# coding: utf-8 # pylint: disable = invalid-name, W0105, C0301 from __future__ import absolute_import import collections import inspect 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_learning_rate(learning_rates): """Reset learning rate after first iteration NOTE: the initial learning rate will still take in-effect on first iteration. Parameters ---------- learning_rates: list or function List of learning rate for each boosting round \ or a customized function that calculates learning_rate in terms of \ current number of round and the total number of boosting round \ (e.g. yields learning rate decay) - list l: learning_rate = l[current_round] - function f: learning_rate = f(current_round, total_boost_round) \ or learning_rate = f(current_round) Returns ------- callback : function The requested callback function. """ def callback(env): """internal function""" if isinstance(learning_rates, list): if len(learning_rates) != env.end_iteration - env.begin_iteration: raise ValueError("Length of list 'learning_rates' has to equal to 'num_boost_round'.") env.model.reset_parameter({'learning_rate':learning_rates[env.iteration]}) else: argc = len(inspect.getargspec(learning_rates).args) if argc is 1: env.model.reset_parameter({"learning_rate": learning_rates(env.iteration - env.begin_iteration)}) elif argc is 2: env.model.reset_parameter({"learning_rate": \ learning_rates(env.iteration - env.begin_iteration, env.end_iteration - env.begin_iteration)}) else: raise ValueError("Self-defined function 'learning_rates' should have 1 or 2 arguments, got %d" %(argc)) callback.before_iteration = True callback.order = 10 return callback def early_stop(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 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