dask.py 64.8 KB
Newer Older
1
# coding: utf-8
2
"""Distributed training with LightGBM and dask.distributed.
3

4
This module enables you to perform distributed training with LightGBM on
5
dask.Array and dask.DataFrame collections.
6
7

It is based on dask-lightgbm, which was based on dask-xgboost.
8
"""
9
import socket
10
from collections import defaultdict, namedtuple
11
from copy import deepcopy
12
from enum import Enum, auto
13
from functools import partial
14
from typing import Any, Dict, Iterable, List, Optional, Tuple, Type, Union
15
16
17
from urllib.parse import urlparse

import numpy as np
18
19
import scipy.sparse as ss

20
from .basic import LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning
21
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
22
23
                     dask_Array, dask_array_from_delayed, dask_bag_from_delayed, dask_DataFrame, dask_Series,
                     default_client, delayed, pd_DataFrame, pd_Series, wait)
24
25
26
from .sklearn import (LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _LGBM_ScikitCustomObjectiveFunction,
                      _LGBM_ScikitEvalMetricType, _lgbmmodel_doc_custom_eval_note, _lgbmmodel_doc_fit,
                      _lgbmmodel_doc_predict)
27

28
29
30
31
32
33
__all__ = [
    'DaskLGBMClassifier',
    'DaskLGBMRanker',
    'DaskLGBMRegressor',
]

34
35
_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
36
_DaskVectorLike = Union[dask_Array, dask_Series]
37
38
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]
39

Nikita Titov's avatar
Nikita Titov committed
40
_HostWorkers = namedtuple('_HostWorkers', ['default', 'all'])
41

42

43
44
45
46
47
48
49
50
51
52
53
54
class _DatasetNames(Enum):
    """Placeholder names used by lightgbm.dask internals to say 'also evaluate the training data'.

    Avoid duplicating the training data when the validation set refers to elements of training data.
    """

    TRAINSET = auto()
    SAMPLE_WEIGHT = auto()
    INIT_SCORE = auto()
    GROUP = auto()


55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

    Parameters
    ----------
    client : dask.distributed.Client or None
        Dask client.

    Returns
    -------
    client : dask.distributed.Client
        A Dask client.
    """
    if client is None:
        return default_client()
    else:
        return client


74
75
def _find_n_open_ports(n: int) -> List[int]:
    """Find n random open ports on localhost.
76
77
78

    Returns
    -------
79
80
    ports : list of int
        n random open ports on localhost.
81
    """
82
83
84
    sockets = []
    for _ in range(n):
        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
85
        s.bind(('', 0))
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
        sockets.append(s)
    ports = []
    for s in sockets:
        ports.append(s.getsockname()[1])
        s.close()
    return ports


def _group_workers_by_host(worker_addresses: Iterable[str]) -> Dict[str, _HostWorkers]:
    """Group all worker addresses by hostname.

    Returns
    -------
    host_to_workers : dict
        mapping from hostname to all its workers.
    """
    host_to_workers: Dict[str, _HostWorkers] = {}
    for address in worker_addresses:
        hostname = urlparse(address).hostname
105
106
        if not hostname:
            raise ValueError(f"Could not parse host name from worker address '{address}'")
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
        if hostname not in host_to_workers:
            host_to_workers[hostname] = _HostWorkers(default=address, all=[address])
        else:
            host_to_workers[hostname].all.append(address)
    return host_to_workers


def _assign_open_ports_to_workers(
    client: Client,
    host_to_workers: Dict[str, _HostWorkers]
) -> Dict[str, int]:
    """Assign an open port to each worker.

    Returns
    -------
    worker_to_port: dict
        mapping from worker address to an open port.
    """
    host_ports_futures = {}
    for hostname, workers in host_to_workers.items():
        n_workers_in_host = len(workers.all)
        host_ports_futures[hostname] = client.submit(
            _find_n_open_ports,
            n=n_workers_in_host,
            workers=[workers.default],
            pure=False,
            allow_other_workers=False,
        )
    found_ports = client.gather(host_ports_futures)
    worker_to_port = {}
    for hostname, workers in host_to_workers.items():
        for worker, port in zip(workers.all, found_ports[hostname]):
            worker_to_port[worker] = port
    return worker_to_port
141
142


143
def _concat(seq: List[_DaskPart]) -> _DaskPart:
144
145
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
146
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
147
        return concat(seq, axis=0)
148
149
150
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
151
        raise TypeError(f'Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got {type(seq[0]).__name__}.')
152
153


154
155
156
157
def _remove_list_padding(*args: Any) -> List[List[Any]]:
    return [[z for z in arg if z is not None] for arg in args]


158
def _pad_eval_names(lgbm_model: LGBMModel, required_names: List[str]) -> LGBMModel:
159
160
161
162
163
164
    """Append missing (key, value) pairs to a LightGBM model's evals_result_ and best_score_ OrderedDict attrs based on a set of required eval_set names.

    Allows users to rely on expected eval_set names being present when fitting DaskLGBM estimators with ``eval_set``.
    """
    for eval_name in required_names:
        if eval_name not in lgbm_model.evals_result_:
165
            lgbm_model.evals_result_[eval_name] = {}
166
        if eval_name not in lgbm_model.best_score_:
167
            lgbm_model.best_score_[eval_name] = {}
168
169
170
171

    return lgbm_model


172
173
174
175
def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
176
177
178
    machines: str,
    local_listen_port: int,
    num_machines: int,
179
180
181
182
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
183
    network_params = {
184
185
        'machines': machines,
        'local_listen_port': local_listen_port,
186
        'time_out': time_out,
187
        'num_machines': num_machines
188
    }
189
190
    params.update(network_params)

191
192
    is_ranker = issubclass(model_factory, LGBMRanker)

193
    # Concatenate many parts into one
194
195
196
197
198
199
200
201
202
203
204
205
    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

    if 'weight' in list_of_parts[0]:
        weight = _concat([x['weight'] for x in list_of_parts])
    else:
        weight = None

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None
206

207
208
209
210
211
    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
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
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
    # construct local eval_set data.
    n_evals = max(len(x.get('eval_set', [])) for x in list_of_parts)
    eval_names = kwargs.pop('eval_names', None)
    eval_class_weight = kwargs.get('eval_class_weight')
    local_eval_set = None
    local_eval_names = None
    local_eval_sample_weight = None
    local_eval_init_score = None
    local_eval_group = None

    if n_evals:
        has_eval_sample_weight = any(x.get('eval_sample_weight') is not None for x in list_of_parts)
        has_eval_init_score = any(x.get('eval_init_score') is not None for x in list_of_parts)

        local_eval_set = []
        evals_result_names = []
        if has_eval_sample_weight:
            local_eval_sample_weight = []
        if has_eval_init_score:
            local_eval_init_score = []
        if is_ranker:
            local_eval_group = []

        # store indices of eval_set components that were not contained within local parts.
        missing_eval_component_idx = []

        # consolidate parts of each individual eval component.
        for i in range(n_evals):
            x_e = []
            y_e = []
            w_e = []
            init_score_e = []
            g_e = []
            for part in list_of_parts:
                if not part.get('eval_set'):
                    continue

                # require that eval_name exists in evaluated result data in case dropped due to padding.
                # in distributed training the 'training' eval_set is not detected, will have name 'valid_<index>'.
                if eval_names:
                    evals_result_name = eval_names[i]
                else:
                    evals_result_name = f'valid_{i}'

                eval_set = part['eval_set'][i]
                if eval_set is _DatasetNames.TRAINSET:
                    x_e.append(part['data'])
                    y_e.append(part['label'])
                else:
                    x_e.extend(eval_set[0])
                    y_e.extend(eval_set[1])

                if evals_result_name not in evals_result_names:
                    evals_result_names.append(evals_result_name)

                eval_weight = part.get('eval_sample_weight')
                if eval_weight:
                    if eval_weight[i] is _DatasetNames.SAMPLE_WEIGHT:
                        w_e.append(part['weight'])
                    else:
                        w_e.extend(eval_weight[i])

                eval_init_score = part.get('eval_init_score')
                if eval_init_score:
                    if eval_init_score[i] is _DatasetNames.INIT_SCORE:
                        init_score_e.append(part['init_score'])
                    else:
                        init_score_e.extend(eval_init_score[i])

                eval_group = part.get('eval_group')
                if eval_group:
                    if eval_group[i] is _DatasetNames.GROUP:
                        g_e.append(part['group'])
                    else:
                        g_e.extend(eval_group[i])

            # filter padding from eval parts then _concat each eval_set component.
            x_e, y_e, w_e, init_score_e, g_e = _remove_list_padding(x_e, y_e, w_e, init_score_e, g_e)
            if x_e:
                local_eval_set.append((_concat(x_e), _concat(y_e)))
            else:
                missing_eval_component_idx.append(i)
                continue

            if w_e:
                local_eval_sample_weight.append(_concat(w_e))
            if init_score_e:
                local_eval_init_score.append(_concat(init_score_e))
            if g_e:
                local_eval_group.append(_concat(g_e))

        # reconstruct eval_set fit args/kwargs depending on which components of eval_set are on worker.
        eval_component_idx = [i for i in range(n_evals) if i not in missing_eval_component_idx]
        if eval_names:
            local_eval_names = [eval_names[i] for i in eval_component_idx]
        if eval_class_weight:
            kwargs['eval_class_weight'] = [eval_class_weight[i] for i in eval_component_idx]

310
    model = model_factory(**params)
311
    try:
312
        if is_ranker:
313
314
315
316
317
318
319
320
321
322
323
324
325
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                group=group,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_group=local_eval_group,
                eval_names=local_eval_names,
                **kwargs
            )
326
        else:
327
328
329
330
331
332
333
334
335
336
337
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_names=local_eval_names,
                **kwargs
            )
338

339
    finally:
340
341
        if getattr(model, "fitted_", False):
            model.booster_.free_network()
342

343
344
345
346
    if n_evals:
        # ensure that expected keys for evals_result_ and best_score_ exist regardless of padding.
        model = _pad_eval_names(model, required_names=evals_result_names)

347
348
349
    return model if return_model else None


350
def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
351
352
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
353
354
355
356
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
357
358
359
360
        parts = parts.flatten().tolist()
    return parts


361
def _machines_to_worker_map(machines: str, worker_addresses: Iterable[str]) -> Dict[str, int]:
362
363
364
365
366
367
368
369
370
371
    """Create a worker_map from machines list.

    Given ``machines`` and a list of Dask worker addresses, return a mapping where the keys are
    ``worker_addresses`` and the values are ports from ``machines``.

    Parameters
    ----------
    machines : str
        A comma-delimited list of workers, of the form ``ip1:port,ip2:port``.
    worker_addresses : list of str
372
        An iterable of Dask worker addresses, of the form ``{protocol}{hostname}:{port}``, where ``port`` is the port Dask's scheduler uses to talk to that worker.
373
374
375
376
377
378
379

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")
380
381
382
383

    if len(set(machine_addresses)) != len(machine_addresses):
        raise ValueError(f"Found duplicates in 'machines' ({machines}). Each entry in 'machines' must be a unique IP-port combination.")

384
385
386
387
388
389
390
391
    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

    out = {}
    for address in worker_addresses:
        worker_host = urlparse(address).hostname
392
393
        if not worker_host:
            raise ValueError(f"Could not parse host name from worker address '{address}'")
394
395
396
397
398
        out[address] = machine_to_port[worker_host].pop()

    return out


399
400
401
402
403
404
def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
405
    sample_weight: Optional[_DaskVectorLike] = None,
406
    init_score: Optional[_DaskCollection] = None,
407
    group: Optional[_DaskVectorLike] = None,
408
409
    eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
    eval_names: Optional[List[str]] = None,
410
    eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
411
    eval_class_weight: Optional[List[Union[dict, str]]] = None,
412
    eval_init_score: Optional[List[_DaskCollection]] = None,
413
    eval_group: Optional[List[_DaskVectorLike]] = None,
414
    eval_metric: Optional[_LGBM_ScikitEvalMetricType] = None,
415
    eval_at: Optional[Union[List[int], Tuple[int, ...]]] = None,
416
417
    **kwargs: Any
) -> LGBMModel:
418
419
420
421
    """Inner train routine.

    Parameters
    ----------
422
423
    client : dask.distributed.Client
        Dask client.
424
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
425
        Input feature matrix.
426
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
427
428
        The target values (class labels in classification, real numbers in regression).
    params : dict
429
        Parameters passed to constructor of the local underlying model.
430
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
431
        Class of the local underlying model.
432
    sample_weight : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
433
        Weights of training data. Weights should be non-negative.
434
    init_score : Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)
435
        Init score of training data.
436
    group : Dask Array or Dask Series or None, optional (default=None)
437
438
439
440
441
        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
442
    eval_set : list of (X, y) tuples of Dask data collections, or None, optional (default=None)
443
444
445
        List of (X, y) tuple pairs to use as validation sets.
        Note, that not all workers may receive chunks of every eval set within ``eval_set``. When the returned
        lightgbm estimator is not trained using any chunks of a particular eval set, its corresponding component
446
        of ``evals_result_`` and ``best_score_`` will be empty dictionaries.
447
    eval_names : list of str, or None, optional (default=None)
448
        Names of eval_set.
449
    eval_sample_weight : list of Dask Array or Dask Series, or None, optional (default=None)
450
        Weights for each validation set in eval_set. Weights should be non-negative.
451
452
    eval_class_weight : list of dict or str, or None, optional (default=None)
        Class weights, one dict or str for each validation set in eval_set.
453
    eval_init_score : list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)
454
        Initial model score for each validation set in eval_set.
455
    eval_group : list of Dask Array or Dask Series, or None, optional (default=None)
456
        Group/query for each validation set in eval_set.
457
458
    eval_metric : str, callable, list or None, optional (default=None)
        If str, it should be a built-in evaluation metric to use.
459
460
461
462
        If callable, it should be a custom evaluation metric, see note below for more details.
        If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both.
        In either case, the ``metric`` from the Dask model parameters (or inferred from the objective) will be evaluated and used as well.
        Default: 'l2' for DaskLGBMRegressor, 'binary(multi)_logloss' for DaskLGBMClassifier, 'ndcg' for DaskLGBMRanker.
463
    eval_at : list or tuple of int, optional (default=None)
464
        The evaluation positions of the specified ranking metric.
465
466
467
468
469
470
471
    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500

    Note
    ----

    This method handles setting up the following network parameters based on information
    about the Dask cluster referenced by ``client``.

    * ``local_listen_port``: port that each LightGBM worker opens a listening socket on,
            to accept connections from other workers. This can differ from LightGBM worker
            to LightGBM worker, but does not have to.
    * ``machines``: a comma-delimited list of all workers in the cluster, in the
            form ``ip:port,ip:port``. If running multiple Dask workers on the same host, use different
            ports for each worker. For example, for ``LocalCluster(n_workers=3)``, you might
            pass ``"127.0.0.1:12400,127.0.0.1:12401,127.0.0.1:12402"``.
    * ``num_machines``: number of LightGBM workers.
    * ``timeout``: time in minutes to wait before closing unused sockets.

    The default behavior of this function is to generate ``machines`` from the list of
    Dask workers which hold some piece of the training data, and to search for an open
    port on each worker to be used as ``local_listen_port``.

    If ``machines`` is provided explicitly in ``params``, this function uses the hosts
    and ports in that list directly, and does not do any searching. This means that if
    any of the Dask workers are missing from the list or any of those ports are not free
    when training starts, training will fail.

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
501
    """
502
503
    params = deepcopy(params)

504
505
506
507
508
509
510
511
    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
528
        _log_warning(f'Parameter tree_learner set to {params["tree_learner"]}, which is not allowed. Using "data" as default')
529
530
531
532
533
        params['tree_learner'] = 'data'

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
534
535
536
537
    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)
538

539
    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
540
541
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
542
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
543
    n_parts = len(parts)
544
545
546

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
547
        for i in range(n_parts):
548
            parts[i]['weight'] = weight_parts[i]
549
550
551

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
552
        for i in range(n_parts):
553
            parts[i]['group'] = group_parts[i]
554

555
556
557
558
559
    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
    # evals_set will to be re-constructed into smaller lists of (X, y) tuples, where
    # X and y are each delayed sub-lists of original eval dask Collections.
    if eval_set:
        # find maximum number of parts in an individual eval set so that we can
        # pad eval sets when they come in different sizes.
        n_largest_eval_parts = max(x[0].npartitions for x in eval_set)

        eval_sets = defaultdict(list)
        if eval_sample_weight:
            eval_sample_weights = defaultdict(list)
        if eval_group:
            eval_groups = defaultdict(list)
        if eval_init_score:
            eval_init_scores = defaultdict(list)

        for i, (X_eval, y_eval) in enumerate(eval_set):
            n_this_eval_parts = X_eval.npartitions

            # when individual eval set is equivalent to training data, skip recomputing parts.
            if X_eval is data and y_eval is label:
                for parts_idx in range(n_parts):
                    eval_sets[parts_idx].append(_DatasetNames.TRAINSET)
            else:
                eval_x_parts = _split_to_parts(data=X_eval, is_matrix=True)
                eval_y_parts = _split_to_parts(data=y_eval, is_matrix=False)
                for j in range(n_largest_eval_parts):
                    parts_idx = j % n_parts

                    # add None-padding for individual eval_set member if it is smaller than the largest member.
                    if j < n_this_eval_parts:
                        x_e = eval_x_parts[j]
                        y_e = eval_y_parts[j]
                    else:
                        x_e = None
                        y_e = None

                    if j < n_parts:
                        # first time a chunk of this eval set is added to this part.
                        eval_sets[parts_idx].append(([x_e], [y_e]))
                    else:
                        # append additional chunks of this eval set to this part.
                        eval_sets[parts_idx][-1][0].append(x_e)
                        eval_sets[parts_idx][-1][1].append(y_e)

            if eval_sample_weight:
                if eval_sample_weight[i] is sample_weight:
                    for parts_idx in range(n_parts):
                        eval_sample_weights[parts_idx].append(_DatasetNames.SAMPLE_WEIGHT)
                else:
                    eval_w_parts = _split_to_parts(data=eval_sample_weight[i], is_matrix=False)

                    # ensure that all evaluation parts map uniquely to one part.
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            w_e = eval_w_parts[j]
                        else:
                            w_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_sample_weights[parts_idx].append([w_e])
                        else:
                            eval_sample_weights[parts_idx][-1].append(w_e)

            if eval_init_score:
                if eval_init_score[i] is init_score:
                    for parts_idx in range(n_parts):
                        eval_init_scores[parts_idx].append(_DatasetNames.INIT_SCORE)
                else:
                    eval_init_score_parts = _split_to_parts(data=eval_init_score[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            init_score_e = eval_init_score_parts[j]
                        else:
                            init_score_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_init_scores[parts_idx].append([init_score_e])
                        else:
                            eval_init_scores[parts_idx][-1].append(init_score_e)

            if eval_group:
                if eval_group[i] is group:
                    for parts_idx in range(n_parts):
                        eval_groups[parts_idx].append(_DatasetNames.GROUP)
                else:
                    eval_g_parts = _split_to_parts(data=eval_group[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            g_e = eval_g_parts[j]
                        else:
                            g_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_groups[parts_idx].append([g_e])
                        else:
                            eval_groups[parts_idx][-1].append(g_e)

        # assign sub-eval_set components to worker parts.
        for parts_idx, e_set in eval_sets.items():
            parts[parts_idx]['eval_set'] = e_set
            if eval_sample_weight:
                parts[parts_idx]['eval_sample_weight'] = eval_sample_weights[parts_idx]
            if eval_init_score:
                parts[parts_idx]['eval_init_score'] = eval_init_scores[parts_idx]
            if eval_group:
                parts[parts_idx]['eval_group'] = eval_groups[parts_idx]

670
    # Start computation in the background
671
    parts = list(map(delayed, parts))
672
673
674
675
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
676
        if part.status == 'error':  # type: ignore
677
678
679
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
680
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
681
682
683
684
685
    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
    # Check that all workers were provided some of eval_set. Otherwise warn user that validation
    # data artifacts may not be populated depending on worker returning final estimator.
    if eval_set:
        for worker in worker_map:
            has_eval_set = False
            for part in worker_map[worker]:
                if 'eval_set' in part.result():
                    has_eval_set = True
                    break

            if not has_eval_set:
                _log_warning(
                    f"Worker {worker} was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable. "
                    "Try rebalancing data across workers."
                )

    # assign general validation set settings to fit kwargs.
    if eval_names:
        kwargs['eval_names'] = eval_names
    if eval_class_weight:
        kwargs['eval_class_weight'] = eval_class_weight
    if eval_metric:
        kwargs['eval_metric'] = eval_metric
    if eval_at:
        kwargs['eval_at'] = eval_at

712
713
714
    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

715
716
717
718
719
720
    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
721
    )
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
    local_listen_port = params.pop("local_listen_port")

    params = _choose_param_value(
        main_param_name="machines",
        params=params,
        default_value=None
    )
    machines = params.pop("machines")

    # figure out network params
    worker_addresses = worker_map.keys()
    if machines is not None:
        _log_info("Using passed-in 'machines' parameter")
        worker_address_to_port = _machines_to_worker_map(
            machines=machines,
            worker_addresses=worker_addresses
        )
    else:
        if listen_port_in_params:
            _log_info("Using passed-in 'local_listen_port' for all workers")
            unique_hosts = set(urlparse(a).hostname for a in worker_addresses)
            if len(unique_hosts) < len(worker_addresses):
                msg = (
                    "'local_listen_port' was provided in Dask training parameters, but at least one "
                    "machine in the cluster has multiple Dask worker processes running on it. Please omit "
                    "'local_listen_port' or pass 'machines'."
                )
                raise LightGBMError(msg)

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
757
758
            host_to_workers = _group_workers_by_host(worker_map.keys())
            worker_address_to_port = _assign_open_ports_to_workers(client, host_to_workers)
759

760
        machines = ','.join([
761
            f'{urlparse(worker_address).hostname}:{port}'
762
763
764
765
766
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)
767

768
    # Tell each worker to train on the parts that it has locally
769
    #
770
    # This code treats ``_train_part()`` calls as not "pure" because:
771
    #     1. there is randomness in the training process unless parameters ``seed``
772
    #        and ``deterministic`` are set
773
774
775
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
776
777
778
779
780
781
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
782
783
784
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
785
786
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
787
788
789
            workers=[worker],
            allow_other_workers=False,
            pure=False,
790
791
792
793
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]
794
795
796

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
797
798
799
    model = results[0]

    # if network parameters were changed during training, remove them from the
Andrew Ziem's avatar
Andrew Ziem committed
800
    # returned model so that they're generated dynamically on every run based
801
802
803
804
805
806
807
808
809
810
811
812
813
814
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

    if not machines_in_params:
        for param in _ConfigAliases.get('machines'):
            model._other_params.pop(param, None)

    for param in _ConfigAliases.get('num_machines', 'timeout'):
        model._other_params.pop(param, None)

    return model
815
816


817
818
819
820
821
822
823
824
825
def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:
826

827
    if part.shape[0] == 0:
828
        result = np.array([])
829
830
    elif pred_proba:
        result = model.predict_proba(
831
            part,
832
833
834
835
836
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
837
    else:
838
        result = model.predict(
839
            part,
840
841
842
843
844
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
845

846
    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
847
    if isinstance(part, pd_DataFrame):
848
        if len(result.shape) == 2:
849
            result = pd_DataFrame(result, index=part.index)
850
        else:
851
            result = pd_Series(result, index=part.index, name='predictions')
852
853
854
855

    return result


856
857
858
def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
859
    client: Client,
860
861
862
863
864
865
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
866
) -> Union[dask_Array, List[dask_Array]]:
867
868
869
870
    """Inner predict routine.

    Parameters
    ----------
871
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
872
        Fitted underlying model.
873
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
874
        Input feature matrix.
875
876
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
877
878
879
880
881
882
    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
883
    dtype : np.dtype, optional (default=np.float32)
884
        Dtype of the output.
885
    **kwargs
886
        Other parameters passed to ``predict`` or ``predict_proba`` method.
887
888
889

    Returns
    -------
890
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
891
        The predicted values.
892
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
893
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
894
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]
895
        If ``pred_contrib=True``, the feature contributions for each sample.
896
    """
897
898
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
899
    if isinstance(data, dask_DataFrame):
900
901
902
903
904
905
906
907
908
        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
909
    elif isinstance(data, dask_Array):
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
        # for multi-class classification with sparse matrices, pred_contrib predictions
        # are returned as a list of sparse matrices (one per class)
        num_classes = model._n_classes or -1

        if (
            num_classes > 2
            and pred_contrib
            and isinstance(data._meta, ss.spmatrix)
        ):

            predict_function = partial(
                _predict_part,
                model=model,
                raw_score=False,
                pred_proba=pred_proba,
                pred_leaf=False,
                pred_contrib=True,
                **kwargs
            )

            delayed_chunks = data.to_delayed()
            bag = dask_bag_from_delayed(delayed_chunks[:, 0])

            @delayed
            def _extract(items: List[Any], i: int) -> Any:
                return items[i]

            preds = bag.map_partitions(predict_function)

            # pred_contrib output will have one column per feature,
            # plus one more for the base value
            num_cols = model.n_features_ + 1

            nrows_per_chunk = data.chunks[0]
944
            out: List[List[dask_Array]] = [[] for _ in range(num_classes)]
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968

            # need to tell Dask the expected type and shape of individual preds
            pred_meta = data._meta

            for j, partition in enumerate(preds.to_delayed()):
                for i in range(num_classes):
                    part = dask_array_from_delayed(
                        value=_extract(partition, i),
                        shape=(nrows_per_chunk[j], num_cols),
                        meta=pred_meta
                    )
                    out[i].append(part)

            # by default, dask.array.concatenate() concatenates sparse arrays into a COO matrix
            # the code below is used instead to ensure that the sparse type is preserved during concatentation
            if isinstance(pred_meta, ss.csr_matrix):
                concat_fn = partial(ss.vstack, format='csr')
            elif isinstance(pred_meta, ss.csc_matrix):
                concat_fn = partial(ss.vstack, format='csc')
            else:
                concat_fn = ss.vstack

            # At this point, `out` is a list of lists of delayeds (each of which points to a matrix).
            # Concatenate them to return a list of Dask Arrays.
969
            out_arrays: List[dask_Array] = []
970
            for i in range(num_classes):
971
972
973
974
975
976
                out_arrays.append(
                    dask_array_from_delayed(
                        value=delayed(concat_fn)(out[i]),
                        shape=(data.shape[0], num_cols),
                        meta=pred_meta
                    )
977
978
                )

979
            return out_arrays
980

981
982
        data_row = client.compute(data[[0]]).result()
        predict_fn = partial(
983
984
985
986
987
988
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
989
990
991
992
993
994
995
996
997
998
999
1000
1001
            **kwargs,
        )
        pred_row = predict_fn(data_row)
        chunks = (data.chunks[0],)
        map_blocks_kwargs = {}
        if len(pred_row.shape) > 1:
            chunks += (pred_row.shape[1],)
        else:
            map_blocks_kwargs['drop_axis'] = 1
        return data.map_blocks(
            predict_fn,
            chunks=chunks,
            meta=pred_row,
1002
            dtype=dtype,
1003
            **map_blocks_kwargs,
1004
        )
1005
    else:
1006
        raise TypeError(f'Data must be either Dask Array or Dask DataFrame. Got {type(data).__name__}.')
1007
1008


1009
class _DaskLGBMModel:
1010

1011
1012
    @property
    def client_(self) -> Client:
1013
        """:obj:`dask.distributed.Client`: Dask client.
1014
1015
1016
1017
1018
1019
1020
1021
1022

        This property can be passed in the constructor or updated
        with ``model.set_params(client=client)``.
        """
        if not getattr(self, "fitted_", False):
            raise LGBMNotFittedError('Cannot access property client_ before calling fit().')

        return _get_dask_client(client=self.client)

1023
    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
1024
1025
1026
1027
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
1028
        out.update({"client": None})
1029
1030
1031
        self.client = client
        return out

1032
    def _lgb_dask_fit(
1033
1034
1035
1036
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
1037
        sample_weight: Optional[_DaskVectorLike] = None,
1038
        init_score: Optional[_DaskCollection] = None,
1039
        group: Optional[_DaskVectorLike] = None,
1040
1041
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1042
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1043
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1044
        eval_init_score: Optional[List[_DaskCollection]] = None,
1045
        eval_group: Optional[List[_DaskVectorLike]] = None,
1046
        eval_metric: Optional[_LGBM_ScikitEvalMetricType] = None,
1047
        eval_at: Optional[Union[List[int], Tuple[int, ...]]] = None,
1048
1049
        **kwargs: Any
    ) -> "_DaskLGBMModel":
1050
1051
        if not DASK_INSTALLED:
            raise LightGBMError('dask is required for lightgbm.dask')
1052
1053
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
1054
1055

        params = self.get_params(True)
1056
        params.pop("client", None)
1057
1058

        model = _train(
1059
            client=_get_dask_client(self.client),
1060
1061
1062
1063
1064
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
1065
            init_score=init_score,
1066
            group=group,
1067
1068
1069
1070
1071
1072
1073
1074
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1075
1076
            **kwargs
        )
1077
1078

        self.set_params(**model.get_params())
1079
        self._lgb_dask_copy_extra_params(model, self)
1080
1081
1082

        return self

1083
    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
1084
1085
1086
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
1087
        self._lgb_dask_copy_extra_params(self, model)
1088
        model._other_params.pop("client", None)
1089
1090
1091
        return model

    @staticmethod
1092
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
1093
1094
1095
1096
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
1097
            setattr(dest, name, attributes[name])
1098
1099


1100
class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel):
1101
1102
    """Distributed version of lightgbm.LGBMClassifier."""

1103
1104
1105
1106
1107
1108
1109
1110
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1111
        objective: Optional[Union[str, _LGBM_ScikitCustomObjectiveFunction]] = None,
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
1122
        n_jobs: Optional[int] = None,
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMClassifier.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMClassifier.__init__.__doc__
1153
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1154
    __init__.__doc__ = f"""
1155
1156
1157
1158
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1159
1160

    def __getstate__(self) -> Dict[Any, Any]:
1161
        return self._lgb_dask_getstate()
1162

1163
    def fit(  # type: ignore[override]
1164
1165
1166
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1167
        sample_weight: Optional[_DaskVectorLike] = None,
1168
        init_score: Optional[_DaskCollection] = None,
1169
1170
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1171
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
1172
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
1173
        eval_init_score: Optional[List[_DaskCollection]] = None,
1174
        eval_metric: Optional[_LGBM_ScikitEvalMetricType] = None,
1175
1176
        **kwargs: Any
    ) -> "DaskLGBMClassifier":
1177
        """Docstring is inherited from the lightgbm.LGBMClassifier.fit."""
1178
        return self._lgb_dask_fit(
1179
1180
1181
1182
            model_factory=LGBMClassifier,
            X=X,
            y=y,
            sample_weight=sample_weight,
1183
            init_score=init_score,
1184
1185
1186
1187
1188
1189
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1190
1191
1192
            **kwargs
        )

1193
1194
1195
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1196
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1197
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)",
1198
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1199
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
1200
        eval_init_score_shape="list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)",
1201
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1202
1203
    )

1204
    # DaskLGBMClassifier does not support group, eval_group.
1205
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1206
1207
1208
1209
1210
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

1211
    # DaskLGBMClassifier support for callbacks and init_model is not tested
1212
1213
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMClassifier.fit()``.
1214

1215
1216
1217
1218
1219
    Returns
    -------
    self : lightgbm.DaskLGBMClassifier
        Returns self.

1220
    {_lgbmmodel_doc_custom_eval_note}
1221
        """
1222

1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
    def predict(
        self,
        X: _DaskMatrixLike,
        raw_score: bool = False,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ) -> dask_Array:
1234
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict."""
1235
1236
1237
1238
        return _predict(
            model=self.to_local(),
            data=X,
            dtype=self.classes_.dtype,
1239
            client=_get_dask_client(self.client),
1240
1241
1242
1243
1244
1245
            raw_score=raw_score,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            validate_features=validate_features,
1246
1247
1248
            **kwargs
        )

1249
1250
1251
1252
1253
1254
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1255
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1256
    )
1257

1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
    def predict_proba(
        self,
        X: _DaskMatrixLike,
        raw_score: bool = False,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ) -> dask_Array:
1269
        """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba."""
1270
1271
1272
1273
        return _predict(
            model=self.to_local(),
            data=X,
            pred_proba=True,
1274
            client=_get_dask_client(self.client),
1275
1276
1277
1278
1279
1280
            raw_score=raw_score,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            validate_features=validate_features,
1281
1282
1283
            **kwargs
        )

1284
1285
1286
1287
    predict_proba.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted probability for each class for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_probability",
1288
        predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]",
1289
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]",
1290
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]"
1291
    )
1292

1293
    def to_local(self) -> LGBMClassifier:
1294
1295
1296
1297
1298
        """Create regular version of lightgbm.LGBMClassifier from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMClassifier
1299
            Local underlying model.
1300
        """
1301
        return self._lgb_dask_to_local(LGBMClassifier)
1302
1303


1304
class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel):
1305
    """Distributed version of lightgbm.LGBMRegressor."""
1306

1307
1308
1309
1310
1311
1312
1313
1314
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1315
        objective: Optional[Union[str, _LGBM_ScikitCustomObjectiveFunction]] = None,
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
1326
        n_jobs: Optional[int] = None,
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRegressor.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRegressor.__init__.__doc__
1357
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1358
    __init__.__doc__ = f"""
1359
1360
1361
1362
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1363

1364
    def __getstate__(self) -> Dict[Any, Any]:
1365
        return self._lgb_dask_getstate()
1366

1367
    def fit(  # type: ignore[override]
1368
1369
1370
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1371
1372
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
1373
1374
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1375
1376
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
1377
        eval_metric: Optional[_LGBM_ScikitEvalMetricType] = None,
1378
1379
        **kwargs: Any
    ) -> "DaskLGBMRegressor":
1380
        """Docstring is inherited from the lightgbm.LGBMRegressor.fit."""
1381
        return self._lgb_dask_fit(
1382
1383
1384
1385
            model_factory=LGBMRegressor,
            X=X,
            y=y,
            sample_weight=sample_weight,
1386
            init_score=init_score,
1387
1388
1389
1390
1391
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
1392
1393
1394
            **kwargs
        )

1395
1396
1397
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1398
1399
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1400
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1401
1402
1403
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1404
1405
    )

1406
    # DaskLGBMRegressor does not support group, eval_class_weight, eval_group.
1407
    _base_doc = (_base_doc[:_base_doc.find('group :')]
1408
1409
1410
1411
1412
1413
1414
1415
                 + _base_doc[_base_doc.find('eval_set :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

    _base_doc = (_base_doc[:_base_doc.find('eval_group :')]
                 + _base_doc[_base_doc.find('eval_metric :'):])

1416
    # DaskLGBMRegressor support for callbacks and init_model is not tested
1417
1418
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRegressor.fit()``.
1419

1420
1421
1422
1423
1424
    Returns
    -------
    self : lightgbm.DaskLGBMRegressor
        Returns self.

1425
    {_lgbmmodel_doc_custom_eval_note}
1426
        """
1427

1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
    def predict(
        self,
        X: _DaskMatrixLike,
        raw_score: bool = False,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ) -> dask_Array:
1439
        """Docstring is inherited from the lightgbm.LGBMRegressor.predict."""
1440
1441
1442
        return _predict(
            model=self.to_local(),
            data=X,
1443
            client=_get_dask_client(self.client),
1444
1445
1446
1447
1448
1449
            raw_score=raw_score,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            validate_features=validate_features,
1450
1451
1452
            **kwargs
        )

1453
1454
1455
1456
1457
1458
1459
1460
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1461

1462
    def to_local(self) -> LGBMRegressor:
1463
1464
1465
1466
1467
        """Create regular version of lightgbm.LGBMRegressor from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRegressor
1468
            Local underlying model.
1469
        """
1470
        return self._lgb_dask_to_local(LGBMRegressor)
1471
1472


1473
class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel):
1474
    """Distributed version of lightgbm.LGBMRanker."""
1475

1476
1477
1478
1479
1480
1481
1482
1483
    def __init__(
        self,
        boosting_type: str = 'gbdt',
        num_leaves: int = 31,
        max_depth: int = -1,
        learning_rate: float = 0.1,
        n_estimators: int = 100,
        subsample_for_bin: int = 200000,
1484
        objective: Optional[Union[str, _LGBM_ScikitCustomObjectiveFunction]] = None,
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
        class_weight: Optional[Union[dict, str]] = None,
        min_split_gain: float = 0.,
        min_child_weight: float = 1e-3,
        min_child_samples: int = 20,
        subsample: float = 1.,
        subsample_freq: int = 0,
        colsample_bytree: float = 1.,
        reg_alpha: float = 0.,
        reg_lambda: float = 0.,
        random_state: Optional[Union[int, np.random.RandomState]] = None,
1495
        n_jobs: Optional[int] = None,
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
        importance_type: str = 'split',
        client: Optional[Client] = None,
        **kwargs: Any
    ):
        """Docstring is inherited from the lightgbm.LGBMRanker.__init__."""
        self.client = client
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
            **kwargs
        )

    _base_doc = LGBMRanker.__init__.__doc__
1526
    _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs')  # type: ignore
1527
    __init__.__doc__ = f"""
1528
1529
1530
1531
        {_before_kwargs}client : dask.distributed.Client or None, optional (default=None)
        {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled.
        {_kwargs}{_after_kwargs}
        """
1532
1533

    def __getstate__(self) -> Dict[Any, Any]:
1534
        return self._lgb_dask_getstate()
1535

1536
    def fit(  # type: ignore[override]
1537
1538
1539
        self,
        X: _DaskMatrixLike,
        y: _DaskCollection,
1540
1541
1542
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskVectorLike] = None,
        group: Optional[_DaskVectorLike] = None,
1543
1544
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
1545
1546
1547
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_init_score: Optional[List[_DaskVectorLike]] = None,
        eval_group: Optional[List[_DaskVectorLike]] = None,
1548
        eval_metric: Optional[_LGBM_ScikitEvalMetricType] = None,
1549
        eval_at: Union[List[int], Tuple[int, ...]] = (1, 2, 3, 4, 5),
1550
1551
        **kwargs: Any
    ) -> "DaskLGBMRanker":
1552
        """Docstring is inherited from the lightgbm.LGBMRanker.fit."""
1553
        return self._lgb_dask_fit(
1554
1555
1556
1557
            model_factory=LGBMRanker,
            X=X,
            y=y,
            sample_weight=sample_weight,
1558
            init_score=init_score,
1559
            group=group,
1560
1561
1562
1563
1564
1565
1566
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
1567
1568
1569
            **kwargs
        )

1570
1571
1572
    _base_doc = _lgbmmodel_doc_fit.format(
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]",
1573
1574
        sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
        init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)",
1575
        group_shape="Dask Array or Dask Series or None, optional (default=None)",
1576
1577
1578
        eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)",
        eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)"
1579
1580
    )

1581
1582
1583
1584
    # DaskLGBMRanker does not support eval_class_weight or early stopping
    _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')]
                 + _base_doc[_base_doc.find('eval_init_score :'):])

1585
    _base_doc = (_base_doc[:_base_doc.find('feature_name :')]
1586
                 + "eval_at : list or tuple of int, optional (default=(1, 2, 3, 4, 5))\n"
1587
                 + f"{' ':8}The evaluation positions of the specified metric.\n"
1588
                 + f"{' ':4}{_base_doc[_base_doc.find('feature_name :'):]}")
1589
1590

    # DaskLGBMRanker support for callbacks and init_model is not tested
1591
1592
    fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs
        Other parameters passed through to ``LGBMRanker.fit()``.
1593

1594
1595
1596
1597
1598
    Returns
    -------
    self : lightgbm.DaskLGBMRanker
        Returns self.

1599
    {_lgbmmodel_doc_custom_eval_note}
1600
        """
1601

1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
    def predict(
        self,
        X: _DaskMatrixLike,
        raw_score: bool = False,
        start_iteration: int = 0,
        num_iteration: Optional[int] = None,
        pred_leaf: bool = False,
        pred_contrib: bool = False,
        validate_features: bool = False,
        **kwargs: Any
    ) -> dask_Array:
1613
        """Docstring is inherited from the lightgbm.LGBMRanker.predict."""
1614
1615
1616
1617
        return _predict(
            model=self.to_local(),
            data=X,
            client=_get_dask_client(self.client),
1618
1619
1620
1621
1622
1623
            raw_score=raw_score,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            validate_features=validate_features,
1624
1625
            **kwargs
        )
1626

1627
1628
1629
1630
1631
1632
1633
1634
    predict.__doc__ = _lgbmmodel_doc_predict.format(
        description="Return the predicted value for each sample.",
        X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]",
        output_name="predicted_result",
        predicted_result_shape="Dask Array of shape = [n_samples]",
        X_leaves_shape="Dask Array of shape = [n_samples, n_trees]",
        X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]"
    )
1635

1636
    def to_local(self) -> LGBMRanker:
1637
1638
1639
1640
1641
        """Create regular version of lightgbm.LGBMRanker from the distributed version.

        Returns
        -------
        model : lightgbm.LGBMRanker
1642
            Local underlying model.
1643
        """
1644
        return self._lgb_dask_to_local(LGBMRanker)