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  1. 19 Feb, 2021 1 commit
  3. 17 Feb, 2021 1 commit
    • Alex Ford's avatar
      Optimize array-from-ctypes in basic.py (#3927) · de8c6105
      Alex Ford authored 
      Approximately %80 of runtime when loading "low column count, high row
count" DataFrames into Datasets is consumed in `np.fromiter`, called
as part of the `Dataset.get_field` method.

This is particularly pernicious hotspot, as unlike other ctypes-based
methods this is a hot loop over a python iterator loop and causes
significant GIL-contention in multi-threaded applications.

Replace `np.fromiter` with a direct call to `np.ctypeslib.as_array`,
which allows a single-shot `copy` of the underlying array.

This reduces the load time of a ~35 million row categorical dataframe
with 1 column from ~5 seconds to ~1 second, and allows multi-threaded
execution.
      de8c6105
  5. 16 Feb, 2021 2 commits
  7. 28 Jan, 2021 1 commit
  9. 26 Jan, 2021 3 commits
  11. 24 Jan, 2021 2 commits
  13. 20 Jan, 2021 1 commit
  15. 19 Jan, 2021 1 commit
  17. 18 Jan, 2021 1 commit
  19. 24 Dec, 2020 1 commit
    • Belinda Trotta's avatar
      Trees with linear models at leaves (#3299) · fcfd4132
      Belinda Trotta authored 
      * 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
      fcfd4132
  21. 15 Dec, 2020 1 commit
  23. 09 Dec, 2020 1 commit
    • Nikita Titov's avatar
      [python] Drop Python 2 support (#3581) · 44a6fb7f
      Nikita Titov authored 
      * 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.
      44a6fb7f
  25. 07 Dec, 2020 1 commit
  27. 26 Oct, 2020 1 commit
    • Guolin Ke's avatar
      Fix add features (#2754) · 53977f36
      Guolin Ke authored 
      

* fix subset bug

* typo

* add fixme tag

* bin mapper

* fix test

* fix add_features_from

* Update dataset.cpp

* fix merge bug

* added Python merge code

* added test for add_features

* Update dataset.cpp

* Update src/io/dataset.cpp

* continue implementing

* warn users about categorical features
Co-authored-by: default avatarStrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: default avatarNikita Titov <nekit94-08@mail.ru>
      53977f36
  29. 30 Sep, 2020 2 commits
  31. 11 Sep, 2020 1 commit
  33. 06 Sep, 2020 1 commit
  35. 11 Aug, 2020 1 commit
  37. 06 Aug, 2020 1 commit
  39. 15 Jul, 2020 1 commit
  41. 28 Jun, 2020 1 commit
    • Ilya Matiach's avatar
      adding sparse support to TreeSHAP in lightgbm (#3000) · 9f367d11
      Ilya Matiach authored 
      * adding sparse support to TreeSHAP in lightgbm

* updating based on comments

* updated based on comments, used fromiter instead of frombuffer

* updated based on comments

* fixed limits import order

* fix sparse feature contribs to work with more than int32 max rows

* really fixed int64 max error and build warnings

* added sparse test with >int32 max rows

* fixed python side reshape check on sparse data

* updated based on latest comments

* fixed comments

* added CSC INT32_MAX validation to test, fixed comments
      9f367d11
  43. 23 Jun, 2020 1 commit
    • Belinda Trotta's avatar
      Interaction constraints (#3126) · bca2da97
      Belinda Trotta authored 
      * Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Remove R functionality, moving to separate PR.

* Keep track of branch features in tree object.

* Only track branch features when feature interactions are enabled.

* Fix lint error.

* Update docs and simplify tests.
      bca2da97
  45. 11 Jun, 2020 1 commit
  47. 20 May, 2020 1 commit
  49. 05 May, 2020 1 commit
  51. 10 Apr, 2020 1 commit
  53. 20 Mar, 2020 1 commit
    • Alberto Ferreira's avatar
      Fix SWIG methods that return char** (#2850) · 91185c3a
      Alberto Ferreira authored 
      

* [swig] Fix SWIG methods that return char** with StringArray.

+ [new] Add StringArray class to manage and manipulate arrays of fixed-length strings:

  This class is now used to wrap any char** parameters, manage memory and
  manipulate the strings.

  Such class is defined at swig/StringArray.hpp and wrapped in StringArray.i.

+ [API+fix] Wrap LGBM_BoosterGetFeatureNames it resulted in segfault before:

  Added wrapper LGBM_BoosterGetFeatureNamesSWIG(BoosterHandle) that
  only receives the booster handle and figures how much memory to allocate
  for strings and returns a StringArray which can be easily converted to String[].

+ [API+safety] For consistency, LGBM_BoosterGetEvalNamesSWIG was wrapped as well:

  * Refactor to detect any kind of errors and removed all the parameters
    besides the BoosterHandle (much simpler API to use in Java).
  * No assumptions are made about the required string space necessary (128 before).
  * The amount of required string memory is computed internally

+ [safety] No possibility of undefined behaviour

  The two methods wrapped above now compute the necessary string storage space
  prior to allocation, as the low-level C API calls would crash the process
  irreversibly if they write more memory than which is passed to them.

* Changes to C API and wrappers support char**

To support the latest SWIG changes that enable proper char**
return support that is safe, the C API was changed.

The respecive wrappers in R and Python were changed too.

* Cleanup indentation in new lightgbm_R.cpp code

* Adress review code-style comments.

* Update swig/StringArray.hpp
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Update python-package/lightgbm/basic.py
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Update src/lightgbm_R.cpp
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>
Co-authored-by: default avataralberto.ferreira <alberto.ferreira@feedzai.com>
Co-authored-by: default avatarNikita Titov <nekit94-08@mail.ru>
      91185c3a
  55. 16 Mar, 2020 2 commits
  57. 06 Mar, 2020 1 commit
  59. 20 Feb, 2020 1 commit
    • Joan Fontanals's avatar
      Add capability to get possible max and min values for a model (#2737) · 18e7de4f
      Joan Fontanals authored 
      

* Add capability to get possible max and min values for a model

* Change implementation to have return value in tree.cpp, change naming to upper and lower bound, move implementation to gdbt.cpp

* Update include/LightGBM/c_api.h
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Change iteration to avoid potential overflow, add bindings to R and Python and a basic test

* Adjust test values

* Consider const correctness and multithreading protection

* Update test values

* Update test values

* Add test to check that model is exactly the same in all platforms

* Try to parse the model to get the expected values

* Try to parse the model to get the expected values

* Fix implementation, num_leaves can be lower than the leaf_value_ size

* Do not check for num_leaves to be smaller than actual size and get back to test with hardcoded value

* Change test order

* Add gpu_use_dp option in test

* Remove helper test method

* Update src/c_api.cpp
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_basic.py
Co-Authored-By: default avatarNikita Titov <nekit94-08@mail.ru>

* Remoove imports
Co-authored-by: default avatarNikita Titov <nekit94-08@mail.ru>
      18e7de4f
  61. 19 Feb, 2020 1 commit
    • Guolin Ke's avatar
      [python] [R-package] refine the parameters for Dataset (#2594) · 9f79e840
      Guolin Ke authored 
      

* reset

* fix a bug

* fix test

* Update c_api.h

* support to no filter features by min_data

* add warning in reset config

* refine warnings for override dataset's parameter

* some cleans

* clean code

* clean code

* refine C API function doxygen comments

* refined new param description

* refined doxygen comments for R API function

* removed stuff related to int8

* break long line in warning message

* removed tests which results cannot be validated anymore

* added test for warnings about unchangeable params

* write parameter from dataset to booster

* consider free_raw_data.

* fix params

* fix bug

* implementing R

* fix typo

* filter params in R

* fix R

* not min_data

* refined tests

* fixed linting

* refine

* pilint

* add docstring

* fix docstring

* R lint

* updated description for C API function

* use param aliases in Python

* fixed typo

* fixed typo

* added more params to test

* removed debug print

* fix dataset construct place

* fix merge bug

* Update feature_histogram.hpp

* add is_sparse back

* remove unused parameters

* fix lint

* add data random seed

* update

* [R-package] centrallized Dataset parameter aliases and added tests on Dataset parameter updating (#2767)
Co-authored-by: default avatarNikita Titov <nekit94-08@mail.ru>
Co-authored-by: default avatarJames Lamb <jaylamb20@gmail.com>
      9f79e840
  63. 03 Feb, 2020 1 commit
  65. 14 Jan, 2020 2 commits