# coding: utf-8 # pylint: disable = invalid-name, W0105, C0301 from __future__ import absolute_import import collections class EarlyStopException(Exception): """Exception of early stopping. Parameters ---------- best_iteration : int The best iteration stopped. """ def __init__(self, best_iteration): super(EarlyStopException, self).__init__() self.best_iteration = best_iteration # Callback environment used by callbacks CallbackEnv = collections.namedtuple( "LightGBMCallbackEnv", ["model", "cvfolds", "iteration", "begin_iteration", "end_iteration", "evaluation_result_list"]) def _format_eval_result(value, show_stdv=True): """format metric string""" if len(value) == 4: return '%s\'s %s:%g' % (value[0], value[1], value[2]) elif len(value) == 5: if show_stdv: return '%s\'s %s:%g+%g' % (value[0], value[1], value[2], value[4]) else: return '%s\'s %s:%g' % (value[0], value[1], value[2]) else: raise ValueError("Wrong metric value") def print_evaluation(period=1, show_stdv=True): """Create a callback that print evaluation result. Parameters ---------- period : int The period to log the evaluation results show_stdv : bool, optional Whether show stdv if provided Returns ------- callback : function A callback that print evaluation every period iterations. """ def callback(env): """internal function""" if not env.evaluation_result_list or period <= 0: return if (env.iteration + 1) % period == 0: result = '\t'.join( [_format_eval_result(x, show_stdv) for x in env.evaluation_result_list] ) print('[%d]\t%s' % (env.iteration + 1, result)) callback.order = 10 return callback def record_evaluation(eval_result): """Create a call back that records the evaluation history into eval_result. Parameters ---------- eval_result : dict A dictionary to store the evaluation results. Returns ------- callback : function The requested callback function. """ if not isinstance(eval_result, dict): raise TypeError('Eval_result should be a dictionary') eval_result.clear() def init(env): """internal function""" for data_name, _, _, _ in env.evaluation_result_list: eval_result.setdefault(data_name, collections.defaultdict(list)) def callback(env): """internal function""" if not eval_result: init(env) for data_name, eval_name, result, _ in env.evaluation_result_list: eval_result[data_name][eval_name].append(result) callback.order = 20 return callback def reset_parameter(**kwargs): """Reset parameter after first iteration NOTE: the initial parameter will still take in-effect on first iteration. Parameters ---------- **kwargs: value should be list or function List of parameters for each boosting round or a customized function that calculates learning_rate in terms of current number of round (e.g. yields learning rate decay) - list l: parameter = l[current_round] - function f: parameter = f(current_round) Returns ------- callback : function The requested callback function. """ def callback(env): """internal function""" for key, value in kwargs.items(): if isinstance(value, list): if len(value) != env.end_iteration - env.begin_iteration: raise ValueError("Length of list {} has to equal to 'num_boost_round'.".format(repr(key))) env.model.reset_parameter({key: value[env.iteration - env.begin_iteration]}) else: env.model.reset_parameter({key: value(env.iteration - env.begin_iteration)}) callback.before_iteration = True callback.order = 10 return callback def early_stopping(stopping_rounds, verbose=True): """Create a callback that activates early stopping. Activates early stopping. Requires at least one validation data and one metric If there's more than one, will check all of them Parameters ---------- stopping_rounds : int The stopping rounds before the trend occur. verbose : optional, bool Whether to print message about early stopping information. Returns ------- callback : function The requested callback function. """ factor_to_bigger_better = {} best_score = {} best_iter = {} best_msg = {} def init(env): """internal function""" if not env.evaluation_result_list: raise ValueError('For early stopping, at least one dataset or eval metric is required for evaluation') if verbose: msg = "Train until valid scores didn't improve in {} rounds." print(msg.format(stopping_rounds)) for i in range(len(env.evaluation_result_list)): best_score[i] = float('-inf') best_iter[i] = 0 if verbose: best_msg[i] = "" factor_to_bigger_better[i] = 1.0 if env.evaluation_result_list[i][3] else -1.0 def callback(env): """internal function""" if not best_score: init(env) for i in range(len(env.evaluation_result_list)): score = env.evaluation_result_list[i][2] * factor_to_bigger_better[i] if score > best_score[i]: best_score[i] = score best_iter[i] = env.iteration if verbose: best_msg[i] = '[%d]\t%s' % ( env.iteration + 1, '\t'.join( [_format_eval_result(x) for x in env.evaluation_result_list] ) ) else: if env.iteration - best_iter[i] >= stopping_rounds: if env.model is not None: env.model.set_attr(best_iteration=str(best_iter[i])) if verbose: print('Early stopping, best iteration is:') print(best_msg[i]) raise EarlyStopException(best_iter[i]) callback.order = 30 return callback