test_sklearn.py 72.6 KB
Newer Older
wxchan's avatar
wxchan committed
1
# coding: utf-8
2
import itertools
3
import math
4
import re
5
from functools import partial
6
from os import getenv
7
from pathlib import Path
wxchan's avatar
wxchan committed
8

9
import joblib
wxchan's avatar
wxchan committed
10
import numpy as np
11
import pytest
12
13
import scipy.sparse
from scipy.stats import spearmanr
wxchan's avatar
wxchan committed
14
from sklearn.base import clone
15
from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
16
from sklearn.ensemble import StackingClassifier, StackingRegressor
17
from sklearn.metrics import accuracy_score, log_loss, mean_squared_error, r2_score
18
from sklearn.model_selection import GridSearchCV, RandomizedSearchCV, train_test_split
19
from sklearn.multioutput import ClassifierChain, MultiOutputClassifier, MultiOutputRegressor, RegressorChain
20
from sklearn.utils.estimator_checks import parametrize_with_checks
21
from sklearn.utils.validation import check_is_fitted
wxchan's avatar
wxchan committed
22

23
import lightgbm as lgb
24
from lightgbm.compat import DATATABLE_INSTALLED, PANDAS_INSTALLED, dt_DataTable, pd_DataFrame, pd_Series
25

26
27
28
29
30
31
32
33
34
35
from .utils import (
    load_breast_cancer,
    load_digits,
    load_iris,
    load_linnerud,
    make_ranking,
    make_synthetic_regression,
    sklearn_multiclass_custom_objective,
    softmax,
)
36

37
decreasing_generator = itertools.count(0, -1)
38
task_to_model_factory = {
39
40
41
42
    "ranking": lgb.LGBMRanker,
    "binary-classification": lgb.LGBMClassifier,
    "multiclass-classification": lgb.LGBMClassifier,
    "regression": lgb.LGBMRegressor,
43
44
45
}


46
def _create_data(task, n_samples=100, n_features=4):
47
    if task == "ranking":
48
        X, y, g = make_ranking(n_features=4, n_samples=n_samples)
49
        g = np.bincount(g)
50
51
    elif task.endswith("classification"):
        if task == "binary-classification":
52
            centers = 2
53
        elif task == "multiclass-classification":
54
55
56
57
            centers = 3
        else:
            ValueError(f"Unknown classification task '{task}'")
        X, y = make_blobs(n_samples=n_samples, n_features=n_features, centers=centers, random_state=42)
58
        g = None
59
    elif task == "regression":
60
        X, y = make_synthetic_regression(n_samples=n_samples, n_features=n_features)
61
62
        g = None
    return X, y, g
wxchan's avatar
wxchan committed
63

wxchan's avatar
wxchan committed
64

65
66
67
68
69
class UnpicklableCallback:
    def __reduce__(self):
        raise Exception("This class in not picklable")

    def __call__(self, env):
70
        env.model.attr_set_inside_callback = env.iteration * 10
71
72


73
def custom_asymmetric_obj(y_true, y_pred):
74
    residual = (y_true - y_pred).astype(np.float64)
75
76
77
78
79
    grad = np.where(residual < 0, -2 * 10.0 * residual, -2 * residual)
    hess = np.where(residual < 0, 2 * 10.0, 2.0)
    return grad, hess


80
def objective_ls(y_true, y_pred):
81
    grad = y_pred - y_true
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
    hess = np.ones(len(y_true))
    return grad, hess


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


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


def constant_metric(y_true, y_pred):
98
    return "error", 0, False
99
100
101


def decreasing_metric(y_true, y_pred):
102
    return ("decreasing_metric", next(decreasing_generator), False)
103
104


105
def mse(y_true, y_pred):
106
    return "custom MSE", mean_squared_error(y_true, y_pred), False
107
108


109
110
111
112
113
114
115
116
117
118
119
120
def binary_error(y_true, y_pred):
    return np.mean((y_pred > 0.5) != y_true)


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


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


121
122
123
def test_binary():
    X, y = load_breast_cancer(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
124
    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
125
    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
126
127
    ret = log_loss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.12
128
    assert gbm.evals_result_["valid_0"]["binary_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
129
130
131


def test_regression():
132
    X, y = make_synthetic_regression()
133
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
134
    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1)
135
    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
136
    ret = mean_squared_error(y_test, gbm.predict(X_test))
137
    assert ret < 174
138
    assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
139
140


141
142
143
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
144
145
146
def test_multiclass():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
147
    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
148
    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
149
150
151
152
    ret = multi_error(y_test, gbm.predict(X_test))
    assert ret < 0.05
    ret = multi_logloss(y_test, gbm.predict_proba(X_test))
    assert ret < 0.16
153
    assert gbm.evals_result_["valid_0"]["multi_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
154
155


156
157
158
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
159
def test_lambdarank():
160
161
162
163
164
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
165
    gbm = lgb.LGBMRanker(n_estimators=50)
166
167
168
169
170
171
172
    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
173
        callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
174
    )
175
    assert gbm.best_iteration_ <= 24
176
177
    assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.5674
    assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.578
178
179
180


def test_xendcg():
181
182
183
184
185
186
    xendcg_example_dir = Path(__file__).absolute().parents[2] / "examples" / "xendcg"
    X_train, y_train = load_svmlight_file(str(xendcg_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(xendcg_example_dir / "rank.test"))
    q_train = np.loadtxt(str(xendcg_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(xendcg_example_dir / "rank.test.query"))
    gbm = lgb.LGBMRanker(n_estimators=50, objective="rank_xendcg", random_state=5, n_jobs=1)
187
188
189
190
191
192
193
    gbm.fit(
        X_train,
        y_train,
        group=q_train,
        eval_set=[(X_test, y_test)],
        eval_group=[q_test],
        eval_at=[1, 3],
194
195
        eval_metric="ndcg",
        callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
196
    )
197
    assert gbm.best_iteration_ <= 24
198
199
    assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.6211
    assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.6253
200
201


202
def test_eval_at_aliases():
203
204
205
206
207
208
    rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
    X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
    X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
    q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
    q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
    for alias in lgb.basic._ConfigAliases.get("eval_at"):
209
210
211
        gbm = lgb.LGBMRanker(n_estimators=5, **{alias: [1, 2, 3, 9]})
        with pytest.warns(UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'eval_at' argument"):
            gbm.fit(X_train, y_train, group=q_train, eval_set=[(X_test, y_test)], eval_group=[q_test])
212
        assert list(gbm.evals_result_["valid_0"].keys()) == ["ndcg@1", "ndcg@2", "ndcg@3", "ndcg@9"]
213
214


215
216
@pytest.mark.parametrize("custom_objective", [True, False])
def test_objective_aliases(custom_objective):
217
    X, y = make_synthetic_regression()
218
219
220
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    if custom_objective:
        obj = custom_dummy_obj
221
        metric_name = "l2"  # default one
222
    else:
223
224
        obj = "mape"
        metric_name = "mape"
225
    evals = []
226
    for alias in lgb.basic._ConfigAliases.get("objective"):
227
        gbm = lgb.LGBMRegressor(n_estimators=5, **{alias: obj})
228
229
230
231
        if alias != "objective":
            with pytest.warns(
                UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'objective' argument"
            ):
232
233
234
                gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
        else:
            gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
235
236
        assert list(gbm.evals_result_["valid_0"].keys()) == [metric_name]
        evals.append(gbm.evals_result_["valid_0"][metric_name])
237
238
239
240
241
242
243
244
    evals_t = np.array(evals).T
    for i in range(evals_t.shape[0]):
        np.testing.assert_allclose(evals_t[i], evals_t[i][0])
    # check that really dummy objective was used and estimator didn't learn anything
    if custom_objective:
        np.testing.assert_allclose(evals_t, evals_t[0][0])


245
def test_regression_with_custom_objective():
246
    X, y = make_synthetic_regression()
247
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
248
    gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1, objective=objective_ls)
249
    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
250
    ret = mean_squared_error(y_test, gbm.predict(X_test))
251
    assert ret < 174
252
    assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
253
254
255
256
257


def test_binary_classification_with_custom_objective():
    X, y = load_digits(n_class=2, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
258
    gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1, objective=logregobj)
259
    gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
260
261
262
263
264
265
266
267
268
    # prediction result is actually not transformed (is raw) due to custom objective
    y_pred_raw = gbm.predict_proba(X_test)
    assert not np.all(y_pred_raw >= 0)
    y_pred = 1.0 / (1.0 + np.exp(-y_pred_raw))
    ret = binary_error(y_test, y_pred)
    assert ret < 0.05


def test_dart():
269
    X, y = make_synthetic_regression()
270
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
271
    gbm = lgb.LGBMRegressor(boosting_type="dart", n_estimators=50)
272
273
    gbm.fit(X_train, y_train)
    score = gbm.score(X_test, y_test)
274
    assert 0.8 <= score <= 1.0
275
276
277
278
279


def test_stacking_classifier():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
280
281
282
283
    classifiers = [("gbm1", lgb.LGBMClassifier(n_estimators=3)), ("gbm2", lgb.LGBMClassifier(n_estimators=3))]
    clf = StackingClassifier(
        estimators=classifiers, final_estimator=lgb.LGBMClassifier(n_estimators=3), passthrough=True
    )
284
285
286
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.8
287
    assert score <= 1.0
288
    assert clf.n_features_in_ == 4  # number of input features
289
290
    assert len(clf.named_estimators_["gbm1"].feature_importances_) == 4
    assert clf.named_estimators_["gbm1"].n_features_in_ == clf.named_estimators_["gbm2"].n_features_in_
291
292
    assert clf.final_estimator_.n_features_in_ == 10  # number of concatenated features
    assert len(clf.final_estimator_.feature_importances_) == 10
293
294
    assert all(clf.named_estimators_["gbm1"].classes_ == clf.named_estimators_["gbm2"].classes_)
    assert all(clf.classes_ == clf.named_estimators_["gbm1"].classes_)
295
296
297


def test_stacking_regressor():
298
299
300
    X, y = make_synthetic_regression(n_samples=200)
    n_features = X.shape[1]
    n_input_models = 2
301
    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
302
303
    regressors = [("gbm1", lgb.LGBMRegressor(n_estimators=3)), ("gbm2", lgb.LGBMRegressor(n_estimators=3))]
    reg = StackingRegressor(estimators=regressors, final_estimator=lgb.LGBMRegressor(n_estimators=3), passthrough=True)
304
305
306
    reg.fit(X_train, y_train)
    score = reg.score(X_test, y_test)
    assert score >= 0.2
307
    assert score <= 1.0
308
    assert reg.n_features_in_ == n_features  # number of input features
309
310
    assert len(reg.named_estimators_["gbm1"].feature_importances_) == n_features
    assert reg.named_estimators_["gbm1"].n_features_in_ == reg.named_estimators_["gbm2"].n_features_in_
311
312
    assert reg.final_estimator_.n_features_in_ == n_features + n_input_models  # number of concatenated features
    assert len(reg.final_estimator_.feature_importances_) == n_features + n_input_models
313
314
315
316
317


def test_grid_search():
    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
318
319
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
320
321
    params = {"subsample": 0.8, "subsample_freq": 1}
    grid_params = {"boosting_type": ["rf", "gbdt"], "n_estimators": [4, 6], "reg_alpha": [0.01, 0.005]}
322
    evals_result = {}
323
324
325
    fit_params = {
        "eval_set": [(X_val, y_val)],
        "eval_metric": constant_metric,
326
        "callbacks": [lgb.early_stopping(2), lgb.record_evaluation(evals_result)],
327
    }
328
    grid = GridSearchCV(estimator=lgb.LGBMClassifier(**params), param_grid=grid_params, cv=2)
329
330
    grid.fit(X_train, y_train, **fit_params)
    score = grid.score(X_test, y_test)  # utilizes GridSearchCV default refit=True
331
332
333
334
    assert grid.best_params_["boosting_type"] in ["rf", "gbdt"]
    assert grid.best_params_["n_estimators"] in [4, 6]
    assert grid.best_params_["reg_alpha"] in [0.01, 0.005]
    assert grid.best_score_ <= 1.0
335
    assert grid.best_estimator_.best_iteration_ == 1
336
337
    assert grid.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
    assert grid.best_estimator_.best_score_["valid_0"]["error"] == 0
338
    assert score >= 0.2
339
    assert score <= 1.0
340
    assert evals_result == grid.best_estimator_.evals_result_
341
342


343
def test_random_search(rng):
344
345
    X, y = load_iris(return_X_y=True)
    y = y.astype(str)  # utilize label encoder at it's max power
346
347
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
348
    n_iter = 3  # Number of samples
349
    params = {"subsample": 0.8, "subsample_freq": 1}
350
    param_dist = {
351
        "boosting_type": ["rf", "gbdt"],
352
353
        "n_estimators": rng.integers(low=3, high=10, size=(n_iter,)).tolist(),
        "reg_alpha": rng.uniform(low=0.01, high=0.06, size=(n_iter,)).tolist(),
354
    }
355
356
357
358
    fit_params = {"eval_set": [(X_val, y_val)], "eval_metric": constant_metric, "callbacks": [lgb.early_stopping(2)]}
    rand = RandomizedSearchCV(
        estimator=lgb.LGBMClassifier(**params), param_distributions=param_dist, cv=2, n_iter=n_iter, random_state=42
    )
359
360
    rand.fit(X_train, y_train, **fit_params)
    score = rand.score(X_test, y_test)  # utilizes RandomizedSearchCV default refit=True
361
362
363
364
365
366
367
    assert rand.best_params_["boosting_type"] in ["rf", "gbdt"]
    assert rand.best_params_["n_estimators"] in list(range(3, 10))
    assert rand.best_params_["reg_alpha"] >= 0.01  # Left-closed boundary point
    assert rand.best_params_["reg_alpha"] <= 0.06  # Right-closed boundary point
    assert rand.best_score_ <= 1.0
    assert rand.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
    assert rand.best_estimator_.best_score_["valid_0"]["error"] == 0
368
    assert score >= 0.2
369
    assert score <= 1.0
370
371
372
373


def test_multioutput_classifier():
    n_outputs = 3
374
    X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
375
    y = y.astype(str)  # utilize label encoder at it's max power
376
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
377
378
379
380
    clf = MultiOutputClassifier(estimator=lgb.LGBMClassifier(n_estimators=10))
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
381
382
    assert score <= 1.0
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
383
384
385
386
387
388
389
    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_multioutput_regressor():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
390
391
    X, y = bunch["data"], bunch["target"]
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
392
393
394
395
396
    reg = MultiOutputRegressor(estimator=lgb.LGBMRegressor(n_estimators=10))
    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
397
    assert score <= 120.0
398
399
400
401
402
403
404
    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_classifier_chain():
    n_outputs = 3
405
406
    X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
407
    order = [2, 0, 1]
408
    clf = ClassifierChain(base_estimator=lgb.LGBMClassifier(n_estimators=10), order=order, random_state=42)
409
410
411
    clf.fit(X_train, y_train)
    score = clf.score(X_test, y_test)
    assert score >= 0.2
412
413
    assert score <= 1.0
    np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
414
415
416
417
418
419
420
421
    assert order == clf.order_
    for classifier in clf.estimators_:
        assert isinstance(classifier, lgb.LGBMClassifier)
        assert isinstance(classifier.booster_, lgb.Booster)


def test_regressor_chain():
    bunch = load_linnerud(as_frame=True)  # returns a Bunch instance
422
    X, y = bunch["data"], bunch["target"]
423
424
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
    order = [2, 0, 1]
425
    reg = RegressorChain(base_estimator=lgb.LGBMRegressor(n_estimators=10), order=order, random_state=42)
426
427
428
429
    reg.fit(X_train, y_train)
    y_pred = reg.predict(X_test)
    _, score, _ = mse(y_test, y_pred)
    assert score >= 0.2
430
    assert score <= 120.0
431
432
433
434
435
436
437
    assert order == reg.order_
    for regressor in reg.estimators_:
        assert isinstance(regressor, lgb.LGBMRegressor)
        assert isinstance(regressor.booster_, lgb.Booster)


def test_clone_and_property():
438
    X, y = make_synthetic_regression()
439
    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
440
    gbm.fit(X, y)
441
442

    gbm_clone = clone(gbm)
443
444
445
446

    # original estimator is unaffected
    assert gbm.n_estimators == 10
    assert gbm.verbose == -1
447
448
449
    assert isinstance(gbm.booster_, lgb.Booster)
    assert isinstance(gbm.feature_importances_, np.ndarray)

450
451
452
453
454
455
    # new estimator is unfitted, but has the same parameters
    assert gbm_clone.__sklearn_is_fitted__() is False
    assert gbm_clone.n_estimators == 10
    assert gbm_clone.verbose == -1
    assert gbm_clone.get_params() == gbm.get_params()

456
    X, y = load_digits(n_class=2, return_X_y=True)
457
    clf = lgb.LGBMClassifier(n_estimators=10, verbose=-1)
458
    clf.fit(X, y)
459
460
461
462
463
464
    assert sorted(clf.classes_) == [0, 1]
    assert clf.n_classes_ == 2
    assert isinstance(clf.booster_, lgb.Booster)
    assert isinstance(clf.feature_importances_, np.ndarray)


465
def test_joblib(tmp_path):
466
    X, y = make_synthetic_regression()
467
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
468
    gbm = lgb.LGBMRegressor(n_estimators=10, objective=custom_asymmetric_obj, verbose=-1, importance_type="split")
469
470
471
    gbm.fit(
        X_train,
        y_train,
472
        eval_set=[(X_train, y_train), (X_test, y_test)],
473
        eval_metric=mse,
474
        callbacks=[lgb.early_stopping(5), lgb.reset_parameter(learning_rate=list(np.arange(1, 0, -0.1)))],
475
    )
476
477
478
    model_path_pkl = str(tmp_path / "lgb.pkl")
    joblib.dump(gbm, model_path_pkl)  # test model with custom functions
    gbm_pickle = joblib.load(model_path_pkl)
479
480
481
482
483
484
485
486
    assert isinstance(gbm_pickle.booster_, lgb.Booster)
    assert gbm.get_params() == gbm_pickle.get_params()
    np.testing.assert_array_equal(gbm.feature_importances_, gbm_pickle.feature_importances_)
    assert gbm_pickle.learning_rate == pytest.approx(0.1)
    assert callable(gbm_pickle.objective)

    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
487
            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric], gbm_pickle.evals_result_[eval_set][metric])
488
489
490
491
492
    pred_origin = gbm.predict(X_test)
    pred_pickle = gbm_pickle.predict(X_test)
    np.testing.assert_allclose(pred_origin, pred_pickle)


493
494
495
496
def test_non_serializable_objects_in_callbacks(tmp_path):
    unpicklable_callback = UnpicklableCallback()

    with pytest.raises(Exception, match="This class in not picklable"):
497
        joblib.dump(unpicklable_callback, tmp_path / "tmp.joblib")
498

499
    X, y = make_synthetic_regression()
500
501
    gbm = lgb.LGBMRegressor(n_estimators=5)
    gbm.fit(X, y, callbacks=[unpicklable_callback])
502
    assert gbm.booster_.attr_set_inside_callback == 40
503
504


505
506
@pytest.mark.parametrize("rng_constructor", [np.random.RandomState, np.random.default_rng])
def test_random_state_object(rng_constructor):
507
508
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
509
510
    state1 = rng_constructor(123)
    state2 = rng_constructor(123)
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
    clf1 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state1)
    clf2 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state2)
    # Test if random_state is properly stored
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    # Test if two random states produce identical models
    clf1.fit(X_train, y_train)
    clf2.fit(X_train, y_train)
    y_pred1 = clf1.predict(X_test, raw_score=True)
    y_pred2 = clf2.predict(X_test, raw_score=True)
    np.testing.assert_allclose(y_pred1, y_pred2)
    np.testing.assert_array_equal(clf1.feature_importances_, clf2.feature_importances_)
    df1 = clf1.booster_.model_to_string(num_iteration=0)
    df2 = clf2.booster_.model_to_string(num_iteration=0)
    assert df1 == df2
    # Test if subsequent fits sample from random_state object and produce different models
    clf1.fit(X_train, y_train)
    y_pred1_refit = clf1.predict(X_test, raw_score=True)
    df3 = clf1.booster_.model_to_string(num_iteration=0)
    assert clf1.random_state is state1
    assert clf2.random_state is state2
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_pred1, y_pred1_refit)
    assert df1 != df3


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


def test_feature_importances_type():
    data = load_iris(return_X_y=False)
    clf = lgb.LGBMClassifier(n_estimators=10)
    clf.fit(data.data, data.target)
549
    clf.set_params(importance_type="split")
550
    importances_split = clf.feature_importances_
551
    clf.set_params(importance_type="gain")
552
553
554
555
556
557
558
    importances_gain = clf.feature_importances_
    # Test that the largest element is NOT the same, the smallest can be the same, i.e. zero
    importance_split_top1 = sorted(importances_split, reverse=True)[0]
    importance_gain_top1 = sorted(importances_gain, reverse=True)[0]
    assert importance_split_top1 != importance_gain_top1


559
560
561
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
def test_pandas_categorical(rng_fixed_seed):
562
    pd = pytest.importorskip("pandas")
563
564
    X = pd.DataFrame(
        {
565
566
567
568
569
            "A": rng_fixed_seed.permutation(["a", "b", "c", "d"] * 75),  # str
            "B": rng_fixed_seed.permutation([1, 2, 3] * 100),  # int
            "C": rng_fixed_seed.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60),  # float
            "D": rng_fixed_seed.permutation([True, False] * 150),  # bool
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
570
571
        }
    )  # str and ordered categorical
572
    y = rng_fixed_seed.permutation([0, 1] * 150)
573
574
    X_test = pd.DataFrame(
        {
575
576
577
578
579
            "A": rng_fixed_seed.permutation(["a", "b", "e"] * 20),  # unseen category
            "B": rng_fixed_seed.permutation([1, 3] * 30),
            "C": rng_fixed_seed.permutation([0.1, -0.1, 0.2, 0.2] * 15),
            "D": rng_fixed_seed.permutation([True, False] * 30),
            "E": pd.Categorical(rng_fixed_seed.permutation(["z", "y"] * 30), ordered=True),
580
581
        }
    )
582
583
    cat_cols_actual = ["A", "B", "C", "D"]
    cat_cols_to_store = cat_cols_actual + ["E"]
584
585
    X[cat_cols_actual] = X[cat_cols_actual].astype("category")
    X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
586
587
588
589
590
591
    cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
    gbm0 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred0 = gbm0.predict(X_test, raw_score=True)
    pred_prob = gbm0.predict_proba(X_test)[:, 1]
    gbm1 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, pd.Series(y), categorical_feature=[0])
    pred1 = gbm1.predict(X_test, raw_score=True)
592
    gbm2 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A"])
593
    pred2 = gbm2.predict(X_test, raw_score=True)
594
    gbm3 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D"])
595
    pred3 = gbm3.predict(X_test, raw_score=True)
596
597
    gbm3.booster_.save_model("categorical.model")
    gbm4 = lgb.Booster(model_file="categorical.model")
598
    pred4 = gbm4.predict(X_test)
599
    gbm5 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D", "E"])
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
    pred5 = gbm5.predict(X_test, raw_score=True)
    gbm6 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=[])
    pred6 = gbm6.predict(X_test, raw_score=True)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred1)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred2)
    np.testing.assert_allclose(pred1, pred2)
    np.testing.assert_allclose(pred0, pred3)
    np.testing.assert_allclose(pred_prob, pred4)
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred5)  # ordered cat features aren't treated as cat features by default
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(pred0, pred6)
    assert gbm0.booster_.pandas_categorical == cat_values
    assert gbm1.booster_.pandas_categorical == cat_values
    assert gbm2.booster_.pandas_categorical == cat_values
    assert gbm3.booster_.pandas_categorical == cat_values
    assert gbm4.pandas_categorical == cat_values
    assert gbm5.booster_.pandas_categorical == cat_values
    assert gbm6.booster_.pandas_categorical == cat_values


623
def test_pandas_sparse(rng):
624
    pd = pytest.importorskip("pandas")
625
626
    X = pd.DataFrame(
        {
627
628
629
            "A": pd.arrays.SparseArray(rng.permutation([0, 1, 2] * 100)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 150)),
630
631
        }
    )
632
    y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
633
634
    X_test = pd.DataFrame(
        {
635
636
637
            "A": pd.arrays.SparseArray(rng.permutation([0, 2] * 30)),
            "B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
            "C": pd.arrays.SparseArray(rng.permutation([True, False] * 30)),
638
639
        }
    )
640
    for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
641
        assert isinstance(dtype, pd.SparseDtype)
642
643
    gbm = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
    pred_sparse = gbm.predict(X_test, raw_score=True)
644
    if hasattr(X_test, "sparse"):
645
646
647
648
649
650
651
652
653
        pred_dense = gbm.predict(X_test.sparse.to_dense(), raw_score=True)
    else:
        pred_dense = gbm.predict(X_test.to_dense(), raw_score=True)
    np.testing.assert_allclose(pred_sparse, pred_dense)


def test_predict():
    # With default params
    iris = load_iris(return_X_y=False)
654
    X_train, X_test, y_train, _ = train_test_split(iris.data, iris.target, test_size=0.2, random_state=42)
655

656
    gbm = lgb.train({"objective": "multiclass", "num_class": 3, "verbose": -1}, lgb.Dataset(X_train, y_train))
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
    clf = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train)

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

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

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

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

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

    # Tests other parameters for the prediction works
    res_engine = gbm.predict(X_test)
686
    res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0)
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
712
713
714
715
716
717
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)

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

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

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

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

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

    # Tests other parameters for the prediction works, starting from iteration 10
    res_engine = gbm.predict(X_test, start_iteration=10)
718
    res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0, start_iteration=10)
719
720
721
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(res_engine, res_sklearn_params)

722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
    # Test multiclass binary classification
    num_samples = 100
    num_classes = 2
    X_train = np.linspace(start=0, stop=10, num=num_samples * 3).reshape(num_samples, 3)
    y_train = np.concatenate([np.zeros(int(num_samples / 2 - 10)), np.ones(int(num_samples / 2 + 10))])

    gbm = lgb.train({"objective": "multiclass", "num_class": num_classes, "verbose": -1}, lgb.Dataset(X_train, y_train))
    clf = lgb.LGBMClassifier(objective="multiclass", num_classes=num_classes).fit(X_train, y_train)

    res_engine = gbm.predict(X_train)
    res_sklearn = clf.predict_proba(X_train)

    assert res_engine.shape == (num_samples, num_classes)
    assert res_sklearn.shape == (num_samples, num_classes)
    np.testing.assert_allclose(res_engine, res_sklearn)

    res_class_sklearn = clf.predict(X_train)
    np.testing.assert_allclose(res_class_sklearn, y_train)

741

742
743
744
745
def test_predict_with_params_from_init():
    X, y = load_iris(return_X_y=True)
    X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.2, random_state=42)

746
    predict_params = {"pred_early_stop": True, "pred_early_stop_margin": 1.0}
747

748
    y_preds_no_params = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True)
749

750
751
752
    y_preds_params_in_predict = (
        lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True, **predict_params)
    )
753
754
755
    with pytest.raises(AssertionError):
        np.testing.assert_allclose(y_preds_no_params, y_preds_params_in_predict)

756
757
758
759
760
761
    y_preds_params_in_set_params_before_fit = (
        lgb.LGBMClassifier(verbose=-1)
        .set_params(**predict_params)
        .fit(X_train, y_train)
        .predict(X_test, raw_score=True)
    )
762
763
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_before_fit)

764
765
766
767
768
769
    y_preds_params_in_set_params_after_fit = (
        lgb.LGBMClassifier(verbose=-1)
        .fit(X_train, y_train)
        .set_params(**predict_params)
        .predict(X_test, raw_score=True)
    )
770
771
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_after_fit)

772
773
774
    y_preds_params_in_init = (
        lgb.LGBMClassifier(verbose=-1, **predict_params).fit(X_train, y_train).predict(X_test, raw_score=True)
    )
775
776
777
    np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_init)

    # test that params passed in predict have higher priority
778
779
780
781
782
    y_preds_params_overwritten = (
        lgb.LGBMClassifier(verbose=-1, **predict_params)
        .fit(X_train, y_train)
        .predict(X_test, raw_score=True, pred_early_stop=False)
    )
783
784
785
    np.testing.assert_allclose(y_preds_no_params, y_preds_params_overwritten)


786
def test_evaluate_train_set():
787
    X, y = make_synthetic_regression()
788
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
789
    gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
790
    gbm.fit(X_train, y_train, eval_set=[(X_train, y_train), (X_test, y_test)])
791
    assert len(gbm.evals_result_) == 2
792
793
794
795
796
797
    assert "training" in gbm.evals_result_
    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
    assert "valid_1" in gbm.evals_result_
    assert len(gbm.evals_result_["valid_1"]) == 1
    assert "l2" in gbm.evals_result_["valid_1"]
798
799
800


def test_metrics():
801
802
    X, y = make_synthetic_regression()
    y = abs(y)
803
804
    params = {"n_estimators": 2, "verbose": -1}
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
805
806
807
808

    # no custom objective, no custom metric
    # default metric
    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
809
810
    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
811
812

    # non-default metric
813
814
815
    gbm = lgb.LGBMRegressor(metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
816
817

    # no metric
818
    gbm = lgb.LGBMRegressor(metric="None", **params).fit(**params_fit)
819
    assert gbm.evals_result_ == {}
820
821

    # non-default metric in eval_metric
822
823
824
825
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
826
827

    # non-default metric with non-default metric in eval_metric
828
829
830
831
    gbm = lgb.LGBMRegressor(metric="gamma", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "gamma" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
832
833

    # non-default metric with multiple metrics in eval_metric
834
835
836
837
838
    gbm = lgb.LGBMRegressor(metric="gamma", **params).fit(eval_metric=["l2", "mape"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
839
840
841

    # non-default metric with multiple metrics in eval_metric for LGBMClassifier
    X_classification, y_classification = load_breast_cancer(return_X_y=True)
842
843
844
845
846
847
848
849
850
851
852
    params_classification = {"n_estimators": 2, "verbose": -1, "objective": "binary", "metric": "binary_logloss"}
    params_fit_classification = {
        "X": X_classification,
        "y": y_classification,
        "eval_set": (X_classification, y_classification),
    }
    gbm = lgb.LGBMClassifier(**params_classification).fit(eval_metric=["fair", "error"], **params_fit_classification)
    assert len(gbm.evals_result_["training"]) == 3
    assert "fair" in gbm.evals_result_["training"]
    assert "binary_error" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
853
854

    # default metric for non-default objective
855
856
857
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "l1" in gbm.evals_result_["training"]
858
859

    # non-default metric for non-default objective
860
861
862
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
863
864

    # no metric
865
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="None", **params).fit(**params_fit)
866
    assert gbm.evals_result_ == {}
867
868

    # non-default metric in eval_metric for non-default objective
869
870
871
872
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
873
874

    # non-default metric with non-default metric in eval_metric for non-default objective
875
876
877
878
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="gamma", **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "gamma" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
879
880

    # non-default metric with multiple metrics in eval_metric for non-default objective
881
882
883
884
885
886
887
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="gamma", **params).fit(
        eval_metric=["l2", "mape"], **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
888
889
890
891

    # custom objective, no custom metric
    # default regression metric for custom objective
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(**params_fit)
892
893
    assert len(gbm.evals_result_["training"]) == 1
    assert "l2" in gbm.evals_result_["training"]
894
895

    # non-default regression metric for custom objective
896
897
898
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "mape" in gbm.evals_result_["training"]
899
900

    # multiple regression metrics for custom objective
901
902
903
904
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(**params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
905
906

    # no metric
907
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="None", **params).fit(**params_fit)
908
    assert gbm.evals_result_ == {}
909
910

    # default regression metric with non-default metric in eval_metric for custom objective
911
912
913
914
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(eval_metric="mape", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
915
916

    # non-default regression metric with metric in eval_metric for custom objective
917
918
919
920
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(eval_metric="gamma", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
921
922

    # multiple regression metrics with metric in eval_metric for custom objective
923
924
925
926
927
928
929
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(
        eval_metric="l2", **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
930
931

    # multiple regression metrics with multiple metrics in eval_metric for custom objective
932
933
934
935
936
937
938
939
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l1", "gamma"], **params).fit(
        eval_metric=["l2", "mape"], **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 4
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
940
941
942
943

    # no custom objective, custom metric
    # default metric with custom metric
    gbm = lgb.LGBMRegressor(**params).fit(eval_metric=constant_metric, **params_fit)
944
945
946
    assert len(gbm.evals_result_["training"]) == 2
    assert "l2" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
947
948

    # non-default metric with custom metric
949
950
951
952
    gbm = lgb.LGBMRegressor(metric="mape", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
953
954

    # multiple metrics with custom metric
955
956
957
958
959
    gbm = lgb.LGBMRegressor(metric=["l1", "gamma"], **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
960
961

    # custom metric (disable default metric)
962
963
964
    gbm = lgb.LGBMRegressor(metric="None", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "error" in gbm.evals_result_["training"]
965
966

    # default metric for non-default objective with custom metric
967
968
969
970
    gbm = lgb.LGBMRegressor(objective="regression_l1", **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "l1" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
971
972

    # non-default metric for non-default objective with custom metric
973
974
975
976
977
978
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="mape", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
979
980

    # multiple metrics for non-default objective with custom metric
981
982
983
984
985
986
987
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric=["l1", "gamma"], **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l1" in gbm.evals_result_["training"]
    assert "gamma" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
988
989

    # custom metric (disable default metric for non-default objective)
990
991
992
993
994
    gbm = lgb.LGBMRegressor(objective="regression_l1", metric="None", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 1
    assert "error" in gbm.evals_result_["training"]
995
996
997

    # custom objective, custom metric
    # custom metric for custom objective
998
999
1000
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, **params).fit(eval_metric=constant_metric, **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "error" in gbm.evals_result_["training"]
1001
1002

    # non-default regression metric with custom metric for custom objective
1003
1004
1005
1006
1007
1008
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric="mape", **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 2
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
1009
1010

    # multiple regression metrics with custom metric for custom objective
1011
1012
1013
1014
1015
1016
1017
    gbm = lgb.LGBMRegressor(objective=custom_dummy_obj, metric=["l2", "mape"], **params).fit(
        eval_metric=constant_metric, **params_fit
    )
    assert len(gbm.evals_result_["training"]) == 3
    assert "l2" in gbm.evals_result_["training"]
    assert "mape" in gbm.evals_result_["training"]
    assert "error" in gbm.evals_result_["training"]
1018
1019

    X, y = load_digits(n_class=3, return_X_y=True)
1020
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1021
1022

    # default metric and invalid binary metric is replaced with multiclass alternative
1023
1024
1025
1026
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="binary_error", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1027

1028
    # invalid binary metric is replaced with multiclass alternative
1029
1030
1031
1032
1033
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="binary_error", **params_fit)
    assert gbm.objective_ == "multiclass"
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1034
1035
1036

    # default metric for non-default multiclass objective
    # and invalid binary metric is replaced with multiclass alternative
1037
1038
1039
1040
1041
    gbm = lgb.LGBMClassifier(objective="ovr", **params).fit(eval_metric="binary_error", **params_fit)
    assert gbm.objective_ == "ovr"
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]
1042
1043

    X, y = load_digits(n_class=2, return_X_y=True)
1044
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1045
1046

    # default metric and invalid multiclass metric is replaced with binary alternative
1047
1048
1049
1050
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric="multi_error", **params_fit)
    assert len(gbm.evals_result_["training"]) == 2
    assert "binary_logloss" in gbm.evals_result_["training"]
    assert "binary_error" in gbm.evals_result_["training"]
1051
1052

    # invalid multiclass metric is replaced with binary alternative for custom objective
1053
1054
1055
    gbm = lgb.LGBMClassifier(objective=custom_dummy_obj, **params).fit(eval_metric="multi_logloss", **params_fit)
    assert len(gbm.evals_result_["training"]) == 1
    assert "binary_logloss" in gbm.evals_result_["training"]
1056

1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
    # the evaluation metric changes to multiclass metric even num classes is 2 for multiclass objective
    gbm = lgb.LGBMClassifier(objective="multiclass", num_classes=2, **params).fit(
        eval_metric="binary_logloss", **params_fit
    )
    assert len(gbm._evals_result["training"]) == 1
    assert "multi_logloss" in gbm.evals_result_["training"]

    # the evaluation metric changes to multiclass metric even num classes is 2 for ovr objective
    gbm = lgb.LGBMClassifier(objective="ovr", num_classes=2, **params).fit(eval_metric="binary_error", **params_fit)
    assert gbm.objective_ == "ovr"
    assert len(gbm.evals_result_["training"]) == 2
    assert "multi_logloss" in gbm.evals_result_["training"]
    assert "multi_error" in gbm.evals_result_["training"]

1071
1072
1073
1074

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

1075
1076
    params = {"n_estimators": 2, "verbose": -1, "objective": "binary", "metric": "binary_logloss"}
    params_fit = {"X": X, "y": y, "eval_set": (X, y)}
1077
1078
1079

    # Verify that can receive a list of metrics, only callable
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric], **params_fit)
1080
1081
1082
1083
    assert len(gbm.evals_result_["training"]) == 3
    assert "error" in gbm.evals_result_["training"]
    assert "decreasing_metric" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
1084
1085

    # Verify that can receive a list of custom and built-in metrics
1086
1087
1088
1089
1090
1091
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[constant_metric, decreasing_metric, "fair"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 4
    assert "error" in gbm.evals_result_["training"]
    assert "decreasing_metric" in gbm.evals_result_["training"]
    assert "binary_logloss" in gbm.evals_result_["training"]
    assert "fair" in gbm.evals_result_["training"]
1092
1093
1094

    # Verify that works as expected when eval_metric is empty
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=[], **params_fit)
1095
1096
    assert len(gbm.evals_result_["training"]) == 1
    assert "binary_logloss" in gbm.evals_result_["training"]
1097
1098

    # Verify that can receive a list of metrics, only built-in
1099
1100
1101
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=["fair", "error"], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "binary_logloss" in gbm.evals_result_["training"]
1102
1103

    # Verify that eval_metric is robust to receiving a list with None
1104
1105
1106
    gbm = lgb.LGBMClassifier(**params).fit(eval_metric=["fair", "error", None], **params_fit)
    assert len(gbm.evals_result_["training"]) == 3
    assert "binary_logloss" in gbm.evals_result_["training"]
1107
1108


1109
def test_nan_handle(rng):
1110
1111
    nrows = 100
    ncols = 10
1112
1113
    X = rng.standard_normal(size=(nrows, ncols))
    y = rng.standard_normal(size=(nrows,)) + np.full(nrows, 1e30)
1114
    weight = np.zeros(nrows)
1115
1116
    params = {"n_estimators": 20, "verbose": -1}
    params_fit = {"X": X, "y": y, "sample_weight": weight, "eval_set": (X, y), "callbacks": [lgb.early_stopping(5)]}
1117
    gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
1118
    np.testing.assert_allclose(gbm.evals_result_["training"]["l2"], np.nan)
1119
1120


1121
1122
1123
@pytest.mark.skipif(
    getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
1124
1125
def test_first_metric_only():
    def fit_and_check(eval_set_names, metric_names, assumed_iteration, first_metric_only):
1126
        params["first_metric_only"] = first_metric_only
1127
        gbm = lgb.LGBMRegressor(**params).fit(**params_fit)
1128
1129
1130
1131
1132
1133
1134
1135
        assert len(gbm.evals_result_) == len(eval_set_names)
        for eval_set_name in eval_set_names:
            assert eval_set_name in gbm.evals_result_
            assert len(gbm.evals_result_[eval_set_name]) == len(metric_names)
            for metric_name in metric_names:
                assert metric_name in gbm.evals_result_[eval_set_name]

                actual = len(gbm.evals_result_[eval_set_name][metric_name])
1136
1137
1138
1139
1140
                expected = assumed_iteration + (
                    params["early_stopping_rounds"]
                    if eval_set_name != "training" and assumed_iteration != gbm.n_estimators
                    else 0
                )
1141
                assert expected == actual
1142
                if eval_set_name != "training":
1143
1144
1145
1146
                    assert assumed_iteration == gbm.best_iteration_
                else:
                    assert gbm.n_estimators == gbm.best_iteration_

1147
    X, y = make_synthetic_regression(n_samples=300)
1148
1149
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
    X_test1, X_test2, y_test1, y_test2 = train_test_split(X_test, y_test, test_size=0.5, random_state=72)
1150
1151
1152
1153
1154
1155
1156
1157
1158
    params = {
        "n_estimators": 30,
        "learning_rate": 0.8,
        "num_leaves": 15,
        "verbose": -1,
        "seed": 123,
        "early_stopping_rounds": 5,
    }  # early stop should be supported via global LightGBM parameter
    params_fit = {"X": X_train, "y": y_train}
1159

1160
1161
1162
1163
    iter_valid1_l1 = 4
    iter_valid1_l2 = 4
    iter_valid2_l1 = 2
    iter_valid2_l2 = 2
1164
    assert len({iter_valid1_l1, iter_valid1_l2, iter_valid2_l1, iter_valid2_l2}) == 2
1165
1166
1167
1168
1169
1170
    iter_min_l1 = min([iter_valid1_l1, iter_valid2_l1])
    iter_min_l2 = min([iter_valid1_l2, iter_valid2_l2])
    iter_min = min([iter_min_l1, iter_min_l2])
    iter_min_valid1 = min([iter_valid1_l1, iter_valid1_l2])

    # feval
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
    params["metric"] = "None"
    params_fit["eval_metric"] = lambda preds, train_data: [
        decreasing_metric(preds, train_data),
        constant_metric(preds, train_data),
    ]
    params_fit["eval_set"] = (X_test1, y_test1)
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 1, False)
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 30, True)
    params_fit["eval_metric"] = lambda preds, train_data: [
        constant_metric(preds, train_data),
        decreasing_metric(preds, train_data),
    ]
    fit_and_check(["valid_0"], ["decreasing_metric", "error"], 1, True)
1184
1185

    # single eval_set
1186
1187
1188
1189
    params.pop("metric")
    params_fit.pop("eval_metric")
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1190

1191
1192
1193
    params_fit["eval_metric"] = "l2"
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1194

1195
1196
1197
    params_fit["eval_metric"] = "l1"
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l1, True)
1198

1199
1200
1201
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l1, True)
1202

1203
1204
1205
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0"], ["l1", "l2"], iter_min_valid1, False)
    fit_and_check(["valid_0"], ["l1", "l2"], iter_valid1_l2, True)
1206

1207
1208
1209
    params_fit["eval_metric"] = ["l2", "regression", "mse"]  # test aliases
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, False)
    fit_and_check(["valid_0"], ["l2"], iter_valid1_l2, True)
1210
1211

    # two eval_set
1212
1213
1214
1215
1216
    params_fit["eval_set"] = [(X_test1, y_test1), (X_test2, y_test2)]
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l1, True)
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l2, True)
1217

1218
1219
1220
1221
1222
1223
1224
    params_fit["eval_set"] = [(X_test2, y_test2), (X_test1, y_test1)]
    params_fit["eval_metric"] = ["l1", "l2"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min, False)
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l1, True)
    params_fit["eval_metric"] = ["l2", "l1"]
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min, False)
    fit_and_check(["valid_0", "valid_1"], ["l1", "l2"], iter_min_l2, True)
1225
1226
1227
1228
1229


def test_class_weight():
    X, y = load_digits(n_class=10, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
1230
1231
1232
1233
1234
1235
1236
1237
1238
    y_train_str = y_train.astype("str")
    y_test_str = y_test.astype("str")
    gbm = lgb.LGBMClassifier(n_estimators=10, class_weight="balanced", verbose=-1)
    gbm.fit(
        X_train,
        y_train,
        eval_set=[(X_train, y_train), (X_test, y_test), (X_test, y_test), (X_test, y_test), (X_test, y_test)],
        eval_class_weight=["balanced", None, "balanced", {1: 10, 4: 20}, {5: 30, 2: 40}],
    )
1239
1240
    for eval_set1, eval_set2 in itertools.combinations(gbm.evals_result_.keys(), 2):
        for metric in gbm.evals_result_[eval_set1]:
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
            np.testing.assert_raises(
                AssertionError,
                np.testing.assert_allclose,
                gbm.evals_result_[eval_set1][metric],
                gbm.evals_result_[eval_set2][metric],
            )
    gbm_str = lgb.LGBMClassifier(n_estimators=10, class_weight="balanced", verbose=-1)
    gbm_str.fit(
        X_train,
        y_train_str,
        eval_set=[
            (X_train, y_train_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
            (X_test, y_test_str),
        ],
        eval_class_weight=["balanced", None, "balanced", {"1": 10, "4": 20}, {"5": 30, "2": 40}],
    )
1260
1261
    for eval_set1, eval_set2 in itertools.combinations(gbm_str.evals_result_.keys(), 2):
        for metric in gbm_str.evals_result_[eval_set1]:
1262
1263
1264
1265
1266
1267
            np.testing.assert_raises(
                AssertionError,
                np.testing.assert_allclose,
                gbm_str.evals_result_[eval_set1][metric],
                gbm_str.evals_result_[eval_set2][metric],
            )
1268
1269
    for eval_set in gbm.evals_result_:
        for metric in gbm.evals_result_[eval_set]:
1270
            np.testing.assert_allclose(gbm.evals_result_[eval_set][metric], gbm_str.evals_result_[eval_set][metric])
1271
1272
1273
1274
1275


def test_continue_training_with_model():
    X, y = load_digits(n_class=3, return_X_y=True)
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
1276
    init_gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test))
1277
1278
1279
1280
    gbm = lgb.LGBMClassifier(n_estimators=5).fit(X_train, y_train, eval_set=(X_test, y_test), init_model=init_gbm)
    assert len(init_gbm.evals_result_["valid_0"]["multi_logloss"]) == len(gbm.evals_result_["valid_0"]["multi_logloss"])
    assert len(init_gbm.evals_result_["valid_0"]["multi_logloss"]) == 5
    assert gbm.evals_result_["valid_0"]["multi_logloss"][-1] < init_gbm.evals_result_["valid_0"]["multi_logloss"][-1]
1281
1282


1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
def test_actual_number_of_trees():
    X = [[1, 2, 3], [1, 2, 3]]
    y = [1, 1]
    n_estimators = 5
    gbm = lgb.LGBMRegressor(n_estimators=n_estimators).fit(X, y)
    assert gbm.n_estimators == n_estimators
    assert gbm.n_estimators_ == 1
    assert gbm.n_iter_ == 1
    np.testing.assert_array_equal(gbm.predict(np.array(X) * 10), y)


1294
1295
1296
1297
1298
1299
1300
1301
1302
def test_check_is_fitted():
    X, y = load_digits(n_class=2, return_X_y=True)
    est = lgb.LGBMModel(n_estimators=5, objective="binary")
    clf = lgb.LGBMClassifier(n_estimators=5)
    reg = lgb.LGBMRegressor(n_estimators=5)
    rnk = lgb.LGBMRanker(n_estimators=5)
    models = (est, clf, reg, rnk)
    for model in models:
        with pytest.raises(lgb.compat.LGBMNotFittedError):
1303
            check_is_fitted(model)
1304
1305
1306
1307
1308
1309
    est.fit(X, y)
    clf.fit(X, y)
    reg.fit(X, y)
    rnk.fit(X, y, group=np.ones(X.shape[0]))
    for model in models:
        check_is_fitted(model)
1310
1311


1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
@pytest.mark.parametrize("estimator_class", [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker])
@pytest.mark.parametrize("max_depth", [3, 4, 5, 8])
def test_max_depth_warning_is_never_raised(capsys, estimator_class, max_depth):
    X, y = make_blobs(n_samples=1_000, n_features=1, centers=2)
    params = {"n_estimators": 1, "max_depth": max_depth, "verbose": 0}
    if estimator_class is lgb.LGBMModel:
        estimator_class(**{**params, "objective": "binary"}).fit(X, y)
    elif estimator_class is lgb.LGBMRanker:
        estimator_class(**params).fit(X, y, group=np.ones(X.shape[0]))
    else:
        estimator_class(**params).fit(X, y)
    assert "Provided parameters constrain tree depth" not in capsys.readouterr().out


1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
def test_verbosity_is_respected_when_using_custom_objective(capsys):
    X, y = make_synthetic_regression()
    params = {
        "objective": objective_ls,
        "nonsense": 123,
        "num_leaves": 3,
    }
    lgb.LGBMRegressor(**params, verbosity=-1, n_estimators=1).fit(X, y)
    assert capsys.readouterr().out == ""
    lgb.LGBMRegressor(**params, verbosity=0, n_estimators=1).fit(X, y)
    assert "[LightGBM] [Warning] Unknown parameter: nonsense" in capsys.readouterr().out


1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
@pytest.mark.parametrize("estimator_class", [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker])
def test_getting_feature_names_in_np_input(estimator_class):
    # input is a numpy array, which doesn't have feature names. LightGBM adds
    # feature names to the fitted model, which is inconsistent with sklearn's behavior
    X, y = load_digits(n_class=2, return_X_y=True)
    params = {"n_estimators": 2, "num_leaves": 7}
    if estimator_class is lgb.LGBMModel:
        model = estimator_class(**{**params, "objective": "binary"})
    else:
        model = estimator_class(**params)
    with pytest.raises(lgb.compat.LGBMNotFittedError):
        check_is_fitted(model)
    if isinstance(model, lgb.LGBMRanker):
        model.fit(X, y, group=[X.shape[0]])
    else:
        model.fit(X, y)
    np.testing.assert_array_equal(model.feature_names_in_, np.array([f"Column_{i}" for i in range(X.shape[1])]))


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


1379
1380
1381
1382
@parametrize_with_checks([lgb.LGBMClassifier(), lgb.LGBMRegressor()])
def test_sklearn_integration(estimator, check):
    estimator.set_params(min_child_samples=1, min_data_in_bin=1)
    check(estimator)
1383
1384


1385
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "ranking", "regression"])
1386
1387
def test_training_succeeds_when_data_is_dataframe_and_label_is_column_array(task):
    pd = pytest.importorskip("pandas")
1388
    X, y, g = _create_data(task)
1389
1390
    X = pd.DataFrame(X)
    y_col_array = y.reshape(-1, 1)
1391
    params = {"n_estimators": 1, "num_leaves": 3, "random_state": 0}
1392
    model_factory = task_to_model_factory[task]
1393
1394
    with pytest.warns(UserWarning, match="column-vector"):
        if task == "ranking":
1395
1396
1397
1398
1399
1400
1401
1402
1403
            model_1d = model_factory(**params).fit(X, y, group=g)
            model_2d = model_factory(**params).fit(X, y_col_array, group=g)
        else:
            model_1d = model_factory(**params).fit(X, y)
            model_2d = model_factory(**params).fit(X, y_col_array)

    preds_1d = model_1d.predict(X)
    preds_2d = model_2d.predict(X)
    np.testing.assert_array_equal(preds_1d, preds_2d)
1404
1405


1406
@pytest.mark.parametrize("use_weight", [True, False])
1407
def test_multiclass_custom_objective(use_weight):
1408
1409
    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
1410
    weight = np.full_like(y, 2) if use_weight else None
1411
    params = {"n_estimators": 10, "num_leaves": 7}
1412
    builtin_obj_model = lgb.LGBMClassifier(**params)
1413
    builtin_obj_model.fit(X, y, sample_weight=weight)
1414
1415
1416
    builtin_obj_preds = builtin_obj_model.predict_proba(X)

    custom_obj_model = lgb.LGBMClassifier(objective=sklearn_multiclass_custom_objective, **params)
1417
    custom_obj_model.fit(X, y, sample_weight=weight)
1418
1419
1420
1421
1422
    custom_obj_preds = softmax(custom_obj_model.predict(X, raw_score=True))

    np.testing.assert_allclose(builtin_obj_preds, custom_obj_preds, rtol=0.01)
    assert not callable(builtin_obj_model.objective_)
    assert callable(custom_obj_model.objective_)
1423
1424


1425
@pytest.mark.parametrize("use_weight", [True, False])
1426
1427
1428
def test_multiclass_custom_eval(use_weight):
    def custom_eval(y_true, y_pred, weight):
        loss = log_loss(y_true, y_pred, sample_weight=weight)
1429
        return "custom_logloss", loss, False
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440

    centers = [[-4, -4], [4, 4], [-4, 4]]
    X, y = make_blobs(n_samples=1_000, centers=centers, random_state=42)
    train_test_split_func = partial(train_test_split, test_size=0.2, random_state=0)
    X_train, X_valid, y_train, y_valid = train_test_split_func(X, y)
    if use_weight:
        weight = np.full_like(y, 2)
        weight_train, weight_valid = train_test_split_func(weight)
    else:
        weight_train = None
        weight_valid = None
1441
    params = {"objective": "multiclass", "num_class": 3, "num_leaves": 7}
1442
1443
1444
1445
1446
1447
    model = lgb.LGBMClassifier(**params)
    model.fit(
        X_train,
        y_train,
        sample_weight=weight_train,
        eval_set=[(X_train, y_train), (X_valid, y_valid)],
1448
        eval_names=["train", "valid"],
1449
1450
1451
1452
1453
1454
        eval_sample_weight=[weight_train, weight_valid],
        eval_metric=custom_eval,
    )
    eval_result = model.evals_result_
    train_ds = (X_train, y_train, weight_train)
    valid_ds = (X_valid, y_valid, weight_valid)
1455
1456
    for key, (X, y_true, weight) in zip(["train", "valid"], [train_ds, valid_ds]):
        np.testing.assert_allclose(eval_result[key]["multi_logloss"], eval_result[key]["custom_logloss"])
1457
1458
        y_pred = model.predict_proba(X)
        _, metric_value, _ = custom_eval(y_true, y_pred, weight)
1459
        np.testing.assert_allclose(metric_value, eval_result[key]["custom_logloss"][-1])
1460
1461


1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
def test_negative_n_jobs(tmp_path):
    n_threads = joblib.cpu_count()
    if n_threads <= 1:
        return None
    # 'val_minus_two' here is the expected number of threads for n_jobs=-2
    val_minus_two = n_threads - 1
    X, y = load_breast_cancer(return_X_y=True)
    # Note: according to joblib's formula, a value of n_jobs=-2 means
    # "use all but one thread" (formula: n_cpus + 1 + n_jobs)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=-2).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {val_minus_two}\]", model_txt))


def test_default_n_jobs(tmp_path):
    n_cores = joblib.cpu_count(only_physical_cores=True)
    X, y = load_breast_cancer(return_X_y=True)
    gbm = lgb.LGBMClassifier(n_estimators=2, verbose=-1, n_jobs=None).fit(X, y)
    gbm.booster_.save_model(tmp_path / "model.txt")
    with open(tmp_path / "model.txt", "r") as f:
        model_txt = f.read()
    assert bool(re.search(rf"\[num_threads: {n_cores}\]", model_txt))
1486
1487


1488
1489
@pytest.mark.skipif(not PANDAS_INSTALLED, reason="pandas is not installed")
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "ranking", "regression"])
1490
def test_validate_features(task):
1491
    X, y, g = _create_data(task, n_features=4)
1492
    features = ["x1", "x2", "x3", "x4"]
1493
1494
    df = pd_DataFrame(X, columns=features)
    model = task_to_model_factory[task](n_estimators=10, num_leaves=15, verbose=-1)
1495
    if task == "ranking":
1496
1497
1498
1499
1500
1501
        model.fit(df, y, group=g)
    else:
        model.fit(df, y)
    assert model.feature_name_ == features

    # try to predict with a different feature
1502
    df2 = df.rename(columns={"x2": "z"})
1503
1504
1505
1506
1507
    with pytest.raises(lgb.basic.LightGBMError, match="Expected 'x2' at position 1 but found 'z'"):
        model.predict(df2, validate_features=True)

    # check that disabling the check doesn't raise the error
    model.predict(df2, validate_features=False)
1508
1509


1510
1511
1512
@pytest.mark.parametrize("X_type", ["dt_DataTable", "list2d", "numpy", "scipy_csc", "scipy_csr", "pd_DataFrame"])
@pytest.mark.parametrize("y_type", ["list1d", "numpy", "pd_Series", "pd_DataFrame"])
@pytest.mark.parametrize("task", ["binary-classification", "multiclass-classification", "regression"])
1513
def test_classification_and_regression_minimally_work_with_all_all_accepted_data_types(X_type, y_type, task, rng):
1514
    if any(t.startswith("pd_") for t in [X_type, y_type]) and not PANDAS_INSTALLED:
1515
        pytest.skip("pandas is not installed")
1516
    if any(t.startswith("dt_") for t in [X_type, y_type]) and not DATATABLE_INSTALLED:
1517
        pytest.skip("datatable is not installed")
1518
    X, y, g = _create_data(task, n_samples=2_000)
1519
    weights = np.abs(rng.standard_normal(size=(y.shape[0],)))
1520

1521
    if task == "binary-classification" or task == "regression":
1522
        init_score = np.full_like(y, np.mean(y))
1523
    elif task == "multiclass-classification":
1524
1525
1526
1527
1528
        init_score = np.outer(y, np.array([0.1, 0.2, 0.7]))
    else:
        raise ValueError(f"Unrecognized task '{task}'")

    X_valid = X * 2
1529
    if X_type == "dt_DataTable":
1530
        X = dt_DataTable(X)
1531
    elif X_type == "list2d":
1532
        X = X.tolist()
1533
    elif X_type == "scipy_csc":
1534
        X = scipy.sparse.csc_matrix(X)
1535
    elif X_type == "scipy_csr":
1536
        X = scipy.sparse.csr_matrix(X)
1537
    elif X_type == "pd_DataFrame":
1538
        X = pd_DataFrame(X)
1539
    elif X_type != "numpy":
1540
1541
        raise ValueError(f"Unrecognized X_type: '{X_type}'")

1542
1543
    # make weights and init_score same types as y, just to avoid
    # a huge number of combinations and therefore test cases
1544
    if y_type == "list1d":
1545
        y = y.tolist()
1546
1547
        weights = weights.tolist()
        init_score = init_score.tolist()
1548
    elif y_type == "pd_DataFrame":
1549
        y = pd_DataFrame(y)
1550
        weights = pd_Series(weights)
1551
        if task == "multiclass-classification":
1552
1553
1554
            init_score = pd_DataFrame(init_score)
        else:
            init_score = pd_Series(init_score)
1555
    elif y_type == "pd_Series":
1556
        y = pd_Series(y)
1557
        weights = pd_Series(weights)
1558
        if task == "multiclass-classification":
1559
1560
1561
            init_score = pd_DataFrame(init_score)
        else:
            init_score = pd_Series(init_score)
1562
    elif y_type != "numpy":
1563
1564
1565
        raise ValueError(f"Unrecognized y_type: '{y_type}'")

    model = task_to_model_factory[task](n_estimators=10, verbose=-1)
1566
1567
1568
1569
1570
1571
1572
    model.fit(
        X=X,
        y=y,
        sample_weight=weights,
        init_score=init_score,
        eval_set=[(X_valid, y)],
        eval_sample_weight=[weights],
1573
        eval_init_score=[init_score],
1574
    )
1575
1576

    preds = model.predict(X)
1577
    if task == "binary-classification":
1578
        assert accuracy_score(y, preds) >= 0.99
1579
    elif task == "multiclass-classification":
1580
        assert accuracy_score(y, preds) >= 0.99
1581
    elif task == "regression":
1582
1583
1584
1585
1586
        assert r2_score(y, preds) > 0.86
    else:
        raise ValueError(f"Unrecognized task: '{task}'")


1587
1588
1589
@pytest.mark.parametrize("X_type", ["dt_DataTable", "list2d", "numpy", "scipy_csc", "scipy_csr", "pd_DataFrame"])
@pytest.mark.parametrize("y_type", ["list1d", "numpy", "pd_DataFrame", "pd_Series"])
@pytest.mark.parametrize("g_type", ["list1d_float", "list1d_int", "numpy", "pd_Series"])
1590
def test_ranking_minimally_works_with_all_all_accepted_data_types(X_type, y_type, g_type, rng):
1591
    if any(t.startswith("pd_") for t in [X_type, y_type, g_type]) and not PANDAS_INSTALLED:
1592
        pytest.skip("pandas is not installed")
1593
    if any(t.startswith("dt_") for t in [X_type, y_type, g_type]) and not DATATABLE_INSTALLED:
1594
1595
        pytest.skip("datatable is not installed")
    X, y, g = _create_data(task="ranking", n_samples=1_000)
1596
    weights = np.abs(rng.standard_normal(size=(y.shape[0],)))
1597
1598
1599
    init_score = np.full_like(y, np.mean(y))
    X_valid = X * 2

1600
    if X_type == "dt_DataTable":
1601
        X = dt_DataTable(X)
1602
    elif X_type == "list2d":
1603
        X = X.tolist()
1604
    elif X_type == "scipy_csc":
1605
        X = scipy.sparse.csc_matrix(X)
1606
    elif X_type == "scipy_csr":
1607
        X = scipy.sparse.csr_matrix(X)
1608
    elif X_type == "pd_DataFrame":
1609
        X = pd_DataFrame(X)
1610
    elif X_type != "numpy":
1611
1612
        raise ValueError(f"Unrecognized X_type: '{X_type}'")

1613
1614
    # make weights and init_score same types as y, just to avoid
    # a huge number of combinations and therefore test cases
1615
    if y_type == "list1d":
1616
        y = y.tolist()
1617
1618
        weights = weights.tolist()
        init_score = init_score.tolist()
1619
    elif y_type == "pd_DataFrame":
1620
        y = pd_DataFrame(y)
1621
1622
        weights = pd_Series(weights)
        init_score = pd_Series(init_score)
1623
    elif y_type == "pd_Series":
1624
        y = pd_Series(y)
1625
1626
        weights = pd_Series(weights)
        init_score = pd_Series(init_score)
1627
    elif y_type != "numpy":
1628
1629
        raise ValueError(f"Unrecognized y_type: '{y_type}'")

1630
    if g_type == "list1d_float":
1631
        g = g.astype("float").tolist()
1632
    elif g_type == "list1d_int":
1633
        g = g.astype("int").tolist()
1634
    elif g_type == "pd_Series":
1635
        g = pd_Series(g)
1636
    elif g_type != "numpy":
1637
1638
        raise ValueError(f"Unrecognized g_type: '{g_type}'")

1639
    model = task_to_model_factory["ranking"](n_estimators=10, verbose=-1)
1640
1641
1642
1643
1644
1645
1646
1647
1648
    model.fit(
        X=X,
        y=y,
        sample_weight=weights,
        init_score=init_score,
        group=g,
        eval_set=[(X_valid, y)],
        eval_sample_weight=[weights],
        eval_init_score=[init_score],
1649
        eval_group=[g],
1650
    )
1651
1652
    preds = model.predict(X)
    assert spearmanr(preds, y).correlation >= 0.99
1653
1654
1655
1656
1657
1658
1659
1660


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

    X = rng.standard_normal(size=(nrows, ncols))
1661
    y_bin = (rng.random(size=nrows) <= 0.3).astype(np.float64)
1662
1663
1664
1665
1666
1667
1668
1669
    y_multi = rng.integers(4, size=nrows)

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