GitLab

* handle arbitrary length feature names in Python-package

* added tests

* include support for column array as label

* remove nested ifs

* fix linting errors

* include tests for sklearn regressors

* include docstring for numpy_1d_array_to_dtype

* include . at end of docstring

* remove pandas import and test for regression, classification and ranking

* check predictions of sklearn models as well

* test training only in dask. drop pandas series tests

* use PANDAS_INSTALLED and pd_Series

* inline imports

* use col array in fit for test_dask

* include review comments

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

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

* empty commit

* add _choose_param_value

* revert param order change

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

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

* just import deepcopy

* remove machines aliases

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

* TST Migrates test_basic.py to use pytest

* STY Linting

* CI Force CI to run

* 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

* [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>

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

* 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: Nikita 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: Nikita Titov <nekit94-08@mail.ru>

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

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

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

* Remoove imports
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* 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: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* transfer and enhance test for trees_to_dataframe

* fixed bug in Python 2

* trees_to_df method and unit test added. PEP 8 fixes for integration.

* Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

Post-review changes

* changes from second round of reviews from striker

* third round of review. formatting and added 2 more tests

* replaced pandas dot attribute accessor with string attribute accessor

* dealt with single tree edge case and minor refactor of tests

* slight refactor for checking if tree is a single node

* speed up tests

* more updates

* fixed pylint

* updated tests

* Update test_sklearn.py

* test that indices are sorted internally

* check the shape for mat, csr and csc

* guess from csr

* support file checking

* better error msg

* grammar

* clean code

* code clean

* check range for CSR

* Update test_.py

* Update test_.py

* added tests

* make dump_text() private

* updated test

* keep consistent state for Dataset fields

* hotfix

* Update test.py

* Update test_consistency.py

* Update test_basic.py

* Update test_sklearn.py

* Update test_sklearn.py

* Update test_engine.py

* more replacements

* Add configuration parameters for CEGB.

* Add skeleton CEGB tree learner

Like the original CEGB version, this inherits from SerialTreeLearner.
Currently, it changes nothing from the original.

* Track features used in CEGB tree learner.

* Pull CEGB tradeoff and coupled feature penalty from config.

* Implement finding best splits for CEGB

This is heavily based on the serial version, but just adds using the coupled penalties.

* Set proper defaults for cegb parameters.

* Ensure sanity checks don't switch off CEGB.

* Implement per-data-point feature penalties in CEGB.

* Implement split penalty and remove unused parameters.

* Merge changes from CEGB tree learner into serial tree learner

* Represent features_used_in_data by a bitset, to reduce the memory overhead of CEGB, and add sanity checks for the lengths of the penalty vectors.

* Fix bug where CEGB would incorrectly penalise a previously used feature

The tree learner did not update the gains of previously computed leaf splits when splitting a leaf elsewhere in the tree.
This caused it to prefer new features due to incorrectly penalising splitting on previously used features.

* Document CEGB parameters and add them to the appropriate section.

* Remove leftover reference to cegb tree learner.

* Remove outdated diff.

* Fix warnings

* Fix minor issues identified by @StrikerRUS.

* Add docs section on CEGB, including citation.

* Fix link.

* Fix CI failure.

* Add some unit tests

* Fix pylint issues.

* Fix remaining pylint issue

* fixed number of tests in pytest

* fixed data shape and removed unused code

* refactored tests

* hotfix

* hotfix

* Initial attempt to implement appending features in-memory to another data set

The intent is for this to enable munging files together easily, without needing to round-trip via numpy or write multiple copies to disk.
In turn, that enables working more efficiently with data sets that were written separately.

* Implement Dataset.dump_text, and fix small bug in appending of group bin boundaries.

Dumping to text enables us to compare results, without having to worry about issues like features being reordered.

* Add basic tests for validation logic for add_features_from.

* Remove various internal mapping items from dataset text dumps

These are too sensitive to the exact feature order chosen, which is not visible to the user.
Including them in tests appears unnecessary, as the data dumping code should provide enough coverage.

* Add test that add_features_from results in identical data sets according to dump_text.

* Add test that booster behaviour after using add_features_from matches that of training on the full data

This checks:
- That training after add_features_from works at all
- That add_features_from does not cause training to misbehave

* Expose feature_penalty and monotone_types/constraints via get_field

These getters allow us to check that add_features_from does the right thing with these vectors.

* Add tests that add_features correctly handles feature_penalty and monotone_constraints.

* Ensure add_features_from properly frees the added dataset and add unit test for this

Since add_features_from moves the feature group pointers from the added dataset to the dataset being added to, the added dataset is invalid after the call.
We must ensure we do not try and access this handle.

* Remove some obsolete TODOs

* Tidy up DumpTextFile by using a single iterator for each feature

This iterators were also passed around as raw pointers without being freed, which is now fixed.

* Factor out offsetting logic in AddFeaturesFrom

* Remove obsolete TODO

* Remove another TODO

This one is debatable, test code can be a bit messy and duplicate-heavy, factoring it out tends to end badly.
Leaving this for now, will revisit if adding more tests later on becomes a mess.

* Add documentation for newly-added methods.

* Fix whitespace issues identified by pylint.

* Fix a few more whitespace issues.

* Fix doc comments

* Implement deep copying for feature groups.

* Replace awkward std::move usage by emplace_back, and reduce vector size to num_features rather than num_total_features.

* Copy feature groups in addFeaturesFrom, rather than moving them.

* Fix bugs in FeatureGroup copy constructor and ensure source dataset remains usable

* Add reserve to PushVector and PushOffset

* Move definition of Clone into class body

* Fix PR review issues

* Fix for loop increment style.

* Fix test failure

* Some more docstring fixes.

* Remove blank line

* break huge lines in sklearn tests

* break huge line in plotting tests

* break huge lines in basic tests

* multiple enhancements in engine tests

* multiple enhancements in sklearn tests

* hotfixes

* break huge lines and use with statement in C API test

* make NDCG test more strict

* added NumberOfTotalModel and NumModelPerIteration to C_API and python-package

* fixed tests

* added tests for current_iteration, num_trees, num_model_per_iteration methods

* break huge line in test

* hotfix

* removed excess import

* added tests for plotting trees in Python

* refined module_INSTALLED mechanism

* added note about that create_tree_digraph is better than plot_tree

* fixed docs

* reworker predict method of sklearn wrapper

* fixed encapsulation

* added test

* fixed consistency between docstring and params docs

* fixed verbose

* replaced predict_proba with predict in test

* fixed verbose again

* fixed fraction params descriptions

* added description of skip_drop and drop_rate constraints

* fixed subsample_freq consistency with C++ default value

* fixed nice look of params list

* made force splits json file example clickable

* fixed nice look of metrics list and added comma

* reduced warning in test about same param specified twice

* replaced pred_parameter with **kwargs in predict method

* added test for **kwargs in predict method

* fixed warnings

* fixed pylint

* remove protobuf

* add version number

* remove pmml script

* use float for split gain

* fix warnings

* refine the read model logic of gbdt

* fix compile error

* improve decode speed

* fix some bugs

* fix double accuracy problem

* fix bug

* multi-thread save model

* speed up save model to string

* parallel save/load model

* fix some warnings.

* fix warnings.

* fix a bug

* remove debug output

* fix doc

* fix max_bin warning in tests.

* fix max_bin warning

* fix pylint

* clean code for stringToArray

* clean code for TToString

* remove max_bin

* replace "class" with typename

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .

* Add early stopping for prediction

* Fix GBDT if-else prediction with early stopping

* Small C++ embelishments to early stopping API and functions

* Fix early stopping efficiency issue by creating a singleton for no early stopping

* Python improvements to early stopping API

* Add assertion check for binary and multiclass prediction score length

* Update vcxproj and vcxproj.filters with new early stopping files

* Remove inline from PredictRaw(), the linker was not able to find it otherwise

https://docs.pytest.org/