fix early stopping edge case (#1133)

* fix early stopping edge case

* fix message.

* fix tests

* fix GPU tests.

.travis/amd_sdk.sh

@@ -12,7 +12,7 @@ POSTID_STRING='name="post_id"'
 NONCE2_STRING='name="amd_developer_central_nonce"'
 
 #For newest FORM=`wget -qO - $URL | sed -n '/download-2/,/64-bit/p'`
-FORM=`wget -qO - $URL | sed -n '/download-5/,/64-bit/p'`
+FORM=`wget --no-check-certificate -qO - $URL | sed -n '/download-5/,/64-bit/p'`
 
 # Get nonce from form
 NONCE1=`echo $FORM | awk -F ${NONCE1_STRING} '{print $2}'`
@@ -29,7 +29,7 @@ FILE=`echo $FORM | awk -F ${FILE_STRING} '{print $2}'`
 FILE=`echo $FILE | awk -F'"' '{print $2}'`
 echo $FILE
 
-FORM=`wget -qO - $URLDOWN --post-data "amd_developer_central_downloads_page_nonce=${NONCE1}&f=${FILE}&post_id=${POSTID}"`
+FORM=`wget --no-check-certificate -qO - $URLDOWN --post-data "amd_developer_central_downloads_page_nonce=${NONCE1}&f=${FILE}&post_id=${POSTID}"`
 
 NONCE2=`echo $FORM | awk -F ${NONCE2_STRING} '{print $2}'`
 NONCE2=`echo $NONCE2 | awk -F'"' '{print $2}'`

R-package/R/callback.R

@@ -356,13 +356,27 @@ cb.early.stop <- function(stopping_rounds, verbose = TRUE) {
           # Store best iteration and stop
           env$best_iter <- best_iter[i]
           env$met_early_stop <- TRUE
-          
         }
         
       }
+      if (isFALSE(env$met_early_stop) && cur_iter == env$end_iteration) {
+        # Check if model is not null
+        if (!is.null(env$model)) {
+          env$model$best_score <- best_score[i]
+          env$model$best_iter <- best_iter[i]
+        }
         
+        # Print message if verbose
+        if (isTRUE(verbose)) {
+          cat("Did not meet early stopping, best iteration is:", "\n")
+          cat(best_msg[[i]], "\n")
         }
         
+        # Store best iteration and stop
+        env$best_iter <- best_iter[i]
+        env$met_early_stop <- TRUE
+      }
+    }
   }
   
   # Set attributes

python-package/lightgbm/callback.py

@@ -206,5 +206,10 @@ def early_stopping(stopping_rounds, verbose=True):
                     print('Early stopping, best iteration is:\n[%d]\t%s' % (
                         best_iter[i] + 1, '\t'.join([_format_eval_result(x) for x in best_score_list[i]])))
                 raise EarlyStopException(best_iter[i], best_score_list[i])
+            if env.iteration == env.end_iteration - 1:
+                if verbose:
+                    print('Did not meet early stopping. Best iteration is:\n[%d]\t%s' % (
+                        best_iter[i] + 1, '\t'.join([_format_eval_result(x) for x in best_score_list[i]])))
+                raise EarlyStopException(best_iter[i], best_score_list[i])
     callback.order = 30
     return callback

tests/python_package_test/test_engine.py

@@ -344,7 +344,7 @@ class TestEngine(unittest.TestCase):
                         valid_names=valid_set_name,
                         verbose_eval=False,
                         early_stopping_rounds=5)
-        self.assertEqual(gbm.best_iteration, 0)
+        self.assertEqual(gbm.best_iteration, 10)
         self.assertIn(valid_set_name, gbm.best_score)
         self.assertIn('binary_logloss', gbm.best_score[valid_set_name])
         # early stopping occurs