[python] support Dataset.get_data for Sequence input. (#4472)

* [python] support Dataset.get_data for Sequence input.

* Tweaks according to review comments.

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add test cases.

* fix import order in test_basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

python-package/lightgbm/basic.py

@@ -641,9 +641,12 @@ class Sequence(abc.ABC):
         .. code-block:: python
 
             if isinstance(idx, numbers.Integral):
-                return self.__get_one_line__(idx)
+                return self._get_one_line(idx)
             elif isinstance(idx, slice):
-                return np.stack(self.__get_one_line__(i) for i in range(idx.start, idx.stop))
+                return np.stack([self._get_one_line(i) for i in range(idx.start, idx.stop)])
+            elif isinstance(idx, list):
+                # Only required if using ``Dataset.get_data()``.
+                return np.array([self._get_one_line(i) for i in idx])
             else:
                 raise TypeError(f"Sequence index must be integer or slice, got {type(idx).__name__}")
 
@@ -1515,7 +1518,8 @@ class Dataset:
         # set feature names
         return self.set_feature_name(feature_name)
 
-    def __yield_row_from(self, seqs: List[Sequence], indices: Iterable[int]):
+    @staticmethod
+    def _yield_row_from_seqlist(seqs: List[Sequence], indices: Iterable[int]):
         offset = 0
         seq_id = 0
         seq = seqs[seq_id]
@@ -1541,7 +1545,7 @@ class Dataset:
         indices = self._create_sample_indices(total_nrow)
 
         # Select sampled rows, transpose to column order.
-        sampled = np.array([row for row in self.__yield_row_from(seqs, indices)])
+        sampled = np.array([row for row in self._yield_row_from_seqlist(seqs, indices)])
         sampled = sampled.T
 
         filtered = []
@@ -2236,7 +2240,7 @@ class Dataset:
 
         Returns
         -------
-        data : string, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, list of numpy arrays or None
+        data : string, pathlib.Path, numpy array, pandas DataFrame, H2O DataTable's Frame, scipy.sparse, Sequence, list of Sequences or list of numpy arrays or None
             Raw data used in the Dataset construction.
         """
         if self.handle is None:
@@ -2250,6 +2254,10 @@ class Dataset:
                     self.data = self.data.iloc[self.used_indices].copy()
                 elif isinstance(self.data, dt_DataTable):
                     self.data = self.data[self.used_indices, :]
+                elif isinstance(self.data, Sequence):
+                    self.data = self.data[self.used_indices]
+                elif isinstance(self.data, list) and len(self.data) > 0 and all(isinstance(x, Sequence) for x in self.data):
+                    self.data = np.array([row for row in self._yield_row_from_seqlist(self.data, self.used_indices)])
                 else:
                     _log_warning(f"Cannot subset {type(self.data).__name__} type of raw data.\n"
                                  "Returning original raw data")

tests/python_package_test/test_basic.py

 # coding: utf-8
 import filecmp
 import numbers
+import types
 from pathlib import Path
 
 import numpy as np
@@ -194,6 +195,31 @@ def test_sequence(tmpdir, sample_count, batch_size, include_0_and_nan, num_seq):
     assert filecmp.cmp(valid_npy_bin_fname, valid_seq2_bin_fname)
 
 
+def test_sequence_get_data():
+    nrow = 20
+    ncol = 11
+    data = np.arange(nrow * ncol, dtype=np.float64).reshape((nrow, ncol))
+
+    X = data[:, :-1]
+    Y = data[:, -1]
+
+    seqs = _create_sequence_from_ndarray(X, 2, 6)
+    seq_ds = lgb.Dataset(seqs, label=Y, params=None, free_raw_data=False)
+    seq_ds.construct()
+
+    assert seqs == seq_ds.get_data()
+
+    # This is a hack to add test coverage in get_data.
+    used_indices = [0, 5, 11, 15]
+    ref_data = types.SimpleNamespace()
+    ref_data.data = seqs
+
+    seq_ds.need_slice = True
+    seq_ds.reference = ref_data
+    seq_ds.used_indices = used_indices
+    assert (X[used_indices] == seq_ds.get_data()).all()
+
+
 def test_chunked_dataset():
     X_train, X_test, y_train, y_test = train_test_split(*load_breast_cancer(return_X_y=True), test_size=0.1,
                                                         random_state=2)
@@ -313,7 +339,7 @@ def test_add_features_from_different_sources():
     n_row = 100
     n_col = 5
     X = np.random.random((n_row, n_col))
-    xxs = [X, sparse.csr_matrix(X), pd.DataFrame(X)]
+    xxs = [X, sparse.csr_matrix(X), pd.DataFrame(X), _create_sequence_from_ndarray(X, 1, 30)]
     names = [f'col_{i}' for i in range(n_col)]
     for x_1 in xxs:
         # test that method works even with free_raw_data=True
@@ -333,6 +359,9 @@ def test_add_features_from_different_sources():
         d1 = lgb.Dataset(x_1, feature_name=names, free_raw_data=False).construct()
         res_feature_names = [name for name in names]
         for idx, x_2 in enumerate(xxs, 2):
+            # Dataset.get_data does not support Sequence input.
+            if isinstance(x_1, lgb.Sequence) or isinstance(x_2, lgb.Sequence):
+                continue
             original_type = type(d1.get_data())
             d2 = lgb.Dataset(x_2, feature_name=names, free_raw_data=False).construct()
             d1.add_features_from(d2)