Source code for lightgbm.dask

# coding: utf-8
"""Distributed training with LightGBM and dask.distributed.

This module enables you to perform distributed training with LightGBM on
dask.Array and dask.DataFrame collections.

It is based on dask-lightgbm, which was based on dask-xgboost.
"""
import socket
from collections import defaultdict, namedtuple
from copy import deepcopy
from enum import Enum, auto
from functools import partial
from typing import Any, Dict, Iterable, List, Optional, Tuple, Type, Union
from urllib.parse import urlparse

import numpy as np
import scipy.sparse as ss

from .basic import _LIB, LightGBMError, _choose_param_value, _ConfigAliases, _log_info, _log_warning, _safe_call
from .compat import (DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED, Client, LGBMNotFittedError, concat,
                     dask_Array, dask_array_from_delayed, dask_bag_from_delayed, dask_DataFrame, dask_Series,
                     default_client, delayed, pd_DataFrame, pd_Series, wait)
from .sklearn import (LGBMClassifier, LGBMModel, LGBMRanker, LGBMRegressor, _LGBM_ScikitCustomEvalFunction,
                      _lgbmmodel_doc_custom_eval_note, _lgbmmodel_doc_fit, _lgbmmodel_doc_predict)

_DaskCollection = Union[dask_Array, dask_DataFrame, dask_Series]
_DaskMatrixLike = Union[dask_Array, dask_DataFrame]
_DaskVectorLike = Union[dask_Array, dask_Series]
_DaskPart = Union[np.ndarray, pd_DataFrame, pd_Series, ss.spmatrix]
_PredictionDtype = Union[Type[np.float32], Type[np.float64], Type[np.int32], Type[np.int64]]

_HostWorkers = namedtuple('_HostWorkers', ['default', 'all'])


class _DatasetNames(Enum):
    """Placeholder names used by lightgbm.dask internals to say 'also evaluate the training data'.

    Avoid duplicating the training data when the validation set refers to elements of training data.
    """

    TRAINSET = auto()
    SAMPLE_WEIGHT = auto()
    INIT_SCORE = auto()
    GROUP = auto()


def _get_dask_client(client: Optional[Client]) -> Client:
    """Choose a Dask client to use.

    Parameters
    ----------
    client : dask.distributed.Client or None
        Dask client.

    Returns
    -------
    client : dask.distributed.Client
        A Dask client.
    """
    if client is None:
        return default_client()
    else:
        return client


def _find_n_open_ports(n: int) -> List[int]:
    """Find n random open ports on localhost.

    Returns
    -------
    ports : list of int
        n random open ports on localhost.
    """
    sockets = []
    for _ in range(n):
        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
        s.bind(('', 0))
        sockets.append(s)
    ports = []
    for s in sockets:
        ports.append(s.getsockname()[1])
        s.close()
    return ports


def _group_workers_by_host(worker_addresses: Iterable[str]) -> Dict[str, _HostWorkers]:
    """Group all worker addresses by hostname.

    Returns
    -------
    host_to_workers : dict
        mapping from hostname to all its workers.
    """
    host_to_workers: Dict[str, _HostWorkers] = {}
    for address in worker_addresses:
        hostname = urlparse(address).hostname
        if hostname not in host_to_workers:
            host_to_workers[hostname] = _HostWorkers(default=address, all=[address])
        else:
            host_to_workers[hostname].all.append(address)
    return host_to_workers


def _assign_open_ports_to_workers(
    client: Client,
    host_to_workers: Dict[str, _HostWorkers]
) -> Dict[str, int]:
    """Assign an open port to each worker.

    Returns
    -------
    worker_to_port: dict
        mapping from worker address to an open port.
    """
    host_ports_futures = {}
    for hostname, workers in host_to_workers.items():
        n_workers_in_host = len(workers.all)
        host_ports_futures[hostname] = client.submit(
            _find_n_open_ports,
            n=n_workers_in_host,
            workers=[workers.default],
            pure=False,
            allow_other_workers=False,
        )
    found_ports = client.gather(host_ports_futures)
    worker_to_port = {}
    for hostname, workers in host_to_workers.items():
        for worker, port in zip(workers.all, found_ports[hostname]):
            worker_to_port[worker] = port
    return worker_to_port


def _concat(seq: List[_DaskPart]) -> _DaskPart:
    if isinstance(seq[0], np.ndarray):
        return np.concatenate(seq, axis=0)
    elif isinstance(seq[0], (pd_DataFrame, pd_Series)):
        return concat(seq, axis=0)
    elif isinstance(seq[0], ss.spmatrix):
        return ss.vstack(seq, format='csr')
    else:
        raise TypeError(f'Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got {type(seq[0]).__name__}.')


def _remove_list_padding(*args: Any) -> List[List[Any]]:
    return [[z for z in arg if z is not None] for arg in args]


def _pad_eval_names(lgbm_model: LGBMModel, required_names: List[str]) -> LGBMModel:
    """Append missing (key, value) pairs to a LightGBM model's evals_result_ and best_score_ OrderedDict attrs based on a set of required eval_set names.

    Allows users to rely on expected eval_set names being present when fitting DaskLGBM estimators with ``eval_set``.
    """
    not_evaluated = 'not evaluated'
    for eval_name in required_names:
        if eval_name not in lgbm_model.evals_result_:
            lgbm_model.evals_result_[eval_name] = not_evaluated
        if eval_name not in lgbm_model.best_score_:
            lgbm_model.best_score_[eval_name] = not_evaluated

    return lgbm_model


def _train_part(
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    list_of_parts: List[Dict[str, _DaskPart]],
    machines: str,
    local_listen_port: int,
    num_machines: int,
    return_model: bool,
    time_out: int = 120,
    **kwargs: Any
) -> Optional[LGBMModel]:
    network_params = {
        'machines': machines,
        'local_listen_port': local_listen_port,
        'time_out': time_out,
        'num_machines': num_machines
    }
    params.update(network_params)

    is_ranker = issubclass(model_factory, LGBMRanker)

    # Concatenate many parts into one
    data = _concat([x['data'] for x in list_of_parts])
    label = _concat([x['label'] for x in list_of_parts])

    if 'weight' in list_of_parts[0]:
        weight = _concat([x['weight'] for x in list_of_parts])
    else:
        weight = None

    if 'group' in list_of_parts[0]:
        group = _concat([x['group'] for x in list_of_parts])
    else:
        group = None

    if 'init_score' in list_of_parts[0]:
        init_score = _concat([x['init_score'] for x in list_of_parts])
    else:
        init_score = None

    # construct local eval_set data.
    n_evals = max(len(x.get('eval_set', [])) for x in list_of_parts)
    eval_names = kwargs.pop('eval_names', None)
    eval_class_weight = kwargs.get('eval_class_weight')
    local_eval_set = None
    local_eval_names = None
    local_eval_sample_weight = None
    local_eval_init_score = None
    local_eval_group = None

    if n_evals:
        has_eval_sample_weight = any(x.get('eval_sample_weight') is not None for x in list_of_parts)
        has_eval_init_score = any(x.get('eval_init_score') is not None for x in list_of_parts)

        local_eval_set = []
        evals_result_names = []
        if has_eval_sample_weight:
            local_eval_sample_weight = []
        if has_eval_init_score:
            local_eval_init_score = []
        if is_ranker:
            local_eval_group = []

        # store indices of eval_set components that were not contained within local parts.
        missing_eval_component_idx = []

        # consolidate parts of each individual eval component.
        for i in range(n_evals):
            x_e = []
            y_e = []
            w_e = []
            init_score_e = []
            g_e = []
            for part in list_of_parts:
                if not part.get('eval_set'):
                    continue

                # require that eval_name exists in evaluated result data in case dropped due to padding.
                # in distributed training the 'training' eval_set is not detected, will have name 'valid_<index>'.
                if eval_names:
                    evals_result_name = eval_names[i]
                else:
                    evals_result_name = f'valid_{i}'

                eval_set = part['eval_set'][i]
                if eval_set is _DatasetNames.TRAINSET:
                    x_e.append(part['data'])
                    y_e.append(part['label'])
                else:
                    x_e.extend(eval_set[0])
                    y_e.extend(eval_set[1])

                if evals_result_name not in evals_result_names:
                    evals_result_names.append(evals_result_name)

                eval_weight = part.get('eval_sample_weight')
                if eval_weight:
                    if eval_weight[i] is _DatasetNames.SAMPLE_WEIGHT:
                        w_e.append(part['weight'])
                    else:
                        w_e.extend(eval_weight[i])

                eval_init_score = part.get('eval_init_score')
                if eval_init_score:
                    if eval_init_score[i] is _DatasetNames.INIT_SCORE:
                        init_score_e.append(part['init_score'])
                    else:
                        init_score_e.extend(eval_init_score[i])

                eval_group = part.get('eval_group')
                if eval_group:
                    if eval_group[i] is _DatasetNames.GROUP:
                        g_e.append(part['group'])
                    else:
                        g_e.extend(eval_group[i])

            # filter padding from eval parts then _concat each eval_set component.
            x_e, y_e, w_e, init_score_e, g_e = _remove_list_padding(x_e, y_e, w_e, init_score_e, g_e)
            if x_e:
                local_eval_set.append((_concat(x_e), _concat(y_e)))
            else:
                missing_eval_component_idx.append(i)
                continue

            if w_e:
                local_eval_sample_weight.append(_concat(w_e))
            if init_score_e:
                local_eval_init_score.append(_concat(init_score_e))
            if g_e:
                local_eval_group.append(_concat(g_e))

        # reconstruct eval_set fit args/kwargs depending on which components of eval_set are on worker.
        eval_component_idx = [i for i in range(n_evals) if i not in missing_eval_component_idx]
        if eval_names:
            local_eval_names = [eval_names[i] for i in eval_component_idx]
        if eval_class_weight:
            kwargs['eval_class_weight'] = [eval_class_weight[i] for i in eval_component_idx]

    try:
        model = model_factory(**params)
        if is_ranker:
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                group=group,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_group=local_eval_group,
                eval_names=local_eval_names,
                **kwargs
            )
        else:
            model.fit(
                data,
                label,
                sample_weight=weight,
                init_score=init_score,
                eval_set=local_eval_set,
                eval_sample_weight=local_eval_sample_weight,
                eval_init_score=local_eval_init_score,
                eval_names=local_eval_names,
                **kwargs
            )

    finally:
        _safe_call(_LIB.LGBM_NetworkFree())

    if n_evals:
        # ensure that expected keys for evals_result_ and best_score_ exist regardless of padding.
        model = _pad_eval_names(model, required_names=evals_result_names)

    return model if return_model else None


def _split_to_parts(data: _DaskCollection, is_matrix: bool) -> List[_DaskPart]:
    parts = data.to_delayed()
    if isinstance(parts, np.ndarray):
        if is_matrix:
            assert parts.shape[1] == 1
        else:
            assert parts.ndim == 1 or parts.shape[1] == 1
        parts = parts.flatten().tolist()
    return parts


def _machines_to_worker_map(machines: str, worker_addresses: List[str]) -> Dict[str, int]:
    """Create a worker_map from machines list.

    Given ``machines`` and a list of Dask worker addresses, return a mapping where the keys are
    ``worker_addresses`` and the values are ports from ``machines``.

    Parameters
    ----------
    machines : str
        A comma-delimited list of workers, of the form ``ip1:port,ip2:port``.
    worker_addresses : list of str
        A list of Dask worker addresses, of the form ``{protocol}{hostname}:{port}``, where ``port`` is the port Dask's scheduler uses to talk to that worker.

    Returns
    -------
    result : Dict[str, int]
        Dictionary where keys are work addresses in the form expected by Dask and values are a port for LightGBM to use.
    """
    machine_addresses = machines.split(",")

    if len(set(machine_addresses)) != len(machine_addresses):
        raise ValueError(f"Found duplicates in 'machines' ({machines}). Each entry in 'machines' must be a unique IP-port combination.")

    machine_to_port = defaultdict(set)
    for address in machine_addresses:
        host, port = address.split(":")
        machine_to_port[host].add(int(port))

    out = {}
    for address in worker_addresses:
        worker_host = urlparse(address).hostname
        out[address] = machine_to_port[worker_host].pop()

    return out


def _train(
    client: Client,
    data: _DaskMatrixLike,
    label: _DaskCollection,
    params: Dict[str, Any],
    model_factory: Type[LGBMModel],
    sample_weight: Optional[_DaskVectorLike] = None,
    init_score: Optional[_DaskCollection] = None,
    group: Optional[_DaskVectorLike] = None,
    eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
    eval_names: Optional[List[str]] = None,
    eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
    eval_class_weight: Optional[List[Union[dict, str]]] = None,
    eval_init_score: Optional[List[_DaskCollection]] = None,
    eval_group: Optional[List[_DaskVectorLike]] = None,
    eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
    eval_at: Optional[Iterable[int]] = None,
    **kwargs: Any
) -> LGBMModel:
    """Inner train routine.

    Parameters
    ----------
    client : dask.distributed.Client
        Dask client.
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
        Input feature matrix.
    label : Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]
        The target values (class labels in classification, real numbers in regression).
    params : dict
        Parameters passed to constructor of the local underlying model.
    model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Class of the local underlying model.
    sample_weight : Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)
        Weights of training data.
    init_score : Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)
        Init score of training data.
    group : Dask Array or Dask Series or None, optional (default=None)
        Group/query data.
        Only used in the learning-to-rank task.
        sum(group) = n_samples.
        For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups,
        where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc.
    eval_set : list of (X, y) tuples of Dask data collections, or None, optional (default=None)
        List of (X, y) tuple pairs to use as validation sets.
        Note, that not all workers may receive chunks of every eval set within ``eval_set``. When the returned
        lightgbm estimator is not trained using any chunks of a particular eval set, its corresponding component
        of evals_result_ and best_score_ will be 'not_evaluated'.
    eval_names : list of str, or None, optional (default=None)
        Names of eval_set.
    eval_sample_weight : list of Dask Array or Dask Series, or None, optional (default=None)
        Weights for each validation set in eval_set.
    eval_class_weight : list of dict or str, or None, optional (default=None)
        Class weights, one dict or str for each validation set in eval_set.
    eval_init_score : list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)
        Initial model score for each validation set in eval_set.
    eval_group : list of Dask Array or Dask Series, or None, optional (default=None)
        Group/query for each validation set in eval_set.
    eval_metric : str, callable, list or None, optional (default=None)
        If str, it should be a built-in evaluation metric to use.
        If callable, it should be a custom evaluation metric, see note below for more details.
        If list, it can be a list of built-in metrics, a list of custom evaluation metrics, or a mix of both.
        In either case, the ``metric`` from the Dask model parameters (or inferred from the objective) will be evaluated and used as well.
        Default: 'l2' for DaskLGBMRegressor, 'binary(multi)_logloss' for DaskLGBMClassifier, 'ndcg' for DaskLGBMRanker.
    eval_at : iterable of int, optional (default=None)
        The evaluation positions of the specified ranking metric.
    **kwargs
        Other parameters passed to ``fit`` method of the local underlying model.

    Returns
    -------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Returns fitted underlying model.

    Note
    ----

    This method handles setting up the following network parameters based on information
    about the Dask cluster referenced by ``client``.

    * ``local_listen_port``: port that each LightGBM worker opens a listening socket on,
            to accept connections from other workers. This can differ from LightGBM worker
            to LightGBM worker, but does not have to.
    * ``machines``: a comma-delimited list of all workers in the cluster, in the
            form ``ip:port,ip:port``. If running multiple Dask workers on the same host, use different
            ports for each worker. For example, for ``LocalCluster(n_workers=3)``, you might
            pass ``"127.0.0.1:12400,127.0.0.1:12401,127.0.0.1:12402"``.
    * ``num_machines``: number of LightGBM workers.
    * ``timeout``: time in minutes to wait before closing unused sockets.

    The default behavior of this function is to generate ``machines`` from the list of
    Dask workers which hold some piece of the training data, and to search for an open
    port on each worker to be used as ``local_listen_port``.

    If ``machines`` is provided explicitly in ``params``, this function uses the hosts
    and ports in that list directly, and does not do any searching. This means that if
    any of the Dask workers are missing from the list or any of those ports are not free
    when training starts, training will fail.

    If ``local_listen_port`` is provided in ``params`` and ``machines`` is not, this function
    constructs ``machines`` from the list of Dask workers which hold some piece of the
    training data, assuming that each one will use the same ``local_listen_port``.
    """
    params = deepcopy(params)

    # capture whether local_listen_port or its aliases were provided
    listen_port_in_params = any(
        alias in params for alias in _ConfigAliases.get("local_listen_port")
    )

    # capture whether machines or its aliases were provided
    machines_in_params = any(
        alias in params for alias in _ConfigAliases.get("machines")
    )

    params = _choose_param_value(
        main_param_name="tree_learner",
        params=params,
        default_value="data"
    )
    allowed_tree_learners = {
        'data',
        'data_parallel',
        'feature',
        'feature_parallel',
        'voting',
        'voting_parallel'
    }
    if params["tree_learner"] not in allowed_tree_learners:
        _log_warning(f'Parameter tree_learner set to {params["tree_learner"]}, which is not allowed. Using "data" as default')
        params['tree_learner'] = 'data'

    # Some passed-in parameters can be removed:
    #   * 'num_machines': set automatically from Dask worker list
    #   * 'num_threads': overridden to match nthreads on each Dask process
    for param_alias in _ConfigAliases.get('num_machines', 'num_threads'):
        if param_alias in params:
            _log_warning(f"Parameter {param_alias} will be ignored.")
            params.pop(param_alias)

    # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality
    data_parts = _split_to_parts(data=data, is_matrix=True)
    label_parts = _split_to_parts(data=label, is_matrix=False)
    parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)]
    n_parts = len(parts)

    if sample_weight is not None:
        weight_parts = _split_to_parts(data=sample_weight, is_matrix=False)
        for i in range(n_parts):
            parts[i]['weight'] = weight_parts[i]

    if group is not None:
        group_parts = _split_to_parts(data=group, is_matrix=False)
        for i in range(n_parts):
            parts[i]['group'] = group_parts[i]

    if init_score is not None:
        init_score_parts = _split_to_parts(data=init_score, is_matrix=False)
        for i in range(n_parts):
            parts[i]['init_score'] = init_score_parts[i]

    # evals_set will to be re-constructed into smaller lists of (X, y) tuples, where
    # X and y are each delayed sub-lists of original eval dask Collections.
    if eval_set:
        # find maximum number of parts in an individual eval set so that we can
        # pad eval sets when they come in different sizes.
        n_largest_eval_parts = max(x[0].npartitions for x in eval_set)

        eval_sets = defaultdict(list)
        if eval_sample_weight:
            eval_sample_weights = defaultdict(list)
        if eval_group:
            eval_groups = defaultdict(list)
        if eval_init_score:
            eval_init_scores = defaultdict(list)

        for i, (X_eval, y_eval) in enumerate(eval_set):
            n_this_eval_parts = X_eval.npartitions

            # when individual eval set is equivalent to training data, skip recomputing parts.
            if X_eval is data and y_eval is label:
                for parts_idx in range(n_parts):
                    eval_sets[parts_idx].append(_DatasetNames.TRAINSET)
            else:
                eval_x_parts = _split_to_parts(data=X_eval, is_matrix=True)
                eval_y_parts = _split_to_parts(data=y_eval, is_matrix=False)
                for j in range(n_largest_eval_parts):
                    parts_idx = j % n_parts

                    # add None-padding for individual eval_set member if it is smaller than the largest member.
                    if j < n_this_eval_parts:
                        x_e = eval_x_parts[j]
                        y_e = eval_y_parts[j]
                    else:
                        x_e = None
                        y_e = None

                    if j < n_parts:
                        # first time a chunk of this eval set is added to this part.
                        eval_sets[parts_idx].append(([x_e], [y_e]))
                    else:
                        # append additional chunks of this eval set to this part.
                        eval_sets[parts_idx][-1][0].append(x_e)
                        eval_sets[parts_idx][-1][1].append(y_e)

            if eval_sample_weight:
                if eval_sample_weight[i] is sample_weight:
                    for parts_idx in range(n_parts):
                        eval_sample_weights[parts_idx].append(_DatasetNames.SAMPLE_WEIGHT)
                else:
                    eval_w_parts = _split_to_parts(data=eval_sample_weight[i], is_matrix=False)

                    # ensure that all evaluation parts map uniquely to one part.
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            w_e = eval_w_parts[j]
                        else:
                            w_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_sample_weights[parts_idx].append([w_e])
                        else:
                            eval_sample_weights[parts_idx][-1].append(w_e)

            if eval_init_score:
                if eval_init_score[i] is init_score:
                    for parts_idx in range(n_parts):
                        eval_init_scores[parts_idx].append(_DatasetNames.INIT_SCORE)
                else:
                    eval_init_score_parts = _split_to_parts(data=eval_init_score[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            init_score_e = eval_init_score_parts[j]
                        else:
                            init_score_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_init_scores[parts_idx].append([init_score_e])
                        else:
                            eval_init_scores[parts_idx][-1].append(init_score_e)

            if eval_group:
                if eval_group[i] is group:
                    for parts_idx in range(n_parts):
                        eval_groups[parts_idx].append(_DatasetNames.GROUP)
                else:
                    eval_g_parts = _split_to_parts(data=eval_group[i], is_matrix=False)
                    for j in range(n_largest_eval_parts):
                        if j < n_this_eval_parts:
                            g_e = eval_g_parts[j]
                        else:
                            g_e = None

                        parts_idx = j % n_parts
                        if j < n_parts:
                            eval_groups[parts_idx].append([g_e])
                        else:
                            eval_groups[parts_idx][-1].append(g_e)

        # assign sub-eval_set components to worker parts.
        for parts_idx, e_set in eval_sets.items():
            parts[parts_idx]['eval_set'] = e_set
            if eval_sample_weight:
                parts[parts_idx]['eval_sample_weight'] = eval_sample_weights[parts_idx]
            if eval_init_score:
                parts[parts_idx]['eval_init_score'] = eval_init_scores[parts_idx]
            if eval_group:
                parts[parts_idx]['eval_group'] = eval_groups[parts_idx]

    # Start computation in the background
    parts = list(map(delayed, parts))
    parts = client.compute(parts)
    wait(parts)

    for part in parts:
        if part.status == 'error':  # type: ignore
            return part  # trigger error locally

    # Find locations of all parts and map them to particular Dask workers
    key_to_part_dict = {part.key: part for part in parts}  # type: ignore
    who_has = client.who_has(parts)
    worker_map = defaultdict(list)
    for key, workers in who_has.items():
        worker_map[next(iter(workers))].append(key_to_part_dict[key])

    # Check that all workers were provided some of eval_set. Otherwise warn user that validation
    # data artifacts may not be populated depending on worker returning final estimator.
    if eval_set:
        for worker in worker_map:
            has_eval_set = False
            for part in worker_map[worker]:
                if 'eval_set' in part.result():
                    has_eval_set = True
                    break

            if not has_eval_set:
                _log_warning(
                    f"Worker {worker} was not allocated eval_set data. Therefore evals_result_ and best_score_ data may be unreliable. "
                    "Try rebalancing data across workers."
                )

    # assign general validation set settings to fit kwargs.
    if eval_names:
        kwargs['eval_names'] = eval_names
    if eval_class_weight:
        kwargs['eval_class_weight'] = eval_class_weight
    if eval_metric:
        kwargs['eval_metric'] = eval_metric
    if eval_at:
        kwargs['eval_at'] = eval_at

    master_worker = next(iter(worker_map))
    worker_ncores = client.ncores()

    # resolve aliases for network parameters and pop the result off params.
    # these values are added back in calls to `_train_part()`
    params = _choose_param_value(
        main_param_name="local_listen_port",
        params=params,
        default_value=12400
    )
    local_listen_port = params.pop("local_listen_port")

    params = _choose_param_value(
        main_param_name="machines",
        params=params,
        default_value=None
    )
    machines = params.pop("machines")

    # figure out network params
    worker_addresses = worker_map.keys()
    if machines is not None:
        _log_info("Using passed-in 'machines' parameter")
        worker_address_to_port = _machines_to_worker_map(
            machines=machines,
            worker_addresses=worker_addresses
        )
    else:
        if listen_port_in_params:
            _log_info("Using passed-in 'local_listen_port' for all workers")
            unique_hosts = set(urlparse(a).hostname for a in worker_addresses)
            if len(unique_hosts) < len(worker_addresses):
                msg = (
                    "'local_listen_port' was provided in Dask training parameters, but at least one "
                    "machine in the cluster has multiple Dask worker processes running on it. Please omit "
                    "'local_listen_port' or pass 'machines'."
                )
                raise LightGBMError(msg)

            worker_address_to_port = {
                address: local_listen_port
                for address in worker_addresses
            }
        else:
            _log_info("Finding random open ports for workers")
            host_to_workers = _group_workers_by_host(worker_map.keys())
            worker_address_to_port = _assign_open_ports_to_workers(client, host_to_workers)

        machines = ','.join([
            f'{urlparse(worker_address).hostname}:{port}'
            for worker_address, port
            in worker_address_to_port.items()
        ])

    num_machines = len(worker_address_to_port)

    # Tell each worker to train on the parts that it has locally
    #
    # This code treats ``_train_part()`` calls as not "pure" because:
    #     1. there is randomness in the training process unless parameters ``seed``
    #        and ``deterministic`` are set
    #     2. even with those parameters set, the output of one ``_train_part()`` call
    #        relies on global state (it and all the other LightGBM training processes
    #        coordinate with each other)
    futures_classifiers = [
        client.submit(
            _train_part,
            model_factory=model_factory,
            params={**params, 'num_threads': worker_ncores[worker]},
            list_of_parts=list_of_parts,
            machines=machines,
            local_listen_port=worker_address_to_port[worker],
            num_machines=num_machines,
            time_out=params.get('time_out', 120),
            return_model=(worker == master_worker),
            workers=[worker],
            allow_other_workers=False,
            pure=False,
            **kwargs
        )
        for worker, list_of_parts in worker_map.items()
    ]

    results = client.gather(futures_classifiers)
    results = [v for v in results if v]
    model = results[0]

    # if network parameters were changed during training, remove them from the
    # returned model so that they're generated dynamically on every run based
    # on the Dask cluster you're connected to and which workers have pieces of
    # the training data
    if not listen_port_in_params:
        for param in _ConfigAliases.get('local_listen_port'):
            model._other_params.pop(param, None)

    if not machines_in_params:
        for param in _ConfigAliases.get('machines'):
            model._other_params.pop(param, None)

    for param in _ConfigAliases.get('num_machines', 'timeout'):
        model._other_params.pop(param, None)

    return model


def _predict_part(
    part: _DaskPart,
    model: LGBMModel,
    raw_score: bool,
    pred_proba: bool,
    pred_leaf: bool,
    pred_contrib: bool,
    **kwargs: Any
) -> _DaskPart:

    if part.shape[0] == 0:
        result = np.array([])
    elif pred_proba:
        result = model.predict_proba(
            part,
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )
    else:
        result = model.predict(
            part,
            raw_score=raw_score,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        )

    # dask.DataFrame.map_partitions() expects each call to return a pandas DataFrame or Series
    if isinstance(part, pd_DataFrame):
        if len(result.shape) == 2:
            result = pd_DataFrame(result, index=part.index)
        else:
            result = pd_Series(result, index=part.index, name='predictions')

    return result


def _predict(
    model: LGBMModel,
    data: _DaskMatrixLike,
    client: Client,
    raw_score: bool = False,
    pred_proba: bool = False,
    pred_leaf: bool = False,
    pred_contrib: bool = False,
    dtype: _PredictionDtype = np.float32,
    **kwargs: Any
) -> Union[dask_Array, List[dask_Array]]:
    """Inner predict routine.

    Parameters
    ----------
    model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class
        Fitted underlying model.
    data : Dask Array or Dask DataFrame of shape = [n_samples, n_features]
        Input feature matrix.
    raw_score : bool, optional (default=False)
        Whether to predict raw scores.
    pred_proba : bool, optional (default=False)
        Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``).
    pred_leaf : bool, optional (default=False)
        Whether to predict leaf index.
    pred_contrib : bool, optional (default=False)
        Whether to predict feature contributions.
    dtype : np.dtype, optional (default=np.float32)
        Dtype of the output.
    **kwargs
        Other parameters passed to ``predict`` or ``predict_proba`` method.

    Returns
    -------
    predicted_result : Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]
        The predicted values.
    X_leaves : Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]
        If ``pred_leaf=True``, the predicted leaf of every tree for each sample.
    X_SHAP_values : Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]
        If ``pred_contrib=True``, the feature contributions for each sample.
    """
    if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
        raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')
    if isinstance(data, dask_DataFrame):
        return data.map_partitions(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs
        ).values
    elif isinstance(data, dask_Array):
        # for multi-class classification with sparse matrices, pred_contrib predictions
        # are returned as a list of sparse matrices (one per class)
        num_classes = model._n_classes or -1

        if (
            num_classes > 2
            and pred_contrib
            and isinstance(data._meta, ss.spmatrix)
        ):

            predict_function = partial(
                _predict_part,
                model=model,
                raw_score=False,
                pred_proba=pred_proba,
                pred_leaf=False,
                pred_contrib=True,
                **kwargs
            )

            delayed_chunks = data.to_delayed()
            bag = dask_bag_from_delayed(delayed_chunks[:, 0])

            @delayed
            def _extract(items: List[Any], i: int) -> Any:
                return items[i]

            preds = bag.map_partitions(predict_function)

            # pred_contrib output will have one column per feature,
            # plus one more for the base value
            num_cols = model.n_features_ + 1

            nrows_per_chunk = data.chunks[0]
            out: List[List[dask_Array]] = [[] for _ in range(num_classes)]

            # need to tell Dask the expected type and shape of individual preds
            pred_meta = data._meta

            for j, partition in enumerate(preds.to_delayed()):
                for i in range(num_classes):
                    part = dask_array_from_delayed(
                        value=_extract(partition, i),
                        shape=(nrows_per_chunk[j], num_cols),
                        meta=pred_meta
                    )
                    out[i].append(part)

            # by default, dask.array.concatenate() concatenates sparse arrays into a COO matrix
            # the code below is used instead to ensure that the sparse type is preserved during concatentation
            if isinstance(pred_meta, ss.csr_matrix):
                concat_fn = partial(ss.vstack, format='csr')
            elif isinstance(pred_meta, ss.csc_matrix):
                concat_fn = partial(ss.vstack, format='csc')
            else:
                concat_fn = ss.vstack

            # At this point, `out` is a list of lists of delayeds (each of which points to a matrix).
            # Concatenate them to return a list of Dask Arrays.
            out_arrays: List[dask_Array] = []
            for i in range(num_classes):
                out_arrays.append(
                    dask_array_from_delayed(
                        value=delayed(concat_fn)(out[i]),
                        shape=(data.shape[0], num_cols),
                        meta=pred_meta
                    )
                )

            return out_arrays

        data_row = client.compute(data[[0]]).result()
        predict_fn = partial(
            _predict_part,
            model=model,
            raw_score=raw_score,
            pred_proba=pred_proba,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            **kwargs,
        )
        pred_row = predict_fn(data_row)
        chunks = (data.chunks[0],)
        map_blocks_kwargs = {}
        if len(pred_row.shape) > 1:
            chunks += (pred_row.shape[1],)
        else:
            map_blocks_kwargs['drop_axis'] = 1
        return data.map_blocks(
            predict_fn,
            chunks=chunks,
            meta=pred_row,
            dtype=dtype,
            **map_blocks_kwargs,
        )
    else:
        raise TypeError(f'Data must be either Dask Array or Dask DataFrame. Got {type(data).__name__}.')


class _DaskLGBMModel:

    @property
    def client_(self) -> Client:
        """:obj:`dask.distributed.Client`: Dask client.

        This property can be passed in the constructor or updated
        with ``model.set_params(client=client)``.
        """
        if not getattr(self, "fitted_", False):
            raise LGBMNotFittedError('Cannot access property client_ before calling fit().')

        return _get_dask_client(client=self.client)

    def _lgb_dask_getstate(self) -> Dict[Any, Any]:
        """Remove un-picklable attributes before serialization."""
        client = self.__dict__.pop("client", None)
        self._other_params.pop("client", None)
        out = deepcopy(self.__dict__)
        out.update({"client": None})
        self.client = client
        return out

    def _lgb_dask_fit(
        self,
        model_factory: Type[LGBMModel],
        X: _DaskMatrixLike,
        y: _DaskCollection,
        sample_weight: Optional[_DaskVectorLike] = None,
        init_score: Optional[_DaskCollection] = None,
        group: Optional[_DaskVectorLike] = None,
        eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None,
        eval_names: Optional[List[str]] = None,
        eval_sample_weight: Optional[List[_DaskVectorLike]] = None,
        eval_class_weight: Optional[List[Union[dict, str]]] = None,
        eval_init_score: Optional[List[_DaskCollection]] = None,
        eval_group: Optional[List[_DaskVectorLike]] = None,
        eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None,
        eval_at: Optional[Iterable[int]] = None,
        early_stopping_rounds: Optional[int] = None,
        **kwargs: Any
    ) -> "_DaskLGBMModel":
        if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)):
            raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask')

        if early_stopping_rounds is not None:
            raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask')

        params = self.get_params(True)
        params.pop("client", None)

        model = _train(
            client=_get_dask_client(self.client),
            data=X,
            label=y,
            params=params,
            model_factory=model_factory,
            sample_weight=sample_weight,
            init_score=init_score,
            group=group,
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_class_weight=eval_class_weight,
            eval_init_score=eval_init_score,
            eval_group=eval_group,
            eval_metric=eval_metric,
            eval_at=eval_at,
            **kwargs
        )

        self.set_params(**model.get_params())
        self._lgb_dask_copy_extra_params(model, self)

        return self

    def _lgb_dask_to_local(self, model_factory: Type[LGBMModel]) -> LGBMModel:
        params = self.get_params()
        params.pop("client", None)
        model = model_factory(**params)
        self._lgb_dask_copy_extra_params(self, model)
        model._other_params.pop("client", None)
        return model

    @staticmethod
    def _lgb_dask_copy_extra_params(source: Union["_DaskLGBMModel", LGBMModel], dest: Union["_DaskLGBMModel", LGBMModel]) -> None:
        params = source.get_params()
        attributes = source.__dict__
        extra_param_names = set(attributes.keys()).difference(params.keys())
        for name in extra_param_names:
            setattr(dest, name, attributes[name])


[docs]class DaskLGBMClassifier(LGBMClassifier, _DaskLGBMModel): """Distributed version of lightgbm.LGBMClassifier."""
[docs] def __init__( self, boosting_type: str = 'gbdt', num_leaves: int = 31, max_depth: int = -1, learning_rate: float = 0.1, n_estimators: int = 100, subsample_for_bin: int = 200000, objective: Optional[str] = None, class_weight: Optional[Union[dict, str]] = None, min_split_gain: float = 0., min_child_weight: float = 1e-3, min_child_samples: int = 20, subsample: float = 1., subsample_freq: int = 0, colsample_bytree: float = 1., reg_alpha: float = 0., reg_lambda: float = 0., random_state: Optional[Union[int, np.random.RandomState]] = None, n_jobs: int = -1, importance_type: str = 'split', client: Optional[Client] = None, **kwargs: Any ): """Docstring is inherited from the lightgbm.LGBMClassifier.__init__.""" self.client = client super().__init__( boosting_type=boosting_type, num_leaves=num_leaves, max_depth=max_depth, learning_rate=learning_rate, n_estimators=n_estimators, subsample_for_bin=subsample_for_bin, objective=objective, class_weight=class_weight, min_split_gain=min_split_gain, min_child_weight=min_child_weight, min_child_samples=min_child_samples, subsample=subsample, subsample_freq=subsample_freq, colsample_bytree=colsample_bytree, reg_alpha=reg_alpha, reg_lambda=reg_lambda, random_state=random_state, n_jobs=n_jobs, importance_type=importance_type, **kwargs )
_base_doc = LGBMClassifier.__init__.__doc__ _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs') # type: ignore _base_doc = f""" {_before_kwargs}client : dask.distributed.Client or None, optional (default=None) {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled. {_kwargs}{_after_kwargs} """ # the note on custom objective functions in LGBMModel.__init__ is not # currently relevant for the Dask estimators __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')] def __getstate__(self) -> Dict[Any, Any]: return self._lgb_dask_getstate()
[docs] def fit( self, X: _DaskMatrixLike, y: _DaskCollection, sample_weight: Optional[_DaskVectorLike] = None, init_score: Optional[_DaskCollection] = None, eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None, eval_names: Optional[List[str]] = None, eval_sample_weight: Optional[List[_DaskVectorLike]] = None, eval_class_weight: Optional[List[Union[dict, str]]] = None, eval_init_score: Optional[List[_DaskCollection]] = None, eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None, early_stopping_rounds: Optional[int] = None, **kwargs: Any ) -> "DaskLGBMClassifier": """Docstring is inherited from the lightgbm.LGBMClassifier.fit.""" if early_stopping_rounds is not None: raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask') return self._lgb_dask_fit( model_factory=LGBMClassifier, X=X, y=y, sample_weight=sample_weight, init_score=init_score, eval_set=eval_set, eval_names=eval_names, eval_sample_weight=eval_sample_weight, eval_class_weight=eval_class_weight, eval_init_score=eval_init_score, eval_metric=eval_metric, **kwargs )
_base_doc = _lgbmmodel_doc_fit.format( X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]", sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)", init_score_shape="Dask Array or Dask Series of shape = [n_samples] or shape = [n_samples * n_classes] (for multi-class task), or Dask Array or Dask DataFrame of shape = [n_samples, n_classes] (for multi-class task), or None, optional (default=None)", group_shape="Dask Array or Dask Series or None, optional (default=None)", eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)", eval_init_score_shape="list of Dask Array, Dask Series or Dask DataFrame (for multi-class task), or None, optional (default=None)", eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)" ) # DaskLGBMClassifier does not support group, eval_group, early_stopping_rounds. _base_doc = (_base_doc[:_base_doc.find('group :')] + _base_doc[_base_doc.find('eval_set :'):]) _base_doc = (_base_doc[:_base_doc.find('eval_group :')] + _base_doc[_base_doc.find('eval_metric :'):]) _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')] + _base_doc[_base_doc.find('feature_name :'):]) # DaskLGBMClassifier support for callbacks and init_model is not tested fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs Other parameters passed through to ``LGBMClassifier.fit()``. Returns ------- self : lightgbm.DaskLGBMClassifier Returns self. {_lgbmmodel_doc_custom_eval_note} """
[docs] def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array: """Docstring is inherited from the lightgbm.LGBMClassifier.predict.""" return _predict( model=self.to_local(), data=X, dtype=self.classes_.dtype, client=_get_dask_client(self.client), **kwargs )
predict.__doc__ = _lgbmmodel_doc_predict.format( description="Return the predicted value for each sample.", X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", output_name="predicted_result", predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]", X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]", X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]" )
[docs] def predict_proba(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array: """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba.""" return _predict( model=self.to_local(), data=X, pred_proba=True, client=_get_dask_client(self.client), **kwargs )
predict_proba.__doc__ = _lgbmmodel_doc_predict.format( description="Return the predicted probability for each class for each sample.", X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", output_name="predicted_probability", predicted_result_shape="Dask Array of shape = [n_samples] or shape = [n_samples, n_classes]", X_leaves_shape="Dask Array of shape = [n_samples, n_trees] or shape = [n_samples, n_trees * n_classes]", X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1] or shape = [n_samples, (n_features + 1) * n_classes] or (if multi-class and using sparse inputs) a list of ``n_classes`` Dask Arrays of shape = [n_samples, n_features + 1]" )
[docs] def to_local(self) -> LGBMClassifier: """Create regular version of lightgbm.LGBMClassifier from the distributed version. Returns ------- model : lightgbm.LGBMClassifier Local underlying model. """ return self._lgb_dask_to_local(LGBMClassifier)
[docs]class DaskLGBMRegressor(LGBMRegressor, _DaskLGBMModel): """Distributed version of lightgbm.LGBMRegressor."""
[docs] def __init__( self, boosting_type: str = 'gbdt', num_leaves: int = 31, max_depth: int = -1, learning_rate: float = 0.1, n_estimators: int = 100, subsample_for_bin: int = 200000, objective: Optional[str] = None, class_weight: Optional[Union[dict, str]] = None, min_split_gain: float = 0., min_child_weight: float = 1e-3, min_child_samples: int = 20, subsample: float = 1., subsample_freq: int = 0, colsample_bytree: float = 1., reg_alpha: float = 0., reg_lambda: float = 0., random_state: Optional[Union[int, np.random.RandomState]] = None, n_jobs: int = -1, importance_type: str = 'split', client: Optional[Client] = None, **kwargs: Any ): """Docstring is inherited from the lightgbm.LGBMRegressor.__init__.""" self.client = client super().__init__( boosting_type=boosting_type, num_leaves=num_leaves, max_depth=max_depth, learning_rate=learning_rate, n_estimators=n_estimators, subsample_for_bin=subsample_for_bin, objective=objective, class_weight=class_weight, min_split_gain=min_split_gain, min_child_weight=min_child_weight, min_child_samples=min_child_samples, subsample=subsample, subsample_freq=subsample_freq, colsample_bytree=colsample_bytree, reg_alpha=reg_alpha, reg_lambda=reg_lambda, random_state=random_state, n_jobs=n_jobs, importance_type=importance_type, **kwargs )
_base_doc = LGBMRegressor.__init__.__doc__ _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs') # type: ignore _base_doc = f""" {_before_kwargs}client : dask.distributed.Client or None, optional (default=None) {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled. {_kwargs}{_after_kwargs} """ # the note on custom objective functions in LGBMModel.__init__ is not # currently relevant for the Dask estimators __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')] def __getstate__(self) -> Dict[Any, Any]: return self._lgb_dask_getstate()
[docs] def fit( self, X: _DaskMatrixLike, y: _DaskCollection, sample_weight: Optional[_DaskVectorLike] = None, init_score: Optional[_DaskVectorLike] = None, eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None, eval_names: Optional[List[str]] = None, eval_sample_weight: Optional[List[_DaskVectorLike]] = None, eval_init_score: Optional[List[_DaskVectorLike]] = None, eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None, early_stopping_rounds: Optional[int] = None, **kwargs: Any ) -> "DaskLGBMRegressor": """Docstring is inherited from the lightgbm.LGBMRegressor.fit.""" if early_stopping_rounds is not None: raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask') return self._lgb_dask_fit( model_factory=LGBMRegressor, X=X, y=y, sample_weight=sample_weight, init_score=init_score, eval_set=eval_set, eval_names=eval_names, eval_sample_weight=eval_sample_weight, eval_init_score=eval_init_score, eval_metric=eval_metric, **kwargs )
_base_doc = _lgbmmodel_doc_fit.format( X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]", sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)", init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)", group_shape="Dask Array or Dask Series or None, optional (default=None)", eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)", eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)", eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)" ) # DaskLGBMRegressor does not support group, eval_class_weight, eval_group, early_stopping_rounds. _base_doc = (_base_doc[:_base_doc.find('group :')] + _base_doc[_base_doc.find('eval_set :'):]) _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')] + _base_doc[_base_doc.find('eval_init_score :'):]) _base_doc = (_base_doc[:_base_doc.find('eval_group :')] + _base_doc[_base_doc.find('eval_metric :'):]) _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')] + _base_doc[_base_doc.find('feature_name :'):]) # DaskLGBMRegressor support for callbacks and init_model is not tested fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs Other parameters passed through to ``LGBMRegressor.fit()``. Returns ------- self : lightgbm.DaskLGBMRegressor Returns self. {_lgbmmodel_doc_custom_eval_note} """
[docs] def predict(self, X: _DaskMatrixLike, **kwargs) -> dask_Array: """Docstring is inherited from the lightgbm.LGBMRegressor.predict.""" return _predict( model=self.to_local(), data=X, client=_get_dask_client(self.client), **kwargs )
predict.__doc__ = _lgbmmodel_doc_predict.format( description="Return the predicted value for each sample.", X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", output_name="predicted_result", predicted_result_shape="Dask Array of shape = [n_samples]", X_leaves_shape="Dask Array of shape = [n_samples, n_trees]", X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]" )
[docs] def to_local(self) -> LGBMRegressor: """Create regular version of lightgbm.LGBMRegressor from the distributed version. Returns ------- model : lightgbm.LGBMRegressor Local underlying model. """ return self._lgb_dask_to_local(LGBMRegressor)
[docs]class DaskLGBMRanker(LGBMRanker, _DaskLGBMModel): """Distributed version of lightgbm.LGBMRanker."""
[docs] def __init__( self, boosting_type: str = 'gbdt', num_leaves: int = 31, max_depth: int = -1, learning_rate: float = 0.1, n_estimators: int = 100, subsample_for_bin: int = 200000, objective: Optional[str] = None, class_weight: Optional[Union[dict, str]] = None, min_split_gain: float = 0., min_child_weight: float = 1e-3, min_child_samples: int = 20, subsample: float = 1., subsample_freq: int = 0, colsample_bytree: float = 1., reg_alpha: float = 0., reg_lambda: float = 0., random_state: Optional[Union[int, np.random.RandomState]] = None, n_jobs: int = -1, importance_type: str = 'split', client: Optional[Client] = None, **kwargs: Any ): """Docstring is inherited from the lightgbm.LGBMRanker.__init__.""" self.client = client super().__init__( boosting_type=boosting_type, num_leaves=num_leaves, max_depth=max_depth, learning_rate=learning_rate, n_estimators=n_estimators, subsample_for_bin=subsample_for_bin, objective=objective, class_weight=class_weight, min_split_gain=min_split_gain, min_child_weight=min_child_weight, min_child_samples=min_child_samples, subsample=subsample, subsample_freq=subsample_freq, colsample_bytree=colsample_bytree, reg_alpha=reg_alpha, reg_lambda=reg_lambda, random_state=random_state, n_jobs=n_jobs, importance_type=importance_type, **kwargs )
_base_doc = LGBMRanker.__init__.__doc__ _before_kwargs, _kwargs, _after_kwargs = _base_doc.partition('**kwargs') # type: ignore _base_doc = f""" {_before_kwargs}client : dask.distributed.Client or None, optional (default=None) {' ':4}Dask client. If ``None``, ``distributed.default_client()`` will be used at runtime. The Dask client used by this class will not be saved if the model object is pickled. {_kwargs}{_after_kwargs} """ # the note on custom objective functions in LGBMModel.__init__ is not # currently relevant for the Dask estimators __init__.__doc__ = _base_doc[:_base_doc.find('Note\n')] def __getstate__(self) -> Dict[Any, Any]: return self._lgb_dask_getstate()
[docs] def fit( self, X: _DaskMatrixLike, y: _DaskCollection, sample_weight: Optional[_DaskVectorLike] = None, init_score: Optional[_DaskVectorLike] = None, group: Optional[_DaskVectorLike] = None, eval_set: Optional[List[Tuple[_DaskMatrixLike, _DaskCollection]]] = None, eval_names: Optional[List[str]] = None, eval_sample_weight: Optional[List[_DaskVectorLike]] = None, eval_init_score: Optional[List[_DaskVectorLike]] = None, eval_group: Optional[List[_DaskVectorLike]] = None, eval_metric: Optional[Union[_LGBM_ScikitCustomEvalFunction, str, List[Union[_LGBM_ScikitCustomEvalFunction, str]]]] = None, eval_at: Iterable[int] = (1, 2, 3, 4, 5), early_stopping_rounds: Optional[int] = None, **kwargs: Any ) -> "DaskLGBMRanker": """Docstring is inherited from the lightgbm.LGBMRanker.fit.""" if early_stopping_rounds is not None: raise RuntimeError('early_stopping_rounds is not currently supported in lightgbm.dask') return self._lgb_dask_fit( model_factory=LGBMRanker, X=X, y=y, sample_weight=sample_weight, init_score=init_score, group=group, eval_set=eval_set, eval_names=eval_names, eval_sample_weight=eval_sample_weight, eval_init_score=eval_init_score, eval_group=eval_group, eval_metric=eval_metric, eval_at=eval_at, **kwargs )
_base_doc = _lgbmmodel_doc_fit.format( X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", y_shape="Dask Array, Dask DataFrame or Dask Series of shape = [n_samples]", sample_weight_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)", init_score_shape="Dask Array or Dask Series of shape = [n_samples] or None, optional (default=None)", group_shape="Dask Array or Dask Series or None, optional (default=None)", eval_sample_weight_shape="list of Dask Array or Dask Series, or None, optional (default=None)", eval_init_score_shape="list of Dask Array or Dask Series, or None, optional (default=None)", eval_group_shape="list of Dask Array or Dask Series, or None, optional (default=None)" ) # DaskLGBMRanker does not support eval_class_weight or early stopping _base_doc = (_base_doc[:_base_doc.find('eval_class_weight :')] + _base_doc[_base_doc.find('eval_init_score :'):]) _base_doc = (_base_doc[:_base_doc.find('early_stopping_rounds :')] + "eval_at : iterable of int, optional (default=(1, 2, 3, 4, 5))\n" + f"{' ':8}The evaluation positions of the specified metric.\n" + f"{' ':4}{_base_doc[_base_doc.find('feature_name :'):]}") # DaskLGBMRanker support for callbacks and init_model is not tested fit.__doc__ = f"""{_base_doc[:_base_doc.find('callbacks :')]}**kwargs Other parameters passed through to ``LGBMRanker.fit()``. Returns ------- self : lightgbm.DaskLGBMRanker Returns self. {_lgbmmodel_doc_custom_eval_note} """
[docs] def predict(self, X: _DaskMatrixLike, **kwargs: Any) -> dask_Array: """Docstring is inherited from the lightgbm.LGBMRanker.predict.""" return _predict( model=self.to_local(), data=X, client=_get_dask_client(self.client), **kwargs )
predict.__doc__ = _lgbmmodel_doc_predict.format( description="Return the predicted value for each sample.", X_shape="Dask Array or Dask DataFrame of shape = [n_samples, n_features]", output_name="predicted_result", predicted_result_shape="Dask Array of shape = [n_samples]", X_leaves_shape="Dask Array of shape = [n_samples, n_trees]", X_SHAP_values_shape="Dask Array of shape = [n_samples, n_features + 1]" )
[docs] def to_local(self) -> LGBMRanker: """Create regular version of lightgbm.LGBMRanker from the distributed version. Returns ------- model : lightgbm.LGBMRanker Local underlying model. """ return self._lgb_dask_to_local(LGBMRanker)