GitLab

[python-package] remove 'fobj' in favor of passing custom objective function in params (fixes #3244) (#5052)

* feat: support custom metrics in params

* feat: support objective in params

* test: custom objective and metric

* fix: imports are incorrectly sorted

* feat: convert eval metrics str and set to list

* feat: convert single callable eval_metric to list

* test: single callable objective in params
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* feat: callable fobj in basic cv function
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: cv support objective callable
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* fix: assert in cv_res
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* docs: objective callable in params
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* recover test_boost_from_average_with_single_leaf_trees
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* linters fail
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* remove metrics helper functions
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* feat: choose objective through _choose_param_values
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: test objective through _choose_param_values
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: test objective is callabe in train
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: parametrize choose_param_value with objective aliases
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: cv booster metric is none
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* fix: if string and callable choose callable
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test train uses custom objective metrics
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: cv uses custom objective metrics
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* refactor: remove fobj parameter in train and cv
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* refactor: objective through params in sklearn API
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* custom objective function in advanced_example
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* fix whitespackes lint

* objective is none not a particular case for predict method
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* replace scipy.expit with custom implementation
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* test: set num_boost_round value to 20
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* fix: custom objective default_value is none
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* refactor: remove self._fobj
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* custom_objective default value is None
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* refactor: variables name reference dummy_obj
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* linter errors

* fix: process objective parameter when calling predict
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* linter errors

* fix: objective is None during predict call
Signed-off-by: Miguel Trejo <armando.trejo.marrufo@gmail.com>

* remove `verbose_eval` argument

* update example Notebook

* Reffer to string type as `str` and and commas in `list of ...` types

* update `libpath.py` too

* [python-package] create Dataset from sampled data.

* [python-package] create Dataset from List[Sequence].

1. Use random access for data sampling
2. Support read data from multiple input files
3. Read data in batch so no need to hold all data in memory

* [python-package] example: create Dataset from multiple HDF5 file.

* fix: revert is_class implementation for seq

* fix: unwanted memory view reference for seq

* fix: seq is_class accepts sklearn matrices

* fix: requirements for example

* fix: pycode

* feat: print static code linting stage

* fix: linting: avoid shell str regex conversion

* code style: doc style

* code style: isort

* fix ci dependency: h5py on windows

* [py] remove rm files in test seq
https://github.com/microsoft/LightGBM/pull/4089#discussion_r612929623

* docs(python): init_from_sample summary

https://github.com/microsoft/LightGBM/pull/4089#discussion_r612903389



* remove dataset dump sample data debugging code.

* remove typo fix.

Create separate PR for this.

* fix typo in src/c_api.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* style(linting): py3 type hint for seq

* test(basic): os.path style path handling

* Revert "feat: print static code linting stage"

This reverts commit 10bd79f7f8258bea8e61c3abb8c9c7e4456a916d.

* feat(python): sequence on validation set

* minor(python): comment

* minor(python): test option hint

* style(python): fix code linting

* style(python): add pydoc for ref_dataset

* doc(python): sequence
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* revert(python): sequence class abc

* chore(python): remove rm_files

* Remove useless static_assert.

* refactor: test_basic test for sequence.

* fix lint complaint.

* remove dataset._dump_text in sequence test.

* Fix reverting typo fix.

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Fix type hint, code and doc style.

* fix failing test_basic.

* Remove TODO about keep constant in sync with cpp.

* Install h5py only when running python-examples.

* Fix lint complaint.

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Doc fixes, remove unused params_str in __init_from_seqs.

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

* Remove unnecessary conda install in windows ci script.

* Keep param as example in dataset_from_multi_hdf5.py

* Add _get_sample_count function to remove code duplication.

* Use batch_size parameter in generate_hdf.

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

* Fix after applying suggestions.

* Fix test, check idx is instance of numbers.Integral.

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

* Expose Sequence class in Python-API doc.

* Handle Sequence object not having batch_size.

* Fix isort lint complaint.

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

* Update docstring to mention Sequence as data input.

* Remove get_one_line in test_basic.py

* Make Sequence an abstract class.

* Reduce number of tests for test_sequence.

* Add c_api: LGBM_SampleCount, fix potential bug in LGBMSampleIndices.

* empty commit to trigger ci

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

* Rename to LGBM_GetSampleCount, change LGBM_SampleIndices out_len to int32_t.

Also rename total_nrow to num_total_row in c_api.h for consistency.

* Doc about Sequence in docs/Python-Intro.rst.

* Fix: basic.py change LGBM_SampleIndices out_len to int32.

* Add create_valid test case with Dataset from Sequence.

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

* Apply suggestions from code review
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Remove no longer used DEFAULT_BIN_CONSTRUCT_SAMPLE_CNT.

* Update python-package/lightgbm/basic.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Willian Zhang <willian@willian.email>
Co-authored-by: Willian Z <Willian@Willian-Zhang.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* f-string format updated.

* space removed

* Update examples/python-guide/plot_example.py according to suggestion.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Improved the syntax of the fstrings

* Improved the strings to fstrings

* Reverted back the white space.

* Update examples/python-guide/advanced_example.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update simple_example.py

* Update sklearn_example.py

[python-package] use f-strings for concatenation in examples/python-guide/logistic_regression.py (#4356)

* updated with f-string migration

* Update logistic_regression.py

* Update logistic_regression.py

* Update logistic_regression.py

* Update logistic_regression.py

* 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>

* Update Parallel-Learning-Guide.rst

* Update test.sh

* fix path

* address review comments

* [dask] add tutorial documentation (fixes #3814, fixes #3838)

* add notes on saving the model

* quick start examples

* add examples

* fix timeouts in examples

* remove notebook

* fill out prediction section

* table of contents

* add line back

* linting

* isort

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

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

* move examples under python-guide

* remove unused pickle import
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* 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.

* Revert "specify the last supported version of scikit-learn (#2637)"

This reverts commit d1002776.

* ban scikit-learn 0.22.0 and skip broken test

* fix updated test

* fix lint test

* Revert "fix lint test"

This reverts commit 8b4db0805fe7a9e7f7eb0be3eac231f85026d196.

* updated default value for precision in plot_importance function

* fixed typo

* updated example notebook

* add weight in tree model output

* fix bug

* updated Python plotting part to handle weights

* fix travis badge

* updated GitHub Microsoft URL

* added plot_split_value_histogram function

* updated init module

* added plot split value histogram example

* added plot_split_value_histogram to notebook

* added test

* fixed pylint

* updated API docs

* fixed grammar

* set y ticks to int value in more sufficient way

* updated gitignore

* updated tree index with cat feature

* made notebook example interactive

* cleanup

* adding plot example ipynb

* moving notebook to its own notebook folder

* rename notebook folder and ipynb to lowercase and snake case

* fixing importerror, version strings, file imports, printing-->plotting

* removing missed f-string modifier

* added docstring style test and fixed errors in existing docstrings

* hotfix

* hotfix

* fix grammar

* hotfix