
wxchan's avatar
wxchan committed
608
609
610

    def _lazy_init(self, data, label=None, max_bin=255, reference=None,
                   weight=None, group=None, predictor=None,
wxchan's avatar
wxchan committed
611
                   silent=False, feature_name='auto',
612
                   categorical_feature='auto', params=None):
wxchan's avatar
wxchan committed
613
614
615
        if data is None:
            self.handle = None
            return
616
        data, feature_name, categorical_feature, self.pandas_categorical = _data_from_pandas(data, feature_name, categorical_feature, self.pandas_categorical)
wxchan's avatar
wxchan committed
617
618
619
620
621
622
623
624
625
626
627
        label = _label_from_pandas(label)
        self.data_has_header = False
        """process for args"""
        params = {} if params is None else params
        self.max_bin = max_bin
        self.predictor = predictor
        params["max_bin"] = max_bin
        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
        """get categorical features"""
        if categorical_feature is not None:
            categorical_indices = set()
            feature_dict = {}
            if feature_name is not None:
                feature_dict = {name: i for i, name in enumerate(feature_name)}
            for name in categorical_feature:
                if isinstance(name, string_type) and name in feature_dict:
                    categorical_indices.add(feature_dict[name])
                elif isinstance(name, integer_types):
                    categorical_indices.add(name)
                else:
                    raise TypeError("Wrong type({}) or unknown name({}) in categorical_feature"
                                    .format(type(name).__name__, name))

            params['categorical_column'] = sorted(categorical_indices)

wxchan's avatar
wxchan committed
645
646
647
        params_str = param_dict_to_str(params)
        """process for reference dataset"""
        ref_dataset = None
wxchan's avatar
wxchan committed
648
        if isinstance(reference, Dataset):
649
            ref_dataset = reference.construct().handle
wxchan's avatar
wxchan committed
650
651
652
        elif reference is not None:
            raise TypeError('Reference dataset should be None or dataset instance')
        """start construct data"""
wxchan's avatar
wxchan committed
653
        if isinstance(data, string_type):
wxchan's avatar
wxchan committed
654
            """check data has header or not"""
Guolin Ke's avatar
Guolin Ke committed
655
            if str(params.get("has_header", "")).lower() == "true" \
wxchan's avatar
wxchan committed
656
                    or str(params.get("header", "")).lower() == "true":
657
                self.data_has_header = True
wxchan's avatar
wxchan committed
658
659
660
661
662
663
664
665
            self.handle = ctypes.c_void_p()
            _safe_call(_LIB.LGBM_DatasetCreateFromFile(
                c_str(data),
                c_str(params_str),
                ref_dataset,
                ctypes.byref(self.handle)))
        elif isinstance(data, scipy.sparse.csr_matrix):
            self.__init_from_csr(data, params_str, ref_dataset)
Guolin Ke's avatar
Guolin Ke committed
666
667
        elif isinstance(data, scipy.sparse.csc_matrix):
            self.__init_from_csc(data, params_str, ref_dataset)
wxchan's avatar
wxchan committed
668
669
670
671
672
673
674
        elif isinstance(data, np.ndarray):
            self.__init_from_np2d(data, params_str, ref_dataset)
        else:
            try:
                csr = scipy.sparse.csr_matrix(data)
                self.__init_from_csr(csr, params_str, ref_dataset)
            except:
wxchan's avatar
wxchan committed
675
                raise TypeError('Cannot initialize Dataset from {}'.format(type(data).__name__))
wxchan's avatar
wxchan committed
676
677
678
        if label is not None:
            self.set_label(label)
        if self.get_label() is None:
679
            raise ValueError("Label should not be None")
wxchan's avatar
wxchan committed
680
681
682
683
684
        if weight is not None:
            self.set_weight(weight)
        if group is not None:
            self.set_group(group)
        # load init score
Guolin Ke's avatar
Guolin Ke committed
685
        if isinstance(self.predictor, _InnerPredictor):
wxchan's avatar
wxchan committed
686
687
688
689
690
691
            init_score = self.predictor.predict(data,
                                                raw_score=True,
                                                data_has_header=self.data_has_header,
                                                is_reshape=False)
            if self.predictor.num_class > 1:
                # need re group init score
wxchan's avatar
wxchan committed
692
                new_init_score = np.zeros(init_score.size, dtype=np.float32)
wxchan's avatar
wxchan committed
693
                num_data = self.num_data()
wxchan's avatar
wxchan committed
694
695
                for i in range_(num_data):
                    for j in range_(self.predictor.num_class):
wxchan's avatar
wxchan committed
696
697
698
                        new_init_score[j * num_data + i] = init_score[i * self.predictor.num_class + j]
                init_score = new_init_score
            self.set_init_score(init_score)
Guolin Ke's avatar
Guolin Ke committed
699
700
        elif self.predictor is not None:
            raise TypeError('wrong predictor type {}'.format(type(self.predictor).__name__))
Guolin Ke's avatar
Guolin Ke committed
701
702
        # set feature names
        self.set_feature_name(feature_name)
wxchan's avatar
wxchan committed
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720

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

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

        ptr_data, type_ptr_data = c_float_array(data)
        _safe_call(_LIB.LGBM_DatasetCreateFromMat(
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
721
722
723
724
            ctypes.c_int(type_ptr_data),
            ctypes.c_int(mat.shape[0]),
            ctypes.c_int(mat.shape[1]),
            ctypes.c_int(C_API_IS_ROW_MAJOR),
wxchan's avatar
wxchan committed
725
726
727
728
729
730
731
732
733
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

    def __init_from_csr(self, csr, params_str, ref_dataset):
        """
        Initialize data from a CSR matrix.
        """
        if len(csr.indices) != len(csr.data):
734
            raise ValueError('Length mismatch: {} vs {}'.format(len(csr.indices), len(csr.data)))
wxchan's avatar
wxchan committed
735
736
737
738
739
740
741
        self.handle = ctypes.c_void_p()

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

        _safe_call(_LIB.LGBM_DatasetCreateFromCSR(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
742
            ctypes.c_int(type_ptr_indptr),
wxchan's avatar
wxchan committed
743
744
            csr.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
745
746
747
748
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csr.indptr)),
            ctypes.c_int64(len(csr.data)),
            ctypes.c_int64(csr.shape[1]),
wxchan's avatar
wxchan committed
749
750
751
752
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

Guolin Ke's avatar
Guolin Ke committed
753
754
755
756
757
758
759
760
761
762
763
764
765
    def __init_from_csc(self, csc, params_str, ref_dataset):
        """
        Initialize data from a csc matrix.
        """
        if len(csc.indices) != len(csc.data):
            raise ValueError('Length mismatch: {} vs {}'.format(len(csc.indices), len(csc.data)))
        self.handle = ctypes.c_void_p()

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

        _safe_call(_LIB.LGBM_DatasetCreateFromCSC(
            ptr_indptr,
Guolin Ke's avatar
Guolin Ke committed
766
            ctypes.c_int(type_ptr_indptr),
Guolin Ke's avatar
Guolin Ke committed
767
768
            csc.indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
769
770
771
772
            ctypes.c_int(type_ptr_data),
            ctypes.c_int64(len(csc.indptr)),
            ctypes.c_int64(len(csc.data)),
            ctypes.c_int64(csc.shape[0]),
Guolin Ke's avatar
Guolin Ke committed
773
774
775
776
            c_str(params_str),
            ref_dataset,
            ctypes.byref(self.handle)))

wxchan's avatar
wxchan committed
777
778
    def construct(self):
        """Lazy init"""
779
        if self.handle is None:
wxchan's avatar
wxchan committed
780
781
782
783
784
            if self.reference is not None:
                if self.used_indices is None:
                    """create valid"""
                    self._lazy_init(self.data, label=self.label, max_bin=self.max_bin, reference=self.reference,
                                    weight=self.weight, group=self.group, predictor=self._predictor,
785
                                    silent=self.silent, feature_name=self.feature_name, params=self.params)
wxchan's avatar
wxchan committed
786
787
788
                else:
                    """construct subset"""
                    used_indices = list_to_1d_numpy(self.used_indices, np.int32, name='used_indices')
789
                    self.handle = ctypes.c_void_p()
wxchan's avatar
wxchan committed
790
791
                    params_str = param_dict_to_str(self.params)
                    _safe_call(_LIB.LGBM_DatasetGetSubset(
792
                        self.reference.construct().handle,
wxchan's avatar
wxchan committed
793
                        used_indices.ctypes.data_as(ctypes.POINTER(ctypes.c_int32)),
Guolin Ke's avatar
Guolin Ke committed
794
                        ctypes.c_int(used_indices.shape[0]),
wxchan's avatar
wxchan committed
795
796
797
798
799
800
801
802
803
                        c_str(params_str),
                        ctypes.byref(self.handle)))
                    if self.get_label() is None:
                        raise ValueError("Label should not be None.")
            else:
                """create train"""
                self._lazy_init(self.data, label=self.label, max_bin=self.max_bin,
                                weight=self.weight, group=self.group, predictor=self._predictor,
                                silent=self.silent, feature_name=self.feature_name,
804
                                categorical_feature=self.categorical_feature, params=self.params)
wxchan's avatar
wxchan committed
805
806
807
            if self.free_raw_data:
                self.data = None
        return self
wxchan's avatar
wxchan committed
808

wxchan's avatar
wxchan committed
809
810
811
812
    def create_valid(self, data, label=None, weight=None, group=None,
                     silent=False, params=None):
        """
        Create validation data align with current dataset
wxchan's avatar
wxchan committed
813
814
815

        Parameters
        ----------
wxchan's avatar
wxchan committed
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
        data : string/numpy array/scipy.sparse
            Data source of Dataset.
            When data type is string, it represents the path of txt file
        label : list or numpy 1-D array, optional
            Label of the training data.
        weight : list or numpy 1-D array , optional
            Weight for each instance.
        group : list or numpy 1-D array , optional
            Group/query size for dataset
        silent : boolean, optional
            Whether print messages during construction
        params: dict, optional
            Other parameters
        """
        ret = Dataset(data, label=label, max_bin=self.max_bin, reference=self,
                      weight=weight, group=group, silent=silent, params=params,
                      free_raw_data=self.free_raw_data)
wxchan's avatar
wxchan committed
833
        ret._predictor = self._predictor
834
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
835
        return ret
wxchan's avatar
wxchan committed
836

wxchan's avatar
wxchan committed
837
    def subset(self, used_indices, params=None):
wxchan's avatar
wxchan committed
838
        """
wxchan's avatar
wxchan committed
839
840
841
842
843
844
845
846
847
848
        Get subset of current dataset

        Parameters
        ----------
        used_indices : list of int
            Used indices of this subset
        params : dict
            Other parameters
        """
        ret = Dataset(None, reference=self, feature_name=self.feature_name,
849
                      categorical_feature=self.categorical_feature, params=params)
wxchan's avatar
wxchan committed
850
        ret._predictor = self._predictor
851
        ret.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
        ret.used_indices = used_indices
        return ret

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

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

    def _update_params(self, params):
        if not self.params:
            self.params = params
wxchan's avatar
wxchan committed
871
        else:
wxchan's avatar
wxchan committed
872
            self.params.update(params)
wxchan's avatar
wxchan committed
873
874

    def set_field(self, field_name, data):
wxchan's avatar
wxchan committed
875
        """Set property into the Dataset.
wxchan's avatar
wxchan committed
876
877
878
879
880
881
882
883
884

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

        data: numpy array or list or None
            The array ofdata to be set
        """
885
886
        if self.handle is None:
            raise Exception("Cannot set %s before construct dataset" % field_name)
wxchan's avatar
wxchan committed
887
888
889
890
891
892
        if data is None:
            """set to None"""
            _safe_call(_LIB.LGBM_DatasetSetField(
                self.handle,
                c_str(field_name),
                None,
Guolin Ke's avatar
Guolin Ke committed
893
894
                ctypes.c_int(0),
                ctypes.c_int(FIELD_TYPE_MAPPER[field_name])))
wxchan's avatar
wxchan committed
895
            return
Guolin Ke's avatar
Guolin Ke committed
896
897
898
899
900
        dtype = np.float32
        if field_name == 'group':
            dtype = np.int32
        elif field_name == 'init_score':
            dtype = np.float64
901
        data = list_to_1d_numpy(data, dtype, name=field_name)
wxchan's avatar
wxchan committed
902
903
904
        if data.dtype == np.float32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_float))
            type_data = C_API_DTYPE_FLOAT32
Guolin Ke's avatar
Guolin Ke committed
905
906
907
        elif data.dtype == np.float64:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_double))
            type_data = C_API_DTYPE_FLOAT64
wxchan's avatar
wxchan committed
908
909
910
911
        elif data.dtype == np.int32:
            ptr_data = data.ctypes.data_as(ctypes.POINTER(ctypes.c_int32))
            type_data = C_API_DTYPE_INT32
        else:
Guolin Ke's avatar
Guolin Ke committed
912
            raise TypeError("Excepted np.float32/64 or np.int32, meet type({})".format(data.dtype))
wxchan's avatar
wxchan committed
913
        if type_data != FIELD_TYPE_MAPPER[field_name]:
914
            raise TypeError("Input type error for set_field")
wxchan's avatar
wxchan committed
915
916
917
918
        _safe_call(_LIB.LGBM_DatasetSetField(
            self.handle,
            c_str(field_name),
            ptr_data,
Guolin Ke's avatar
Guolin Ke committed
919
920
            ctypes.c_int(len(data)),
            ctypes.c_int(type_data)))
wxchan's avatar
wxchan committed
921

wxchan's avatar
wxchan committed
922
923
    def get_field(self, field_name):
        """Get property from the Dataset.
wxchan's avatar
wxchan committed
924
925
926

        Parameters
        ----------
wxchan's avatar
wxchan committed
927
928
        field_name: str
            The field name of the information
wxchan's avatar
wxchan committed
929
930
931

        Returns
        -------
wxchan's avatar
wxchan committed
932
933
        info : array
            A numpy array of information of the data
Guolin Ke's avatar
Guolin Ke committed
934
        """
935
936
        if self.handle is None:
            raise Exception("Cannot get %s before construct dataset" % field_name)
Guolin Ke's avatar
Guolin Ke committed
937
938
        tmp_out_len = ctypes.c_int()
        out_type = ctypes.c_int()
wxchan's avatar
wxchan committed
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
        ret = ctypes.POINTER(ctypes.c_void_p)()
        _safe_call(_LIB.LGBM_DatasetGetField(
            self.handle,
            c_str(field_name),
            ctypes.byref(tmp_out_len),
            ctypes.byref(ret),
            ctypes.byref(out_type)))
        if out_type.value != FIELD_TYPE_MAPPER[field_name]:
            raise TypeError("Return type error for get_field")
        if tmp_out_len.value == 0:
            return None
        if out_type.value == C_API_DTYPE_INT32:
            return cint32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_int32)), tmp_out_len.value)
        elif out_type.value == C_API_DTYPE_FLOAT32:
            return cfloat32_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_float)), tmp_out_len.value)
Guolin Ke's avatar
Guolin Ke committed
954
955
        elif out_type.value == C_API_DTYPE_FLOAT64:
            return cfloat64_array_to_numpy(ctypes.cast(ret, ctypes.POINTER(ctypes.c_double)), tmp_out_len.value)
956
        else:
wxchan's avatar
wxchan committed
957
            raise TypeError("Unknown type")
Guolin Ke's avatar
Guolin Ke committed
958

959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
    def set_categorical_feature(self, categorical_feature):
        """
        Set categorical features

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

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

Guolin Ke's avatar
Guolin Ke committed
977
978
979
980
981
982
983
984
985
    def _set_predictor(self, predictor):
        """
        Set predictor for continued training, not recommand for user to call this function.
        Please set init_model in engine.train or engine.cv
        """
        if predictor is self._predictor:
            return
        if self.data is not None:
            self._predictor = predictor
986
            self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
987
        else:
988
            raise LightGBMError("Cannot set predictor after freed raw data, set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
989
990
991
992
993
994
995
996

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

        Parameters
        ----------
        reference : Dataset
997
            Will use reference as template to consturct current dataset
Guolin Ke's avatar
Guolin Ke committed
998
        """
999
        self.set_categorical_feature(reference.categorical_feature)
Guolin Ke's avatar
Guolin Ke committed
1000
1001
1002
1003
1004
1005
        self.set_feature_name(reference.feature_name)
        self._set_predictor(reference._predictor)
        if self.reference is reference:
            return
        if self.data is not None:
            self.reference = reference
1006
            self._free_handle()
Guolin Ke's avatar
Guolin Ke committed
1007
        else:
1008
            raise LightGBMError("Cannot set reference after freed raw data, set free_raw_data=False when construct Dataset to avoid this.")
Guolin Ke's avatar
Guolin Ke committed
1009
1010
1011
1012
1013
1014
1015
1016

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

        Parameters
        ----------
        feature_name : list of str
1017
            Feature names
Guolin Ke's avatar
Guolin Ke committed
1018
        """
1019
1020
        if feature_name != 'auto':
            self.feature_name = feature_name
1021
        if self.handle is not None and feature_name is not None and feature_name != 'auto':
wxchan's avatar
wxchan committed
1022
1023
            if len(feature_name) != self.num_feature():
                raise ValueError("Length of feature_name({}) and num_feature({}) don't match".format(len(feature_name), self.num_feature()))
1024
            c_feature_name = [c_str(name) for name in feature_name]
wxchan's avatar
wxchan committed
1025
1026
1027
            _safe_call(_LIB.LGBM_DatasetSetFeatureNames(
                self.handle,
                c_array(ctypes.c_char_p, c_feature_name),
Guolin Ke's avatar
Guolin Ke committed
1028
                ctypes.c_int(len(feature_name))))
Guolin Ke's avatar
Guolin Ke committed
1029
1030

    def set_label(self, label):
wxchan's avatar
wxchan committed
1031
1032
        """
        Set label of Dataset
Guolin Ke's avatar
Guolin Ke committed
1033
1034
1035
1036
1037
1038
1039

        Parameters
        ----------
        label: numpy array or list or None
            The label information to be set into Dataset
        """
        self.label = label
1040
        if self.handle is not None:
wxchan's avatar
wxchan committed
1041
1042
            label = list_to_1d_numpy(label, name='label')
            self.set_field('label', label)
Guolin Ke's avatar
Guolin Ke committed
1043
1044

    def set_weight(self, weight):
wxchan's avatar
wxchan committed
1045
1046
        """
        Set weight of each instance.
Guolin Ke's avatar
Guolin Ke committed
1047
1048
1049
1050
1051
1052
1053

        Parameters
        ----------
        weight : numpy array or list or None
            Weight for each data point
        """
        self.weight = weight
1054
        if self.handle is not None and weight is not None:
wxchan's avatar
wxchan committed
1055
1056
            weight = list_to_1d_numpy(weight, name='weight')
            self.set_field('weight', weight)
Guolin Ke's avatar
Guolin Ke committed
1057
1058

    def set_init_score(self, init_score):
wxchan's avatar
wxchan committed
1059
1060
        """
        Set init score of booster to start from.
Guolin Ke's avatar
Guolin Ke committed
1061
1062
1063
1064
1065
1066
1067

        Parameters
        ----------
        init_score: numpy array or list or None
            Init score for booster
        """
        self.init_score = init_score
1068
        if self.handle is not None and init_score is not None:
Guolin Ke's avatar
Guolin Ke committed
1069
            init_score = list_to_1d_numpy(init_score, np.float64, name='init_score')
wxchan's avatar
wxchan committed
1070
            self.set_field('init_score', init_score)
Guolin Ke's avatar
Guolin Ke committed
1071
1072

    def set_group(self, group):
wxchan's avatar
wxchan committed
1073
1074
        """
        Set group size of Dataset (used for ranking).
Guolin Ke's avatar
Guolin Ke committed
1075
1076
1077
1078
1079
1080
1081

        Parameters
        ----------
        group : numpy array or list or None
            Group size of each group
        """
        self.group = group
1082
        if self.handle is not None and group is not None:
wxchan's avatar
wxchan committed
1083
1084
            group = list_to_1d_numpy(group, np.int32, name='group')
            self.set_field('group', group)
Guolin Ke's avatar
Guolin Ke committed
1085
1086

    def get_label(self):
wxchan's avatar
wxchan committed
1087
1088
        """
        Get the label of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1089
1090
1091
1092
1093

        Returns
        -------
        label : array
        """
1094
        if self.label is None and self.handle is not None:
wxchan's avatar
wxchan committed
1095
            self.label = self.get_field('label')
Guolin Ke's avatar
Guolin Ke committed
1096
1097
1098
        return self.label

    def get_weight(self):
wxchan's avatar
wxchan committed
1099
1100
        """
        Get the weight of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1101
1102
1103
1104
1105

        Returns
        -------
        weight : array
        """
1106
        if self.weight is None and self.handle is not None:
wxchan's avatar
wxchan committed
1107
            self.weight = self.get_field('weight')
Guolin Ke's avatar
Guolin Ke committed
1108
1109
1110
        return self.weight

    def get_init_score(self):
wxchan's avatar
wxchan committed
1111
1112
        """
        Get the initial score of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1113
1114
1115
1116
1117

        Returns
        -------
        init_score : array
        """
1118
        if self.init_score is None and self.handle is not None:
wxchan's avatar
wxchan committed
1119
            self.init_score = self.get_field('init_score')
Guolin Ke's avatar
Guolin Ke committed
1120
1121
1122
        return self.init_score

    def get_group(self):
wxchan's avatar
wxchan committed
1123
        """
wxchan's avatar
wxchan committed
1124
        Get the group of the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1125
1126
1127
1128
1129

        Returns
        -------
        init_score : array
        """
1130
        if self.group is None and self.handle is not None:
wxchan's avatar
wxchan committed
1131
            self.group = self.get_field('group')
Guolin Ke's avatar
Guolin Ke committed
1132
1133
1134
            if self.group is not None:
                # group data from LightGBM is boundaries data, need to convert to group size
                new_group = []
wxchan's avatar
wxchan committed
1135
                for i in range_(len(self.group) - 1):
Guolin Ke's avatar
Guolin Ke committed
1136
1137
                    new_group.append(self.group[i + 1] - self.group[i])
                self.group = new_group
Guolin Ke's avatar
Guolin Ke committed
1138
1139
1140
        return self.group

    def num_data(self):
wxchan's avatar
wxchan committed
1141
1142
        """
        Get the number of rows in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1143
1144
1145
1146
1147

        Returns
        -------
        number of rows : int
        """
1148
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1149
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1150
1151
1152
            _safe_call(_LIB.LGBM_DatasetGetNumData(self.handle,
                                                   ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1153
        else:
1154
            raise LightGBMError("Cannot get num_data before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1155
1156

    def num_feature(self):
wxchan's avatar
wxchan committed
1157
1158
        """
        Get the number of columns (features) in the Dataset.
Guolin Ke's avatar
Guolin Ke committed
1159
1160
1161
1162
1163

        Returns
        -------
        number of columns : int
        """
1164
        if self.handle is not None:
Guolin Ke's avatar
Guolin Ke committed
1165
            ret = ctypes.c_int()
wxchan's avatar
wxchan committed
1166
1167
1168
            _safe_call(_LIB.LGBM_DatasetGetNumFeature(self.handle,
                                                      ctypes.byref(ret)))
            return ret.value
Guolin Ke's avatar
Guolin Ke committed
1169
        else:
1170
            raise LightGBMError("Cannot get num_feature before construct dataset")
Guolin Ke's avatar
Guolin Ke committed
1171

wxchan's avatar
wxchan committed
1172

wxchan's avatar
wxchan committed
1173
class Booster(object):
wxchan's avatar
wxchan committed
1174
    """"Booster in LightGBM."""
wxchan's avatar
wxchan committed
1175
    def __init__(self, params=None, train_set=None, model_file=None, silent=False):
wxchan's avatar
wxchan committed
1176
1177
        """
        Initialize the Booster.
wxchan's avatar
wxchan committed
1178
1179
1180
1181
1182
1183

        Parameters
        ----------
        params : dict
            Parameters for boosters.
        train_set : Dataset
1184
            Training dataset
wxchan's avatar
wxchan committed
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
        model_file : string
            Path to the model file.
        silent : boolean, optional
            Whether print messages during construction
        """
        self.handle = ctypes.c_void_p()
        self.__need_reload_eval_info = True
        self.__train_data_name = "training"
        self.__attr = {}
        self.best_iteration = -1
wxchan's avatar
wxchan committed
1195
        self.best_score = {}
wxchan's avatar
wxchan committed
1196
1197
1198
1199
1200
1201
1202
1203
        params = {} if params is None else params
        if silent:
            params["verbose"] = 0
        elif "verbose" not in params:
            params["verbose"] = 1
        if train_set is not None:
            """Training task"""
            if not isinstance(train_set, Dataset):
1204
                raise TypeError('Training data should be Dataset instance, met {}'.format(type(train_set).__name__))
wxchan's avatar
wxchan committed
1205
1206
1207
            params_str = param_dict_to_str(params)
            """construct booster object"""
            _safe_call(_LIB.LGBM_BoosterCreate(
wxchan's avatar
wxchan committed
1208
                train_set.construct().handle,
wxchan's avatar
wxchan committed
1209
1210
1211
1212
1213
1214
1215
                c_str(params_str),
                ctypes.byref(self.handle)))
            """save reference to data"""
            self.train_set = train_set
            self.valid_sets = []
            self.name_valid_sets = []
            self.__num_dataset = 1
Guolin Ke's avatar
Guolin Ke committed
1216
1217
            self.__init_predictor = train_set._predictor
            if self.__init_predictor is not None:
wxchan's avatar
wxchan committed
1218
1219
                _safe_call(_LIB.LGBM_BoosterMerge(
                    self.handle,
Guolin Ke's avatar
Guolin Ke committed
1220
                    self.__init_predictor.handle))
Guolin Ke's avatar
Guolin Ke committed
1221
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1222
1223
1224
1225
1226
1227
1228
1229
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
            """buffer for inner predict"""
            self.__inner_predict_buffer = [None]
            self.__is_predicted_cur_iter = [False]
            self.__get_eval_info()
1230
            self.pandas_categorical = train_set.pandas_categorical
wxchan's avatar
wxchan committed
1231
1232
        elif model_file is not None:
            """Prediction task"""
Guolin Ke's avatar
Guolin Ke committed
1233
            out_num_iterations = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1234
1235
1236
1237
            _safe_call(_LIB.LGBM_BoosterCreateFromModelfile(
                c_str(model_file),
                ctypes.byref(out_num_iterations),
                ctypes.byref(self.handle)))
Guolin Ke's avatar
Guolin Ke committed
1238
            out_num_class = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1239
1240
1241
1242
            _safe_call(_LIB.LGBM_BoosterGetNumClasses(
                self.handle,
                ctypes.byref(out_num_class)))
            self.__num_class = out_num_class.value
1243
            self.pandas_categorical = _load_pandas_categorical(model_file)
1244
1245
        elif 'model_str' in params:
            self.__load_model_from_string(params['model_str'])
wxchan's avatar
wxchan committed
1246
        else:
1247
            raise TypeError('Need at least one training dataset or model file to create booster instance')
wxchan's avatar
wxchan committed
1248
1249

    def __del__(self):
Guolin Ke's avatar
Guolin Ke committed
1250
        if self.handle is not None:
wxchan's avatar
wxchan committed
1251
1252
            _safe_call(_LIB.LGBM_BoosterFree(self.handle))

wxchan's avatar
wxchan committed
1253
1254
1255
1256
    def __copy__(self):
        return self.__deepcopy__(None)

    def __deepcopy__(self, _):
1257
1258
        model_str = self.__save_model_to_string()
        booster = Booster({'model_str': model_str})
1259
        booster.pandas_categorical = self.pandas_categorical
1260
        return booster
wxchan's avatar
wxchan committed
1261
1262
1263
1264
1265
1266
1267

    def __getstate__(self):
        this = self.__dict__.copy()
        handle = this['handle']
        this.pop('train_set', None)
        this.pop('valid_sets', None)
        if handle is not None:
1268
            this["handle"] = self.__save_model_to_string()
wxchan's avatar
wxchan committed
1269
1270
1271
        return this

    def __setstate__(self, state):
1272
1273
        model_str = state.get('handle', None)
        if model_str is not None:
wxchan's avatar
wxchan committed
1274
            handle = ctypes.c_void_p()
Guolin Ke's avatar
Guolin Ke committed
1275
            out_num_iterations = ctypes.c_int(0)
1276
1277
1278
1279
            _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
                c_str(model_str),
                ctypes.byref(out_num_iterations),
                ctypes.byref(handle)))
wxchan's avatar
wxchan committed
1280
1281
1282
            state['handle'] = handle
        self.__dict__.update(state)

wxchan's avatar
wxchan committed
1283
1284
1285
1286
    def free_dataset(self):
        self.__dict__.pop('train_set', None)
        self.__dict__.pop('valid_sets', None)

wxchan's avatar
wxchan committed
1287
1288
1289
1290
    def set_train_data_name(self, name):
        self.__train_data_name = name

    def add_valid(self, data, name):
wxchan's avatar
wxchan committed
1291
1292
        """
        Add an validation data
wxchan's avatar
wxchan committed
1293
1294
1295
1296

        Parameters
        ----------
        data : Dataset
1297
            Validation data
wxchan's avatar
wxchan committed
1298
        name : String
1299
            Name of validation data
wxchan's avatar
wxchan committed
1300
        """
Guolin Ke's avatar
Guolin Ke committed
1301
        if not isinstance(data, Dataset):
wxchan's avatar
wxchan committed
1302
            raise TypeError('valid data should be Dataset instance, met {}'.format(type(data).__name__))
Guolin Ke's avatar
Guolin Ke committed
1303
1304
        if data._predictor is not self.__init_predictor:
            raise LightGBMError("Add validation data failed, you should use same predictor for these data")
wxchan's avatar
wxchan committed
1305
1306
        _safe_call(_LIB.LGBM_BoosterAddValidData(
            self.handle,
wxchan's avatar
wxchan committed
1307
            data.construct().handle))
wxchan's avatar
wxchan committed
1308
1309
1310
1311
1312
1313
1314
        self.valid_sets.append(data)
        self.name_valid_sets.append(name)
        self.__num_dataset += 1
        self.__inner_predict_buffer.append(None)
        self.__is_predicted_cur_iter.append(False)

    def reset_parameter(self, params):
wxchan's avatar
wxchan committed
1315
1316
        """
        Reset parameters for booster
wxchan's avatar
wxchan committed
1317
1318
1319
1320

        Parameters
        ----------
        params : dict
1321
            New parameters for boosters
wxchan's avatar
wxchan committed
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
        silent : boolean, optional
            Whether print messages during construction
        """
        if 'metric' in params:
            self.__need_reload_eval_info = True
        params_str = param_dict_to_str(params)
        if params_str:
            _safe_call(_LIB.LGBM_BoosterResetParameter(
                self.handle,
                c_str(params_str)))

    def update(self, train_set=None, fobj=None):
        """
        Update for one iteration
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
1339

wxchan's avatar
wxchan committed
1340
1341
        Parameters
        ----------
1342
1343
        train_set :
            Training data, None means use last training data
wxchan's avatar
wxchan committed
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
        fobj : function
            Customized objective function.

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

        """need reset training data"""
        if train_set is not None and train_set is not self.train_set:
Guolin Ke's avatar
Guolin Ke committed
1354
1355
            if not isinstance(train_set, Dataset):
                raise TypeError('Training data should be Dataset instance, met {}'.format(type(train_set).__name__))
Guolin Ke's avatar
Guolin Ke committed
1356
1357
            if train_set._predictor is not self.__init_predictor:
                raise LightGBMError("Replace training data failed, you should use same predictor for these data")
wxchan's avatar
wxchan committed
1358
1359
1360
            self.train_set = train_set
            _safe_call(_LIB.LGBM_BoosterResetTrainingData(
                self.handle,
wxchan's avatar
wxchan committed
1361
                self.train_set.construct().handle))
wxchan's avatar
wxchan committed
1362
1363
1364
1365
1366
1367
            self.__inner_predict_buffer[0] = None
        is_finished = ctypes.c_int(0)
        if fobj is None:
            _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                self.handle,
                ctypes.byref(is_finished)))
wxchan's avatar
wxchan committed
1368
            self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
            return is_finished.value == 1
        else:
            grad, hess = fobj(self.__inner_predict(0), self.train_set)
            return self.__boost(grad, hess)

    def __boost(self, grad, hess):
        """
        Boost the booster for one iteration, with customized gradient statistics.
        Note: for multi-class task, the score is group by class_id first, then group by row_id
              if you want to get i-th row score in j-th class, the access way is score[j*num_data+i]
              and you should group grad and hess in this way as well
1380

wxchan's avatar
wxchan committed
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
        Parameters
        ----------
        grad : 1d numpy or 1d list
            The first order of gradient.
        hess : 1d numpy or 1d list
            The second order of gradient.

        Returns
        -------
        is_finished, bool
        """
1392
1393
        grad = list_to_1d_numpy(grad, name='gradient')
        hess = list_to_1d_numpy(hess, name='hessian')
wxchan's avatar
wxchan committed
1394
        if len(grad) != len(hess):
1395
            raise ValueError("Lengths of gradient({}) and hessian({}) don't match".format(len(grad), len(hess)))
wxchan's avatar
wxchan committed
1396
1397
1398
1399
1400
1401
        is_finished = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterUpdateOneIterCustom(
            self.handle,
            grad.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            hess.ctypes.data_as(ctypes.POINTER(ctypes.c_float)),
            ctypes.byref(is_finished)))
wxchan's avatar
wxchan committed
1402
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1403
1404
1405
1406
1407
1408
1409
1410
        return is_finished.value == 1

    def rollback_one_iter(self):
        """
        Rollback one iteration
        """
        _safe_call(_LIB.LGBM_BoosterRollbackOneIter(
            self.handle))
wxchan's avatar
wxchan committed
1411
        self.__is_predicted_cur_iter = [False for _ in range_(self.__num_dataset)]
wxchan's avatar
wxchan committed
1412
1413

    def current_iteration(self):
Guolin Ke's avatar
Guolin Ke committed
1414
        out_cur_iter = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1415
1416
1417
1418
1419
1420
        _safe_call(_LIB.LGBM_BoosterGetCurrentIteration(
            self.handle,
            ctypes.byref(out_cur_iter)))
        return out_cur_iter.value

    def eval(self, data, name, feval=None):
wxchan's avatar
wxchan committed
1421
1422
        """
        Evaluate for data
wxchan's avatar
wxchan committed
1423
1424
1425

        Parameters
        ----------
Guolin Ke's avatar
Guolin Ke committed
1426
        data : Dataset object
1427
1428
        name :
            Name of data
wxchan's avatar
wxchan committed
1429
1430
1431
1432
1433
1434
1435
        feval : function
            Custom evaluation function.
        Returns
        -------
        result: list
            Evaluation result list.
        """
Guolin Ke's avatar
Guolin Ke committed
1436
1437
        if not isinstance(data, Dataset):
            raise TypeError("Can only eval for Dataset instance")
wxchan's avatar
wxchan committed
1438
1439
1440
1441
        data_idx = -1
        if data is self.train_set:
            data_idx = 0
        else:
wxchan's avatar
wxchan committed
1442
            for i in range_(len(self.valid_sets)):
wxchan's avatar
wxchan committed
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
                if data is self.valid_sets[i]:
                    data_idx = i + 1
                    break
        """need to push new valid data"""
        if data_idx == -1:
            self.add_valid(data, name)
            data_idx = self.__num_dataset - 1

        return self.__inner_eval(name, data_idx, feval)

    def eval_train(self, feval=None):
wxchan's avatar
wxchan committed
1454
1455
        """
        Evaluate for training data
wxchan's avatar
wxchan committed
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469

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

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

    def eval_valid(self, feval=None):
wxchan's avatar
wxchan committed
1470
1471
        """
        Evaluate for validation data
wxchan's avatar
wxchan committed
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482

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

        Returns
        -------
        result: str
            Evaluation result list.
        """
wxchan's avatar
wxchan committed
1483
        return [item for i in range_(1, self.__num_dataset)
wxchan's avatar
wxchan committed
1484
                for item in self.__inner_eval(self.name_valid_sets[i - 1], i, feval)]
wxchan's avatar
wxchan committed
1485
1486

    def save_model(self, filename, num_iteration=-1):
wxchan's avatar
wxchan committed
1487
1488
        """
        Save model of booster to file
wxchan's avatar
wxchan committed
1489
1490
1491
1492

        Parameters
        ----------
        filename : str
1493
            Filename to save
wxchan's avatar
wxchan committed
1494
        num_iteration: int
1495
            Number of iteration that want to save. < 0 means save the best iteration(if have)
wxchan's avatar
wxchan committed
1496
        """
1497
1498
        if num_iteration <= 0:
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
1499
1500
        _safe_call(_LIB.LGBM_BoosterSaveModel(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
1501
            ctypes.c_int(num_iteration),
wxchan's avatar
wxchan committed
1502
            c_str(filename)))
1503
        _save_pandas_categorical(filename, self.pandas_categorical)
wxchan's avatar
wxchan committed
1504

1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
    def __load_model_from_string(self, model_str):
        """[Private] Load model from string"""
        out_num_iterations = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterLoadModelFromString(
            c_str(model_str),
            ctypes.byref(out_num_iterations),
            ctypes.byref(self.handle)))
        out_num_class = ctypes.c_int(0)
        _safe_call(_LIB.LGBM_BoosterGetNumClasses(
            self.handle,
            ctypes.byref(out_num_class)))
        self.__num_class = out_num_class.value

    def __save_model_to_string(self, num_iteration=-1):
        """[Private] Save model to string"""
        if num_iteration <= 0:
            num_iteration = self.best_iteration
        buffer_len = 1 << 20
        tmp_out_len = ctypes.c_int(0)
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterSaveModelToString(
            self.handle,
            ctypes.c_int(num_iteration),
            ctypes.c_int(buffer_len),
            ctypes.byref(tmp_out_len),
            ptr_string_buffer))
        actual_len = tmp_out_len.value
        '''if buffer length is not long enough, re-allocate a buffer'''
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterSaveModelToString(
                self.handle,
                ctypes.c_int(num_iteration),
                ctypes.c_int(actual_len),
                ctypes.byref(tmp_out_len),
                ptr_string_buffer))
        return string_buffer.value.decode()

1545
    def dump_model(self, num_iteration=-1):
wxchan's avatar
wxchan committed
1546
1547
        """
        Dump model to json format
wxchan's avatar
wxchan committed
1548

1549
1550
1551
1552
1553
        Parameters
        ----------
        num_iteration: int
            Number of iteration that want to dump. < 0 means dump to best iteration(if have)

wxchan's avatar
wxchan committed
1554
1555
1556
1557
        Returns
        -------
        Json format of model
        """
1558
1559
        if num_iteration <= 0:
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
1560
        buffer_len = 1 << 20
Guolin Ke's avatar
Guolin Ke committed
1561
        tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1562
1563
1564
1565
        string_buffer = ctypes.create_string_buffer(buffer_len)
        ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
        _safe_call(_LIB.LGBM_BoosterDumpModel(
            self.handle,
Guolin Ke's avatar
Guolin Ke committed
1566
1567
            ctypes.c_int(num_iteration),
            ctypes.c_int(buffer_len),
wxchan's avatar
wxchan committed
1568
            ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
1569
            ptr_string_buffer))
wxchan's avatar
wxchan committed
1570
        actual_len = tmp_out_len.value
1571
        '''if buffer length is not long enough, reallocate a buffer'''
wxchan's avatar
wxchan committed
1572
1573
1574
1575
1576
        if actual_len > buffer_len:
            string_buffer = ctypes.create_string_buffer(actual_len)
            ptr_string_buffer = ctypes.c_char_p(*[ctypes.addressof(string_buffer)])
            _safe_call(_LIB.LGBM_BoosterDumpModel(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
1577
1578
                ctypes.c_int(num_iteration),
                ctypes.c_int(actual_len),
wxchan's avatar
wxchan committed
1579
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
1580
                ptr_string_buffer))
wxchan's avatar
wxchan committed
1581
1582
        return json.loads(string_buffer.value.decode())

cbecker's avatar
cbecker committed
1583
1584
    def predict(self, data, num_iteration=-1, raw_score=False, pred_leaf=False, data_has_header=False, is_reshape=True,
                early_stop_instance=None):
wxchan's avatar
wxchan committed
1585
1586
        """
        Predict logic
wxchan's avatar
wxchan committed
1587
1588
1589
1590
1591

        Parameters
        ----------
        data : string/numpy array/scipy.sparse
            Data source for prediction
1592
            When data type is string, it represents the path of txt file
wxchan's avatar
wxchan committed
1593
        num_iteration : int
1594
            Used iteration for prediction, < 0 means predict for best iteration(if have)
wxchan's avatar
wxchan committed
1595
1596
1597
1598
1599
1600
1601
        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
1602
            Reshape to (nrow, ncol) if true
cbecker's avatar
cbecker committed
1603
1604
        early_stop_instance: object of type PredictionEarlyStopInstance.
            If None, no early stopping is applied
wxchan's avatar
wxchan committed
1605
1606
1607
1608
1609

        Returns
        -------
        Prediction result
        """
cbecker's avatar
cbecker committed
1610
        predictor = self._to_predictor(early_stop_instance)
1611
1612
        if num_iteration <= 0:
            num_iteration = self.best_iteration
wxchan's avatar
wxchan committed
1613
1614
        return predictor.predict(data, num_iteration, raw_score, pred_leaf, data_has_header, is_reshape)

cbecker's avatar
cbecker committed
1615
    def _to_predictor(self, early_stop_instance=None):
wxchan's avatar
wxchan committed
1616
        """Convert to predictor"""
cbecker's avatar
cbecker committed
1617
        predictor = _InnerPredictor(booster_handle=self.handle, early_stop_instance=early_stop_instance)
1618
        predictor.pandas_categorical = self.pandas_categorical
wxchan's avatar
wxchan committed
1619
1620
        return predictor

wxchan's avatar
wxchan committed
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
    def feature_name(self):
        """
        Get feature names.

        Returns
        -------
        result : array
            Array of feature names.
        """
        out_num_feature = ctypes.c_int(0)
        """Get num of features"""
        _safe_call(_LIB.LGBM_BoosterGetNumFeature(
            self.handle,
            ctypes.byref(out_num_feature)))
        num_feature = out_num_feature.value
        """Get name of features"""
        tmp_out_len = ctypes.c_int(0)
        string_buffers = [ctypes.create_string_buffer(255) for i in range_(num_feature)]
        ptr_string_buffers = (ctypes.c_char_p * num_feature)(*map(ctypes.addressof, string_buffers))
        _safe_call(_LIB.LGBM_BoosterGetFeatureNames(
            self.handle,
            ctypes.byref(tmp_out_len),
            ptr_string_buffers))
        if num_feature != tmp_out_len.value:
            raise ValueError("Length of feature names doesn't equal with num_feature")
        return [string_buffers[i].value.decode() for i in range_(num_feature)]

1648
    def feature_importance(self, importance_type='split'):
wxchan's avatar
wxchan committed
1649
        """
wxchan's avatar
wxchan committed
1650
        Get feature importances
1651

1652
1653
1654
1655
1656
1657
1658
        Parameters
        ----------
        importance_type : str, default "split"
        How the importance is calculated: "split" or "gain"
        "split" is the number of times a feature is used in a model
        "gain" is the total gain of splits which use the feature

1659
1660
        Returns
        -------
wxchan's avatar
wxchan committed
1661
1662
        result : array
            Array of feature importances.
1663
1664
1665
1666
1667
        """
        if importance_type not in ["split", "gain"]:
            raise KeyError("importance_type must be split or gain")
        dump_model = self.dump_model()
        ret = [0] * (dump_model["max_feature_idx"] + 1)
wxchan's avatar
wxchan committed
1668

1669
1670
        def dfs(root):
            if "split_feature" in root:
wxchan's avatar
wxchan committed
1671
1672
1673
1674
1675
                if root['split_gain'] > 0:
                    if importance_type == 'split':
                        ret[root["split_feature"]] += 1
                    elif importance_type == 'gain':
                        ret[root["split_feature"]] += root["split_gain"]
1676
1677
1678
1679
1680
1681
                dfs(root["left_child"])
                dfs(root["right_child"])
        for tree in dump_model["tree_info"]:
            dfs(tree["tree_structure"])
        return np.array(ret)

wxchan's avatar
wxchan committed
1682
1683
    def __inner_eval(self, data_name, data_idx, feval=None):
        """
1684
        Evaulate training or validation data
wxchan's avatar
wxchan committed
1685
1686
        """
        if data_idx >= self.__num_dataset:
1687
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
1688
1689
1690
        self.__get_eval_info()
        ret = []
        if self.__num_inner_eval > 0:
wxchan's avatar
wxchan committed
1691
            result = np.array([0.0 for _ in range_(self.__num_inner_eval)], dtype=np.float64)
Guolin Ke's avatar
Guolin Ke committed
1692
            tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1693
1694
            _safe_call(_LIB.LGBM_BoosterGetEval(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
1695
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
1696
                ctypes.byref(tmp_out_len),
Guolin Ke's avatar
Guolin Ke committed
1697
                result.ctypes.data_as(ctypes.POINTER(ctypes.c_double))))
wxchan's avatar
wxchan committed
1698
            if tmp_out_len.value != self.__num_inner_eval:
1699
                raise ValueError("Wrong length of eval results")
wxchan's avatar
wxchan committed
1700
            for i in range_(self.__num_inner_eval):
wxchan's avatar
wxchan committed
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
                ret.append((data_name, self.__name_inner_eval[i], result[i], self.__higher_better_inner_eval[i]))
        if feval is not None:
            if data_idx == 0:
                cur_data = self.train_set
            else:
                cur_data = self.valid_sets[data_idx - 1]
            feval_ret = feval(self.__inner_predict(data_idx), cur_data)
            if isinstance(feval_ret, list):
                for eval_name, val, is_higher_better in feval_ret:
                    ret.append((data_name, eval_name, val, is_higher_better))
            else:
                eval_name, val, is_higher_better = feval_ret
                ret.append((data_name, eval_name, val, is_higher_better))
        return ret

    def __inner_predict(self, data_idx):
        """
        Predict for training and validation dataset
        """
        if data_idx >= self.__num_dataset:
1721
            raise ValueError("Data_idx should be smaller than number of dataset")
wxchan's avatar
wxchan committed
1722
1723
1724
1725
1726
1727
        if self.__inner_predict_buffer[data_idx] is None:
            if data_idx == 0:
                n_preds = self.train_set.num_data() * self.__num_class
            else:
                n_preds = self.valid_sets[data_idx - 1].num_data() * self.__num_class
            self.__inner_predict_buffer[data_idx] = \
wxchan's avatar
wxchan committed
1728
                np.array([0.0 for _ in range_(n_preds)], dtype=np.float64, copy=False)
wxchan's avatar
wxchan committed
1729
1730
1731
        """avoid to predict many time in one iteration"""
        if not self.__is_predicted_cur_iter[data_idx]:
            tmp_out_len = ctypes.c_int64(0)
Guolin Ke's avatar
Guolin Ke committed
1732
            data_ptr = self.__inner_predict_buffer[data_idx].ctypes.data_as(ctypes.POINTER(ctypes.c_double))
wxchan's avatar
wxchan committed
1733
1734
            _safe_call(_LIB.LGBM_BoosterGetPredict(
                self.handle,
Guolin Ke's avatar
Guolin Ke committed
1735
                ctypes.c_int(data_idx),
wxchan's avatar
wxchan committed
1736
1737
1738
                ctypes.byref(tmp_out_len),
                data_ptr))
            if tmp_out_len.value != len(self.__inner_predict_buffer[data_idx]):
1739
                raise ValueError("Wrong length of predict results for data %d" % (data_idx))
wxchan's avatar
wxchan committed
1740
1741
1742
1743
1744
1745
1746
1747
1748
            self.__is_predicted_cur_iter[data_idx] = True
        return self.__inner_predict_buffer[data_idx]

    def __get_eval_info(self):
        """
        Get inner evaluation count and names
        """
        if self.__need_reload_eval_info:
            self.__need_reload_eval_info = False
Guolin Ke's avatar
Guolin Ke committed
1749
            out_num_eval = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1750
1751
1752
1753
1754
1755
1756
            """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"""
Guolin Ke's avatar
Guolin Ke committed
1757
                tmp_out_len = ctypes.c_int(0)
wxchan's avatar
wxchan committed
1758
                string_buffers = [ctypes.create_string_buffer(255) for i in range_(self.__num_inner_eval)]
wxchan's avatar
wxchan committed
1759
                ptr_string_buffers = (ctypes.c_char_p * self.__num_inner_eval)(*map(ctypes.addressof, string_buffers))
wxchan's avatar
wxchan committed
1760
1761
1762
1763
1764
                _safe_call(_LIB.LGBM_BoosterGetEvalNames(
                    self.handle,
                    ctypes.byref(tmp_out_len),
                    ptr_string_buffers))
                if self.__num_inner_eval != tmp_out_len.value:
1765
                    raise ValueError("Length of eval names doesn't equal with num_evals")
1766
                self.__name_inner_eval = \
wxchan's avatar
wxchan committed
1767
                    [string_buffers[i].value.decode() for i in range_(self.__num_inner_eval)]
1768
1769
1770
                self.__higher_better_inner_eval = \
                    [name.startswith(('auc', 'ndcg')) for name in self.__name_inner_eval]

wxchan's avatar
wxchan committed
1771
    def attr(self, key):
wxchan's avatar
wxchan committed
1772
1773
        """
        Get attribute string from the Booster.
wxchan's avatar
wxchan committed
1774
1775
1776
1777
1778
1779
1780
1781
1782
1783
1784

        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.
        """
1785
        return self.__attr.get(key, None)
wxchan's avatar
wxchan committed
1786
1787

    def set_attr(self, **kwargs):
wxchan's avatar
wxchan committed
1788
1789
        """
        Set the attribute of the Booster.
wxchan's avatar
wxchan committed
1790
1791
1792
1793
1794
1795
1796
1797

        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:
wxchan's avatar
wxchan committed
1798
                if not isinstance(value, string_type):
1799
                    raise ValueError("Set attr only accepts strings")
wxchan's avatar
wxchan committed
1800
1801
1802
                self.__attr[key] = value
            else:
                self.__attr.pop(key, None)
cbecker's avatar
cbecker committed
1803
1804
1805
1806
1807
1808
1809
1810
1811
1812
1813
1814
1815
1816
1817
1818
1819
1820
1821
1822
1823
1824
1825
1826
1827
1828
1829
1830
1831
1832
1833
1834


class PredictionEarlyStopInstance(object):
    """"PredictionEarlyStopInstance in LightGBM."""
    def __init__(self, early_stop_type="none", round_period=20, margin_threshold=1.5):
        """
        Create an early stopping object

        Parameters
        ----------
        early_stop_type: string
            None, "none", "binary" or "multiclass". Regression is not supported.
        round_period : int
            The score will be checked every round_period to check if the early stopping criteria is met
        margin_threshold : double
            Early stopping will kick in when the margin is greater than margin_threshold
        """
        self.handle = ctypes.c_void_p(0)
        self.__attr = {}

        if early_stop_type is None:
            early_stop_type = "none"

        _safe_call(_LIB.LGBM_PredictionEarlyStopInstanceCreate(
            c_str(early_stop_type),
            ctypes.c_int(round_period),
            ctypes.c_double(margin_threshold),
            ctypes.byref(self.handle)))

    def __del__(self):
        if self.handle is not None:
            _safe_call(_LIB.LGBM_PredictionEarlyStopInstanceFree(self.handle))