GitLab

* feat: refit additional kwargs for dataset and predict

* test: kwargs for refit method

* fix: __init__ got multiple values for argument

* fix: pycodestyle E302 error

* refactor: dataset_params to avoid breaking change

* refactor: expose all Dataset params in refit

* feat: dataset_params updates new_params

* fix: remove unnecessary params to test

* test: parameters input are the same

* docs: address StrikeRUS changes

* test: refit test changes in train dataset

* test: set init_score and decay_rate to zero

[tests][python-package] change boston dataset to synthetic dataset in tests that don't check score (#4895)

* change boston dataset to synthetic dataset in tests that don't evaluate score

* format imports

* remove `verbose_eval` argument

* update example Notebook

* Update test_plotting.py

* Update dask.py

* Update sklearn.py

* Update test_sklearn.py

* Update basic.py

* Update engine.py

* Update test_engine.py

* Update basic.py

* Update basic.py

* Update engine.py

* initial changes

* initial version

* better handling of cases

* warn only with positive threshold

* remove early_stopping_threshold from high-level functions

* remove remaining early_stopping_threshold

* update test to use callback

* better handling of cases

* rename threshold to min_delta

enhance parameter description

update tests

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

* reduce num_boost_round in tests

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

* trigger ci
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* issue fix #4601

* fix issue 4601 it2

* add tests for issue 4601

* fix warning

* fix warning

* add new line at end

* remove last line at end

* fix lint warning

* address comments

* address comments

* address comments

* fix address

* address comments

* revert seed

* fix recursive force split issue

* fix build error

* fix lint warning

* add parameter object_hook to function dump_model (python API)

* eol

* fix syntax

* lint

* better documentation

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: xavier dupré <xavier.dupre@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* allow to pass some params as pathlib.Path objects

* fix lint

* improve indentation

* [python-package] convert string concatenation to f-strings in test_engine.py (fixes #4136)

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* revert get_workflow_status changes
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* replace pytest.parametrize

* add informative message for assert

* Add linear leaf models to json output

* Add closing bracket

* Move test into test_engine.py and add asserts

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Correct spelling

Most changes were in comments, and there were a few changes to literals for log output.

There were no changes to variable names, function names, IDs, or functionality.

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Clarify a phrase in a comment
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Correct spelling

Most are code comments, but one case is a literal in a logging message.

There are a few grammar fixes too.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* add test for interaction constraints and monotone constraints

* enforce interaction constraints in RecomputeBestSplitForLeaf

* code formatting

* code formatting

* move interaction constraint test to test_engine

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

* Update test_engine.py

* Update python_package.yml

* Update python_package.yml

* Update test_engine.py

* hotfix

* Update setup.sh

* Update test.sh

* Update test_dask.py

* Update test_engine.py

* Update .vsts-ci.yml

* run isort in CI linting job

* workaround conda compatibility issues

* Update test_engine.py

* Update test_sklearn.py

* Update test_engine.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_engine.py

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update test_engine.py

* Update test_dual.py

* Update test_engine.py

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* TST Migrates tset_engine.py to pytest

* ENH Apply suggestions

* ENH Uses temp path

* ENH Fixes typos

* [R-package] allow access to params in Booster

* remove unnecessary whitespace

* fix test on resetting params

* remove pytest_cache

* Update R-package/tests/testthat/test_custom_objective.R

* small code and docs refactoring

* Update CMakeLists.txt

* Update .vsts-ci.yml

* Update test.sh

* continue

* continue

* revert stable sort for all-unique values

* Add Eigen library.

* Working for simple test.

* Apply changes to config params.

* Handle nan data.

* Update docs.

* Add test.

* Only load raw data if boosting=gbdt_linear

* Remove unneeded code.

* Minor updates.

* Update to work with sk-learn interface.

* Update to work with chunked datasets.

* Throw error if we try to create a Booster with an already-constructed dataset having incompatible parameters.

* Save raw data in binary dataset file.

* Update docs and fix parameter checking.

* Fix dataset loading.

* Add test for regularization.

* Fix bugs when saving and loading tree.

* Add test for load/save linear model.

* Remove unneeded code.

* Fix case where not enough leaf data for linear model.

* Simplify code.

* Speed up code.

* Speed up code.

* Simplify code.

* Speed up code.

* Fix bugs.

* Working version.

* Store feature data column-wise (not fully working yet).

* Fix bugs.

* Speed up.

* Speed up.

* Remove unneeded code.

* Small speedup.

* Speed up.

* Minor updates.

* Remove unneeded code.

* Fix bug.

* Fix bug.

* Speed up.

* Speed up.

* Simplify code.

* Remove unneeded code.

* Fix bug, add more tests.

* Fix bug and add test.

* Only store numerical features

* Fix bug and speed up using templates.

* Speed up prediction.

* Fix bug with regularisation

* Visual studio files.

* Working version

* Only check nans if necessary

* Store coeff matrix as an array.

* Align cache lines

* Align cache lines

* Preallocation coefficient calculation matrices

* Small speedups

* Small speedup

* Reverse cache alignment changes

* Change to dynamic schedule

* Update docs.

* Refactor so that linear tree learner is not a separate class.

* Add refit capability.

* Speed up

* Small speedups.

* Speed up add prediction to score.

* Fix bug

* Fix bug and speed up.

* Speed up dataload.

* Speed up dataload

* Use vectors instead of pointers

* Fix bug

* Add OMP exception handling.

* Change return type of LGBM_BoosterGetLinear to bool

* Change return type of LGBM_BoosterGetLinear back to int, only parameter type needed to change

* Remove unused internal_parent_ property of tree

* Remove unused parameter to CreateTreeLearner

* Remove reference to LinearTreeLearner

* Minor style issues

* Remove unneeded check

* Reverse temporary testing change

* Fix Visual Studio project files

* Restore LightGBM.vcxproj.filters

* Speed up

* Speed up

* Simplify code

* Update docs

* Simplify code

* Initialise storage space for max num threads

* Move Eigen to include directory and delete unused files

* Remove old files.

* Fix so it compiles with mingw

* Fix gpu tree learner

* Change AddPredictionToScore back to const

* Fix python lint error

* Fix C++ lint errors

* Change eigen to a submodule

* Update comment

* Add the eigen folder

* Try to fix build issues with eigen

* Remove eigen files

* Add eigen as submodule

* Fix include paths

* Exclude eigen files from Python linter

* Ignore eigen folders for pydocstyle

* Fix C++ linting errors

* Fix docs

* Fix docs

* Exclude eigen directories from doxygen

* Update manifest to include eigen

* Update build_r to include eigen files

* Fix compiler warnings

* Store raw feature data as float

* Use float for calculating linear coefficients

* Remove eigen directory from GLOB

* Don't compile linear model code when building R package

* Fix doxygen issue

* Fix lint issue

* Fix lint issue

* Remove uneeded code

* Restore delected lines

* Restore delected lines

* Change return type of has_raw to bool

* Update docs

* Rename some variables and functions for readability

* Make tree_learner parameter const in AddScore

* Fix style issues

* Pass vectors as const reference when setting tree properties

* Make temporary storage of serial_tree_learner mutable so we can make the object's methods const

* Remove get_raw_size, use num_numeric_features instead

* Fix typo

* Make contains_nan_ and any_nan_ properties immutable again

* Remove data_has_nan_ property of tree

* Remove temporary test code

* Make linear_tree a dataset param

* Fix lint error

* Make LinearTreeLearner a separate class

* Fix lint errors

* Fix lint error

* Add linear_tree_learner.o

* Simulate omp_get_max_threads if openmp is not available

* Update PushOneData to also store raw data.

* Cast size to int

* Fix bug in ReshapeRaw

* Speed up code with multithreading

* Use OMP_NUM_THREADS

* Speed up with multithreading

* Update to use ArrayToString

* Fix tests

* Fix test

* Fix bug introduced in merge

* Minor updates

* Update docs

* Update setup.py

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update __init__.py

* Update test.sh

* Update test_windows.ps1

* Update advanced_example.py

* Update requirements_base.txt

* Update conf.py

* Update conf.py

* Update test_engine.py

* Update utils.py

* Update dockerfile-r

* Update README.md

* Update dockerfile.gpu

* Update test_consistency.py

* Update basic.py

* Update compat.py

* Update engine.py

* Update sklearn.py

* Update sklearn.py

* Update callback.py

* Update setup.py

* Update __init__.py

* Update plotting.py

* Update sklearn.py

* Update engine.py

* Update compat.py

* Update callback.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update plotting.py

* Update engine.py

* Update basic.py

* Update sklearn.py

* Update compat.py

* Update engine.py

* Update engine.py

* Update callback.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update sklearn.py

* Update sklearn.py

* Update plotting.py

* Update sklearn.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update plotting.py

* Update sklearn.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update conf.py

* Revert "Update dockerfile-r"

This reverts commit 4ff6ffc7e3eeda24cc6a59a3bb0c973f02d9d71c.

* [ci] [python] reduce unnecessary data loading in tests

* add profiling files to gitignore

* just use cache()

* default on cache size

* patch lru_cache on Python 2.7

* linting

* reduce duplicated code

* missing warnings

* fix imports

* fix lru_cache backport

* missing kwargs

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

* reduce duplicated code

* cache in test_plotting
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Implement average precision score

* Fix lint errors

* Change name to average_precision

* Add to R-package list of metrics

* Empty commit to trigger CI jobs

* Change name to average_precision

* No need to pass the tree to all fuctions related to monotone constraints because the pointer is shared.

* Fix OppositeChildShouldBeUpdated numerical split optimisation.

* No need to use constraints when computing the output of the root.

* Refactor existing constraints.

* Add advanced constraints method.

* Update tests.

* Add override.

* linting.

* Add override.

* Simplify condition in LeftRightContainsRelevantInformation.

* Add virtual destructor to FeatureConstraint.

* Remove redundant blank line.

* linting of else.

* Indentation.

* Lint else.

* Replaced non-const reference by pointers.

* Forgotten reference.

* Leverage USE_MC for efficiency.

* Make constraints const again in feature_histogram.hpp.

* Update docs.

* Add "advanced" to the monotone constraints options.

* Update monotone constraints restrictions.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove superfluous parenthesis.

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix loop iterator.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Remove std namespace qualifier.

* Fix unsigned_int size_t comparison.

* Set num_features as int for consistency with the rest of the codebase.

* Make sure constraints exist before recomputing them.

* Initialize previous constraints in UpdateConstraints.

* Update monotone constraints restrictions.

* Refactor UpdateConstraints loop.

* Update src/io/config.cpp
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Delete white spaces.
Co-authored-by: Charles Auguste <charles.auguste@sig.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update auc_mu metric to use data weights if provided

* Calculate class sizes and total weights in Init so we only do it once

* Fix lint error

* Empty commit to trigger CI jobs

* Refactors sklearn API to allow a list of evaluation metrics in the parameter eval_metric of the class (and subclasses of) LGBMModel. Also adds unit tests for this functionality

* Simplify expression to check whether the user passed one or multiple metrics to eval_metric parameter

* Simplify new tests by using custom metrics already defined in the test file

* Update docstring to reflect the fact that the parameter "feval" from the "train" and "cv" functions can also receive a list of callables

* Remove oxford comma from docstrings

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

* Use named-parameters to make sure code is compatible with future versions of scikit-learn

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

* Remove throwaway return value to make code more succinct
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Move statement to group together the code related to feval

* Avoid modifying original args as it causes errors in scikit-learn tools

For details see: https://github.com/microsoft/LightGBM/pull/2619



* Consolidate multiple eval-metrics unit-tests into one test
Co-authored-by: German I Ramirez-Espinoza <gire@home>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>