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>

* Turn `early_stopping` into a Callable class

* Fix

* Lint

* Remove print

* Fix order

* Revert "Lint"

This reverts commit 7ca8b557572446888cf793c0082d9a7efd1e29a7.

* Apply suggestion from code review

* Nit

* Lint

* Move callable class outside the func for pickling

* Move _pickle and _unpickle to tests utils

* Add early stopping callback picklability test

* Nit

* Fix

* Lint

* Improve type hint

* Lint

* Lint

* Add cloudpickle to test_windows

* Update tests/python_package_test/test_engine.py

* Fix

* Apply suggestions from code review

[python-package] use 2d collections for predictions, grads and hess in multiclass custom objective (#4925)

* reshape predictions, grad and hess in multiclass custom objective

* add sklearn test. move custom obj to utils. docs for numpy

* use num_model_per_iteration to get num_classes

* update docs and dask multiclass custom objective test

* move reshaping to __inner_predict. add test for feval

* add missing note. remove extra line

[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

* move make_ranking into utils

* do not cache

* 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>