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test_sklearn.py
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# coding: utf-8
import inspect
import itertools
import math
import re
from functools import partial
from os import getenv
from pathlib import Path
import joblib
import numpy as np
import pytest
import scipy.sparse
from scipy.stats import spearmanr
from sklearn.base import clone
from sklearn.datasets import load_svmlight_file, make_blobs, make_multilabel_classification
from sklearn.ensemble import StackingClassifier, StackingRegressor
from sklearn.metrics import accuracy_score, log_loss, mean_squared_error, r2_score
from sklearn.model_selection import GridSearchCV, RandomizedSearchCV, train_test_split
from sklearn.multioutput import ClassifierChain, MultiOutputClassifier, MultiOutputRegressor, RegressorChain
from sklearn.utils.estimator_checks import parametrize_with_checks as sklearn_parametrize_with_checks
from sklearn.utils.validation import check_is_fitted
import lightgbm as lgb
from lightgbm.basic import LGBMDeprecationWarning
from lightgbm.compat import (
DASK_INSTALLED,
DATATABLE_INSTALLED,
PANDAS_INSTALLED,
_sklearn_version,
dt_DataTable,
pd_DataFrame,
pd_Series,
)
from .utils import (
assert_silent,
load_breast_cancer,
load_digits,
load_iris,
load_linnerud,
make_ranking,
make_synthetic_regression,
sklearn_multiclass_custom_objective,
softmax,
)
SKLEARN_MAJOR, SKLEARN_MINOR, *_ = _sklearn_version.split(".")
SKLEARN_VERSION_GTE_1_6 = (int(SKLEARN_MAJOR), int(SKLEARN_MINOR)) >= (1, 6)
decreasing_generator = itertools.count(0, -1)
estimator_classes = (lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker)
task_to_model_factory = {
"ranking": lgb.LGBMRanker,
"binary-classification": lgb.LGBMClassifier,
"multiclass-classification": lgb.LGBMClassifier,
"regression": lgb.LGBMRegressor,
}
all_tasks = tuple(task_to_model_factory.keys())
def _create_data(task, n_samples=100, n_features=4):
if task == "ranking":
X, y, g = make_ranking(n_features=4, n_samples=n_samples)
g = np.bincount(g)
elif task.endswith("classification"):
if task == "binary-classification":
centers = 2
elif task == "multiclass-classification":
centers = 3
else:
raise ValueError(f"Unknown classification task '{task}'")
X, y = make_blobs(n_samples=n_samples, n_features=n_features, centers=centers, random_state=42)
g = None
elif task == "regression":
X, y = make_synthetic_regression(n_samples=n_samples, n_features=n_features)
g = None
return X, y, g
class UnpicklableCallback:
def __reduce__(self):
raise Exception("This class in not picklable")
def __call__(self, env):
env.model.attr_set_inside_callback = env.iteration * 10
class ExtendedLGBMClassifier(lgb.LGBMClassifier):
"""Class for testing that inheriting from LGBMClassifier works"""
def __init__(self, *, some_other_param: str = "lgbm-classifier", **kwargs):
self.some_other_param = some_other_param
super().__init__(**kwargs)
class ExtendedLGBMRanker(lgb.LGBMRanker):
"""Class for testing that inheriting from LGBMRanker works"""
def __init__(self, *, some_other_param: str = "lgbm-ranker", **kwargs):
self.some_other_param = some_other_param
super().__init__(**kwargs)
class ExtendedLGBMRegressor(lgb.LGBMRegressor):
"""Class for testing that inheriting from LGBMRegressor works"""
def __init__(self, *, some_other_param: str = "lgbm-regressor", **kwargs):
self.some_other_param = some_other_param
super().__init__(**kwargs)
def custom_asymmetric_obj(y_true, y_pred):
residual = (y_true - y_pred).astype(np.float64)
grad = np.where(residual < 0, -2 * 10.0 * residual, -2 * residual)
hess = np.where(residual < 0, 2 * 10.0, 2.0)
return grad, hess
def objective_ls(y_true, y_pred):
grad = y_pred - y_true
hess = np.ones(len(y_true))
return grad, hess
def logregobj(y_true, y_pred):
y_pred = 1.0 / (1.0 + np.exp(-y_pred))
grad = y_pred - y_true
hess = y_pred * (1.0 - y_pred)
return grad, hess
def custom_dummy_obj(y_true, y_pred):
return np.ones(y_true.shape), np.ones(y_true.shape)
def constant_metric(y_true, y_pred):
return "error", 0, False
def decreasing_metric(y_true, y_pred):
return ("decreasing_metric", next(decreasing_generator), False)
def mse(y_true, y_pred):
return "custom MSE", mean_squared_error(y_true, y_pred), False
def binary_error(y_true, y_pred):
return np.mean((y_pred > 0.5) != y_true)
def multi_error(y_true, y_pred):
return np.mean(y_true != y_pred)
def multi_logloss(y_true, y_pred):
return np.mean([-math.log(y_pred[i][y]) for i, y in enumerate(y_true)])
def test_binary():
X, y = load_breast_cancer(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
ret = log_loss(y_test, gbm.predict_proba(X_test))
assert ret < 0.12
assert gbm.evals_result_["valid_0"]["binary_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
def test_regression():
X, y = make_synthetic_regression()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1)
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
ret = mean_squared_error(y_test, gbm.predict(X_test))
assert ret < 174
assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
@pytest.mark.skipif(
getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
def test_multiclass():
X, y = load_digits(n_class=10, return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1)
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
ret = multi_error(y_test, gbm.predict(X_test))
assert ret < 0.05
ret = multi_logloss(y_test, gbm.predict_proba(X_test))
assert ret < 0.16
assert gbm.evals_result_["valid_0"]["multi_logloss"][gbm.best_iteration_ - 1] == pytest.approx(ret)
@pytest.mark.skipif(
getenv("TASK", "") == "cuda", reason="Skip due to differences in implementation details of CUDA version"
)
def test_lambdarank():
rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
gbm = lgb.LGBMRanker(n_estimators=50)
gbm.fit(
X_train,
y_train,
group=q_train,
eval_set=[(X_test, y_test)],
eval_group=[q_test],
eval_at=[1, 3],
callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
)
assert gbm.best_iteration_ <= 24
assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.5674
assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.578
def test_xendcg():
xendcg_example_dir = Path(__file__).absolute().parents[2] / "examples" / "xendcg"
X_train, y_train = load_svmlight_file(str(xendcg_example_dir / "rank.train"))
X_test, y_test = load_svmlight_file(str(xendcg_example_dir / "rank.test"))
q_train = np.loadtxt(str(xendcg_example_dir / "rank.train.query"))
q_test = np.loadtxt(str(xendcg_example_dir / "rank.test.query"))
gbm = lgb.LGBMRanker(n_estimators=50, objective="rank_xendcg", random_state=5, n_jobs=1)
gbm.fit(
X_train,
y_train,
group=q_train,
eval_set=[(X_test, y_test)],
eval_group=[q_test],
eval_at=[1, 3],
eval_metric="ndcg",
callbacks=[lgb.early_stopping(10), lgb.reset_parameter(learning_rate=lambda x: max(0.01, 0.1 - 0.01 * x))],
)
assert gbm.best_iteration_ <= 24
assert gbm.best_score_["valid_0"]["ndcg@1"] > 0.6211
assert gbm.best_score_["valid_0"]["ndcg@3"] > 0.6253
def test_eval_at_aliases():
rank_example_dir = Path(__file__).absolute().parents[2] / "examples" / "lambdarank"
X_train, y_train = load_svmlight_file(str(rank_example_dir / "rank.train"))
X_test, y_test = load_svmlight_file(str(rank_example_dir / "rank.test"))
q_train = np.loadtxt(str(rank_example_dir / "rank.train.query"))
q_test = np.loadtxt(str(rank_example_dir / "rank.test.query"))
for alias in lgb.basic._ConfigAliases.get("eval_at"):
gbm = lgb.LGBMRanker(n_estimators=5, **{alias: [1, 2, 3, 9]})
with pytest.warns(UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'eval_at' argument"):
gbm.fit(X_train, y_train, group=q_train, eval_set=[(X_test, y_test)], eval_group=[q_test])
assert list(gbm.evals_result_["valid_0"].keys()) == ["ndcg@1", "ndcg@2", "ndcg@3", "ndcg@9"]
@pytest.mark.parametrize("custom_objective", [True, False])
def test_objective_aliases(custom_objective):
X, y = make_synthetic_regression()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
if custom_objective:
obj = custom_dummy_obj
metric_name = "l2" # default one
else:
obj = "mape"
metric_name = "mape"
evals = []
for alias in lgb.basic._ConfigAliases.get("objective"):
gbm = lgb.LGBMRegressor(n_estimators=5, **{alias: obj})
if alias != "objective":
with pytest.warns(
UserWarning, match=f"Found '{alias}' in params. Will use it instead of 'objective' argument"
):
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
else:
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)])
assert list(gbm.evals_result_["valid_0"].keys()) == [metric_name]
evals.append(gbm.evals_result_["valid_0"][metric_name])
evals_t = np.array(evals).T
for i in range(evals_t.shape[0]):
np.testing.assert_allclose(evals_t[i], evals_t[i][0])
# check that really dummy objective was used and estimator didn't learn anything
if custom_objective:
np.testing.assert_allclose(evals_t, evals_t[0][0])
def test_regression_with_custom_objective():
X, y = make_synthetic_regression()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMRegressor(n_estimators=50, verbose=-1, objective=objective_ls)
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
ret = mean_squared_error(y_test, gbm.predict(X_test))
assert ret < 174
assert gbm.evals_result_["valid_0"]["l2"][gbm.best_iteration_ - 1] == pytest.approx(ret)
def test_binary_classification_with_custom_objective():
X, y = load_digits(n_class=2, return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMClassifier(n_estimators=50, verbose=-1, objective=logregobj)
gbm.fit(X_train, y_train, eval_set=[(X_test, y_test)], callbacks=[lgb.early_stopping(5)])
# prediction result is actually not transformed (is raw) due to custom objective
y_pred_raw = gbm.predict_proba(X_test)
assert not np.all(y_pred_raw >= 0)
y_pred = 1.0 / (1.0 + np.exp(-y_pred_raw))
ret = binary_error(y_test, y_pred)
assert ret < 0.05
def test_dart():
X, y = make_synthetic_regression()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMRegressor(boosting_type="dart", n_estimators=50)
gbm.fit(X_train, y_train)
score = gbm.score(X_test, y_test)
assert 0.8 <= score <= 1.0
def test_stacking_classifier():
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
classifiers = [("gbm1", lgb.LGBMClassifier(n_estimators=3)), ("gbm2", lgb.LGBMClassifier(n_estimators=3))]
clf = StackingClassifier(
estimators=classifiers, final_estimator=lgb.LGBMClassifier(n_estimators=3), passthrough=True
)
clf.fit(X_train, y_train)
score = clf.score(X_test, y_test)
assert score >= 0.8
assert score <= 1.0
assert clf.n_features_in_ == 4 # number of input features
assert len(clf.named_estimators_["gbm1"].feature_importances_) == 4
assert clf.named_estimators_["gbm1"].n_features_in_ == clf.named_estimators_["gbm2"].n_features_in_
assert clf.final_estimator_.n_features_in_ == 10 # number of concatenated features
assert len(clf.final_estimator_.feature_importances_) == 10
assert all(clf.named_estimators_["gbm1"].classes_ == clf.named_estimators_["gbm2"].classes_)
assert all(clf.classes_ == clf.named_estimators_["gbm1"].classes_)
def test_stacking_regressor():
X, y = make_synthetic_regression(n_samples=200)
n_features = X.shape[1]
n_input_models = 2
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
regressors = [("gbm1", lgb.LGBMRegressor(n_estimators=3)), ("gbm2", lgb.LGBMRegressor(n_estimators=3))]
reg = StackingRegressor(estimators=regressors, final_estimator=lgb.LGBMRegressor(n_estimators=3), passthrough=True)
reg.fit(X_train, y_train)
score = reg.score(X_test, y_test)
assert score >= 0.2
assert score <= 1.0
assert reg.n_features_in_ == n_features # number of input features
assert len(reg.named_estimators_["gbm1"].feature_importances_) == n_features
assert reg.named_estimators_["gbm1"].n_features_in_ == reg.named_estimators_["gbm2"].n_features_in_
assert reg.final_estimator_.n_features_in_ == n_features + n_input_models # number of concatenated features
assert len(reg.final_estimator_.feature_importances_) == n_features + n_input_models
def test_grid_search():
X, y = load_iris(return_X_y=True)
y = y.astype(str) # utilize label encoder at it's max power
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
params = {"subsample": 0.8, "subsample_freq": 1}
grid_params = {"boosting_type": ["rf", "gbdt"], "n_estimators": [4, 6], "reg_alpha": [0.01, 0.005]}
evals_result = {}
fit_params = {
"eval_set": [(X_val, y_val)],
"eval_metric": constant_metric,
"callbacks": [lgb.early_stopping(2), lgb.record_evaluation(evals_result)],
}
grid = GridSearchCV(estimator=lgb.LGBMClassifier(**params), param_grid=grid_params, cv=2)
grid.fit(X_train, y_train, **fit_params)
score = grid.score(X_test, y_test) # utilizes GridSearchCV default refit=True
assert grid.best_params_["boosting_type"] in ["rf", "gbdt"]
assert grid.best_params_["n_estimators"] in [4, 6]
assert grid.best_params_["reg_alpha"] in [0.01, 0.005]
assert grid.best_score_ <= 1.0
assert grid.best_estimator_.best_iteration_ == 1
assert grid.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
assert grid.best_estimator_.best_score_["valid_0"]["error"] == 0
assert score >= 0.2
assert score <= 1.0
assert evals_result == grid.best_estimator_.evals_result_
def test_random_search(rng):
X, y = load_iris(return_X_y=True)
y = y.astype(str) # utilize label encoder at it's max power
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
X_train, X_val, y_train, y_val = train_test_split(X_train, y_train, test_size=0.1, random_state=42)
n_iter = 3 # Number of samples
params = {"subsample": 0.8, "subsample_freq": 1}
param_dist = {
"boosting_type": ["rf", "gbdt"],
"n_estimators": rng.integers(low=3, high=10, size=(n_iter,)).tolist(),
"reg_alpha": rng.uniform(low=0.01, high=0.06, size=(n_iter,)).tolist(),
}
fit_params = {"eval_set": [(X_val, y_val)], "eval_metric": constant_metric, "callbacks": [lgb.early_stopping(2)]}
rand = RandomizedSearchCV(
estimator=lgb.LGBMClassifier(**params), param_distributions=param_dist, cv=2, n_iter=n_iter, random_state=42
)
rand.fit(X_train, y_train, **fit_params)
score = rand.score(X_test, y_test) # utilizes RandomizedSearchCV default refit=True
assert rand.best_params_["boosting_type"] in ["rf", "gbdt"]
assert rand.best_params_["n_estimators"] in list(range(3, 10))
assert rand.best_params_["reg_alpha"] >= 0.01 # Left-closed boundary point
assert rand.best_params_["reg_alpha"] <= 0.06 # Right-closed boundary point
assert rand.best_score_ <= 1.0
assert rand.best_estimator_.best_score_["valid_0"]["multi_logloss"] < 0.25
assert rand.best_estimator_.best_score_["valid_0"]["error"] == 0
assert score >= 0.2
assert score <= 1.0
def test_multioutput_classifier():
n_outputs = 3
X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
y = y.astype(str) # utilize label encoder at it's max power
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
clf = MultiOutputClassifier(estimator=lgb.LGBMClassifier(n_estimators=10))
clf.fit(X_train, y_train)
score = clf.score(X_test, y_test)
assert score >= 0.2
assert score <= 1.0
np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
for classifier in clf.estimators_:
assert isinstance(classifier, lgb.LGBMClassifier)
assert isinstance(classifier.booster_, lgb.Booster)
def test_multioutput_regressor():
bunch = load_linnerud(as_frame=True) # returns a Bunch instance
X, y = bunch["data"], bunch["target"]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
reg = MultiOutputRegressor(estimator=lgb.LGBMRegressor(n_estimators=10))
reg.fit(X_train, y_train)
y_pred = reg.predict(X_test)
_, score, _ = mse(y_test, y_pred)
assert score >= 0.2
assert score <= 120.0
for regressor in reg.estimators_:
assert isinstance(regressor, lgb.LGBMRegressor)
assert isinstance(regressor.booster_, lgb.Booster)
def test_classifier_chain():
n_outputs = 3
X, y = make_multilabel_classification(n_samples=100, n_features=20, n_classes=n_outputs, random_state=0)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
order = [2, 0, 1]
clf = ClassifierChain(base_estimator=lgb.LGBMClassifier(n_estimators=10), order=order, random_state=42)
clf.fit(X_train, y_train)
score = clf.score(X_test, y_test)
assert score >= 0.2
assert score <= 1.0
np.testing.assert_array_equal(np.tile(np.unique(y_train), n_outputs), np.concatenate(clf.classes_))
assert order == clf.order_
for classifier in clf.estimators_:
assert isinstance(classifier, lgb.LGBMClassifier)
assert isinstance(classifier.booster_, lgb.Booster)
def test_regressor_chain():
bunch = load_linnerud(as_frame=True) # returns a Bunch instance
X, y = bunch["data"], bunch["target"]
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
order = [2, 0, 1]
reg = RegressorChain(base_estimator=lgb.LGBMRegressor(n_estimators=10), order=order, random_state=42)
reg.fit(X_train, y_train)
y_pred = reg.predict(X_test)
_, score, _ = mse(y_test, y_pred)
assert score >= 0.2
assert score <= 120.0
assert order == reg.order_
for regressor in reg.estimators_:
assert isinstance(regressor, lgb.LGBMRegressor)
assert isinstance(regressor.booster_, lgb.Booster)
def test_clone_and_property():
X, y = make_synthetic_regression()
gbm = lgb.LGBMRegressor(n_estimators=10, verbose=-1)
gbm.fit(X, y)
gbm_clone = clone(gbm)
# original estimator is unaffected
assert gbm.n_estimators == 10
assert gbm.verbose == -1
assert isinstance(gbm.booster_, lgb.Booster)
assert isinstance(gbm.feature_importances_, np.ndarray)
# new estimator is unfitted, but has the same parameters
assert gbm_clone.__sklearn_is_fitted__() is False
assert gbm_clone.n_estimators == 10
assert gbm_clone.verbose == -1
assert gbm_clone.get_params() == gbm.get_params()
X, y = load_digits(n_class=2, return_X_y=True)
clf = lgb.LGBMClassifier(n_estimators=10, verbose=-1)
clf.fit(X, y)
assert sorted(clf.classes_) == [0, 1]
assert clf.n_classes_ == 2
assert isinstance(clf.booster_, lgb.Booster)
assert isinstance(clf.feature_importances_, np.ndarray)
@pytest.mark.parametrize("estimator", (lgb.LGBMClassifier, lgb.LGBMRegressor, lgb.LGBMRanker))
def test_estimators_all_have_the_same_kwargs_and_defaults(estimator):
base_spec = inspect.getfullargspec(lgb.LGBMModel)
subclass_spec = inspect.getfullargspec(estimator)
# should not allow for any varargs
assert subclass_spec.varargs == base_spec.varargs
assert subclass_spec.varargs is None
# the only varkw should be **kwargs,
assert subclass_spec.varkw == base_spec.varkw
assert subclass_spec.varkw == "kwargs"
# default values for all constructor arguments should be identical
#
# NOTE: if LGBMClassifier / LGBMRanker / LGBMRegressor ever override
# any of LGBMModel's constructor arguments, this will need to be updated
assert subclass_spec.kwonlydefaults == base_spec.kwonlydefaults
# only positional argument should be 'self'
assert subclass_spec.args == base_spec.args
assert subclass_spec.args == ["self"]
assert subclass_spec.defaults is None
# get_params() should be identical
assert estimator().get_params() == lgb.LGBMModel().get_params()
def test_subclassing_get_params_works():
expected_params = {
"boosting_type": "gbdt",
"class_weight": None,
"colsample_bytree": 1.0,
"importance_type": "split",
"learning_rate": 0.1,
"max_depth": -1,
"min_child_samples": 20,
"min_child_weight": 0.001,
"min_split_gain": 0.0,
"n_estimators": 100,
"n_jobs": None,
"num_leaves": 31,
"objective": None,
"random_state": None,
"reg_alpha": 0.0,
"reg_lambda": 0.0,
"subsample": 1.0,
"subsample_for_bin": 200000,
"subsample_freq": 0,
}
# Overrides, used to test that passing through **kwargs works as expected.
#
# why these?
#
# - 'n_estimators' directly matches a keyword arg for the scikit-learn estimators
# - 'eta' is a parameter alias for 'learning_rate'
overrides = {"n_estimators": 13, "eta": 0.07}
# lightgbm-official classes
for est in [lgb.LGBMModel, lgb.LGBMClassifier, lgb.LGBMRanker, lgb.LGBMRegressor]:
assert est().get_params() == expected_params
assert est(**overrides).get_params() == {
**expected_params,
"eta": 0.07,
"n_estimators": 13,
"learning_rate": 0.1,
}
if DASK_INSTALLED:
for est in [lgb.DaskLGBMClassifier, lgb.DaskLGBMRanker, lgb.DaskLGBMRegressor]:
assert est().get_params() == {
**expected_params,
"client": None,
}
assert est(**overrides).get_params() == {
**expected_params,
"eta": 0.07,
"n_estimators": 13,
"learning_rate": 0.1,
"client": None,
}
# custom sub-classes
assert ExtendedLGBMClassifier().get_params() == {**expected_params, "some_other_param": "lgbm-classifier"}
assert ExtendedLGBMClassifier(**overrides).get_params() == {
**expected_params,
"eta": 0.07,
"n_estimators": 13,
"learning_rate": 0.1,
"some_other_param": "lgbm-classifier",
}
assert ExtendedLGBMRanker().get_params() == {
**expected_params,
"some_other_param": "lgbm-ranker",
}
assert ExtendedLGBMRanker(**overrides).get_params() == {
**expected_params,
"eta": 0.07,
"n_estimators": 13,
"learning_rate": 0.1,
"some_other_param": "lgbm-ranker",
}
assert ExtendedLGBMRegressor().get_params() == {
**expected_params,
"some_other_param": "lgbm-regressor",
}
assert ExtendedLGBMRegressor(**overrides).get_params() == {
**expected_params,
"eta": 0.07,
"n_estimators": 13,
"learning_rate": 0.1,
"some_other_param": "lgbm-regressor",
}
@pytest.mark.parametrize("task", all_tasks)
def test_subclassing_works(task):
# param values to make training deterministic and
# just train a small, cheap model
params = {
"deterministic": True,
"force_row_wise": True,
"n_jobs": 1,
"n_estimators": 5,
"num_leaves": 11,
"random_state": 708,
}
X, y, g = _create_data(task=task)
if task == "ranking":
est = lgb.LGBMRanker(**params).fit(X, y, group=g)
est_sub = ExtendedLGBMRanker(**params).fit(X, y, group=g)
elif task.endswith("classification"):
est = lgb.LGBMClassifier(**params).fit(X, y)
est_sub = ExtendedLGBMClassifier(**params).fit(X, y)
else:
est = lgb.LGBMRegressor(**params).fit(X, y)
est_sub = ExtendedLGBMRegressor(**params).fit(X, y)
np.testing.assert_allclose(est.predict(X), est_sub.predict(X))
@pytest.mark.parametrize(
"estimator_to_task",
[
(lgb.LGBMClassifier, "binary-classification"),
(ExtendedLGBMClassifier, "binary-classification"),
(lgb.LGBMRanker, "ranking"),
(ExtendedLGBMRanker, "ranking"),
(lgb.LGBMRegressor, "regression"),
(ExtendedLGBMRegressor, "regression"),
],
)
def test_parameter_aliases_are_handled_correctly(estimator_to_task):
estimator, task = estimator_to_task
# scikit-learn estimators should remember every parameter passed
# via keyword arguments in the estimator constructor, but then
# only pass the correct value down to LightGBM's C++ side
params = {
"eta": 0.08,
"num_iterations": 3,
"num_leaves": 5,
}
X, y, g = _create_data(task=task)
mod = estimator(**params)
if task == "ranking":
mod.fit(X, y, group=g)
else:
mod.fit(X, y)
# scikit-learn get_params()
p = mod.get_params()
assert p["eta"] == 0.08
assert p["learning_rate"] == 0.1
# lgb.Booster's 'params' attribute
p = mod.booster_.params
assert p["eta"] == 0.08
assert p["learning_rate"] == 0.1
# Config in the 'LightGBM::Booster' on the C++ side
p = mod.booster_._get_loaded_param()
assert p["learning_rate"] == 0.1
assert "eta" not in p
def test_joblib(tmp_path):
X, y = make_synthetic_regression()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
gbm = lgb.LGBMRegressor(n_estimators=10, objective=custom_asymmetric_obj, verbose=-1, importance_type="split")
gbm.fit(
X_train,
y_train,
eval_set=[(X_train, y_train), (X_test, y_test)],
eval_metric=mse,
callbacks=[lgb.early_stopping(5), lgb.reset_parameter(learning_rate=list(np.arange(1, 0, -0.1)))],
)
model_path_pkl = str(tmp_path / "lgb.pkl")
joblib.dump(gbm, model_path_pkl) # test model with custom functions
gbm_pickle = joblib.load(model_path_pkl)
assert isinstance(gbm_pickle.booster_, lgb.Booster)
assert gbm.get_params() == gbm_pickle.get_params()
np.testing.assert_array_equal(gbm.feature_importances_, gbm_pickle.feature_importances_)
assert gbm_pickle.learning_rate == pytest.approx(0.1)
assert callable(gbm_pickle.objective)
for eval_set in gbm.evals_result_:
for metric in gbm.evals_result_[eval_set]:
np.testing.assert_allclose(gbm.evals_result_[eval_set][metric], gbm_pickle.evals_result_[eval_set][metric])
pred_origin = gbm.predict(X_test)
pred_pickle = gbm_pickle.predict(X_test)
np.testing.assert_allclose(pred_origin, pred_pickle)
def test_non_serializable_objects_in_callbacks(tmp_path):
unpicklable_callback = UnpicklableCallback()
with pytest.raises(Exception, match="This class in not picklable"):
joblib.dump(unpicklable_callback, tmp_path / "tmp.joblib")
X, y = make_synthetic_regression()
gbm = lgb.LGBMRegressor(n_estimators=5)
gbm.fit(X, y, callbacks=[unpicklable_callback])
assert gbm.booster_.attr_set_inside_callback == 40
@pytest.mark.parametrize("rng_constructor", [np.random.RandomState, np.random.default_rng])
def test_random_state_object(rng_constructor):
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.1, random_state=42)
state1 = rng_constructor(123)
state2 = rng_constructor(123)
clf1 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state1)
clf2 = lgb.LGBMClassifier(n_estimators=10, subsample=0.5, subsample_freq=1, random_state=state2)
# Test if random_state is properly stored
assert clf1.random_state is state1
assert clf2.random_state is state2
# Test if two random states produce identical models
clf1.fit(X_train, y_train)
clf2.fit(X_train, y_train)
y_pred1 = clf1.predict(X_test, raw_score=True)
y_pred2 = clf2.predict(X_test, raw_score=True)
np.testing.assert_allclose(y_pred1, y_pred2)
np.testing.assert_array_equal(clf1.feature_importances_, clf2.feature_importances_)
df1 = clf1.booster_.model_to_string(num_iteration=0)
df2 = clf2.booster_.model_to_string(num_iteration=0)
assert df1 == df2
# Test if subsequent fits sample from random_state object and produce different models
clf1.fit(X_train, y_train)
y_pred1_refit = clf1.predict(X_test, raw_score=True)
df3 = clf1.booster_.model_to_string(num_iteration=0)
assert clf1.random_state is state1
assert clf2.random_state is state2
with pytest.raises(AssertionError):
np.testing.assert_allclose(y_pred1, y_pred1_refit)
assert df1 != df3
def test_feature_importances_single_leaf():
data = load_iris(return_X_y=False)
clf = lgb.LGBMClassifier(n_estimators=10)
clf.fit(data.data, data.target)
importances = clf.feature_importances_
assert len(importances) == 4
def test_feature_importances_type():
data = load_iris(return_X_y=False)
clf = lgb.LGBMClassifier(n_estimators=10)
clf.fit(data.data, data.target)
clf.set_params(importance_type="split")
importances_split = clf.feature_importances_
clf.set_params(importance_type="gain")
importances_gain = clf.feature_importances_
# Test that the largest element is NOT the same, the smallest can be the same, i.e. zero
importance_split_top1 = sorted(importances_split, reverse=True)[0]
importance_gain_top1 = sorted(importances_gain, reverse=True)[0]
assert importance_split_top1 != importance_gain_top1
# why fixed seed?
# sometimes there is no difference how cols are treated (cat or not cat)
def test_pandas_categorical(rng_fixed_seed, tmp_path):
pd = pytest.importorskip("pandas")
X = pd.DataFrame(
{
"A": rng_fixed_seed.permutation(["a", "b", "c", "d"] * 75), # str
"B": rng_fixed_seed.permutation([1, 2, 3] * 100), # int
"C": rng_fixed_seed.permutation([0.1, 0.2, -0.1, -0.1, 0.2] * 60), # float
"D": rng_fixed_seed.permutation([True, False] * 150), # bool
"E": pd.Categorical(rng_fixed_seed.permutation(["z", "y", "x", "w", "v"] * 60), ordered=True),
}
) # str and ordered categorical
y = rng_fixed_seed.permutation([0, 1] * 150)
X_test = pd.DataFrame(
{
"A": rng_fixed_seed.permutation(["a", "b", "e"] * 20), # unseen category
"B": rng_fixed_seed.permutation([1, 3] * 30),
"C": rng_fixed_seed.permutation([0.1, -0.1, 0.2, 0.2] * 15),
"D": rng_fixed_seed.permutation([True, False] * 30),
"E": pd.Categorical(rng_fixed_seed.permutation(["z", "y"] * 30), ordered=True),
}
)
cat_cols_actual = ["A", "B", "C", "D"]
cat_cols_to_store = cat_cols_actual + ["E"]
X[cat_cols_actual] = X[cat_cols_actual].astype("category")
X_test[cat_cols_actual] = X_test[cat_cols_actual].astype("category")
cat_values = [X[col].cat.categories.tolist() for col in cat_cols_to_store]
gbm0 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
pred0 = gbm0.predict(X_test, raw_score=True)
pred_prob = gbm0.predict_proba(X_test)[:, 1]
gbm1 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, pd.Series(y), categorical_feature=[0])
pred1 = gbm1.predict(X_test, raw_score=True)
gbm2 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A"])
pred2 = gbm2.predict(X_test, raw_score=True)
gbm3 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D"])
pred3 = gbm3.predict(X_test, raw_score=True)
categorical_model_path = tmp_path / "categorical.model"
gbm3.booster_.save_model(categorical_model_path)
gbm4 = lgb.Booster(model_file=categorical_model_path)
pred4 = gbm4.predict(X_test)
gbm5 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=["A", "B", "C", "D", "E"])
pred5 = gbm5.predict(X_test, raw_score=True)
gbm6 = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y, categorical_feature=[])
pred6 = gbm6.predict(X_test, raw_score=True)
with pytest.raises(AssertionError):
np.testing.assert_allclose(pred0, pred1)
with pytest.raises(AssertionError):
np.testing.assert_allclose(pred0, pred2)
np.testing.assert_allclose(pred1, pred2)
np.testing.assert_allclose(pred0, pred3)
np.testing.assert_allclose(pred_prob, pred4)
with pytest.raises(AssertionError):
np.testing.assert_allclose(pred0, pred5) # ordered cat features aren't treated as cat features by default
with pytest.raises(AssertionError):
np.testing.assert_allclose(pred0, pred6)
assert gbm0.booster_.pandas_categorical == cat_values
assert gbm1.booster_.pandas_categorical == cat_values
assert gbm2.booster_.pandas_categorical == cat_values
assert gbm3.booster_.pandas_categorical == cat_values
assert gbm4.pandas_categorical == cat_values
assert gbm5.booster_.pandas_categorical == cat_values
assert gbm6.booster_.pandas_categorical == cat_values
def test_pandas_sparse(rng):
pd = pytest.importorskip("pandas")
X = pd.DataFrame(
{
"A": pd.arrays.SparseArray(rng.permutation([0, 1, 2] * 100)),
"B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1, 0.2] * 60)),
"C": pd.arrays.SparseArray(rng.permutation([True, False] * 150)),
}
)
y = pd.Series(pd.arrays.SparseArray(rng.permutation([0, 1] * 150)))
X_test = pd.DataFrame(
{
"A": pd.arrays.SparseArray(rng.permutation([0, 2] * 30)),
"B": pd.arrays.SparseArray(rng.permutation([0.0, 0.1, 0.2, -0.1] * 15)),
"C": pd.arrays.SparseArray(rng.permutation([True, False] * 30)),
}
)
for dtype in pd.concat([X.dtypes, X_test.dtypes, pd.Series(y.dtypes)]):
assert isinstance(dtype, pd.SparseDtype)
gbm = lgb.sklearn.LGBMClassifier(n_estimators=10).fit(X, y)
pred_sparse = gbm.predict(X_test, raw_score=True)
if hasattr(X_test, "sparse"):
pred_dense = gbm.predict(X_test.sparse.to_dense(), raw_score=True)
else:
pred_dense = gbm.predict(X_test.to_dense(), raw_score=True)
np.testing.assert_allclose(pred_sparse, pred_dense)
def test_predict():
# With default params
iris = load_iris(return_X_y=False)
X_train, X_test, y_train, _ = train_test_split(iris.data, iris.target, test_size=0.2, random_state=42)
gbm = lgb.train({"objective": "multiclass", "num_class": 3, "verbose": -1}, lgb.Dataset(X_train, y_train))
clf = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train)
# Tests same probabilities
res_engine = gbm.predict(X_test)
res_sklearn = clf.predict_proba(X_test)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests same predictions
res_engine = np.argmax(gbm.predict(X_test), axis=1)
res_sklearn = clf.predict(X_test)
np.testing.assert_equal(res_engine, res_sklearn)
# Tests same raw scores
res_engine = gbm.predict(X_test, raw_score=True)
res_sklearn = clf.predict(X_test, raw_score=True)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests same leaf indices
res_engine = gbm.predict(X_test, pred_leaf=True)
res_sklearn = clf.predict(X_test, pred_leaf=True)
np.testing.assert_equal(res_engine, res_sklearn)
# Tests same feature contributions
res_engine = gbm.predict(X_test, pred_contrib=True)
res_sklearn = clf.predict(X_test, pred_contrib=True)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests other parameters for the prediction works
res_engine = gbm.predict(X_test)
res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0)
with pytest.raises(AssertionError):
np.testing.assert_allclose(res_engine, res_sklearn_params)
# Tests start_iteration
# Tests same probabilities, starting from iteration 10
res_engine = gbm.predict(X_test, start_iteration=10)
res_sklearn = clf.predict_proba(X_test, start_iteration=10)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests same predictions, starting from iteration 10
res_engine = np.argmax(gbm.predict(X_test, start_iteration=10), axis=1)
res_sklearn = clf.predict(X_test, start_iteration=10)
np.testing.assert_equal(res_engine, res_sklearn)
# Tests same raw scores, starting from iteration 10
res_engine = gbm.predict(X_test, raw_score=True, start_iteration=10)
res_sklearn = clf.predict(X_test, raw_score=True, start_iteration=10)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests same leaf indices, starting from iteration 10
res_engine = gbm.predict(X_test, pred_leaf=True, start_iteration=10)
res_sklearn = clf.predict(X_test, pred_leaf=True, start_iteration=10)
np.testing.assert_equal(res_engine, res_sklearn)
# Tests same feature contributions, starting from iteration 10
res_engine = gbm.predict(X_test, pred_contrib=True, start_iteration=10)
res_sklearn = clf.predict(X_test, pred_contrib=True, start_iteration=10)
np.testing.assert_allclose(res_engine, res_sklearn)
# Tests other parameters for the prediction works, starting from iteration 10
res_engine = gbm.predict(X_test, start_iteration=10)
res_sklearn_params = clf.predict_proba(X_test, pred_early_stop=True, pred_early_stop_margin=1.0, start_iteration=10)
with pytest.raises(AssertionError):
np.testing.assert_allclose(res_engine, res_sklearn_params)
# Test multiclass binary classification
num_samples = 100
num_classes = 2
X_train = np.linspace(start=0, stop=10, num=num_samples * 3).reshape(num_samples, 3)
y_train = np.concatenate([np.zeros(int(num_samples / 2 - 10)), np.ones(int(num_samples / 2 + 10))])
gbm = lgb.train({"objective": "multiclass", "num_class": num_classes, "verbose": -1}, lgb.Dataset(X_train, y_train))
clf = lgb.LGBMClassifier(objective="multiclass", num_classes=num_classes).fit(X_train, y_train)
res_engine = gbm.predict(X_train)
res_sklearn = clf.predict_proba(X_train)
assert res_engine.shape == (num_samples, num_classes)
assert res_sklearn.shape == (num_samples, num_classes)
np.testing.assert_allclose(res_engine, res_sklearn)
res_class_sklearn = clf.predict(X_train)
np.testing.assert_allclose(res_class_sklearn, y_train)
def test_predict_with_params_from_init():
X, y = load_iris(return_X_y=True)
X_train, X_test, y_train, _ = train_test_split(X, y, test_size=0.2, random_state=42)
predict_params = {"pred_early_stop": True, "pred_early_stop_margin": 1.0}
y_preds_no_params = lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True)
y_preds_params_in_predict = (
lgb.LGBMClassifier(verbose=-1).fit(X_train, y_train).predict(X_test, raw_score=True, **predict_params)
)
with pytest.raises(AssertionError):
np.testing.assert_allclose(y_preds_no_params, y_preds_params_in_predict)
y_preds_params_in_set_params_before_fit = (
lgb.LGBMClassifier(verbose=-1)
.set_params(**predict_params)
.fit(X_train, y_train)
.predict(X_test, raw_score=True)
)
np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_before_fit)
y_preds_params_in_set_params_after_fit = (
lgb.LGBMClassifier(verbose=-1)
.fit(X_train, y_train)
.set_params(**predict_params)
.predict(X_test, raw_score=True)
)
np.testing.assert_allclose(y_preds_params_in_predict, y_preds_params_in_set_params_after_fit)
y_preds_params_in_init = (